Infinite Series by Bromwich

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cr>

CM
CM

BH

EnHI

UNIV.OF

TORONTO

BINDING

AX [NTRODUCTION To TIIK THEORY OF


INFIMTK SKIMES

MACMI-LLAN AND
LONDON

CO.,

LIMITED

BOMBAY CALCUTTA
MELBOURNE

THE MACMILLAN COMPANY


NEW YORK

BOSTON
CHICAGO
SAN FRANCISCO

ATLANTA

THE MACMILLAN

CO.

OF CANADA,

TORONTO

LTD.

AN INTRODUCTION
TO TIIK TIIKoRY OF

INFINITE SERI1>

T.

.1.

LA.

BROMWH'H.

M.A..

F.fc/8

KKI.I

FORMKRLY PROFESSOR OF M

.,

LIMITED
M ACM ILLAN AN]
ST MAR UN'S STREET, LONDON
1908

($>/?

GLASGOW: PRINTED AT THE UNIVERSITY PR1


hV KOHKHT MA< 1.KH08K AND CO. LTD.

PREFACE,
THIS

hook

on

based

is

courses

of

l<

(^m-i-n's Coll.-^.-.
Analysis given
ialway. dm
Hut additions have naturally
LOUS I!MiM!M)7.

Mi"

;it

preparing the manuvript fot press: in parti


r
hapter X I. ami th
part of
added,
in
tinbeen
r,
selecting
subja

n.

ln-,-n

in

!ia\-.-

t> include proofs

>!'

Irrationalzahlen
th-

////'/

Chapter I.
limit ami

a
ol'

in

attempt

Priu^lM.-iin'-

wnendlicher

I\

tli.-oi-rins

oi'

-\<-rpti<.n

In

tliron-n,

all

itli

tVad

n-latin^- to coiitinu'l

preliminary account
COTr

is

i.

the

1'

n-.
n-

ha\e

not

in

this

clia-

the fun-i
to supply arithmetic proof- ,,f
thecrein^ (-..nctTnin-- the existence of limits, l.m bave allow-'-l

ath-iiipt.-.l

their truth

to

the hope that


live

to

rest on an appeal to the reader's intuition


the diseu^ion may thus lr mai-i,

Ih-^inners.

An

arithnietie treatment

will

!>

f"iin<l

in

where Dedekiml's definition ..i irratinnal num


is
the
adapted as fundamental: this metliod lea<U at
niom.tonic ]rim-ipl- of
mce (Art. 14!h. I'roni \\hicli
e\i
breme limits t ia deduced
L60);itist]
;

Appendix

J..

<

easy

t"

.-taMish the ^-m-ral principle of

In the remainder <,f the l,(...k fiv- n>- is made ,,f the n
and principles of the >itl-ivntial and Integral Calculus: I
for BOme time l>em c. mvince.l that b
uld not attempt
.1

to

study

Intinite

Series

in

any

detail

1'1>.

17 ;in.l

after

until

H.I.

they

I..

H'Jl).

t Not only

litTf.

>e

Imt

by a

in ni:tny <>th-:

systt nur

i.uin

have been
and ininiinuin limits.

PKEFACE.

vi

mastered the differentiation and integration

the

of

simpler

and the geometrical meaning of these operations.


The use of the Calculus has enabled me to shorten and

functions,

simplify the discussion of various theorems (for instance, Arts.


11, 61, 62), and to include other theorems which must have

been omitted otherwise (for instance, Arts. 45, 46, and the latter
part of 83).
It will be noticed that

made

from Art. 11 onwards,

free

use

is

of the equation

although the limit of (1 + 1/V)" (from which this equation is


commonly deduced) is not obtained until Art. 57. To avoid
the appearance of reasoning in a circle, I have given in
Appendix II. a treatment of the theory of the logarithm of
a real number, starting from the equation

The use of this definition of a logarithm goes back to Napier,


but in modern teaching its advantages have been overlooked
until comparatively recently.
An arithmetic proof that the
integral represents a definite number will be found in Art. 163,
although this fact would naturally be treated as axiomatic
when the subject is approached for the first time.

In Chapter V. will be found an account of Pringsheim's theory


which has not been easily accessible to English

of double series,

readers hitherto.

The notion

uniform convergence usually presents diffifor this reason it has been explained at
some length, and the definition has been illustrated by Osgood's
The use of Abel's and Dirichlet's names
graphical method.
for the tests given in Art. 44 is not
strictly historical, but i^
of

culties to beginners;

intended

to emphasise the similarity between the tests for


uniform convergence and for simple convergence (Arts. 19, 20).
In obtaining the fundamental power-series and products

constant reference

is

made

to the

principle of

uniform con-

vergence, and particularly to Tannery's theorems (Art. 49)


the proofs are thus simplified and made more uniform than is
;

otherwise possible.

Considerable use

is

also

made

of

Abel's

ri;i:i

(Arta, 50

the,,ivm which,

88) on

'-1

\ii

<-.ntinuity of power-series, a

tip-

spit.importance has u-'ially not been


diseased
in
text-book-.
Mately
--ral.lv
contaii
('hapt.-r XI
complete account of thof
not,
nt
ami asymptotic
iitly de\,-l,,p,'d theoriefl
its

nl'

iii

iiP-nt

Beri<

applicatiMiis tM
iM,,k.

tip-

with

inv.-Nt i-at SMUS

tip-

,,f

was

I'l'Min

which

tlp-n-fMiv

tin-

lrl

L21,

t'ir

th--

M!'

and pa
XI. imply an

,,p,

th-

no

pi-intini:

out

writ*-

CMiiM

App.-iplix

inaiiii-

was

ln>ok

Kiiuli^h

h-< IP-IMS

ar.juaiii'

wlp-n th-

ut

in!

Qe0688ary

ti

sr

IL':;.

intinit.-

repared
a\ailaM.-

th.-

systematic

('haj.t.T

COnveTJ

antlim-

nutsid'-

IM -MUM- exteosiODfl

l.-.l

Instance, Arta L18

For

Tin-

exp

has

r.-sults

tli-

t,,

\H'\wf f

JMii-tlh-Mi-y

IH-

mi-'lit

Afl

knnwn

tip-

M!'

'-ontim-d

li

i'linct

qnot

III.,

an

^ivin^r

intnuliictiun to tip- throry ..!' int-_i:raN: IP-:


HMH
is (lir ct. ,1 to the
ln-tv.
of
of
and
difference
points
similarity
this tlp-ory ami that
To emphasise tip- siinila961166,
!'

the tests of convrr-viic,- ami of unit'Mnn <-Mii\vrirence (Ai


171. 17'J. are c-alli-d l>y tip- saiip- nanp-s as in the case ol

ami

Second Theorem of M.-an Valui-i-plat-i-il


l,y iip-<|iialitirs (Art. Uiii) which are IMMI-.- obvioc
Connected with Alu-l's Lcnnna (Art
To illustrate the
ral tlu'Mi-y. a ^h<.rt discu^siMii nt' IHrichlet'- inte^i-aN and
tip-

traditional 1'nnn of the

i^

'

i.

the (ianmia integrals i^


given; it i- hoped that these pmnt's
le t'niind Imth simple and ri-orou-.

"t'

will

ol

The examples (.,!' which there are over li(M>) include a nuinl.rr
tlp-Mivms which CMiild not
inserted
n the fcert, and in
!

sm-h caaee referencefl are ^i\-en


ThrMU-'liMUt

the

l.M,,k

in

analysis.
),,,p,.
theinsel\.
I

nl'

that

which present

9,

Settled
'

\VhiK-

\UiK-li

my

-'ml

l>ook has

l.t-fii

in

tin-

l.y

it

the

iisin-

press, three

tn

keep

in

]ml.l.

connexion with
-.

and

BO I'Mrth.

the results -m-,,


books have appeared,

h.

<

MB
Integral* (ch. iv.),

ntctiuns </

aim

dniiMe-limit

in

nl'

my

tlp-Mreins to ev-

most

r<iU;/.

dillt-rentiatiMii

witliMUt ditliculty

roiitums

I'urther inl'm-inatiMn.

have made

view the practical applicationw..rk

SOD

t<>

and Pierpont'a Theory

PREFACE.

viii

Mr. G. H. Hardy, M.A., Fellow and

Lecturer of Trinity
great help during the preparation of
the book he has read all the proofs, and also the manuscript
of Chapter XL and the Appendices.
I am deeply conscious
College, has given

me

much increased by Mr.


and
Hardy's
suggestions
by his assistance in the
selection and manufacture of examples.
The proofs have also been read by Mr. J. E. Bowen, B.A.,
Senior Scholar of Queen's College, Galway, 1906-1907 and in
part by Mr. J. E. Wright, M.A., Fellow of Trinity College, and
Professor at Bryn Mawr College, Pennsylvania. The examples
have been verified by Mr. G. N. Watson, B.A., Scholar of Trinity
College, who also read the proofs of Chapter XL and Appendix
III.
To these three gentlemen my best thanks are due for

that the value of the book has been

valuable

their careful work.


T.

CAMBRIDGE, December,

J.

I'A.

BROMWICH.

1907.

The following list comprises those books of


use in arranging the material

which

have made most

Chrystal, Algebra, vol.

2.

Hobson, Trigonometry.
Osgood, Infinite Series.
De la Vallee Poussin, Cours d* Analyse Infinitesimal?.
Goursat, Cours d' Analyse Mathdmatique.

Tannery, The'orie des Fonctions d une Variable, t.


Cesaro, Lehrbuch der Algebraischen Analyti*.
Pringsheim, Mathematische Annalen, Bd. 35, pp.
y

1.

297-3!)

Reference has also been made to works on Analysis and Theorv .if
Functions by Baire, Borel, Dini, Harkness and Morley, Hohs.m, Jordan,
Lebesgue, Nielsen, Osgood, Picard, Runge, Schlomilch, Stolz, Vivanti, and
various other authors, in addition to the sources iiu-nUnm-d alu.vf and
in

Chapter XI.

CONTENTS
(

'HAITI-:!!

I.

M"!l<'l"!
l'i

|'i"-i

i!i''i]>:<

ami

L.iu.-r

Maximum and Minim am Limit*

Lii:

Intiuir.

17

CHAPTEB
SI:KIK>

01

I'OMTIVK TKK.MS.
'>

;.

II.

'.iiiil.-ii-

;.

('"iii|

Mrin.tk-i:

Logarithm:

Aii"tli-:

EXAMPl

rilAITKK

III.

i\\..

and

Hati"

l>irirhi.

Lfiiiin;t.

Xwtl

Abel

rniatiun.

60

HAl'TKi;

t.

i-:.\

IMP

Ajj)li.-ati"ii>.

i'

IV

CONTENTS.

CHAPTER

V.
PAGES

DOUBLE SERIES, Sum of a Double

Series.

Repeated Summation.

72-90

Series of

Tests for Convergence.


Absolute ConMultiplication of Series. Mertens' and Prings-

Positive Terms.

vergence.
heim's Theorems.

Substitution of a Power-Series in another

Non-Absolute Convergence.

Power-Series.

90

EXAMPLES,
Theta-Series (16)

other Elliptic Function-Series (19-24).

CHAPTER

VI.
95-103

INFINITE PRODUCTS,
Weierstrass's
either Sign.

Positive

Inequalities.

Absolute Convergence.

Terms
Uamma-Product.
Terms.

of

103

EXAMPLES,
Theta-Products (14-20).

CHAPTER
SERIES OF VARIABLE TERMS, Uniform Convergence of Sequences.
of

Series.

Weierstrass's,

Abel's,

VII.
-

Continuity, Integration, and Differentiation


Products. Tannery's Theorems.

of

Series.

125

EXAMPLES,
Bendixson's Test of Uniform Convergence

CHAPTER
POWER

108-125

Uniform Convergence
and Dirichlet's Tests.

SERIES,

(14).

VIII.

Intervals of Convergence.

Abel's Theorem.

Differentiation, Integration.

Theorem

128-142

Continuity,

of Identical Equality

between two Power-Series.


Reversion of Series.

POWER

SPECIAL

SERIES,
Series.

Multiplication and Division.


Lagrange's Series.

-143-160

Sine and Cosine Series.

Exponential
Series.
Logarithmic Series,

Binomial

arc sin and arc tan

Series.

161

EXAMPLES,
Series for

&

u-s

TT

(A. 48)

(B. 30, 31)

Abel's

Theorem

(B. 13-21)

Lagrange's

Differential Equations (B. 34-36).

\i

.II:NTS.

EAFTEE

<

IX.

TRIGONOMETRICAL INVK>HSin.-

IT,

'

Miiltip!-

188

CHAPTEB
<

\M>

'o.MI'I.KX

X.
-

I'!;

le Moj\|.

Complex Numbers.

Ooir

in.

Alisolutr convergence
T--'
llnti.i
l'i-i[i_'-li.-inr>

lencec,

IV

ami

-el's

Tr>t

hii-i.-hk-t's

\\

Oonvergenoe.

'iivk-

1'.'

rnifoiin

<

!'

l-;\lt.iH-nti,i

Sim- ami

Cnsiii.-

S.

Log U
Binomial Srrirs.
Bine

imnM'tri.Mi sM-ir>.
-

gent
Kult-rs

!!-.

it

tnd

In:

Differentiatioo "

and Conne ProdacU,

I'.rrnonlli's

NuinliT>.

an

(A.

The Ootan-

15fi ii'ulli;i!i

Fiiu.-ti.

BZAMPl

-41

Tri
('.

9-11):

An.irli-

\\Vi.-i >u-ass's

12

I)..ul.k-

Tli-.i

Series Tlu-.i VMI

CHAlTKIi
.-(

'uNVKK'iKNT AM'

BORBL'8

AsY.MI'T TI

Historical

I'lililiu^rapliy.

MKMiMi'

Al^oluti- Siiiiiinalulity.
-nt iati"ii,

OTHKI;

32).

..

(n-m-ial

Cn-

Addition of

<-i

Suiniiiati
<

Multiplication.

'oininuit y. Di:

Ai.

--in.

OF SCMMATIMN.

and Le

Examples

(I

SKIM

and Integration.

MKTII->I.S

Boivl's

27.

15.

XI.

Intr>iln.-ti<.n.

I'liiulitimi

SuiuiMaM-

lo a

<

UMATION,

Borel's Integral.
MIS

'

vm

of

Kulei-s

Kvil.

heorem.

'

othT

I{.y's

ition.

Minit
Series

Multiph'

ion>.

an

Q
1

I'.oi

of
,-al.

\.iuiplea

CONTENTS.

xii

PAfiE.S

ASYMPTOTIC SERIES,

Remainder

Eider's use of Asymptotic Series.

Formula.

322-346

in Euler's

Fresnel's Integrals.
Integral.
Poincare's Theory of Asymptotic Series.

Logarithmic

Stirling's Series.

Summation of Asymptotic
Stokes' Asymptotic Formula.
Series.
Applications to Differential Equations.
347

EXAMPLES,
Fejer's

and de

la

Vallee Poussin's Theorems

APPENDIX

(5-7).

I.

ARITHMETIC THEORY OF IRRATIONAL NUMBERS AND LIMITS, 357-389


Infinite Decimals.

ations with

Extreme Limits

Lemma.

of-

Algebraic Oper-

Numbers.

of a Sequence.

Limits

vergence.

Dedekind's Definition.

Irrational

Monotonic Sequences.
General Principle of ConExtension

Quotients.

of

Abel's

Theorems on Limits.

390

EXAMPLES,
Infinite Sets (15-17)

Goursat's

Lemma (18-20)

Continuous

Functions (21-23).

APPENDIX
DEFINITIONS

OF

THE

LOGARITHMIC

II.

AND

EXPONENTIAL
-

FUNCTIONS,
Definition

and Fundamental Properties

Exponential

Function.

Exponential Series.

396-410

of the Logarithm.
Scale of Infinity.

Logarithmic
Arithmetic Definition of an Integral

(Single and Double).

410

KXAMIM.KS.

APPENDIX

III.

SOMK TllKOUKMS ON INFINITE INTEGRALS AND G. \.MMAFUNCTIONS,

414-466

Iviinitiim U
Convergence, Divergence, and Oscillation.
Limit of a Sum. Tests of Con \ri-rii.v. Analogue of Abt-l's

Lemma

(or

S>n<l Theorem

of

the

Mean).

Absolute

FAOE*
lMri.-lil.-t

.ui.l

Int.

nif.-iin

>iri<-hl<-t'>

hil'

T--t-

M. ,in.l
,.->

.f

T.--I-

'

--1'g

Intr-iati.

.n.

Liinit-

Sj)-.-i;il

hit.-Jl

Illtr<_ri:i

Repeated

Tli--

lnt-::i;i!-.

<

;:iiniii;i

ii

hunma Panction

<

ili.t

f-

I:

Inti-u'r.-il.

Fi

.--nil.

Stii

mn

i-'-i

Camma

Fun. -ti.

.us (35-47,

55-57).

EASI MISCELLANEOUS EXAMPLE


EXAMPLES,

MISCELLANEOUS EXAMPLI
i-506

EXAMPLES,
iiann's

(19,20):

)isi-.intiinnus

(-FnnctioD

.)U..nu-tri.-al

85);

iNhKX

S.-i-i.-s

SPECIAL

Kunrtimi (32-36)

(44-49);

Hifinann's

(64-66);

J.icolii's

Fiinrtii.ns \vith..,it

Kumm.

OF

(18);

i.

\V.'i.-r>tras>'> \(,ii-|)illrivnti;il.lf

Miami's

(70-77):

St-rirs

Analyti.-al

;Mc ?ow{

LNTBGEALS,

'1

Then-i-ius
li*-ta-

Kun.-i

n
:

'..ntinuati..ns (78-

PBODUCT8

87-100).

AND
7-508

I;AL

INII

509-Mi

ADDENDA AND CORRIGENDA.


p.

16,

The

l."17.
1

series is here

-2 + 3-4+...

supposed to oscillate

finitely

such a series as

excluded.

is

p.

29,

Art. 11, and p. 80, 1. 2.


The integral test is commonly attributed to
Cauchy it occurs in Maclaurin's Fluxions, 1742, Art. 350.

p.

97.

Ex.1.

p.

101.

Art. 41.
A proof of the
Art. 77.

p.

122.

The

Thevalueof the second product

thus,

(sinh7r)/27r= 1-845... (Art. 91.)

can be somewhat shortened by the use of extreme


if
is chosen so that

discussion
limits

is

part can also be given on the lines of

first

we

get at once
l

For methods

determining the region of convergence of Lagrange's


series, see Goursat,. Cours d' Analyse Math., t. 2, p. 131, and
Schlomilch, Kompendium der hoheren Analysis, Bd. 2, p. 100 ;
the relation between these methods will be seen from theorems
due to Macdonald, Proc. Lond. Math. Soc., vol. 29, p. 576.

p.

141.

p.

146, Ex.

p.

164.

Ex. 25,

p.

190.

Ex.

of

The numerical results should


23-14... instead of 23 '00.

18.

pp. 212, 213.

This

is

= v(u-

omitted from

is

{(1

and

instead of 4 '80,

-xy)(l -xly)}~

1
.

taken from the Mathematical Tripos Papers, 1890.

assumed that

It is

v(w)

- 1

The index

4.

1.

be 4-8105...

v is

a function of w w ith a period


r

2?r,

so that

2?r).

p.

226.

Professor Dixon's own version of his proof has just been published in
the Quarterly Journal of Mathematics (vol. 39, p. 94, Oct. 1907).

p.

227.

1.

8.

The reference should be

p. 323.

1.

3.

The

410,

1.

4.

p..

to Arts. 44, 45

(1),

instead of Art. 49.

should be 8 instead of
the following four figures are 6060, according to Gauss.
last figure in Euler's constant

5,

and

The proof that 2 > 8 n and a < S n can be made purely arithmetical
2', <r', the sums obtained by superposing the two modes of

by using

We

division.

2, and a'
similarly

is
<r

have then 2'rxr', while 2' is less than both


2'
Thus 2
a'
greater than both s n and <r.

>

< a' < 2' < Sn

> >

N,,
*

and
ami

Similar integrals occur in Electron-Theory


Soinmerfeld, (iitttimji n Xachrichten, 11MI4, p. 117).

p.

471.

Exs.

p.

490.

Other examples of a simple character


Non-differentiable functions.
have I.e. M -ixen recently by H. von Km-h. A<-tn Matin ninfifi. \'\.
/hnt*>-l, n Math.
30, 1!K)7, p. 14",; and by Faber, Jahr, *l rirhf <1>

20, 21.

Verdi,,
p.

495,

Ex. 51.

!',<!.

The

Hi,

1JI07,

function /(a,

p.

;/i

(compare

:>3S.
is

Mippo.-etl monntniik-

with respect to

n.

AN INTRODUCTION TO THE THEORY OF


INFINITE SERIES

CHAPTEB

I.

SEQUENCES AND

LIMITS.

convergence and divergence.


we have agreed upon -MIL- rule, OT rul<
which we can BSSOCiate a definite numher ,/, \\itli any .i-H^ned
Infinite sequences

1.

SiipjM.s.-

that

positive inte-vr

,,

then the

of numl..-!^

set

'

"i-

BO as to

arranged
-

1.

'!.

c<

will

tin-

notation (am) to

the

set

i-allr.l

an

to

IM-

shall

\V.-

siiujily
!!-

H-IV>JM m<

/'

of

]nsit:

infill

timl

l'r.-i|ucnt ly

it

convenienl

this

'I'h'lisequence,
the word infinite simply means that every t.'i-ni iii the m-iju.
is followed
hy anothei- term.

The

ome

rule

detinin--

loi-iiiuln

the >e|n,-iice

formulae)

1.

Ex.

2.

Ex.3.

l>e

expl

_d\ in-- a

from the preceding

be determined, either directly or

Ex.

either

may

BS an explicit fui;
verbal Statement which indicates IK,\

(oi-

me

i--]ir-s.'nt

-Id

I'

Tlir

ni'_C

imnil.rrs

1.

li;u iM"iii<

I'M.'

rm
t.-nns.

thr

't'

rati.-iial

positi

arm
of

to

ami

80

this

nu-tlr

.f

UK!

-\\

ill'-

ini>

>.!

h'T'-

aiiuvm.Mit

ami

.1-.--

I--

'-an

n..t

'

!"

It-ail

anv OOITeBpOod

the

..'to

si-<|in-ii.

it

mil-

<>f

llx-ii

"hrir inn.

SEQUENCES AND LIMITS.

H.

[(

I,

The most important sequences in the applications of analysis


are those which tend to a limit,
The
be

limit of a sequence (an ) is

found

to

correspond

small, such that

provided

said

< an <i +

if an index m can
number e, however

I,

n*>m.

only that

more convenient

It is generally

to be

to every positive

contract these

to

two

in-

equalities into the single one

\l-a n \<6,
where the symbol

used to denote the numerical value

is

\x\

of x.

The following notations will be convenient abbreviations for


the above property
:

I = Km a n

or

= lim an

or

a n -+l

the two latter being only used when there


to what variable tends to infinity.

Amongst sequences having no limit


those with an infinite limit.

A
the

sequence (a n ) has an

number

may

be,

n>

it is

useful to distinguish

can

be

found such

that

>N,

771.

This property is expressed by the equations


or a.n ->>oc
lim a n = oo
or lim a n = oo
;

no doubt as

is

no matter how large

infinite limit, if,

an index
an

provided only that

>-oo

><x>

In like manner, we interpret the equations


oo
oo
a w ->
lim an =
lim a n =
,

oo

n >oo

In case the sequence (a n ) has a


convergent and
sequence has an
Ex.
'oo

Ex.

1 big.

is

said

to

converge

finite

to

infinite limit, it is called

With a w = 2w

(the sequence

of

limit

I,

it

is

as a limit',

called
if

the

divergent*
odd integers) we Imvj

a diverge/it sequence.

ftfa.

With a n =l/n

(the harmonic sequence)

we have

-*<);

convergent sequence.
*

but it
<lir<i-<j< at us equivalent to non-conn r<j< nt
distinguish l/<-t\veen sequences which tend to infinity as a limit and
We shall fall the latter sequences <>.<<,-i//<tturit (Ai
those which oscillate.

Some

writers regard

.oii\ cnit-nt to

1]

Ex. 3

til

It

ler
liiHttrl

ln>

h<

liu

in-

in

tin*

s.Mjii.-li'

tli.-i.-

-.

will

,i!.v;i\-

!:

unlimited nun.

\V- shall tind

MM

;iiul

convenient some! im

it

an OrdlE

iiid;.

:>hirally,

'

abfiG

<-<|iial

tin-

pirtun-d hy joining
In

liin-.

tli'

|U.-n<-.-

'

points with a l.ml

OOni

\\holly within a liuri/mital .strip <>!' \\i<lt!


rtain valu-: if tin- sequence is divergent, fch<
has passed
al')\,wholly
(or below) a certain
i-taiii
valur.

lii-

'I'in-

It

^rajhical i-rjirr^-ntat
alr.-aly considered
i-

will

srrn

1)0

tin-

iliM-T.-ini

tin-

s.-cMinl

>n

that

tin-

tirst

converge, and

is
9

makt

'//

Smdi

a definition

may

aa

n f 4)

taking

as .small

M W

and

tin-

thr--

tennfl r<-j'r-s,-ntrl
is

in

111

oft.-n ]oo>,-ly

th

/'//M'/

id-

'

which

third to <>scillat- (see Art

<!

Hd-.-. l.y

tmns

/.

I-

Been tY-mi th

l>-

tin- t'.-w

s.-.junin-

tin-

Tin- definition nf a limit

initial

given

a ^lann- that

at

sln-w

tin-

!'

i-

'/'/"

is

may

li.-

points

in

sr

the

'

if

pos^jl.i;

'

'

h
is

,'\

en.

large enough,
i-ut

r(,/ -f

tin-

tin-

we can

tin-l

berm

whirh

SEQUENCES AND LIMITS.

I.

[CH.

(2) Infinity.

remembered that the symbol oo and the terms


infinity, infinitely great, etc., have purely conventional

It is to be
infinite,

in fact, anticipating the


that infinity must be regarded
q# an upper limit which cannot be attained. The statement
that a set contains an infinite number of objects may be under-

meanings in the present theory;

definitions of Art. 4,

we may say

stood as implying that no

number

count the

suffices to

set.

Similarly, an equation such as lima n =oo is merely a conventional abbreviation for the definition on p. 2.
In speaking of a divergent sequence (aw ), some writers use
The numbers an become infinitely great, when
phrases such as
n increases ivithout limit. Of course this phrase is used as an
:

equivalent for tend to infinity

we

but

shall avoid the practice

in the sequel.
(3) It

is

evident that the alteration of a

finite

number

of

terms in a sequence will not alter the limit.


Ex,

4.

The two sequences

have the same limit

Further,

terms from
the limit;

1,

2,

3,

4,

1,

i,

i, J,

J,

i i

i,...

*, fc..

zero.

evident that the omission of any number of


a convergent or divergent sequence does not affect

it

is

but such omission

may

the character of o

change

oscillatory sequence.

Ex.

Thus the sequences

5.

1, 5, 9,

limits as those considered in Exs.

1,

13,
2.

... and 1,
|, 1, ... have the same
But the omission of the alternate
;\,

t'ini> in the sequence


1, fc I, i,

changes

it

!,*,*,...

into a convergent sequence.

(4) In a convergent sequence, "//,

or none of the terms

may

/////"//////.

be equal to the

limit.

Kxainplrs of these four possibilities (in order) aiv


1;

the limits of which an-,

= -sm(iw7r);
in

"N

=
W

m-drr, 1,0,0,0.

-^ +

ji i/ifc

^ivm ly

a-^J

mi mix

1,

IfONOTONK

2|

We
ive

'

shall

si

hOW

rid

>//"'//.

A'

l.ut

II. \\.-\rJ-

choic.-

denot,-

an

iii'i

<!'

'lie. -s

n>

^>

,>

N.

j,

limit

\}'

can

mal.-

can

w.-

than

that

hy
>ull

tin-

hypoth.

can

I"-

lini",,

<

such that

\.

rarily small

arl-it

which cout ralicts

this, supposi-

then

wer

ii'

ol'

we could

we two

can

f,,,

".

-|

emphasise

ri-rtain

K'-r
/

i"

mal.-

leSfl

than

ch..,

ditr.-rciM

j.i-ovidcd
///

hat

wln-n-

Special '\aui]lc

hy takin-

denote an arl.itrarily

to

hail

c< Hi \

s.-ijii,

th-

positiv,- nunili-r.

any

ha]iM-iis

than

thru intVr that /_'.


not ma'',
98 than

A-

(or

xnliu-t ilil.-s

is

it

tliau

'')

avoids roMt'usioM

it

M.'ii

lesa

!)

/,

whir!

861

are usually added

fco

with

'/

variahl'

In-

ily

irord

,.-

b<

Inn

unii

is

!!.

al

numher:

tive

that

..!'

l.ut

shall

<!

i\

\\.-

to

usually employ

iiuiiil..-!'It,

added

-i

that

//>///.

Thus

lini

/>

only: hcnc.- we must hav<- lim/;


It

should

Bequencee

U rh

that

..... l).s,Tv.-l

that

,<i>,.

K..r

the

Thus

imit.

hif'|Ualit\

<

easily ha].]M-n

that

lim
j.osi

'-.uiclusion

th-

\'v\\,

lim
2.

ii'

Ithou-'h constantly

.lit!

'

lin

i(

may

it

lim "

Monotonic

sequences

<i,,

:_

lim

and conditions

for

their

con-

vergence.
iu

an
yah,

and

which a

tor all

and
calle

vulu-

all

similar.;
1

ied

in

ailed

SEQUENCES AND LIMITS.

The

first

[CH.

may now

general theorem on convergence

I.

be stated

monotonic sequence has always a limit, either finite or


the sequence is convergent provided that \an is less
than a number A independent of n; otherwise the sequence

infinite;

diverges.

For the sake


that a n

is

detiniteness, suppose that


tt+1
constantly less than the fixed number A.

of

however small the

positive

fraction

may

and

Then,
be

will

it

be,

such that a n <^a m -\-e, if n^>m',


for, if not, it would be possible to select an unlimited sequence
of indices p, q, r, s, ...
such that ap >a^ + e, a q
p + e,

possible to find an index

>a

ar

>a +
g

e,

as ^>ar -\-,

and consequently,

etc.;

after going far


should arrive at an

in the sequence p, q, r, s, ... we


A contrary to hypothesis.
index v such that a v
if
we
the
Thus,
graphical representation described in
employ
the last article, we see that all the points to the right of the
line x =
will be within a strip of breadth e; and that the

enough*

>

breadth of

by going

the

representation

enough
it

approaches some

made

be

can

strip

far

the

to

as

small

From

right.

we

as

the

please

graphical

appears intuitively obvious that the sequence


limit, which cannot exceed A (but may

But inasmuch as intuition has


this value).
in mathematical reasoning,
led
to
serious
blunders
occasionally
it is desirable to give a proof depending entirely on arithmetical
be

equal

to

grounds; such a proof will be found in the Appendix, Art.


Ex,

1.

which

is

As an example

14!>.

consider the increasing sequence

8.

i>

>>

represented by the diagram below.


i

1234567
FIG.

In this case we

may

take

4.

A = \, and

there

is

no diHirulty in
of oourse \u- might
less than .1.

but
that the limit of the sequence is equal to .1
have taki-n .1=2, in which case the limit would In;

*The nmnher

of

terms to he taken

in

the

se^umce

equal to the integer next greater than (A -i)/c.

/i.

</,

/,

v.

..

would he

KONOTON*

2|

Ex.

2.

si-

that

iv

the sequence

Ait.

||i-iuli\.

in

I'.ut

">s

ease

then

;1

If

0<r<l,

j..Mti\.1

('niisiih-r

3.

> _ o.
/

the

and

!''y

/'

l ^

'/.

tin-

s.Mjufnce

m+j

in niodifyini:

case

ie

tt

0,,

a sequence which

n-

= ^.

ulily decreases but tin- ti-rm-

se<|

approadirs a

can lind

wt-

+00,

^m.

no ditliculty
tr)

so that,

inl,
iinl

tin-

if

.1.

r..nsfi|iuMitly

'I'hu-

that

plain

iva.lcr will havt-

BO tliat

Ex.

lit,

i.s

is

it

th-

is

jn-.,ji.-i

numbrr such
always an
may In-, thnv

>
Thwork

ni..ii"t,,ni,-

n<>
1

> .1.

ainl tin-

th-

!'

obtained

limit

formal pr.mf

tli

that
\

(1

//<

^<r"<^ +

J<r" + <r(/ +

t,

limit

such

that

that

s.i

n>r/i.

if

<r(/ +

II.

dftinitt*

:".nd to

'

);

itly

/(I
is

-jiiality

\Vhi-ii

Thus

/>

1,

it

follows

>

\v- find /"

iaMi>h-d
MI

inn-,

fi'.'in

-;)</.
however

Miiall

U-,

ty "f tin-

Mquenoe

An

1.

(-l)".|r|"
tin-

sr.ju.'iH-e

can be drtfrniim

btained.
"]>,

= 0.

:it

t'

It

havi-

we can

It

Sniinuinjr

\vt-

t'lMin tin- iimiiMtMnii- projii-i

K.\.

may

th- last result that

''"it

-Kr<l,

r"-*0;
1

"i

by

<i

-aii

SEQUENCES AND LIMITS.

8
In

other cases the sequence

all

If

Ex.

4.

and we

oscillates,

W-oo

r<-l,

r2M ->oo,

r2n+

r=-l,

^=

r-" +1

Take next

1,

[CH.
find

I.

=-l.

o n =r/w!.

p be its integral part. Then the sequence (a,,) decreases


and since
is positive it follows
steadily, after n exceeds the value p
that a n -+l ^0.
If r is positive, let

()

Now

n+ I

an

Thus we can

find

..

n+2

2n

a-2n
3,

so that

and
Hence, as in Ex.

Zn

we

>TO

<a

obtain

l<^(l + t) or
It follows that

When

= 0.

r is negative,

we

obtain the same result by writing

a
Thiis for all values of r

= (-l)". |r|"/!.

we have
lira

n\

3.

=0

General principle of convergence.

If a sequence is not monotonic, the condition that a


constantly less than a fixed number is by no means sufficient
to ensure convergence
this may be seen at once from the
|

sequence given in

Example

The necessary and


it

may

positive

e,

Art.

1,

for

which

0<a n <l.

sufficient condition for convergence

is tin it

find an index m, corresponding

to any-

be possible to

number

3,

such that

n greater than m.
Interpreted graphically, this implies that
sequence which are to the right of x = m,

for all values of

of breadth

2e.

The statement

is

all
lie

points of the

within a strip

then almost intuitive, since

the breadth of the strip can be made as small as we pithy going far enough to the right; an arithmetical, proof will
be found in the Appendix, Art. 151.

GENERAL PRINCIPLE

2,3]

OONVJ

"I

the

Ex.

J>

012345678
Pic

hieh
aiid

is

it

>.-t-n

easily

that tin- limit

is

Tin- diairiain

1.

CAT
above

must

der
test of

;i

(even

wunu-d

is

certainly
f<>

^,II>IH,S,<I

tend towards

K-T

i-\;ilii|iU',

,i ,,

/,.

it"

//

is

any

Tin-

tixnl
tin-

iiuinln-r.

den

is

NT

siitli-

<>j

-l'-l

arbitral

then
/')=0,

B6qU61

\J

be

l."7.

no

ditliculty

ndea for calculating

!//,

6ll)=limall

Iim(all

*///

>'//

liui l..Lr(l
-r/*
W MO

tin-

I'.ut

have

will

ivjulrr

//.

Appendix, Ait.

lnit

/////

~
,

a/rbtirary function

suppose that
|=

conv*

f<rr

necessary,

//-/'/A

/'///////'///

HIM

seen t'mni

tin-

>.

This condition
/////.

as equivalent t<> a condition sometii


in hooks which an- i;vnT;illy
nann-ly:
<-oii\ .-I'Li-'iicf

condition

may

i-

will

it

in

that

prnviii^-

ll>

limits a
liin6

linn
]>r<\ idi-d

that

]T"\-id-d

tli

tin-

nt.

sequencer
liu

And

and that
^-n. -rally

liin/(" a

where

,.)=/(HmamJ Iim6w>

/
.

demurs

1:

that

any

n>iiil linat

in

of

th-

lim
l'<>ur

-l-iM-ji-

operations, MiKj.vt to conditions similar to those ah-.-ady

sj,,.ritii-d.

SEQUENCES AND LIMITS.

10

[CH.

I.

If the functional symbol contains other


operations (such as
extraction of roots), the equation above may be taken as a
definition of the right-hand side, assuming that the left-hand

side

is

indices

found to converge. On this basis the theory of irrational


and logarithms can be satisfactorily constructed.*
remembered that the

It is to be

limits

on the

left

may be

perfectly

To

illustrate

definite without implying the existence of liman and lini b n


= (-!)", b = (- l)"-^! !/).
this possibility, take

tl

a n + b n = (-

Then

n~l

l)

a n .b n =-(l

and

/n

(a n

+ l/n)

+ 6,,)-+0,

(.&)-> -1,

a n /b H =-n/(n
so that these three limits are quite definite, in spite of the non-existence of
Km an and lini bn
.

6 n ->0, we cannot infer that n /& n ^oo


that
a n /b n has a fixed sign.
proving
If a n ->0, and 6 n ->0, the quotient ajb n may or may not have a

If a n is convergent

without

and

first

limit (see Appendix, Art. 152).

Thus with aw = l,

= (-l) n /n, we

bn

so a n /b n oscillates between

Again, with a

lt

= l/n,

bH

and

oo

=(

see that b n-*0,

+ oo

but a n /b n = (-l)"n and

1)"/X the value of a n /b n oscillates between

and +1.

When one of the sequences diverges (say n -*oo ) and the


other converges (say to a positive limit) it is easy to see that
<

(a&n)^c

a n .b n -+x>

n /6 n ->oo

6 n /a n

when

-0

and then the


and (a n/b n ) need special discussion.
both a n and b n diverge to oo we have

the only case of exception arising

6 n ->0,

.sequences (an .b n )

Again,

if

but both (a n

bn )

and (a n /b n ) have to be examined specially

Appendix, Art. 152).


If a w ->oo and fr w ->oo

there are three distinct alternatives with

rc-pect to the sequence (a n/b n ),


(i)

aw /6 n ^0;

(ii)

*<nin,n/ tlmt

ajbn ->k>0:

TlniH \vc can define A-V^ a8 lima?"", where


n \\hcn
iunl /
ate botli nionotonic,
(

;.

.\|.|i.-ii(lix,

Art.

l.VJ,

(see

Kx.

4).

(a,,)

(iii)

= l,

it

a.

tlu- srijiirn,

J,

/>

H.

-*\-.cd not con-

hi

UM

\M- LOWER

rri-l;

3, 4j

11

in

than

////

eon\ enient

In

>'<.

eastr

(ii)

<'

i'

use the notation

to

wbn
iven

Kill.

Mm

mhiat ion of

the

in

Appendix
a number of

in

<

Ait.

the d
in.

practical work.

in

Upper and lower

4.

limits of a sequence.

rm
tin-

for

\:,'2\

cases which an-

.Mid

upp

l.-a^t

l.rm

I.

r.ut

quence

term,

may
such

imlici-.s

he. th--rc

I'ui-th.'i-. tln-rt-

tli

t.tln-r\vis.'

!:

similarly.

\\

th- lower limit.

callcl

is

it

this

//.

is

i'oll.\\-

it

always

lar^-r

an

is

tliat

inimhcr of such
in

fcerm

ii

Iliake

definite

n.

in-1-

the

tile
Sllpp'sr j, I,,
index sati^l'yine- the required condition.
Hence t)i- terms
the sequence which fall het ween am and Op are all
J)

\\

'

than

a,,

and

('lioose

now

Succession

"^""r

such that

/>

">_-

Pt>j

P*>Pl>

/'!>'-

and

values of

<>f

for simplicity den..'

Then WG

-truct.-d

moiiotonic sequence blt


and this se.jUence
limit (Art. 2). either a finite numl.er // or ao.
If lim

eaii

how

find

small

///

BO that

is

e<-/
/

//'

ll

bm

///.

<

,
f

if

>//>{

lim

h,,\\

lar-e

and

A',

A'

if

of

fi-

can find

provided that

ma;

//

\\-

lin.

>
no mailer

prn\ ided that

//,

'Hi/ iiff.iinn/

Similarly,

hetweeii

lies

and consc,|Uently we ha

he:

may
//

II

>

,i>

so that

//.

has a

no m.r

//.

SEQUENCES AND LIMITS.

12

[CH.

I.

If the upper limit of the sequence is H, whether attained


or not, the sequence has the two following properties:

No

term of the sequence is greater than H.


least one term of the sequence is greater than
(ii)
however small e may be*
But if the upper limit of the sequence is oo, it has the
(i)

He,

At

property

An
how

infinity of terms of the sequence exceed

great

may

modify these

It is easy to

oo

and

definitions

refer to the lower limit (h or

no matter

be.

).

FIG.

results so as to

1O

11

12

7.

The diagram gives an indication of the mode of selecting the


and h\ these are represented by dotted lines.
sub-sequences for

Ex.

1.

Ex.

&

and

3.

0,

which

(Art. 1)

oc

A = l, because

is

an =

is

l/it.

the greatest number in the sequence and A is


not actually attained by any number of the sequence.

-i,

is

1,

Here the sequence (&)


is

is

in the sequence.

(Art. 1)
J5T=1, because this

seen to be

so the upper limit

2.

Here

Ex.

a w = 2?i-l.

(Art. 1)

Here we have
the least number

1,

is

|,

found from the sequence

indicated in Fig. 3 of Art.

f,
,

f,

|,

f,

f,

...

and gives

^, J, |, ^,

f,

....

to be 0.

...

by the dotted

H=l

and similarly

These sequences are

lines.

Maximum and minimum limiting values of a sequence.


We have seen in the last article that any infinite sequence
5.

lias

upper and lower

Consider successively the sequeiuvs

limits.

a lt az a s a4> a
,

":;

fi

"

";

".,-

",.

and so
*

If //"is not attained,

,...,

"r

>

<V".

>

on.

there will be ;m infinite niimlirr of surh terms.

4,

MAXIM

5|

\M. MINIMI M

ami I0W6T

i|>jM-r

//,,

II

Thru

//

>
:

trnii in

in-

the sequence
a

Jl
i

which 0886

in

//

jnonoh.nir

i-

>

Thus

//

.t

<-d

l.y

w-

miM

",

^liall lia\ e //

//

//

//

//

givee a limit

.-UP!

th--

!>

or

/:

Similarly

limit

in

//.

<

limit- 1- d>-n<

iae

//.

Mil v

BO OIL

sequ<

cam

M all

<Ar

A,

//,.

may ha\r //,-/,.

\\<-

an.

'
:

1.

OftSe

//

//!

= h-> = h i=

...

may

It

gTOr-foo,

be DOticed

... = +

//

//

ran only

ran

mily be

tliat

and

3c:

.'/

-f

00,

'/:

ii'

is

It

that

notice

t<

imp.M-tant

/-

CCW1

./

//"

14m
rithrr

//

//..

,<//

...

thr sub-sequence

t> tllr >.M|llr]ir

Ic'loll--

for

i-

<>

II

//

thru
tVi.ni

//,

is

in,

lim//
small

<,['

if

con

is:

Bub-Sequel

BO that

///

An

(i.

have
G

///"//

//

drtinition of

tin-

ly

and

',.

</"< n

tha/n

greater

ran find

luit.

...

//.

#ub-&

///

//'

is

n'l,ii-/i

= ^r we

lt

''

which

//

<

II

a c-n'tain

suh-sr.jii.-nc,- d.'tin.-

ajiplirs to

ar^uiwnt
o

thr limit

("). so that this samr

similar

it

Itself

'I

with

rr.incidmt

!'

//.

&+,

no

\v-

have

//,,.

matt.-i-

//

so

hat

Thus,

//_

if

(j -f-e,

///.

thr limit of any num-r^-rnt


8ub-8equenC
nm-t ha\r /i.^'-j-e: and.
rlutrarily small.
this
\\c
In
likr
mann.-r
0.
requiree
prove that m can
found to makr a,
if
and
drdnrr tlia
//-e,
ii'

is

Thr two properties


'

in

rMaMislird justify us

just

ant/

Thr symhol

Mm"

is

<

'
.

<

1 i

ralli-

th.-

/< lim a <

/'

maximum

impli.-s tliat

/'.

hapjirns that ( = x \\r ha\.th<Tr must hr an intinity of terms


it

in

n^-d to denote rithrr

limit: thus an
inequality

/<</ and d
If

MM

//<>'// /'///

symbols we
.

minimum

llf

;/

,'

//

s
irr

an-;

than an\

..-ntly

SEQUENCES AND LIMITS.

14

number N, however great;


an

!)

terms

infinity of

when y =

similarly

than

less

[CH.

On

N.

there must

the other hand,

Inn a n =

I.

if

oc
co
it is easy to see that
and similarly
=4-oo we must have limaw =+oo.
From what has been explained it is clear that every sequence
has a maximum and a minimum limit; and these limits

liin

lim/< u

if

are equal, if, and only


It is convenient to

the sequence converges.

if,

call

maximum and minimum

sequences

oscillatory

We

are

limits

when

the

shall

call

unequal.
these limits the extreme limits of the sequence, in case
wish to refer to both maximum and minimum limits.
It will

maximum

be evident that the

we

limit coincides with

upper limit, except ^vhen the latter is actually attained by


one or more terms of the sequence; and similarly for the
minimum and lower limits.

the

123456789
FIG.

1O

8.

The diagram gives an indication of the process. The points


and h n are marked with O and are joined by dotted lines.

Hn

Ex.

In the sequence (Ex.

1.

we have //"=!, A B =

A. 3.

i t, i i
# = 1, g = Q.

so that

Art. 1)

3,

Here it is plain that convergent sub-sequences can be selected


any limit between the extreme limits. Thus
i

and

With

8,

//
1

=/t.

With

3.

1,

-2,

...gives the limit

fa ...gives the limit -L.

v*

=
J

//

#=

ErS,
!

J,

:5

it

limits

will
<.tli-i-

(-])-i(i+l)

//,

= !!,...

=-^

A,,

QO

</= -oc.

he seen that
tin-

o-(-l)

<:,...

5,

/(

than

//

ll

-1.
i.

= 00,
6' = 00,

and HO

//,

|,

-if, /<3

3,

//

tiinl

,,

fc.-fc...

//,

Ex.

In

2,

6 = l,

80 that

-f,l,

J71 =

get

ami

\vc

f, ft,

Ex.2.

we

f>

to give

IH>

suit -M'i|inMH''s

cxticnir limits.

can

In-

t'ouiul

to

5,

6|

OF AN

MINITI: SERIES

reme

der will timl some ralee

Exa

limiis in
6.

Sum
we

that

17

the

'-n-l

of an infinite series

lY-ni

il'-tlm-.-

;iMlt

tliis

thi- cha]

..i

addition of two series.

a second

.s.-.|M-iire

'hat
x

Thrn

= "l + ":i +

l=

and

th,

/'/'

A">

/A*

lim

tl
i

"+

+-- =

'

*!//,/

//,.
'

It

||iiw.-\

is,

that

is

"

!ii'l;nii-nt;il

unl acconlin-'ly care must

'in it:

nme without jrnt'


rily tnir

aiv

Similarly, if

that

-f

nsr',ll,ih

to

/'-

1'"

'//'///

tinitr

or oedtto
div(

/,/

1.

oi

propi-rtit's

reap

-'

/)

1.

\vh.-n

i,t

/=!,

,,

and

=w.

\\h.

-1 <><!,
|r|
\\hrr.'

i>

|rj"<
I

iy tin- liiniiinial tln-oi

(1

+ </),

(1

cm.

Thus

liinr"=0,

\vhifh was

ill

it

is

lim*

nli\ j.ius

*oo

indf]'-nd-ntly in

ulitaiiii-d

II.

sd that

Tln-n

jM.sitivf.

that

\,

'.

Kr<l.

-_

/-,

lim

and KOOOrdil
/

ll;

When

is

1.

1.

and

\vr
(

II-

have

-r)">

f 6),

d.l.

H<

iniii'l

tak'-n DOl

IM-

sud

t1><
/

Ex.

familial-

limits

i'or

in

iiii])(.i-t;inc.-

~2.

MUMS

SEQUENCES AND LIMITS.

16
Thus

lim

arid so the series oscillates


If

r=

= l,
sn = 0,

and

We

=-*

lim

between

sn

1,

Thus the

sn

oo

s,,

= + cc

and +

if

ig

odd,

if

is

even.

oo

[CH.

series again oscillates.

have now

justified all the statements of the enunciation.

It follows at once

from the

results stated in Art. 3 that if

=a + a + 3 +... to oo
T=& + &2 + & 8 +... to GO,
a.

and

then

fifT=(a1

51 )+(a2

The

rule for multiplication of S,


readily (see Art. 34).

62)+(a8

should be observed that the insertion

It

series

equivalent to the

is

68)+....

does not follow quite so


of

brackets in a

a sub-sequence from

selection of

the sequence (s n )', and since an oscillatory sequence always


contains at least two convergent sub-sequences (those giving
the extreme limits), it is evident that an oscillatory series can

always

made

be

to

converge

by

grouping

the

brackets; and, conversely, the removal of brackets


a convergent series to oscillate.
Ex.

The

2,

and

306...

to the
1-306....

It is

sum

series

1-306...;
'306...,

[-306. ..

any

l-J + -f + i-f + --. oscillates between


series (1 - |) + (|-f) + (f-f) + ...

while

-(i

-)-(-)-

number

...

in

cause

the values

converges to

converges
the

sum

see Arts. 21, 24, 63.]

when we

are only concerned with deterconvergent or not, we may neglect


of terms of the series; this is often con-

evident that

finite

may

but the

= l-log2 = - + -+...,

mining whether a

terms

series is

venient in order to avoid some irregularity of the terms, at


the beginning of the series.
In particular, it is clear that the series

The sum of the latter


ore simultaneously convergent.
terms of the former.
the remainder after

is

often

17

1.
1

Arts.
1.

It'

3.

+ /'.
i

3.

here

inn. us

'.

<

fin.

:.!

if

.!,

if

Ex.
4.

I'

5.

t" tin- limit (a

+ /.
If

6.

prove that

..

(<>,

/,<,)

an

!'

(!+/).

In

tl.-

'

tllf

and

::iiiniii

in.-

similarly

val

tin-

iken,
/

7.

If
:i"ii

limit.

If

:IM"M linn:
!>n

limit

is

(sinli

8.
tli--

;n nlniM-tic

ami

li;irm..n:

'nil- ami

9.

tlif

If

".,- Ac

aiithiiM-r
ii.'ii,-t,,ni.-

ami

and
i

la
TT

La

rl

hen

inmoii limit

ri"

tip-

are

SEQUENCES AND LIMITS.

18

[CH.

10. In general, if a H+ i=f(a ), and if (a n ) converges to a limit I, then I


must be a root of the equation x = f(x).
But there are two limits which can be derived from (a n ) by means of
sub-sequences, they must satisfy the equations x = f(y\ y =f(x).
For illustrations, see Ex. 11.
ll

a n+ i = &",

If

11.

>0, a number

the condition in the form

loga,, +1

curve y = log.r and the line y = \x


(i)

if

is

A>l/e, (a n )

we can write

of alternatives arise;

= Aa,,,

A = log&.

if

we can

By means

of the

easily prove that

a divergent monotonic sequence

the equation A# = log x has two real roots a, /? (say


<A<
that a < ft)
then the sequence (a,,) is monotonic, and a n -* a

(ii) if

/e,

!</?; but

if

When A

we may

y = log (log-

\
)

write log (log


>

and the

the sequences (a2n ),

A<-<9,

(iv) if

if

Here

w, v

a-j

>a

line

(a-2n+i)

-e<A<0,

(iii) if

><x).

()

the sequence
difficulty

!>/?, a n

if

negative, the equation log#=Ao; has one real root (a); but
will be seen to be no longer monotonic.
To meet this

is

= Iog(

A) + Aa,,_i and use the curve

n + l/

y = log(- A) + \x.

It can then be proved that

are separately monotonic,

and

a w ->a.

+i-*,

and

are such that

a*,,

= a,

a:

a.> n

^u,

a.,)+1

^v,

a.

and ^ M = v,

u<a<v

but

a 1 <a',

if

-*<>,

if

^*

= w.

This problem was discussed in the special case a^ = k by Seidel (Abhandlungen der k. Akad. der Wissensch. zil Miinchen, Bd. 11, 1870), who was the
to point out the possibility of oscillation, in case (iv).
Previously,
Eisenstein (CrelUs Journal fur Math., Bd. 28, 1844, p. 49) had obtained the
this series is the same as
root a as a series proceeding in powers of A

first

the one given in Art. 56, Ex.

4,

below.

Arts.
-

12.

limits,

Th<

5.

4,

The reader may find it instructive to determine the upper and lower
and also the extreme limiting values of the following sequences.

relations of the terms a n to the limits should also be considered.


(1) a M
a,,

(3)

= (-l)"n/(2w+l).
= + (-l) n (2H + l).
7i

(2)

(4)

CT,,

= (-l)"( + l)/(2w + l).


= 2w + l+(-l) M w.

13. In an oscillatory sequence there may be a finite numlx-r of limits


derived from sub-sequences, all, sinnc, or none of the limits bring attained,
as may bo seen by considering
:

(1)

tl

= Hin(ttir),
1

(2)a,,=

all

M4-

luit

which consists of

tlir

sevrn numbers

0,

-ti,

as

in

repeated infinitely often.


jsin(jb<7r)

only

tin*

has

value n

the
is

same

attained.

seven

limits

ca

i x/3,

.'

J.I

ba

Tli.

\V!IM!.

:i

limits
:n

nil

tin-

limits (>

..f

may

l.x.

1.

lin.

rith
tilt-

"t

.m-t

ail.

tli.-|vt'..iv

f.,MM

raiiUMt

''

14.
It'

and
/

liiii-/,,

/,

lim<>,, = A'

liin

/,

lim

/'

= A,

/>

+ /^lim(^, + /O = A'+A

K-l

/'-/.

a n.l

iiiiilti|ilii-atinn

rt-siilts

tin-

may

and A

A"

>M|)|M.>.-

I"

<></

Mil

\vt-

tplej
|fi

I= A'A;
it'

<></<

A'

and /<i)<r

A,

w.-

/<0<A,

\v-

1:

,-,-A-A
if

/<>< A"

and

A
A

win-re

and

tlu>

is

_lim ((//>)__//,
nuin.-rically

nlvalsii in the liniitiui;


r

is

It

also

tln-sr

t,,

/-A

and

In-

tliat

tin-

ruli-s <-an

present,
M ,,ti .....
that

in. -.jualit

than

-iscs /---A*,

iriv,-

D"

iv

nnK'h

//

in

-:ist-s

when

\\id.-r

lii

',,6 W )

jiarii.-nlaiis

multiplication ly
If

,.f

A'^

",

inf.>rinati..n

'

(1)

//

i-..Mv-ri:'-i

ma\

i'-s

in

15.

A'/.

A"/..

!-tandinu

that

i:

tin-

usually

rM-i|ii-,,,-al.

!we

an-1

lind

(</1

/.

and
l.ut

if

in

i'iu-1 -i

/<()

all;

A'.

tin-

:n

values of

thosi/,

I-

Jjive

no

SEQUENCES AND LIMITS.

20
16.

To

(1)

(O=

1,

=
(2)(a,,)
(6,,)=

i,

-f,

17.
bility,

(3)

is

1,

(&)=!,
There

i,

^,

i,

-2, +3, -4, +5,

(O=l,
no

},
1,

14,

15,

the reader

may

consider

(&)=-> +

(3)

of Exs.

illustrate the results

the following cases

[CH.

2,
i,

J,
2,

3, i,

4,

3,

...

&,,-* 0,

an /b n

-0.^

...

lim

(&/<>=-<*, Hm" (6n /a w ) = x

...

lim

(&,,)=-!.

..

..

a n b n -*
lira

1.

(a n /b n ) = 0,

Era"

(/&) = x

difficulty in constructing further examples.

Verify the following table, and construct examples of each possiwhere (1) denotes convergence to a limit not zero, (2) to zero.

divergence

to

+x,

(5) infinite oscillation.


CL n

(3')

divergence to

-x,

(4)

finite

oscillation,

LMPLE8.

I.]

22.
1-f
s.uin-

':

lines ax tin-

'lu-t lira

'_'

6.

'.

prOgTM0i<

Miscellaneous.
23.

If

the

-rue of

sr|M.-ii.-.
/'ili

h.it

tin-.-

tern

Sequence* vary

tip

iii

:ise.

-...+/;),

24.

sequence (l-a")/n

.i

<a<l,
>1,
ami examine th- eztenaioi]
25.

frni

hftlur,-

it

limit

f(a\

26.

.'in.!

tin-

t'

tln-^-

iiuMjnaliii-

iii<-([iialiti'

i-.-iuai'

>

deduce

that

that
,

"" th-

I"
1

-f-. *

nattiiv nf thIf

nf tin-

i'".,t-

,,iv

ti,

|iiali"n

i|ii:ili-:.-

l.v

ili-iiMtnl

\vi-

a, /3,

can

J.K.V.-

-a,

Himtly,
r

in

i..iial

that

if

/j

i'

case
;al

ft\

j.i-oviilnl

that

\vh.
t..

til--

'

thr

\\h.

f..nil

-i

lent

timl

that
|

ami

t-asily

expressed
will

that

jirin.i:

i" >!"'

ial

CHAPTER

II.

SEEIES OF POSITIVE TERMS.


a2 a3

If all the terms (a lt

7.

of the series are positive, the

...)

sequence (sn ) steadily increases and so (by Art. 2) the series 2 n


must be either convergent or divergent; that is, oscillation is
It is therefore clear (from the same article) that
impossible.
;

The

series converges if sn is less


(1)
all
values
for
of n.

The

(2)

than N, no matter how large

sn

Compare

= i + J_ + J_ + JL
i

and

found

so that

is.

with the sum


!

<Tn=l
is

be

Consider the series given by a n = 1/nl, so that

1.

It

a value of n can

series diverges if

sn is greater

Ex.

than some fixed number

clear that

so on,

+ o^i'

+ + 02 + 03+
,

= 3.2>2
n\ = n. (n
1)
2

3!

4!
...

= 4.3.2>2 3

3.

2>2"~

1
.

Thus, from the third term onwards, every term in <r n is greater than the
and the first and second terms in the sums
corresponding term in s n
;

are equal.

Thus

cr,,>s,,.

so that
<

x,

'"usequently the series


1'

By

In-

Mini

direct

and

is

2a n

denoted by

calculation

to

<

<r n

< 2.
its sum cannot exceed
we ran prove similarly that

is

convergent and

1,

as usual,

decimals

we

find

that

l-l-*;

lies

and that l/{7(7!)} is less than 00003, 10


between 2'7182 and 2'7183. Further calculations ha\e shewn
1^71*-'*

-2-7182818!

-2.

between

that
that

lies

81

Ex.

2.

POeiTn

tin-

<'<>n-i(!.-i

i:

EB

On^ln). (r

liaiiiK.nir serieH

\O

li

i-oiiii;iiT

.<

the

\\itli

is

-r<>u|>

a power of

-*(^-4

-DHi

-fi

as

>;tni-

Imt
tli-

last

t.-rm

tlu-

!'

i]

cai'li

'_MiMij

in

(after tlf !ii>t)

<r n

.-.|ii:il

i>

t-ijiin

t.
-

'

Tim-

L'.V-l
all

),

>)t(nt + \).

and

<-<>n-i'.|mMit ly

//-

t0TM

ten

tin-

wmiM

lifl

in

t.idt-r

Hate,
iinilai-lv

It"

.f...

*G

it

\N'-

tl.

tion.

Sn

l''"i-

in

tl,'

n.iita,1

all

u i"iij.

Tlirn

Hut

Sow

ainl

-2.

sum

i:i

DOt

that

"
5

+f+

t. a

million trniis

is

less

than

i'

<l'"r<)8.

SERIES OF POSITIVE TERMS.

24

The method used here can

But the

[CH.

II.

be applied to discuss the two series

easily

and have the advantage

discussions in Art. 11 are as easy

of

being more easily remembered.

The method given

Ex. 2 can be put in the following

in

rule (often called Cauchy's test of condensation):


The series 2a n converges or diverges with ^Na N

if

N=2 n

and an ^ an+l and it is easy to extend the proof given above


so as to shew that we may take
as the integral part of kn
where k is any number greater than 1.
(3) It is clear also, from the results of Art. 2, that if we
can find n v so that s ni s n ^>h (where, h is a fixed positive
constant), no matter how large n may be, then the series must
;

>

be divergent.

For we can then

n,

...

select a succession of values

n l} n z n s>
,

such that

-Sh

h
Thus, on adding,

and therefore

nf

sufficiently great;

we

etc.

find that

can be made arbitrarily large by taking r

and so the

series diverges in virtue of (2)

above.

As an example,

consider Ex. 2 above


s
ni

because
so,

-s n >(n l -n)ln^

?i

= 2w, we

get
*Jn

(4) If

ami

sum

- *n >

;ies;

all

+ 1)

to

/^

ami

of a convergent series of positive terms,


8 the value of sn cannot

n ) increases to the limit

<i

for

!/(??

fortiori, cannot exceed S.


the sum of any number of terms,

includes

On

the

is

the sequence

than

we have then

~s n contains (ni-n) terms ranging from


ni

by taking

reach,

can be chosen

lai-^v

Thus S must be ^ivntrr

taken arbitrarily, in
enough to ensure th.-r

tlu>

these terms.

number smaller than N. (say N e),


we can liml terms in the 861168 whose

the other hand, any

has the property that


sum exceeds N e.

7,

81

now

i-

It

cl.-ai-

tli.-i

mini

an

it'

IM-

\,-.l.

8.
l!'

l.rack.-tx,

iii

ijM-il

-i

pro\,-i|

will still

it

fco

wh.-n

Comparison test for convergence


til.'

t-

f,

ami

Mt

IP-

that all tfk

/,,

'';;

anot

if

"

series

li.-r

of

valut-s

c>f

positive

-f
l

than >>MM-

ber

lias

<i.,-\-<t.,-\- ...

ti\i'ii

ent,
wli.-n

>

a'

we

1'

4-...-f",
if

is

'/'

the sun.

Thi
-

[&BB

than a fixed number

establishes the convergence


In cast- the ine<|itality holds
s
',,

<C

TinIn-

mlititm

<///

tliat

for

sum cannot

the

BO that

tin- ti-i-ins

independent of

valm-

all

t-xc.M-d

must

It.-

,,

wi

}.

we

hav.-

T.

jH^itivi' in

^1"

and

'

in>

at

In-

ii.it

ill

nun

lM"_rimiinur

tin-

atl'i-.'tfil

liy

tli--

.mi--i..ii

,.f

tinit--

tli--

tak-

tlr

+ i_

with

in

tin-

-(. inline
"-

>,.,-,,

tri-ni

Hut

tin-

s-.th.-u

In

ml m

in

'

.uid tin-

in

thi-

timl

SERIES OF POSITIVE TEEMS.

26
9.

The comparison

which

II.

test leads at once to the following form,

work with

often easier to

is

[CH.

^an

Let the series 2(l/C n ) be convergent; then


r

will converge,

provided that

not infinite, both series containing only positive terms.


when this condition is satisfied, we can find a constant

is

For,

independent of n, such that

Hence a n
convergent

is less

than G/Cn which

is

the general term of a

series.

It is useful to

remark that

there is

existence of the limit lim (an Cn )

no need

this is seen

to

assume

the

by considering

the convergent
series
o

which a n Cn

is alternately equal to 1 and 2.


the
test is sufficient only and is not necessary
Further,

for

Cn = nl and

= l/2 n ~

as

then anGn >n/2


by taking
But Ea n converges (see Ex. 1, Art. 6).
so that lim(a (7n ) = oo.
The corresponding test for divergence runs

we may

see

a.n

ri

Let the series 2(l/Dn ) be divergent, then

2aw

itfiM

diverge,

provided that
lira( n Z)n )>0,
/>o///

series

containing only positive terms.


is practically identical with the previous investiga-

The proof

when the signs of inequality are reversed. We note also


that the limit lim(a n Dn ) need not exist; and that the test is
not necessary.

tion,

follows immediately that


necessary but not sufficient
It

the

folln-! ,/</

rttmlitnmx are

For convergence,
for divergence,
lint,

in

^vn.-ral

tlicrc

of (a n Cn ) to <-xist: and

Dn ) =

Mm

(a n

Mm

(",/')

is
////

'

no need for
condition,

given as necessary for convergence,

tin-

limits

<>!'

(<>

1>

[im(anDn )=Q, sometimes

is incorrect,

9,

10

BS]

Ex.

If

\M-

tilnl
i

liiu
iiat

liiu

lie

seen

will

(a

Art.

in

1.

tliat

eaay bo see
m lim (/'">

is

It

/'

cmnlitinn

il

is

.....

MK

if

///-

t>

<>

liin

we ran

rergent,

-li-

-...+"<.
\M\V

i-acll

!'

tllrsr

t.TlllS

a/

)'',.<

r.m
it'

//

is

<

/"/,

-2t\

if

>

//

an-

r.

liin

Tliat tins ciiiiilition

>
>

/'

it'

e,

//'.

iiat

//"'<

6.

'.

Tims

</

BO tliat

1,

choose

iii

>

i,,,t

is n.

.t

which -ivrv

"li(liti"M
li'ini

cnn.s.-|U-ntly

nOn)-

snllii-irnt

f..ll<.\vs f i.n.

di\

\it. 11)
liiu (/"',,)

.iltlmuirh

such as lim(. //>..) (l


ilv than N
and r\ani]>
DO ili-liiiitr limit will le found in

= 0.

\\hi.-h

("

L'I

iiiLTshrin

M-t inijih

HIM--

/>).

10.

It'

C(,lii],;l!V.l

iiil'.-r

\\ill)

wliicli

Cauchj

til.

i-

tlj.M.n-tit-ally

of

__
If
It

tin-

it

liin

"">!.

inijM.rlaiK-,-

rat;

limit in^

:-i

\a

J.

ti"

n-nn-inl-i-r that, in contrast

\vitii

SERIES OF POSITIVE TERMS.

28

II.

[CH.

!_

n
Further, to ensure divergence, it is not necessary that a n
should be ultimately greater than unity, in spite of what is
i

sometimes stated in text-books; and if a nn oscillates between


limits which include unity, the series diverges*
To prove

these rules, suppose

that

first
j_

lima n n = Gf
Take any number p between
_i_

an

and

6'

<p<

<

1.

then we can find

n>m.

if

Hence, after the rath term, the terms of


series S/o

convergent
after p terms

is less

that

2a n

is,

is

rn so that

ro

are less than those of the

And

convergent.

than p p /(lp) provided that

the remainder

p>m.

But
(say

lima n w >l, there

if

n2 n3

n-t,

be an

will

sequence of values of

infinite

...),

i_

a n n >],

if

n = np

a w >l,

if

n = np

and therefore

Thus the sum 2a, taken from 1 to np must be


may be taken as large as we please, so that 2 n

greater than

We know from Art.

54 that lim a n n

if

limO',,

") >>

But on the other hand,


between the extreme

and

if

\im(a n+l /a.n )

<

1,

This shews that d'Alembert's

1.

from Cauchy's.

test (Art. 12) is a deduction

falls

diverges.

between the extreme

lies

limits of (a n+1 /a n ); thus the series converges

and diverges

n,

such that

we only know

since

limits of (an+l /an ),

we cannot deduce Cauchy's

in

test

its

that linuf,,"
clear that

is

it

full generality

from

d'Alembert's.
If

we

consider a power-series 26 n aj n (in which b n and x are

supposed positive), Cauchy's test will give

#<!,
where
./

This
.

gives an exact boundary between


series,

rni^lit

SIM-HI

'Jncl

edition.

implying the
.,!'

for divergence,

Z=lim/v.

= ]/

Tims
and divergent

toi in

and se>l,

for convergence,

to

insiiHii-ii-in-y

In- t.-st

is

^ivi-n

at

In-

<-li.

iy

of
(

ariaiic-

\\\l.

Jj

tin-

">,

I):

\\itli

Imt

ns.-d

nictliod

'hrystal in

his

slat i-im-nl

niad-

ivinaik must
in

that

com vrgrnt

from

to be diflrrcnt

supposing

In-

atticlc.

of tin- sain.- c!ia].l.T.

/m

\>\

and

('lirvMal

umli-rst

cod as

Tin- roniplrt

.-

I\TI:;I;

10, ll

li

it

all

= 0,

'

It

ive

p-.-ii

the

condition

aln

x-

tin-

rge

\;dil>

r.ui

if

\\.-apply d'Alembert's

inf.-r

mly

MM

\ i.

;id

t;

(as they

no

tl,,.

'/.

information

as

t,,

'

Em(6

gr-Umi
(i are
when
unequal

'iat

I'htain

>

./

and

\vli.

to the pov.

test

may

IM-!I;I\ i,,ur

ra-dly
of tl

.</<-'<
In

this

th.-

of

it

this

its

t.

th-

simp!

(with

t.-^t

in

d'Ali-nilf-rt^

'on.

ti

aMish

\\id.-ly

ordinary \\ork.

Second test for convergence; the logarithmic scale.


:nv ,-in-an^i-il
Suppose that tli.- tennfl of a p,
11.

of ma-iiitudf. so thai

ord.-i-

>

that th- function

may happm
is

also di-linilr

tha-

and

for

\ai

which

ever ina
//

-f

I,

it

i->

aiv

Th.-n.

if

not
./

plain that

th,.

d,-tinitioii

of an

int-'-ral.

r-fi

J n

<>r

+r

=|
.ml

we

find

Add'

11.

!'

.(iialit

ii-s

we

h:.

>().

we

md

ii

n,. s

>o.
Thus. iVoin

in

O.

ha\--

beti

SERIES OF POSITIVE TERMS.

30

Further

(s n+l

- 7n+1 ) -

(.s

- 7J =

n+l

- fn+lf(x)dx ^ 0,
Jn

and therefore the sequence whose ??th term is s n


increases', and since its terms are contained between
the sequence must have a limit (Art. 2) and
a,

IF.

[CH.

In never
and a l>

Slim (-/.) SO.

Thus, the series Sctn converges or diverges with the integral*

f(x)dx ; if convergent, the sum of the series differs from the


I"
integral by less than a l ; if divergent the limit of (s n In )
,-

and

nevertheless exists
Ex.

a n = l/n(n

If

lies

/(#) = !/#(# +

+ l),

and a r

between

and f*/{*)drlog.8.

!),

3C

And 2

ci n

in

= l, which

contained between the values log 2 and ^ + log2,

is

agreement with the general

result.

A large number of very important special series are easily


tested by this rule
:

(1)

-+

Consider
if

Here,

is

where

^4-+...,

ci

= n'P.

positive, the rule applies at once,


^.

p
thus the integral to

oo is

and gives

(^i-p-1);

convergent only

if

>

1.

Thus

the

given series converges only if p^>l: and the sum is tlifi)


contained between the values l/(p 1) and p/(p l).
If p = 1 the integral is equal to log x, and shews that the
,

harmonic

series is divergent (see Act. 7)

we

infer also that

n->cc
.xists

and

lies

between

and

1.

This

is

Euler's or

M*rln ',<>,/

/".s-

constant.

The convergence
L

can
*

in

The

of the st-rifs used in

+ gf+3

^,

Art. 9

+ ..^-^ +

^-1-...

inferred.

integral converges or <livrrm:s with the scqurnrr (/): for further details
iix

III.

LOG

\i:i

an

HMi'

\u.

9<

in-i'i.i.-.l

'

'+V-16*
4* 9*

leM than

toi sum

ii

'

lonmder
\\

\Qogi)

liidi

./,

'.'

and

()

f-aTHl

II.

Of

Thus
1

s|.\\.

tinit

th-

MUM
in

nuinlx-r

aiv

.t'

..I'

I).-

jMi.sitiv.-.

ami

//=

1.

th-

>mit

\\v

it'

nisun- llmt

t>

'^

'^'

li\.

!.-;

similarly that

pi-ov.-il

rarly t-nns

tin-

if

t.-nns

lillinn

/'=!

/'>! an

that

n..t.-<l

if

com

seriee

^ivi-n

-lioiiM

]<Mr(lo^r

<!-/'>

all

tin-

a
1

suti

'^arit

Inns

that

tli-

:iv.-

lnit

it'

n n =(

i'

or
if

>

I.

F'I

int.-^i-als

i'

slog

tWO

<1.

=!

[/'

nnl

/'

/'

<li\<

deci
|>r..\

il-l

tl

a limit, tin-

Ifl

>am-

]sitivi- anl BO

will

IM-

we can

tn;
l.-ilnr.- tli.-

r.-nlt

1.

This
1.

'hat

iv.suit

binued

work. th- two types

i.

;n

th.

\vith<-ut

are

For

nli

in

SERIES OF POSITIVE TERMS.

32
The following
Let

(Mn )

if

For,
see

that

substantially equivalent to (4)

an increasing sequence such

denote

are divergent

the

value

is

Mn+1
as

limMn = cc
is

then

convergent if

n ranges from q

M )/Mr+l

than ~Z(Mn+l -

greater

that

p~
^ (Mn+l
n )/'M H
sum of (Mn+l -Mn)/Mn

while

series,

we take
its

which are independent of the Calculus, have a

results,

field of application

II.

[CH.

p>\.
to

r,

we

(Mr+l - Mg)/Mr+l

because in the summation J/n

make J/r+l ^2Mg


be.

may

large q

and so
Thus the

Similarly, 2(J/n+1
If

= 2,

/?

vergent
series,

sum

We

series diverges.

- M n )/Mn+l

p>

if

2,

can choose r large enough to

greater than

is

is

24, Ch.

17

'

an ^ so

con "

the terms are less than those of a convergent


is

given by

< p < 2.

we have the inequality


- a m )/m > ( 1 - a n )/n, if m< n.

I.,
( 1

an

Write now

and then we have


where k is a proper

To apply

:=

^(jr--*/

so the only case left for discussion

From Ex.

no matter how

^,

(Art. 7 (3).)

divergent.

the third series reduces to

thus

and

<J/r+1

this

m/n = k,

c,

c*>(l-c)

fraction.

lemma, write

this

and then we get

Mn+l

^
-M

< -L- [l -

(^

1/1

)" ']

From this it is plain that the given series has its terms less than those
of a convergent series.
Ratio-tests for convergence.
Rummer's test for the series 2a n runs thus:
12.

//

SAr

is

a divergent

series,

t/

(C) convergent,

in

positive

tin-

first

numlxT

case,

less

i!'

lim (l) n
\

if

I,

For

if

//

"

''

is

L> /J+1

)>0,
X

"'"

lini(/>,,
>
is

tin-

'
'

>/

'

^n)

i>

''

AH-I)<O.
/

minimum

than //.an intr^vr

-n-fl

2aM

then

'*'

//,

can

limit
IK-

;m<l

found

//

is

siu-h

any
tl-.at

11, 12

i;

P8

Tl,

W(

Mini:.

+<..+an <amDm /h

II-

-inn

nn

</<><>

ri-'lit

lli'-

SO

ft

tllfl.

lit.

v,.r..nl

tin-

Iii

case

'

/>
;

<<>,

if

I'n-i-

if

II-

th.-

th'

term

aft-r
861166

diveruynt

hat

if

ami BO
of

and

number,

fixed

5]

,/<,

>
than

tin-

!'

Phllfl

<

tl

also

i-

_--nt.

Special cases of importance are


(

</'A/< n>l

tlu-n

1.

it

If

th

..

>!'lli<-<l
i

.,

<

i,

t.t

rhf >-rirs

>]

,1.

'lit-n

thrll

tll-

hn.,

EX.

2.

If

w.-

-...

l,ut

we

wh.-n

minlitinlis

-!)]>!;

lini

(OM

'.,

1.

;,]v

IS

(D

-!

tak.-

x
^)

.1

and

if
'

th.-

with

s.

ft>a+

1.

see

the test jfives no result

ol.vimi>ly

!.!
/'.

)<1.

In.

(D)

e-ninpaivd with Caiu-hy's test of Art. 10.

In-

Ex.

condition^ are

tin-

i>

that

/'

It"

o'

if

SEEIES OF POSITIVE TERMS.

34

[CH.

we must

(3) If the limits used in (2) are both equal to 1,


delicate tests, found by writing

II.

use

more

Dn = nlogn, n log n log (log n),


These functions are of the form

and so

where f(x)

f(ri),

on.

continuous

is

and f"(x) tends to zero as x tends to infinity. Then Rummer's


test becomes
(C) iim^ w >0; (D) lhn~/c n <0,

^=

where

For
f(n + 1) -f(n) -f(n} =

Now we

[f(n + #) -f(n}}dx =

can find v so that. \f"(x) < e,


be less than ^e, if n >

if

easily seen to

is

v.

ffaf*f(n

x > v, and
Thus

so the last integral

f(n + I)-f(n)-f(n)-*0, as 91^00.


Writing f(n + l) and f(ri) for Z) n+ i and Z)M in Rummer's
at once to the form given above.

In
f' (x)

1/X',

/0n
"

where
Their further

are led

tests,

>l;

(D)

KS /0n <l,

= 1 + - + ~^

given by f(x) = x log x log (log a;),

etc.,

are of

practical importance.

(4) It is

sometimes more convenient to replace the

by the following:
(C) lim

<r n

>

(D)

!W <
7l

last test

1,

w_^i-=-

where

After a certain stage, we have

<an /a n +i

also

thus

we

f(x)

(C) lim

little

test,

x log x, we find /'(#) = log ar+ 1/


thus we find de Morgan's and Bertrand's first test,
if

particular

+ t)dt.

<^-lo g (l+^)=[o r^^<^,


we

(5)

see that

<p,,-(r,

< 2 (log %)/,

The most important

the quotient

ajan+l

<*

yU

remains

is

less

in

being expressed

an+1
where

cases

and

=!

if

so p n -o-, -*0.
t

practical
the form

work admit

in
'"

ff
,

?'

a constant, X an indrx ^r'at-r than


than a fixed nnmlMT .1 I'oi- all values of

1.
//.

and

of

13

12,

\Tl'

i:

'

osion

It'

T.

//<!.

tl"-

lim

Thus

//

his

UY

<.,>

log

= 0,

.=0.

I..--

~A

<

<

\\V
the

tin-

th-i

may

rule (^s.-ntially

working

mi

ins

in

t-

tin-

apply

ivMilt> in

th.-.si-

up

I.

//.

.i

ami lim

.1.

ha\v

ease

limit

tin-

<

Hut, Since

in

diaciiflfl

ider

\\-

tort's

i-

lu-

r-

!'

Qfl

t<>

Hypergeometric

//'

tlu>

quoh

>

>

^_

i'

fl

//

>

"
tl"

we

It'

ivsiilt-

tin-

a). ply

Ex.

(/.( (/

ojy

M.y*"
tfing

<

tin-

'_

di\-iu

if

/t

+ l)^ (/j +
+ l).

aj|..-ai

/^,

-^(^
+ 1X7+2)

snifIf

that

Ait.
it

.".<

>

that

.-oiivcr^s

i-

^f-ii

family

t<>

converge

!,

+ i-a-0)-

si-rii-

the
als..

It

coir,

M-!

fop

if

./=-],

-1<

if

'

tn

I.,-

imti-.l

that

n
lliat

'/'.I

will n>t

In-

^.-1>A>^
:

llivi-i
[

with

'

"

tin-

=o

-.3 7(7

Notes on the ratio-tests.

13

In

so that

<-'>ntra-t

/^.

from
1

tliis

J?>1,

it'

+ l)(y + /Q_~

= 7 + 1 -a

Ait. ^

t" divei;ur <'

=a+

will

tin

S.-i

Hy])fr^e')iiH-ti-i'-

d'Aleml

fiMiM

It

and

i\r^

'--

'i'-nt

thai

condition lim(/' n

(>t

\\hifh

|ir..\-.-

tl"

form' above,

1.^. ;<y

and

1,

t>

Milieu It

sufficient far
seriee in ^-iR-ral, AIM.

I'm-

('uiisid.-i-

3.

the

/'//

1.

Iv-

"nd

-suits

imt

i>

it

Art. 39,

"i'

jM.sMhlr to find a nuinlH-r


f,

SERIES OF POSITIVE TERMS.

36
Secondly,

Sa n

For

it

definite limit.

will be seen in Art. 26 that the order of the

the convergence of a series of positive terms


the order may affect the value of lima n /a n+l

Ex.

The

1.

II.

not necessary for the convergence of the series

it is

an /an+l should have a

that

[CH.

a+

series

but

affect

change in

+ a + a + a + a + ...
3

terms does not

of course a

a rearrangement of the

is

3
geometric series 1 +a + cr + a +... and so is convergent if 0<a<l.
in this series the quotient an /a n+l is alternately a and I/a3
,

But

Theseries

Ex.2.
is

convergent

In this series

+ a + /3 2 + a 3 + /3 4 + a5 + /36 +...

<a<@<I

if

as

is

But even when

llm

n
/3

/a

n+1

= oo

the terms are

series does not

Ex.3.

by comparison with

we have
lim a n /ft n+1 = 0,

of the

plain

arranged in order of magnitude, the convergence


imply the existence of the limit.

l+-ia + f a+|a 2 + ia 2 + a 3 + ^a3 +...

Theseries

< a < 1 and


terms arranged in order of magnitude, if
2
3
2
3
convergent, by comparison with l + a + a + a + a + u, + a +...
has

its

it is

then

lim(a n /a n+1 ) = l/a,

But yet

Km (an /an + = 1.
:)

Thirdly, if the quotient an /an+l has maximum and minimum


limits which include unity, the whole scale of ratio-tests will
fail.
For,

if

\im(a n /a n+l

)O>

>g = \im(an/an+l we

If

can take

A",

k such that

and then a n /a n+l


while

),

for an infinite sequence of values of


is greater than
than k for a second infinite sequence of values.
n belongs to the first set of values, we shall have

n,

it is less

n(a n /a n+l -l)>n(K-l);

but

if

it

belongs to the second set,

limw(a n /a n + - 1)=

Hence

and therefore Raabe's


extends to
If

all

lim n(a,,/a n+1

test fails entirely.

It

is

- 1)= -

co

easy to see that the failure

the following tests.

we apply Raabe's
lira

and passing

+ 00,

test to

Ex. 3 above, we iind

?*(/+ ,-!)+ oo,

to the next stage

imi (log n)[n(a n /a n +i

we

Hn7i(a M /a M+1 -l)=l

get

-!)-!]= + 00,

=
lim(log70[/<(",, ",,-n-l)- 1] 0,

so that the ratio-tests can give no information.

BUM LKO1

13, 14]

he se,-n

will

It

from

t:

i\

mparat
due--

at

ln-iii

all.

and

Kuniiner him-

convergence, where
to

siil.jrrt

pro\vd to

1..-

in

used

Ermakoff s

The

Mffiee

Art.

I.

his

ion

to

=(}.

LOna ha\

^f{n\

which f(n)

in

i-

suhject

convei^vnt

<

Inn

if

tii

/>
4"

s"

'>!.

'

any nuiul.rr

is

i'

ran tind

X>

Jug

tin-

!..-(

wmi

Th

in.ixiiiiuin

tli.-

limit

^ 1;it

vari.-il.l.-

ind.-prndt-nt

1,

<>.
-V

'

li

to the conditions

<

lim

if

divergent

if

\v-

to

hy I'rin^^heim.

'

wt-

tests.!

(ii)

tin-

was

whicli

where the i

l'.

'

in

the form

aUo was

l)ini

I-'"]-,

in

t.-st

.rm ^iven above,


test both for c-.

tin-

l!

is
(i

and unity,

and

liii;.

|)ini.

hy

Kin-tli-

14.

of

r ->t n'et

siijH-riliious

expresai

/.

an arhitrary Bequenoe

is

</><//>

tin-

ohtain the condition

di\

u,at. in

is

they apply) than

ratio'

Historical Note.

t'oi-

inl

086 the

numler.s.

to this

much simpler than

'i

<|iiotien!
t<>

<

answer

Tin-

In-

ii"t

ran^-

should w- tr.,uhl- bo
with the n,

why

-I.

oompaiiBon-teftfl
easier

limited

fly

may

it

to

'

in

>$

tin-

l.-ft-liand

int-gral,

jr

(l- r
I

ha\v

v.-iriatic;

Ix-i-n

Lriven

liin'> an- uixloul.u-.lly tin- UK-:


-

bo
tlu-

aiva of

tin-

cui\.

u-e

iu

\vlu-n

p-.Miu-triv.-al
f.>il-

represeiitatiou of f/(x)<fe as

SEKIES OF POSITIVE TERMS.

38

Or, again, since the last term in the bracket

greater than X,

'

this inequality is true for

that the integral

any value

of

f(x)dx must converge

the series 2/(w).


In the second case,

As

x is
positive, because e

we have
"

As

is

II.

[CH.

X greater

than

it is

clear

and, therefore, so also does

can be found so that

above, this gives

7*

or

Jx

f(x)dx

f(x)dx

how
is

X may be,

great

number X' = e x

greater than a certain constant

Thus the
These

is

/oo

if

f(x)dx,

divergent, because, no matter

can be found such that

f(x}dx

compare the argument of Art. 7

(3).

series 2/(w) is divergent.

tests

include the whole of the logarithmic

scale.

For example, consider


p

f(x)=l/{x.\ogx. [log(log#)]
e

ex

Thus
and so

f(e

,/'

^.

oo

= oo

or

That
It

is

),

= e /{e .x. [log x]?}.


f(e )/f(x) = [log(log x)y
lim e xf(e x )/f(x) = Q,
if

then

is,

the series 2/(7i) converges

if
if

1.

p>-l and

if

easy to see that if </>(x) is a function which steadily


with x> in such a way that (/>(x)>x, the proof

increases

above

diverges

may

be generalised to give ErmakofFs tests:


.

(i)

(ii)

convergence,

divergence,

if

p
^
lim 4/(x)f(A(x))
7x T
<1,
J\ x )
'

x->

if

lim
xi^;

*'<)/(())> L
./('')

LOG \i;n H.MK

15

14,

Another sequence of

15.

in

tests.

Although the follow


or
it
tlin.-iry wurk,

('and,

Ait.

seen
_T.-S

if

"iily

iii

39

;--s^

I'".

An.

p>l,

that

ii,

17-"M

if

>o
!

th-

lirst

^u.-h

tli.it

:aJ

<l

log[/X tt)j

-r

that

slu-ws that
;

S|i.-.-ia

/'() = /j

(1)

l'<r,

we

can fiiul/>>l and an

>-,

>
(

(/_
tlii>

0.

f
.-<.ni|>:iri80n.
Pgea, ly thr pnnriple
~u-h that

the second cast.

in

-/"(/')[^( /)]",
>h,.\\>

wh.-i.

II .ut tends steadily to

CM6, as on previous occasions,

logK

This

divergent,
'8t

-!,,.:[/
Inn

di verges if

is

;"

11

continuation of

,i

and

<*-tecU>

imp..:

iliv.Tges.
.f this test arc-

i:i\''!i ly
and the function to examine

is

logO
logn
mction

is

log(l/wa,)
log (logn)'
;iicti"H

and

>n.

D
in

\\hi.-li
It'

is

the

I,,-

i.-lati"ii

tnuuformed into another


t>

\v write A = log(l

,/.

'a'h
).

-liape,

fii-st

given by Jamet,

h\
it

is

ea>y

t-.

>ee tliat

it

Thi;

A>
iii
i,

;^=[

provided that lim (A /<)-<>: and,

if

i^

(1

"

this Condition

is

net satisfied, Cauchy's


the test

tses of practical interest,

Will

l.e

SERIES OF POSITIVE TERMS.

40
Similarly

it

II.

can be proved that test (2) can be replaced by

[n(1

- a "" } " log n

log flog *)

This form proves for example that the series


but converges for x>\.

0=^=1

[CH.

^> 1

'

--lognj

diverges

if

>

General notes on series of positive terms.


Although the rules which we have established are sufficient
to test the convergence of all series which present themselves
naturally in elementary analysis, yet it is impossible to frame
16.

any

rule

which

give a decisive test for an artificially

will

In other words, whatever rule is given, a


series can be invented for which the rule fails to give a decisive
constructed series.

result.

The following notes

(l)-(3)

and

(8)

show how

certain rules

which appear plausible at

first sight have been proved to


be either incorrect or insufficient.
Notes (4)-(7) shew that
however slowly a series may diverge (or converge) we can

always construct series which diverge (or converge) still more


slowly and thus no test of comparison can be sufficient for all
;

series.

Other interesting questions in this connexion have been conby Hadamard (Acta Mathematica, t. 18, 1894, p. 319,

sidered

and

t.

27,

1903,

p.

177).

has pointed out that there cannot be a positive


function <j>(n) such that the two conditions
(1) Abel,

(i)

lim </>(n).an = Q,

lim

(ii)

</>()}).

an

>

are sufficient, the first for the convergence, the second for the
divergence of any series Zf,,.
For,

l
if so,
2J[<(wj)j~

would diverge

and

Mn = wo)]-* + wa)]- +

therefore,

. . .

if

+ ooor,

the sequence
n would be an increasing sequence tending to oo
Hence the series 2 (Mn
n -\ )IMn would diverge also (Art. 11); but
.

lim <l>(n)(MH -

so that

contradicting the

(2)

first

-I/,,

=0,

condition.

Pringsheim has proved that there cannot be a positive


c/r
such that the condition
<f>(n) tending to

function

16

15,

function
I"

n-ar

any com

for

'id

an

BeriOfl

'

fiat

lin,

'

'

J0

'

II

Mth. A

See

\>.

lias

ini

lin.

can

ami

r/>(//

th-r.-

>()
1"

DQ8 of tin- 861

BO arrani:v'l that

I)--

i'l.-<l

that

t.Tin-

tin-

Set-

!.

.
.

A1..-1

In
;

"//// di\<

lim

a po-

i>e

condition

tin-

dhvrirence of

tin-

I'm-

that

v.-l

pi-..

uch that

function

function

:ni.

8ft,

to zero.

il'

which

ii<l

nl

the

p,

that

r.-iuarkt-.l

=0,

!'

also <Mv<T---iit

is

l>ut

BOCfa

lim (6^
i/ M = a +
>

write

MriM

(5) dii

second

-'

11

.!/,

J/ M ->x

Beriee

-a,

and

^<>

it'

1-

can

!/>

n.

Tound

i^

r ,n v.-r-vnt.
,

which

has

tliat

is

7
1.

it

Sti.'ltjrs

.-\

_ 1+ ,,, i+ ._,4-

11).

->/.

tliat

that

il

as

can If I'mind so that

>

idrnt

sh.-w.-d

ndin^

,/

.<

<

jM.sitivi-

J/,..,

<-..nsMjiu-iitly tin-

6M =

limit,

...

i>

d*

di

1'

L/m,; then

M + -M
n

"~F^T
^fw-w..-*-!
1

<i n

and

MI.M

BO that

shewed that

rty

1'iovidfd

l,,

An.

IH-VIIIOII.!

1'iuis

OOnvergeni

Then

..+//,

I.v

1
''..

Mi/~"'

seriea

thi-

SERIES OF POSITIVE TERMS.

42

proved that

(7) Stieltjes also

v lt v 2 v 3

if

[CH.

an increasing

... is

sequence, tending to infinity as a limit, a convergent series 2c n


can be found so that Zv n cn is divergent.
For, write cM = l/vM -l/v,l+1 which makes 2c n a convergent series; then
= (vn+ i-v n )/vn+ i, so that 2vn cn is divergent.
,

i'

ll

cn

(8) Finally, even when the terms of the series 2a n steadily


decrease, the following results have been found by Pringsheim

However

the series Sc" 1

fast

However slowly

<j>(n)

may

always convergent series Ean


(although Iim7i.aw =
by Art.

converge, yet there are

that limcw a n =

2an such

series

always divergent

may

increase to

which Kmti.

for

0.

with n, there are

oo

<j)(n)

an =

<x>

9).

See Math. Annalen, Bd. 35, pp. 347, 356.

EXAMPLES.
1.

2# M

Test the convergence of the series

following expressions

where a n

is

given by the

1
"'

a 1 /"Prove that

2.

if

(log)

10

n>

10

[log(logw)]

M'

(Art. 15)
1.

(Ex. 25, Ch.

6-l>>0,

I.,

and Art.

11)

the series

a(a+l)(q+2)
converges to the

Shew

sum

also that the

(6

sum

1)/(6

a-l)(6-a-2),
[If the first series is

1).

of

if

&-

denoted by w

?i

+ M 2 +..., we

get

\\hidi

Hence (6-al.\

The

l)(x

(l

- V ) = a</,, -(< + /<)", hy

addition.

But

Hence lim* w can be found.


>ince the terms st.-adily decrease.
second series can be expressed as the difference between two series

Ait.

!,

of the fust

ii.

kiFLEfi

I'iv.- that

3.

tl

(20 +

if

\xv*
4.

6>f>0

and dm-i-en

that

-Ties

|'|..\.-

tin-

if

+ \S74j

if

and

f>>-2,

I'l'-vi-

if

that,

tliat

)3

that

I'rnviI'

O<Y<!,

-n

pla<r
al>u that

/>

.!

in

tli.'ir

is

i..-.-illati-

>/3>l,

that

lint

and

Between

tin-

10).

d-<-reaaee t

</>(/0

n-r i-(Hi\-.T^fn<-.-

an

is

no advantage
-

-.

+ i.

Kunn

whfiv

COOV-!

oonvi

i,,

Sliew that
..f

|i'-itiv-

'-1

~
+"| +

.i

V2.4.6

thrrwi-.- di\v:

..nsrcutivr t-nn>

ratio

7.

3 5

ulso that

6.

irs.4.6

5.

'

'

1X30+2)

arliitrary

in

convergent

making

jx-xitivr

,-;IM

writt-

fun-ti<.n

;.

Imt

\>\

this .-liaiige.
in

aft

if,

\vt-

stage,

[Or
-

ir

8.

degree

term

lii;h-st

rges
9.

10.

in

X-,

th-

whose

jii"tirnt

"f

hiirln-t

POT

'/

tli.-

sum

^\'(
in

tt-rins

of tin- inr

'^
s

and drdiu-f
Siniilarly

d
1'"
[I'i

Kind limits fm

that

|x.lyn..iuials in

div.-i^.-s

^=1 and J>1.

if

two

in<-iva--

in\

if

if

the

^>1,
us.]

SERIES OF POSITIVE TERMS.

44
by means

of the integral
C

Jo

and deduce that

cr,,

Prove that

11.

->

if

ndx _

[i

[CH.

dt

x2 + ri2 ~Jol +

'

t'

|TT.

approaches zero through positive values,

and that

where

[Di RICH LET.]

Euler's constant.

is

[To prove the latter part, note that

is positive but less than


can be put in the form

f(v)

if

The desired

l/v.

limit is that of

/"(I),

which

From this expression


equal to that of

More

12.

and

n is

and
If

lim

we can

^2

if

generally,

never

easily see that the desired limit

= an + bn

(where

and

finite.

~~

is less
|

exists

is

n,

and

l{

p-+Q \

or =(1

- l/o)/logc,

or =0,

Ex.
13.

= n*,

Utilise

II.

2w

/( ,

of Art.

= (#/")

= S,

that
"

w,,

J/N+1 /J/,,-*oc.

37.]

152 (Appendix) to shew that

^l--log?ij
2X, ('nipniv Art.

is

if

(</)

necessary (Art. 9) for the

by writing
,,

If

Mn+l /M -+c>l,

if

[PRINGSHEIM, Math. Annalen, Bd.

Tln-i.ivm

convergence of

if

2", n!

decreases steadily, the condition lim(?m,,) =

of

than a fixed value,

[DIRICHLET.]

;J/~I+P

then

bn

zero),

tends steadily to infinity with

must be

/,.

r/
l

-,,,i

,.

"
";~

"- 1

"n

prove that lim (//) =


!.").

6', (

_1

[CESA.:,..]

!,

and deduce the divergence

14.

,o also is

dm-ip- and

!">(/,

2(a N 6 N ),iustrat-d

\.-t

+ + -'
::

fnn

aft

hand,

if

be seen

iv

<

implii
15.

16.

[i'l::

Use

th.-

rhat

')

=
N,

tli",l

1
18.

if

If

that

17.

l.ut

S!H-\V

that,

).

,,f

-l)]-'

= 21og2-l, 1

\\itli

tln

8-1).

n..tati..n

:;

-+;>

:,:'^l)='

Deduce that

__=-:;

<j/,,//,.

r,-;

i>(

19.

l'i"\r -iniilarlv

1905.]

"

.'2v+l

tliat

20.

that

1
and

Slu-xv

tljat
j

]
~-

21.

Kxamin-

if

<M n )=l

if

jr<
22.

+ + +
2
3

Shrw

;tlltl

OODV]

'i.-tilar,

--

prove

that
1

th.-

'

-l~2'
2/7-7-7

v
If

,i

'

'

'

n!

\
-

tliat

tin- > -rifs

converges

CHAPTEK

III.

SERIES IN GENERAL.
The only general

test of convergence is simply a transformation of the condition for convergence of the sequence sn
(Art. 3); namely, that we must be able to find m, so that
17.

sm

\s n

"

It

must

be possible to

positive fraction

e,

no matter how
It is

n>m.

|<e, provided only that

condition in terms of the series

we

If

get

we

express this

find m, corresponding

to the

arbitrary

so that

a m+1 + a m+z +

large

p may

+ a m+p |<

e,

be.

an obvious consequence that in every convergent series*


lim an = 0,
n

-oo

lim (an+1 + a n+2 +

n >co

+ a n+p = 0.
)

But these conditions are not

sufficient unless p is allowed to


forms of variation with n; and so they are
not practically useful. However, it is sometimes possible to

take

all possible

non-convergence by using a special form for


shewing that then the limit is not zero (as in Art. 7
infer

We

therefore

are

suffice to

to

obliged

employ

shew that a large number

special

tests,

p and
(3)).

which

of interesting series

are

convergent.
*

It is clear

from the examples

not exclude divergent series


perhaps might bo expect. .1.

where lim

/,

= 0, iima n = l, and

in

Ua

\<t

'liaptcr II.

it

does not

In-

tn-ms

<

that the condition lima,, = does


-\vn exclude oscillatory series, as

ti-inl

to /.cm.

17, 18

LB8OL1

OON1

II

17

El

18. A convergent series of positive terms remains convergent when each term an is multiplied by a factor vu
whose numerical value does not exceed a constant
can
F..I- since 1
chow
nvergent, th- indr.x
/..

///

>/</,

that

Imw.-v.T small

may

be,

M+
"+/>

1 ^.

But

UJ
and therefore
TV.
1

fche

series

values

|a n

2a n

'

if

series

tl

/A*///
/'

////'

"

'<

;(

1.

(l

/ ,

///.

///,><,////,-/_//

<<,,','<

i><>n<l'

i'

,j

/.

Tli-

'...uld

we cannot apply

that

observe

infinity

An

iii< li

is

cxanij.!.'

Ex.
it'

1.

f>

thf

atl'

\\<-

It'

-rdcd

K\.

l.y

tak-

we

'

b,

11

tlia'

.verges

_1+1_1
4
4P 5P

+
that tin-

tir>t

.-f

thr-i- i61

'i'g*

-1.

EX.
that

Kii"-

Ait-. 21,

\\ill a:

tli-

im-tlnxl

'

It

this
kn<.\\

t-nai'

tlii-Mi-mi

luit

i-

lu-!..\v.

L'

Th'

1.

oj

series

.1

positive

,>>.

is convergent.
|

deserve

th.-.,i-rin

is cm\>->.r<i>

For hciv r/ H = |a n and


Such serifs are called
'/<

ooni

ia

cases <f this

.d

<.

s*

Thua

2.

sum
'

".

!+*-*+'
tin-

:t,'8

fa.-i

- -I.
-Jl.'2

1
+ -

'

'

+ --!- '""

tO
so

48

SERIES IN GENERAL.
The sum

of the first

terms

2?z

III.

[CH.

is

Thus, by Art. 11, Iims 2n =oo.


But *2n-]>2n, and so also Kms2 -i = oo.
Thus the new series is divergent.
The reason for the failure of the theorem

is that the original series


contains an infinity of negative terms and that the series ceases to converge when these terms are made positive (Art. 11).
;

It is

easy to see that the foregoing theorem can also be

stated in the form

An

remains convergent if each


a
whose
numerical value does
multiplied by
factor
not exceed a constant k.
term

absolutely convergent series

is

19. It is often convenient, however, to infer the convergence


of a series from one which is not absolutely convergent.
For
this
the following theorem may be used

purpose
convergent series

remains convergent if

un
is

2an (which need not converge

absolutely)

terms are each multiplied by a factor


the
that
provided
sequence (un ) is monotonic, and that u n
less than a constant k.
(Abel's test.)
its

Under
vn = u

when (un )

is

it

is

decreasing.

never increases

so that

un converges to a limit u and write


an increasing sequence, but v n = u n u

these conditions

u n when (un )
and

Then

will suffice to prove the

to infer the convergence of


Art. 23 below)

is

But by Abel's lemma

P V ni+\

greater than any of the sums

m-ni
|

-j

Now

convergence of 2ft n vn in order

2a n un

m+1

where p

clear that the sequence (v n )

it is

converges to zero as a limit.

'"

~~~H

-'

01

18, 19, 20]

Ai'.l

\M>

.1.

p=se

no matt.-r ho\\ small f

'\.

I'llMdll

can be chosen BO that

^''

fchtU

18]

'

!|

ll

f.

and

c..ns,.ijufiitly

at
thai

conditions as

If

1.

coiidil

uv takr

MriM

th.-

and

ol.tain

\\liich

\
'

oiiic

rnij.li.y

0,

w-

the factors are sul

lit

Ex.

mgent

ill.-

+\- +
}

...

Oiln-ady used
n-tors

sequ

tin-

niii>t

th.-r.-foi

.-

'!"

---ni.

that

\-iify

this

tin-

OM6,

hat

,i-l

_/l_l\_/l_2\
1

""

Thus

li

in ,<,._!

t-xi-ts (liy

= liin.N-

liin*. _,
F1

Ex.

Ex.

in

any

a.

iin-nntMiiic

Art.

2,

'"

1_

Ait.

1)

That

and

(1)),

the

is,

sine.-

=%,_i -

.<...

series

converge; the sequence of factors employed

18,

./

sMju-nc<-).

tin-

^'-,|u-ntly
is

e.

tin-

than

r.-iiiaind.-r

less

nunirrirally
choice of ni, \vhicli
;

/'//-/-

This ].r.']Tty

o/OJj

may

In-

after in terms in

than i>('\+
niak.-s

so lon^ as

.-xpv-s.-d
*-,,,
witf

r^ -f
1

>y

this
/^

and
):
ivmaindrr

-prcial ca.M- of thi>,

ran

20.

1-y

takin.i:

l.S.

whi--h

wu-

th.-

l.

I'i

//

minimwm

".,--

lvm,\

is tinit,-.

^ayin-'

that
41.

below.)

it

important intViviic-r is that it' tluu depend


the conditinn of t'ori.
ay on a varial >lr
<suljrct
i

\s

(/<+i

B61

easy to sec why, fn.ni our present point of

It is

2.

In

,1

3-

i'-

origin*]

^1.

SERIES IN GENERAL.

50

[CH.

III.

terms are multiplied by a decreasing sequence (v n ) which tends


as a limit. (Dirichlet's test.) *

to zero

lemma

Abel's

gives the inequality

m+p

^^
/

(K

^^

1)

nt)

771+ 1

where p

is

any number not

less

than the greatest of the sums

a m +i>

It is sufficient to suppose p not less

than each of the differences


>
|

Now,

if

S m+p

- Sm

the extreme limits of sn are both

.
\

finite,

we can

some constant! I, such that sn is not greater than I,


any value of n. Thus sn sm = 21, and we may take p =
We can now choose so that vm+l e/Z, and then
find

for
21.

<

m+p

|2wJ<2e,
m+1
proving that the series 2a ?l f n converges.
The

Ex.
Of

series 2-yn cos nO, *2v n sin

nB converge

if

not

is

or a multiple

27T.

For

l>;

m+l

cos?i0 = sin(te9) cos


.

[m + ^(p + 1)]<9.

cosec

m+p

2 an0=sm(J0).8m[m+i(p+l)]0.eoeecJ0;

and

m+l

could here take p = cosec J0|.


the first series may be convergent or divergent according to
but the second series, being 0+0 + + ..., converges to the
the form of vn

so that

we

When = 0,

sum

0.

special case of the last article is the result:


terms of a series '2( I) n 1 v n are alternately positive
If
and negative, and never increase in numerical value, the series
21.

the

will converge, provided that the terms tend to zero as


*

limit.

Abel knew of this test the history is sketched


by Pringsheim .(Math. Annul ,-n, I'.d. 25, p. 423, footnote). But to distinguish it clearly from the test of Art. 19, it seems better to use Dirichlet's
name, following Jordan (Cours d' Analyse, t. 1, 299).
It is practically certain that

briefly

fThis constant I will be either_the greatest value of


greatest value) the greater of Ilim,*,,! and |lim.<*,,|.

|,

or

(if

there

is

no

20, 21

if

|-'<>i

of

\n: 9ER]

AI.I I;I;N
1

the

we take
la>t

-f

\v need only

article,

.".I

as the oscillat*

...

that p

.suppose

is

1;

and

til'

<<|Uently

v 1 ->'.>+>',-v4 + v & -Vt+...


it.

account of the

<)n

now

use of

frequent

give another proof of

is

It

it.

theon-m.

this

\v.

that

plain

%i-(i-^)-K^-4)+...f(^|. 1 -i
and each of

th-s.- l.i-ack.-ts

so that, as n increases,

Also

,1

]><it ive (or at least

i>

th.- s.Mjuciice

-(,> 2 -i; 3 )-

and so the sequence

>

of terin-

<>

-...-(t)

>

n<-'

ive),

never decreases.

^K

Qever increases.

..,,.;>

=--

Further

and
Hence, by Art. L the sequence (> v lias a limit not greater
than >\ and (fi^+i) Has a limit not less tlian 0. But these two
)

limits

must be equal

Hence the
Ex.

is

n->\\

1.

The

series

lini

c.,

n ..^

>een to converge, i>n>\idfd that

is

p=l we

get

easily seen t> le cvjual

'i

=0, so that

converges to a sum lying between


already mentioned

M-rii-s

In the special case

\\hirh

since

jo

+.r

t<

in

Art.

K.\.

1,

0<jol-l.

tin-

l>^-2.

F.i

1 H-

.'

f1

.'-'"

,.
1! " 1
J,','i

,,,,1,,,

1*,

if-*L(i-J+J-J+.

and v r

SERIES IN GENERAL.

52

III.

[CH.

The diagram indicates the first eight terms in the sequence (sn ) obtained
from this series by addition
the dotted lines indicate the monotonic
convergence of the two sequences
;

FIG.

9.

It is obvious that if the sequence (v n ) never increases, but


n ~ lv
n
approaches a limit I, not equal to zero, the series 2( l)

will oscillate between two values whose difference is equal to I;


in fact we have by the previous argument lim s2n+1 = lim s 2n
1.

case

If v n /v n+1

can

interest

given by the following test


special
which is similar to that of Art. 12
of

is

J^l +
the series 2(

For

if /x

\)

>

0,

in the form

be expressed

n ~ lv

n is

2+

FX>1
^5,

{j

convergent if p

after a certain stage

>n

n *^~ n*x~

>
we

oscillatory if
shall have

0,

/m

= 0.

'

and further (by Art. 39, Ex. 3) limv n = 0.


so that v w
n+1
But, on the other hand, if /x = 0, it is clear (from Art. 39) that

>v

limt> n
/JL

<

0,

is

not zero, and so the series must

after a certain stage

we

shall

oscillate.

have vn

<v

limi; w cannot be zero, leading to oscillation again.


Ex.

2.

Take the
a.

ft

l.y

series

1.2.y( 7 -fl)

So the series converges if


The same condition .ipplies

and

1.2.3.7(7 + 1X7 + 2)

to the series (Art. 20)

to the corresponding series of sines.

And,

if

n+l) so that

\Ui:i;\

22

21,

hmiM
i.

9EB]

I.

THIN

observed

l>e

that

+ i^|4 + j^i

:i-

L>

-ily

therefore leu than

-f

t-6.-

(Art

-2

ntly th.

-- +

lint

1/11
-iK+5 +

tlll!

tlie first

p-

5i

>

sum

the

of the first n negative

1\
'

series tends

2n terms of the given

first

limit.

its

A ruriou^ thc(,rcm,

22.

j^i

1111
l+
S

-OD as

sequences

:.

M divergent

rooogDied

than

Ii-ss

to

nag

nor

1/

ill

snch as

ii

>M<1

{>

',-,!/. 1

reason In supjMi^- that tin- tln-nivm i- -till m-r.-ssarily


fact r
CODStrUCJ '\ani]>l<-s nf tin- failmv,

tli.

fcmej ami

aii-1

tin-

if

ihr

in

of th- laM.

i^

'In-'

tn

some

bo

L-xtt-nt

of con

kin<l

'rsaro:

If a

farms

<K,

tude,th(
n a
//

it

of P*

ng order of

ca/nnoi

'/,.

//<//////

mi

=
fence th-

>f

..f

th-

if

it'

/,

<

/,

\v-

:-''

i-vj+dp,-^

-i-v

mis to a po-

if

>/,,

//

;ch

iml<

>

that

//'.

[n^
sin.

<>/

tiTin-

can tinl an
n

series.

fh<>

^i/
-

But,

p-^sililr. that

Hence

terms

t<Tiii

tir-t

^+(/',

tlu-n.

jli-xt

jM.sitivf

fi n

'-h.-.-hy

Suppose now,
/;

th-

/'

sum

(Pi-9
limit

other Ivmti flam


tl>'

"

owy

>r/,

i/

<> arranged

>+'"'
given series
;

ami

i->

>
not

,C. + 'Wi +

---

alsolut<-l\

ntly

>'

tlu-

^ont.
m

+ >\

...

SEKIES IN GENERAL.

54

[CH.

III.

can be made greater that NJ^ by taking n greater .than (say)


n
n can be
Hence, no matter how large
is, a value
t
found so that

//;

if

hence

sn

must tend
if

lim (p n

n=pn+qn, and so
This proof

qn)/n cannot approach a negative

The

Ex.

As

if

series 1

a verification,

value must be

q n )/n exists its

lim(p n /q n ) exists, its

Now

0.

value must be

1.

same as one given by Bagnera.*

substantially the

is

to oo with n, contrary to hypothesis.

It follows similarly that (p n

limit; so that

?i>7i

+ ^- + i + - + ^ + - + ...
we

note that the

sum

of

cannot converge.
3n terms is certainly greater

than

so that the series

23.

If

Abel's

is

divergent.

Lemma.

the sequence (v n ) of positive terms never increases, the

2 anV

n ties between

Hv and

hv : where H, h are

the

sum

upper and

lower limits of the sums

For, with the usual notation,

al = s 1

a 2 = sz

sl

Thus

Now

v 2 ), (v2

the factors (fj

v s ),

...

(vp . l

vp ), vp are never

negative, and consequently


8 i( v i

- v z> < H v - v 8*( V - vs) <H(v - vs


-V9 )<H(vp . ^V9 8f Vp <H>
8p . (v9
(

Bagnera,
Rend. (4), t.

Hull.

Sci.

4, p.

\\\'.\.

Mnth.

(2),

t.

s).

12,

p.

),

)t

227:

Ces&ro,

Rom. Ace.

Lincei,

22, 23, 24

Hence

Ui.MM

kBEL'fi

<

Xa

or
In

manner

likr

lli-

sum

<//'-,.
r

[fl

ilian

l't

<

",,'',,

//

where H'
lil

"

it

the greater of

IB

!
:

It

Mi

<

17 and |&|; that


1

Bometimefl <l'^irallc to obtain

se

that

tin-

mote

//

ntli.-r

//

is,

i-

//. A

aiv

.!/

i^

an

iiu-n-a^i

Transformation of slowly convergent

Let us writ

and

</

aw +2olH l -hh^=
.

Thru
(

and

l(

series.

tc.

\\v lia\r

rous,',,urntly

^J",/"

whI.'

r/

|"-atin^ this op.-rat

<<

="
lt

'/-f

//

= .'(

>n.

we

/
.

=o y-KjRo )y+...4
l

-f.

+.'>

tind

Th. -n exactly

for

limits of 8mt

lo\v.-r

tl

whm

hand,

limitfl

u]|nT and

th<-

find

24.

the upper

-.., |*p|.

is

while

w.-

SERIES IN GENERAL.

56

can be proved* that in all cases


converges, the remainder term
It

tends to zero as

when

increases to infinity, at

III.

the original series

when x

least

is

Consequently,

positive.

The

[CH.

cases of chief interest arise

when x = l, and

are alternately positive and negative.

a l =+v 1

a 2 =-v 2

aB =+v 3

the terms a

Write then

a= -v,

...,

and we have

where we write

Dvl = vl

We

v2

L^v l = Dv l

Dv 2 = v l

2v 2 + 1> 3

etc.

can write down a simple expression for the remainder,


is a function such that/* (as) has a fixed

v n =f(n), where f(x)

if

sign

for

all

values of

positive

x,

and steadily decreases in

numerical value as x increases.

Dv n =

For we have

dx l

so
I

f'(x l

Jo

Jo

Jo

( Xl

and generally
ri

J)Pv n

I)P

Thus the

ri

Jo

Jo

series

dx

dx l

D pv

D pv + D pv
2

...

consists of a succession

Its sum is therefore


of decreasing terms, of alternate signs.
p
in
numerical
less than
value; and consequently
v^

where
*For the
p. 188.

cose

x=l,

see L. D.

Ames, Annals of Mathematics,

series

'2,

\.>1.

ION

24
1

This ivsult

lea

of th- type

Here
d

*>

II

Teases as

tin-

\\ni-k, in

tin- ac--

arithln.-tiral

tion twice,
starting
tin'

iv.Milts

anl

ti,,

inn

tii^t

r;i]riil;iti.ilis.

aay

at

tO

and

th.-

apply

s,-<-..inlly

and
in

1.

\\v shall

tin-

r=\ if \v- work


a=l -70711
apply tin- UMH

tal'lf

l).-l.>\v

r
~^\\
i

arc suhstaiitially the sain.- \v-

T;ikf

!';i

at j

be ^ati-li.-d that

may

the \\orl
Ex.

li\

\ve
I

get

-',

58

SERIES IN GENERAL.

Now

'40825 --19568 = -21 257, so that

s'

certainly

[CH.
is

III.

contained between

0-21256 and 0-21258.

But s = 0-81746-5', so that $ = 0'6049 to four decimal places. If we used


the original series, it would need over a hundred million terms to get this
result.

Ex. 2. Similarly we may sum the series lTo 6 decimals, the first 8 terms give 0'634524 and from the next
terms we get the table
:

V.

24

l.i.l:

l.i

reference

n.

terms v

series of

-?.,

for

We

has always the same sign.

IP-v*

ha\.

if

Dh n

is

because the series

we ha\-

positive

in tin-

l-ia.-l.--t

we have
small

.-ry

+ ...).

-/

/>>,

/>/-,

that

\\hi.-i

tin -n

/>,',

Now

hew

will

t<

;i

59

iti.l

lim

-o.

/>-

^et

Dvj.
if

Similarly
tlu*

>*> ^(r, -f Dv^.

ir,

series ca

ii_:li

proof of

tin- tirst

Mai'kotl'

lia\.-

t-\ain]il-

il

.en

to

<lu.-

i>

degree of

by K
Kuininer

Ponoelet

transl'nnnatioiis

oth.-r

!'.,r

the

includes Kult-r's aa a

nn-ili<.l

Mark.tf>.

<i'

above WBS

acniracy

i'<un.l

th- latt.-r>

an

have

trans!'.. rniatidi <l.-rriU-<l

'I'll.-

and
ami

//-'

may

\\

-2)1

sum mnvrtly

Lnvr the

TM

ajj)ly Killer's

method

-'
\\\->\
;

<-f

|.].ly

term>

trn

Kulei's

V& -U

the

next

n<

4 3 *'")

the series in th-

..f

m.-th.-d

<1-

example the ivader may

t> this
l

to 20

>i.\.

\\

the remainder: thus

.e -9011165, and if
for the value
'0004262
get

^057 to six

'I-ofi.

4
+

j'

The >um

,,f

the

mrtli.nl -

Thus

1'

tiist
'1

t.-rms in the

teli

f-r the

1=2 (0-82 2469)=

'

l^v.
p. 178.

F.-i-oth.:

lira.-k.-;

reiiiaiii-.

j..

.-MiiMilt

i:u

/'

l'rin::vli.-ii!.

i./Jg,

1896),

SERIES IN GENERAL.

60

[CH.

EXAMPLES.
Prove that the

1.

series

i_J_ J__L.
x+\

converges for any value of


but that both the series

x which makes none

J__L_

__
~~

1_

denominators zero

J_

1,
x x+l
,

of the

are divergent.
2.

Prove that

3.

If

the

increases to

if

series
co

^na n

2a w

is convergent and
then (see Art. 23)
lim (a^J/i 4- 2 ^2 +
+ an

with

n,

Prove that the

4.

convergent, so also

is

the

is

sequence
0.

steadily

(J/,,)

[KRONECKER.]

series
.

but can be made to converge to either of

On

inserting brackets.

by

n.

Mn }IMn =

a - a? + a? - a? + a* - a* +
oscillates,

is

the other

hand the

its

two extreme

limits

series

convergent.

Shew that if a series converges, it


number of brackets are inserted, grouping
5.

the converse

is

for

x=

the

sum

7.

t\y>

for

Shew

And shew

also that

true, if all the terms in the brackets are positive.

sum

Calculate, correctly to 20 decimals, the

6.

convergent when any

still

is

the terms.

*&

x=

How many

of the series

terms would have to be taken, to calculate

fy to 3 decimals?

that the series

-a 2 + a 3 -a 4 + ...

diverges

if

an =

C_iy'-i

-j-+

n 1
]
a=l/[-x/w + (-l)
although the terms are alternately positive
tend
to zero as a limit.
and
and negative

or

if

8.

If

|#|>1, prove that

converges to the
9.

If

a,,

sum

A,

converges to the

*2 +l

A-*+l

-.

-> a and b n ->

converges to the sum

__L_ +

_2

'

.r+1

>S,

(01

6,

verify that

if

the series

then the series

- a 2 ) + 6 2 ('/ 2 -

sum S-ab.

3)

+ 6 3 (r 3 /

</

4)

-f ...

LMFLE8

111.
1

10.

the

if

-!

>...
.

ei j^ent

al

.so

+^(

rt

+ ^3) + ^ (

(/

converse always
i-se

11.

certainly tin.-

is

Ni.sruss

that

ti

cS

_I_ + _L_- +
./-Cj

4-...

+_L_rl +

C,

tending to

ijucin-r

12.

h-n

\\

oo

Verifv that
/

?)
ru'i-iit

<

if

to

x and x
,

is

not equal

vak

I the
i

'

If

is

al.-olutely

13.

She*

convergent

r ia tin-

inti'^er

and

int^ia! part "f

/.

_!_ = _ A

frmii

fad

if

that

in

In

verify that

fixed,

'

th-

in.

1'

-in-

th..'

>>e

the -unnnatioM.

tin-

>UIM ran

'>

writti-n

M-\ +
*fl-

_,)

14.

With the

>anie notation as

\-

~
i //<

if

)i<

Find an

SERIES IN GENERAL.

62

Discuss the convergence of the series whose general term

15.

and

[CH.

with cosw$ in place of sinnB.

also that of the series

III.

is

[Art. 20.]

[Math. Trip., 1899.}

Apply Art. 20 to the series whose sums


2
#, and deduce that

16.

n terms are sin(w

to

cos(w + !)

^^sin nd
are convergent

Shew

if

cos

n2 0,

2v n

sin

nO

sin

n2

vn steadily -O.

[HARDY.]

vn tends steadily to zero, in such a


not convergent, then the series
17.

that

if

way

that 2v n

is

r=D

converges

if

(and only

If the sequence

18.

if)

a l + a 2 + ...+ak = 0.
convergent, prove that liniw(aM+1

n) is

must

either oscillate or converge to zero.


If

19.

2an

convergent.

converges, and a n steadily decreases to


If,

in addition, aw

0,

2?i(an -an+ i) is

2an+ i + a n+2 >0, prove that

n 2 (a n - n+ i>->0.
Euler's transformation to

20.

Apply

21.

Utilise the result of Ex. 3, p. 58, to

1
T

~*\

.v
~T~ T

'.

[HARDY.]

shew that

shew that the sum

of the series

x3
*j

".

-j

~T~

tends to the limit \ as x-*\.


It

the

sum

easy to see that


lies

between ^v

(if

<#<!), Dvn

=J and

i(^i

is

positive

+ ^i)= ^j
4

and deceases

thus.

"1

x-

By taking ?> ;l = log( + H), shew, as on p. 56, that


steadily decreases; deduce that

22.
nl

is

D p vn

is

negative

CHAITKK

IV.

ABSOLUTE CONVERGENT
25.

value.

is

matter how

projn-rty,
series
as
;

however,

an

value N

|i'itivf

so

srrics
ii\

tin-

termfl

v trnns
t

is

c-on\ ci'-vnt

^rt-attT

that
:

than

each

ha- the

BUID

MUM

(Ait.

'

.-r-ally

K\.

t-nii

is

and has a

L),

u^ arrange

L-t

.1.

positive

tin-

i'ol]o\\

th- 96068 th-n beOOl

.
.'-V
4^:;
1

1
-

i;

>_

K>

i-j

lim/.

..,

liav-

i_Ui_i
4
^^
2 -ri;

Unit--

ly no means uni\

is

-J

Now we

a
tli,-

.|'

illustration. consider th-

which we know
this

that

fact

i'ainiliar

Il

IK.

I.

J_

'

-2

.,

Thus
and
the

it

is

sum

easily
oi'

>een that

the series

i-

lim/.

..,

lim

t-niis of

ABSOLUTE CONVERGENCE.

64

[CH. IV.

Consequently, this derangement of the terms in the series

sum

alters the

of the series.

In view of the foregoing example we naturally ask under


what conditions may we derange the terms of a series without
altering its value? It is to be observed that in the derangement we make a one-to-one correspondence between the terms
of two series; so that every term in the first series occupies
a perfectly definite place in the second series, and conversely.

Thus, corresponding to any number (n) of terms in the first


series, we can find a number (n) in the second series, such that
the n terms contain all the n terms (and some others); and
conversely.

For instance,
terms of

the derangement considered above, the

in

are all contained in the

3p terms of

are

first (871

contained in the

all

first

+ 1)

terms of

4p terms of

t\

first

(2?

and the

first

s.

series of positive terms, if convergent, has a sum


independent of the order of its terms; but if divergent it
26.

remains divergent, however

its

terms are deranged.

As above, denote the original series by s and the deranged


series by t
and suppose first that s converges to the sum S.
Then we can choose n, so that the sum sn exceeds S e, however
;

small

Now, t contains all the terms of s (and if any


term happens to be repeated in s, t contains it equally often);
we can therefore find an index p such that tp contains all the
terms sn
Thus we have found p so that tp exceeds 8 e,
e

be.

may

the terms in ip s n are positive or zero. Now t


contains no terms which are not present in s, so that however
great r may be, t r cannot exceed 8} and, combining these two

because

all

conclusions,

we

get

S^t r >S-e,
Consequently the series
Secondly,

if s is

If

we attempt

Art. 25,

we

tf

>S

is

terms

r^p.
sum

cannot converge

converges,

S.

for the foregoing


must also converge.
;

divergent.

to apply this ai ^unicnt

..1-1+I-.J+...,

find that the

that

if

if

converges to the

divergent,

argument shews that


Consequently

in

,,

the

two

series considered in

1-1-1-1 + 1-1-1+,..,

arc partly

and as a matter

t<>

of fact

////<////<.

we

sec

Thus we cannot
frmn

Art.

:.'">

pi

that

this

25,

M:I; \\'.I.M

26

65

>iu.il;ul\,

that
is

It

-1

(r

now easy

convergent,

term

I.

TIM

in

a; BO, since
not -renter than 2.1,

now

SUJ.JM.S.'
al'ti-r

any

Tli.-n

is

<

sum

th.-

that N.

.1

are

/;

Ex.

absolutely

th.-

B
B = S+A.

three series

for each ser

saim-

tlie

hy what has been proved A'

ntain only
positive

and

tern

ll-A

N'=/;'-.|

}T..\ in-'

and so

of a;

th.- MIIII^ ot'

siij.|ns,.,l

hut

/'

II,:

is

the corresponding
_jes to a sum

twic,.-;

convergent,

\vl

= S'+A';

to

-;

than

.l.-rani;-i-im-nt

H'

"

a series

if

fails

it"

'2|aJ, ami th.-n introduce the new


contains no negative terms,
The aeriea

i-

in

,.-

not altered by derangement.

n |].

:-j

no

I,,-

(,,

prove that
is

0Zaw

write

ami

to

sum X

its

argument ueed above


ti
h.-i-r>\.

til--

although thi> happ.-n-

tin-

thf

ii-iil-r

1.

>.

1-.
convergent

.trly

rgent, ;nnl lias

tla-

An.

l.y

11;

same sum

;m.l

after

From our present

point

betw<

ot'

,.1.1

l.y

The

is

__L_JL.^

12

1Q2

11).

any deran^fin.-nt.

-f

'

-.ulain.-d

series

2.

ih-

t<>

t!

Ex.

therefore

th.-

tact

wriefl a,

that

Hew, WQ observe

that

tlu- iiu-jiiality

.^-i+j-j_^ + ...

these serifs are not absolutely OO1


li\.-i^.-iit, and ..f couise we havt-

o'

to infer thaTli.-

affairs

last

explained

.it

should

n-sult

article,

U-

we

lind

)-N,

lim

thrii-

lim

(.,'

thf

-tate

of

u^ino- th- nota'

./

).

-f

,'/

\A

limy -

.<

-8+A

^-11

).
;

dill'-!

sum. whose value depends en

<

(8+A

whereas there the se|Uencex


^ej.arately. althouo-h

lini(r,-//,
so that

with

rastt-d

c. .nt

at tin- h.---innino- of Art. l^s

th-

>

>

-.verges

to a

ABSOLUTE CONVERGENCE.

66

[CH. IV.

Applications of absolute convergence.


Consider first the multiplication of two absolutely convergent
series A =2a n> B = ^b n
Write the terms of the product so as to
27.

form a table of double entry

a^

afiz

a-J) 3

a^

...

/ t / t / t /
a6
ajb^aj)} a b
/ / / t
aj)^aj)^aj} a
t
/ /
2

3 4

...

Z>

a4 b l -+a4 bz-+a 4 b 3 -+a 4 b

It is easy to

prove that

AB

is

the

...

...
4:

sum

of the series

where the order of the terms is the same as is indicated by the


table.
For the sum to n terms of this series (1)

arrows in the
is

A nBn

if

Now A = 'Z

an and B' = ^

Thus the

are convergent

bn

by hypothesis.

series

(2)

obtained

by removing the brackets from

convergent, because the

number

sum

of the

(1),

absolute

is absolutely
values of any

of terms in (2) cannot exceed A'B'.


Accordingly, (2)
sum
as the series (1).
Since (2) is absolutely

AB

has the same


convergent,

we can arrange

without changing the sum.

in any order (by Art. 26)


it
Thus we may replace (2) by

a 1 6 1 +a2 6 1 +a 1 6 2 4-a36 1 + a 2 & 2 +"

(3)

/>,

+ "/> + ...,
1

following the order of the diagonals indicated in the diagram.


Hence we find, on inserting brackets in (3),

= c + c 2 +c8 +... to
C2 = a2 6 + a 6 2
c3 = a 8 6
-A.S

where

cl

= a b 1)
1

oc,

H-a2 6 2 +a 1 6 3

and
For other results on the multiplication of series thr
should refer to Arts. 34, 35.

iv;ul<-r

AI'I'LH

27
MM.!

wh.-iv

;/

,<=

theorem of Alt. 26

tin.-

in

arrang
in

./

say

//

have !<

to

sutli-i.-nt

'>

-f

>

r/:

...

lowers

Art.

1<>.

w.-

-f l*^.

\vliere

this

966 that

,;<

\-

if

A,

iv.|iiires

= liin

condition iv.juiivs that j8d <X, and that


than BOOI6 ti\-d value; and thm the n.-ct-ssary

1668

certainly not alter th- sum


most of the ordinary 68864

will

In

shall

last

'I'ln-

19

u-A+ftf+.-.+Af, A.-IU f-||:

0.1,

and from

of

polynomial

hriv

is

It

is

step

i<

application of

us-|'ul

to justify thf

the condition

is

th-

BOTJ

\=l. and

is

//

of th-

1'orm

th.-n

In particular,

uri,

,,,,.,.

sutlii-ient

.^__2.

satisfied

ainly

be

if

,,

lut

it

to tak-

is

inaih

pusitivr

AB an
has ih.
ird

l.y

jurii'-iilar liy

in

in

/<>f/
>f

tliis
1

[1

/
x 2

1.

which

iav ). t.-mpt.',! t,. think th;it the coiulitiuii \y\<\ w..uUl


tliis is m.t the case.
K"i- we have to ensure the

illustration

>um

<

\vln-n

i>
is

-(ir-.r-')]-

any vahux }, bed

i"

get

-X*

and

V
\vhi--h

j.oint, r..n>i.l'-r

= (!-.)

>f

\viitt-n cut at length,

form.

-'.

\V!MMI
1)

\toe-a?\<l. This conditi


iad
lyin^r Between 1 -r s ;

i'.nt

if

th-

ABSOLUTE CONVERGENCE.

68

[CH. IV.

This equation is true if both series converge although the proof does not
follow from our present line of argument. It may be
guessed that, in
general, the condition found for f in the text is unnecessarily narrow
;

and

we
we wish
ever,

is

How-

number

this is certainly the case in a

of special applications.
are not here concerned with finding the widest limits for x

to

shew

is

that the transformation

is

certainly legitimate

what
when x
;

properly restricted.

In view of Riemann's theorem (Art. 28) it


may seem surprising that
the condition of absolute convergence
gives an unnecessarily small value
for f.
However, a little consideration will shew that Riemann's theorem
does not imply that any derangement of a non
series
-absolutely convergent

will alter its

sum

but that such a

be made to have any value


which may easily be of a far more
n
sweeping character than the derangement implied in arranging ^a^
according to powers of x.

by means

series can

of a special derangement,

Riemann's Theorem.
a
// series converges, but not absolutely, its sum can be made
to have any
arbitrary value by a suitable derangement of the
it
can
also be made divergent or oscillatory.
series;
Let xp denote the sum of the first p positive terms and
yn
28.

the

sum

of the first

negative terms

where p,

tend to

oo

oo

according to some definite relation.

lim xp =
p

then we are given that

lim (xp + y n ) =

=
lim(a?p-2/ n ) s,
oo

lim y n =

oc

Hence

n >oo

>oo

Suppose now that the sum of the series is to be made equal


o-; since xp -*vo we can choose p l so that x
er, and so that
Pi
p l is the smallest index which satisfies this condition. Similarly
we can find n^ so that 2/ %1 2^ 0", and again suppose that 71
is the least index consistent with the
inequality.

>

to

>

Then, in the deranged series, we place first a group of p l


positive terms, second a group of n^ negative terms, keeping
the terms in each group in their original order. Thus, if >S, is
the

sum
f

<S

of

O,

terms,
if

is

v<p v

We now continue
positive terms,

it

plain tint

but

><r,

if

p^ v<p

+ "r

the process, placing third a group of (p 2


p 2 is the least index such that r

where

;)

and fourth, a group of (n^

n^) negative

the least index such that

>

//

,/,,.

<r.

>

pi)

//,^-ho-;

terms, where

n8

ifl

IMKMANN

27, 28]

Tin-

and

indefinitely,
is

\vhil.-

if
<!

,-f-

i>,

tin-

if

</',

>' = />,.+

/> r

//,-.

t'-riu:

/', -)ili

/*,.+

/*,

is

N,

>^=p

.>^

/>,

N.-T

i'<.r

'!

on
*

evidently be carried

oannoi exceed th- (/>,+

I'M:

positive,

can

d.-ar that

is

it

BEORE14

construction

of

im-thon!

^
r

t-rm of

jMiMtiv.-,

MC

tin-

does not

Imt

these

.-it

ehangefl sign

terms.

Thus, since
increases,

ti-rm^ "f

tin-

we ha\-

th'-

limN

mu-t

tferiea

t.-nl to

zero as v

=&

easy to mo. lily tin- t'oiv^oin^ m.-thoil so as to get a


<li\fi-L;Tiit or o.scillat'ry 901166, by starting from a sequ<-:
is

It

which

is

ritht-r

turn to be

in

<li\

tin-

vruvnt or oscillatory and takin.

which satisfy thr

inlic-s

tir-i

>^-^i s>y

--<rii

;ml so

howe\
work
and

of fact,

fur pra'-tical

\vr

tnn> prooeM i- 'juite out of the


have to adopt an entirely dift'-

>t.-adiiy dr<T.-asing to zero as

!i-ti..n.

ami

-i)"-y(/0, \vhii-h converges,


\-

that, in

tla-

tei-ni

jiusiihv

dfraniTfd

f<.ll.i\vrd

is

tin-

s.-ri,->,

negative terma (so that

+ r = r).

-In

Then the sum

and
Suj.jiosr

that

first

/'(-")

''-

inction

<>f

hange

in

sum

tlu-

\Vr ha\- thus

tcnd>

/-/'(/')

iM-tw.-iMi

th,-

and

*r-

''

?'*

integer neireet

s..

and suppose
to n

ji--iliv,-

between

lios

with

l.t-.-au-.-

then

n,

llOOSe v to

th-n

be

=/.

*M^/'

.r

of these r tern:

Tin;-

taking the series ^(-ly-'/r*,

integt

-r r

intinity

/(*+?),

/,

rr-ult

and

/-

increases

r-

of th.

!ii->t

tt-nn

t-nns i-,ntain

Art. 21.

i>\

itiv.-

first

win-re the second l>rark.-t contains r trims,

tlu-

> xP -

on.

As a matter

tin-

.....

int-'jualii

we

see

again with 1( -i)--

1 !

that v

^,

may be

may

bi-

!ogn.

i.

-J-J,

j..
1

to xitisiy tin- i-.iulitiiin.

Hut

tl

to take

always the nearest


.:--nl.

order

ABSOLUTE CONVERGENCE.

70
Next,

if

value of

c,

lim nf(n)

is finite,

however

small, a value

[CH.

say equal to g, it follows that, for any positive


nQ can be found such that

Let v be chosen so that k = \im(n + v)/n.


It is easy to see,

by an argument similar

Hence the

alteration

to that of Art. 11, that


rn+v

dx

contained between the two values

is

(#c)log.
Thus, since

e is

arbitrarily small,

we must have

Hence, if lim nf(n) =g, and if k is the limit of the ratio of the number of
positive to the number of negative terms, the alteration I is given by l=%glogk.
In particular, since 1 -* + ... log 2 (Art. 21), we see that when

this series is

terms

its

arranged so that

sum

is

log 2-f

log

k=%

terms to each negative term,

While,

if

positive terms correspond to n negative


and so, if there are two positive
log 4

Ten

we

get

there are two negative terms to each positive term,

we have

a result which has been proved already (Art. 25).


Finally, if there are four negative terms to each positive term,

we

find

To save space, we refer to V. of Pringsheim's paper for the discussion


of the rather more difficult case when liranf(n)=Q.

EXAMPLES.
1.

Criticise the following

paradox

+ 1+*+*+*+*+...
2

+J

+ 1 + ...)

= 0.
2.

If a transformation similar to that of

Ex.

1 is

applied to the series

1-i+l.lo.I.
2* 3* 4
6
Hhew that

(if

p<\) we

obtain the paradoxical result that the sum of the


1, the result obtained is correct and rx presses

p>

series is negative,
But, if
the sum of the given series in

terms.

terms of the corresponding series of positive

Tl

MI'LES.

iv.)

3.

=i/(n), shew that

wt writ- /(.)-!/*, and

If

+ ...H'-!* 1

t/W

")
[It

is

proved

An.

in

4.

I'K.VC that

5.

Apply

that i

71

a transfoi mation similar

tliat

of Ex.

to the series

i-i+j-H~,
ami piovr that

tin-

----.

which converges to

>!

suit iiiur

-um ItH

ies is

that of

tlian

th'-

-iven series.

convergent series may be converted into an


wriM ly tin- insertion i.f brackets. [See Art. 5.]
Any oscillating s.-rii-s may W converted into a convergent sei
and the bracket* may be arranged so that the
in>.-rti..n ..f l.ra.-ki-ts

Any

6.

n>n-alis..lutrly

absolutely coiiveru'ent

la7.

In

sum

Mi-iK-i-

that

unaltered

it-main

sutli'-it-nt

valu.-

tin-

Prove that

p.-rfe.-tly

Shew

9.

Here
//

=0

that

is

./

Il(lt

(2),

t.

is

dfierminate numl>er,

14,

luit

>nii

lim

./

tend to x

in

siidi

that

if

.<, 1

way

that lim

(</;<)

sei

1-..-

= ^ + (/,+a s +...-l-a (1

may

tei

1890, p.

that

supposed not to U> an integer, and

to le

Find the product of the two

Shew

V"tL

+...+-K., and
10.

convergent series

the order of the

displacement <>f the //th term by the


to zero as n increases to oo.

'

definite.

wheie p and

in

implies that

n.n-al>>"lutt-ly

may tend

[Iiui:Ki..

is

that the product of the

greatest subsequent term

8.

.f

a <-.-rtain chain:'-

aftt-r

30

limits of

any of the

to

i|ual

+
,

'-. ..+(-1)-

then
.

1*7.]

CHAPTER
DOUBLE

V.

SERIES.

29. Suppose an infinite number of terms arranged so as to


form a network (or lattice) which is bounded on the left and
above, but extends .to infinity to the right and below, as

indicated in the diagram

The first suffix refers to the row, the second suffix to the
column in which the term stands.
Suppose next that a rectangle is drawn across the network
so as to include the first in

rows and the

first

n columns

of

the array of terms; and denote the sum of the terms contained within this rectangle by the symbol sm |M
If # /M>M
s
t
a
limit
as
n
and
tend
to
definite
approaches
infinity
.

the

same time

<

(but independently), then

<

s is called the sun*

the double series represented by the array.*


In more precise form, this statement requires that it shall be

possible

to

an index

find

positive fraction

e,

//,

corresponding to an arbitrary

such that
!-V

-*!<*>

if

>,n>p.

the last inequality is implied that m, n are subject to no


other restriction than the condition of being greater than /z.

By

*ThiH definition

is

framed

in

arrordaixT with the om- adopted

(Miinchener Sitzunytberichte, Bd. 27, 1897,

p.

101

l.y

see particularly pp. K:i.

UK

OF

Sl'.M

29]

BLE 3EBU

DO1

th- e

pn.p.-rty

HIM

s
tii

s-.

-y

lini

,r

|iiati<

->
tinis

symhol

eoii\ .-ni.-nt

t.)

mode

u.x,.

it

of MI n

ia

<e,

I'm-

method

from

:;1

it

whidi

i,

tl>

eOUIM

of

iliis

'I'll--

\\-IK-H

n.

arily

t-nd t"

//

filiations
lini

.s-

imply that, ^ivm any


can tind //. Midi that

Berieci 18

similarly divergence to
It

aNi

is

th.-r.'

jM.^il,!,.

establish

-/:

that

v:

lio\v-\

fr.

.-r

'

\V<-

d(uM-

may
lii"

d. tint-

and

m.

Beriefl

modifying the ni'-thod of Art.

any

l'oi-

these

l.i

>f*:

'"

tli.

t-nd

will

fi

tin-

in

littlf ditliculty

is

it'

then Baid

than

ber

that

so

/z

/"/'///.

nuinlH-r

jH.vitiv.-

find

;i

or lim x iHi?J

y:

8m,n>G,
d<>uM-

//

ini])ly
I

tin-

and

in

/"*///

n.-t

doefl
//',

we can

converges,

>

that

pruvidi-d

t> /..T., wh.-n

sr.ju.

.!

l+*m-\,
that

t'..lln\v.s

and

unless sum.- indi'

ii

i<

''

|tt w>H

to

nthei-

give values dilli-ivm

not MiMid-iit

ifl

as to tlif

.-iM.-<|

d'Mot'd

I).-

d..ull<-

l.y

and lim

8m

(m, w)

-imply that

i-

between two
numerically less than e. ii

of

t.Tin-

tli.-

wh.-iv of
dition
d.-not,'
is

(-"iii-s,-

//'.

r.-ctan^lfs

the value of

//

/<

and

than

/*

l,y

tli,-

replaced ly

\alue of

^, such

"The

Wl,

approaches

that

;;

when

,n

i>

|<

if

full

l>y

rnnir-i

m- in

Tl

e.
it

tli-

must be

i>

>

yi.-ld-

At.

and so we can

limil

IS.^K^
in

</>

'/

(so that th- rectangle

Then OUT condition


!o-9 -<r M

Heiu-e T

>-

depend on

will

.,nd to see that

/*.

if

lt>
1900,

DOUBLE

74

Now

so, if

if

p,q>n>[jL 2
and n > // 3 we
// 2
',

the greater of /^ and

is

// 3

<K

<r

p,,-

S
\

P,- \<
S

Ex.

1.

Convergence:

Ex.

2.

Divergence: If s w> M

Ex.

3.

Oscillation

30.

[CH. V.

the general condition gives also


|

and

SERIES.

If

find

=0 and /x^2/c.
= m + w, the condition of divergence is
= ( l) m+n the extreme limits are -1

m>w =l/m+l/,

If *,,

^ 2>^-

if

>

satisfied.

and +1.

series.

Repeated

In addition to the mode of summation just defined it is often


necessary to use the method of repeated summation; then we

form the sum of a row of terms in the diagram, and

first

oo

obtain b m =

oo

a miM

after

which we sum

n=l

we

This process gives a value which

(JH)

this

6m

denote by

(n)

sum by rows of the double series.


manner we define the repeated sum

called the

is

In like

\ ^J
n=i x m=l
j

^m

>

2 2

or

which is called the sum by columns of the double series.


Each of these sums may also be defined as a repeated
limit, thus":

2 2a m M =
,

(m) (n)

lim (lim
m->m n-+<x>

s m>n ) or

lim s m<ll

(m)(n)

with a similar interpretation for the second repeated sum.


In dealing with a finite number of terms it is obvious that
M / N
\TM x^

N M
VM
v*

\
\

*-SSv^Hi;gg<v.;-

But
lias

it is

the

a)

sum

by no means
s in

necessarily true that

if

a double series

the sense of Art. 29 then also

s=i
m-

indeed the single series formed by the rows and columns of the
louble series need not converge
<>//, I ml may oscilla
/

REPEA1 ED

29, 30)

That

th.

lini

has

quatiow
I'aet

<

Vn

lim

9eri& is conr*

rows
/;/' //'.

^e,

if

//<>//;

hypothesis, this limit

dim

lim

'

u->

like

/Ae

f
</,, >i/,/,

we have

l>y

o&ot*

MI that

In

ii

proved. 1.
<i,l if th,

.//.

lim

all.

I'l-iii^h.-im

since,

1-0

hi.'h

In

he example

oolomnt need not oonrergc

'A

exists at

MM Ml-

81

>(/1

/t

= x.

n-*>oo

manner we can prove the other

\\'hen the douh''

half of equation
convergent, the equation

not

i^

<

).

g(fr*.)-|(!
i^

mt

win-never the two repeated 961166

valid

n.M-r.^arily

convergent
1

h.

no reason \\hau-ver for assuming that the equation


lim (lim *,.)

= lim

(lim

v)

the repeated limits


/>),

lim

Knm
not

(lim

x fllill

= n,

1'rin^shrim's theorem

(mvr^e

tiiul

is

it

.<,

with

<

.....

lim

'2

is

valid:

(lim

.,

+ /o-, we

,,)

= = lim

.lnMe

the

series

^upposed con-

the truth
[

(;/j

tin-

ln-in--

Init

tli-

= IHI<

= !.

clear that

(the rows and columns

vergent) unless e(|uation


no reason for avximiin^
.

we

lim (lim

oi

douMe

find

(lim -V,

Mi
lint yi-t tht- d..ul.le >eiies ca;

FT
true,

some purp.^ex it
without tnmMin^

is

to

nvrt'ul

to

con^id.-r

know
th-

thai

w,i =

equation c2)

is

DOUBLE

76

SERIES.

[CH.

v.

convergence of the double series. In such cases, conditions


may be used which will be found in the Proceedings of the

London Mathematical Society,*


would go somewhat beyond our

A
may

the discussion of them here


limits.

further example, due to Arnclt, of the possible failure of equation


be added

(2)

Thus

lira

(lim

m*-x> n

but

s m>

= - J,

lim (liin* mt w)=+i-

Other examples of points in the general theory will be found at the end
(See Exs. 1-6 and

of the chapter.

31.

9.)

Double series of positive terms.

been proved in Art. 26, we may


a series of positive terms converges to the sum
in any way, it will have the same sum if summed in
any
In view of what has

anticipate that
s

other

if

way which

includes

all

the terms.

For,

however many

terms are taken, we cannot get a larger sum than s, but we can
get as near to s as we please, by taking a sufficient number of

We

shall now apply this general principle to the most


useful special cases.
(1) It is sufficient to consider squares only in testing a

terms.

double series of positive terms for convergence.


= n; then
Write for brevity s mn = o-n when

must converge

to the limit

s,

if

sw

does

iH

converges to a limit s, so also will s m<n


so that <TM lies between s and s
e;
/j.
.

greater than

/z,

so.

plainly

Further,

if

crn
<r n

For then we can find


but if
and n are

we have

so that

= ,>*

e.

Hence s m<n converges to the limit 8.


The reader will find no difficulty in extending the argument
to cases of divergence.

*Bromwich, Proc. Lond. Math.

Soc., seri-

-J,

\..l.

I.

I'.MH, p.

ITti

SERIES

30,31]

If

mem

for

puri

ion,

we

iccession of curves*

plainly,

tained

two

'

aqua

when

sum

p,

tin-

mi therefore

V particular CUTVe
of tin- square-, and that tl

thus

if

is

to

tt-iid

sum

the

in (1)

greater than

i>

//

1)V

Thus, since
\vt-

>
<

lint

lik-

nianii.-i-.

cm".

-N-

and SO

tin-

can

that

tti<

,-ive,

can

>

e,
it'

fi

>

;|

tin-

th,-

<>|'

//

N aft

tin-

if

h.-iv!', ,r,.

particular da-s

<>t'

ly cnclo-in-'

>lu-\v

M|U;UVN (and

drawing

-jiiares)

to be con-

it

tn iiitinity in all <lin---

taking

rr

In

th-<'

^cr^a.

l-'urtli.-r.

makr

for

'>nd

s.juar.-

ln-t\vM-n

two

!'

the

cur
rect

boo, in

curv.-s

diagonals, equally indiiu-d to


the nrt\v<>rk as indicated in

u^-d
tin.-

in

-J

virtue of (1)

i-

t'orim-d

ly

Imri/nntal and v.-rn'cal

tin-

riidit-hand

10.

Tin-

summation ly

he noticed

>.|Uar-s

is

indicated on the

Thus, hy sjuaivs.

r(.2l

we

are suniiiiin^ the

+ ",, + ",, +
)

-f-

\vhlly IT
that each curvr enclose

in

l-l't.

It

should

DOUBLE

78

SERIES.

and by the diagonals we get


a n + (a a + a 12 ) + (a 3l +

22

[CH. V.

+a

13 ) -f-

. .

Of course the equality between these two series is now seen


to be a consequence of Art. 26
but we could not, without
further proof, infer theorem (1) from that article since Art. 26
;

refers only to single and not to double series.


By combining Art. 26 with (1) above, it will be seen that
(3)

can

No derangement

alter the

terms of a double series


sum, nor change divergence into convergence.
of the (positive)

important to note that:


the terms of the double series are positive, its convergence implies the convergence of all the rows and columns,
and its sum is equal to the sums of the two repeated series.
For, when the double series has the sum s, it is clear that
It is also

(4)

8 m> n

When

cannot exceed

and consequently the sum

of

any number

of terms in a single row cannot be greater than s.


Also, for
lims
any fixed value of m,
m>n exists and is not greater than s.
(n)

Now we

can find

than

Consequently

JUL.

JUL

so that s mt n

>

silimsTO|W >s-e,
(n)

(HI)

In a similar way,

we

see that each

m>

m, n are greater

//.

column converges and that

to (4), we have
The terms being always positive, if either repeated
:

is convergent, so also is the other

and

if

(n)

As a converse
(5)

if

e,

= s,
]

Km [lim sm

Hence

the three

sums are

and

the same.

For, suppose that


lim [lim*,,,

Hence by

series

also the double series;

= *,

Art. 2 the sequence (a-m) converges to a limit


then
it
follows from (4) above that x = rr. and that
other repeated series has the s.-mir sum.
;ui<l

y.j

tin-

ivnd'-r will

'I'll.-

in

and

(4)

find

"N\ BRGEN4

FOB

PS

31, 32]

littlr

in

ditlirnlty

79

ni'.difyi:

so as to cover the case of di\.

(."o

-i

Tests for convergence of a double series of positive

32.

terms.

we compare An.

It'

<

If

>

t;

s
,

with

<

mother doub

///,;,

see

series wi less il>i<

<l<>i>/<

known

;*

/,

we

the last article,

.f

>

rms of a

to converge, th*
'

Similarly for
Tin-

in.ist

d;

wln-iv ^^',"

that

tliis

seriee

.inn!.],-

ntain-l in a

s.|iiar:

and therefore T
Converges, ly
(

>n

ly

=(y/>

-in^lf

c2)

In-

i>

convergent we note

.i'

sj.1.-

limit.
last

i,

-i\-n by
to

i^

convergenl singl
n

recognise
of tin-

in

is

plai

series'

.-r^'-nt

i^

-\\u\

plainly r.jUa

'

r<>ii^.,|u,-iitly

tin-

<l>ul.-.

articl.-.

th- chirf ivp--

\vli<-i-.-

t>

as

diagonals,
ill-'

in

greater

+ ^o- +

;/

aeries;

of tin-

liand.

tlirr

tin-

ha-

'

\y\- d' c)ii\

iiiipnrtaiil

amtH = (<

with

,n

tin-

last

,i

i'<

and

divergence'
"
is
a
^/>
1

iliv.-r^.-ncf.

In

artirlr.

take
thi^

way

Beriea

which

aeon

i-

divci--vnt.

coin paring

.n

'+..
Ex.
Ex.

?.)n-*n-fi coir

1.

2.

l'(//j

+ /)~

ft

a>l, /^>1.

di\

divei

^v=rK
Ex.

3.

- A
,

opavergea

if

X>1,

div-i
-

\\h--iv

i>

Thus thf
and

th-

L:I>

roiidit in->

-J.

iiu.

uid

.1.'

"t'

b\.
i

dix'i

it

di

tin-

with

Bum

DOUBLE

80

SERIES.

[CH. V.

The reader will have no difficulty in seeing that the following


generalisation of Cauchy's test (Art. 11) is correct:
(2) If the function f(x, y) is positive and steadily decreases

and y

as x

increase to infinity* then the double series


S/(m, n) converges or diverges with the double integral

to zero

f(x,y)dxdy.

However, nearly all cases of interest which come under the


can be as easily tested by the following method, which
depends only on a single integral
(3) // the positive function f(x, y) has a lower limit g()
and an upper limit G() when y =
x and x varies from
to
and if G(), g() tend steadily to zero as ->x

test (2)

then

the

double

series

22/(m, n) converges

//>

&()$;

if

the

integral

but the series diverges if the integral

converges;

00

0()^

diverges^

For then the sum of the terms on the diagonal x-{-y = n


lies between (n-l)g(n) and (n
l)6r(?i); thus the series con30

verges with Z(?i

1) G(n), that

is,

with the integral

but the series diverges with 2(?i

that

l)</(?i),

G()d\

with the

is,

y ()(d(.

integral

Ex. 4. A particular case of (3) which has some interest is given by


double series f(am* + 2bmn+o*,*), where /(#) is a function which
2
steadily decreases as its argument increases, and am* + %bnin+cn is subject
to the same conditions as in Ex. 3 above.
If A is the greatest of a, |6|, c, it is evident that
the

less

is

than A[a? + 2.r(

the same
2

/?

[{(

that

way
But if b

is

if

-.r)

+( -x)

=A
</,

we can put

negative,

When

2
.

b, c,

is

=(Ap)

*That

is,

and

we suppose

/(f,
f

Tin- us.-

Ml'

(</.M.

singlr int.'-ral

H'o-Ar,

lS7'i,

Hut-wit/ (Math. Ann'i/m,

is

we

see in

uivutrr than

the expression in the form


,

if

4Jfl=ac-&

</tf)

if

Cii-m.-mii

positive,

the expression

+ c-26).r + (6-c)^} 2 -f(ac-^)P]/(a + c-26)^^ 2

Hence

the least of

is

|i.

I',. I.

i?)
'

|',.r

p.

//).

=='!/

testing mull ipl-

l-VJi;
II.

=/(.''.

""''

-{

an
s:ti.

s.-rirs

'

all

I'liat

Tin-

.-ilmv.-

in\

t-st

tonn

srrniS to be
i-at ion
s.-cins

is

due to

given by

to lr imvi-1.

32, 33]

/.
il.trlv

seen to diverge

tl

and

al.o\e;

:i

..

tin-

>eries

converges;

\\

>0)

.'i

the other hand,

..ii

that

-li.-wa also

it

'
t

tin-

181161

if

divergei

p)

Absolutely convergent double series.

33.

as in tin- tlifry

lust
!

iit<l ;l

Tlit-

that

in. -ill.

all

tin-

I'..sitivr

ten

ivMilts

In

by Hardy

(1)

Ar

(Proc, A'-"/.

sc-n

Consider

liy

ll'-i,I'

tli--

plheim'l

any

aK^>lutely convergent
reader \vlm has advanced

slmuld

sul.j.-.-t

voL

l.

t-misult

I'.'o:;.

pajM-r

p.

t\v..

examples:

siiupk-

+ 1 + 1 + 1 + ...
+ 1-1-1-1-...

first

jit

+0 + 0+ ...

in tin- tirst

tt>\, sn that
l-linition.
Hut if

if

l..uM.-

-r

not necessjirily trm- for n>n-al.>'.lutely i-<nivergent

taking

tTiu-

^,, = 2

!'.

once to shew

,-it

applii-.l
:il

tlie

N''. c2)

.I/"'/'.

+1
\vli.Tc all

for

tin-

be

Art.

in

true

of

.l.-in.'iits

In-

the series

call

,n\ .-r^-nt.

,-,

oonnezioD

tliN

w-

I,

,,

pn.v.-il

Tliat tlu-se results are

may

sing

still

tin-

l-.-ycnd

<>!'

if

in

u^.-.l

.,1

aeriea

il..nl.lc

tin-

?/J,

.iniuiiij,'

tlie

rows and

\.\\

s.-ri-<
it

has

tin-

c.lui.

>um

i\

a--.-..

riling

the d<uil>l- series into a


Alt.

(1:

:il

),

\v,-

get

1+2 + 1+0 + + .. .=4.


nlivii.iisly,

too,

tip-

convergence

--f

tlii-

series does not

tWO fowl ami columns (compare


(2)

'

the (loul.K- series suggested

1,1

2~

:i

+ 21-,

:i

1,1
7

1,1

73

L6

153

imjily the con-

Art. 31).

by Cesaro

^8~16 + l6~-

16*

l.s,

(.})

16

15s

+ r6'

DOUBLE

82
Here the sums

of the

rows

SERIES.

[CH. V.

in order are

L I

2'

22

23

'

I
24

'

*"

'

'

and so the sum of all the rows is 1.


But the sums of the columns are

+ 1,

-1, +1, -1, +1. -1, +1,

proving that (5) of Art. 31 does not apply.


This result is specially striking because each

terms being

(the

formed by the sums


,

row converges absolutely

t+i+i+J+J-K..)j and

than

less

...,

rows

of the

is

*2i

+ 53

~*~

secondly, the series

which

>

2i

also converges

absolutely.

But the justification for applying (5) of Art. 31 is that the double
series still converges when all the terms are made positive, which is not
the case here ; since the sum of the first n columns then becomes equal to n.

The

fact that the

sum

of a non-absolutely convergent double

may have different values according to the mode of


summation has led Jordan* to frame a definition which admits
Such restriction seems, however,
only absolute convergence.
series

unnecessary, provided that, when a non-absolutely convergent


we do not attempt to employ theorems (1) to (5)

series is used,

of Art. 31 without special justification.

For example

in

Lord Kelvin's discussion

of

two

the force between

electrified spheres in contact, the repeated series

"

m+n

r*

m=iUt'i
is

used.t

mn~\
(-l)
(m + nY J
(m+nf

This series has the sum

(log2-), and

it

has the same value

with respect to m. However, Pringsheim's sum does not


exist but oscillates between limits^ J(log2-f) and
(log2 + |); while the
if

we sum

first

diagonal series oscillates between

oo

and

+ QO

A special example of deranging a double series is gi\vn


rule for multiplying single series given in Art. 27
the
by
above.
34.

Suppose we take the two single


construct from
*

Contra cTAiiaJye,

H.-.lrick), vol.

t-K.-lvin,
:|.

(see

them the double

/.'

Bromvvich
9).

1,

i>.

1,

p.

;>!>_';

= 2ttn 5 = 26n
,

P = 2a m bn

and

<-..mp;nv <."iii>ufs Aiiu/i/xi* (translation

l>y

:r,7.

/*///// >,f
;iiul

t.

series J.

series

MiTfricn/

Hardy, /Vof.

MM.

l.,i<l.

Mnf/i.

So,-.,

sri i-s

-J,

>1.

'_',

l!Ol,

p.

lt!l

MILTI1M.H \TI"\ OF

33, 34]

It

ha:

/'

ii.it

/>

.1

ponvi
*m.n

BO that

liin

= ("i + ",+
J

lYini^h.-im

--use, provided

lu

ire

i-

>,

in

eonvi-r;r,.s

-I.I:

+ ",></>,+/>,+ ... +

'

I!.

-*
lint

praeiiral work in analysis it


ilouhle aeriea /' into a single series,
tli'-

f"i-

usually ehoflen

This

It

follows

l>y

diagonals (see (2) A

-'. where

i^>

Art.

tVoin

Once

at

sum

tin-

hein;:

senee

siii-'l,.

that

>>

their
Jut,

,!},',,},

^_

und.-r

cnu>'<

if

cinMiinstanr.-s

tht's.-

//

//'

m,

product

<t'

tin-

we

write

;/>

both of

or

we have
/->.

tin-

of

8wn

An =n +

Is
'i.

f<>

/<ii

not converge
f/lt ,f

the aeries

/>,<///</ A.B.*

ti n

-}-...^-'i nt

should

/V<',V,>,/

pi'oduct

l>i

'.>+.

..

For

+ !>,

\ve

=alBn +atBn . l +...+amBv

Ol +Ct+.,.+On -A lB1>+AJBn . l +...+A

Hence

(App., Art.

and again

<AJ.I...

lim
<'

1.1

= AH.
ha>

II

jual

'

that

i.y
t->

...

r.

,.

have also

'

-*-.!.//

./.'

pr.ivi-tl.

+ (',+

t54

(For an

oonvt
provitlrtl

((',

An.
L

Hence

when \\m(' n =

r>4>.

lim

.-onvTL.'-.

A,

Abel's theorem:

cl +ct +...+cn

Now

it

one

however,

t<>

lciil)l-

if

eqwil

,'!<' i'f.

terms from ~\c n cannot exceed

absolutely,

serif*

ivo

is

and 2|cn converges because the sum

'.(S^,,!);

If.

!' -au.se 2|am |.|6.| converges to


oonvergentj

al^oluti-ly

<-

ssary
the one

to convert

"
r

4-

...

+ 4 HI )=
A

,/y.

alt.'i-nativ.- |'ioof,

;i

thi?

siinil.u

sum

.!

nn-th<Kl.
tin-

.1 />.

see

Art 54 be

diagonal series, v
\

i-oluinii.

tl

tind

DOUBLE

84

SERIES.

[CH. V.

2c n cannot diverge (if


are convergent), although it may oscillate. For, if
= oo, and therefore also
divergent, we should have lim Cn

It should be observed that the series

2an 26W
,

2c n

is

IV

Art.

by

154;

whereas

limit

this

must be equal

AB.

to

If

2c n oscillates, it is clear from the article quoted that AB lies


between the extreme limits of 2c n that in some cases 2c n does
oo and -foe)
oscillate (and that its extreme limits may be
is evident from Ex. 3 below; but in all cases the oscillation
is of such a character* that
;

IV

Ex.

1.

Undoubtedly the

of power-series.

Thus,

if

cases of chief interest arise in the multiplication


two series

the

are both absolutely convergent for \x


g iven bv
+ +

<r

(see Art. 50), their

is

product

0^ 02^ + ...,

which

is

|#|<r; where we have written


+ ^i&n-i + + an bQ

also absolutely convergent for


c

=a

cn

=a

bn

. . .

the notation being slightly changed from that used in the text.

Ex.

2.

If

we have no

we apply

reason (so far) to anticipate a convergent series

find the series

in

the rule to square the series

-Q +

which the general term

is (

but we

i
1

l)"" ;^,

where

so that

Ces&ro (to whom this result is due) calls such serii-s xhnply ind>(> miniate
the degree of Indeterminacy being measured l>\ the number of means \vhioh
have to be taken before a definite value is obtained. (See Art. 122 below.
;

Mi l.THM.K LTIOH OF SEE]

35

34,

li.nfu

LI),

logn)='
9

liin "

lini

w-f

!>gn)
1

,,'-i)-;r7T

theorem,

-S('+4

10-1
this

with

agrees

in^lx-ini's

l'i

general

th.-c.r.-i:

[MEx.

Hut

3.

if

-qnare the

w.-

1900.]

s.

^i-I^....,
"litain

l'(

)"

'". where
-r[2(/l
if

'.at

[./'(

-.r)]"

">/''

and
it'

iniilri

/>

b, th<> .<'r/f.<

ml.-

?J{

de for

hand,

if

>

/'

A,

I'l-in^h-

M.-rt.-n-

35.

lia^

'h<it

.! /;.

Suppose that

|.i..\,-d

tit.

and thru writr

t,

/.

r^^-f-r.-f
,

4- />+...

(/

...-f-,-...

...

/?=/

it

('.'nsr.juently

tliat

one

.-|a|,
M

-(~ 0"~ ljr n

(>n th- I'tln-r


tlu-

= </,/* + /,/;..
= (//_r,,)+

/;

#
so that

//

,-f...-

,(^-r,)

.-i

|,|i

In.

/;

f->r In-

/!,

,/

.1

t'

-f-.-.-fc
...,-i-H. ..4-

DOUBLE

86
Now,
can find

a limit

so that

>

it

/o

[CH. v.

B is convergent, the sequence p 1? p2 Pa* tends


has therefore a finite upper limit H. Also we

since the aeries

to zero as

SERIES.

m pm+ i,

/o

m+2

are

...

all less

than

thus,

if

p=n

m,

we have

Take the

limit of the last inequality as

because

so that

we must have

tends to

with

oo

HnT|fln
that

Now

n.

= 0,

lim

Note

(6), p.

and we

and

find

is fixed,

5),

= 0.

B-Cn = 0,
MmCn =AB.

Hence

lirn(A n

or

must

/f n

oo

arbitrarily small

is

(see

is,

It

n tends to

be supposed that the condition of Mertens

not, however,

is

necessary for the convergence of 2cw ; in fact Pringsheim has established


a large number of results on the multiplication of two series neither of

The simplest

which converges absolutely.


of interest) is as follows

of these (including

most cases

7=2(

product

is

If

their

)**"%,

n~ l

F=2(

l)

vn are convergent in virtue

-!)""%,

given by 2(

of the conditions

where

wn = u v n + u2 vn _ + ...+ u nv
1

provided that the series 2(wn y n ) is convergent.


Since lim^w = 0, we can write
2

where

Now, by

7= Ul - (u 2 - UJ + (u 3 - u 2 ) - (HI -

8l

=u

S2

l ,

hypothesis, 8 2

= w2 ~ w n

83 ,

6"

...

^3

are

= W3~ W25
all

negative, and accordingly

convergent, and therefore the series 8 1 -8 2 + 8 3 B 4 + ...


we
can
therefore
Mertens'
and
theorem
absolutely convergent
apply
obtain

Hence, 2|8|

is

is

where

Th UH

7i

= Vi = ^i

= &ii>n + 82*^-

2 U F= w - (w2 l

?j) -f (w3

- w2) ~ ( W4 ~

and therefore we have


/'!'-=

provided that lim

^',,

= 0.

Wj

- w, +

<r
:,

\v,

M:I:

35,36]

that

ii

limy,,

<>,

i.

Mi

iir*-ut

(in

virtu.-

\\-

n.-.-d

..|,1\

that

..f

M.-rteiw' theorem),
for

'

i
and

that

>iiji|.o--

i>

vx

index

:i".v

th:in/>; as

less

ha\e

\M-

--cause

in

n-v^r

7+1

ti.

1
lolll

to

have

\\e

,/,

,',.

+
Thus we

as

is

"/!-$)

find

If,

f,

8iippc-

tind 7 so

is

tl.

leas

than Ac; 7 having been fixed, take the limit of the last inequality as n
tend.- to infinity, and we find lini
Thus, since t is ail'itraiily

"_.

-0, and it follows that lim "-<.


other n-sults are due to Voss and C'ajoii, in addition to those found
of 1'ringsheim's aiti'le in the
K"i
iirjsheim.

small,

lini

'/

'i

two

I.;

vol.

/,

36.

Ikl.

nii-re

i-.-.-mt

IJHM,

-2,

]>;i])ers

and

-J.-)

j,j,.

will

found

l.e

in

4<l.

Substitution of a power-series in another power-series.


operation -ivr^ anotlicr t-xaniplc of deranging a double
and
-r
4-..
oaider tin- aeries

ThU

t**f(

,j

l,
t}

l>

i'

thru
Beries

arises
in

\vln-tluT

tlif

if

-ijual

rule

tin-

to

///

./'

tin-

at

convergent

<

9&y (see Art.


of ^u >^t
ivMilt

all.

th-y

Tin- <|U-ti..n

50)

nt n -

th-

that
for

thr

powers

of

//

lr

i-an

and tln-n
multiplication of series,
fOWS of the doulde s

tin-

l>;i

"
:

from

calculat.-d

-f-M
-f...

4-..

BeOOnd

ami arran^ino; in jo\vrrs of X is ev.


It
valuBO, t'>r what
apj-.-ar-

8WM

+ "/'
+ "A

con\.

tir^l

usino;

if

<N.

//

and

gent,

4- ...:

/'.,./-

al.solut.-ly for

/._,//

:;

4-...

DOUBLE

88
double series

If this

we

are

equal

made

summing

SERIES.

arranged according to powers of

is

by columns

it

[CH. V.

these

x,

two sums are certainly

still converges, after every term


31
positive (Art.
(5) and Art. 33).

the double series

if

Write
|a|

and then the new

= an

series is

\b n

=/3 n

x\

= g,

not greater than

Now

summed by

this series,

is

--(2)

rows, gives

which converges, provided that


Take now any positive number less than r, say p, then
the series 2/3 m /o m is convergent, and consequently the terms
m have a finite
Thus our condition is
/3m p
upper limit M.
satisfied if

or

if

Hence

if

<s, and

/3

g<( s p

)p

/(M+s-/3o), the

series

2)

of positive terms will converge.


Consequently the derangement
of the series (1) will not alter its sum.
Thus the trans-

formation

permissible if the two conditions

is

(i)

|6

|<,

(ii)

|*|<(8-|6

|) /

,/(af+-|6

|)

are satisfied (where p<^r,


b n p n ^M).
In particular,
= 0, the conditions may be replaced by the one

if

>

n
// the series
converges for all values of y it is
evident that the condition x
is sufficient to justify fit r
y

derangement.

The

case 6

is

of special interest in practice;

the coefficient of x n in the final series


series,

is

not

itself

and then
an infinite

but terminates; a few of the coefficients are

and generally,

if

n>

2,

cn will

contain the terms

36, 37

N"\ LBSOL1

Ex.

.1

Ti.

iation

tin-

verges for
a

in

polynomial
Lining that

//,

th-

caeOfi

t.-nninat.-s

neiiefl

cH

II.

we

"

ifl

2,

...,

;|

ami

/'-I, l--ans- in

'

Non-absolutely convergent double series.

37.

AliiK.st

dily Lrnirral tyj ..... f su.-h

tlic

r.-mitly.

tiv.-ly

in

1,

degree

i-.-a-hinj

l.rf<.i-'-

the l>in'inial Bttiei (Ait-.

'il.tain

hi_;li'--t

+.r) (see

= 0,

/x

of

fj.(fj.
/'

an.l

t>/

term

tin-

= /zlog(l

vanish for

A ill

that

sn<-h

= e* and

'>'-',,

all'.waMf, pn.vid'-d that |#|<1, since z con- !


I/1.
Tin- i- -ult is .lvi..M-l\
./;", where

is

vain-

all

hyH

y=i"
tlu-n

<

Art*

Hardy;*

it

Th.- th.-.-n-ni

ia

l.y

i:. L ".

series

"//

//// '/.<

tin-

t..

th- aztenrioD

l..--n

iriv.-n.

(/<>

.<//;/i

niii.-h..

f
?

m>

.,,ni|,aiM-

discussed

t\|i-

'

^, n

''

has

>.-ri.^

n.n-,-sji,,n,ls

/"///"'/- '"^//

'<<

'

'

con>'^

.-'.*!.,

;<

'

<,

just

as in

th> proof of Abel's leninia (Art.

tin-

Lrivt'ii

i-onditions

win re

//

f"r
//

rithiM-

or

//

LB

I.

//

-''.
1

S2-Z
11112

N'that

(V

whit h .an

lM ad<-

!.,

AII apjilii-atinn

iv-n

o,

./

2-1-2

as small as w.-

is

and otherwise
A

//

.v

.i/

2-f2

i-

and
th.-

Iiy
'y

'-.',

v V'v;

and P^ | both tend to

\vhi-rr

i*:'.

\vc

- | fci-fc*-l-*-H'H

11
it'

''

''"

that

^^*

an upprr limit to

is

or n

ta.-t.

22<Vt>

s..

as either

'''"'^ ^o -2^0

iiinh-i

In

/-

,,+i

,.

'/*'//

that

|>l,>as.-

>..

+, V(1 ),

th'

l.y

]I-MJ.T

.-h'-i.-.-

.f

//.

r,

because

diMilil.-

''ges.

wc/)),

<,..

an

p
'.

.l/'/'/K

SOC., srri.-s

_'.

vol.

1.

UNI:?.

},.

I-.M

roL

J.

l'.U.

]..

I'.MI.

DOUBLE

90
For then

SERIES.

[CH.

-.'

\s mttl

and

\<4\cosec$0cosec$<f>\

while lim v m>n =0.

EXAMPLES.
1.

As examples

(1) *m

in

equal to

take the following

here the double and repeated limits exist and are

I--;

all

0.

(2) s m n
,

single

we

of double sequences

m n
=(-l) +

here the double limit

(!+!);
\m n)

and repeated

do not

limits

lim /lim

m
(3) Sm,w
(4) s m n
,

= wm/(w 3 +
= m/(m + n)

>-oo

\n

-ac

again

0,

but the

although we have

exist,

= =

s m<n \

is

lim / lim sm
n >-3o \ m wo

here the double and repeated limits are again all 0.


here the double limit does not exist, but we have
<*,<!, and limsm n =0, lim *,. = !,
tt

because, however large p may be, we can find values of m, n greater than
such that s m<n
and other values of m, n for which * TO ,n>l e. But
/x,

<

the repeated limits exist and are such that


lim

lim

MO \n

>cr>

s m> ,A
J

=0,

lim
n

>-oo

lim

\n

s m<n \

= 1.

>

Similar features present themselves in the sequences


sm .n = mn/(m* + n?) and s m n = l/[1 +(m-n)*].
m 2 3
s
G
=
sm n
we have
(-l) m n /(m + n
,

(5) If

),

lim /limsw
(m)

bat yet
us

may

\=0=lim /lims m
J

(n)

limsmtn =-ao,

m=

be seen by taking

ri

lim sm n =
,

Here

it

n\

\ (m)

()

+ oc

should be noticed that the

limit of the single sequence given by putting w- = n exists and is equal.


;
although the double limit does not exist.
[PRINGSHEIM.]

to

The double

2.

series given

by

+ bn + (, - 6 ) + 2 + f a4 -f ...
(-a +!) )+(-a -!> )-a 2 -a3 -a 4 -...
b.
+0 + 0+0+...
2
+0 + 0+0+...
A,
(a

()

</.,

!>.,

/>.,

.^ives

the

sum

in Pringlheim'f sense,

whatever may be the values

.f

But the sum by rows is only convergent if 2a,, converges; and


the sum by columns converges only if 17>,, is convergent. The sum by
diagonal is lim (n + />), if this limit exists; and is otherwise oscillatory.

",

/>.

lt

IfFLES

v.|

In

3.

tin-

(1.

.ul. I.-

1+2+4+*-i-1-2-4-i-J-1-2-

neriea

-I
ci.luiiin

j
l'i

iii^.-ht-iin's

The

4.

t<>

converges

sum cannot

series

and

sum

tin-

-1+0+1+0 + 0+..
+ 0-1+0+1 +
+ + 0-1+0+..
..

ha> the

<>

sum

l.v

rows; -1

doul>

tluif

5.

'I

l.v

and

is

-1

if

given by

m>n,

or

sum -

tin-

ln-twet-n

-1

The

6.

<

is

divergent.

In

fact,

m<n.

if

-2 + 1+0 + + 0+...
+ 1-2 + 1+0 + +
1

scillates

!_"-.

Pringsheim's sense.

+1

0+1-2+1+0 +
+ 0+1-2 + +
+ + 0+1-2 +
has

li\.

diagonals

columns; u ly diagonals; and naturally

'iiverge in

H<

l.v

0+1+0+0+0+...

l.v

gran

row

Inn

o,

t-xi-t

..

..

..

..

and th- diagOIM]


ly r.\\s and columns
0.
There is no sum in I'rin^hfiin's
m=/>, and is ..tlu-rwise 0.

Imth

-2 and
if

2 + 0-1+0 + + 0+..
0+2 + 0-1+0 + 0+..
-1+0 + 2 + 0-1+0+..

dnul.l.

1+0+2+0-1 + ...
+ 0-1+0 + 2 + 0+..
0+0 + 0-1+0 + 2 +

..

ha>

tin-

the

sum

sum
l.v

l.v

K.US

diaLTonals

+ +0 + 0+ ... =2, and


is
2 r<> + + + ... = 2.
1

samr sum l.v -..lui.


Thus t/iee three sums are

tin-

<>

<

/we, since
I'l-nvt- that tinmultiplication rule
summiiiL: the dmil.

7.
l.y

",/',.

+ </,'

first

liy

ru\\s

and

secoiully l>y

fr

+ 'ij>.*i-+ ...
+...

</ w

= 2.

DOUBLE

92
8.

Discuss the following paradox

If

we sum the double

first

SERIES.

[CH.

1111

series of positive terras

by rows and secondly by columns, we obtain

+ 1=5

or

1=0, where

[J.

BERNOULLI.]

If the double series 22a m>n is


9.
convergent in Pringsheim's sense, it
does not follow (in contract to the case of single series) that a constant C
can be found such that sm
C for all values of m, n this is seen by
,

<

and supposing 2a,,, 26 n to be divergent.


In like manner we cannot infer s m> n < C from the convergence of the
sum by columns or by rows (see for instance Ex. 3).
considering the series of Ex.

2,

m+n
in which a min
(
/mn does not converge
l)
sums by rows, columns and diagonals are equal to
one another and to Pringsheim's sum. The common value is, in fact, (log 2) 2
m + nu v
Exactly similar results apply to the series in which a mtn = (-l)
m n
where the sequences (u m \ (vn ) steadily decrease to zero.
10.

The double

absolutely

series

but yet

its

11.

Consider the double series in which

and

am

Here we

= 0.

2 2 = -|2<
IS = + P(W.

find

<)

12.

[M^P-

[HARDY.]

Prove that
V

m?-, n?
tends to

/.<!'

when

v tends to oo

pnvilnl

tliat

all

are omitted from the summation.


13.

and
then

m-

If

am

= 2~ m

Yi *)--

m=0 \i-0

trrms for which m = n


Moth. Trip. 1895.]

= - 2~",
If

w=0

m=0

= 0,

!.\ \.MTi

V.|
14.

It

.u.

,(-ir*"m/(>wm

1ml

-inn

tin-

sum

ti,,-

[F.-i

and

oscillates l.rt\\.-rn

,'rt

'rove that the product

<>f

two

the

.r

to

"

2
(3!) .6!
It

<

,. V

)=i+ y (.,.+

.i/^) + ^

1
and

)4....

iy:<i,

J?)-^*"*/(*/^^)-25ffi

th.-n

and Hardy, Proc.

series

x*

16.

and

17.-,.]

j,.

'

,il

'

Iin.inwi.-h

M.I,

and

+ jV

I!

15.

-x

lirtwi-rn

illatt->

i.

v=-i,

.? ).5r(y ,9

-Axing)-

2
),

.</)-."('.

Verify that

17.

L!(n-l)!+J

!':</'

-2).

K*-)!

./-- 2

4?+8

use Arts. 33, 57 to infer I'rym's identity,

1.1

'

./

x(x 4-

!)".'(.' +!)(.'

8h6H

18.

that

_.

+ 2)

+< "

Lr

1!

.r+1

3!

2! .r-f-2

_._

....
j

into

;i

dulle

M-rirs.

and transform

it

..

.
,

Taki- /r

19.

lit

Ckm^

and 8O

calcnlatt-

I'l

/,-

t> 7 d.-rimal

places.

_. + _^

into a dnul'le Beriee, and drdu.r that

it

i>

c<jual

t<>

[STII.

DOUBLE

94

Shew

20.

that

(if

and deduce that

SERIES.

|#|<1) Lambert's
X1
3?
X
r^"*"!^? 4"!-

[CH. V.

series

this series is equal to Clausen's series,

l+x
Hence evaluate Lambert's

Shew

the coefficient of

xn being the number

From Ex.

21.

series to five decimal places, for


is also equal to

that each of these series

19, or directly,

3?

3?

of divisors of

prove that,

'^l+^6 ^l+^ 10 ^"*~l-^2

Shew

that, if

(1

and n

included).

x <1,
&

l-j^^l-^ 10

~\+x
22.

&

if

+a

\x\<l]

2x*

3.r*

(l+xf
"*

between

[For the connexion


functions, see Jacobi,
If \x\

23.

where
that,

<^>

if

series

Exs.

in

19-22

and

elliptic

n).

Deduce

40.]

<1, shew that

the

.is

<^_ 1

the

Fundamenta Nova,

sum

= 0=<#>

n (including

of the divisors of

and

[Math. Trip. 1899.]


24.

If \x

<1, prove

that

where 0(w) denotes the sum


1 and n).

X/(rf)

for

all

'

the divisors of n (including


6

In
[LAGUEHKK.
25.

Shew

that in the special series

converge to the saim- sum as tinmay oscillate, for instance u = /? =


series

<>f

(loulili-

sfiies;

but the diagonal series

= <=7r, p = l,
_ 3 + _ + ....
l,

Art. 37, the repeated series also

gives for the diagonal


[H,\i:i.v.]

CHAPTER

VI.

INTIMTK PRODU(
38.

Weierstrass

In

this artirlf the nunilx-rs

and

])(>N]'ti\c

inequalities.

than

leee

(!+",)(

..

ej,

an- suppn

this In-in^r the case,

we

+ ",)= f(ol -fo1)+olat > +(",+


1

Eeuoe
(

+0,

+",>(

)(

ami

(-(.ntiiiuin-

(l)

(1 4-0^(1

In

+('/! +",)](

this proc,

>

+";;>

+<"!

+ ",+

tliat

see

H-a^l^at)...(l+aw)>l-h(a1 -fa1 +a1 -f... 4

nianinT

liU(

+" >[

ha\.-

\vc

-OiX -",)= -("


1

Thus, since

i^

Oj

-h",,)

|<sitiv-.

+ " ",>l

-('/!

\\r

liave

(l-al)(l-o^(l-at)>[l-(al 4-a1)](l-at)>l-(al -|-a1 4-fl


ami so

\\v

nt-rally,

>>\-> +, +
l

tip;

/,

aid nf c2).
(

siiu'i

it

tin-

1+,/jH

...-

and

,+

+</.,+

1.

\v-

have,

>y

r.-Milt
1

_+Oj+...would tluMi

+ ./.)...< 4-OnXP -(",+">-...^".)]1

_!t-utrr tluiii

1.

tin.-

iiu-|U,ilit

1
.

INFINITE PRODUCTS.

96
Similarly,

we

[CH. VI.

find

(l_a )(l-a2 )...(l-an )<[l+(a 1 + a 2 +... + a n )]By combining these four inequalities, we find the results
1

(4)

(l-2a)-

(5)

(l+2a)-

(6)

where

a denote numbers between

all the letters

2a

is less

39. If

a lt a z

that

than

1.

a3

...

>n(l+a)>l + 2a,
>n(l-a)>l-2a,

and

are numbers between

1,

and

1,

such

the

convergence of the series 2a n is necessary and sufficient for


the convergence of the products
n Qn to positive limits

P,

as

n increases

Pn

For clearly

Now,

if

2an

that

3.

Then by the

is

to co,

increases as

increases,

we can

convergent,

and Q n decreases.

find a

= am+i + an+s + am+s + ...

to oo

number

and

...

+aB ) ^ P m

we have

'

-a

Hence, provided that

is

greater than m,

Pn <P
and

ra

we have

/(l-<r),

.>Q.(l-<r).

Thus, by Art.
such that

2,

PH and Q H approach

-P^Pm /(l-<r),
if

Sa M

is

divergent,

we can

definite finite limits P, Q,

QSQ.(l-<r).
find in so that

N may be.

no matter how large


Hence, by the same

inequalities,

P n >l + N, QW <1/(1+JV)
=
lim Q n = 0.
consequently lim P n
I

and

if

w >m,

should be observed that if a product tends to zero


^mi^, without any of its factors being zero, the product /*
It

such

<L

inequalities (5), (6) of the last article,

But,

where

POSH

38, 39|

with

rallrlism

Ex.

will

_'>,

1.

approach a

97

tli. -MI

tli.-

ili'-

I'i'xl

limit

because

thr |.i"diu-t

I)(M

+ 1)

+l

so

lllu '/

tll.it

Similarly

+^

\(

+--

<

)(

It

hough iU value

is

'ulaU-il so iradily.

Ex.

2.

+ *)(i -

(i
\\ill

(livt-rirf

,,

:-i)(i-S)0-i)...

M+l

liin

Ex.

3.

n+

3
=
T-' V "- ^3'4 l

-1

'

/'==

-f.
,

lim
MI

iuulfi tin- u'ivfii

V'.

l>,,>lb>0

if

= 0.

I.,

if. nil,

f,

timl

iiii(/,,

an

= 0.

K-h that

n^tn.

have

and

:.:-

D-

M-

lim

so that

is

It

lim

</

().

easy to 896 that the ur^mm-nt "f Ai

>rove that
<</' //

x,

"

= (!+.,,

+-,.(!+.

iiti-,l

INFINITE PRODUCTS.

98

[CH. VI.

For if, in any new arrangement (represented by accents), we


have to take p factors to include the first n factors of P and Q,
then

Now n

to

Pn

can be taken large enough to bring

and

Q, respectively, as

lim

r >oo

In like manner,
diverges to

0,

close

Q r = Q.
'

r ><*>

if

so does

and Q n as

please.

P/ = P,

lim

Consequently

we

diverges to

oo

so does P'

and

if

Q'.

taking logarithms we can see at once that the present


theorem is deducible from the theorem of Art. 26.

By

40.

Convergence of

the numbers

an

infinite

u lt uz UB) ... may have


may be supposed

than

product

both signs.

that they are


for there can only be a finite

loss of generality it

cally less

products in general.

infinite

It is quite possible that in

them greater than

But without
all

numeri-

number

of

(otherwise the product would certainly


or
and
the corresponding factors can be
oscillate),
diverge
omitted without affecting the convergence.

Now we

have*

<u

+ u)< ?u

log(l

or

Thus,

if

is

<$u*/(l+u)

if

if

0>M>-1.

is positive,

the lower limit of the numbers


1,

1+Ui,

+ u.

...,

l+u nt

...,

we have

fu

For

log(l

"

Hence,
but,

if

if

is

is

positive

negative

\
.'ii

,/..

)=Jo|

p~ < u - log
xdx < u

log

+ u) <
+ n)<

JQ

"f^l
1

+U

TERMS

40

39,

Consequently,

<f

99

teries

th-- di:

-ujtaeo/

M-1-HWrK..+tf >-log[(l+tWi)(l+*Wi)---(l+*O]
can

mad-'

!>

how

bet

large W

is.

ij

!"-

//

-4-

..r

so

2u w

if

diverges to

kites if

h;i\.-

\vi//

to oo

/<*

'/"
i/ 2u,,

in*

small by properly choosing m, no


Tim- we have tin- theorem

arhitrarily

>

in'

>

4-

//

>

'

if

"

if

0> > -1,

i^>

poeitn
/

tliat

..+

...

//

!+",.,). ..(!+"

>-ln.i;

>
L

wluT'I

is

H-...-H4) A

the upper limit of

1,

(1 +%),(!+
9O fl"lf

jrli

is

not

+x)

//////'

1"

'

/'

"//'

///'

/'>,

d-h^xi + ^jd + r
to

d"

o.

vcd/UA

.nly cases not covrr-l ly


in wliich Su^1
diverges and ^i//

Tin-

It

is.
v

perhaps, a littl.Loth dix.TLiv

Converge; hut

Fr. Id

typ.\

MI-.

pOSJ

and

limit (in

its inaxiiiiiiiii

,i^

it

and

s.

-''/.-l

abso,

or has

si^-lit

\vh-n

that

which

of

Mth

th<

hy

,=!+/.,

//

J^'/

(),

the pi-odiu-t

(by
)

us page.

M not

tirM

at

).

the product

i'nrni

Then, provided that lim


and BO olvimisly C
if

-illatioii

>t'

diverge

-f

divergee

<.v

prrph-xin^
t

tenii^ aiv given

-J/'th

!'

th- jn-mlurt may n.-\-.-rth-l,this


juit
t-asy to const rurt a pi-nluct
s of
a COnvei
a
li\

is

^'-,

i-as.-

in.-thod are those

in--

tl;

.-itln-r

=-

Ar;

:'.'.'

i.

-f "

>-

'

isdivergeni

ll<

+Cm )

1"

Kurthi-r

and

will

INFINITE PRODUCTS.

LOO

[CH. VI.

2unz must also diverge.* This condition can be satisfied in


many ways; one simple method is to take c n = d^, and then
we must suppose 2dn ^Zdn2 both divergent, and 2c n3 convergent;
for instance, we may take d n = n~ p where %^.p>\.
The
u2n = nproduct is then given by u 2n . = n~i
,

Ex.

Since the series

1.

1111

are both convergent, the two infinite products

0+(l-i)(l+i)(l-*)... and (lIn fact the

also.

converge

first is

obviously equal to

and the second

to}.
Ex.

Since the series ^ + |- + ^ + -^+... diverges in virtue of


it follows that the infinite products

2.

Cesaro's theorem (Art. 22)

a+jxi+i)a-}xi+ixi+#i-..*^
are both divergent. In fact the first diverges to
for they are equivalent to the products

Ex.

oo

and the second

to

Since the series

3.

J__JL _,_!__!,
is

convergent,

V2 v/3
but ^ + ^ + 4 + 5 + --.

v/4
is

V&

divergent,

it

is

clear that the

two

products

and
hoth diverge to the value
In fact

1+

j_)[,

<>.

-^3-1 -^^^[i-^-.j,

is always less than 1, and can be put in the form


Further lirn(waw ) = l, so that our two products diverge to
by

so that this product

(l-a

w ).

Art. 39.

Ex.

4.

diverges

If M n = (-l)"i, it
thus the product

must diverge
*If

to 0,

Su n2 were

the product.

is

evident that

which may be

verified

convergent, the divergence of

1>\

2?*,,

oscillates,

while

2?/,,

inspection.

2n n would imply the divergence of

40, 41

&B8OL1 TE

"N

<

101

Absolute convergence of an infinite product.

41.

<//s,,/,//,/

y convert ! ui,

tl>

II*

/"

,-./>

Writ.last

then -"

//// /'//

pendent of

converges; and, as explained

<

\v can suppose a w

articl.-.

tlso

WMW

'>T8.

"'<",.

that

BO

convergent (Art. 8), thai

--"ii

in virtin-

that

Su|ij...v,. n.-xt

a tli-!vni

>f

861166 Stt,

tin-

...

(14-14
'

I'

Up/Vn

it

B.-(i+6i)a+^)...(i+W.

(>

//

>

BO that t/p contains th-

made

^A p 'B

\Up/Vn -l

p.

.sit:

-l,

Fn ^//

that

l^-^l^.l,

N"\v. as rxplaim-.l in Art.


s,M|u-ntly

/',,

can

lim

/^,,

lim

=P

.-!

say.

>

if

//

\UV -V <

if

//>

E7^

UU

//

li

/,

Hn,

is

and

&n>i

V=U.
'hiite

TIu-

in ay
l>y

IllX'MIIH'nt

little

be

us.

'.I

I..

r-t.tl)lish

change to shew that

made

to converge to

altering the ..nl.T

-f

tin-

th.-i

<

Iff-r.Ke,

luit

Con-

-/y,,<

approaches a limit ^7 as y trnds t<> y


//>//> /^ Wr ha\V
9
is the
Thus, if
greater .if n and /^,. \v.Hut

=A

>A9 >Bn >A-ie lfjp>>


^i p

and

:>!>.

-/;

BO -T--at that

t'..uinl

!>

ii'-i-

that

whole

nmtly
p contains the whole of B n ); on
is
CMiitains every
}
vi.l.-m that A p /B n

hut with the si^ns

\.

H.-nce

if

lr-vity

'

and
s.i

l-ranged SO as to b"

.4

(and
multiplying out
l.Tiu in

last arti<

'

chosen

j)

Zt/,,

-MO

11(1

r.-a+v^a+tg-O

'...0

Then suppase

i-

writ.- fur

IK!

in tin-

proved

II-

verges; and

.ind th-ivf(.nit

i:

Uii'lii;iMir-

nn-al>solutely

any

fi.-tors.

product by

tie
..

to

averment

ititinit>

jmdiverge, or to oscillate,

INFINITE PRODUCTS.

102

[CH. vi.

Perhaps the case of chief interest is that afforded by the


n~1
is positive and
a M ], where
\im(na n )=g.

infinite

product

Suppose that
the value of the product is P when the positive and negative terms occur
when the limit of the ratio of the
and let its value be
alternately
number of positive to the number of negative terms is k.

II[l+(-l)

X/P= nKm (1 +,n+1 )(l + a an+8 ) ... (1 +


\im(v/n) = k.

Then

2v-i),

-oo

where

Now

it

is

it is

article,

plain that
clear that

2a M 2

convergent, and therefore, by the last

is

can be made arbitrarily small by taking n large enough.


Pringsheim's method (Art. 28), it is clear that
lim (

2w+1

+ a2n+3 +

Further, by

+ a-i) = \g log k,

and therefore
k9

or

X/P=Jk

It

is

The Gamma-product.

42.

evident from the foregoing articles (39, 40) that the product

is

=
divergent except for # 0.

But we have

I
.

so that the expression

increases with n.

Also,

where A

1, if

as.

in Art. 40,

is

positive, or

we have

[Art11
Art.

2,

is

either

Sn approaches

Now

(Art. 11)

a definite limit

l+#,
negative.
as n increases to oo
if

is

(1)] >

Hence, by

l+||4-...+-logJi

approaches a definite limit

(7,

and therefore

P =

x log n log n log (n*IPn \


Now
so that n*IPn has also a definite limit; this limit
Gauss's notation.

is

denoted by II (.r)

n *-"

THUS

which, again, can be written in Weierstrass's form

= e cx - s =e cx

lim e~ Sn = e
H

When x

is

*-ao

'

U
r=l

a positive integer, Gauss's form gives

(l+)(2 +

)..

.(*+)

II (.r) =.<!,

n/\

because

in

G IMMA-PEODl OT,

41, 42]

Although we have

convenient

"t necetiftai
Mill

prod
an intrjjer.*
It

rasy to

i-

if

Converge

\.-rifv

rentrict (1

and

.>

it

to be positive,

is

integration ly parts that

liy

-f .f)

easy to see th,r


has any n-u'ativr valm- wh

nvergem-e

Kuler's integral

rd
has the property

,.f

,.

1,,-in^
tin-

mtii-ipatr

j,,

t<

./

when x

is

an integer; and we

(|uati.!i

r(i+./-)^n.
It

be proved to be correct

will

\\lii.-h

ebl

\\i-

-f

in

Art

in

definition

IK-

<>f

I7fi

!!(.'),

of

bhe

wr

tind

'

w*"^

"

+
",!'-

= (.r+l)II

4-l)
It

and

f,,ll,,ws

1=

I'.y

is

hi/

(I"

iMjuation in the

last

the notation t-xjilained in Art. 3.


reversing the foregoing argument
II

we

see that

form

tfo function

-4-l)

= (r4-l)Il(.'-)

II(w+./-)ru/<'i;

<

AMPLES.

Discuss the convergent

/"(/()

2.

,.
hni

often convenient to write th-

1.

+*)/!!(*),

f.iiM.-juentlv tin- definition leads to the e<juatim

or
It

(1+*X* +*)...(*+*)- H(

that

is

a polynomial

Piovt- that

absolutely

integer

II

f,.i-

[(

in

/*.

(w

any valur

ami that

of
/

if

./

<

2, 3, ...)

provided th;r

.r,

\i-i

^"VfTflJ
j converm-nt

= l,

1.

Tlu- ronvfi'iifiu't- j)Tsists also lur i-oinpU-x

values of

(set-

I'.

INFINITE PEODUCTS.

104
*

then

Wn ~

if

Hwn

If 7n

diverges to

= l, Hwn

4.

m>1

if

diverges to

a = c.

if

[CH.

if

to

oo

m<l.

if

a<c, and

to

oo

if

a>c; and

converges

[STIRLING.]

If

M 2 = 0,

(),

= P>k

u 2n -i=-n~p u 2n = n~p + n~ 2p
are both divergent, but 11(1
,

then 2w n 2wn
$
Verify that the same is true
2

where

+u n )

is

n>l

and

convergent.

if

Ma-i = - W--P, w 2n = w~* +

?i~ 2p

+ w- 3^,

(n

>1

).

[Jfo^. rnjo. 1906.]


5.

Verify the identity

-~~

~~
.,of

Shew that as n tends to infinity, the product


x except 0, but the series converges, provided
6.

it

7.

Prove that (1+^)(1+^ 2 )(1+^4 )(1+^8 )..

.*.*,

-n-

and that
8.

tan|

Shew

frm.
The

10.

+i

cos -^

tan

cos

x
3

...

= !/(! -x\

Gamma

-^-,

...

= i-cot^?.

[EULER.]

F(l+c) and T(l+x + c).

that

product

Prove

is

ir(^+2w) r(w) n
f f^TT(x + n) F(27i) J

that, if

is

an integer,

lim

verify that

and that

Shew

wa M -(w + l)a ll+ i = to + (<- l)a,, +1 w6 M _, -7ia ( + l)6 n = < 2 [(2- l)a,, +1 -f n6J.
ll

(w

l)

that limtta n = 0, Iimw 3 6 n = 0,

Hence prove that

6,,

if

= 2 ('It - 1 )

values

= sn x

J + gi tan^ +

functions

all

\x\<\.

if

Determine the value of

in terms of the
9.

cos -

Verify that

diverges for
that #>0.

^>^, and deduce

or,,

3/*.

that

LMPLE8

vi.
I

12.

tin-

L05
hree hyperge>i

'

^eneral

erief

fry,
111

y>u +

\vlii.-h

/'<-

i'>

i),

/;f.

(y

i-

)/.,

(/m,,)=0.

Deduceth.u

/;-( y

_/^r, (y- tt )(.l -/*)=.,

J= (y-)(y-

and that

K\.

Kr.-in

--_

1)

:)

and

'-fty +

'

that

-)(</-&) = /:?'/-, + ("


liin

13.

-l,Ar.

Then prove

slu-\v

that

'/^7 +

i-

t-xprrssimi tt-nls t> the limit

last

tin-

(X

r(y-a-/J)-

as H-*-o(

'-

duce

.14.

,/= IK
IK.

if

-,/->,

?1

+v),

y;i

!-!^F=n(i+ n
?

=n

-,/-

(i

the four iii-udiirU air als..lut-ly (-..nverp-nt


9ctf s

= II(l

y,Y.'/ 3

15.
.

It

1"

.-iivri ur,. Ilt

i>
f,,,.

c..nvei-.;,. Ml

al>s<liitfly
;u ,y

1.

=l-

convergent,

vain.- of

./

and

tht>
it

]i<>duct

can

)....

11(14-.-

expanded

:t

+ r ./-+r^+...,

ui.c,,.

an

r,

aU,, that
11(1 +.*//)(! +/'

r)=

'+

r i(-''+

K.16.

I.

iiavc at

.nee (!--/

and

the

l.y

la>t

example

...

Thus we find
</+:

which give
=

-^)(i-

<i-f)<i-y',
and

('

u'enerally
/'

/'

[K
.lately

in

.,

Shew

<

-7^(1 -7-')...] = (l+y)(l+v-)(l+y

[<1- 7 )(1

-y"), yi7 2 =n(l-i-

and
Thu>

if

al>s<>lutel\

INFINITE PRODUCTS.

106
17.

we

[CH.

If

see,

from Ex.

we can write

15, that

But qxF(q*x) = F(x), and

find

F2 = V^, F3 =

yielding

Thus

we

so

^)=F [l+ ? Cr+l/^) +

To determine
we find

F we may
2

pn 7 -l<

Thus

use the results of Exs. 15, 16, from which

F" =

Pn+r/Pn >qQ, P >q


< q2n/q (l - q

I<?I<1 and

because

Pn V

Hence

-1

Thus, using the notation of Ex.


/(#, q)

"),

lim(Pn F ) = l, or

so that

= U(l -

where g

+...,
<Io

<Io

16,

= l/?o-

Ch. V.,

we have

= q U(l+ f-\v}(l + q^lx\

from which a number of interesting results follow.


18.

From

Ex. 17
/(I,

we

with the notation of Ex.

find,

= <M 22
?)

/(-I, ?)=<M 3

Or, writing these equations at length,

where the indices in the third

/(?, y)

we have

+<?/#) as

<?)/(!

so that

17,

tfo/?!

f(Jq,

so that

[Compare Art.

= 1 - 2? 2 4- 2? 8
2?i 2 .

n
Jq) = 2H(l-q )

11(1

W?3

the indices being of the form $n(w+l).


Similarly,

/(-<?*,

or

46.]

we get

the indices being of the form

Also

n(n+l).

# approaches -g, we have

the indices being the same as in the third series.

Again, from Ex.

14,

series are of the type

Again, by taking the limit of /(a?,

19.

[.TACOBI.]

^)=n(i- ?

no -f- w -9 '- )=n(i -r/)


l

").

M3 = l-(? + 9 )+(7

the indices being alternately

[GAUSS.]

12
16
+9 )-(9 + 9 )+-->

tt(3?il).

[EULEK.]

LMFLEa

vi.]

ml

Writ-

20.

-that

Thus.

<>n

in

j.la-

!!

iii

N 'y

tli.-

ire

'.

|>'it

Thru

107

-*),
2
:i(i-9 -',

we

niultiplirati.'ii,

tind

<.//

/>]-'

Wi*
ami

si

we have the identity

'/,'!

In

/'I"'.

we

if

particular.

\\in.-

\v-

I.

find tin- intf-n-stin.-; ivsiilt


8

7i

whii-h leads a^ain

the identity

t<

(l+iy +

V + *V+---)

-(l -2y

+ 2y 4

:.'</'

"+.-.)
\\!i-iT

21.

the

sei'ir>

,,,,..
if

-..ii

verge
the product

In

if

tin-

an-

tin-

in

\-]\.

!s

-.-<-.

= / and
in

-ivt-n

l\/

4
,

,-,1,,

[.TACOBI.]

:;;;>U,e

product,,

thcs- d.nditiona are

\\"li-n

i!/>.

-K..)

8ati>ti.-.l,

-.\|

form

prove thai

parlii-ular.

(/t+a + 6)

= r(l+a)r(l4-6)

*?(+)(.
22.

I'lovr that

Tak- the trims

23.

in

.l-nntes

Thru wr
24.

is

It
\

In
if

and use the

pairs

,.ij

easy to drdiu-r
di-r

that

fi-.-m
I'./

the pr.-diK't
..n

th-

and

(>-,

_e.
n]

of

thr..i-y

!<

also di\rii:r

pi..ilu.-t> will lie

found

infinite

OODVWge
Il.<

II

..nst

Otlirr o\ani]tlr>

can write

'

||

hi),

example.]

m !,,_] __J-- s-1--... --?-Y


T 1 + r 2-fjw+jr/

,,_,V

tind

11.

r(#)/T.'),

last

at

..

01

..
f

product* Abel's
diverge togct

wilidl d:\n-gea to
re a m >0.]

the emls of Chapters

CHAPTER

VII.

SERIES OF VARIABLE TERMS.


Uniform convergence of a sequence.
may happen that the terms of a sequence depend on some
variable x in addition to the index n; and this is indicated
by using the notation Sn (x). We assume that the sequence is
convergent for all values of x within a certain interval (a, 6),
and then the limit
ii m 8n (x)
43.

It

n->ao

defines a certain function of x, say F(x), in the interval (a, b).


The condition of convergence (Art. 1) implies that, given an
arbitrarily small positive

such that

8
|

number

_F

Obviously the definition of

make

it

precise

by

<
m

agreeing to

e,

we can determine &n


if 71

e>

is

> m.

not yet precise, but

always

integer

we can

select the least integer

the prescribed inequality. When this is done,


it is natural to expect that the value of in will depend on x,
and so we are led to consider a new function ra(#), which

which

in

satisfies

e and on the nature of the sequence.


note incidentally that, regarded as a function of e, in(x)
monotonic since (for any assigned value of x) it cannot

depends on

We
is

decrease as
Ex.

1.

If

diminishes.

Sn (x) = \j(x + n\ where .r^O, we have

= 0.
F(x)= nlim,,(.r)
+ao
Then the condition

so that

or

of convergence gives

*+*>!/>
= the integral part of (l/c)-.r, when .<!/,
m(x) = 0, when xzZlfc.

m(.r)

[FORM

43
1

Ex.

>.

It

2.

<

'

v*

<

'

>

1.

MI

kb

Ex.

It

3.

values

all

,,f

tak--

-r^O, we have

uli.-re

-n

It

nm-t

\v,-

R,

ami

easily >-rn tint

is

il

part

"I

(>,

'=0.

and
Ex.

d+n** 1

[f

4.

j?

),

/'(./)-

bt-i

liui

..f

if<i

n|,
part of

intr-i-al

will
tluin

that

st-cii

e:

tfl

)*]/2

inqmrtaiKM' in

x\

if

|j?|>0,

(/.

-//;

the

alway-

i^

>

in

1-

consideratioD

Bquenoes, which

s.-ijUcl.

98

'

me

ln-i

and

it

n luces a

u].j.-r limit

lixt-il

th- interval (a,


Ex,

ami

ni

sin

OQD

:i"t

/x

we can

th.-n

t,

in

may vary with

e.

6,

canmH t-ml

tak--

t> intinii

Uniterm t'..r
Hut ii.
e.

tin-

all

}>-

/<(e)=l

nnil'nrm in an interval

uniform

i>

/>).

si.

,-

tl>

variea tV.m a to

iii\

Thus, a-

in

it

Thix

>.

cnn\.

//"'/

1..

values of

./

uniformly in

/').
J

any point
Thus in

<

///(

ami

'

vay that

/'<"/

nni^t

distinction.

snl.tl.-

\V- ^hall

ink

,!'

as .f-*l

/:

that

sul<li\ ision

i'urth.-r

will pr-

l.nt

+(1 - 4

the functi'in

Kx. 1

in

lut in K\.

lining

flu-

[1

= 0.

ltlu'ii.

UK. iv

tin-

It

!..<

-0.

.'

-to Exs.
Tin- .i.nditiMii

ire

ted,
>'

interval

-aching

(0.

o)t

tin-

u]>

it'

'><'<!.

SERIES OF VARIABLE TERMS.

110

[CH. VII.

Hence in Ex. 2, x = l cannot be included in any interval of


uniform convergence such a point will be called a point <>f
:

non-uniform convergence. Similarly in Exs. 3, 4 the point


x=
must be excluded to ensure uniform convergence.
This distinction may be made more tangible by means of a
graphical method suggested by Osgood.* The curves y = Sn(x)
are drawn for a succession of values of n in the same diagram
;

done in Figs. 11-14 for the sequences of Exs. 1-4. Then,


Sn(x)-*F(x) uniformly in the interval (a, 6), the whole of

this is
if

F(f)=f

Ffo)=o
FIG. 14.

FIG. 13.

the curves for which

by y = F(x) + e.

?,>//()

will lie in the strip

bounded

glance at Fig. 11 will shew that this does


occur in Ex. 1. But in Ex. 2, as we see from Fig. 12, every
curve y = Sn (x) finally rises above 2/ = e; and the larger n is
I
thus x
taken, the nearer to x = 1 is the point of crossing
;

In the same way,


a point of non-uniform convergence.
=
()
is
of
non-uniform cona
14
shew
#
that
Ki-^s. 13,
point

is

vergence for each of the sequences in Exs.


i

'-.tin

of the American Math. Society

(_>),

vol.

:\,

3,

4.

1S'.)7,

p.

:,!).

43

OOin

\ll'o|;M

In

due.-

d.-linition

Involve the actual

in>t

of

niiinatic.il

l.-t.

uniform G

..i'

to

follov.

tin-

C0ll\

ordei

Ki:

An

of

that

>rm con/respond n>>!

number

tile

e.

and

independent of x,

#m-h

/>

fiil am

It

and for

///.

seen on coni|>ari.u with Art.


h- iinl.-jM-n<lcnt >f
///
is t<

will l>e

..ii<litinn
.i'

/A"//

vafa

that

jx

M'<|Ui-nc- an- functions of


That tlic cnmlitimi

to

F(x\

''//-

\Sn
the

II. -nc.-

an<1

convrr-v

is

al-

****

limit.

lim

we bave
|

for

if

\\

that

closed:

*/<.</'.
that .r =

<i.

it

is.

is

it

leads to

satMi.-d.

virtue of

in

^e,
if

[Art.

>

//'.

to

'i^tied.

if

converge uniformly
discontinuities oi

unifnnly
^aason

found so that

A U.i.
tind

,(^)|<
a

si]

if

<<6 and

>

continuous function

90 that
l^'

and

where

je.

<J

-a<4
tf

may defend

on

//

are not

l#,

tin-

/(

will R!BO

>>

:.e).

IJL(

N,(r) t.-n-U

so that

N (.0=/

F(. O-N,,U)

noticed that

lie

if

<-r^vnc-

and BO the condition of uniform convergence


iould

\vh-r.-a-> tin- t.-nn>

,/,

n>m-l.

c >n\

\F(a-)-S n '.'-) <2e.

llenc-.-

tl-

that the nnly

')

''

///

points

id.-nt, for

///

uniform

for

some

t,,

\\-i-it.j

<H

>

i-oiMliti.ui

The condition
must

^- can

all

x.

tin-

>'

is

<,

')
,///

m, which

>n<!ex

//"'/

\\.

1!

f.-r

SERIES OF VARIABLE TERMS.

112

Sn (a)-Sm (a)\<e,

Hence

Sn (a)

so that

=
converges, and x a can therefore be included in

the interval of uniform convergence.


Ex. 5. The sequence
because lim*S'n (.r) =
and
interval

with

[CH. vn.

Sn (x)=x"(l
Sn (x)<.l/n,

Similarly for x

O^r-r^l, converges

#),

since the

maximum

b.

unifor/it!//,

S n (x)

of

in the

given by # = w/(w + l). The reader should contrast this result


should draw the curves y = S n (x] for a few values
2, and

is

Ex.

of n.

Uniform convergence of a

44.

series.

If, in Art. 43, we suppose the sequence to be derived from


a series of variable terms

Sn (x)=fo(x')+fl (x)+ -"+fn(x),

by writing

we

obtain the

test

for uniform convergence of a series in

(a, b) in the form:


It must be possible to find

an

interval

a number

independent of

x,

so as to satisfy the condition

\fn+i(x)+f+*(x)+...+fm+P (x)\<e,
at all points of the interval (a,

Each
series

43 can be used to construct a

by writing

but a more natural type of non-uniform convergence

*
Here we

x2

S n (x) =

find

F(x]

/X0) = 0.
is

a point of non-uniform convergence at

But, just as the general


replaced by narrower

convenient

replace
:

.r

= 0,

as

the reader

by considering the condition

will see

more

the following

and
There

is

x"-

H^ + (TT^

so that

tests

2, 3, ...

l,

b).

the examples given in Art.

of

where p =

the

test

in

tests

test

by

practice,

one

is

convergence

(compare Chap.

ordinary

above

for

of

so

the

here

usually
,nv

\\hicli

III.)

we

three

usually

following

43,

M'.KI. -

ND

NVI

44

i:t

Weierstrass's M-test for uniform convergence.

(1)

The majontv
to

proved

uniformly
de--rrih"d

has

,)

'!

i>r<>/>''rty

~M

series

tin-

and

-,,,/,,

.!/

Tin n

vergent.

t~<

if

XH/>]HM

2/n (a;)

is

interval (a

vn

f/

at

once

from

Art.

convergence, it is only
for any integral \alue <f p,

niher that

<///'/

series

fl"'

uniform

the

realisr

independent of x:

absolutely convergent
con\ci-^ence f(llows

ahsolute

Tlie

.!/-

fl"

fa

'

'irf constant,

?>

means

as the

l.rietly

Mn

re

elementary analysis can


of a test due to

in
\>y

/"

for nil

flu if

/Hist-

with

861166 im-t

<.f

<

and

Ifl8

to

I:>TS.

18;
'

to

^r^ if

IS
in

lss than

1M/,,

cli"i.

of

[g

uniform

and

Phys.

(2)

choos,-

\\v

if

('nsfijii-ntly,

e.

\\\(

nlivinllsly

!'>/

\>l.

rst

'(./)

is

i.

also

Less

th'

tlian

rt'inainder

and

e:

[CoiMpan- Stokes,

-2sl.]

Abel's test for uniform convergence.


ilrlicjititi-M
for uniform
converg

moiv

to

and has

A1..-1.

this

of X, 80 that the

satistinl.
],.

make

to

Jis

IcjiriK lent

i-

i-onvrr^.-nci-

90

///

1.,.,-n

due.

aln-ady nu-nt ion-l

in Art.

in

l!:

xeries *2a n vn (x)

and

>;,i

'//

in

K"i-.

8O

tliat,

,!

tlif

>>

virtue of

whatc\-r
+!

fl"

lemma

i-y

'

fined

we can

]>ositi\v inte-vr

may

.-.-

!-!-

that

<AT.

hyjM.tht11

find

l>e,

B H2-|-----f

Then,
6

L8.

//////

vnti /''//.

nuniei-icallx

all

'i'ir

COBV<

tli--

", .!+",

fl'

nt;

in

"+|.

\irtue

of

in.

SERIES OF VARIABLE TERMS.

114

[CH. VII.

Further, since a n and K are independent of x, the choice of


is independent of x also
and therefore 2a n v n (x) converges
uniformly in the interval.
.

terms a n

It is obvious that the

of

that

provided

x,

2a n

may

be themselves functions

uniformly convergent in

is

tl

interval.

uniform convergence.

(3) Dirichlet's test for

This

is

also

more

delicate than the I/- test.

(Compare Exs.

4 below.)

1,

The
(a,

b),

series *2a n v n (x) is

uniformly convergent in an interval

provided that 2a n

oscillates

between finite limits; that

any particular value of x in the interval vn (x) is positive


and never increases with n ; and that, as n tends to oo vn (x)

for

tends uniformly to zero for all values of x in the interval.


For then the expressions

+ am+2

a m +i
\am+l
are less than a fixed
,

-..,

|,

number

such that

K\

Kn+i + <Vf2+ ...-ftf m +j,|


and we can find an index

v m (x)</K

for all values of

x in the

Thus, using Abel's

interval.

lemma

as before,

we

see that

m+l
for all points in the interval.

Again, the terms a n may be changed to functions of x,


provided that the maximum limit of 2a w remains less than a
|

number throughout the

fixed
Ex.

interval.

Weierstrass's M-test.

1.

~=i

2 ^7^ 2

Consider

(fl);

these converge uniformly for all real values of

Sinn* ., 1
np
np
Ex.

yl&eJ'*

2.

Consider

the

OOHW

If

Abel's

3.

2an

is

np

and

.r,

because then

(1/ ,(P) is

con

nt

^^.
case

vn (.r)=l/7i x

uniformly in the interval

Ex.

<

np

(0,

1)

if

(O^I./'^l);
~c,,

then

c-onverges.

^(ajn*)

converges

[DlRIOHLKT.]

test.

convergent,

converge uniformly

in

the interval

(0,

1).

[HARDY.]

Ml\l MY

45

44,

Ex.

i:,

4
.

(p> 0)

2r,

nf

'

then WTii

we

see

that

series

lioth

\vhc:

posit

i\

nnit'orinlv

converge

in

an

in

~a

Fundamental properties of uniformly convergent

45.

Caiichy and the

anirlr.

i-

earlier analysts

lined that the continuity of

\\ith the

<

/'(.'')

series.

exception of Abel)

lim >'(./) could

1>.-

deduced

n-*-<n

fr.im that

that this assumption is no-f Art. 4:i.


Kurtln-r. tin

immediately from K
that

discontinuity in

/'(./)

imj.li.-s

,ples

point

of

non-

uniform convergence; although K\. -l. An. 4:1. indicai


DOn-Unifomi convergence does not nee, ssarily invohe the
continuity of

w- wish

if

\i;ain,

dis-

/';

to integrate

r|lini

the

/'(./).

>'(./ )|</./-= lin,

"N,ir,,/./'

,tf
n..t

is

on

tni- <-ithT. as will be seen from th- .-xanipl.'

n.-ci'ssarily

US Ix-low.

}.

.,

IS47 Stok.-s* published his

In

'ivm (1)

iv.junvd

in

(-xc-pt

tl,>

',

(,t.

in

cinifiniiiin.fi

/,).

tin

can

///

ti^Lx

= ln,

pulilislird

auarr

of

tin-

in

yrar

riu>

(see

si

i>7

chosen
such

made

alsu

i^

int.--

1^7<>

'Hivergei'
\f

each

90

'/"

th>

of

9Wm

//"

''-

independently

way

of

/'

mver^ence.
X (provided
c<

tln

>nlv

that

l.y \\Yi<-r>t ra>-

and

s,

,,),

],, lt

xtoljgg'g

paper

IK

some the years at I'-.i-t bd


''s's
paper WAS
dear from paper- in tin- tii-t \olunieof \V ci erst Pass's \\

distinction

pulilished.
pp.

amd

iiif'Tcnf,

ilix-civrry \\as
\\.t-

until

virtue of the definition of uniform

in

nuiiilu-r

that

l.'t-tur.-s)

,,t, ,-,-,,/

Kr.

Ifinrntai-y

fl,r

//

Tln-nn-m c2\ on
analysis.
\\Yii-rM ra-,. and smns not to ha\'-

in

due to

is

distinction

tin-

and non-uniform OOnveTgenoe, and


below, which <-stallishcs tin- continuity of

uniform

In-tw.-.-n

Beriefl

lisciv-ry of

\vljiL-h

ivinaiiifd

iui])ul>lisiuHl

for

aU.ut

.Vi

\ears.

SERIES OF VARIABLE TERMS.

116

no matter how small the constant

and

it'

may

be.

Now

write

then clear that

it is

where

[CH. VII.

(a^x^b),

\F(x)-Sm (x)\<&,
must be remembered that 771,

e are quite

independent

of x.

Thus

c is

if

any value of x within the

interval,

we have

\F(c)-F(x)\<$e + \Sm (c)-Sm (x)\.

so that

Now

77i

being

8m (x) is a
tind a value

fixed,

and therefore we can

continuous function of x,
S, such that

\8m (c)-Sm (x)\<fr,

if

\c-

\F(c)-F(x)\<e,

if

|c-o;|

Hence

which proves the continuity of F(x) within the interval


It

and

(a, b).

not unusual for beginners to miss the point of the foregoing proof
therefore advisable to show how the argument fails when applied

is

it is

to such a series as

(l-x) + (.v-j(?) + (x*-a*)+...,

when we take
Here
and

(Ex.

2,

Art. 43)

= l.

/m(#)+/m+i (#)+...

to

/(l)+/+i(l)+-

to oo

co

=xm

if

0<.r<],

=0.

Thus, if we wish to make both these remainders less than


choose m, if we can, so that
vm <i e

but to make

we must

we must
(.1)

\Sm (l)-S,n (x)\<$


l-,vm <$.

take

^ m >]--^,

or

and the two

e,

inequalities (A)

................................. (B)

and (B) are mutually contradictory (supposing

that

<1).
Consequently the two steps used

patible here

and the reason

in the general

aimiment are incom-

for this difference lies in the fact that the

inequality (A) does not lead to a determination of


when x can approach as near to 1 as we please.

independent of

The assumption

that

the series converges uniformly enables us to avoid the difficulty involved


in such a condition as (A).

(2)

//

in

the

the series

F(x) = 'Zfn (x)

i#

uniformly nmrergent in (/'


continuous

fl/f
fu m-titm* /(./)
(a, b), and if each of
we
write
interval,
may

interval

/'x

ENTEOBATK

45
1

virtu.-

in

K<-r,

can

til

id

uniform

tin-

ol'

117

c>n\ .-r^-nce

l/(*)+/. + ,(.'-.)+...-f/;jr) <*,


however
i"

vndept

-mall
I-

may

!>

ami

p>m

if

value

tin-

<>f

will

be

we

see

of x, as before.

at

Hence We

ami since

we

of 2/n(#),

BO that

///

li

this

no matter how lar^e

true,

is

that

may

/>

be,

OOnV<

that

:il

=e'--

i|
m

J'i

At

th.-

saim- timr \\v have

).L()|;

|ji(

ami oonaeqnently
l

c,
e,

last

i^

m (a>)da>
F()da>-\"s
J
c,
Cl

inequality can be written

':

so that, coiiihinini: the

two

ine.|U;.lities,

we

find

\vhTf
Since

may

fc-

is

///

inent

-i\-en

a^ small as \\c plra^*-.

In-

no l<m-vr juvsmt
in

N,

p,

:,.

l>y

]iri|nT choice

the let't-haml

<>n

"!'

//-.

>ile, the

shews that

"

Jc

This

o].el-;iti..ll

ix

.t'tell

\vill
,,f

n>(,

hnwrviT.

i-onvi-rirt-nt

n-sults.

tilt-

|,i-,,l,;il,ly
.

onditioi)

tin.l

tlial

as

'

!.->>
Ml

/,/',/,-/,//-/,///

ilitVu-Mlty

>houl(l

here

give a really simple example


\\hi.-li irrni-l>\ -term
inte^rat i.-n

in

Tin- f'-llMU-ini:.

ahh

in

rea!
.!"

indrprlldrlil

to

r;isy

>erirs

lrsf|'il

\<A

.f

l-.ul>

./'.

It

n<>M-uir.:
!

nroneous

as good as any.

SERIES OF VARIABLE TERMS.

118

Sn (x) = nxe-*\
F(x) = lim Sn (x) = 0,

Let
so that

x > 0,

*co

S n (0)=0,

and obviously

if

[CH. VII.

so that F(0) = 0.

Hence
But on the other hand

2^

so that

which

is

fn (.<v)dx= lim
w >

obviously not equal to

(1 -<?-')

F(x)dx.

= and gives some


figure shews the non-uniform convergence at .iindication as to the reason why the area under y = Sn (x) does not tend
The

to zero.

FIG. 15.

Of course the argument above assumes that the range of


the conditions under which an infinite
is finite
to oo say, belong more properly
series can be integrated from
to the Integral Calculus; but some special cases are given in
integration

Art. 176 of the Appendix.


46. Differentiation of

If

we

we

an

infinite series.

consider Ex. 4 of Art. 43, for which

see that

z->0

Thus

lim

z-j

although F () =
/

M'(0)== oo,

*Sf

n->co

It follows that the equation

''

[lim
/(

,(*)]- lim
-i

*.

Sn'W

I'll!

45,46]

II!)

uln-ii
y tru.-

Hut

!'.

-hniiM

it

n.n-.

may

:.H

hri-

I/

,,t

///'////'//

i:

is

the era*

^-n.

r*mly

/,

(,/.

/''

of
f/

/'//

',

,,t,

-..

\/(#) oscillates.
\

,y//,//

'

/-

h,

Pi

,/./-..

<///

tin-

rential

,im

is

unitnrmK

Bfl

sert<

fi,,-

tin-

t'n.in

nuisidi-r similarly

nee pres

,-,

it

\\hirh

he apparent

as will

rradcr

Th<-

that

the

of

i'ailurr.

!!<>n-iinii'<.rin

untie. -<1

IM-

///////

/,,

//^'

F'(x),
/"'

ri-<if*

Write
\v.-

">.

have
i

'I'hus.

tin-

ly

t'uii.lani'-ntal

ju'ujn-rly

an

<t'

iiit-_;ral.

\\-

hav-

("

F'(x)=G(x)

'

i1

easier

than

tlms,-

an<l

hut

which

J.PM.I'S

Calculus.

on,-

only

.'-i

is IK
rasy witlnmt
the following infthn.!

ihcoi-ciii

l'(prr-(.in^

thr Intr^ral Calculus;

nf

)itlrn-ntial

tin-

ol'

jirnoi'

BOme usr

it

depend
ivsult

<.n

Ml,tain-d

is

_:!-alitu.
in

IM-

chosen so as to

<,

()
Thus

\^
i

|>r..\id.-d

that

<.,

K(x)d*

hrl,,,,-

,-.,

make

fco

U^X;

<((
th.-

int.-rval

(.

/>

>.

This

^
and

sn

\^
i/i

iufrr the

this

An

al(Hti<>nal

assumption

\\lurli

\\

.).

n..t

I]

wou.

tin-

ly

SERIES OF VARIABLE TERMS.

120

we have

Or, changing the notation,

^1

?x {/ to
-

[CH. VI L

-/(*)}

'^e,

provided that both x and x + h belong to the interval

Now we

=x,.

We

(a, 6).

have

have

proved

h
t

+ Fro, say.

=^

that

and

in

virtue

of

our

original choice of m,

But we have

identically

_
h

and so we
^(05

77i

J
J

find

+ ^-^(05)

Since

-Q(x)

has been fixed without reference to

to tend to zero, without changing

/ij

we can allow

m;

the right-hand side of


the last inequality then approaches the limit 2e, because each
term under the summation sign tends to zero. Consequently,
the

maximum

limiting value of the left-hand side

and since e is arbitrarily small,


must be zero (see Note (6), p. 5).

than 2e

this

is

not greater

maximum

limit

Thus we have
Jim

F(x+h)-F(x)

-G(x) = 0,

or

which

in

the required theorem.

important to bear in mind that the condition of


is
merely Niijlirirnf for the truth of tlu
theorems in Arts. 45, 46 but it is by no means a necessary
condition.
In other words, this condition is too narrow but in
spite of this, no other condition of equal simplieity has been
47.

It is

uniform

com rr^vnr.-

PRODUCTS,

46,47,48]

ami

discover
Mii

not

shall

\\v

into

t'urtln-r

tin-

ra

That
til-

unit''.

t\Vii

mi

not

following

<lis.-,,iitinuity.

.,-+...

,-'

,1

+ .r),

(0

<.<!).

also equal to the SIM

is

\<^-2

-f

:ind

do*

Don-uniform convergence

hat

(i)

imply

D6CC

,.\;i||,|.

i-t+J-J+found hy integrating tenn-Ky-t'-mi.


Nevertheless r=l is a point of non-uniform ...UMT^-IH-O of the series
in

./

l>e-au-f

to a

l.M.ls

indudnl

is

Tin-

OO**Oi

wlii.-li

/,,

an

])rnlucl

If far

"//

l>ut

values

<>/

im

sntlicient

In-

at

jrim-ijl.}>r<

interval (0,6) the fwn*

'!>'

has th /"/>< rty \fn (x)\^M,,.


slant (independent <>f x), tl
>/ *!>
i>r<xl

tin-

,M])]lic;itins

/,,,<

>)

flu

(v.

./

infinite product.

following theorem will

tin-

of

ind.-jx.nd.-nt

rlcinrntary analysis, and for our

Irss I'rtMjuriitly in

purpos.-

the condition ^jr"<

convergence can be extonl-l

unii'orm

oi'

infinit.-

intt-rval

tin-

l'tinition

I.,

occur

in

:.l

of

Uniform convergence of an

48.

one.'

ivmaindi-!

tin-

(It-t.-nnination

aeries

isapoeMix

-M

>

convenj

is

art

/v-)=fi +./;,(y)][i + /;(.')]! 1+u.i-)]...


continuous fumctio^ of x im th*
>l.
continuous in
the fun

l" lf

' !

For writ-

I
[

LI

then

1+ /-,(./)]. ..[H-/

-K, (,0][

Ml

+/(')][

ii:

]...

'
i

><n

<

=P
tooo-<

..,(r)]

B1

I-/-

^Hil-l/J}; fl;i+/, <1


+ !/.+,(*) +
t

-/'
(I-/-

'

'

where

/,'

...

Q.(x)-l|< RJ(l-R m ).

in.ulr U>
s.-1-ii-s

'J.

to

Thus
vol.

1.

!'.(! I.

|..

int.-uiation

t-nn-l>y-t*Tin
i

in

IS7]

li.i\,-

;
:

;.

l...n

thr Apjx nli\. Ai

tin-

bg

I..HM-I
P.I

..

jivBO

tt,

author (JVofc
-'

IT-''.

bj

/. ..... /.

.V'C

SERIES OF VARIABLE TERMS.

122

R m < Mm + Mm+l + Mm+ + ...

Now

to oo

where

[CH. VII.
,

Hence ?/i can be


are independent of #.
chosen (independently of x) to make 72 TO <-J-e, for all values of
# within the interval (a, b).
all

the

JJ/'s

Hence, assuming

than

less

we have
ifa^o^fc,

<e/(4-e)<ie,

\Q m (x)-l

where

be

e to

(as already explained)

is

chosen quite independently

of x.

Thus, if c is
the inequalities

any value

x within the

of

and

i-i^Q^

Or

Q(x)
^e
l+^eQ

interval,

we have

m (c)

1-fr P..(aO^P(s)
'

Now,

since

is

fixed and independent .of x, and since

are continuous functions of

thus

we can

x,

so also

the product

is

/',(,'):

find 3 so that
.,

provided that \x

*IMM

< -P-() <

c\<^8.
T

"^ n/^v "\

71

\9

'

and so*
provided that

|a?

c|<[<5.

of x within the interval (a,

If the function /(;/)

<md

Hence

P()

is

///*

//

derivate, snch

if

*For

so that

a continuous function

b).

(l

(l-)(H-iO<(l-iO s

In

it
\

fn '(x)

< M,,,

49

48,

\\.\l.

>

l;\

III

///,/,

//'

,i

tieee

-|

Pi

i-"iiditi<iis

ire

''

<-

'

!+./

An.

ihai

v,,

ran

h;

!..

and

a|.].li.-,l;

\v.-

ac -,,i.lin-ly.

tin<l.

1
49.
i.s.

!elv connected with

tin- I'dllou ini:

OpO84

ilnit

theory of unit'iTn,

tin-

theorem 4 whirl

u-- in sob

.jiu-iit

mi

"

in

\^vl (n)+vt (n)^...^vp

and

we wcwt

tlntt

/////

to

/,,

./;/_//

//////

vided

//"'/

/'(//)=

',(/')

Kirst
<!'

//

i.

th-

h-t

that

note

a= IT.

to 00

.U,

independent of

choose a nuinlnT

'/

.l/-t-st

alnmst thr

is

th<-

for

bhe

sain-

irMl'. tOO,

(which

.f

due

t>

th.-nn-m

,i

he taken
.-

lari;.-

+ 'Vfi-f -.. +

+ ...

sain.-.

DOOT86

is

x <e,
make />></:

to

r
rm.u_u h to

'|.

=^/ + J/,

1/

.;.

+ ...

iii.l.-]--inl,-nt

in tlu-

tot of Art,

then

x<e

to

e ot

is

\\'.

Mich that

M
and

'/'A',

/*.

At

'I'll''

).

ii

(r lu-in^ fixed),

<'/"/'

.I/,.

will

reader

Milistantially
(Art.

with

+ <'-+ ^''o-f ...

*/

00TM8 l.U,

'rh.-

l-\,<\.

/*//

lini

///r

it

iiijin

limvr(n)wf
////

lim

fl- limit

fond

1.

SERIES OF VARIABLE TERMS.

124

\w q + w q+l + w q+2 +... to

Also

<|(% + ^i+--. + ^-i)--( w


/

= M + Mq+l +...

to

<z>\

\F(n)-(wQ + w l + w 2 +...

Thus

[CH. VII,

to

+w

oo

<

oo)|
1

+...

+ wq-i)\ + 2e

>

to be remembered that so far n has only been


by the condition p^>q.
Now, since q is fixed and independent of n, we can allow
n to tend to infinity in the last inequality, and then we find

and

is

it

restricted

because

lirn t;r (?i)


n><x,

Hence, since

= wr

e is arbitrarily small,

HmFn=W=W+w

or

we

on

find, as

+ w+...

p. 120,

to oo

The following example will serve to shew the danger of trying to use
the foregoing theorem when the J/-test does not apply.
Consider the sum

=
tv()=logf 1 + ^J and p n.

so that

Then obviously
and

so the

But

sum

vr (n) lies

wr = }imv r (n) =
n

of the series

*oo

w + 20+w + ...

is 0.

between r/n2 and rj(n^+n\ and

2> =

so that

lim F(n) = \.

and hence

Another theorem of importance


analogous result for products
Suppose that

where

in

this

connexion

tends steadily to infinity with n.

Then if \imv r (n) = wr

n->oo

independent of

n and I,Mr

the

is

and

if

\vr

(n)\^Mr where

is convergent,

we have
...

the

to oo

is

equation

MI'LES.

49]

Tin-

Mini

terms Of

I'm-

'-inj.!'.;

tin]

to 00

"'.,.,)...

J/

+ J/,. + ...

condition >n<-h as

Die

ii

foregoing,

limits

timl

t-V<l4

+"V< +

be

li:

bo

n-ni;mil.-r

tin-

b6W the
tllf

in

ditlicnlt

littl<-

tin-

Art-.

(,!'

in

on

this tln-.TiMii

ivsnlts

ill.-

liavr

sl,,,uM

iv.-ul.-r
<>f

proof

to oo

tin- .l/-t-

X.-MMjilr

which

= /, = ... = !/,

j-,

that
I'.Ml

...=0.
tllf

IJui

,-,,M;itinl|

niM-i-ssarily

value of liiu(yy

/<),

In

true.

tin-

fa<-t

)'

=1

valm-

the limit

<.f

because

<

.,

/'

I.X \M!'I.I>.
1.

Shi-w

that

if

^.(i) = .i"

OOnvei

(\

r=l

+.'"),

limit.

it>

>

is

raw graphs

of

j)int

of

noii-u;

&(.) and

lim >

*
1

2.

all

Sh-\v that

,)=^--

tlir

.'ii

If /'(.) is nr\.
3.
i-ontinunus fuiirtioii f

uniformly

in

.,-

iii

th- interval

(",

interval,

shew

of the

int,-ival.

w.-

/o.

in

dnt'.'i .-nt iat i.-n.

and

that tin-

if

Lfl

any

jM.int

0^
\K

continuous,
>.,(.r)-5

r-c| <8.

= F(.r)-Sm (.r)<

Senoe
.f

can timl

//?

siu-h

(C)<j.
:

pi-vidcd that

]>>ints

t.-ini-l.y-t.

same

r in tin-

l-'uithd.

all

Ity

uniformly o.iivrn:.

th- int.-r\al.

at

is
t

the inteival (c-8, C + S).

we can

find &

iMxi.]

SERIES OF VARIABLE TERMS.

12()

Sn (x)

since

Now,

[CIL

never decreases (as n increases), we have


(.*)

Thus

^Sm

(.r),

if

n (.v)<,

if

F(x)-S

n>m.
n>m,

at all points of the interval (c-8, c + S).


Consequently there can be no
point of non-uniform convergence in the neighbourhood of c and therefore
;

no such point in the whole interval (a, b).


The reader should observe that this argument fails in cases such as
those illustrated in Figs. 14, 15, because then Sn (x) may be further from
F(x) than Sm(x) is. In the cases considered here, no two of the approximation

there

is

curves can intersect.]

Shew

4.

that the series

continuous for

is

all

values of

.i\

and deduce from Ex. 3 that it converges uniformly.


= is the only possible point of discontinuity,
[It is easy to prove that ^
by means of the J/-test. Now if we take v as equal to the greatest integer
contained in

l/.#

we have
r

=< r'

since

the limit of which as x-*0


5.

of

Shew

<.r(l +log

we

2<l/#v,

f),

--

that f(x) = 2^
L

~p

0<#<1. Hence

filld

zero, so that the series is

is

if

v +i

continuous at #=0.]

for
% 2 ~f~ 71 r~x converges uniformly

examine whether f(0) can be found by term-by-term


1

Shew

6.

that

2-1
n\

converge uniformly

for

all

values

i?/'"*

differentiation.

//"

_^_

l+x*a 2n

values of

all

and that

<1

if

and

they are respectively equal to the series


e~ a

and

obtained by expanding each fraction in powers of


If

7.

then

x.

[PRINGSHEIM.]

/(*)=*''(! -.r);

we have

2/n (#)=#/(l -.r2 ),


2/', (l) = 0, although

but

if

Shew

8.

that

it

9.

that the series

cannot be integrated from


t>
If \fn
(x)\<.Mn lx ,

converges and jo>l,

Apply
to Ex.

2 l/(w + ^)

8.

where

then,

this to the series

if

J/,,

converges uniformly

to oc
is

;i

if

.v^O; but
[OsoooD.]

positive mnstant such th,U

I'.l/,,

a>0,

2 !/(+#)*

and shew that

it

does not apply

[OsaooD.]

L27
10.

If

fmit.-U

oscillates

1'",,

the series 2(ajn*)

!!

is

[IMKK MLKT.]
.,,,..., ,,

11.

|.J.
I

Km-

.'-"

12.

It'

fcbsolntely)

Shew

that

tin-

in

uniformly

;md

my

(l>ut

int--r\al.

1",,- '-ii\ orgec,

tinili-

'

intei val.

produ.-ts

II[l+(-

II|.l+(-l.

D".'-/'J,

in

OOQVerge unifm-mly

linitc

any

int.-rval,

'han a

lix.-tl

ii-n

II.-..>.

)] t

and

nuinlM-r

tliinl

tin-

tliat

at

;ill

for

int.-rval

all

it

/),

(./.

[For, divide

win -re

6<^,
'hat

at

001

tli-

-s at

,nifniily.
into \- snl.-intfrvals

interval

any assi^iu-d small

lriii'4
tip.-

it'

t-nds of

f"ii\erges

j).in;

-o

and

>ll-

illts.

;u id

erges absolutely

uniformly
13.

00]

Itely

11(1+

;ill

poin

[HKM-IX>N.]
,-sich

>f

Imu'th

N-xt

nunil-r.

jM.sitivc

tinJ

suit-interval

ra--li

(^-1,

<t>(>>'r)="'fn(-'-r\

2,

^ ...)

,,,-t-l

is

less

numerically

than

h of thr-M- points,

Thi-

o.
./////

i-

further distant than

A/

le.-;m>e th

Now

-fl).

of tin- interval the nt-aiest

any point

possil.le

//';/

end of

if

a sul>-intt-rval

not

hem-.-

\<P(*)\<

and so the
15.

te>t

|<K*)|<I<M.V)| + S<2S<,
of uniform
<

Apply li'ndi\*Mifs

ti-st

^16.

with
their

and

It

to th.-

OODVergM M

-'

hi.-h

t.-nls steadily to

Deduce

'

n,
it,

do,-s

tin-

//

OOHYergM

in

-.!!, Tal,

not

if

OODVergQ

nil

:
<

val

<>f

that

'-.^0.

OOOFM

it

n.

'

>(*
is

|M>ssil>le

that the

values of

Shew

unit'..rni!y

if

>oiue nuinl.er ;: sii-h thai

17.

'led.]

.'

l.i

exai.

[CA

CHAPTER
POWER
50.

SERIES.

The power-series 2a wo; n


of

types

We

one of the most important

is

series.

uniformly convergent

recall the result-

VIII.

proved in Art.

10, that if

Inn
>w

when x

the power-series converges absolutely


series

cannot converge

if

>

I /I, for

<

I /I

then lim an
!

xn

but the

>

and

so there will be an infinity of terms in the series whose absolute


values are greater than 1.

Thus any power-series has an interval ( 1/, +!/) within


which it converges absolutely, and outside which convergence
is impossible.
By writing x in place of Ix, we can reduce this
interval to the special one (
1, +1): and we shall suppose
this done in what follows (we exclude for the moment the
cases

or

oo

).

Thus suppose that we have a power-series which is absolutely


1 and + 1
so that if
convergent for values of x between
n
/
is
1
number
between
and
the
series
any
^|^,,|& is con:

vergent.
series

Then, by Weierstrass's

Jf-test,

2a n#n converges uniformly

because in that interval


|

n -suit that

a power

series

a nxn

it

is

clear

the interval

in

an kn

that the
k,

+/>),

Hence we have the


converges uniformly in an intercut
|

which falls entirely within its interval of absolute converge


It sometimes happens lint further tests (such as those given
in Art. 11) shew that the scries is .il>solm<-ly convergent for
= l; and then the interval of uniform <-<>n\ i-r^viice extends
|oj|
.

50]

vi

U)

-f

:npare

ami apply

But

\\

al>

may

it

\rt.

lerau*e

11),

tli,;'

happ.-n
nt:

ith

tin-

,in.

tli.-

inn-eases with //.ami

ca -

this

in

variahle

leqUi

is

than

(if

O^u

Con-

1
i.

rmly
nei-tl

IP

an interval which

in

as far as ./=

The

1.

l"t\v-cii

and

<>

ft

in

uniformly

lnit

tlit-

Similarly

).

it'

./

2a,,a;

~(

(hut

1.

(-,

int-rval

the-

includes

uniform C0nv<

nt ili- interval nf

Ex.

not

apply Abel's test


factors X n D<

jH.ints

-4-1

1,

+/)? where

is

any

niunl.-i-

l-l.nig to the region of

n,,t

.1,,

uniform

Ex.

Tin-

2.

i-.ifi's

Ex.

+...

The

3.

the interval (-1, +1).

in

uniformly
ft

8
<-"ii\erL. es
f

uniformly

li.-tv.

\\V

luit

the p-'int -

ivturn

HM\\

hitherto

side.

tin-

1"

seriea

the

(-.1.

-f-^1).

Tims the

Where

or

()

oo

which wv havr

"=0

converge ai.sMhurly tor any value of x\


uniform convi
may be taken as

will

SB"

interval

happen^ that

it

It'

O,

and

+1). whore / is any urn


the region of uniform

(-,

il>es n>t lifhuig to

cases

th.-

to

one

.n

k-t'l

-i

the interval

in

>i'

.1

can

)>

arhitrai-ily

la:

si-i

1-f

.y foi-1,

On

+.1

any value

the other luunl.it'

lini
\

t'or

An example

* ami

is

a n |" =

of

any value of x other


of

uniformly omver^ent

ii

).

tli

led 1-y

i:

tha.

the

Sei

"

eannot

POWEE

130

There

is

SERIES.

[CH. VIII.

one important distinction between the intervals of

absolute and of uniform convergence; the interval of uniform


convergence must include its end-points, but the interval of

convergence need not.


terminology, the former interval
absolute

use

to

Or,
is

closed',

the

convenient
latter

may

be unclosed.

That the interval of absolute convergence of a power-series


is evident from Ex. 1 above, in which the
series is absolutely convergent for any value of x numerically
less than 1, but the series diverges for x = \ and oscillates for
1
x=
On the other hand, Ex. 2 gives an illustration of a
need not be closed

closed interval of absolute convergence.


But we proved (at the end of Art. 43) that the interval of

uniform convergence must be closed, whenever the function

Sn(x) is a continuous function of x. Now for


2aw # n we have
Sn (x) = a + a :x + a^x? + -f anxn

a power-series

which is obviously continuous for all values of x. Consequently


the interval of uniform convergence of a power-series is certainly
This fact

closed.
p.

129,

is

or Art.

top,

not deducible from Abel's theorem (see


51), for it does not appear impossible

a priori that a power-series might diverge


1.
be uniformly convergent for x
|

theorem

51. Abel's

is

x=l

at

<

and yet

expressed by the equation

Km
provided that 2a n is convergent; this of course follows from
the fact (pointed out in Art. 50) that x = l belongs to the
region of uniform convergence and from the theorem (1) in
Art. 45.

Abel

also

appeal to uniform convergence


theorems.

A =a

Write

Then

since

to + oo
then 2a n # w also
This theorem cannot be proved by any
but the following method applies to both

shewed that when 2a M diverges, say

tends to +oc as x approaches

1,

form of Abel's

x,

#2

1.
;

A^ciQ+a^
,

...

Lemma

is

...,

J,,

rt

+ a 2 +... +

a decreasing sequence,

(Art. 23)

'

we have by

the second

50, 51

ABEL'fl THfiOBl

\\hnr
//

//,

'

ar-

//

tin-

ami

IIJIJMT

limit-

1" wt-r

are those

limit- an-

ill,-,-

Sin..-.-

.1,

.1,,,

...... m _i, and


l

(1)

ind-|M-nIi-nt

<!'

y,

we have

-O-H /'.-''" =Sa^^ //

'

//,,*".

*MWI
I

*,

we can

then

h:il

however small

be.

may

ami
indi-x

the

Thus

Hut

Me frin

\vt-

]..

only on the series

-ntls

2# n and

is

therefore

5) both th.-

maximum

that

(1),

and so

arbitrarily small,

is

di

///

oi

independent

ami minimum limiting

Note

(see

(6), p.

valu.

lim (l'/,,r M ) =

Hence

to

lal

s.

=-

x-*l

lar.u't-

may !.

.V

lim
x

ility

\\hnv

/,

way

with

c.uin.M-trd

that

A'

as

In

//. n

.V.

ust-d

we prove

alx.ve,

that

that

results

is

the theorem of com-

series.

are

t\\"

ilm-r^-m

from

//

that

by the same argument

inur

ami
/..

s<>

>//

seiief,

ive

tl.-

an

(1),

Z?,,

=^

-i-^i

+ -" + ^.

IM(>

and

Thus, provided that


(2)

_:

see

f..icur

tin-

I'/-,

I'./,,,

similar t>

timl

J n |fjniafrr n

two divergent

parison for

Suppose

I'./,, ./"

we can

// So,, otcillatesi

lim

ly

can

*!

an aixumrnt similar t> that

l.y

/-'////,

we

oo,

Thus

so that from (1)

Thus,

to

say

h" \\.-v.-r

//,

/>,

//v

".

tind

yc<

applications of the theorem

v=
it

is

.")+*-

-"

generally the case that a*

is

always

POWEK

132
.

lim

Obviously

</>

Xf-l

(# ) = km jHm ,

SERIES.

and lim

[CH. VIII.

= Km/h m

3> (x)

X>I

Bn /A n approaches a limit
then possible to choose m, so that

and now suppose that

however small

lim
X>I

Hence from

we

(2)

Then we have

be.

may

<f>

(.r)

^l
if

have,

as

n increases

is

it

at once

and lim

<I?

X --l

(#)

/(^)

X-+\

X-+1

Repeating the former argument, we find that


!

In a similar way we can prove that


that

Bn IA n

if

oscillates,

f(x)

may

Bn /A n-*&,

if

then f(x) -+cc


and
between limits which cannot

oscillate

be wider than those of B n /A n


Thus we have the theorem, due to Cesaro
+ b n ) / ( + !+...+ a M ) approaches a
If BJA n = (6 + 6 X +
.

. . .

Jmite or

definite

limit,

then

infinite,

lira [(26 B ay)/(2o H


ac^l

)]

= lim Bn /A n

>oc

a result which can be obtained also from Art. 153 of the Appendix.
It should be noticed that if b n /a n approaches a limit, Bn/A n approaches the
same limit (Appendix, Art. 152) thus a particular case of the theorem is
:

If b n /a n approaches

definite limit, finite or infinite, then

lim (bn /a n ).

Ex.

It

1.

form

possible to obtain the first

is

of Abel's

theorem from

the last theorem, by comparing the two series

Ex.

2.

by comparing the

Similarly,

4;r +
we

see that

.J

+ .4 + .4# + ... and

lim -(A

if

series

+A

then

lim(2,,.r

[FROBENIUS.]

Z.

x >!

Ex. 3. Again, if the limit in Ex. 2


a further mean. Suppose that
,.

tlien

+ (2^ + ^

n.

.t<-

we may

consider

the series

)^+(3/l

and prove that


\\'-

not definite,

we can compare
y|

is

tliat eacli

+^J
lim

-i-.l

i)^-f-...

(!'</,.../")

of tin- <-.\ainik's

1,

=
2,

and
[C'ompare Art. 123.]

3 includes the preceding one.

CONTIM

51, 52]

Ex.

AH

4.

ITY.

n-a<ler

tin-

<'

'hat

in,.

+ *'+...) =

(ii)

+ 3'-V+...)=I

'.r

*!

In rase

the

(i),

+ ...)=

'-Kr' -.!>

'

sei

14.

^4.... gi vt-

while the series for (l-.r)~* gives


'ml

M0

DM

\ve

(iii)

.l

we

A(

It'

r,

'I'ln-

liin
[

LT'-ii'-i'al

rl

<)...2.

-f 1).

roA.
great generality on
quote th- f-ll-.v.

ire

examj.],-

th.-n

<.

A(./-) .*]

-.r)] for values

(1

thcoiviii^

to a ptwvr-srrii^.
iiu-nts

(1)
,,f,

<>f

2A'(n)

neaf t<

./

1.

Properties of a power-series.

52.

of

that

approximately ly A[l

the,, reins of

pi-..\,-l

A> an

.l

-2

log(l-x)

!'

+ ... -f

.-!,

1)

tin-

J,,+

liav.-

r=l.

funetiin

i.-

than

+
\\hile

tli;c

li:ive

1'rin.u'slHMui*

\vhieh diverge at

= 3.

ZfH

cx>logtt/log,

th- fa-t

Kinally, in case (iv)

sl,,wly

f|

40 of course apply

in Arts. 43,

proved

that

BO

can inakr thr

\v.-

i'ullnwin--

state-

2an#* is u

power-series

rval

'/

"/////'//

/'/>

<;,,ili

n>iu.-< fu

region

<Val ii'itliin

//'

is

r>

!'",>

(<-;

')"

uithin

any

f/

+1

*(Saj> xfc-2

fl

<>

any

<

-'-r

<>f

+t+I
).

noe

reg
:

!/,

\\'r

nutf

that

p^

interval

tin-

nit

thr

I'rnin

80 that

lit,

alt.'ivd

i'act

"

,Mf
i(

M,

ditrcrcntiatiun

l,y

that

lini

//

= lini 1^1" = lim

f:

convei

altsolut,-

<t'

-.

linn.

>f

1,

p.

i.

\vi,,:i-

full

will he found.
i

>r

lim(n +!)/!=

1.

so that liui/c

1-y

Art.

>

l.Vt in

.i\.

references

POWER

134

interval

the

[CH. VIII.

Abel's theorem (Art. 51) to the integrated series


(2) the point c z may be taken at the boundary

By applying
we see that in
of

SERIES.

of absolute

that

convergence, provided

integrated series converges there,


series does so or not.

An

example of

(4)

If a power-series f(x) =

no matter whether

the

the original

this has occurred already in Art. 47.

^a x

converges

an

within

interval

k,

an

there is

-f-/c),

interval within which f(x) =


t

has no root except, perhaps, x = 0.


For suppose that a m
then the series

is

the

first coefficient in

f(x) which does not vanish

a continuous function of x, in virtue of (1) above, and fm (x) = Q for #=0.


find c, so that \fm (x}
is less than ^ a m
if
x
c
k
consequently in the interval ( c, c),
is

Thus we can

Hence /(#) =
and

is

if

interval

c,

has no root other than # =

different

from

zero (so that ra

= 0),

oo

a =b
two

/(#)

c)

has no root in the

(4) that:

If two power-

g(x)

n
^b nx are both convergent in the

be,

we can

which

satisfies

may
S),

= &!,

we hardly

known
x |< &

is
|

series are identical.

In practice,
f(x)
that

< <

oo

= ^anxn

then
the

in the interval (-c,

interval ( k, +/c), and if, however small 8


find a non-zero value x l in the interval ( 8,

and

c).

an immediate deduction from

(5) It is
series f(x)

ever need this theorem except wlu.-n


be
to
equal to g(x} for all values of x, such

We

have hitherto discussed the continuity of the po\\< Tfrom the point of view of the variable x\ but it sometimes happens that we wish to discuss a series 2/n (y) xn
53.

series

regarded

as

function of

the variable

y.

The following

theorem (due to Pringsheim) throws some light on this question:*


*

Further results have been established by Haitn^s (Math. Annalen,


9), Using more elalmiatr aiiaK

1006, p.

K<1.

CrJ,

PEINGSHEIM'e THEOREM,

52, 53)

caTi be

\'

and

are fixed

A,

trl,f>re

2/,<

la

th.it

<

./

',

if

8u</< ////

interval

we

theorem,

tli-

;>
,

(-pJ-J

which

in-.-.l

is ino!

compare the

<.nly

ami

of y

-p.-ii<l.-nt

i>

ainl

is

a continuous

tlu-r.-1'ore

function

series

OQQVefg

Weierstrass's

(1

th-

'),

<

continuous for all finite mines ofn, and

when |05|<A': tlms the s.-rics ^/' (^).a5* (by


cm vi-r^-s uniformly with iv^unl to // in
;

Then

any value.

f/tc

,i

A'.

To prov
with -/l?i

?i /ias

'//'/

>ntlnuou8 fuiirfiun

found

of

int.-rval

//

in

that

Interval.

was erroneously ^uppo^nl

It

1/

'/

rriii^shrini

that this c.nlitimi

The

>

sullici-nt

< <A

con-

(a-<umin^ /',(//)
an .-xanipl.- s

./

not sutlicient (see

is

the convergence of
to ciivun- th-

that

lias cotistruct-<|

rxainpk-s are due to AK-1,

follnwitiLT

(1) Tlu-

was

But

tinuous).

Aln-1

l>)

tin-

of

continuity

li\-

intn-val (a,
n
^/ ,(iy)a; for

in

A'

l'jc+-2 '.c-+...

Example

\\itli

+ ,<\c" + ...

(5)

the i-xccptimi of (5):

(\jc

<1)

represents a continuous function of y.

ffiiny+i
MtiiiMini.-

COnvergea

'

it"

miniums

\,

it

i-

(,

I)

Thr

-.

./

<1

ntiiiu.us at

<.f

>i

if

v=0,

thus

Art

(see

tin-

4;r, ...

2?r,

X\<\\ and

+ ...

Imt altln-uirh

liin

tlu-

tii>t

...nv.TLrt-iu-c

."'

"'-'

tan"

t.-nn y(l-f//-).

Thus

/'(y)

u)

of tlu-

sn

Spim

//

it

st-rit-s

still

(see Art. 65).

'

from
tiian

ili>

fniH-ti.>ii

the 9eries

'->in ^// -.',' sin 3//

\vlii-n

th.it

= U.

Hut

if

POWER

136

does not follow from that of

SERIES.

2/M (#)#

[CH. VIII.

for all values of

Thus the

y>0.

series

converges

if

Bin2y

sin2y-

n2^

#<1, when y>0; but

the series

x>\.

if

diverges

8in.y

(5) Pringsheim's

Example

Let Jfn tend steadily to oo with n in such a way that Km


and let J/ = 0. [For example J/" = 0, J/ =wn .] Then write

J/'n+1 /J/ B

7l

and
of

it

is

y and

evident that the series

any value*

for

tinuous for

discontinuous at

values of

real

all

of x.

2/n (y)#2n converges for all real values


Further, the functions / /j, ... are con,

But

?/.

#^1,

if

the

2/n (y)^r2n

series

is

,y

For

and

so

if

|y|>0,
o

Now

the terms

(y) are positive, so that

rt

^i
From

these facts

Of course

if

it is

and thus the Weierstrass-test


54.

^1

clear that the series

<J, the series


than 1, and so

\x

positive but less

if

is

is

discontinuous at # = 0, if x^\.
= 0, because /,(y) is;/

continuous at

applies.

Multiplication and division of power-series.

As regards multiplication of two


shew that if both series

power-series, the

results

of Art. 34

converge absolutely in the interval!


is given by
9

/,

+/), their product

* Because
ami

^x2n /M n

Of course
converges for any value of x, since lim Afn+1 / J/ M = ao
to be zero; if y = 0, all the terms of the series are zero,
.

we have taken y not


and

S/M (0).x2 = 0.
two

f If the
UK-

-///'///

/'

series

of tin- two.

have different regions of convergence,

this

iuUTval

\\ill

be

MUI/ni'l.K \||M\

53,54]

which OOnTflVgei

the same

ill

al.-olut<-ly

.\Nh I.IVI>ION.

apply Abel'd theorem (An.

\v-

\\

H'/V

Co

If

int.-r\al.

to the equate

~>\)

**-(So,

we can deduce
pn>\ id-d that

oner

at

all

we

</;/;>;<;,/,

hi-

(Art.

tln-nivin

assuni,-

that

tirst

from zero; and for simplicity

ditr.-ivnt

>nsilrr

CAE,

that

:{-!

convei

Beriefi

tin---"-

tin-

term

constant

\v- tak.-

08

it

i>

Thus

1.

tir-t

where

//

Now
and

Art.

liy

pi-i>vil-l

.')U.

nuiiiln-r

any
and

<!+//)-

This
./:,

arran-v,l in

1..-

pw.-rs

th.-

than

Irss

upper

radius of coir.

th.-

limit of \b n \p n (of cour>-

h.'iv

1=1-^., + ,^ -:_/,

seriefl

and we

may

th.-n

ol.tain

l>e

,.,-:

_,/,,.-:_ O/^/,^.

multiplird
-

..v

by any other

j.

for tlie (jiioti.-nt

^r" r ''-h" ,'-+...)(l-f^ r ''-f^


:

in.,

tli.-

.f

may

.lu.'tinit

Th

wben

( ,

= 0,

th,.

initial

still

l^=(l

l.c

1'iit

trim-

in tin- ilriic-minat

found as
tliat

/-_,

is

powei
n..t

/
/>',

Tlu-n, as

al,.

:u l

'',

Thus

<>:

16

ohtain

\\'-

in

may

that

In-ill^',,.'-",

th

BWO)

th.-n

w-

h.,

of

>=!.

POWER

138
In practice

mined

it is

[CH. vin.

often better to use the

we

thus

coefficients

SERIES.

method

of undeter-

should write

multiply up, and obtain, in virtue of Art. 52

(5),

from which we get successively


^0

A
is

'

2'

'

more exact determination

* ' '

'

of the interval of convergence

given in Art. 84 below.


55.

Reversion of a power-series.

Suppose that the

series

y = a^x + a 2x

+a x

converges absolutely in the interval


required to express x,
Let us try to solve

-i- ...

+ k),

k,

and that

it is

possible, as a power-series in y.

if

the equation, formally, *by inserting a

power-series
If

2b n y n

is

convergent for any value of y other than zero

(by Art. 36), the resulting series may certainly be re-arranged


in powers of y without altering its value, at any rate for some
values of y
leaving the question of what these values are
;

for subsequent examination,

y=(

A) y +
0,^ = 1,

or

and so
Thus

A+

have, in a certain interval,

+ OA + 2 & A + 3 V)2/ 3 +
= 0, a^3 + 2a b b + a^ = 0,

V)2/

a 1 6 2 4-a 2 6 1 2

we
2

on, in virtue of Art. 52 (5).

we can

determine,

step-by-step,

the

succession

of

coefficients,

6X

= l/a v

It is evident

different

from

*For the
K.xs.

case

0,

b.

= -a

z /<**,

bs

= 2a22/a 6 - aja^,
1

from these results


or the assumed solution

when

....

that a t must be supposed

aj

and a a

is

B, 31-33, at the end of the chapter.

will certainly fail.*

not zero, the reader

may

refer

to

REVERSION OF

54, 55]
\\'e

may

without

loss of generality,

with a slight

BO,

//

Then the equations

change of notation, we can start from

= + ",.''' + 'V

:1

.,-

i'or

l>

+....

.-.juations sh.-w tliat \b n \^/3n ,

])l'o\

Now

where

given

that

id.-d

the (Mjuations

ol)taine(l

in

for the

he writ!
equation ran

and

then

9E1

for

the

are

,-J's

those

which

wouM

in.srrtin^ the series

l.y

the equation

Hut

any positive nuniher less than /. the aeriefl 1


iver-vnt, and BO we can timl* a nuiuher .17 such that
it'

ft

is

/'

fol all

values of

//.

Thus we ran put

_,_
/.'/

this equation

-'i

Of

iiiii.itic.n

below.

i.f

M.

Mfl

l.e

POWEE

140

SERIES.

[CH. VIII.

the negative sign being taken for the square-root, because


and tj vanish together.

But

(p

where

+ tf-^M+p^X-Mft-n),
X = 2M+ p + 2 [M(M+ p)]
*,

Thus we have

and

can be expanded* in a
thus, since X>yu, the value of
convergent series of powers of rj, provided that 0<i;</x. But
this series is clearly the
if

0<>7</u.

as 2/3n >7 n
which therefore conw is
so
that
finally 26 n i/
j8nS|&|<

same

Now

verges
absolutely convergent in the interval ( /x, +/x). Consequently
the formal solution proves to be a real one, in the sense that
it

certainly convergent for sufficiently small values of y.

is

It is perhaps advisable to point out that the interval (


/*,
+//-) has
not been proved to be the extreme range of convergence of the series 26,,y
we only know that the region of convergence is not less than the interval
;

For

instance, with the series


$
X1
^ = r + 2! + 3!
'

we

could take as the comparison-series

This

is

found to give

X=
and

the method above gives an interval only slightly greater than


+). But actually (see Arts. 58, 62 below)

so

(_^

and the

series for

y = e*-l, so that ar = log(l+^),


^ converges absolutely in the interval

1,

+1).

Lagrange's Series.
In books on the Differential Calculus, an investigationt is commonly given
for the expansion of x in powers of y, when an equation holds of tin.- form
56.

We

fSee

=
anticipate here the binomial expansion of Art. 61, for the case v lt.
-ntinl
7:
Khvanl>,
for instance \Villiain.-on,
('d/nt/it*,
/>////
chap.

Differential Colai'm, dia|). 18.

I.

55, 56)

process 'gives an

an

LOB

-t

tin-

jH.^il.K-

in a

l'-d

""

ivality,

,-,
d-

tin-

mis ^grange's prol>h-m

iw.-i >i<.n

tli-

t..

t-<|iiivalrnt

I^agrange's

tin-

nf

n>w seen

i-

the power-series

.f

-)i,-\\>

iii\-r>ti^aii"ii

M
in

<

''"""

MIC -"it

in

expansi>:

nvergent powerpOMible to write the

tli.-ii

"-"

th<-

hi-h

inf-.i

-\|.i:

'ally u.

f-r the coefficient* in

ratioo

anal

gives no

it

\\'-i

the

in

^a,^,

ti

to be,

to the

i.il

'

"!',

[/'(-')]"

ng

r\|aii-

\v.-

inert-

tin-

cstalilislj

ur 'n-ral

form

Lagrange's series in

i.f
00

\vhirh ;H

knew

\\'.-

p'\\-

small values of \x\ and

wlu-n-

/,----<,

f,

anil

"

in

iiidr<l

tlie

^_

in fa.
|.y|,

(lV"in

we can

otln-r

Art-.

and

''><>

another

is

that

."."))

ntly

\\

have

c..i-Hi.'ii-nts

still

The

to be found.

convergence cannot In- f.iuinl. ly flrnit-ntary ni'tli"ls, until


the coftli.-ifiits havr IMM-II (l.-trnniiifd.
inti-rval

..f

Mtiaic tin

.'1

we

find

-|(*.;
hividc in.w

liv

r
i/

Suppose both
tln-ii.

uiv \vliolr nuinlier,

\\1,

thifl

on the

riu'lit.

t<>

i-|iiatiin

thriv

is

and wr get

-\pandi-d in asn-iulin^

IK-

..nly mi.- t.-nn+

containing *

'

and

this

= r.
is

It

n,\v

,-1,-ar

th.-

tli

'.lie

\cept for

7i

r,,-Mi.-i-ut

..f

./--

the rxpansion of

in

finl of tlu- cha]

= r,
1.,

= Jo*-"' +
hut

in

this

sen

t-\i

if

is

because x

On

tlu-

loss

than
;

othfcr h:inl.

if

r, \vr

nt

'
>

r,
,.f

any pow-r

1,

g+^
= + J5,^

term

in

POWER

142
r

in ascending

g'(x}jy

formula, although
It

[CH. VIII.

and this is equivalent to Lagrange's


powers of x
put in the above form by Jacobi.*
;

first

to be observed that

is

SERIES.

if

the equation in #,

solved by some algebraic (or other) process, there will


additional solutions as well as the series found by reversion.

is

usually

be

This series

gives the solution which tends to zero with y.

of

y=x-ax?, and g(x}=x, we have

Ex.

1.

x~ l

in the expansion of

If

(x-ax*)-

Thus we get
and

=x- r (\-axY r

to

find the

coefficient

rdr =

x =y + a# 2 + 2a 2y 3 + 5a3?/ 4 +

so

which converges
Of course this

if
|

ay

. . .

< J.

series gives only one root of the quadratic in x,

Ex.

2.

In like manner,

Ex.

3.

The reader

if

y=x-axm+l we
,

will find similarly that

namely

find for one root

if

y=.r(l+#)

37i37i+l

n
,

then

+ ~,

method of expanding g(x\ we take the followbx


ax
e
in powers of y = xe
To
expand
ing example
r (a ~ rb)x
r
and so the coefficient of x~ is easily seen to be
Here g'(x)ly =ax~ e
Ex.

4.

To

illustrate the

a(a-rby-

f(r~l)l.

Thus we have
S* = l

V + -a(a-36) y +

+ ay+ a(a-26)
2

.
s

.,

which converges if |y|<l/e|6|.


In particular, with a = l, 6=-l, ^ = e*, we obtain Eisenstein's solution
of the equation log=,y (see Ex. 11, p. 18), in the form of the series

Qes.

Werke, Bd.

6, p.

37.

56, 57

KXroNKNTI

SPECIAL

CI:I;TAI.\
57.

\|.

The exponential

SKHIER

i'<>\\ 1:1;

SERE

limit.*

\\v pn.r.-.-d tu prove that

win-!-.-

05

= liliH.
-*<>

Consider

tin- sin-rial

first

intr-Tal values

Thru we

//.

tiiiil.'-

and

6886 wh.-n

t-nds to intinity th;

n*=*X.

writ.-

>n .-xpaiKlii
"

i-

-3(i-J)...(i-^
Now.
can

u^i-

ezpressioi] satisti-s tin- cnmlitions

this

as

ni'

Art. 4!>:

tin- roinj.arisoii-series,

-,,..-

.,..

where
F<

the <nvatrst value} of |X| for any value

is

A',,

ol

we have

>r

wln-n-

A',,

is

(,!'

Also

coarse iinl<'|enlem
Hill

>'

=J

n
i

use

lini

-)=

n->.\
-|iial t<> n.

and

Finallv the

liinA'=.'-.

and so of com

infinity.

|iml+*l+s+.l_^+..

Thus
"Tin-

in-i

Mitik'ndnl

;i\

to

II.

x.

before proo

further.

tFor

tht-

That

L'<

-iitTiil ti-rni

tluTi-

-lu-s

tht-

is

;i

limit

in the liiiunnial

jji-i-ati-.st

x,

us

H
expansion of (1+^)

val

in.n

;,-iit.

,ist-s

t<>

livcause it

intinity.

is

is

supposed

SPECIAL POWER SERIES.

144

[CH. vill.

now

If

v tends to infinity in
any other way,
be
contained between the two integers
stage,
say; and of course n will tend to infinity as

(!

)"

vg will

and

since (!
follows that

does.
n+1

)" is

Thus
and

n >oo

contained between (1
2

we

M
)

see that

and

(l

n+1 it
,

write for brevity

(*+)"will

any

= Km (n+l)=x.

Thus, from what has already been proved,

it

(n + I)

between* (l + ) n and (l +
be contained between ng and (n + l)g, so that
lim

we

at

will be contained

n>x(ng)

If

v will,

n and

2/r(*,*),

r=0

be seen that we have used the theorem


lira 2/r(*,
n >-oor=0

n) =

r=0

r (#,
[lim/
>)

)].

That is, we have replaced a single limit by a double (repeated) limit and
of course such a step needs justification (see the examples in Art. 49).
;

Special cases.
If

= l/i/, we

have the equation


l

The value

+ d!
i-,+
+ l+i
z!

...

tooo=&

of e has been calculated in Art. 7

and proved to be

2-7182....
If

=l(i/-l), we have
lim (1

so that

l/v)~

e.

v->ao

These two results

where X approaches
*It

is

be combined into the single equation

from either

On

tin- ih-tinitioii

side.

understood that the positive value of (!+)" is taken; and


H+1 if " is
obviously fnntaiiu-d between (!+{)" and (l+f)
a
is
if
is
the
statement
other
h.md,
the
irrational,
consequence of
<>f un irrational ]>o\ver.

of course

then this value


rational.

may

is

>

58

57,

58.
\V.

CES,

The exponential function.


may denote hy tli.- synil."!
'

'I'd-

-ii

x*

/'<

a*

ill.-

tliat

..f

and that

X,

term

ditl.-ivntial

its

xjMuiential series

a*

(1

t'uneti..n

B)

K(x)

a contin

is

coefficient

i^

-i\-)i

by

that

ditl'-ivntiation, go

i)-i++lJ+jP+...-jrM
.=

we

see

Art.

!'r.ni

TT| .

(/--I).

rl

">7

that

"x

This rrsult
I-'A

i-an

also

.lut.-ly

..|uati.iis

dir.-ctly

prn\-r(l

(An

rule

tin-

>

values

Sequence

l'

Hut

B,

ot'

nuinlx-i-^

i-ati"iial

is

it

!'

step
In

'I'

valu- nf

t\.r

the

sometimes clearer

w,-

wli..x,.

limit

is

./,

we

write

,-

mplicate

ezpx, as

the c-hapt.T.

in

A'.

p-nerally

e\]M.ii-iit

>r

h;.

'

shall

to use

i'

.ts

it'

alid IMMMU^-

I'utuiv.

when

;/-

relation must also be tru-

tl..-

i'or

(-

lim //(/ i=

hut

oonvergeni serie& Tli.- i-.-ult


which
re positive int.-^ers)

in-atinnal

E(x)\

for

rios

inultiplyin^
leads din-ctly tc

(Art 46)

>

(in

rational valu.- of

]:ist

tin-

+-[(iyf-E(n)-[E(
Thus W B6 that

the

I'rmn

l.

instra

i>n

POWER

SPECIAL

146

The reader

[CH. VIII.

an independent proof (depending on

find

will

SERIES.

the Integral Calculus) of the equation

in the

Appendix
As

Ex.

(Art. 162).

may shew

a numerical example, the reader

that

e^=

4-800...,
6^ = 23-0 ____

and hence that

may be made to the example of Art. 59 for some of the


needed in the calculation.]

[Reference
results

The

59.

sine

and cosine power-series.


5

[3
Hn+gr-"*-

and

Then it is plain
functions of x and

as

may

that

Sn (x), Cn (x)

both continuous

are

be seen by differentiation.

Now C

(x)

= cosx
but

negative

negative when x

Thus -r-[Cl (x)]=

is

and consequently

-i-

SQ (x)

with x and consequently

(x) vanishes

is

is

1 is negative,

positive.*

(x) is positive

GI(X) vanishes with x, and therefore

when x
C^x)

is

is

positive; but

positive

when x

is positive.

Hence

-T-[Sl (x)]

=C

S^x) vanishes with

x,

(x) is positive

so that

when x

is

S^x) must be

positive;

positive

and

when x

is positive.

That

and

is,

-r-[C2 (x)]=

therefore, since

when x

*We

is

make

S^xy

C2 (x)

is

negative

vanishes with

when x

is

positive;

C2 (x)

is

negative

x,

positive.
use throughout

this

increasing with x and is zero for


for positive values of x.

article

of

x=Q, then y

the
(if

obvious fact that

if

is

continuous) must be positive

SINK AM'

58, 59]

\Ve can cnnt iniie

us INK SKKIKS.

his ai'innm-nt

and

l.y

W6

doing SO

(7 (ar),

Cz (x), C4 (x), CQ (x), ...

fi

17

find that

are negativ.

\\

h -n

...

(aj),
J
Dispositive,
while the expressions with odd Mitlix.- are positive,
This .sh.-ws that sin,/' lirs between th- tw<.

+ i>:
1

'

.v

+(
-

3-2/1+3

-I

-...+<-

,.,,1

'

(2iT~

Hence, since

sin2

we uhave
In like

manner we

(see Ex. 4, p. 8),

2n+3)l
Xs X6 X 7
KT+T? &-:+
t

to

ao,

find
...

7.6

>.4

These results have been established only for positive values


of x; but it is evident that since and its series both change sign
while cos./' and its series do not change sign, so that
with
./',

the results are valid for negative values of x also.


The figure lelw will s.-rve to sli'W the relation between

and the

first

two or three terms

Ku:.

sin./-

the infinite ser

If,.

Lot us calculate c<.s(irr) and

Ex.
\\Y

in

li,t\,- .r

This

= ^7r=r.")7<s

vci v

'

-0

&**=
07W,

=
L-S546

Also

= -00003.

-0209,

i-j:>;

0,

tlu-

wror

r-1, the error

1-oing less

IKMH.I:

leea

than -00003.

than -00003.

SPECIAL POWEK SERIES.

148
60.

[CH. VIII.

Other methods of establishing the sine and cosine

power-series.
(1)
is

to

Probably the most rapid method of recalling the series to memory


assume that sin x and cos x may be represented by power-series.

Thus

sinx=

if

we have
and

cos x

-j-

+ 3a 3# 2 +

(sin x)

. . .

so

= 0,

Further, a

because sin.r

Hence we get

and

is

2 a2 =

-!=-],

3.4.a-4 =

-a2 = 0,

and

1,

for

#=0.

=0,

2. 3. o 3 =

4.5.<x 5

COS.T is

4.

=-a

3,

or

or && =

=-

so on.

But of course we have no a priori reason for supposing that sin x and
cos# can be expressed as power-series and therefore this method is not
;

logically complete.
(2)

We may

start

from the

series,

and

call

them,

'say,

S(x\

C(x).

Then

multiplication of the series gives

C(x) C(y)

Hence

in particular

[C

S(*c) = ZS(x)C(x\

and

From

these formulae

we

C(Zx) = \C(xff-\S(xff.

can shew that S(x) and C(x) satisfy the ordinary

results of elementary trigonometry.

Further,
that C(x) =

and S(x)

is

it

can be seen without

much

in that interval.

liccaiiHt-

and

2.

and

2,

because

is

negative,

so

But

always positive! for any value of x between

C(x) can have only one root between

trouble that (7(2)

has at least one root between

it

and

2.

Thus

steadily decreases

\\i'

[ES

~
'all

this r,,ot

thru

and ao

l>e

positive.

Hence

ami

W
MI

<

>

these facts

in

<

nut

is

[t

IX.

'hap.

tin- \vh..lr

of Analytical Tri.ur "ii"iiirtry

to piove,

ditliciilt

C(X+T)--C

imliK-tioii

liy

or

l.y

can be based.

methods given

the

that

l>rlo\v,

n(n-l)
2!

\vhrre

= t&n0, and

both

aeries trnninatr after An or 4(

i(/>

that rinpl..yed

f..r

n>

To theae azpnemona
u>inu as
r

tin-

-an

i:

apply the

the.-:

coinjtarison-series
...

<>r

# = .r,

Thus we have, on putting

+ l)

;!

=|tano:|^|f |.
\\itli

exponential

limit

r+

Ait.

in

ami

1\/

iLM

.~7

\ve

get

2\^*
1

"*)!

*-\

-]1

-f-

= COS -,
^

we have
lim n /=0,

that

an.l

thus

li,n

eoe*-

lim

(H

M=l

(see Art. 58),

the

SPECIAL POWER SERIES.

150

Another instructive method

(4)

is

[CH. VIII.

to apply the process of integration

by

parts to the two equations


c

sin# =

rx

co.s#-l=-/

cos(x-t)dt,

Jo

If

we

integrate twice

by

parts,

we obtain
t

2
~\

and so on.
Thus we

sin(#-) +

co$(x-t)

r-

cos#=l-|

x 2

(x-t)--2jsin(x-t)\

and

s\u(x-t)dt.

Jo

f-2

cos(#-)J

f-x

fi

-^m(x-

find that, in the notation of Art. 59,

Hence we

find

and
61. The binomial series.
Let us examine the series

-l)-j

+ K^-l)(^-2)+...

to oo.

We know

from elementary algebra that if v is a positive


now
this
series
terminates and represents (l+x) v
integer
for
values
to
examine
the
theorem
other
proceed
corresponding

We

of

v.

By
by

Art.

x
|

<

vergent in

Now

the

12,

region

and so

any
f( a; ) =

(Art.
interval (

^l +

= vg(x)
where g(x)

differs

( l/

absolute

of

50)
A:,

the
/.,),

convergence

series

is

given
uniformly con-

< <

where

is

-l)a;4.( l;-l)(^2)^+... to

x]

say,

from f(x) by having

(v

in place of

v.

BINOMIAL

60, 61 J

Also

(1

\+( v -l)x + (i>-

-f

1)(.

x
-2)jj+...

BO that

Hence we

see that

or

/(aj)=.-l(l

where

a constant in<l. JM n<l. lit of


v\<- choose the
po*>'
consequently,
.4

But/(0)=l: and

x.

is

have

.1

that

for (l+x)",

>lue

it'

18,

This result has, of course, been proved only for the im


'.\trnl-l t. inrhnl.(-/, + /.); K't u- now see if it can
!

th.-

points
ly the

series

,/

>th

//

and so the
for

an.l

l'h-

ni">t

tile

for

assuming a

iy

On

.r=+l

'..,

the

f,,r

sum

r.-calling

is

'2'

if

i'-fl

1
is

the series to m-

18

0,

if

positive.

+a r v + <i.,.r-+

mu>t

+ </i =

etc.

supplemented as abov.- in

l>e

..nU-i

t..

o>ni)>l-t-

|i"..t".

in
r,

Thus by Abel's
iC

lind that

\vr

-'

tin-

l,

).

f(.r)=\

tliis

th--

M|uatinii

sei

sul.stitMti..ii.

in

1 if v is positive (Art.

positive (Art. '2\


of thf Sel'leS for

is

sillll

(1
I

/>>i' +

if

1).?:,

nictli-ul

rapitl

th- ditlrivntial

i^

(??

positive: and

is

i-

(Art.

term

/>th

is

(r+1)

if
">

the

<>t'

<jU<'ti.-nt

series con\< r-vs for ic=

./=+!

thenl-elll

Th.-

+1.

1,

ami

whii-h

r.)

multijilv l'_:-!li.[

and

\<

\it.

\rt.

.iiimt

must

t\\,,

L'T

s;i.

writ

that

\vitli

tlu-ir

tlitlVrmt values of f (say

j.l.xlu.t

as was
lu-

tlu-

rth

|H,

\\n

,,f

its

valur

f.-i

= l.

SPECIAL POWEE SERIES.

152

(3)

We

[CH. vin.

have

where we obtain the

we

last line

by integrating by

parts.

Continuing thus,

get

Now,

if

is

provided that

On

positive,

(l+x-t)

between

lies

and (l+#),

so that

> v - 1.

the other hand,

if

is

we can only say that

negative,

x}

IJ

-,

if

r>v-l.

Thus, in either case, the difference

tends to zero as r increases to infinity.


If

x=

1 it is
,

interesting to note that we can sum the binomial


number of terms. Thus we have

series to a finite

and so on.
Hence the sum

Therefore
is positive,

62.

it is

to (r-fl) terms

clear

to infinity

is

from Art. 39 that


if v is

The logarithmic

this

take as our definition (see Appendix


logarithm the equation

to

if v

series.

We

Because the series

sum tends

negative.*

+i+ +

...

to GO

is

divergent.

II.) of

the natural

GABITHM*

I'

81, 62]
\vln-ii

<

./'

'i

wriit-

ml-t+t
(

...tOQO,

from

tin-

Art.

l.y

log(l
llo\\.-v.-r.

"1

(oiivrr^rnrc

Can

Thus

+ .!) = ./-

ry
<>nl-r

in

in-

to

tends

to

//M

unit''.

mi

t.-i-m-ly-i -Tin

i*

cl.-arly

l.-ss

than

+1

/'

as // tends to infinity.
Ini/m-it/iiHtc series if >"//''/*

when

the otht-r han<l.

)n

tin-

/,-ro

Thus

1.

of

inlt-ji-al.-

P<

<s=

+.

= ,--^,^-f!.' -...-H(-l

i-f.'-)

which

=/.

positive, tin- la^t intf--ral

is

to

\\rib-

oF+
It'

make use

i"

861160

tin-

:!

A./--+^./- -J.i-

not

i^

it

uniformly
ha\- th- -\|>ai,

\\-

./

is

i>n.vMMl
even for

-,-111

that

x\.

only say that

jf;
than

98

anl from

+#

Jo

Ssion

tl.

be '-xrlnd.-.l iVoin

it

woull

!.

of

ami, as a matter of fact,

9;

been

|'ro\

tin-

to

.<!

li\

th<-

loirarili

96li6fl

-2

(1-f J-X = tf

i.l-

tin-

./=

cxi..-ct-il that

'

..

-i

Tli.it

.-re

is,

of

Art. 47 UM-1 Ar-

unitnim

OCH

be

ext-

tegrated series (compare

SPECIAL POWER SERIES.

154

[CH. vni.

It is now necessary to consider whether the first of these series can


be re-arranged in powers of y without changing its value.
By Art. 26,
this derangement will be permissible if the series

is

if

convergent, where f = |# |, ^ = \y\.


But the last series is the expanded form of (1 -)~ T!, which is convergent
<1 that is, if |#|<1. Thus the derangement will not alter the sum.
;

Hence we get (from the

coefficients of

and y 2 ) the equations

?/

to oo,

...

^(l + HHi)+-..
Similar (but less
of log (1+0?).

63.
is

simple) series

be deduced for

may

[Compare ChrystaPs Algebra, Ch. XXVIII.,

to oo.

higher powers
9.]

For purposes of numerical computation of logarithms

it

better to use the series

x
which can be found from the previous series by writing
2
x ).
for x and then subtracting; or directly, by integrating 1/(1
In either
than

way

-I

the remainder after

* ~T~

~*

J-

~1

terms

is

seen to be less

iX.

The

details of calculation for log f

I
5

= -20 00

-^3=
-J3-=

-^r=

may

00 00

be arranged as follows

-20

800000 +3

12 80

+7

51

+9

00 00 00

2666

32000 +5

67

6400
83

06
20 27 32 56
2

Tin-

error involvrd

-i4L_-.
result

is

rff))

in

= -40
log f

54 65

terms

l.cvoiul

m^li-ct in^

which cannot

affect the eighth

correct to the sixth decimal.

tln>

tifth

<lt<imal.

is

loss

than

Hence the

\M

>l\

LBH

62, 63, 64]

AJEf

get

Also

log}
th.-><-

In

ivMilts \\-

log:.

nmiilM-r

l"ic

log 2, log^i.
lt;

64.
II'

and

>f
.")

terms

..f

illu>t iat<-.

\\-f\-rr.

it

i^

-on verge

r
\\ritiii'_ ./--!

31,

and

,n

b;i\

reversion of

principle of

coetlici.-nts in this

<

+ ir* + ...).

series for arc sin z

.>'.

\vlii.-h

be easily calculated to a
the reader may find formulae for
to

the three series obtained by

can expreefl th- Dumerically


in

l"g).

= 1-09861:.'.

febove hav- I>MI f"iin<l.

tin-

--

tlit-

r'i"in

simOarlj

=
log 10 ^:

T<.

placrs.
in

l>y

Iog3

-698147,

'"

t'--iind

1..-

and so enable the logaritlnns

The power
>in ^. we

BO,

whi.-h .-an

7,

han
rapitlly,

'KXXXKX)3]

havr

\vi-

particular,

!.

ri^hth

the natural logarithms of all integer-

tlnil

Iog2=

more

tin-

decim

t" -ix

In (with tin- rM-i'ptinn of

t..

unit in

;i

= :.'[-imilll+-OOCn.=a'2L'.'Ji

th;ui

l-ss

again

tin-

t\v>

first

ii"'

t.-nn*

obtain

tx>

i-asy

manner: hut

Beriefl

value of

b-ast

\v<-

(Art

we

~>~>),

as a

_ ent
r

\\bicb arc

<!'

tin-

^'iirral

me

can

la\\"

th>-

<!'

tlic

ditliculty

by nsin^ the Calcn!


\V.- have in i'act
i

^c^il-^r
wlr

to

i-

The

+ :r +

.:;

between

lie

i
(

:>. 4''

,g

'

^.l.,;

-ATT and -fl-. sn that

positive
r-

B6VJ

nhtain.-d

i^

lV..in

binomial

the

Beri

I'mit
will th.
-f.r:
--^. ami
unil'nrmly in any interval (/,-. +/,) if ()</,<!.
We may int.- urrat.- fcenn-hy-term and so obt-iin
:

writing

./

= ,- + ,
i

arcrina

i.

SPECIAL POWER SERIES.

156

which
1,

converges

+1), as

writing x =

may

[CH. VIIL

absolutely and uniformly in the interval


be seen from the test of Art. 12 (5). Thus,

we have a series for |TT.


Although we have not found* a series for tana?, we can
we have
For, writing x = tan
easily find one for arc tan x.
l,

<j>,

dx
or

d>

'o

where

The

is

</>

supposed to

lie

between

|TT

integral last written is less, in

and

+ JTT.

numerical value, than

2n+l

aj

/2n,7/__!
;

lo

and this tends to as n tends


Hence we ha vet

to cc

provided that x
to

...

where

In particular

==+!,

= 1.

'oo

jTr^

we have

Of course this series converges very slowly, but by the aid


method given in Art. 24, the reader will find no great
difficulty in calculating JTT to five decimals, from the first 13
or 14 terms. The result is JTT = '78540.
of the

Art.

We

can, of course, form such a series

54),

but there

is

by dividing

no simple general law for the

sin.c

by cos a- (compare

coefficients.

The

first

three terms are

more coefficients are given in Chrystal's Alyebra, vol. II., p. 344.


The method used in Art. 54 shews that this series will certainly be convergent
XZ yA y&
< 1 &"il a short calculation will shew
any interval for which ol + T-, + ^j +

anil

in

that this is satisfied in the interval (-1*3, -f I'.'i); but by means of a tlu-ornn
given in Art. 84, we can shew that the region of convergence is ( ^ir, + ^TT).
fOf course the term-by-term integration could also have been justified by

making use

of the

uniform

coim-riM-in-i-

<>f

the series

-x'2

+ x*-

...

ntlGONOMETRK

65

64,

t"

rfoai

kii'.un

uvergence of the series

,'\,

tan

7r )

.tli. -r

= 2.H

I*-.

1.

Various trigonometrical power-series.

65.

clear

is

Art.

iVi'in

'21

that

tin-

BZpCU
i

l-2rco80+r*)- =l+(2rco80-r )+
without
may In- arraii-vd in ]M\V.-I^
|mvi<lrl that*
<r^-|.

f+... to

..!'

Tin- srijih-nre of coeflirimts

fraction

tli.-

t'..r

[en

Il

i\.

Tl.
I

\i.

.1

.1

(l-rcoa0)

....

.1

is.

alt-riiii:

h..\v\

er,

its

\alu\

MHI-- -a^ily l--ti-niiiinMl

(12

are of cuur^.' functiona

<>i'

H.

have thf Mi-ntity


1

+J

-rooed- L-h^r

:i

4-

-l

/:;

-^00802^^00802
ami

h.-ncr

we

Art.

u-in--

get,

+...

80+...

52

-I

-0-1

39,
.1
,

and BO <>n.
Thus w,

ha\.-

It'

\\v

tli.-

-l+rco80-Hrt coe20-frI coe30-h...

r_
sul.tract

and

ilivi.lt-

l.y

r,

8
an.l whn. r |
..atfl+r^^airi+r
a
<l,as..
Thiii|2roM0
:

to

\\

J^+y-co-

Jr|+^ = f|<l.

oo

;f9-f ...

tn

POWER

SPECIAL

158

Combining
1

these,

we

SERIES.

[CH. VIII.

get also

r2
...

An

to

inspection

we

see

that

r + r 2 + r3 +...
led to

exactly similar argument will give the result


to oo

By

oo

or

these series converge

all

when

when

Thus we are

0<r<l.

converges,
enquire whether the equations are not also true for

the interval

(0,

Now we

1).

find, identically,

Hence, as for the geometrical progression (Art. 6), we see


that lim.R n = 0, if
and accordingly the first equation
holds for the interval (0, 1). And the other equations can be

0<r<l,

extended similarly.
Again we have

= - 2(cos 0+r cos 20+r2 cos 30+

.)

by what has been proved.


Hence, integrating,*
2r cos + r2 ) =
log(l

we have
2(r cos

+ Jr

no constant being needed because both


Also we have
dt
>

Thus we

cos 20

+ ^r3 cos 30 +...),

sides are zero for r =

dt

(*'

==

~1

$7\

0.

5 ^ r^ ^ an

find
sin

<ft

Jo

= r sin + ^r2 8^20 + 1^ sin 30+..


*

Term-by-terni integration is purinissihU- hrcause, if 0^r^fc< 1, tlie series


be compared with 1 + k + k- + k?+ ..., ami Wt-ierstrass's J^-test can be u]])lied.

may

65

TBIGONOMETRK

\\

li.-iv.-

only

.-stal.lMi.-d

</<!:

ill--

-,,

SEED

\i.

nations above on

we knew from Art 20 thd

hut

tin-

ih-

1,

two

series

>-f ...

rin0+j MB
tin-

lepi

20+in30+-= or
i'or

Thus, hy AbeTfl theorem (Art

C080+

!ir>t

~>i

we have

>.

Mm "J

''+..--

I"-'*

-l-Vn.sfl + r2 )

-!Tjlog(4Bin
and similarly,

cos0-4cos20+Jcos:W-...=
a
in

In

likf

1'iv^li
lit-

in

tioo

driluo-il

inaniii-r

\v.-

iV.iiu

i^

tin-

-r2 )

li

the la-t

unnecessary,

]>ivcc(lin--

1,\-

clian-iiiL:-

l'r

have

hisin30-|-...=limarctaD
v

\ii\\
is

tin-

t'roin

tli.-

anu.-lc

tan

r/>,

runctioii)

ti^un-

wliich

must

-vi<l-iit

is

it

(acc..nlin^
l>-t\\v<'ii

lit-

^I

that

tin-

the

to
J.

TT

an^l.- in
drtinitioii

ijii-

of

and +J7r; so

th--

that

17.

Thu>
I

Jut

t.Tiii

Bm0+ism20+i8m30-|v .. = J(ir-0)
= 0, nr "2~. th- valu.- of th- Beriefl i>
if
in

it

vanishes: thu^

tin-

0<d<

if

>

(>

l-rc-au-

.>ntinu':

'

and
If

lies

Ix'Uveen

'2L--

aegatiye,

w.-

and 2 (Jb 4-1) IT,


.

MM these are points

wli.-iv

/,-

is

an

iir

ha\-

= j[--

of n.-n un.

series (A:

N].

POWER

SPECIAL

160
It

SERIES.

[CH.

not difficult to discuss the series

is

by a

direct method.

/(0),

we

have,

by

In

fact, if

Sn (0)

sum

the

is

of the first n terms in

differentiating,

Thus

n(#)

Now, by

Art.. 174, Ex. 2 (Appendix), the limit of this integral

provided that ^0

between

lies

and

TT

/(0) = i(7T-0),

if

is

TT,

and consequently

0<0<27T.

/(0) = 0=/(27r).

But

Thus the curve y=f(6) consists of a line making an angle arc tan ^ with
the horizontal and two points on the horizontal axis.
glance at Figs. 12 and 13 of Art. 43 suggests the conjecture that
the limiting form of the curve y = Sn (0) consists of the slanting line and

two

vertical lines, joining the slanting line to the axis (see the figure
But as a matter of 'fact this is not quite correct, and the vertical

below).

lines really project

For

above and below the slanting


$_ w^ ? ,_ g

clearly the point

line.

(X.lri)

belongs to the curve y = Sn (B), whatever the positive number


Now, as tt-*oo, this point approaches the limiting position
/i

A sin

in virtue of Ex.

3,

Art. 174.

A may

be.

Similarly the point

u = Sir.

/"*

y=

sin

dt,

Jo

belongs to the limiting form of the curve.

Now

the integral

(sin t/t) dt

can have any value from

.'o

to its

maximum

TTX (1-1790), which occurs for A = TT so that in the limiting form


of the curve y = Sn (B), the two vertical lines have lengths T85194, instead
1'851 94 =

of

^7r=r57080, as conjectured.
85

--

-J7T
-1-85-

FIG. 18.

Some
of

of the approximation curves

y = S n(0) are drawn

,sv-/vV, etc., p.
/'////.

Mag.

49

(5),

and the curve w = 80

vol.

45, ls)s,

I'].

is

for various values

and in arslau s /',.,///>/.<


given by Michelson and Stratton,

in Byerly's Fourier Series, etc., p. 63 (No. II.),

XII., Fig.

5.

<

vin.

A.

161

and Integration.

Differentiation
1.

.Ju-tify

tin-

i-iju.-itinii

5-a4s + J^-J:i/- + -~A'n:? rf

<a>

'

Thus the
De<1 ......

series can

be found

"""

Unit.

in

4>0

>-

..nal.

[GAUSS.]

+ -=

1111

ll^'-sba+-=
-Jl
[Math. Trip. 1896.]
that

.'\v

Utilise

3.

if

and

are positive integers

i-

Ex. 2 to prove that

x*

(l-.r)
r^73 + 273T4 + 3T4T5 + --^~2^ + ^^~
<<

and

find a

fonnula

fr

the

sum

of the

111

Obtain the former result also by


4.

i:

the logarithmic

2r4-4-rr6 + 6TY78--=i('r
Shew

5.

that

with

restri-tions

rrt:iin

and dedu

Ft

\:>,.

on

a,

j8,

- 3 )-

se:

.i''

y,

rh.

r (y)r(y-q-)

7-)r<y-!sy
*In

number

of these examples, the

me
are implied.
I.s.

is

used aa equiva

cases the words /or sufficiently small values of

x
^

POWER

162
6.

The complete

7.

Prove that

8.

From Ex.

SERIES.

[CH.

elliptic integrals are

Ch. VI., or Ex. 5 above, prove that

13,

r(2)

-4

,2.4.6.8
[Write
9.

a=

J,

/3=-, 7 = !.]

1
Multiply the expansions of (1-x)' and log(l-.r), and deduce by

integration that

[Compare Art.
10.

If

62.]

n
y = (l+^)- log(l+^), shew that

Deduce the expansion

11.

Prove that

[By direct multiplication, or by expanding the

(l-^)
12.

Prove that

[Use

Shew

13.

the equation
similarly that

Prove

that,

if

\x\<\,

Is the result true for

x=\

differential coefficient

LMPLE8

vin.
I

14.

Sln-w that,

if

\jc.

A.

< 1,
i

:j

:>,

log[i{lW(l-*)}]=15.

Prove that

K^,,^.,^.'^,
[It

is

easy to see

th.it

(1-

+ J* + J** + ...)

,(.

+ (l+*%r-J^ + J*-.
= 2{*-(J
,116.

tf

j/=(seco:-ftanar)

m=

17.

prove that

-IK-i + jrfa-SK.s -... =

Of

I6C,

[Hen

2a^,

(\

.1896.]

[.V

//.]

Verify that

J(arctan.r).log(l-

where
and dciluoe that

J log 2
[Here

(1

=
.1

"

!>-....

+)$-<
= S...

For the second

]>art,

[Math.T

.S)^+(*6

fi

use Al.rls thftOT

Derangement of Expansions.
18.
/

Prove that the

iy .w(m

+ l)...(iM+M-l)

,.r
'

71

whei

Sh.-w that

it

f .;-"

I'lu-fli.-ii-iit

in th.-

><(w

+ /0

i-\ji:uiin

/>

>

//(/<-!)(/
4!

2!

-,

is

inultiplr

.f

the o..tlicient <f

in

--7V

- -- --

(1+-.

(1-

the expansion of

i+qt

3-;;

(1-

POWER

164

Expand exp (arc tan .r) up

19.

SERIES.

[CH.

term which contains

to the

x>.

[Math. Trip. 1899.]

(l+^2 )=y, and

[This function satisfies

^ = 1,

/nl ) then

This gives

=1,

=-l,

=-7,

possibility of the expansion follows

20.

Shew

if

find that

if

an+l = a n -n(n-l)a n -i.

The

that,

we

so

....

from Art.

36.]

|#|<1,

>. 1902.]

[This

is

If

21.

the expansion of (2+y)a where

#=2y+# 2

y=a

+ a 1 ^+a2 -^2 + .-.

obtain the

>

first

use Lagrange's series.]

and second terms

in the

power-series for
1

yApply the

22.

and

a^x

I
Ids
-----

=-.

example to prove that

last

x dy

y-a

if

- [(x - a) cos
f(x) = (sin x sin a)~
a]"
!

j- [/(a)]

Prove that the

23.

n\

number

the

- lim/(#) = | sec 3 a -

coefficient of

r
L

/"(a)

= lim/(.r),

A sec

a.

^a
[

Math. Trip. 1896.]

in the expansion of (1

^-1)^-2)^-3)

7i(7i-l)
"*"

2271-1
2(271-1)

2.42w-l2rc-3

-1

"'J'

of terms being ^(^ + 1) or

Determine the

24.

J
then

first

three terms in the expansion of

2
2
1
25. If [(l-#3/)(l-tf,y )(l-#/.y)(l -tf/^ )]" is expanded in powers of x,
the part of the expansion which is independent of y is equal to
s
- *2 2
(1 +s )/(l -^)(1
)
[Math. Trip, 1903.]
.

we expand {(\-xy)(l

[If

It

is

26.

up

[The

obtain

then easy to pick out the specified terms in the form

Expand

to

-x/y)},

we

(l+.r)* = exp(l

and including the term


first

three terms are e(l

follows from Art. 36.]

2
3
-^x + ^x - J.r -}-...)

in x*.

-J^ + JJ^

2
)

the possibility of the expansion

165

VIM.]
th-

27.

powers of

in

that

28.

\\li-

she win* that

*,

tlu-

1.3.5

(T^?

3!

1.3

th- ooefl

MI

iii->t

x*
(1
ia

..-"

to

,-ial

N '(

and hence find an

-./-'),

HARDY.]

29.

in

!p'-

ami extend to any nunil>-r


Shf\v

30.

-<*<!.

""-rr?

that

indices of 8iiiuniati"n.

-f

tlu

tliat

IH-\\

and by

-(inverg/nt,

are as

gh

^TT

-M7

:K)3.]

[.I/"'

following series are alislutely

tin.-

summing with
SB

,.

r.r

_j_

X
X
-

[STERN.*]

Special Series.

l-.-^T^'^-

i-tsii*
sln-w that
also

th-

y+1
that

V>0,

[If
'(1

-tyjt

and

If

wt'

x-i-i.-s

ran

this .-an

the
32.

tli.-

j.iov,.

I..-

\aiial.lr

i-

|t..>itivi-:

Art.

l,\-

to

\~>

that

'(

(1-r

/-,

ise

\-f

if

1).

extended

from

and

njual to

i>

in

th-

iri-t

y)

is

equal to

0>y> -1,

by

~'ilt.]

.+ ftr +
s

-(i-^o+^y1900.]

*See

Dirichlet's

.-,te

InttgraU

(c

( i

POWER

166
33,

Shew

power-series

that the

sum

SERIES.

of the squares of the coefficients in the binomial

is

>-*-

[Put a = /3=-i/, y = l in Ex.


34.

35.

[Math. Trip,

Ch. VI., or in Ex. 5 above.]

13,

Prove that

x=\.

Discuss the validity of this equation for

[CH.

Shew

times

its

that at r per cent., compound interest, a capital will increase to


original value in n years, approximately, where

In particular, the capital will be doubled in the time given by the

approximation

n=

-69.3
r

36.

h'35.

If

prove that/,(#)

is

a polynomial of degree

in

x which

satisfies

**

x ~tt

the equation
l

/2 =(.r + a) 2 +#, /3 = (# + a) 3 + 3#(. + )+#, and that if


a is positive all the roots of /,(#) = are real and negative, and that they are
=
[HARDY and Math. Trip. 1902.]
separated by the roots of /,_i(#) 0.
Shew

that /j =x + a,

37.

If

^a nxn = (l-x)-%, prove

that

and deduce that


1

n-

n-...

[For the latter part, use Ex. B,

[Math. Trip. 1890.]

2.]

Trigonometrical Series.
38.

By

writing

r=-#sin0

in the power-series for

arc tan {r sin @/(l

r cos

#)},

shew that
arc tan (a -f x)

- arc tan a = (x sin

0) sin

6-

(.r

sin 0)2 sin

20 + $(x sin

3
0) sin

36
...

where
39.

is

=cot#.

Prove that the

eerie s

convergent and is equal to $ir-6, when 6 lies between


-eot0 in lv\. :is
or
[Put r = cos0 in Art. (;:
:

[EULER.]

and

TT.

167

vin.
I

Sh-\\

40.

that

li.-iiiflrr

tin

i,.-i_-lit

If

41.

of a regular h-jtagon inscribed in a circle IB nearly


il
triangle whose Bide is equa.

le

equal

qual to

<

tan./'

-A

42.

<l,tain the f..ll.\vin;

rals

d.-li

Iog(l-2rcos0 + r-').

z)*'

'(i

Vl -rc<-

oosne

in

ItiOD
1

43.

an

sin>^si

/"'

'-f'-

l-2rcosi

Jo

'.

<;.')

intt-_'

Pv int"jratinu thr

and tTiii-ly-terni integration (Art.


and 1.

|Mati'ii

(Art.

and

./

lies

between

<>

and

C080 + ;,

nn

:J0+...

1,

= (Awe can

infer the results

')7T

2
,

r3

30+...=

cos^-f^cos

I.M.]

[!'.

[\.t- that

tin-

.iixtrmts of
\aiiiil-.

intrifiati..!!
i->

can

!<

f,,i

all

values of

0.

Th>;

d-l.-i inin.-d

unifcim

'

tinnuus.

-f ...

J,

-JA**,
I

thus:

anil thei

= ATT*, we

ur et

whi,

45).

'

*-...

~>

tind th.

The

POWER

168
Shew

44.

that,

if

SERIES.

[CH.

|r|<l,

arc tan

Prove that

45.

6+ cos 3(9 + 1 cos 50+ ... = J log cot 2 J0,


0+sin30 + sin50+...= +7r, (0<0<7r)
- 1 sin 30 + ^ sin 50 - ... = log (sec 0+tan 0) 2
sin

cos
sin

The second

series

these values of

0=^5

= 7r, STT, ..., and


changes sign at
while the fourth changes sign and

is
is

discontinuous for
discontinuous at

IT*

cos

Prove that
0cosa + ^cos2#cos2a + cos3#cos3a+...= - J log [4 (cos 0- cos a) 2 ],

cos

0cosa-cos20cos2a-f ^cos30cos3a-

46.

20 cos 2a + sin 30 cos 3a +


sin a + J cos 20 sin 2a + J cos 30 sin 3a +

cos a +

sin

cos

sin

<a<

where, assuming

Prove

47.

and

find the

if

that,

sums

...
. . .

. . .

= Jlog[4(cos + cosa)2],

=/(0),

=g(0\

TT,

i(ir-a),

ifO<0<a,

-^a,

ifa<0<7r.

0^0^7r,

of

" cos
710

sin

?i

'

48.

Series for

Sin ce

TT.

- ?r = arc tan - + arc tan 5


o
2>
4

2 2

,2.4/2\

both of these results are due to Euler.

3F

,2.4/1

LMPLEfi

vni.|

'1

'.sit

6 fl-i*
1+

also

-L
YJ. la. "flJ.
+
OV!oJ f -J 4TooL +
l

'

/'

TT

a.

'

/ l Vj.
5(100;

+-}

gave the result

-^^
lead

-7r

2 4

3 io

\\lii.-ll

169

i;

Hn

which leads to

4"fi>L

'$

:<

11=5,

COB

lu'lilv

*-*
-|

l++

7r,*4f.

2.4/144V

+-

In writing these serif* il"\\n, \\in

tin-

n..ti-

that

..

2,

below

l>e

'--in

put

f'-rni

r,

\
1

EXAMPLES

-J-

1',

Euler s Transformation.
1.

Sl,.'\\

hy the

saint-

nirtli.xl as
...

il

N'(

-/r,.

'hat

in

!+//-)[

...1

01

Similarly. jr'V- that


;

^-

.r'+...^

If

>'/

2.

By takin_

',

= J,

logty

cr

=l,

...

in

+...],

[KrLKR.]

K\.

1.

ihew that

if

:/

< 1,

'

K\
Dedu*-c that

J\J*\_

,2.41

2.4.6

v:

V3 log V~7r/~~

h"
=1
3.

Shr\\

in the first

ftlM that

'

V:

Ml

[Ei

if

4-...=

vV)-(Mr,,),-^ + (/>-,,)^
,

^;'

POWER

170
In particular,

4.

a =0,

Thus from Ex.

if

,,

=w

we

DaQ =-l,

SERIES.

find

^^

3,

2 ^ #" = (a? -f 7#2 + 6-r3 + .z4 ) e*.

Similarly,

oo

If

5.

is

[CH.

,,r

*=2|L,

an integral multiple of

and

e,

in particular

[WOLSTENHOLME.]
6.

By

integrating the formulae of Ex. 2 above, prove that

if

|y|<l,

24
l|+|:
2 w4

2 y4

Are these equations


7.

From Ex.

valid for

y = l?

4 above, prove that

oo

n
i

xn
n

[J/a^A.

^n>. 1897 and 1905.]

if

^(-l)

n- l

= 0.

Sn
71

Shew

and that

2 4

[Math. Trip. 1904.]

similarly that

Obtain these results also by differentiating the exponential

series

and the

series for (1 -4?)~*.


8.

Apply

Euler's

method

to prove that
*

m m+l m + 2 f+3

__(_*\+

"*"+ UH-W
9.

Apply

Euler's

method

to

F(a, ft 7, ^) =

where

/(,

=
ft 7 ,)
,

2
/"

Vi

"

+ l)(m + 2)\l+#/

"(7tt

prove that

(T^-a^(
!

'

x+

7- A

7'^)
x* +

...

[GAUSS.]

\MI'I. l>

171

I',

Miscellaneous.
10.

If

//

[#=;
11.

ail.

(!+.'-)

l...th

that

tha:

less

If

',-_'!'
'

Also

1.4
12.

From

the fxpan-i-.n

drrinial i-lan-s.
(>l>tain

[Til

the

in

.f

ih-t-i niin.-

(1-^.,)"

tli--

Uirr.ilL'.-JTS.]

saint-

\\-iv

tin-

of

root

t-iiln-

from

tin-

-.\]>ansi.>!
:

KK -l

Theorems of Abel and Frobenius.


13.

With

thr notation of Kx.

!>.

sh-\v

tliat

tf

14.

If

n.i

if

then

OUL]
that

apply AWl's
15.

If

<

tlit-..|

ivea

-iii.
]

ITS and

PJ

pr'\c (hat

if

I'/

^.'iil

lin,

that

if

/''

.1

oi-

di\

.-1

L.

51 to

liui t

'-nt
I

tenda to

J-^,

lim{2
X *1

Hi;.'

ntiv

and

that

.1

tendl to

POWER

172

SEEIES.

[CH,

16. If the coefficients


b n satisfy the conditions of Ex. 15, and fn (x)
n
decreases as n increases (but is always positive), prove that ^b n fn (x) will
converge provided that 2a,,/n (.r) does, if lim A n fn = Q. Deduce that when
,

/n (l)=0,

and lim

2, ^(.r) = rr>0,

[Apply the lemma


17.

If

of Art. 153.]

= 0,

ra

ll

fn(x) = &?vn
A 2v

then the series


are equal.

-f

in

Ex.

shew that

16,

2 A 2 ?> 2 + 3A 2 y 4 +

. .

If further v n has the limit

series has the limit | as

Use the method


\imn&v n = and limv

x tends

of Ex.

18.

= l,

rt

17 to
x *!

[For another method see Ex.

From Ex.
lim
x-+i

to

3,

v
1

if

2,v l

lim(?iv n )

y n is positive,

+ 3v 2 - 4y 3 +
x tends

as

. .

to

1,

shew that

and

if

converge and
then the last

1.

shew that

then lim(i'

x vl

20.

\i

Ayn = y -v n+ i, & 2 v = v n - 2v n+ i + v n +2, and

Writing

19.

then

&2 v n

if

is

positive,

and

if

-^4- y 2 -y 3 +...) = |.

Art. 24.]

prove that

15,

= 1 log 2 = lim |(- 1


IX-l)- -^^-u
-f>.
)-^^
1-.^'
*_i
n(l+x ) 2
1

Establish the asymptotic formulae (as^-*!),


,
and $n(-x)

[The difference between the two sides of the


\-x and use Ex. 18.]

~--

first is

less

than

in

the second, multiply by


21.

On

the lines

formulae (as /r-*l)

of

Exs.

17-20 establish the following asymptotic

Tf

--'~4irp
where

is

Euler's constant.

[CEsXno.]

Lagrange's Series.
22.
(t

Shew

that,

if

+ a) n = n + wi(t +

where w r

is

a positive integer,
~
n~l
+ 4- n r a(a - rh) r
l>)
is

the ordinary

. . .

+ //>)" ~ r + ... + a(a

nb)"-

binomial coefficient
[ABEL.]

vni.

B.

3
I

multiply
i.il

.". ;ind

I'.v

authors have con-id- n-d th- \aliditv

i.f

tin-

coetl

equate

equation, also due to

A1...I.

4(t + a)=<t>(t) +
h.-ii

i.

--ults raniK't
if

</>(f)

I..-

is

<i>'((

..'ivi-ii

is

\\'.

IM-M-.

M.-iy

remark, ho\v-v.-r. tha'


Tin-

1:<1.

Prove that the

<!>"((+.

Ini:

23.

-* b)

+ b) + a(a

in

i-ot-Hiri,

28,
tin-

").]

-1)]"

BZpl

\\

l'i"\,- tliat tin- roctVirirnt

'f.,"

'

in tin- <-\j>ansi<.n

(l+.r)

2 "- 1

(2

<.f

+
[Mtl,.

[Tse Lagrange's series

(1) for

y = e*-

and

(L

y
24.

and

t*

Kxjtaml

tin-

drtri-iiiint-

[Write

l>u

in

>

is

interval

= (a-

pc \vt-r-st-rics

J.a^ran.u'*

in

./,

tlie

n,

-e.]
\v

/('')]", in a>.-,-nding

for tlie f.-llowini;

coefficient

n.r;

'-

wh.

the r.\jiaii.in <>f [1


the '"tli. -it-lit ..f .'" in th- Sip
iiiiin.-

1906.]

in

.'

Trij..

-j/), wli-

)"

(*-^l+y and apply

If /'(.')

25.

']
r

t-f*-t-

and

recent

iiio.-t

that the

powers

of
:-e to

f>

(3) log(l

MK.]

[\\'<

[The ivsnlts
:

0)'"" ^

(8)0or(-l^

;;':;

Oor(-l

<4)

Tin- values
26.

occur

\vh-

(6)0
\

.-n.]

that

.i

N
27.

where

Lagrange's

s.

Use Lagrange's

(3)1/( W -1):

series to establish the eqi:

/=./(! -.r) and

on.

POWER

174
28.

[CH.

Prove that

6.7# 5

+x2)

and

where
29.

SERIES.

t=x(\

Shew

8.9.10*7
2

1
1

< fa.

that

on-l
,

nt *n-S

tt(M+l)

u-3

*(*+ 1)

(2tt

- 2)

[M^A.
is

[This is the coefficient of l/# in the expansion of


therefore equal to na n if

2o^" =

TT

log(l

2.9?),

2a ny n = - J log (1 - 4;y),

Hence

\,v(l

-z)\-

n
(l

TVzp. 1903.]

-Zx)-\ and

where y = x{ 1 - .r).
or a n = 4"- 1 /??.]

An alternative way of stating the result is to say that the sum of the
terms in the binomial series for (1 -|)~ M is equal to the remainder.
30.

Extend the method

of Art. 55 to

y = a*>x*'+ a$y? +

there are two expansions for

Shew
where
31.

also that

n is

the coefficient of

y^x^+x}-,

l/.r

in the expansion of

+ ^2 = a,y + (ab + c)?y 2 +

we

find

It

if

form

. . .

is

easy to write

in the following cases

down

if

# + ff2 = 2a,y,
1

a 1 = m, a 2 = wl (2^-l)(2m-2)/3

where

33.

. . .

a particular case of the. last example, shew that

.?!

If

if

then
32.

<7Oi

W
As

of the

prove that
,r

first

l)

!,

- 2) (3m - 3) (3m - 4)
(3 w

etc.

the general forms for the expansion of

Differential Equations.
34.

If

are two power-series which converge for |.rj</i', prove that the differential

equation

,/--,,

has solutions of the type y A + Ai. + J.y-+...


\x\<R. Here A and A\ are arbitnuy, while
conil>iri;itions of J
and J,.
(

whirh also converge for


.!._,,

.1..,

^J 4

,...

are linear

LMPLES

vni.|

17

r,

the

.'e

coii

,,-t

-f ...

we
*B

i,/;

r<R

where
\\,

and

that

/;

.i,,j,

..v+c*-;

u mob

that

if

tmvergM

Witli

35.

.!:

and

J^

/;,,|<J//-",

lin:

th-'

.1,

i-t-J,//

/;

//,,

tind

ti,,.,,

Thn-

#,=

if

+ .!,'/.

-r.

</; and

.-

lind that

\v.-

1.

.verges

til-

differential

<juati(n

tli.-

type
-...),

t(t-l) = tpQ + q

ie

inultiilr- ot
/'

[If

and

other

the

arl-itiai-y,

erti'-i-nt8

th.-

..f'

we

<|ua<lrati<-,

lind

-{(*-l+t)pl +qJA n-l +...+(tpn +qn)A


wliidi

!*

may

being

thr nth-r rM.t

is

is

J,,

with

i-mnjiai -d

K-l+T)^+...+(l-fT)^},
re S

we

If

= \t-t'\,
tak.-

/>

r = \t\,

\p,,

= |^ol

that

il

that

1'.!

.-

;us

<

as in

/,',

that

shall

have

tht-

-MI

"(uadiat
\\i!l

f-und

].

in

!'

'hat

y=y,,+

an integer. wh-n d(
(+t-t') vanishes

|*-bl^a, \y-y \^b,


and

J0^8, we

=r.

COnV<

i|tinn of tin- i-haiiL'es

Sup|iose (hat

l.-n-r

nicditicai

in-tli-..i

tip

36.

A,

lin,
6

with

Bp =

u>8.

Fur-

o.

= 1.

\\

POWER

176
Then y n approaches

SERIES.

as its limit a continuous function of x, say

dv

satisfies

dx=f(x

\f\<M,

which

>

[PICARD.]

\f(x,y')-f(x,y)\<A\y'-y\,
and so in particular f(x, y)

M and A are constants

77,

for sufficiently small values of \x-x \.


[It is assumed that for these values of x,

where

[CH. VIII.]

is

a continuous

function of y.

Then

-y |< M\x xQ

and so, if c is the smaller of a and b/M, the


\,
within the prescribed limits, provided that X-XQ <c.
Suppose now, for brevity of statement, that x>x& then
|yw

values of

yn

fall

ly-n-yl = r\f(x,yn )-f(x,y n-i}\dx<


Jxo

and
I

Thus, by integration

and generally

yn

#1

we

- .yo

77,

< M(x ~ ^o) < Me.

find

yn ^ \<^MA

Thus, by Weierstrass's rule, y


their limits

n~l

(x

- x^ n <

and (similarly)

dx

g = lim^

Also,

because f(x, y)

is

continuous as regards

yJ]

-^

MA n ~ cn
1

converge uniformly to

CHAPTBB

IX.

VKSTH IATK

Tl;I<;<>N<>.MKTl;irAL IN
66.

and

Expressions for

<-in /<M sin

tf>

)XS.

as polynomials

in c

\\V have seen (Art. 65) that

+ } r^cos 20 + ^cos 30 +

cos

Bui
f/ .-) = _[(
wln-n-

y = 2cos0; ami,

arr.in-vd in

j.o\vi-rs

of

It

is

y _r-)+^/-y-

'

<

,<'

the latter series

t'urtlu-r.
r,

2
/>2

without alteration of

7-^)3 +...]
may

be

re-

valu.-. jn-ovided

that

()</-:^|.

coefficient of

in

/'

(/-y-'-'
/ /

becan^'

)"

+ 7;-^T 7(

"/.

i"

+2
,

n />2

...

+ ---+<''y-

contain no terms in

Thus
"
,

//I

//

(f/

(71-8).

innnlxT of tt-nns
1

lciiiLT

ritlu-r

i(//

*!

Of

<

/'

1.

= y"
4-

+
l.s.

..

2
/?

y""

is

r\j session

tin-

evident that -cos//#

therefore

2
*

r*.

the

TRIGONOMETRICAL INVESTIGATIONS.

178

we have

Similarly,

[CH. IX,

seen that

rsinO

= rsin#+r sin
2

1-ZrcosO+r2

Hence we deduce that

the coefficient of rn

is

7r

~l

in the

sin $
series

+ (ry - r + (ry - r + (ry - r +


2

2 3

2 2
)

Thus

where the number

of terms

is

either

$n

or $(n

that this formula can be 'deduced from the last

+ l). We

by

note

differentiation.

both cosnO and sin7i$/sin$ are


in
of
cos$,
polynomials
degrees n and (n 1) respectively. But
It is therefore evident that

some purposes

for

of

nO

more useful

is

it

in terms of sin

0.

This

we

to express the functions


do in the following

shall

article.

we

Before leaving the formulae above, it is worth while to notice that if


write y = t + Ift, instead of 2cos0, then 1 -ry + r2 = (l -rt)(l -r/t).

Hence
and

log (1

ry + r

2
)

= log (1 - rt) + log (1 - rjt) = -

rn (t n

+ t~ n \

from the foregoing argument, we get the algebraic identity

so,

+ t~ n = y n ny n z + ...

as above.

Similai ., y ,

and

we

so

67.

find

~r. =

n~ l

Further forms for

-(n-2
cosTifl

n -3

+ ...

as above.

and

In the formulae of the last article change

y = 2 sin 6, and we find


- 1 )m 2 cos 2ra0 = y 2m - 2my'
(

2 "'

=
in case

is

even and equal to 2m.

--+... to

to (J^r

(m + 1 )

0)

terms,

then

Bir

-1

njiial in

M.l.l aii-1

iNm<2,,,+l)0 = y

<

M(2m + 1 )d

(-l)

c<

llo\vr\.-r.

arm
it

AND 006INE8 OF Mil.Tiru:

BINES

66,67]

tli.-sr

lnit

l.i-.iically.

->

+... to

(m+1)

terms.

more ele<:
pe \vli-n
nding powers of sin0; of course
tn

litlicult

iln-

rearrange

instnirt i\v to obtain

is

it

>

nnul;u' take a

f.

sji.M-ially

-(2m-l)y

asy

I7:

+ l)y 2m -' + ...to(m+ l)terms,

wording
not

i-

-2n> -f

<

+ -<:>/,<

2 'M

\\<;i,E8.

ill.-

ezpreeeiona al.
n-ults in another

way,
in

\vrit-

that

966

<(

//H,

n^ilT

/'//*

tin-

//

//

polynomial of degree

ha\-

\v-

anl w- have

sin H.

.'

\\-.-

it'

or cos

//rt

//

fxjiri-svioii
'

in X,

^ivrii alx>ve for cos

2m6,

can be expressed as a
containing only even powers; thu^

in \vritr

cos
ronxtaiit t.Tin

tin-

\\.'

Il'

?>

=1+J

l.'iii;_;-

vul.stitutr this

I.

,.'-'

-1

h.-caiisc

expression

* 4 4-

4-

A nx n

0=0 gives CO8 1101, 050.


in

th<*

diti'.-r.-ntial

equation,

tin.l

ire

.2.

.l..-f:{.

4.

/--'+.

..+<,/-

and

so

H
\\ht-n

L__

.1,

ii!!<.

//

oo6ft0>l~

r-

42 )

k
.
t

i'

Siinilarl;.

of degree

__ZV

/'.

tin<l

tliat

sin

nO

which contain^ milyodd powers of


sin 710=

4-...-I-J

.r

is
:

a polynomial
tl.

TRIGONOMETRICAL INVESTIGATIONS.

180
the

first coefficient

being determined by considering that for

we

Hence, on substitution,

+n
Thus

A x+5
3

(nx + A 3x

3.2.^ 3 +

dx

[CH. IX.

+A

= 0,

find
.

x5 +

-l)?i = 0,

x*

+n(n- l)A nxn

+ A nxn ) = 0.

5.4.^ 5

giving

to J(7i
?i

being

+ l) terms,

oc?<i.

To verify the algebraic identity between these results and those of


Art. 66, consider the case n = Q. Then Art. 66 gives
or

cos

Change from 9
cos

60 = 32 cos 6 0- 48 cos 4 0+ 18 cos 2 -

to (TT

1.

and we get

0),

66= 1 - 18 sin 2 + 48 sin 4 6- 32 sin 6


6 2 2 -2 2 )(6 2 -4 2 )
62
6 2 (6 2 -2 2 )
2
=
^sm 4 -- (6
sm ^
l-^sm +
~6!
.

-^

in

agreement with the formula for cosnO.


Again, consider the case n

=l

we

have, from Art. 66,

cos70 = 64cos 7 0- 112 cos 6

or

Hence, changing

to

TT

+ 56cos 3 0- 7 cos d.

we have

0,

sin7<9=7sm0-56sin 0+112sm 6 0-64sin 7


3

-l
v
- 7(7
2

2
)

7(7

-l

6'

)(7

-3 2 )

differentiating the formulae just obtained for


cosnO, we find

By

to A(?i

when n

is odd',

and

sinnO and

+ l) terms,

--

AND 008INE8 OF

SINES

67,68]

Ml

AV-LE8.

I.Tll'l.i:

1-1

BID

3T
to JTI term-.

when n

is

iv;ulrl-

Til'-

that

>1|. \V

in;iy

+ 80 sin 4 0-64 sin 6

co70/coB0^
an.lth.it

i(>0/co80

::i'>iii

;unl '"iiiuif tli.-sr formula--

68.

til"-,-

conditions on

ran

J,

tin-

i-,.ino\-<-i

//-T-:^>in 5 ^f

::

the last article are resti

tonn of
in

An

,,f

tone obtained in

'I'd'-

c.-i-tain

ly

\\ith

any

L.-t

//.

us no\v

st-e

il'

these

\vuy.

the &

.iniplr

which was proved to terminate and to represent cos??$, win -n


//

is

,-.

\\

/'

ifl

au odd integer, or

ninatc.

and

is

It

is

natural

not an integer, the series does


to consider whether it is con-

to investigate its >inn.


The test (5) of Art. 12 ahewa at once that the seri
.Tges
X =1; and so, as we have explained in
al>solut'-ly when
,

Art.

the

-")(),

it'

so,

series

l'llnws that

It

as on

17!,

j>.

From

it

converges
is

it

6+

7>

for

nO=l

//

is

U/nifan

values of

?j2

6,

and

# = 0-

of the

form

sin

= 0.

for

cos

and

all real

follows^ that

= 0, we have y = l,
Thus .1 = 1, 7^ = 0, and so
w

! >/

the equation
+
~7^

J.cos
\

nt>

continuous for

satisfies

this equation

,i1,..,/

-,')(

-**+%!^s*-...to

oo

any valu
This

ol)\

constants,
Equations, Art. 8).

:ul)itr;uy

.juiitiiMi

no other

solution

;m.l

can

since
l>e

tin-

found

solution contains tiro

(Forsyth,

Differential

TRIGONOMETRICAL INVESTIGATIONS.

182

[CH. IX.

Similarly, we find that all the other formulae of Art. 67 are


valid for any value of n, provided that x
1 and that the
series are continued to infinity.
\

<

however be noticed that the third and fourth series


are not convergent when x = 1 but they converge absolutely
for x
x ^k
1.
1, and uniformly for
It should

69.

<

<

Various deductions from Art.

We know

that

sin

nO _

we can

67.

write

(n odd)

sin0

= ^ + ^2 sin2 + "- +n-

sinflcos

where the

coefficients

sin"- 0,

worked out in
form at present.

are the same as those

Art. 67, but are not needed in

an

explicit
the left-hand side vanishes for

Now

(n even)

0=Tr/n, + 27T/71,

37i>,

...

so that the right-hand side (regarded as a polynomial in sin 0)


must have roots

sin

When n
are

is

sin

must be (n 1) of these roots which


and these can be taken as

TT

if

is

m.

sm0=+sin-,
But

+ sin (Zir/n), + sin (3-Tr/n), ____

odd, there

all different;
.

(TT/TI),

2-7T

even, there are only


TT

^
sm0=sm-,
.

,...

2) different roots,

(?i

2?r
,...,

Thus we have the formulae


(n odd)
sin 710

sin

sin 2 0\/

sinVV

sin 2

sin 2 2a/

'" [

X^

(n even)
sin 710

~n/

sin 2 0\/

sinVV

where, in each case, a = 7r/7i.

sin 2
2

sin 2a/

"' [

sin 2

namely

SINKS

68, 69]
It

\\|,

<>siNi:>

compare these with the

\ve

ii

.r

\I

I.TITI.

I'-TIM*

explicit

^T

Ja

In

8m-.

cos nfl

,,v

8ini(n-2)a'

way w- pn.v-

-imilar

-^y

sin

= /.1
l

identities

tin-

0\/ ~ sin 2 \

sm-/3/\

P = w/2n and

ih tin-

iI^8-

<"/'/

Again,

if

7,

/8

appear.

see that

'

sinV-2))8'

ri

\\v cMHi>itl-r tin-

we

-+

f
;

---

^in 2

l--^-o7
sm-(/'L

multiples of

fonn>

^3^ +

",iii(n-

f^
...

an*3/8/

only th-

-ii.-'
I

where

"si,^A

/.
^m'0\
,>nO = (\- sm-0\/^
B (l--v-.7~b

4n<

we can

+-

<'>7,

8in"(-l)^

I'm-muK-u- of

Art.

()(i,

it

is

that (cos 710 c-.s ,,\ may


-x]>r^sed as a polynomial of degree
;/
in cos^, tin- term of hi^hrst
tindegree bein^i
\
cos
iv
if
zero
(cos ?i0
!

,,

-2-//\, 47T/'\,....

tin-

factors of

wli.-rr
It

is

the polynomial

of theXprefisiODfl

<lit}-r.'iit

,.,

as befon-.

.-asily

s.-.-n

H_,.,, S
i-

u^--.l

in

will

(jurstion

(\2a), C080

cos(X4a

.....

f<>r

that the n ditirn-nt factors ean

>.<'-

ooe(X+2a

1>-

tak-n as

''

cosO-cos(\-f -2,
because ooe (X 2
H.-ii,-.- \v,- ha\- the

(A+2(n

i'l.-ntity

n-l
cos/-

x(X+2

.:

r=0
If

\\r

\\i-itf

in

this
2

be

form

-X]IV>-MIM wt- ha\r


II

-'.

TRIGONOMETRICAL INVESTIGATIONS.

184

[CH. IX

with a change of notation,

or,

sin

2^11

nO=

+ TV*).

sin (0

r-o

< <

But the sign must be


a, all the factors;
because, if
are positive, and it is easily seen that both sides change sign
together (as
passes through any multiple of a).
70.

We

as an infinite product.
Expression of sin
have seen in the last article that, if n is an odd integer,
sin

71

\
/

where

a = 7r/n.

Thus

if

To

we

this equation

we

T<7

= 6 we
n<j)

write

have

r=l

we apply

the general theorem of Art. 49

have, in fact,*
sin 2 (0/7i)

_02_

^4r

sin 2 (r7r/7i)

because rTr/n

than

less

is

Now

JTT.

'

this expression is inde-

00

pendent of n, and the

series

^0

r=l

/4<r

is

convergent; consequently

the theorem applies. But we have


lim n sin(0/7i) = 0,

r
hm

'
.

sin

Consequently,

The

special value

= rhm
=

-^O = %TT

II (I

leads at once to Wallis's

Theorem t

7T

TT

We

from

see,

224466

by differentiation or otherwise, that

to ^ TT

sin

xfx decreases as x increases,

thus
1

Consequently,

> (sin x)fx >

2/Tr,

if

sin (rw/n) "> 2r/n,

if

<x<
< i n.

jr.

Also |sin0/n|< |0/w|, for any value of 6; and so the inequality follows.

THE SINE

69, 70, 71]

Art.

l'"nnula

th-

combining

I'.y

PRO]

MM

i'.r

witb

fJ

the results of

ee that

''--""'
,

ifffr

to

\\hile

\v..i-tli

:,.-ijis

an

Kin-fly to

in-

ompl.-tf

M
]

given in Bonn

for

'

0=nr,

1,

ur^-d that

is

it

>ii\

fj

the

-*0

i\v

th-

hut .-\artly th-

* /

only suggest* that


:iii"t

iian

the

th.-

is

pr..(bi,-t

more

q negative factors),

Art.

fsee
L

is

pp'iif

an.l

41,

when

A(/<--l),

= sin</>,

'f

jipplyinj;

h>kl ^ood.

the thi-Mi-em of

An

additional

follows that the values of sin(rr


tlmse Nvhen r ranges

it

ti.

but

thf iwris" "idt-r.

-'r

t:

sin^^y

SL^a

pa
\v-

of fin.

>

may be m

8in 2

if

the (lan^i-r
dees n..t

..ut

J/-t<-.-t

'/'-f-1)

in

M<>il.-y

1^).

tin-

his risk
.>)

by Haiku.-- and

Lri\-i!
I

to cases

some knowledge

thf..- lin.-s inv..lv-s

i. it

j.i-.M.f

_u">"il

have Already piint-tl

\\

and

tl.

0^=-.]
i

t<

--ry

ff) /**]?).
Vf/ \ ^ /

~i

A sat

ii"t.-l

is (say f>

be of the form a 6 sin 0/0;

{jossibly

--

l-^-j
n-L

thi-

/M \

In this (.(niH-xioi). it luav be


/
6\ /
f) \
),
and th
into factors (l
(l-\

pi>

separate

so that

number,

ival

(l-^-rJ may

11

//-

we

would apply equally to

s.r

'

applv the theorem

h'

:.

\\-

appeal to get

whi.-h eonti;idi-t> thf

..btaim-d

n-siilt

before.

<

'

i-

that

thf i!if<|uality

be greater than A-

__"

'_,

and

it

i-.

<

in fact,

is

n,,

imp.

lon^.-r
-ible t"

true,

since

nr/n

may

<>nstnHt a n divergent

oomp
71.

Expressions for cosO,

cotfl.

Tin- reader ^b<.uhl tin<l n<> dilliculty


illtillitr

\\'r

pl-odlK't,

hive

in

l'nlln\\ ilio-

fed

<

ami

lilli-s

nl'

in I'xjT.-^ing
thi'

Art.

cos

wb.

tb<'

*= "ill.- .T

i^

"'/'/.

cosO as an

p!-fCC(li]i_

TRIGONOMETRICAL INVESTIGATIONS

186

Here the comparison-series

is

20 2 /r2 and
,

0=

Alternative methods are to write cos


to the product of Art. 70
rearrange the factors.

To express

cot$,

n~

so

we take

if

1
4.0
-=cot

1_

^
V

is

an<^ appeal directly

/~S~?

in that product

1}

.,,

we have

sin(0/n)cos6n

n smo, r7rn /
.

not a multiple of

si

TT.

To

this identity we apply the theorem of Art. 49,


first step is to obtain a
r
comparison-series

^M

Now

and

(n being odd)

\\,
sm 2 (r7r/^)J'

logarithms and then differentiate,

the identity

assuming that

S1 "

sin 2 (0/7i)-]

is

that

0^
sm = n sin- II r,1
n r=
and

the result

or to write $7r-@ for

we know

[CH. IX.

and our

(see footnote, Art. 70, p. 184)

sm2 (T7r/n) > 4r2 /^2


.also

provided that r

sin (0/7i)

sin 2 (r7r/%)

Thus,

<

/7i

- sin2 (0/7i) >

for all values of r such that

n>

< \n

2r

(4r

>

sin(0/7i)cos(fl/?i)
sin 2 (r7r/7i)
sin 2 ($/?i)

)/

and consequently
if

Since 6 is fixed, there may be a fixed number of terms (i.e.


a number independent of n) at the beginning of the expression
for cot 6 for which the last inequality is not valid.
But for
the rest of the terms

which

To

is

we can

use the comparison-series

obviously convergent and independent of n.


we can apply the theorem of Art. 49

these terms

the fixed

number

of terms preceding

them no

for

special test is

necessary.*

*No test of this character is requisite for any fixed number of terms; the
object of Art. 49 is to enable us to handle a sum the numher of whose terms
tends to oo with n.

71]

<'T\v.i:vr SEB1

in:

"

'

li,,,

'

I!,,

ocri

i
.

187

'-/tan
J)-J
n/ 9
n\

8in(0/7i)co8(0/n)

sinVir/n)-8m*(0/

'I'

-0i
This ivsult can also

derived

l.e

01106 lYoin the

at

product for

u>e the
Logarithmically; we ^hould then

>in(>.

ty differentiating
theorem at the end <!' Art. 4s
In exactly the saint-

way th-

to

jn^til'y

identitir- (p.

^IJ'S"^^^
and

the operation.

1*3),

Cod
dd> n

(r

-a-^s="S
2
nsin 2 (r-

w*

apply intr An.

.11

I'.',

two

the

l_y_l_
r

-f-

a~TrV
or

s<-:

4.

and

>-..=

f+:
uis- tlin-c
i

is

no

'

2~7'

dilliciilty in d-lucin.i;

+ ... =

traiisf.,nnati.ns

i'h.

IV.)
r];il,o|-at<-

(altliouM-h

,,r

being

('liry.stal's

greal

Algebra,

lar^c minihcr

ju<tili.-il

4*

interest)

ol'

vol.

l.v

dflails

1'urtluT

content

fr'iii tlu

-p+-

-J)(i'
th.-

the second of th--c

use

w.ull

oursi'lvi'S
2.

us.-l'ul

ch.

Ait.

of

analytical
l-al UN too i'ar

with making

XXX..

in

and interesting

which
ident;

\\'.-

ati.-ll.
<
i

will

l.c-

to

i'ouml

TRIGONOMETEICAL INVESTIGATIONS.

188

[CH,

EXAMPLES.
From

1.

the formula (of Art. 68)

sin(mO)=msin 9
obtain a power-series for (arc sin xf
==

ai

6T
2.
'

From

2^\l

the formula for sin

n9

to

oo

namely

3 2 /2. 4"5"^\1 2 "^32

+ ...

-sin 3

o2 /

given at the

2.4. 6

end

of Art. 69, prove that r

cosec 2 6 + cosec 2 (0 + a) +

. . .

+ cosec 2

+ (n - 1) a = n 2 cosec 2 nO.
}

[Math. Trip. 1900.]


3.

If

odd and equal to 2m + 1, shew that

is

tan 4 (r7r/7i) = ^(7i-l)(7i2 +^-3).

[Math. Trip. 1903.]

4.

If

odd, shew that

is

'^cosec^nr/Ti) = J(%

r=l

n = abc...k, where

If
If

- 1).

extended only

to

a, 6, c, ..., & are primes, shew that the above sum,


values of r which are prime to n, is equal to
2

(a -l)(6 -l)(c
5.

Shew

-l)...(F-l).

#2 + if =

that the roots of the equation 3?

AV7 = 2sin(^r),

2sin(f7r),

2 sin

[Math. Trip. 1902.]


are given

[Write ^ = 2sin0 in the formula of Art. 67 for sin

/=

-l)
To distinguish between the two
2sin(f7r) are both greater than
6.

Shew

or

7(3/

Then we get

70.

^=^7(^-1).

sets of three roots note

1,

while 2sinf;r

lies

that 2 sin (f TT),

between -1 and

that the roots of the equation

are

2cos(y7r),

2cos(f?r),

2 cos

(fir).

[The formula of Art. 66 for sin 70 shews that

f - bf + 6y -

are the roots of

The

substitution

7.

Shew

and deduce

y=x+Z

that,

if

that, if

= 0.

leads at once to the required result.]

\x\ <

y=2

1,

cos 20,

by

(fir).

0.]

iMl'LKS.

IX.]

the series

.in

\vhi--h

Shew

is

;i

that

0<*<*,

if

all

,'

the greatest

int.

_'

IN

-r

tl

to

').

Sum

9.

terra* for

series

tin-

fn.iii

.f

multiplr

RISKS.-

the series

-)+^( Kin

-i(

!si

'

[~'l!u-

in

MUD

is

smalK-i-

tin-

anl

>f

<>__.,<

if

~'^

7T.J

it

"'(- + /',)(/Mtl

II. -li..

sin

(q^ain (a*r) ... sin (a^)^

'~sin(/>J 7r)8in(^7r)...8in(
It'

S6-2a^

>h-\v that,

tin-

if

:
.

:lu-r, if

lim(// r)

= /\

;io-rnt

= li m

hl ,t

_x

/,,

wh.-r.-

~i

-J

12.

/'.

caniict tin- first ]n-olu.

i>

rxcliuled

and KM

-C

**

Why

II

\\- hav.-

n. ,.,..

that

iinj.lirs

l.r

8 " iL
=1 -

[K

8
-fi?^-

written without an i-xpciu-ntial

fa

'

Sh.-w that
(l-.r)(l
tin-

terms

-fr)...

= co8(|-

aj]>l\

MX. Jl.

in

j.air-

ami

'h.

VI.. ..Staining

r(-)
4.1

\viit.'

13.

OU<

tin-

Prove that

i>r..lm-t

f.-rm

n fi
L

_r

-(

-.r)}

-**- 1= (nTT+jr^J

sin(|7r).]
:

[Ki

TRIGONOMETRICAL INVESTIGATIONS.

190
14.

Determine the limit

where
15.

/x,

tend to

Shew

of the product

in such a

oo

sin (x

= cos x,
TT)

and deduce the periodic properties


Deduce the

16.

17.

and

of the sine

that
sin (TTX)

cosine.

from the equation

product for sin.r

infinite

fi*

oos(2f)c&

Jo

of the series for cos (2xt) in

Shew

x and cos x that


- sin #,

sin

cos (x + ^TT) =

ran (&)*=* 2#

by means

Km (/x/v) = k.

that

way

from the products for

directly

"
irx II
_ QQ

powers of

7r[cot( 7r^)-cot(v 7ra)]=


^J

cot

(TTJ?)

cosec 2 (7r^) =

oo

^^) - ?o cosec
In the
18.

first

(TT^)"]
_l

last

L\(

%/

lim

limf 2 2
L m= _v = - ^

and

[We

in the double

Shew

=2

-j

ri
3

W)

(.1?

oo^^-'

n=-V X

v _^o

19.

= -+ 2'

-n a-n

[EULER.]

^.4y
is

excluded,

example that

I/->ao

and

(Art. 68).

and second equations the accent implies that n =

Deduce from the

where

=2

---

-co

sin

F/ - #\
- )e*/ n H
1
-

7T

[CH,

summation

7
(a?

all

ll

- m)(x - n),1=-^
J
,

values

m = n are

excluded.

that

sec ^

r^2-CTZ^ + yjl a*"'"'

[EULER.]

can get the expansion for cosec# from the identity


cosec x = cot

( Ja?)

- cot #.

The second series can be derived from the series (equivalent to the

by writing x+\ir

for

x and grouping the trims

differently.]

first)

iMFLES

i\.
I

Shew

20.

that

-lfc+A+A+.~

I
Deduce the value

of

l)-'

n=0

being excluded from

21.

l'lo\e

Miiimiation.

tin-

?("
If

22.

term

the general
in

1896.]

[J/.-

tli:it

<

-6-7^7 + "can be divided into partial

form

tlic

1\1=0,

2"

tli. -11

1.1-'->t(</7r),

-B
all

\\li.-ic

23.

,i

the ntunbers

a are supposed

Find the sum of the

ditl.-r-ni

from

xero.

sci

-0

being
57i-2

[\
H<
L

iv\

'hided.

1\

"m/+

6^^57?00

Find

24.

vain-

tlu-

w -

-1A_
3

-I)
;tnd dftt-nniiif 5,

25.

We

C so

that

have seen <rh.

(i'/'

V!..

(271)3

may be

Kx. 11) that

quadratic

if

rr(nr(QT + rr^noT rr(3)r(/n-'


f/)J
Lr(i+oJ"*"Lr(3+o'J
th-n

Now

M.I

^l=

if^>A.

J{L
=

--

l.v

Ait. 71,

We

lind

^ = ^(^-9), ^

^fcW+fcW^-S

i:

CHAPTER

X.

COMPLEX SERIES AND PRODUCTS.


The algebra

of complex numbers.
assume that the reader 'has already become acquainted
with the leading features of the algebra of complex numbers.
The fundamental laws of operation are

72

We

x = g-\-irj,

If

x + x' =

then

x'

xx

x'

+' +

= g' +

i(>i

irj',

(addition)

*)'),

=
j/),
g'-\-i(r)
= gg' w 4- i (gri + g'rj),
.

En

(subtraction)

(multiplication)

'ti

laws include those of real numbers


and that these four operations can be carried
out without exception (excluding division by zero). Further,
these laws are consistent with the relations with which we
It is easily seen that these

as a special case

are familiar for real numbers, such as

= (xy)z.
Thus any of the ordinary algebraic identities, which are
established in the first instance for real numbers, are still true
if the letters are supposed to represent complex numbers.
It

natural to ask whether other assumptions might not be made


Thus the analogy for addition might

is

which would be equally satisfactory.


suggest for multiplication

But

this

then give

whereas

is

inconsistent

##' = {f' + i7;i/'.

with

tin-

2.r=2

x+ x= + +

relation

+ i(0) = 2f,
t'

x+x = 2x,

since #' = 2

would

[72, 73

Mill

H.sXUIIIpl
MI

laws an

tive

tin-

to fix the

Uw of ranlttp

iuulti|>li<-Hti'.ii,
tliil'

MIlllllMT*.

be shewn

r.l.

(t*

II..

'

rail

It

*-\-2) that

\>\>.

mad*-

jitjons

a8iii:

by

we

i-lse

we

are forced

'he produithout

\\

t-it

ht-r

./-,

Argand s diagram.

73.

Tin- reader

douhti*

is

I'amiliar

with the usual represen-

tati"ii d' tin-

;nt

wit):

(^,

f
19.

r.ut

may

it

i-nnvi-ni-iit

!>

inv.-

t<

^uinmary of

ln-i.-t'

th.-

tod
If

we intnxlucf polar

coordin.-,

./

shall call r

\\.-

l,y tli.-

it

symbol

with the notation


her
\V"

+./

call

From

tlu-

or

H the

/((.-<

^-f

\v.-

can

writ.-

si:

/'

>/

<>l'

mo

times also callcfl the

denote

</*w of a*):
\x\.

'I'his.

i-

33

(it

is

some-

and wo

shall

(juitc ccn^i^tcnt

previously: for if x is real, \x\ will


according as x is pov-itiv.- or negat

n^,-,!
./.

wrgwneni

<>f

diagram the nieani

./

it

is

snm- times
:-

:.

called

the

ident.

COMPLEX SEKIES AND PKODUCTS.

194

we draw through A, AB, CA equal and


C are respectively x+x' and x x.

If

then B,

x +x

A'B

= x'+ x

is

parallel to

OB<OA + AB

Since

we have

the relation
|

and

x +x'
x

similarly,

x'
\

Again, supposing

# 4-^
x

also

or

OB < OA + OA,
x
|

x
|

>

x'

+
+

x'
1

33).

|,

x'
1

I.

.
\

we have

OB>OA-OA'.

or

x'
\

x'

^>\x

It is easy to

(Euclid

<
<

OB + AB>OA
and so

OA

OA < OA,

Thus,

OA

',
parallel to
The fact that

by the geometrical theorem that

represented

equal and

is

prove similarly that

<E

2x

and generally, that

.
\

These facts can be proved algebraically, thus, consider the

and write

R = \x + af\,
J

Hence
this

is

so that IP = (f +

= r2 H-r + 2(^
2
2 /2 = 2 (r/ (r + /)

Then we have
and

[CH. X.

ft

certainly positive

s positive,

/2

if

f ) + (^ + T?') 2

first

inequality

^' + t]tj'

is

or negative.

zero

But

if

we have

so that

the sign of equality only occurring

Thus

if

in all cases

or

and the sign


which
74.

If

is

'

and
+ >;>/> r
represented geometrically by supposing that 0^1' falls along OA.
of equality can only appear

if

>?'-'?7

Multiplication; de Moivre's theorem.

we

multiply together the two numbers

x = r (cos
the product

is

x'

= r'(cos 0' + i sin 0'),

found to be

xx' = rr'(cos 6 cos

= rr

+ i sin 0),

& - sin 6 sin 0') + irr'(cos

[cos (0 + 0') + i sin (0 + 0')].

sin 0'

+ sin

cos 0')

Dl KOIVBE'S THEOREM,

73, 74]

Thus

tlio

absolute valu- of

/'

/T';

I-I*M*'
and

tli-

In pariicular,
to

of

ai'innm-nt

/'=!,

if

O + tf,

is

././'

or

i.

sum

tli-

product ,/<>->

tin-

195

the arguments

of

f)

4-

-in H

is

equal

h* sin (0+0')],

r[oo

o
therefore clear that

is

It

20+ % six
ami so

if

=cas0 + -isin 0,
/- l

hisin30;

on, as indicat.-d

to

1-

\^

pial

t<>

cos(-0)+z sin(-0);

th-

in

22.

if

i^

(cos 6

To

\vli<.l.-

any

intrrj.r.-t

''

wr

(f

thus,

I.

is

>?0

//

")"

arm
f

r n. -Dative. \\v

<

sin

/?

0.

wliol,-

is

still

have

nun
true.

./<-^''sin</>),

p (cos ??<+/

/',

and

if

whciv

= T = cos
///

indi<-.->

)"

\vh.-iv

agree that th- law of

Qenoe

si

nuinl>T. ]M>siti\-

any whole

sin

)r-r..x //-f)+ 'sin


^

,><;>

and ty

//<t)4--2/"7r.

nunil>.T.

'rh;i-

-cos
|

thus

I.

has

Th'

/,

casr

j(m0+2fcr)l

litlrn-nt
/

()

+ifflu

values, uiv.-n
constitutes d-

[^(m0+l
l.y

taking fc0,

I.

COMPLEX SERIES AND PRODUCTS.

196

large

number

Morley, some
to the

of elegant geometrical applications have been given by


will be found in Harkness and Morley's Introduction

which

of

Theory of Analytic Functions, chapter

The

1.

[CH. X.

and

triangles x, y, z

x', y',

z'

x', y',

z'

1,

1,

II.

We

note a few samples

are directly similar

if

If the triangles x, y, z and x', y', z are directly similar, any three
points dividing xx', yy', zz in the same ratio form a third similar triangle.
2.

The conditions

3.

=
1,

(where

a, ft,

y are

and

zx-\-yw,

a,

1,

real

1,1

numbers) are respectively the conditions that


x, y, z, w should be concyclic.

x, y, z

should be collinear, and that

General principle of convergence for complex sequences,

75.

Sn = X n +iYnt we say that the sequence (Sn ) converges,


when both (Xn ) and (Fn ) are convergent; and if Xn -*X, and
Fn HF, we write Sn -*X + iY.
The necessary and sufficient test for the convergence of the
If

sequence (Sn )
e,

however

is that,

small,

corresponding to any real positive number


find an index
such that

we can

|#n-m|<e,
To prove

\Sn -Sm \^\X,n

so that

Sn -Sm \^\Xn -Xm

and

Now,
find

we observe

this statement,

if

+ \Yn -Ym
-S
m \^\Yn -Ym
\Sn

\,

\.

are also convergent, so that

we can

to satisfy

and consequently

so that the condition

On

that

-Xm

(Xn ) and (Yn )

(Sn ) converges,

>m.

if

the other hand,

is

Sn - S,n

<

if

e,

>m

necessary.

when

we have

this inequality is satisfied,

Xn -Xm \<,

\Yn -Ym \<,

if

and therefore the sequences (Xn ), ( F,,) are convergent.


Thus (S) converges and therefore the condition is
;

also

n>m,
sufficient.

application of this principle we consider the interpretai sin 6 and a is irrational.


note
tion of t* where t = cos

As an

We

as a preliminary that
|

(cos

$ + i sin

$)

(cos

tjs

4- i sin

\js)

=2

sin

|(0

75

74,

<

OF

i:

OMPL1

<

numl.-i^ which

can lind

lias

so

in

-,,,|<e/|tf

>m.

11

'I'llUS

9)+* 00(0*0)}
0!<e,
<l -

|{cos(an 0)-f

>

//<

and so the sequence

gent

of course to be

limlcosajtf +

/"

<-on-

9)-j-isini
1

thT

'iiral

rfiii.-nilM-i-.--l

that

IN

It

<///

as lini/'

/"

but

-;

limits*

tin-

+ :>/,-)]

*)

l.'

to delin.-

(/.'=+!,

2,

3,

to

Thus
equally well In- regarded a> incIulMl in tin- symbol
tak.-n
-I
th.m.-anincr
must
be
be
attach.
care
to
to
^{..-cit'y
special

may

to<*; for most purposes


r.-diir, - U)

\vln-ii

t)

it

i->

>utlici'-iit

h;it

r.-tain tin- vulin-

valur ^i\'-n

tin-

l>y

which

Convergence and divergence of a series of complex terms.


"n

It'

il'

w' bave

....

Th. u

iti n

fj

.,

-f

* and

to

sums

tn tin-

nt

s,

OOIH

tli-

sum

It

^L"

is

easy

<li\

COSfflOI] l'r

inn

an

infinite

\\e

n.-.-.l

in
*

:ui

All

iitt<

-|-/y 2

4-

to

...

are separately

...

to oo

div.T^es (or oscillates),

we say

o^-illates).

i^r.-at

\\v

j>

and

tin-

l'>n-^i.in_

///.

LB Dimply th
can tind /// such that

manner

like

<m this drtinitinn

no mattci- lm\v
In

+ '/.,+
Z// (1

BtMjurncrs that

\vt-

e,

//

resptrtivi'ly, \vc say tliat

N-(-/V.

"/

that

may

..Main

-ji.mdin^

tin- n-al

be.
th.-

<lrtiniti.>n
l,

.!'

n\

<

rgence of

in

ordinary \\
only absolutely convergent }>roducts, which we shall
oniplr\

]>r<><i

Art.

77.

these values are uiuMjujil. bOMMi


(
must not be allowed

makes la equal to
t

;h

COMPLEX SERIES AND PRODUCTS.

198

[CH. X.

Absolute convergence of a series of complex terms.


a n = gn -\-iri n and if 2|a n is convergent, we shall say that
2an is absolutely convergent. It is evident in this case, from
Art. 18, that the separate series 2 n 2^ are both absolutely
76.

If

convergent, because
|fi.|^

and Ifcl^KI.

2an

It follows therefore that

convergent in virtue of our

is

definition (Art. 75); and by Art. 26 the sums 2 n 2^/ n are


independent of the order of the terms. Hence also, the sum of
,

an

absolutely convergent series is independent of the order of

arrangement.
It

is

perhaps worth while to give a graphical illustration of the method

2a n from

of inferriDg the convergence of

= a + a 2 +.
ovHail +

Let

sn

and represent the numbers

in Argand's diagram, as

ff

0*

ff,

<7fa

below

O-

FIG. 23.

By

definition

we have
Os 1 = 0(T li

Thus

*n*p

But we have

<r H <rp

=
=

S 1 S2

= <T (T2
1

S2S3

= 0-2 0-3,

etc

by elementary geometry.

0"n<7>

p>n,

if

o- no-,

represents the sum 2 an = lima w


Now, by the definition of convergence, we can choose n to correspond
to
so that
<r Mor = cr-<r w <e.

where

<r

Consequently, n can be found, so that

**,<,
centre is s n

shews

(see Art. 75) that


f,

\\hi--li

(li;r_iT;un

An

can

Since

may

In-

!<

tin-

indicates the

alti-rnaiivr

ffiii

A.*ndU nf Mathematics

p-tints

ciivlc

tin-

<>

>f

(2),

if

must

p>n

within a circle of radiiis


irJnw
taken as small as we please, the last result

or, geometrically, all the points 8P

riivli-s

diagram
\.,1.

:.,

*,,

lie

must duster alumt

Imt cannot be outside

with centres
lias

2,

3,

s.unc

limiting

it.

.-.,.

been proposed by G. H.

AlisoLI

76.77|
is

It

what has been said as to series


is not
oonvei
necessary

obviMiis n-Miu

CMIU-S,-

ni'

of ival

199

(X)NVJD

II.

-hut

alisMluh-

series whirl

i>l.-x

M<

although

-*+.
For both

of absolute values

s.-ries

which

and imaginary parts cunvi-r^, by Art. 21; but

ival

by

div.-rjres

Art.

evident I'mm chap.

may

oonvergeni series

is

K\. >)

<

I\'.

altrr.-d

Ai-t.

11.

sum

the

that

M!'

a non-absolut.-ly

derangement.

l.y

Absolute convergence of an infinite product of complex

77.

factors.

Thr

intinitr proiluct
th.-

ii'

at

11(1+

j.rMluct

to be absolutely conIt foil


convergent

"ail

i-

i-

that

onc-f

lid

11(1 -f"

'v

convergent,

F.-r

know

\\.-

that

S|a n converges: and

so

t\\-M

so

also

is

Hut

have

\\v

pi-Miiu.-ts)

and

wmpU
^

tonv*

to

still

am

deck

^11 + a.l

"

m+p

'

(l-

II

th..-

</,<!. we have

if

1and SO

Art. 39

tt

<

\\\

by

11(1
|a |) are convergent.
sht-w that (in the case of complex

Jl(l4-|a n |)

pi-M-lucts

(1+rO

II
IR-fl

since

II(l-f a

that

follows

it

converges,

>

and thnvfoiv

No

1( I

from Art. 39
a n \)
|

gent

thus we can tind

<

"

//>.

>>l-e

s. that

and

"ll'\l

",

)<l+e,

m+l
\

11.

ei Mnall

may

be.

MII tind

11

hat

L+a

>

<

1+6,

-,,4-1

-mall

may

le.

and however lar^e

/'

may

be.

COMPLEX SERIES AND PRODUCTS.

200

That

is,

II(l-fan )

[CH. X.

the general condition for con-

satisfies

vergence; and so the product is convergent.


It is easy to modify the proof of Art. 41 to shew that if
*an is absolutely convergent the value o/II(lH-an ) is unaltered

by changing the order of the factors.


Pringsheim's tests for absolute convergence of a com-

78.

plex series.*

Of course the conditions

of chap. II. can be applied at once


but since
to the series of positive terms 2 a n
1

= V(&2 + ?n2
|on|
it is

)..

On = fn + ^n,

if

evident that the square -root complicates some of the tests.


tests of Art. 9 can be at once changed to

Of course the

lim

(7n

,\a n

limDn

an

2
|

<

(convergence)

oo,

>0,

(divergence);

but the same transformation cannot, as a

rule,

be applied to

the ratio-tests of Art. 12.

Thus, the condition

n+l

by no means sufficient to ensure the convergence of 2 an ;


because whenever lim Dn oo (which is usually the case), the
above condition does not exclude the possibility
is

n+l

which may occur with a divergent


For instance, with l/a n = n\ogn and
2

series.

Dn = n

(n>2),

because

Thus,

but yet
*

2|a|

diverges.

Archivfiir Math.

u.

[See Art. 11

Phys.

(3),

Bd.

(2).]

4,

1902, pp.

1-19.

we have

TESTS FOB

77,78,79]
It

LB8OL1

can be

therefor*

conditions

tin-

ii/

li.ul />

,.ee)

\\ni\D
\\-\i\

t<i

uliMantially <-<juival.-nt
the

if

condition

first

is

-2s-

and 9st, say

the

if

th.-u

/;

:nid

/i

..l'

/"

Art.

"2.

"'

in all cases of ju-n-ti.-al intt-rost,*

r'nditi.ni "f Art.

But

"

--s;

"

limit to

conditions
lind

*!;!'
Now

s;it

tin-

it

l) n

possible to assign an

is

J?S-

-//

and so the

;(!.

sfc..n<l

C0

hld>. we

.-..nditinn

tind

si.

that

if

that

tli-

79.
It

/'

lir-t

fa'-l.r

must

nr-m iv.

Applications.
i^

/(

t<>

easy
/'

UMii^l'orii!

in Ail.

lim/v-,,>

\-2

(3),

th.-n

tind

\vc

'

win -re

fash point

only

p.
in

rnnlitinns ly writing

ri-iii^ii.-iin'.s

and

to

notice

i-

that

ii,J""'i-' =li ,,,

*-'

\irtur
-o.

>!'

and

jr-*

L'l I -

j.ital's

nili-

|/<

In particular, In

(Art.

l.">2):

no\v

w-

also tends to /.era

us take

-n,
ailiuitx slightly

m.-n-

(8)/(n)nlog
-itions.

that

COMPLEX SERIES AND PRODUCTS.

202

We

after

obtain,

few

[CH. X.

the

transformations,

following

conditions:*
(1)

lim
[

(2)

lim

'n+l

an

2,

(convergence)

2,

(divergence).

7i

> 2,
'
2,

(3)
''n+i

The most interesting case in practice


(5) of Art. 12, where we can write
(4)

^n+l

'""

It is easy to see that -if

(I

is

(convergence)
(divergence).

one corresponding to

^=a

in

(4),

i2

(5)

n+l

from (2) we see that the series 2|a n converges if


and diverges if a
in case a = l, we apply (3), and
1
find divergence.
Thus we have the rule:t

and

so

.|

<

>1

When
a.

the series

2|aw converges if the


and otherwise diverges.
|

than

On

1,

real part

account of the importance of the series

of

jm

is

greater

2an 03 M when

(4)

we

some further results.


An
shews that the series converges
if
absolutely
|os|<l, diverges if \x >1; and we have just
examined the case when \x =1 and a> 1, proving that then
2an # w is absolutely convergent.
But we do not know yet whether the series may converge
proceed to consider
application of (1) above

holds,

=l

(although not absolutely) even when a^l.


will increase with n,
negative, the sequence \a n
ut least after a certain sta^v, in virtue of (o) above; and
for

|fl5|

If

is

*The

inequalities

are here used as equivalent to the two


t Weierstrass, Gea. Werke, Bd.

1,

p.

HmP>l, HtnP<l.
185.

79]

consequent
termfl

Kurth.-r.

to

2(t n x*

of

nee

-i

if

i-

it

0,

On

the other haml.

if

0>0,

to /..TO as a

ti'iiU

argument ^imilar
1

linite

that |a n

th.-

sin,-,-

impassible,

see (by an

bo

OftSJ

is

ineivases.

/<

BO

Kx.

Ar

follows lY"m

it

limit

:;.

so that convergence

that

limit,

may

or.

< a =1,

and

tradition (4) holds

prove next that

\\'e

2
In the

first

that

evident

is

ii

place

vali;

|rt n

jiience

I'.

J0n_

(<

finally

!/lk +

*n+l

h-

.f

uly.

we bave, from

Kurth.-r.

obviously convergent

|q-a,.

im-n-ases:

//

istfl

is

it

after a cei-tain

least

decreases as

the

and

(at

1_I^ +

^n

|J|

/'-

"A

(5),

^Ik-H,

Thus
a.
-n+l

and

follows, as

it

Art.

in

the series 2|

that

IN.

a w+1

is
|

convergent
v,

\\v

have identically.

ami

ami eon-e.juently,

if

|a?|=

ami X

litlen-nt

\^

t'n

-m

1.

the

00

'

-"

conxer^es ami linn/

fl

= 0.

may aU

This result
\\'e

.leri\e.l

t'rm

it.

i-

>

<

Lilt

the

proof

is

little

tedious,

to

tlr.~

ami we simply
limit

proving

l>irirhl>

have "Mtaine.l no information as to the K-haviour nf 1


as a mat
a :_,
(

li

should

unless

= 0;
:lty

in

COMPLEX SERIES AND PKODUCTS.

204

[CH. X.

refer to Pringsheim for the details.*


Of course we have already
proved that the series diverges in the corresponding case when

an

real (see Art. 12).


final conclusion is thus

is

The

_^n_

Tf

aH+1

= l_l_/

>!)
(\\<A)

^_
VS*

<

then the series ^a nx n converges

absolutely for x
cannot converge for as
1.
a + i^, there are three cases:
If \x\ = \ and
|

>

1,

and

fji

>

(i)

when

(ii)

when

0<a =

l,

except for x =

\.

(iii)

when

Ex.

As

1,

the series converges


absolutely.
the series converges (but not absolutely),

^ a, the series does not converge.


we may

a special example

take the

(Weierstrass, Lc.)

hypergeometric series

which

(Art. 12), in

an
a n+l
so that

Then we
if

(i)

=1

see that, for

the real part of

series converges absolutely


if

(ii)

this real part is


for .r=l

is

(y-a-fi)

between -

positive,

the hypergeometric

and

0,

the series converges except

(iii) if

the real part

is

or less than

- 1, the

series does not converge.

Special cases of this have been found already in Arts. 12

Further tests for convergence.


will find no difficulty
of Art. 18 to establish the theorem:

and

21.

80.

The reader

(1)

that
|

// 2a n

is absolutely convergent, so also is

v n never exceeds a fixed


|

L.c. pp.

modifying the proof

in

number

2anvn provided
,

k.

13-17; the proof shews that (except for /&=!, when the series
is the same as that of

is

easily seen to diverge) the behaviour of 2a,,

1-A*

"I"
And

the

sum

of

?i

(1-AQ(2-/Q
1.2

terms of this series

(1- M )(2-/0(8-AO

1.2.3
is

L^\
1.2. 3. ,.(7i-l)

?i,

(iL +

)'"\

Lz/A
n-l)

It can easily be seen that the absolute value of this expression tends to oo with
and that its argument has no definite limit.

IBEL'8 TES1

79, 80]

It

ho\\,

is,

alt t-rat

ion

prove

ti,

i.re\

/////

vn+l

-f

t' n

+j

little

shall

\\

complex.

I.-ii.

Ahel'fl

-um

the

i',j+ 2

>at

need a

V -

i-

note

vn

'.ill

which

in

modilied form of

nsider the
for

<

Ai

that

to include cases

9,

Writ--

<>i;

of

tl

to

-f

l'n+i.

\Vc

1,

>+...+([T;

SO thai

N.\v (see Art.

Vw+1

2|vn

<

Til) tli'

SO that

lias

>

//<.

And

>-}-...4-('\
'

//

it'

-v

series -('..

COM v !;] it.

is
1

/'

:,

limit

<lctiiiit'-

G-

MS

;/

R-QC

=Hm|t; n

//

,)='',-'

'

and

n-

h-t

\vrit.-

\v

:n.

-'
.

iiat

if

we take

the limit of this

Q
if

Zn
Thus,

we

l(>\-

''.,)+

// is not

if

Ie86

I'

than
.

'..+i|

^'e tind. as in Art.

+",''

".,''.,+

\v- tind

)+...+

:>:>.

S,VW

than the upper limit of

-^

|,

|*t

|,

that

...

|w|,

tind

is

the form of

Similarly,
ti

n-...+(F-i-F
Lemma for complex

ITRFj-F^-f

which

-"j' !-f

al\\

if

[.[

\'
\^
we write }' = (!+!'
It
i- aNo obi lOOfl that the
se.jUriir,
injual to
Beqne&Oe, and that !'- I'

Thus,

ine.jiialit

/,/

:iul

1,

if

ami

//

i/

is

A.bel'fl

m-t !*< than

tin-

than
.

i_

,;( I",

r,,,)-f

>/

term-.

..f
* r -cr|, as r ranges
ujijwr limit as r ranges fron.

\ijp-r limit

tin-

//r

from

COMPLEX SERIES AND PRODUCTS.

206

the sequence

If

G = \imv n

is real,
positive and decreasing, we find that
so that these inequalities are almost the same as

(#)

Vn = vn

and

[CH. X.

those of Art. 23.

Now
It

apply the

Lemma

to the

then evident that this

is

H'Vm+i, where H'

Now

e,

however small

a m+l v m+1 +

which proves that the


This

may

in

less,

absolute value, than

the upper limit of

is

since 2a,t converges,

make H' <

is

sum

can be chosen so large as to


may be and then we have
;

+ a m+p vm+p
2a Bv n

series

be called Abel's test

|< e Vm+1 < e Vv

is

for

convergent.
complex series.

a function of #, Abel's test also enables us to ensure the


uniform convergence of 2a M v n at all points x within an area for which
1^1 and C/i remain less than a fixed value. For
If vn is

F = +*7

Similarly,

we can

0<

arid

vj

tfi.

establish Dirichlet's test for complex series.

0, then Ztt n t> n will


Vn+i\ converges and limi> n
limits.
between
oscillates
2a
n
finite
converge if
In fact
is here zero, and (just as in Art. 20) we can find

(3)

If 2

vn

a constant

(independent of

m)

so that

H'

< 2.

Thus

m+l

which can be made

less

than

by proper choice

of

because

r,H.o.

in Art. 79.
special case of this test has been already used

Uniform convergence.
After what has been explained in Art. 43, there will be nouniform convergence for
difficulty in appreciating the idea of
a series 2/n (se), when x is complex the only essential point of
81.

novelty being that the region of uniform convergence now


= +irj)
q) plane (if x
usually consists of an area in the (
It is also
instead of an interval (or segment) of the real axis.

sometimes convenient to use the idea of uniform, convergence


along a line, which should present no fresh difficulty to the
reader.

80,81]

\inl;M

unaltered,

is

/,,

'

ret;i

tl,

-f+o
when

l.i

M-test for uniform convergence can be

Weierstrass's

almost

ONI

<

//--

/</"/"

irifliin

'/"

.1,

t/nif

/'///

Constant,

<><'/"

wren

oerttwn

>'

///'/

ift)

^.M

co

'

i*

a/nd uniformly

''.^nltitiln
.1.

Abel's and Dirichlet's tests for uniform convergence (for a

Once from

are <>htained at

plex

The proof
I/ i') u

of Art.

(1) can he easily

4~>

IWU8 fnixt'"!'

lis<MiwiiiM

Tli.-

tn tin-

lnt

vn

\arial)l<-

out

not

is

it

n-'ithlii
tin-

to sh.-\v that
f}

,-'

><ma

9epa/ra&

f/

(liU'.-ivntiatiun

<.f

"/

and

int.-^i-ation witli respect

falls Ix-yoiid tin-

im-utiou

t<>

<>i'

tliat

BOqpe of this IxH.k:


(wlu-n tin- fun-la-

ini'iital

plannotions ha\;' hccn made clear) the results of Arts.

remain

|>raet it-ally

It

Art.

1^

i-

-till

correct,

when X N

variahle.

c<.mj.le\
Tliere

no ditliculty

i-

remain

lit

valid,

in

wlien
to

often important

is

It

4.">-47

unchanged.

evident a No that

is

com-

art;

last

iiioliti.-d

./

fluif

contfawHU

tin-

seeing that the two theor.M,


re
the functionc<m}>lex.
integrate a complex function with

rasped to a real variahle: in particular it i- usrful to consider


the mean value of a continuous function /(./) along a circle |.r = p,

which

defined hy the equation

is

where

'
,

The existence
fr-'in

and

mean value

of a definite

i-

inferred at

the o.ntinuity of /(
JUM afl in Art. lti-"> of the Appendix
the following condu>i -n^ are immediate consequences of
'

the definition
i

(iii

'

ti.

if

<

(iiii

because

\\ri<>

.ii-tant,
.1.

\Vi'

if

'+

Jo

sin /HI

00,

<J

f(
(>.

if

i.

on the

and
!

eircle.

an int.-vr (not

=(.

/.ero),

COMPLEX SERIES AND PRODUCTS.

208

[CH. X.

Further, from Art. (45 2), we deduce that if


converges uniformly on the circle \x\ = p, then

We can define the mean value without using the Integral Calculus, by
supposing the circumference divided into v equal parts at #t #2 ...av, and
writing
,

This method leads to the same results as those just proved


and thus
can
be
established
without
the
Calculus.
(p. 209)
;

Cauchy's inequalities
82. Circle of

From
vergent

and the

Art. 10

n
convergence of a power-series ^a nx

it is

evident that the series

if

series certainly

absolutely con-

.x-i

ni

is

cannot converge

if

because then a nx n cannot tend to zero as a limit.


Hence, if we write (as in Art. 50)

(where, of course,
verges absolutely

if

is

and positive), the power-series con1/L


l/; and cannot converge if \x

real

<

>

To interpret this geometrically, let a circle of radius \jl be


drawn in Argand's diagram then the series is absolutely con;

vergent at

any point within the

circle,

and cannot converge at

Fio. 24.

any point outside the circle. The circle is called the


and it will be seen that, if a n is real, the

convergence

of convergence obtained in Art. 50

is

circle

of

interval

a diameter of the

circle.

81, 82

Of

U;i

<

|.|

with respect
i,-i
n
case to which

MI

<

'h-

<!!<

wh

in

we can
\\VI.TM

[nation b
Art. 7!.

in

nniM

It

nut.

li

raae'e

npjx.s.-il
ilitifs

OO
*in

tli.-

in<l<-c<|.

circle;

ml-

diacu

that

tin-

has

I'rui^h'-iin*

n hidi convei

three

th.-

<>n

<

circle.

l.ut

not ahsolutcly.
Tinan.

ice,
-

i.

jx ti H

of

,//,,,/,'

i.l.-nt

th.- cirrli-

x =1

n-oiii

.17

6 c;in

<

and

Art-

\.-i-lal

\\V -hall,

I.

fully
Tin* iva.lrr will tind

of

"//

h<

;ilt-rati(inx

any

!'..i-

>!'

lit

60

ti

=/,-,

\vhn'int

which'

if

<

j>

that the theorems

difficulty in

1.-

for

cninplcx

|><

>\Vfr-series,

Certain

Mnall

every

ciivlr

made.

h.-in^

de hy
.

-;i\

cirri.

h-

,,,

the ciro\

only

|.IVS,-MI

rgent

Art.

in

iiinr.-

ami

th.-

at

iinii'onnly within

between

hen - "

\\

/.

we ran

intc-'i-atiiiL:-

\,

\^

uniformly

<>n

ivnlily ohtain

.-i-jn-1

>y-t

its

mean-value

crm.

,-

tli.i!

kl = /.i/0
nf

tto2 /" '/x >;ihi

Similarlv.

w-

Thus,

is

//..

lind

8[/<

we

if

.!/

-u.;

nn the

the niaxiinuin \:ilu-

circle

./

ergence,

we may

=/>.

lia\.

<

"

.V.

<M

.-ii.l

\!l

of

belongs

t<>

>

La

COMPLEX SERIES AND PRODUCTS.

210

[CH. X.

Again, since the series

converges uniformly on the circle

w^'
O

we

find

a/

Similarly,

03
1

We

= p, we

find

shall now consider the question


Can a power-series be determined so
as to have given values along a definite circle, say \x\-\ 1
Let us write the coefficients a n in the form a n + ifi n where a n /3 H are real;
:

then write 2o n # n =/1 (#), ^iftn xn =f2 (x\ so that f(x) = 2an xn =fl (x)+f2 (x).
Now suppose that when x = coa0 + i sin 6, we have f^x) = u l -\- iv lt f2(x) =u2 + iv2
= u + w where u lt v^ etc., are all functions of 6 such that U = U I + H.,,
a,TLdf(x)
t

v = v l + v2

if |c|<l, we find as above (assuming the uniform conn


=
vergence of 2a n # on the circle |#j l)

Then,

In the second integral put \Jx for x


so we have
far

and

= ^-1

(u l

27T-/0

If

we

this will

change u l + iv 1 to

iv^

u-^

-w C-X de.
)
l/
1

subtract the last result from the formula for

/i(c),

we

obtain

/ ( C)=J^
STT^'O
t

Similarly,

by addition we get

In the same way we can find integrals for

/2 (c)

in

terms of

argument being that when

w.2 ,

v2

the

changed to .',
u 2 + iv 2 becomes -u 2 + iv 2
This, however, does not alter the final formulae
/v.sand so by addition we see that these formulae remain true when the x
are omitted throughout.
Thus /(c) is completely determined (save for a
constant) by a knowledge of either u or v. But, given an arbitrary continuous function for u (or v\ we do not yet know that it is actually possible
to determine /(c) so that its real (or imaginary) part does assume the given
values on the circle; this problem will be discussed in Art. 83.
nly essential change in the

.*

is

/////'.

83. Abel's

theorem and

Suppose that |#|


tliat

2a

rt

is

known

=1

is

allied theorems.

the circle of convergence for

to converge, altli<>u-li

imt

Sa,,o;" ant

absolutely.

we take vn = j- n

It'

THEOREM

ABKl.s

82,831

An

in

'2\\

tind that

= lim|v n = 0, and

'/

V = 2\vn -vn+l = \l-

hat

Thus,

sine.in

unit'nniily

the series Sxt^" will converge

'it,

any an

which we

for

I-'

h,<

Ml-M),

any assigned mimher greater than

wh.

\x\<
'I'-,

i.

(See &beJ

ted OB

Thus

_-_)\ /J

n
In

this minlitinn.

./

__
|

r.

It

is

.u-'hly

(see

(l--2/,'-( s,/>-h
f
t-

liuiunni

to the circle |#|

~,

and the equation

(-^7T<0<i

,;>-X),

'2~>

oo8^-

2(X

ti^un-

between

;i

be NM

li.-s

of

may

(X-p)^g>

easy to see that the an-

nearly

Thus

in

32>X

.;,

arc

it

/* (CMS 0-f

-i)/,

-l)p-8
innrr

tin-

Bfl

observe thai

or

p<\d-/->

and of course

p.

interpret this iin-,,uality wre

where

1,

I'm-

nt'

1,

(witli

tin-

tintin-

case X

n>(l-

lima;.m

at

/>

-i.

ajpn);ii'lu'v

thr

taken.

lai

/A

//>/,

Il'any rc^ulai- c-urvc i> drawn fmin a point inside the circle
1, then, provided the curve ruts the circle at a
tc tlie ]>'im
./

/'unbioncnthtori
i

wliii-h

in

our

n<>i.itii>n

wouUl be representetl by p=2oos<f>

use a

COMPLEX SERIES AND PRODUCTS.

212
finite angle,

curve

[CH. X.

we can draw

that

a lima^on to enclose the whole of the


the series will converge uniformly along the

is,

Hence lim 2a n xn = 2a n where x approaches 1 along


any regular curve which cuts the circle at a finite angle*

curve.

This

is

the extension of Abel's theorem to complex variables.


in Art. 51 relating to the divergence of 2an

The theorems

cannot be extended so as to hold for complex variables quite


easily, because the lemma of Art. 80 gives less precise

so

lemma
n
series 2a nx

and it is necessary to
assume that the
possesses some further property in
addition to the divergence of 2aw
For as a matter of fact,
even if an is real and positive, Pringsheim has shewn that the
information than the

of Art. 23,

divergence of

2an

does not ensure!


lim

2anxn = oo
|

for all paths defined as above.

The condition introduced by Pringsheim

is

that of

uniform

divergence, which implies

where an

>

and the point x lies within the limacon.


from Art. 51 that lim *La n xn = oo
The reader will find no great difficulty in modifying the
It is then obvious

proofs given in Art. 51 so as to apply for complex variables


when Pringsheim 's condition is satisfied.

We proceed now to find

the limiting values of the integrals, given at the

end of Art. 82.


For example, suppose that v is an arbitrary real continuous function
then the second formula gives a value for /(c) which can be expanded as
;

a power-series in c, convergent if |c|<l. We shall now prove that if this


function is denoted by U+i V, then V tends to v as c moves up to any point
on the circle so that we have determined a power-series whose imaginary
;

= l.
part has an assigned continuous value v along the circle |c|
Clearly it is sufficient to establish the result for any point on the circle
we

so
*

shall calculate the limit of

Picard, Traiti d'Analyte,

t For consider

There

is

no

Af
7

t.

2,

p.

20

is

difficulty in seeing that,

negative,

moves up

and so lim E\ p->o

to

1.

73.

= A'P-^ (cos 20 -

the coefficients a n are positive and that


cos

as c

sin 20)

J,

where E(x) =

*.

when this series is put in the form


2a n diverges. However, if $* <0 <
-,

L(l -#)

J|=0.

^ir,

UL

POI

83]
It

be seen that

will

j-

where now

+ c _ 1 - 1*+ 2ir sin (0 - o>)

.r=co8<o + t sin

and

<u

'

,'

from Art. 65,

K'-H-H-i,

->+
and we note further

ti

f>r

'

>
1

a eontinii"u

is

Th*

>

<>,

we

the

positive,

ran^e must be

////

than

less

1.

find

)(l-rV<o
-2r 008(0-0))+^'

(,'-

and sinee

x//<.

is

int.-jrati..n

(km over any

value of the

Min<-tiou of

we can determine a

u>,

so that

Iff*.

27T\Jo

= 2a to w = 2rr-2a; here,
next to consider the integral from
//
that
is not
i.>)
greater than cos a, and so
j

.I

+ /- ^1 - iV e, ,s
L-fJ <2(l-r>

while
;

>)

-f

/-'

2
jT sin a

we have

he upper limit to the values of \V\ on the eiivle,

(v-v )(l|l-2rcos(0n

'juently

.-^[(1-r

^ftr-fc
27rj2a
It

th.-i -i-t".

i->

'

-in*a

p(.--iMe

find

t<

|V-P |<,

a,

if

<-..

so that

tf'<u, and

r<8j

to sa\

that

is

still

-;i\rs

'0

tO and
a

id

moves up towards

tegral

tlie

did as c

\\

preceding

T-> deal with


appioa-he-, any point on the eiivle exOSpl 1.
<>
ha> the limit /. when
that
tlii'-'iiirh p.iti\e \a!

1,

ne^al

i\

V=V
it

to

i-

it"

the

wluMe

<:>

limit

-1

o>

= 0,

if

we

assign

.=0.

Furth-r.

\\

becomes continuous at

evident fioin

it

in ^.

We

suppose

tin-

.*

I"

rej.ie-ent- the

same angle as

is

indicated in the diagram on

p.

:M1.

COMPLEX SERIES AND PKODUCTS.

214

Now

from the

case considered

first

lim V'
so that

we have

limv'
(w )

(r, e)

lim

V
7T

(r, 6)

where

is

the limiting value of

as

6) approaches 1.
the particular case when v is given in the form 2an sin
and then the result is
</>

[CH. X.

<f>

(r,

In
have m=-l,

sin

Tito,

we

shall

nO=

2a n cannot be convergent
were convergent we should have
lim 2 nrw (cos n + i sin n 0) = 2an
(M)
in virtue of the extension of Abel's theorem (at the beginning of this
It will be noted that in this case the series

for

if it

that

article);

is,

lim

2a^sin*0 = 0,

(r, 0)

which

not the case.

is

Taylor's theorem for a power-series.


have seen that a power-series ^a nx represents a continuous function of x, say f(x\ within its circle of convergence
84.

We

=R

x
|

in h.

11

let

us

Draw

now attempt to express f(x + h) as a power-series


the circle of convergence, and mark a point x

FIG. 26.

such that |oj| = r; draw a second circle (of radius


with
centre x, to touch the first, and mark a point x + h
r\
within the second circle.
We shall now see that f(x + h) can be expressed as a power-

inside

it,

series in h.

In fact f(x + h)

is

the sum,

by columns,

+a x+ a^ +
+ aj
2

of the double series

ag? +..,

TAYLOR'S THEOREM.

83, 84]

Hut this series

term by

\vh.-iv
liv

absolutely convergent,
absolute value, we ^.

ii'

r.-pla<-<-

tl.

\**\+\*i\(r+p)+\**\(r+pP+\**\(r+i
=
'Muse
Now tlii
i>
fi

|.

mnstructinii

tli.-

ln-raus.-.

is

its

215

Tliat

lately.

willmut

ami

\alu-

altri

H.'licr

<loull<- series

'In-

ti

can SIMM

\vr

i-,

loiible

tin-

converges

series

l.y

rows,

Art.

+ /,)=/!

/(/

\\h

')

ft
l

+ '*i.,.rh3.4a4 o^+.,
f...,

so that these series

applying

att.-nti..n
in

Series
It

in.

iy

ln>

may

/<

usrful

th- nifanin- of the process.

t<

may

//

t..

!><

rallfl

.-iivl.-

is

<-a>y

that

t-

it'

..f

.-ir.-N/,'

./

\\

.-..nvergence for th
that it

\v kiinw

that

f\-idcii.-f
it

>^8.

'/''//''

ivuiaik that thr

h-

l.y

LOU, will

l'>nnal nil.- for SO

tin-

any

inmi

be obtained

it

may

not rxtcixl further.

writ.-

...,

-M

th,n

mgea

J
|A|<|1

it'

\/t\<

Thus the Taylor's

series

_.!!<..

w.- !M\.'

in tin-

tli-;-

>)mded area
ii
>wei wi
i

i<

rh

\M>

II

inn.

.n

ii.

/(

in

IM

.l.l.i

,nt

..

now

(Ii,'

/,,

'/'//<-,<///

rxlrndrd

ol.t.nin .in

,>'

Mir

Mint,

Ilifiv
(If

"I

MI

mil

l"il

KlIlirMnllM,
nil

l-'niK'tioii*

.\inlliiti,'

../

Tlirii, if

that |u3|"r,

<>f

Mint

/(.'

wi^

|A|M|

':.

r. ,n

n|'

Known

in

I'tlillirl

(ill

I'M

IP

1.

/(,/

i.-,
..I'

<

be witlmi

nil

inn

pninln

nil

in

<n

>t

for nil

It)

nr.j u.dil
1<

to

I'ol'

roiix rn;r;,

inn xiiiiiini nf

t.ln'

'nnrli\

l.ldill',

|aj|

.Hid

srric

//

is

/!/

1'nnn

id

-..

Mint

but.

tlir

/',

Hiicli

!!M

dnfinil

nri^inn.1

province

rin\ cri-rnrr

ill'

cirrlc

|/(.|BBM.

iln

Wrmi-MtMWl'H

111

.nil

.i.|r

Suppose
known,

nnt

Mir riirlr
tlir

.Mil

Illtrixilli'd'nii

S'J).
i.s

he area of

I.

niM-.il.il

|.

(In

\\V rnn
Ait.

IM

Morlry'H

.'Hid

I.

I..-\MIM|

<

CTS.

I'liohl

points
in

by applying Oaucliy

lui.\'(^

to tlir /^-series

r.|n.dity

,M_ M

HnN

\ppl\in
"'

ll

Mir

.
:

(m

,;imr

n)(m

mi

'/'////

Until

,!,,<{

tO

Unit

tin

l.i'

II.

I.

i]/,,."'

<>/'

IM

M.

.n

lift

oj'n

N|IC\\

rcMiilt.

of

i<

(i

......

Mill

..I

'I

.111.1

M,.|

III

\\

II

ill

-'
.

\l

mid

ll.n.l

|H

oL

n,

-;,

UK

UK

/,

<-/

siinir

:<T<>

"/'

il

Ii

oil

il

.in\

i,

n.

I.-

m.

I..

/.'

in.

A',

HIM

tin n

if

.....

,|

//,'

(/

I.

'

VlirillllloM, IIIUI <>f

.....

M|||

,,

186

i-

UK' orK/iii.

/<>

,,u\ t'l'^c

Mild

<-ir</<

/In'

Ili.ii

Is ritlirr

t'H

Ii. -\\

Inn

<K'

Intxt

(if

fioir,

Taylor'', Minirrin

/>

iH'itrrxt

is

il

//

ix

////'/r

MlJlt-

<-on i',T</f

of

(,(>

\.ih

Lond M">
IK

'

\\

lew

ia

I/.

this

ir.rd

irliirli

/'.-

which

II

,.

i,f

In-

'

oi-K/tiKil

Iffifl
I

cii'i'lr

'

term

or/-//

/(

Mir nrrdd,,, iirlio.>d

ftlsO

///.

iiiiinmmii

in

of UK

../'

,/,,,
In

.HI.

<(

,;>i,r, I</<-IK-<

to tlir Mn'O|VHl

li.i

iifi

i'</<

|(^

.-,-

,17

"

|< (/ ,

|,/.

.it

point

'

i'i

N)

[mini on UK'

con

I/

f-N)'

(r

/;,<

(f-f>

liifiilur
is,

I),

<>/'

UK- r,l</ills of

tli.it

lr;ld

'I'll!

srrirs for

.'

Un'i'ifon*

(r
I'olloU',

It

!)...(///

;/

y I" Mi"

inr<|iiiilit

.Ml

IM

to
l.-Mil.

.1

..

,lll\

II

Mill

I..

84, 85|

IK

r,

'

rf //

//

<
,

O6M,

I"

i.nlniH in NIMMI

ill-

I"-

IK.

ill. 111

\sln-M-

/<

The exponential power-series.

86.
'I'lp

ilillimlt

MiMilir\ in"

in

In

.1
|

In.. (I

)'

J?

^iin.

iniill

l'.\

th.M

A in.

Oi

ii

Li

ijilir.it

An

.11

i.

IT

liii'l

hiii'i.nii. ni

In

A kind of

.1

equal

.1

li

irith

pM

the

//

"""

1,'iiuly

ln.i

'"lulu KII
in

\*

ll

require

1.

IM.||,

I,,

<

,,,//(,

in'.

/,

equal

ion

bo

ho

i!

.'I"'

tin

COMPLEX SERIES AND PRODUCTS.

218
then

[CH. X.

/()x/(0)=/(a)

or

Hence a n = l, and

so

Again,

and

we take

if

the limit of both sides as y tends to zero,

we

get at once
Or, applying Art. 52

and

f'(x)
(3),

since this equation

interval

We

we have

must hold

for all values of

in the

^R, +%R\ we must have

a 2 = a:2

That
and so

= a f(x).

a2 = ax2

is,

f(x) = 1

do not

a3 = a 1 a 2

a3

a-f,

it

= a^

xz
this

conditions of the problem

power- series,

+o

know from

a4 = a 1 a3

....

See Art. 52

a n = a^\

we

(5).

X3

argument that f(x)

but

satisfies all

the

see that if there is such a

can be no other than

E(alx).

Now

E(a^x) does

satisfy the relation

E(a,x) x

E(a1 y) = E [^ (x + y)]

any real or complex values of x, y.


Consequently our problem has been solved;* and

for

where a l

the coefficient of x in the power-series for f(x).


and in many respects convenient, to write e* for
even
when
x is complex. But it must be remembered
E(x)
that this is merely a convention and that in such an equation
is

It is usual,

as

e^ = i

(see below, Art. 86)

the index does not denote an

ordinary power.
*

no other function can satisfy the


xf(y)=f(x + y), because we have assumed f(x) to be a power-series.
we assume that f'(x) is continuous, there is no difficulty in shewing that

It does not follow from the foregoing that

relation f(x)

But, if
f(x) has the exponential form.

\M'

SINK

85,86]

between

Connexion

86.

219

<

the

and

exponential

circular

functions.
in tinntial B6f
n.mplex \arial>le
variable
on
a
mil
/, we may differentiate term-by t-rm
depends
\\ itli
respect to /, and obtain the same formula as if x w<
1

tin-

1'

./'

-i

"rr->jM. mlin^ in a

that

''

.lian.u'*'

in

',

<

hangea

A.,,1
..],

ls.
r,

M 8<-*0, &r/& approaches the lim


be la-t iiM-|iialit v

foil..

!jA',,

In pai-ticular.

or,

wli.-n-

//

is

.siip|.ns,.

ival

t!

puiv iina-iiiary and equal to

thru \\c

.<laoit

;-,

li,n

/'//.

if

/:<

'-i

w;)r(oo80-f

we have

euj

Thus and ft q are


and so r=l, = o.
/

r=

Hi-lie.- L^-M.
-rally

and SO
which

-*-L
tn|

.,1'

ind.-j.endent

1.

continued

A'"V
Another

l.y tlu-

m.-tlidd

l.ut

t'.r

'sin

;y.

ivinark that
/

-;;/)

'
/

of establishing

the

last

)=^(0)=1.
r.-sult

>l.scr\in^ that
J

N"\v write

and we

see that

sin

;;

//

;/,

j-

is

//

= (cos^>-|-/

cos^-f isin#=
lim

it'

-f

mra ;/,

i-

^iven ly

220

COMPLEX SERIES AND PRODUCTS.

because

lim (n sin <) =

r\

- cos 0) =

r\

and

lim n(l

Hence

by

cos

r\

+ i sin

[CH. X.

lim (sin </<) = q,

- cos
= 0.
w
= lim (1 + n ) = E(irj)
lim

[(1

</>)/</>]

/c

r\

Art. 85.

Still

another method, analogous to that of Art. 59, can be used.

write

Then
But,

if

{yn _^

an d Ji

In

fact,

_ i( GOS + i sin 77).


77

y = r(cos

we have

^| =

or

Lrii

+ r'(^)

^ ~

drj

Hence

'

drj

and

3/0,

#1,

...

are all zero for

= 0.

77

Hence we

find, if

77

is

positive, the

sequence of equations

<
Thus

<

lim
71

If

and

we

so

?/

M =0.

><K

substitute i^ in the exponential series,

we have now a new method

we

find

of finding the sine

cosine power-series (Art. 59).


If we write r\ = \ir and TT,

we get the equations


E(Tri) = i, E(7ri)=-l.

Using the notation explained


cos

and changing the sign of


cos

thus

cos

f]

r\

+ i sin = e

rj,

r\

in Art. 85,
r\

we

find

i sin q

= (e^+e~ '*),

we may

ir*

sin

= e~
r\

ll>
;

-.

(e^

-e~ ^\

write

and

WX3 MMTIIMir

86, 87]

have

\\'e

at

and

;l

tin-

<-O80;
<-,,n\ .-nieiil

est ahl ish.-

already

JM.V.

'2-21

d-finiti

IK.

pivsriit

VI

I'l

when X

e.juai
I

COS

''

and

-in

'

wh'-n

to detin,- tli.-m
is

Then

real.

by
the

('"
.,

are

tni.-

comj.lrx valurs of X as well as

I'm-

also

inll(,\\s

It

that

any

ri-<

depend only on tin- addition-theorema


complex \ariahh-s: thus in particular

main
vmte x

re

will

it

///.

cosh

--in

fcoah

,'

cosh/; = A(^4-r

wh\\'-

functions:

V instance,

;/

Ix-

seen that

sin

^sinh
,h

-f

;y

sinh

l),

//

shall not elaborate tin- <l-tails

cosh

inl

is

\(<

<!'

results can

th.-

unalt<-r-il

formula*-

sin

;y.

"-,

\\n> analysis of tin- sinh


he found in many t.-xt

>

35
1

1,

.sii.l,

= x

we have

|rfn|<|
Similarly,

we have
^ eoab r|;

and.

if

87.
\\'.'

\x\

<

1,

we

find

The logarithm.
have already seen that
/.'i

'/

Henee

if

is

/////// '.<<

|cosic|<l

1,

|#|<

//"/

\\V can. liowever, replace them hy "there,

vulii/.

so, if

Arts.

;y.

Algebra, ch. XMX.i.


n-hen x is complex, fl"-

|<

as

and

of

C'lirystal's

to be noticed that

are no longer

tin.-

which

i'<ii-iiiul;n-

r.-inain

tru-.

COS X = COS
-in

i-.-al

un nn-t rical

any

inte^.-r

if

//

008 If -f
(

j.o.sit

a real

is

'

i\

s i"

AVJ, --;>=!,

ai

;
/-

..]

n.-^ative),

COMPLEX SERIES AND PRODUCTS.

222

and

since E(g+ir})
the equation

other than

=0,

It follows

ri

that

= e(cosr]+i8inr)) there
E((+irf) = \
= 2mr.

[CH. X.

are no solutions of

we wish

if

E(y) = x,

to solve the equation

so as to obtain the function inverse to the exponential function,


the value obtained is not single- valued, but is of the form

y=y
where y

is

(n = 0,

+ 2mri,

1,

2,...),

one solution of the equation.

Q*

FIG. 28.

If

we

represent x geometrically in Argand's diagram,

x = r (cos

we have

+ i sin 0) = rE(i6).

logr is the logarithm of the real number r, defined


as in Art. 157 of the Appendix, we have
r = E(log r),
x = E(logr+iO).
and consequently
Thus we can take y = logr+ i0, and then the general solution
is
2,...).
(n = 0, + 1,
y = \ogx = \ogr+i(0 + 2n7r),

But

if

We

define the logarithmic function as consisting of all the

and we can specify a


exponential function
one-valued branch of the logarithm by supposing a cut made
inverses of the

along the negative part of the real axis, and regarding x as


prevented from crossing the cut. Then we shall have

=
log x log r + i9,
With

this determination,

where

logx

TT

is real

<C Q^TT-

when x

generally the most convenient assumption.


be observed that then such formulae as

is

\og(xx')

is real,

Hut

it

which
should

= log x + log x'

can only be employed with caution, since it may easily happen


that (0 + 9') is greater than TT, in which case we ought to write
= log x -f- log x' 2?ri.
log (.''./'')

The reader

will note that for

two points such as P, Q

diagram (Q being the reflexion of


of the real axis),
1

i 1 1

(log x p

log X Q )

in

= 2-Tri.

in the

the negative

half

LOG \UTH.Mh

87, 88]

oh\

rut.

continuous over

jollsly

88.

the

at

repi

ranch

I.

ill'-

whole

tlir

sejrcted

The logarithmic power-series.


know 1'n.ni
.ind lii', that
v

\\'r

(1)

= .i--

//

represents the function

In other words.
(

*J

must le

real

is

and

\X

<

A.i-'+'.r'-...

function

series (1) in the

tin-

powers of X, the result*


Hut thi- ran-fonnation is merely al^el>r;i
equally true whether X \^ real or complex.

1-j-.'.

and. as such,

log X IB

inverse I" the exponential

we substitute

if

.and then arrange

if

>,

for

of X.

plillie

to

;icc. .I'din-t

is

Since the series c2\ c]\

values of y.

all

f >r

i.solutely

the d'-ran^eim-nt implied in this transformation is legitimate (see


is
Art. :>ii). provided that the series
al>olute]y COB
1

Hence,
ipiat

i-

'ii

value of

|o^|<[l, equation (1) ^ives one

if
<

'J

Thus, usine

ami

hranrh

the

from

furthei'.

(1).

the

of

//

defined

In^arithm

satisiyinu

>/

when

real

i-

is

./

in

real.

the

we have

artic!--.

+.,)

= .,_

^+., .:;_...

(if

|a.|

<

i).

p>

-1

From

the ti-ure.

WhThis result can he

where we proved

evident

is

it

at

that

If

we

\\

me

^'

< <

(if

)'

^=

'

./

-...-,
-f

Ml

is

a gooii

e\>

,-sin

r(oOfl H-f:;

this equation

-7T <</>= +~
once continued

<

arctan

that

sin

f))

in

Al

reference t>

l,y

'2tf+

}.

'

Ar

H-

^ tM

--j\es

Jr'cosSH-

r-sin ^(9+^/ J sin

:;>

the poi
^

/v/'sin^-^. /-sin

+ |rcos:{H-...

l^+^sin.Stf-.

i.y nuiiu-i -ir.-il

i-Diuputation

up

to,

say, a*.

COMPLEX SERIES AND PRODUCTS.

224

and obviously

Thus our

p
tan

results

we now

except that

[OH. X.

= 1 4- '2r cos 6 + r
= r sin 0/(l + r cos 0).
2

are in agreement with those of Art. 65,


see that

actually lies between

<

+ JTT (because r < 1) instead of TT and


We shall obtain an independent proof of
(if
log(I+x) = x-x + x*-...

and

\-K

TT.

the equation

a?|<l)

in the following article.

The

and

series for arc since

Again, by

arc tan

a?.

Art. 64, the series


1

y =x +2
,

xs

3 x5

+ 2T4y + -3"
,

represents the function inverse to the sine-function (Art. 59).

<

1.
for real values of x, y, such that x
for
all
values
of
absolutely convergent
y,
|

is

Since the series (4)

and the

aj|<l, the algebraic relation between these series


to persist for complex values of x, and we can

series (3) for


is

now

seen

accordingly

write
1

xs

3 x5

..

since the series (4) is taken as defining the sine for complex
values of the variable (Art. 86).
Similarly the pair of functions

y=x

(5)

are inverse to one another for real values of

and we may therefore write


arc tan

a?

a?

\x*

+ \x

x,

such that x
|

<

complex values of x

for
b

...

(if

|#|<1).

In these equations the values of the inverse functions are


determined by the conditions

BINOMIAL SERIES.

88, 89]

225

The binomial power-series.

89.

/(, x).
\vheiv hoth

;nil

in.'iy

C+

r,

.11

>1*

.,

/(,.

we

hav,-

r>x/<.',*)=/(, + ,>)

pick nut

&

of

meHiri.-nt

tin-

2)+

,.

Th- -rieS

when |#|<1, ami thus we

.lit

i!'

+ ,* + ,< -

tin-

is

absolr/

il.-ntity

(|*|<
in

th- product

/<**)x/(,',a>>
rule (Art. 54) to be a polynomial
of .r r \\\
/'; thus tin- co-tlici-nt

seen by the ordinary

is

it

lth

of degree r in

and

,X)-f(+l
-o a

when

Hut.

,.

wh.'ii

and

j'

same de^

of the

(my two

are

M186,

polynomial

cniis ..ju,.ntly ~\

must be identically

any a^i-nr<l

is

values of

infinity of <liti'<Mvnt

because

int.---.-^
,.

int-^-r.

(namely.

i-

I.

.V,.
'2.

is

8,...

zero for an
to oo

).

Thus, identically,

x)xf(v',x) =/(r+i

From

this

c2) to

til

I'.ut

i/

is

as a
1-y

= (!

(|

*|<1).

method indicated

In the

ditl'erently.

power-eeriee
.f
the

in

columns

1-f.

-ho'

for

doul.l,-

complex values

<.f j. w.proceed
can be expressed
x) can be regarded as the

lirst

t'd.

place /(v,

a;)

961166

fj

''
,

-f

...

11

<

-f ....

ua

in

a rational number.

to deal with the case of

somewhat

the

prove that
,.<)

when

'..'),

relatin we can apply

COMPLEX SERIES AND PRODUCTS.

226

Now this double series is absolutely convergent because, if


= and |a;| =
the sum of the absolute values of the terms
a;

|i/|

[CH. X.

+ l)th

in the (p

column

is

~~x/,
which

is

the (p + I)kh term of the series


if

x <^

/(i/

a?

);

and

/(i/

o?

Art. 12.

by
converges
The double series being absolutely convergent its sum is not
altered (see Art. 33) by changing the mode of summation to
rows, which gives
f(v, x)

where

= l + vX
= x ^x

Thus, since /(j/, #)x/(V, x)=f(vd-v,


above, and deduce that*
/(,, x)

In order to determine

Thus
x

new

is

is real,

let

lt

we can apply

Art. 85

us write

i/

= l,

which gives

a value of log(l+x); and since


the value defined in Art. 87.

it is

We

is

real

when

have thus a

investigation of the logarithmic series.

X = log p +

Hence
(see

= E( vX

x),

fig.

i(f>

29, Art. 88), so that

sn
v = a + i/3,

where

is due to Abel.
The investigation above is based
Goursat
the
on
(Cours d' Analyse Mathtfmatique,
proof given by

a result which

275).

The method given in the example of Art. 36 (p. 89) applies


and the following method was suggested in 1903 by

indices

JDixon

The

complex

relation

gives at once

where n
*

to

Prof. A. C.

is

Of course

/(i>, .r)

f(v,

x/(i/, x) =f(v + v, x)

*?-[/(i

*)J-0 +f )"

Sa7

a positive integer.
v

corresponds here to

jc

of that article

and

A'j

corresponds to a^

BIKOM1

89]

\i.

>(-a(-*)*

('

-]

-=)('
the aeries in square bracket* has each of
tllf

lll.lli

'.n-t^|)Ml|ili||^

tf|

terms

its

less, in

absolute

+
;i

convergent

series,

independent of n and consequently th- limit


found ly taking tin- limit of each term
;

to oo can be

Hence

But

)-v(*-

(Art. 86)

lim(l

Thus,

+ f)" = /;(./'),

/(is #)

if

.r'

= lim(l +)" =

= lim ().
[

log(l

+.i-)].

Tin- di>eu-M<n -i\,-n alM>\i- appli--. only to points within tin*


o5|

ire

= l.

To

c-an

exaniiiif

i-.-i'.-r

convergence at points on tinbut on

tin-

back to

WetarafcasB'fl nilf (Art. 79);

tinimportance of the binomial


an
indt-pciHh-nt treatment of case (ii).
give
\\\ have at once
tint

>t'

\\<-

s.-i-irs,

shall

<-

\vhere

i<

= u4-

Thus the
a

is positive

aeries
;

|o)|

I~

-.
i

T~~9

.1.

the circumi

converges absolutely

'Ilm-.

[(*-o?+/fi

<

and SO 2a

imference.
nt

and

-;

^-*

-"I

up

aince

ff[vlog(l+flj)]

to
i-

and including the


also oontinaoi

that
,if

C)

>0)

th- cii-cuinl'crrnce |a;|=l.


points
(>n th.thT hand, ii' a+l=0, after a certain stago the
absolute \alues of the terms of the series never decrease, and

at

till

so

fd

///

Lverge \vhen
1

liut

tlu-r.-

liin

For the absolute value

is

no

|a;|

= l.

ilitliculty in MTJIIJ;

tli.U

A'[

of this exponential is

p*~^, where

(it

COMPLEX SERIES AND PRODUCTS.

228

-1

if

Again,

lim|an =0;

< a^

also

n->*>

0, we see from Ex.


we have /(I, x) = I+x, so

(l+aO/fo x)=f( v +l,If

we

[CH. X.

Art.

3,

'

first

that

x).

take only the terms up to xn in this identity,

where Sn Sn are the sums of the


and /(i/H-1, x) respectively.

39,

that

we

(n+I) terms

see that

in f(v, x)

Now

the real part of j/H-1 is a + 1, and is accordingly positive


'
follows from the previous argument that Sn tends to
a definite limit as n increases to oo

and so

it

And

lim

since

n\

that lim(l+oj)

is

definite

%->oo

thus, unless

x=

1,

lim a n

= 0,

it

follows

and equal to E[(v+I)\og(I+x)]

we have

f(v,

x)= lim 8n = E[vlog( ! + #)],


n-><*>

and the series converges on the circle, except at x


For points on the circumference, it is evident that
,0

= ^0,

= 200810,

1.

(-7T<0<7r)

and so we have
f(v,

a?)

= (2 cos J0) ae-^[cos{ Ja0 + /31og(2 cos

>

1.
provided that a
For the special value

It follows, as in Arts.

but that

1,

we have

the identity (see

p.

152)

42 and 61, that

Sn ->0,
ifa>0,
Sn oscillates if a = 0.

|^n

Koo,

ifa<0,

Differentiation of Trigonometrical Series.


In some cases of interest, it is found that although the series

90.

f(x) = 2tt ne
is

inx

= 2an (cos nx + i sin nx)

uniformly convergent, yet the series of differential

coefficients

If this occurs, it is often possible to obtain


ceases to converge.
the value oif'(x) by differentiating the series

MITI:I;I:M

89,90]

\Tiov

This gives

the

pn>\ ided that

^/H/

s.-ries

fc

= 0, 2-7T

are excluded

Lence, or in

if

n(o

int.-rval

any

the 6886 (in

linly

/,.

>

interval

any
is

-...],

c.,iver-

\vhirh

1'rnin

a r.-al positive

an

"

l/<

ii'

+8(a
^ uniformly

")'

is
|

decreasing
convergent (see

Arts,

the value of f(x) as a

\ve substitute

It'

re liml

'.>'

-...].

seri-

th,-

eqaation
,,!-<
In

1.%^

will usually

it

].i-actic.-

for f(x)

-(",-found best to

and obtain thf /"/////

first,

the

litl

(Mjuatinii

and
4
l>y (1
as
if the differentiated
of
JMW.-I^
rrangemeni accinlin^
This rule will be seen in ('haj.ter XI.
Be were convergent

which

is

to

l>y

int.Tj.i-rtcd

multiplication

>

md

be more than an accidental coincidence [Ar

to'

UO(2)J
is

It

if

easy to see that exactly the same method can be

necessary, to .-staMi-di a similar rule to interpret the 91


oiwhere
+
+'
ly IIMH- the 1'artoi-'

>

<

i.

is

;iu

integ

Another process, which in practice U almost the xiine as the


L
1,
foregoing, is due to Stok.-x <.!/.////. i///// /'////>-. /'"
pp.
t

D);

the

tirst

case of Stokes's rule

may

rcdue,-d

the form

-1>
where

.1

determined

Constant

i-

<

}u-:icti.-c

8,

;unl

I'.'M;.

in

p,

(S),

^7).

principle.

t.

!_'.

H, lt

-i.

.-

liy t-.|uival-nt
-

liy

the

e<iidition

and another case can be

i- e,,i,

lv:.. p.
t

tliis
:>:.!

that

writt.-n

-/>'

B]<

luive

Item

pven by Lerch (Ann.

dt,

,m.l r.n-nk
,,g

process seems simpler, Uotli

in

COMPLEX SERIES AND PRODUCTS.

230

[CH. X.

a constant which makes the series on the right convergent. These results of course depend on the fact that

if

is

in virtue of Art. 65 (see also Ex.


Ex.

ix

Consider

1.

below).

1,

f(x) = e +

This gives the formal equation

/()-t'(*
which leads to the

real equation

(\-<&)f(x) = i(**
or

/(#)=-(*+ cot
Thus

But

f(x)
for X=TT,

find

f(x) =

so that
in

we

Ex.

2.

Similarly
ix

sin J#)

. . .

==

that

J log ( tan i^) + i?,

< <
^P

TT,

ete

and

These give,

if

cos

x + } cos 5^ + ^ cos 9^4-

sin

# + J5

sin

5# +

sin

9^ +

3.

Again consider

=|TT

. . .

- j log(tan

Jo?),

= |TT + J log(sec # + tan #).

. . .

oo

Ex.

< x < 27T,

+ %i(ir-x\

65.

we can prove

+ ^tx + fypx +

0<.r<27r.

/(7r)=-log2,

- log (2

agreement with Art.

#),

- log (sin J#) - \ix + const.

--

ginx

2i
f( x ) = _,t

7i

Here we get the formal equation


f'(x)-itf(x}=-i^e**,
00

which gives the

real equation

[/(^)-i(/(.r)](l-6^) = 0.
f(x) = Ae

where A does not involve


we
obtain the result
#=7T
Putting

Thus

or

itx

^e

ip

=a

__. + _._..

#,

and x ranges from

i=s7r cosec(7rO (see

Art.

to

!:>).

2?r.

\M>

BINE

90,91, 92]

Th

\ilim:

--

The

The identitie- "!'


and we deduce, as

Art.

Now.

and, since

complex values of

05,

sin 2 (a/n) 1

-an

KT

always

t-nsuiv tliat

and so Art. 86 gives

\x\ t

<

and rosa.

.^'i

to t.-ml

greater than

n(t-n)x

i
-

ivinain true for

(i!

a;

sn

BU

<

Art. 70,

in

sin

'

sin

products for

infinite

?i

-coeff-iOf
~ 2<
>
7
_

'

91.

06IKE PBQ01

we get

"',

l-y

'

sin(r7r/?i)> 2r/n

(see footnote, p. 184>.


: n 2/ r
n
,.
I iC/ TV
tUU
II
J

^N^

Hence

sin

l/r
*/ I*

'

L
r2

~
-2.")

'

and consequently we can

in

thron-in

tin-

.1'

Art.

Hence, as

P.'.

we

Art. 70,

in

h'ml

r =i

In

tli.-

^anif

\\-

way
C( )S

92.

The

find

The investigation u v
-\t. uded \sith'Ut
difficulty
'

t'nl

-Br=

series of fractions for cot


r

the

11

./'

i"

Art.

to a

71

tan

-/
,

for

./
,

real

cosec

'.

angles, can

)>

complex argument. ly making

lowing nnditicati"!

\Ve ha\

e,

of ooune, the idi-ntity


.

n)
lie

identity

merely an al^el.raieal deduction i'n>m

is

trigonometrical addit ion-t


.nients are real

li-

.\liieh

ai

\vhether the

COMPLEX SERIES AND PRODUCTS.

232

Now

here, as in Art. 91,


sin (r7r/ri)

assuming that
Also

we have

> 2r/n,

n> x

[CH. X.

sin (x/ri)

\<%\x\/n,

we have

(Art. 86)

Hence

2n sin
1

and

ri

2
1

(x/ri) cos (x/ri)

sin 2 (r7r/ri)

Thus, provided that 5r

- siu

>3

(x/ri)

x
|

\,

<
> 4r

we can

and so the theorem

30|*|

of Art. 49 can be applied just as in Art. 71;

X
T
hm /n sin - \
'

n/

exactly as

if a;

lim

lim

TI,

is

- cot - = )

n/

Vn

sin 2 (rTr/n)

sin 2 (x/ri)

%x

rV

for all values of x, real or

Now

^
T

# = - + Zv -Q2
X
X

now

2x

complex (except

/
= -1 + ^v
7
~

o
2

ri 7T

VaJ

IN
)>

TlTT

7?7r/

the variable of summation, instead of

the following identities hold

tan x = cot x

2 cot 2#,

cosec x = cot J#

cot x.

identities are familiar results

when

follow from the formulae obtained in Art. 86.

r.

:t

These statements follow at once from the power-series

fThe

'

x2

TT),

cot

where

*(/n)<x*(x/n)

Thus we have,
multiples of

X
V
1
lim / cos \ = 1,
\
n/

= x,

were real instead of complex.*

Hence

and

30|a?

use the comparison-series

^
further,

-f

we have

2 sin (x/ri) cos

Consequently

"--

.i

is

for the sine

and

cosine.

real; for other values, they

92, 93J

Hence we

find,

OTANQENT

ill.

on

su)itra<-ii..n.

_*

&c

^2n-l)

811

y2i0,

93.

to

2!"*"3!
con<liti<'ii is

i-r'-vidi-d

that

+ "*= 1

l>y

s<-

<

p,

\\\.

taking

At

if

||<1-L>.

n'nd

'

\vr

'

,./'+...,

l-'- =1+ 2'

sulttract th.- lir^t of these ezpansioiifl

obtain

.*

'

we

function x

ii'.

It

p=
\\

=-,

-j

certainly satisti-l

l.y tai

can

th<- iv<-iprocal

\\v

4-1
-j
,'-"

for x

'

Thus

'

Beri<

OK

-r

and consequently (as in Art. :>4)


can
expanded in powen "i'

This last

+e

^tl.iVi-i v

The power-series

The exponential

.e
<

^-o^'

\v- M'- tliat

'

5^"i

2x

= cos* =

'

ly writing

8KB]

tin-

idmtity
r=

^3=-

-l-.

(>

bom

the aa

''-

>

COMPLEX SERIES AND PRODUCTS.

234

[CH. X.

Consequently we can write

*where

5 5

JBj,

2,

3,

...

_L R
^2+J

?J_7?^_
+

7?

are Bernoulli's numbers.

It is easy to verify

A=

""

i>

by

direct division that

= *V>

#4 =

= A,

#>=F

but the higher numbers become very complicated.*


Again, from the last Article we see that

Now

x <C

if

2-7T,

each fraction can be expanded in powers of

giving

x,

ZnW
And

the resulting double series

the series of absolute values

convergent series

It

e*

of

which

2laj|

is

now

seen to be valid for x


|

By

absolutely convergent, since


obtained by expanding the

therefore permissible to arrange the double series in


x and then we obtain

is

powers

is

is

<

2-jr.J

comparison with the former expression,


T-k

11
V~>

J-

QJ X~>

T-

1
A

T-

we

J,^
*"

see that

K^>

1
-1-

and generally
*The numbers
<;i;ii.sher

by

(as decimals) and tlu-ir logarithms have been tabulated by


to fiw are givi-n
(Trans. Camb. Phil. Soc., vol. 12, p. 384); and
l

Adams

Paperx, vol.
Ch. XXVIII.

(Scientific

1,

pp. 453

and

455).

(For more details, see

0.)
Qhryitel'i .\/,,<bra,
tThat 'lir is the radius of conver^riirf may be smi tVoiu Kaker's theorem
x
(Art. 84); for the zeros of e -\ are y = 2niri, and the least distance of any of

these from the origin

is

L'TT.

I:\MII.I.I -

l:l

93, 94]

Wo

MI;|.;RS.

ol.tain thus tin- n-siilts

S-i
Alt

\^

(l)
,

-^v V

instructive to notic,. that.

is

^ V
i

'

Z^^c

It

\i

\\

hen x

is real,

1 -

^~9450*

we

liav-

value of

any

**

^+

'

(2.2
4nVJ o
.

(r
tin-

l.y

+ 3)

ail.litiMH.

terms of

following

For instance,

for

see that
srrirs

tin-

of

ti-rin

we

i-

c^ ~~

n-].ivs-nt.-l

\>y

th-

with an error which

is

l-ss

than

tli-

any

ival po^itiv.- \alu-- of

,/\

W6

h.-.

720'
an.l so on.

By HUM

Ex.

identity

WO

ca

liat

md
94.

Bernoullian functions.
r.-'i-nonllian

function of
in

th-

D of

'',-",'
whicli.
/

<

lv the

in

powers of

the

COMPLEX SERIES AND PRODUCTS.

236

[CH. X.

Thus we have

so that
.

rn

<p n (x)

~2

-l

^Q-l) D T n-2 _

" 1 )( W " 2 X^ " 3 >P

~2~!

where the polynomial terminates with either x or x 2

From
the

this formula, or

first six

direct multiplication,

by

polynomials are

~n-4

*** x

41

we

find that

= yz,

y = x(x

where
Again,

n (o?

+ l)

(j>

\)

n (x)

is

the

\-.T-'

coefficient

of

/n\

in

the

expansion of

^ n (33 + 1 )

so that
If

= 1,

we write 03
we see that,

results,

2,

3, ...

if x is

n (x)

= nx n ~ 1

in the last equation

any positive

and add the

integer,

n
which gives one application of the polynomials.
Further, by differentiation we see that n'(x)
(j>

of

jn\ in the expansion of


t*e
_,t(e*<-\)
e'-l~

Hence we

find

is

the coefficient

94]

BERNO1

and generally

0',m(z)

LI.

\\

= 2m^,,

\< TI<

II

-I.

+ <-l
1

Change x

to

a;

ami

$*aroot of

<i

'

(/>

)--=<>.

<//>u
njuatinn that B

t'nllnws 1'p.ni tin- last

it

>and thai

ia

ti\- i'uncti"!

tin-

-,> = <-!

Sim-.' 0,

hat

='*,':;

Thna

1..

to -/.

f/

root of

v lraK to

and

<j,

"x

Suppose
valu-

tliis

then

to.

up

lias

rouj.-cturr

IM-.-M

i-

a glance at

ronj.-i-nnv that

tin-

no root
that

'/"'

""///

^,n (^)

^oo<

i-sialilisli-l

-J-.

1'.

since
<-c),

:(#)

en

is
<>

innnri-ically

and

at

./-=A,

and cannot

\a:

1.

Consequently ^

('2/jL

ran

:\

Imn- ^

between
havr no xrro lM-t\v'-n X -<> and '..and thcr.-1'mv non<- l>etween
I

Mid

Thus

I.

a-fl:

and

tlu'on-ni

tinit

has

indiratrs th- ivlations


illustrates tin- general

rxti-n<h-d

IMM-II

always

iin^ly

ll

tru-.

,.

\alu-

to tin-

Tin-

'

diagram
and so

ar^p.n

^j''

It

(in

>

will
1).

lr

s.M-n

l'";in#e

thai

<.

m (.'')=

<f>
,

/x

// M/

Oy

"/"/ t/tt

tin'

i).

)-'

COMPLEX SERIES AND PRODUCTS.

238

summation formula.

95. Euler's

We

[CH. X.

have seen in Art. 94 that

if

x and

are positive integers,

li

the polynomial containing 1(71 + 2) or J(ti + 3) terms.


It is obvious that if f(x) is a polynomial in x, we can obtain
the value of the sum

/(l)+/(2)+. ..+/(*-!)
multiples of the Bernoullian
functions of proper degrees.
But to obtain a single formula,
we must utilise the Calculus and so we observe that we

by

the

addition

of

suitable

can write the foregoing -expression in the form

Hence when f(x)

is

a polynomial, we have Euler's formula*

/(l)+/(2)+. ..+/(*-!)

where there is no term on the right-hand side (in its final form)
which is not divisible by x.
However, the most interesting applications of this formula
arise

when

f(x)

is

rational,

algebraic,

or

transcendental

function, and then of course the foregoing method of proof


cannot be used; and the right-hand side becomes an infinite
series which may not converge.
in these cases, we shall apply the method of
Consider in fact the integral

To obtain the formula


integration

where

<

by

parts.*

denotes the Bernoullian polynomial.


that </*_.(/) vanishes for /

KViniMiilmriiig

this integral

is

equal to

*Seliwanoff, J}i/ereuzenrechnun</,

38, 39.

<)

and

/-I,

\vi

tincl

that

M.MATH'N

'

95

|,,|;MI

|. \

ly parts again, w-

Int.-.natiiix

mil.-u-ly

+0[^-a(0 + (-l)"^Hence

if

we

v,

.V

we have the

-i=(-l)'

Let us now examine the case n =

A"

Thus, rinoa

(:

')],

we have

tli -n

,//.

<MO = '*-'> we

have

-l

Th.r

:r'

Thus

*f

r'(.r)

//(o^4-.;L/'o--Hi)-r

and

!)-/]-

fl-

uke

a succepi:itii.u>.

Tlifii

1 )

\\i-

liavr.

if

\\

M->J. at

+/(&) - ( /(')<ft +

/*-!,
A'_.

and add the

f>r instance,

* L'X'O +/"(")]

COMPLEX SERIES AND PRODUCTS.

240

[CH.

And obviously we can introduce as many terras as we please on the


right-hand side.
For a further discussion of Euler's formula, see Chapter XI. Art. 131.
Ex.

If tyn (x) is the coefficient of

1.

\n\ in the expansion of

prove that

and

if

a positive integer,

is

^n(x) = l n - 2 n + 3" -

- -^n(O)
Deduce that

if

f(x)

. . .

a polynomial in x,

is

/(I)

^Ex.

As

2.

particular cases of Ex.

These give, when x

is

1,

we

...

+ const.

find

a positive integer,

1-2 +3 -4 +...+(_i)*-i# =-U


2
2
2
1 - 2 + 3 - 4 + ... + ( - \- a? = (- \

or

and

In the

so on.

according as x

Ex.

3.

It

is

is

and third

first

cases the alternatives are to be chosen

even or odd.

easy to see that

From

the foregoing equations and from those of Ex. 3 prove that

Shew

also that

is

(x-%)

a factor of the odd polynomials, and

of the even polynomials.

Ex.

4.

Prove that

if

is

odd and k

is

an integer,

r=0

and obtain the corresponding

result

when n

is

even.

x(x\)

LMPLBfi

x.|

A.

\.

Complex Numbers.
inn

th.-

It

1.

an-

l".tli
ii.

od n"i

li,

;m

..ii

is

al.

;liat

!>--=a',

_rer.

2.

y are complex, prove


f
l*+yl +

'

thi^

pivt

-|uati>n

l*+yl +

in

that

Ai-iranil's ilia-^raiii.

'hat

!-'

[HAKKXKS.S and
3.

It'

are the points

/!

I,

uid

that

slu-w

.iindittMii

tin-

4.

It'

t"

.m

"I'iirin,

I.

wh(

'=0,

OA

.:

1901.]

0.]

inh //=

0=

condi

tlif

[.!/<

\\hi.-l,

:i

in

t.

.\<>i:.

Ml.

we write

\\li.-i

whirh represei.

.N-nt

..f

.1-

Q08J

OA ./:.

o.i-

[Tian-fT

.1

in

"<

mid point

if

and

if

I/--M-..

|&+]/&:= > /[:i!,-,,>i>(


\\ln-i

;-.ints

tl.

ri|iii;u

-I,

when x

d cases

>h-w

'mpl.-x,

tli.-v

sin

and that

sii

mi the roots of

nation \\, :

'

th.-

-.|

(*+l

)\

and prove

tln-\

tliat
6.

It"

the

|iiati"ii

ha-

(t \s<'

lii-nrj

real

and

t \\

-"ni|>l.
s
,-as = 0.

If

7.

/]

a,

t!

tin-

point

't.

5+y

a rouii- m- straight

lim-.

\vln-n

takes

all

n-al

8.
t

-Miplrx

\arir-. tin- point

iinniUtM

"
1.

LB,

\a!

[STU./ und

onnliti'!is for tin-u.

ti

<

IW

tliat

at + h

t-c
when it

,'ht

lin.-.

as

COMPLEX SERIES AND PRODUCTS.

242
If

9.

varies so that |j

= l,

in general describes an ellipse

whose

= |6|,

which
If

10.

is

whose axes are

|a]

+ |6| and

|a|-

6|,

and

varies so that

shew that the point

given by x = ab.
prove that the point x traces out the portion of a straight
terminated by the two points x2 =ab.

foci are

If |o|
line

[CH.

|"|

= 1,

prove that the point

in general describes a limagon, whose focus is c


b 2/a.
Find the node ;
b , shew that the limagon reduces to a cardioid.
and if a
[MORLEY.]

If

11.

varies so that

|tf|

= l, shew
a

that the point


b

*-iZI + *Fl+
and find its asymptotes. Under what
the origin (1) the centre, (2) a focus of the curve ?

in general describes a hyperbola,

conditions

Prove

is

also that the point

x=

-,

(t

--

z^ H
*

+c

^-

describes a parabola.

Constructions for trisecting an angle.

12.

a = cosa + *sin

a,

of the equation in

t,

If

To

effect

the circle

1
1

the determination of ga
t

is

equivalent to the solution

= a.

this geometrically we use the intersections of a conic with


I
the form of the conic is largely arbitrary, but we shall

give three typical constructions, the first and second of which, at any rate,
were known to the later Greek geometers (e.g. Pappus).

(1)

If

rectangular hyperbola.

we write our equation

in the

form

*-o/4
= -;, we find
l/t

t
that the points trisecting the
+ irj,
2
are
+ r/ 2 =l of
given by three of the intersections with the circle
angle
the two rectangular hyperbolas

and then put

-?/

-(cosa + 77sin

a)

Of course the fourth intersection


is

not on the

= 0, 2^-^sina + ?/cosa = 0.
of the hyperbolas

is

the origin and so

circle.

Either of these hyperbolas solves the problem, but the second

is

the

easier to construct; its asymptotes are parallel to the axes (tin- one axis
being an arm of the angle to be trisected), its centre is the point

(-Jcosa, Jsina), and

it passes through the centre of the circle (that is,


the vertex of the angle to be trisected). Since a hyperbola is determined
by its asymptotes and a point on the curve, we can now construct the

hyperbola.
(2)

The

hyperbola of eccentricity 2.
hyperbola in (1) cuts the circle

first

as the hyperbola f 1 - <ty* - 2( 00*0+17 sin

-fr/

a)+ 10.

=l

in

the same points

LMPLE8

\.|

Tin-

li\

I,,,

pei

baa

la

\.

ecr.

>

),

oth.-r

I.

ran. h

tin-

tin-

,,f

pres.-n;

naturally tli.m th'.-e ^iven in


ad

that

in

same point-

tin-

line

u f

and

.V

2
*+/ = l

the circle

point (sec./.

x /7,

,11.
V

Oftfll

through the points

ti

...

13

(iii)

tin-

shew

kin^

hut the

1=0.

at

-----)

l'.'

=
= 11

(i)

sin u -

//

n -

to ?;=0, passes

irallel

If

13.

(1) cute

,/sin

tin-

a*

Thi- paral>ola has

ami touches

(1

tii'

I'.v

iir-t

tin-

and

vertex on the

the

IT-|M.M.|

'i:'..

A'

at

s
-f -'

N \ li'

-./O-K'-'-v

easily

that

|.i-.,v,-,l

,V-f.S"=-l,

.)-=n.

Thus

.v

a root of

is

,S-'

+ + = o,
.S'

It

is

easily

proved

the >i-n

In

like inann.'i

In

CM6

or

.V

\\\^

;.

Le

niii-t

:.

7)-

tor
tli >t

\\hi.-h

:J

X*

7)

un(&r

oompa

,th

,.

sini
|..

ease

irr

7)

188,

(ii).

now

(iii)

and

=2.

s=.,
*
II.

1.

ig

::

13.
i>

iilivimis

ly

in

\\hi.-h

the

than the

first

+ 3* + J>

l,,,t

eonsid.-i iu^

That

.s

(and the!

.mst

l.e
|.

;.

4-cos(67r

14.

With

,,

(in

tin-

term

nunn-rieal

same

i>

,nd

jh-

in

the

last

= 4 gives A'=(l
'= 8
V
(l
(iii)

[In the
In

tlu-

a- 18

...

we ha
second case, wfirst

case

In the third QMO,

thai

vain-

).]

example, she\\

that

lew

COMPLEX SERIES AND PRODUCTS.

244

[CH.

a-l
15.

more general sum

The value

of the

to a, can

now be

prime

bn
y=^x
=o

where

~,

if

= 1,
6 = 3,
6 = 1,
6 = 2,
6 = 1,

if

if

fc

if

if

if
if

(-l+;)2v/2,

if

= 2,
= i,
6 = 3,

(-l-z)2 v/2,

if

(1-1)2^2,

if

b is

We

inferred in these special cases.

an integer

find, in fact,

2,

4,

5,

6.

3,

4,

5, 9,

6,

7,

8,

3, 4,

9,

10,

12,

5,

7,

8,

11.

6,

10,

= 5,
= 7.

from a consideration of the special cases discussed


ar n * may, or may not, be equivalent
n
set
x
In
a
is of the form 4/- + 1, where k is an
to the
the former case,
and
the
of
k
sum
consists
8
integer
pairs of terms, whose indices are
complementary (that is, of the form v, a v). On multiplying SS' out, it
is easily seen to be the same as k(S+S').
or JT 2 = 4& + l=a.
Thus we find
S'2 + S - k =
Similarly, if a is of the form 4& + 3, we find that the terms x~
belong
16.

It will be seen

in Exs. 13, 14, that the set of values


*.

n<1

to

',

and then

Thus

we find 88' = (2k+\) + k(S+S') = k+\.


S'2 + S+k + I=0 or X 2 = -(4 + 3)= -a.

[Mnth. Trip. 1895.]


(and indeed a complete
general determination of the sign of
discussion of the distribution of indices between S and *S") belongs to
the problem of quadratic residues in the Theory of Numbers.*

17.

When a

is

an even integer a = Zk, where k

affi+W^-aF*, so that

When

a=

is

odd,

we note

that

identically zero.
4&, the results of Ex. 14 suggest that JT=(l+) N /, but
of this requires some further discussion. t
is

complete proof
18.

Deduce from Ex. 13 that


tan

r- 1895.]

[In fact,

since

#" = !.

Thus, in the notation of Ex.


i

13,

= S-S'-2(A-

tan

*For example, see Gauss, Disq. Arithm., Art. 356; Wcrke, Bd. 1, p. 441;
G. B. Mathews, Theory of Numbers, pt. 1, pp. 200 iil-_>:
Werke, Bd. 2, p. 11
111-117.
H. Weber, Algebra, Bd. 1, 179 Dirichlet, Zahlenlheorie,
;

t Gauss, Werke, Bd.

2, pp. IM

15,

LMFLE8

l.\

x.|

Tin? ivsnli

19.
tin-

r.Mjular

in lead

heptagon

to

.in

easy geometrical
.;

gee at ODCe

'

roots of th-

:io

s7 + l)-l
tint

s<

If

),

.i--

\\nt--

\\>

x4 are

-,

'

root-

+ //. l/<"4

,\\hirh

ular

represents

f..!i>tru-ti..n

tin-

bj rith.-r

tin-

".

l.-liici-

.litl.-i-riitiati.'ii

l.y

(r=0,

duce

that,

if

rw) cosec
u = J<u = ?r/-l/'.

58

^ -f rw)

'

osec^^.

5a

If

to

...

t-

.Mjiuil

21.

_.

1.

i>

/N 7

that

1
'

'

that

If

an.l

.-c

/r

ticea

tlir-ni^i,

insnil.nl in

:{

20.

/N '7-l=0,

IIVJH-I-IM-:

n-^iilai- lu'|it;i.u iMi


tlii-r

>

[J/

/'

an

is

int- ur,. r an ,l ^

...1.1

an y

intt'irn-

1901.]

jirinn- t.

/,,

shew that

||f-ll

^) i^-A,

2ain(S
6 = irqlp, ami A

wlu-re

is

sum

the \aii ..... f the

MiiiM-

inn-iM-r

any

\\hfii

fr.ni

t.

inch:.;

(l...th

than

/-.

[K:
I

fn.m the th-,rv

Writ., r-.-'". thni

;,
limit

tin*

-f

In.th

:^)7.]

..f

fra.-ti.-ns

partial

K4

sides as J>--l,

and

\v

get

-A-2<
1

-se

-A
22.

similarly that, \\ith

I'ri'vi'

A</>,

;.]

same notation

tin-

as in the last example,

(a + H#)

f,

\vhnv

[\Yriu-

is

mid and

A=

i(X-

+ ]),

n.-i

1,

= e-' '*
2

.r

in

tin-

l>ut

net-d

not be odd.

partial fra.-tions nsed in

Kx. ^l.J

COMPLEX SERIES AND PRODUCTS.

246

[CH.

Convergence of complex sequences.


If (a n )

23.

and

limit,

if

a sequence of complex numbers, which converges to a as a


b is another complex number, shew that values of b n can

is

be selected so as to form a convergent sequence, whose limit


the values of ba
If

24.

is real,

and

tends to

l
prove that any value of x oscillates

drawn

^|^-

])

in the plane of the

finitely

both as x

on one side

on the other side of the

complex variable

#,

*(*-!)(*- 2).
3!

2!

of the line

and

its

modulus tends to

line.

infinity

[Math. Trip. 1905.]

If an infinite set of
points is taken within a square, the set has at
one limiting point (that is, a point in whose neighbourhood there

26.

least
is

one of

to co.

25.
straight line can be
so that the series

converges to

is

an infinity of points of the

set).

[For if the square is subdivided into four by bisecting the sides, at


least one of the four contains an
repeating
infinity of points of the set
this argument, there is an
infinity within at least one square whose
side is a/2 n where a is the side of the original square, and n is any integer.
It is then not difficult to see that we can select a sequence of squares,
;

each within the preceding, and each containing an infinity of points of


the set
the centres of these squares then define a sequence of points
which can be proved to have a limiting point. Finally, we can shew that
within any square whose centre is at this limiting point, there is an
;

infinity of points of the set.]

Sn (x)=f (x)+fl (x) + f2 (.v) + ...+fn (x), and let the roots
be marked in Argand's diagram for all values of n
if these
roots have x = a as a limiting point, the series
Suppose that

27.

of

(#)

has # = a as a zero, provided that the series converges uniformly within


an area including ,v = a.
[HURWITZ.]

EXAMPLES

B.

Power-series.
If H,

1.

then

K are

the radii of coin er^enre of

^/,,.r"

and

-!>.<" respectively,

(1) HI!'

is

the radius of convergence of ^Jt .'".


n
is tin- radius of
/.'
/.'
convergence of 2(a n + bn )x ;
11= It' the radius is at least equal to A' and may l>e greater.

(2) If 11 is less than

but

if

[Apply the method

of

Art. 82.]

If a power-series is /.en. at all points of a set \\hirli lias the origin


Art. .">_'.
.as a limiting point, then the series is
|< '<>in|>aie
identically /.en.
2.

\
power-series cannot
within

jM.ints

la-t

tin-

NV- have seen that

4.

Kal'iv

that

if

ha-

this

in

many

ra-.-s

pr..\ed

\\ln-i.

lal:tni;irl.

A.

t..

e.|iial

ml

t.i

Convergence of

th<-n

pp.

=A

2ar*

!:

a singular point "f the


A does not exist, we can deter-

wh.-n thr limit

limits

drtinit'-

/>,

\B

as 7i-*oo.

>/

-jt.r-qx = Q.
[For details, si-i- Van-

tin-

nioilulus of the least root

An

5.

M-itL Soc^ roL

Vl.-.-k.

illustration of tin- last

and

1.

by the

293.]

1<>00, p.

series for

**+i*-K..>
(;j

IMOCiatod

tin-

afforded

is

example

log[(H
which

in

.f

radi

tin-

radiu-

such as

'

ThiMi

is

(te

Si.nirtiin.-s

n-luti.>n

ill.-

limit

!-.

{.WIT ->.-i

all

'in.

lun(o

and

ary) at

purely real

example.)

can be determined

of

IMPLEfi

x.|

|iiadrati.-

is

4-^)'/,,+-j=

Similarly for the series

f^ + |^+5.r+...
oUaincd from

-l<.u (l
(/

and

tht-

l.-it

.litl'en-nt

+ ar<-

If

-"

'

all

converges within
value

If.

-'/

is

the

=0,

tin-

circle

.r|

= fl(>0), shew

value of

the radiu> of

,n

a circle

p.-int

within

l'a,,r"

any

auchy's ine<|ualit

com
within

ie-

ti,

"i".
]

I'

tlien (>e,

/.'.

>educe Caudiy's

that

examine the relation between the regions

.1

rgence
be expected

and 1

maximum
ilian

iy

Sliew tiMtlier that

8.

have the same radiu-

grejiter than the valu-

[Use

-f l)// M +

=0.

>>'

vvln-r.-

get

+ (/

ciil.

'

Com

7.

we

tan r,

singular |.int>. th
under Van VK-ck's rule.

:IH-

6.

if

.'-)

+3K,

associated

:ally.

ineijiialit;

"JV ",

wh.

.<

th-

/,

is

also

COMPLEX SERIES AND PRODUCTS.

248
[For we have

and

an

if

'

is

<Sfor"f(x)

the conjugate to
n n
'2a n'r* /x

where

to /(#).

If /(a?)

9.

= ant

=f (r2lx) is the conjugate


f(xW = f(x}fi(r*lx}
= 2<C^n ^#- n/(#)
2R|/(tf)|

Thus
and

[CH.

D is

= 2a H#n

the

converges for #
|

maximum

of !/(#)-/(

< R,

(Art. 82)

then

-#)| on the

circle

\x\=r<R.

[LANDAU and TOEPLITZ.]


.a l

[In fact,

= morif(x\ -a^m.v- f(-x\


l

2a l =m[x-i{f(x)-f(-x)}~},

so that

which gives the desired

result.]

n
the series
the radius of convergence of 2an#
^dnX"* will converge absolutely, provided that the argument of x is greater

Shew

10.

that

if

is

than log (!//>).


Obtain from the binomial

11.

where

series, or otherwise,

and greater than

v is real

1.

What

the equation

restrictions are required as

to the value of 61

Shew

that the equation ceases to be true for

i>

= 7r, and

explain why.

Find the sum of

12.

cos 30+...

and

of

[Apply Art.
13.

If

is

89,

putting

positive,

15.

[In

.'\

of the result
of

Examine the convergence

[Apply Weierstraas's

i9

shew that

and examine the special form


[Take x = i in the expansion
14.

x-e

v=-J,

(l+#)

when

w = l/10.

m
.J

of the power-series

rule, Art. 79.]

Discuss the convergence of the power-series

Lin-

third,

tin-

...rllirim!

,,f ./"

steadily decreases; see Ex.

-2,

Art.

.]

16.

d of

f/0-

Determine

17.

tip-

-*

expan>i..n of

in po\\er-

it)

;,,/

Jo

Shew

tliat

Jo

-1

the exponential series.]

in

[I'u;

18.

lv\.

(compare

17)

...},

\\here there are

Determine

(/<

cos

+ -2)

b(n

!)

tei-ms in

a siini!

Sh.-w that

19.

if

0=1 -6

the luackets.

/./-.

0|<l/e,
3s

22

Bin 6-*

'/*

cos

40-

33
3!

_!

[JA/M.

[Write

<t

=b=i

the formula

in

K.\.

.f

complex numlters in the place of i-eal oii.-s may


of the same type as that used in Art. 88.]
20.

It'

'

'

'.

sheii

that

ami that the


'

It"

/'**

(1

and

SF/

+ ft)"t

ted

fiom

1891.]

hy an

ariju:

< 2.

0<r<l.

shew

.-...

^H
.\IM-I,

that

-,i.?-i*nf-'
lie

justified

Lagrang*

ay

OM^H
1

lie

r/-/

intr.nlneti,.;

H+^l

21.

The

Ait. 56.

I.

c,,etlicieiits

theorem

that,

if

iii

the liinoinial series.

>o,

+--3><
.neiMr).
[Note that the ai'mimen;
-1) when ril
tirst

summation

me

is

valid

jiproaches the limit 4-Jnir


itive,

and

if

rather IIUMV ditlicult

L-- when
did tli- M-.-..ml

\\

if

'ive.]

>

lj

lut

th-

COMPLEX SERIES AND PRODUCTS.

'250

.r = cos# +
isin#,

[CH.

22. If
is convergent, prove
n -*0 and 2|an -a n+1
Dirichlet's test (Art. 80) that 2a,Xl is convergent if 0<0<2?r.
If 26,Xl is convergent, under similar conditions, then shew that

cn

=a

bn

+ ^ &_, + ...+

by

2^ n Z?n converges, where


4 n = \a n -a n+1 + \an+ i-a n+3 + ...,

provided that

Bn = \b n -

b n+l

6 M+1

6 n+2

+ ...

[Note that the sequences (A n \ (B n ) are decreasing sequences and that


A n \bn
On
Then apply the method given in Art. 35
n (as in Art. 80).
for establishing Pringsheim's theorem on the
multiplication of series.]
|

<

23.

<B

If

f = l/n log n when n>\, and/ = l,

the series

convergent, but not absolutely, while 2 v n -v n+ i\ is convergent.


that the signs of v n are the same in groups of 1, 2, 4, 8, ... terms.
is

Note

[For we have
/5</4<4/2 or /4+/5</2
and
/7</6<i/s or /6+/7</3Thus /2+/3</4+/6 +/o+/7 and so on for each group of 2* terms with
the same sign. The convergence then follows from Art. 21.
2 v n - v n+l =
+
Again,
2) +
)+
:

so that 2|v M -v n+1


24.

(t\

+/

(/2 +/4

(/4 +/8 )

[PRINGSHEIM.]

converges.]

from the previous example that the

It follows

. . .

series

=
converges, but not absolutely, at every point of the circle

|.r|

= l.

[The convergence of 2|-y n -v,l+I |, combined with limv n = 0, establishes the


n
and the last example
convergence of ^v nx at all points except x=\
;

enables us to include x=\.

As regards

that

divergent]

2|tn

25.

*|

If H,

,|2/n

2|t>1

is

= b + b + ... + b n and
l

n rant^s from

to ?>i-l,

if

and from

the absolute convergence,

A", A',,,

we note

[PRINGSHEIM.]
are the upper limits of 1.5,, as
it follows from

to GO, respectively,

Arts. 81, 83 that

'J'li

us,

if

*2,a n

is

a series of positive terms satisfying the condition of

uniform divergence (Art.

83),

we

h;ivr
0,

x
I

In-

if

li

path of approach lying within the lima^on of Art. 83.


^ciM-rallv, for such path-,

llrii'-<:

the right-haml limit Iming supposed to

e.\i>t.

[PRINGSHKIM.]

LMPLEfi

x.|

to

variaMe

\\

part

i-nl.i

theorem

-h

note Blao

in

;in<l

tO

apply

\\ithin

lyinu'

ilt

foil..

tin-

-_

It'

r\ten<i

>

to tin- coinpN-.x.

In

tin-

.r-l,

-IM-H. ;is

-\

al"

I:'!',

|.

liin(l
Mt- to

ial

nuinl't-r

finite

;i

\\itlmut

two

In

siiiijilr

\Vln-n the coeffici'

(1)

t<

ii

liiri.-iit^.

\Vlu-ii lini /"/,

Ol

quoted on

is

Converse of Abel's theorem.

27.
If

'-xtelision

t'i!ili.-i

<>,

all

and

.>

fui'tlit-r

.1.

in

ni.'ikr

l.y

any path within

tlii->

it

'--t

i'-t

.n

iotj

[\

JM.^

aj.pr-.a.-li.-

tin-

Ar

[T.\-

[Sincr in ras
of

can apjirnafli
that !'/ cannot
1

(I)./-

lini !'</. /"

llrncf, in case (1)

^i-f,,

IM! valurs.

l>y

livrr^.-

convives, and

can

\\e

t'ui lli.-r, ^.n,,

then-fore eijual to J,

is

fi.m

infi-r

tin-

cann-.i

Abel's

l>y

theorem.
In

<
;

it,,

i,

,. then we

,f
r[

r)|

1(1

the ilppel- limit

then

ha\e

th.-n.

./

point
Ait. M3,

and 80

f.

|^

We

1.

path Mich that

iriven

on th-

\\

i.

//,.

t<-nd- t>

liirht

<Mt)

lt

\\

i,,

,i
^<i n

lim

d'-fmite limit.

ii"

of

th.-

--

.1.]

In

U)

ti-rnis

lini

I'lom

tin-

+...+.r"-

...

;.

and SO

28.

.',.

>

./--

|l-j:|<A

T|^
-x,'a<'h of the

to

<m

as a
in

= |l+^ +

find

lini
z

\\

can infer

nee of

th.

within the lima

and from

tlie

Condition
lini

Thoe

coiiditinns are

taken together, they are

[Tau

(i

'2'i.
i

4-

&

/
;:

-f

Loth neecssary fop the convergence of

2^,

vutl,
.

!'.d.

^.

i;d.

:n,

UMI.

and,

COMPLEX SERIES AND PRODUCTS.

252

Applications of Art.

29.

it

is

easily verified that,

and so

on.

The two
|

we

Thus,

[CH.

84.

with the notation of Art.

84,

obtain the transformation

on the right-hand are both convergent

series

#!-#!< 1+#|, and


1

which are outside the

the latter condition

satisfied for

if
.v < 1
and
some points x^
|

= 1 we have thus obtained a continuation


#j
Repeating the process, we obtain

circle

of the binomial series.

is

where we assume that the broken

line

\xr+l -xr \<\l+xr

from x to xn

= 0,
(r

I,...,

is

drawn

so that

n-1).

For example, by taking

so that

where

Thus we are led


But it should be noticed that

if we take a broken line passing below


the real axis, we find /(-2) = e^ 7r [cos(a7r)- <'sin(a7r)]
we thus obtain two
different values for/(~2) by approaching -2 along different jf>aths.
This
;

indicates (what
(3

and a

30.

for

is

we know

method

which we

to be the case) that f(x)

is

manyvfelued

unit's

an integer.
wimilai

to the last

example can be applied to

find

and
tl

<(-2) = Z7r.

<

same

And

get <^>(-2)= -/V.

|Hiints

with

.1-,

.r,,

./'

lnkni

.1-.,,

lim-

.r

us in the

last

example, we get

passing below the

ival

axis,

\\<-

x
I

If

31.

tin-

aiv

OCX

that

tli.

0<r</0
than

A'

i-oint

VIVANTI

if

possible,
--on-

l!

1111111!..

f>

nin-t

It

\\ln-n

OOnvergen(

>iimiiiMl
!" tin-

000

ill

In-

>in^iilai-

as
.-i

I'//.,

{/-

i-inal hyjM.tli-

point.]

Weierstrass's double-series theorem.*

32.

thr

that

1
an-

ai.d

Su|,|,(^.-,

pi

can

kin
\\

si

(fl

a d<>ul>;

That

and

positivr

HIT;-

\v

all

BJ

84)

thm

will

,,f

the

M
it

has a

\i>*

l:..d

(t'..i

radr.

iln-

that

-i

tin-

<_'.,

all

'/////// a

OODY<

f.-i-

OOnvergenl

1>

in

L:

A',

-.)
and

that th-

nnlli.'i

r\.-ry circle

--ss

\\1.

than

A',

'i

90

(1) thr

fin-

r\.-ry

-I

valur

..f

<lt.

n=0

tn=0

tin-

\..w on this

niran IMMII^ taken aloii^ an


is

-ti!ivri'_u'-nt

in,

if

and
//

uniformly
r.jual

i-mi\ rru'nit.

and

so

th-

-t

!-

any integer and

is

'

f '.,

ha\r similarly

\\.

/;

if

M^

is

Eenoe,

thr niaxinnini

,.d

ol

/;

=r,.

ii

N=0

and

1.

LIT.

Q(

<M^

so that
-r.

li.l.

11..

p.

206.

be

COMPLEX SERIES AND PRODUCTS.

254

Now, -we have

identically

F(x)-G(x) =

2 (^

-#,)'"

n=0

number

because this equation contains only a finite

we

[CH.

find

n=0

< ^(Sr, - r)/(r

- r),

of series: am'

(/z)

= r.

if
|

we can make ^fl


n
Thus, since F(x) and ~2A nx are

But, since F(x) converges uniformly on the circle #|=r,

we

as small as

by proper choice of
we must have F(x) =

please

independent of

/x,

p.
oo

71

n
^A
nx
=

EXAMPLES

J\

C.

Miscellaneous Series.

the series

where f

F(x, n) converges absolutely, provided that 2 a n \n ^does so r


n
the real part of x. Thus, in particular, if ^a nx has a radius

*La n
is

convergence greater than 1, "Za n F(x, n) is absolutely convergent for


But if the radius of
values of x (other than real negative integers).
convergence is less than 1, ^La n F(x,ri) cannot converge.
of

all

Finally,

where A >

if

the radius of convergence

and
|

-a.

a> n

<A

[Note that
2.

then

[KLUYVER,

is

equal to

F(.r,

n)cuT(x)n~

Shew that, with the notation of the


2 a n F(x, n) converge for the same
/

l/vn
3.

Gammafunktion,

1)3, J.)4.]

x
.']

example, the two series


[LANDAU.]
the series 2|i',,-v n+ i| and

last

values of x.

= n*F(x, n)
(2), taking v n
then
are
n
easily proved to be convergent.]
\jv fi\

[Apply Art. 80

suppose that

absolutely convergent if

is

F(x, n)

see also NIELSEN,

1,

Shew

that in the notation of Ex.

1,

n)-F(x-\, n + l) = F(*, n),


and deduce that S/'X-r, n) converges only when f >1 that is, -F(.i;
Shew also that 2( l) n /X#, n) convi
can only converge absolutely.
/'(.''-I,

if

^>0;
4.

The

and apply Ex.


series (see

Ex.

19,

to

Ch.

deduce

.r/(l -.r),

corresponding results

''

if

|.r|<l, and

1 /(I

-.<), if

|.r|>l.
[J.

5.

TANNKUV.]

Slievv that tlu; scries

are botli convergent for all values of ./, except


Kor applications, sec N IKI.SKN,
|

for

1.)

1_^41_.^
represents the function

the

u)

0,

-1, -2, -3,....

ti'-iiniii<ifnnktion<

.^33.

LMPLE8

x.|
6.

of

:i-e

to

iily

that

>0, >ln-u

within

uniformly

th-

dly

'

isilly
tin-

7.

.\

"f

vrlappmu'

a constant

and an-

lin-.

undt-r thrsr

the circle

l.y

an-

\\liich

enough to

:ll

implith-d in CftM th- p"

that

>M.-h

- CH

^.k>

'

circiii!

to

|Tx|,,-.-t

nfi
v

A-jain.

8.

= r,

.-vampi.

iionur a .-traiu'ht

\Vltll

muni"-!-

ill--

/,',

'I

Cw

.p

liy

.-it

any

th.it

f..r all

erge* abftolut.-ly

within

-n.-h

nuiiilM-rs

comph-\

ho series

if

linr.

tin-

tliat

although not

-v,

pointt\\n

in*

of

alon- a

distril.ut.-d

tli. -in

can

lilar statfini'iits

mad.- with

i-

n(iA
fuii'

ions, the

of thi- \\.

set

-iin|)l.
r-

j-oints

notr

nnm- than on-

imt

that

we

(ni

than

niol'i-

^,,t

li-

.-all

]n>int^

liMv

Eence 2

;
.

ron\-fl\
a st-ijiu-ncr of

I'

9.

and

)/,

witliin

fall

JM.;I

elliptic

jiaia!.

<ir.r.

:n.t

th- two Bqnarea (m -

>f

bheory
n<-t\\i'ik of

tl,

In-ill'.;

if

is

conijih-x

i.-al

\vhich

numli.-rs

numl"

i>

part

'

jto^itiM-,

tin-

B81

.:/

lit.

--+''>! an<l

<.!/

.)/+,/

=A

(I ,

tin-

'" /f

)/(l

,,f

if

MC

if

tin-

othrr hand,

if

that

^3.

//

A
A,,)-

\vhi-h l.-ads to tin- n-ult

-,-n.-ral

th,.

-A

and BO
<>n

ratio

/,'

'i

use

2
1

In either rase tlu-iv

'

i>

tinit.-

i-onvrrirt^ beOtjUae the eoni]

'

up|).-r

limit

'

//
.--nt.]

t-

COMPLEX SERIES AND PRODUCTS.

256
If

10.

of

2a M

convergent, the series

is

n 3/f7* is

[CH.
if

convergent

the real part

M^

is
Thus, in general the region of convergence of *2a n
positive.
bounded by a line parallel to the imaginary axis.
Further, in case 2a n is convergent, the series converges uniformly in a
is

bounded by the

sector of the plane

lines rj=

-i

K, where

is

any assigned

number.

[CAHEN.]
[For then we can use Abel's theorem (Arts. 80, 81), merely noting that
we may write Vn = HM~_ in virtue of the last example.]
It

11.

is

not hard to modify the result of Ex. 27 (p. 251) so as to apply


where f(n} is a positive function which

to series of the type ^Zan e~ xf(n \


steadily increases to infinity (this

the same type as in the last example)


by any path between the two lines ?;= K (where
K is an assigned number), the series has a limit /I, and if lim {a n f(n)/f'(n)} = Q,
then 2a w converges to the sum A.
If as

x tends

[Landau, Monatshefte /. Math.


12.

Prove that

cosx

From Ex.

cos 3^ cos 5x
+ )
^
o

_ sin x
-X(TT-X)TT

and obtain the sum

o3

)=cos.r +

if

3#

cos

shew that

13,

if

+ ...

O^^^TT,
sin

bx
+...,

^3

[EULER.]

-^=v=%Tr,

#2 \_

5x

R2O

of the series for all values of x.

7r.r/7r

8"VT~3";~
# = j7r) shew that

and (by taking

cos 3.r

sin

^p

14.

18, 1907, p. 19.]

\
...

Art. 90, deduce that,

2,

From Ex.

Bd.

u. Phys.,

O<#<^TT,

if

13.

is

to

siii3#

sin 5^7

~ar

~5*~

llTT 4

1536
15.

Deduce from Ex.


cos

3x

1. 3.

and

find the

16.

Shew

sum

v/2
2,

cos

Art. 90, that,


5.r

cos

if

*ix

-\TT^X^.

_TT
= CC

5~3. 5.75.7.9"

~3

of the series for all values of x.

that

where n=0 is excluded from the summation and


Deduce that

0<y<l.

etc -

[Put

= 0/27Ti,

^=27r//

iii

Ivx.

:i.

Art.

!>n.

[L'A.MiK and ScHlAMlLcil.]


and apply Ait. !U.|

17.

integt

\\n

i:\

x.|

i-duce that

r'n.i.1

it'

two even

between th

li

f
aild rXHUlillf the

[Writ,- *

Shrw

18.

and divide

r.i

(A

8r)r,

-f

-.]

that

this r<|iiati>n

ival

int..

and imaginary

|.

_.;-<' 0'r

Sh.-w that

19.

_.
\\li.-r-

//

is

-d

.'

If

20.

"

ditr.-ivn.T

tli,-

tin-

iii

\vhri'

1"'th

and

tin-

m* - ri*

y an-

.-,

lirt

th<-

\v-rn

<>

summation.

and

j.,

3.

[Kx.

w- ha\-

tlic

Art. 90.]

following

r-

-7r(./--i),

--('

or

-.{),

or
i'.-v)

,-'-.,-

By writing

+J

is

if

-r>v,

if

.'

if

= 7r[</>,(,-) +

or

22.

'

~~n

4n*

i-xdudt-d from

00

<.V,o>

v.

and ..W-rve that

90,

><./<!, we

<

to

int-^-!

eerifl

'

,~i

If

rintar

between

an int-grr and

is

V'

21.

-L'>/)

T-'[</,,(,-)

+ // -

J],

if

.r>y,

+ </>,(,/) 4- .i-H,

if

.r<y,

</,,( / /)

the IVrnoullian function of order

2.

Mt. 90, or otht-i-wise. sh-w that

sllll:

Use

Stok<-s'>

mil- (Art.

0<<>r.

Sllll;

!i)

t.

dcduc> cadi

of

MI

23.

i-t

77

Slllll

|c=
l.v

rxainjilf.

C08ha.r_l
= - -f- ^"
\\'t~
a

_sini

and obtain

the otln-r

[JVM.

ditlrivntiatin.i:.

that

2
-

--

>

1
-I)"" '**"

+(-!)"

7T

'

<..<...,

'/'

l>y

COMPLEX SERIES AND PRODUCTS.

258
Shew

24.

that the product

converges absolutely except


[If the general term is

when x

is

a positive integer.

lim(iAi) *

!-,

#2 [(H-.r>4) and

Evaluate

25.

vol.
[Glaisher, Proc. ZOT^. 3/a*A. Soc. (1),

26.

From Ex.

27.

Prove that

10,

7,

p.

23.]

Ch. IX., find the values of

where

log H c

any determination

of logc being taken.

Shew

[If

= J(-l+iV3),

that

[HARDY.]

n^l=|
+

28.

[CH.

so that

*i

= l, we

[GRAM.]

</J

have, as in Ex. 21, Ch. VI.,

Now

29.

write

Shew

^=1, and observe

that

"1

that

TT

sinh (?r.2\/ 2 ) + sin (

=
4

J_Y_1-- i),

[Math. Trip. 1888.]

[We
L

where

_^

have
^

w^-r

$f4?\i+to

Thus, as in Ex. 22, Ch. IX., the given sum

and

1.
is

this gives the required result.]

30.

Apply a method

similar to Ex. 29 to find

259

\MI-LI-

x.|

Prove

31.

ti

that

lr;i-t

til.-

Vtlllf

/j_v
'
[.I//'/.

*)+/
and so the

%U+(* + i>)~n+<*-iy)r

sun.

Shew

32.

7 rip. 1892.]

that

-1

4/1-

-l

..

,7T V

7J\/3

^ech-^-.
1898.]

[M,,-

+
,T^ 2^^"2M^rV'
\\li.-iv

<,>

= ^(-l4-'x

ii

whirh

is

.iriv-n

A7r{cosec(i7rto)

easily reduced

Sh.-w

33.

seriei

tli*

tin-

t<

-jivi-n

fm-ni.]

tliat

aivtan,

-arc tan.,

.,

.\

tan

......

...

=arc tan

1891.]

[.!/
is

[It

and

it

<>asy

t<>

prove that

aivtan-5
"-

-.'-

follows that

th.-

- an- tan f

..I -fare tan

to

il

^ivt-n

\
3/

..I,
x

\,

\vh-i.

34.

:;.

iil

.\i'pl_\

the ^ivcii foiniula.]

Slu-w that

'=
"

L
In partii-ulai- \ve

tintl

\\

\n + .r/

ith

H3
v/
1

l<s
i

0-1=

T
--

+ are

tan

rsinh(Tr.r)~l
.

-.')

COMPLEX SERIES AND PRODUCTS.

260

[CH. X.]

[We have

and

tan(^-)

log

In each of these, change x tox + iy, and equate the imaginary parts on
the two sides.]

- p,

35. The points P, Q have coordinates (p, q\ (


the point with coordinates (na, 0). Shew that

then
[If

q) respectively

is

if

[Math. Trip. 1894.]


tan0=tan(7rp/a)coth(7r?/a).
it will be found that

we write p + iq=x, -p + iq=y,

id = log sin (n-xja} - log sin (iry /a).]


36.

Verify that,

if

where we are to put EP


[Apply Art. 94.]
37.

Shew

a positive integer,

is

= -B BP+ = Q
l

after expansion.

[Math. Trip. 1897.]

that

fcotf-1-^fj-B^-.B.f;-...,
and that

x
g 2 sin

_Bx^ + B^x*_ + BS^ +


4 4!

2~2!

(Jar)""

38. In virtue of Baker's theorem (Art.


powers of x if |#|<JTT, and if we write

the coefficients

En

6 6!

are called Euler's numbers.

# = 1, ^ = 5,

^ = 61,

111
l-3^
2

we can expand sec#

84),

Prove that

=1385,

+ 5^-7^+... = 2^,

[See also Chrystal's Algebra, Chap.


39.

Shew from Ex.

in

XXX.,

TT''"

+I

^ )f

3.]

37 that

cosh x

cos x

iog--^-

-^ n+lcos
,<,_

,,

Bn

.'-"

^-)^(2^r
[Math. Trip. 1890.]

40.

Assuming

Stirling's

formula (Art. 179), shew that


J

when n

is large.

CHAPTER
\

XI.

CONVERGENT AND ASYMPTOTIC

SKIM

Short bibliography.

96.

follow in-

Tin-

are

th--

chapter has been d'Ti\<-d


r.'i;K!.,

/.-

BOOTOeS

principal

which this

l'r<.ni

is,

1901.
2,

Normal

1896, p. 103.

10,

1899, p.

n. ISDO,
<

H.MM'Y,

II.

;.

'.<> i.

,,.

^ //,///.-////
LI.

I-:.

BtoT,

ij'.iT

'am

'///

1.

IN.

]>.
!.

H',

(published 1902).

./" '/>////

nf

M,iti.

01.36,1908,1).!

I'.HH.

p.

317.
1

II.

l^"'

..

I'.

..

<

97.

tin-

and

iiu'tlii..ls

<!'

in jiarticular
l>y

Alirl

in u-in-- in ii-r

*T

art-

trnii.s

n..w rallc.l
ln---in
If

before

and

tin-

tln-ory of

j..

1906.

put

on

convergence had
t

ln-

rs

and

sum

part of

ti

and

tli.-y

r.-ach

s<

minimum, afterwards

to a stage at which the terms

on these serifs use

viotis

little

n-tical

naturally used i.nly


asymptotic (Alt, l.'JO below); in such

tak.- the

sinv

'audiy. niatlicinat iciaiis liad

th<

in
listi;

IM-.-II

n\ -i-r^-nl aeriea in Imtli

to decrease,

we

had

Analysis

investigations,
In nunirrical Work, however,

incr

l!n;.,

i'/.ig,

Historical introduction.

footing,

which

Yolk.

r.rfniv

tin-

I'.

\.-\\

trgtnt aa including

quotations.

a<i

NON-CONVERGENT AND ASYMPTOTIC

262

SERIES. [CH.

XI.

we may hope to obtain an approximation with a degree of accuracy represented by the last term
retained; and it can be proved that this is the case with
many series which are convenient for numerical calculations
(see Art. 130 for examples).
are sufficiently small,

An

important class of such series consists of the series used

by astronomers to calculate the planetary positions it has


been proved by Poincare * that these series do not converge,
but yet the results of the calculations are confirmed by observation.
The explanation of this "fact may be inferred from
:

Poincare's theory of asymptotic series (Art. 133).


But mathematicians have often been led to employ series of a
different character, in

which the terms never

decrease,

and

Typical examples of such series are

increase to infinity.

i_i + i_i + i_i + ...


1-2 + 3-4 + 5i^2 + 2 -2 3 +

(1)

(2)

may

(3)

1-2! +3! -4! +5! -6! + ....


"
sum " of a non-convergent

(4)

Euler considered the

series as the

numerical value of the arithmetical expression from the


expansion of which the series was derived. Thus he defined
finite

the

"

sums

"

of the series (l)-(3) as follows

J__l.

~1 + 1~2'
and

^_

_1.

,^_

-(1 + 1)2-4'

his discussion of the series (4) will be

of Art. 98 (see

p.

_L

-1 + 2-3'

found at the end

267).

In principle, Kuler's definition depends on the inversion of two


limits, which, taken in one order, give a definite value, and taken
in the reverse order give a non-convergent series.
Thus series
lim l-limoj + limic 2 -lim^ 3 +...

(!) is

as x tends to 1

So, generally,
" sum " as lim

Euler's definition replaces this

by

2/w (c) is not convergent, Euler defines the


2/n (#), when this limit is definite a definition
if

X-+-C

which should be compared with the principle


the beginning of Art.
*Acta Mathematica,

t.

!M).

13,

1890; in particular

i:t.

L'ormuluti'd

.it

fflSTOR*

97|

can

definition

tlii-

'I'--

aUo

raided the

('all.-t

ohtained

IM-

[KTEODUi

\i.

l,y writ

in;.;

in

the series

tliat

>lj-cti>n

<

i<

he series

+*-+...,

(5)
,

whereas the left-hand side th.-n


This ol.j.-ct ion ..!' 'all.-t 's \\as

istead of $.
n,,-i

vrho suggeated that

ami

that th.-n

-h.ul<l

ti

..tiM

tin- <l-ri\-.-.l

rk of Lagrange's,
written as

,\

!>

1+0-1+1+0-1+140-1+.
Tin- la-;
!.<>.

value

imfl

|(i

....

^i\,. n

aeriee

).

<

that

BO
.

},y

|,

1(

1.

may

with

ftgrOe

had

n:athMiiaticians

i]l.1

is

.f

.">

th-

In

i-

nri^inal

of which the

o, ...,

KulT and

l>y

Dnn-l

M-i-ii-^

usin^
the

in

sutlicient ly
if

other mat heinat


which do not converge,
:

statement

that

ollcr

the

-vil-

experimental
they \veiv cnnverevnt led to

^(.o<l

when they presented

,/,/////,/////.

rxumplr

atl"nl.-il
i.

i,

the majority of easefl

in

results t

COrrecl

themselves

^\>\<-

o.

sum.

the use of such series as

that

which

the fact that

t-

made numerous discoveries


\\e

i,

<>.

Kulci-'s

u-'ith

cin^r

lla\inu rc-'ard

'-

hand

.ft

the aroma are

to

tin- "

1.

p.

1>\-

Bi t"

tli-

.f

pa-au

'

in

rier

..litaiii

is

\vliat

ol)t;iiniiiu

\v<-

should

call

IK>\V

'

K"iui.

inctk>O

f\

ih

and

finds that tlu-

la

*Thi
tluMMvm

of
in

Fiolx-nius c'
Ait.

more satisfactory
l;,l.

x'.i,

ls>u,

],.

basis

_'.,

iiat

."!

liln

*-!
:iu
'

,(

lim

-f-

1)

J.
with a few

MB

|>t

al-.

sum

NON-CONVERGENT AND ASYMPTOTIC

264

coefficient of sin x appears as 1-1+1-1 +


be expected to be
if we adopt Euler's principle.
As a matter of fact this is correct, since

Tims the

...,

SERIES. [CH. XL
and may therefore

sinh

x sin x dx = | (cosh x sin x - sinh x cos x \


2 f

so that

f(x)*v&xdx=^.

Abel and Cauchy, however, pointed out that the use of non-

convergent series had sometimes led to gross errors; and, in


place mathematical analysis on the firmest

their anxiety to

foundations, they felt obliged to banish non-convergent series


from their work. But this was not done without hesitation
;

thus

Abel

writes

to .his

former

teacher

Holmboe

in

1826

(Oeuvres d'Abel, 2me. ed. t. 2, p. 256): "Les series divergentes


sont, en general, quelque chose de bien fatal, et c'est une honte
qu'on ose y fonder aucune demonstration ... la partie la plus

Pour la
des Mathematiques est sans fondement.
il est vrai, mais
les
resultats
sont
justes,
plus grande partie,
c'est la une chose bien etrange.
Je m'occupe a en chercher
essentielle

la raison,

probleme tres interessant."

And Cauchy,

in

the

preface

of

his

Analyse Algebrique

(1821), writes: "J'ai ete force' d'admettre diverses propositions

qui paraitront peut-etre

un peu dures

par exemple, qu'une

"

serie divergente n'a pas de somnie."

the asymptotic property of Stirling's


132 below), by means of a method which can
be applied to a large class of power-series. But the possibility
of obtaining other useful asymptotic series was generally over-

Cauchy

established

series (see Art.

looked by later analysts and after the time of Cauchy, workers


the regions of analysis for the most part abandoned all
;

in

In England,
attempts at utilising non-convergent series.
however, Stokes published three remarkable papers! (dated
1850, 1857, 1868), in which Cauchy's method for dealing with
Stirling's series was applied to a number of other problems,
such as the calculation of Bessel's functions for large values

of the variable.

*Of course no one would now regard


made it.

('auehy's statement as unusual,

the sense in which he

fSee the references

of Arts.

1.'!::,

i:i.~>

Ix-low.

M.I:

97, 98|

no

Hut

-eii.-ral

ON8IDBB

\l.

tin

when papers
I'oinc.i
written hy Stiel'
of researches has.- heeii puMi-hed
until

OOming

ISM!,

.1

aO8 that time a nun

the

1'nuvl

1>\

in

we

in- articles

t'oll.\\

our exposil ion

tin-

we

mod

the

.r

r.

<!> not

General considerations on non convergent


\ii-\v

ol.taiiK-d

r.-sults

th'-

I'.-rlVrtly

j.ivcis,-

may

uiili-r |M

which

niranii

1-

M---I

.r

!'<

Tim- we attempt

jtrictioDB,

not).

tvergenl

as-ociatf

t<

function

dclinitc

jMTfcctly
the -.sum" of the Beriea

(letinition cho-.-n

he such that

M'

use of

calculation.

to a

is

\\ith

it

numhcr. which
and which

olvins

of course

i-

It

nl

l;i

the n -suiting laws of

COUT

arl.itrary;

hut

tliat
it

the

>lnull

c-alciilatioii

aeriea

not

i-

that the

i'leiit

to

BUBD

with

'i

conf-'unded

!,-

a noii-

with the sum of a

in the sense of
\rt.iii:
hut it will
Convergent
confusion if the deiinit i<ui is such that tin- same operation,
.

applied

yields th-

Qvergenl

.'In

i..

I..-

of the di>t inrti'in

|i..ii,

tliat

..in

t.-il

ln-t \\t-f

"
hi.-,

Tliu>

Of I
hat tin-

Kuii-r.

sum
lu-

"

't'

says

;it

nmi

;.n\

los-l

(jj<

ii>u.-ly raiiiu't

rate,

mi
1

.'.

tli.-

when

ordin

wai perfectly

I-:

>nlin:r

in tin-

th- larp-i-

in

1;

sum

a'

.nvcr'_:-ii;

i>,

tin- iinira

doesS.

i-th tlu-

lull

i-:

....

with those of t-onver-eiii &

convergenl

d.\

to formui.-i'

call

th-

can attach

n a

cnal'i'

lie,

\ve

ivergenl
of formal

juirpo-.^

)i

series.

l.y

]>ast

prnhaM.- that

ins

sud

th-

in

ay> adopt hisim-th

al

In

of

e..ntine

par!

non

98.

non

^hall

i)l'

theory

MMI. although

theory. 9OQ16 of which

tli.-

Ait

in

<|Uot-d
In

nil

account of this

IM-.T;.

rory see

Ar

-w).

NON-CONVERGENT AND ASYMPTOTIC

266

SERIES. [CH.

XI.

And he adds, after referring to various difficulties, that contradictions can be


avoided by attributing a somewhat different meaning to the word sum. "Let
us say, therefore, that the sum of any infinite series
the expansion of which the series
infinite series 1

-x+x

-x* + ...

is

will be

--

is

the finite expression, by

In this sense the sum of the

generated.

because the series arises from

the expansion of the fraction, whatever number is put in place of x. If


this is agreed, the new definition of the word sum coincides with the ordinary meaning when a series converges and since divergent series have no
;

proper sense of the word, no inconvenience can arise from this new
terminology. Finally, by means of this definition, we can preserve the
utility of divergent series and defend their use from all objections."

sum,

in the

In writing to N. Bernoulli (L. Euleri Opera Posthuma, t. 1, p. 536), Euler


adds that he had had grave doubts as to the use of divergent series, but that
he had never been led into error by using his definition of "sum." To this
Bernoulli replies that the saine series might arise from the expansion of
"
if so, the
sum " would not be definite

more than one expression, and that

to which Euler rejoins that he does not believe that any example of this

However, Pringsheim (Encyklopddie, Bd. I., A. 3, 39) has


examples to shew that Euler fell into error here but in
his definition almost exclusively in the form
Euler
used
practice

-could be given.

given a

and

if

number

of

restricted to this case, Euler's statement is correct.


from these passages that Euler had views

which do not
bottom, from those held by modern workers on this subject
although of course his attempted definition leaves something to be desired,
It will be seen

differ greatly, at

modern

in the light of

analysis.

borne in mind that the legitimate use

It is to be carefully

always symbolic the operations being


convenient abbreviations of more complicated trans-

of non-convergent series

merely

is

"
shorthand
Naturally this
background.
labour
us
to
the
of
not
enable
avoid
representation" does
justifying the various steps employed but when general rules

formations

in

have been

laid

the

down and

them with confidence


It

the

may
work

in

firmly

established

we may apply

particular case.
that we might just as well writr
be
urged
very likely
in full, and so avoid all risk of misinterpretation.

any

But experience shews that the use of the series frequently


suggests profitable transformations which otherwise might never
be thought

An

of.

c.\ainj)k;

of

Nicholas JWimiilli

this
(//.

may be taUm fr>m


Euleri ()//'! /W/tuma,

KuK-r's
t.

1,

ronvspmuli'iu-.' with

p. f>47)

uhrir

ilu> ivul

WTBORA1

BBL'fl

98,99]

Caning

olij.

ll.-

th- M

that

lir-t

prOTM

'!'

which

nlitain-

In-

tin-

ti-

intrirral

if

|-;h''

"

(l

"th.T hand,

tin-

in

liv

n>inu' tin- rul-->

which

li:nl

In-

olitain-d

f-r tin-

transformation

aiid

it

j?

1+

i-h

1+

1:

&r

2.r

rr
l.v

|.r..v.-(l

N"\v this n-latiun

l.t-.>

n.it

1+

1+
1

was rntiirly guided

Writing

.r-

1,

1+

1-f

naturally \vithut

ill

iUggi

alit-ady
\v..rk

3oi-t-

I.

__-__

"~Ldt =
1
1+AY
1+

3.r

TT~ r+~

nnai -ki-d,

it

is

r\ idnit

tlie

tli..'

thr aim of evaluating the

1>\

Kult-r cl-tains

th<- c'.ntinu.-d

fi-.-ni

fia.-tion tlic

nuivfrgente

1>
and

Ity

usini;

tli-

l-'Uh

and

1-lth

In-

int"-i-

tin-

numerical

value

Hr then

sulti-a-ts this drrimal fi'dii

and

infd-s that th-- Value

-f

tin-

99. Borel's integral;


Tl).-

summable

general considerations

Specialised ly adMjitin-"
as Insum of a n

aome

<>!'

th.-

series.
la->t

m-ticl.-

lta\.-

mivrntinnal im-jmin^

n\\ to be
In-

tak.-n

Hardy,

in

tli-

inllowin-- jn-incijilr

definib ordt

vdku

A'.

Imt.

[.MJM-I-S
:

//'

i|ii"ti-.i

rniulatt'd

tlu-

NON-CONVERGENT AND ASYMPTOTIC

268

Y,

meaningless expression

we may agree

SERIES. [CH.

XI.

as

to interpret

X.

meaning

For example, the equation


~=o

f(x,

n)dx =

[lim/(#, n)]

JO

dx

n-><x>

But
true under certain restrictions* on the function f(x, n).
definite
may happen that the right-hand side is perfectly

is
it

while the left-hand oscillates between certain values (which may


oo and + x ).
In such cases, Hardy's principle is that we

be

may

take the right-hand integral as defining the left-hand

limit.

sum

In particular, suppose that f(x, n) is the


of a series of functions of x; say that

to

n+1

terms

and that

The equation then becomes


o

is

<&(x)dx

con-

Jco
o

vergent,

when

integral ivhich

convergent

the series on the left

may

special type of function


interesting results is
<t>

un

not

if

"

so,

we have an

sum "

of a non-

series.

The

where

is

be taken as defining the

is

n (x)

independent of

<j>

n (x)

which has led to the most

= e-*un x n/nl,
x.

n (a?)

dx = un

(see Art. 178)

too
o

arid

$(x) = e~*(u Q + up + u 2 |j + u 3 |j +...)

= e~ x u(x)

us say. We must assume t that the coefficients


that the seriefl u(x) converges for all values of x.
let

*A
fAt

un

few simple cases will be found in the Appendix, Art. 172.


least for the present; but see Art. 130 below.

are such

99, 100J

Then provided

we may
tl>

i*

I'll

>\

//</

>l

//

integral

agree to associ

series

tin-

d.-n,t,-d

!>

tin-

l.y

called

IK- rall'-d

i;ty

sum may

Tin-

ma\

this int.-^ral

*grie*

/A*-

//-/'/A

<

/'-

conve,

MMIMIU1

syml)ol

Borel, who deduced it. 1,


definition u-ivni hrlnNV ill Al' III: liUt BUICe the

This definition
tlir

lias

is

due to

more serviceable

].ro\.-.i

rd

100.

oltvinus that

tin-

i'uinlaiinMital

in ^ivm

<l-finit

^U

lead to diilirulti.'s- unl.-ss tin- .sum


\vli-in-vt-r

in tin-

d.-tinit

it

.n.

i'l'

Fr.

is

consistency

St.
tin-

s.

rics

\J

//

arliitrarily

-e~ x

fi.

converges uniformly for

''

within an interval

,/

',

.,

df

that
if

e,

/j,

and consequently

satistinl.

<

\alucs

sum

ffrgent,VfG rnn tind a nunil).-:

Then

will

artirl'-

tin-

imw pm\

shall

last

a^r.--s with

"

oditiOD

all

in\-<-sti-j-ati<Hi-.

suls-.jurni

tin-

Condition of consistency.

is

It

in

as

tlii>

i'r..m

(0.

,\

>.

\\ln-iv

may

be

1,-r

S^

f\o

|*A

''~ z

,c?a;

Jo

by A
rx
(

fA

where

A_
te(_iT+7(n+!
V(// + D:

,\

New,

since

aence; ami
Alu-l's

is

,\

jm.siti\r.

L':!

;
'

tin-

t> tin-

r..nM-.|in-ntIy \vc

Icimna (Ait.

A(\,-\

.+...toa

sequence (X,) ia a
can apply tin- rxtriidt-d form of

-um

li

\,,.

<//(\,

and we sec that

-,\,

/(

)-f //

NON-CONVERGENT AND ASYMPTOTIC

270

SERIES.

[CH.

XL

where H, h are the upper and lower limits of UQ+U^ ... + ur as


r varies from
1 and
to
m hm are the limits as r varies

from in to

Now

^un

if

hm = s
to oo

oo

converges to the sum


s + e, however small

Hm =

X and X m tend to the limit

choose

so that

maybe; and as X tends


because
is fixed.*
Thus
e

1,

[h(\ Q \ m + h m \ m = h m ^s-e

lim

and

we can

s,

- X m ) + H m \ m = Hm ^

lim [#(X

A-*- oo

Hence we

see that
00

A->oo

But

arbitrarily small, and so (see


limits of 2un\ n

is

maximum and minimum


to

s,

Note (6), p. 5) the


must both be equal

so that
00

lim
A-^co

what

or,

But

if

2u

n\i

=8

_ -^v

the same thing,

is

2un

however great

>

we can

diverges (say to +00),

may

find in so that

be.

Thus, since

- \ m ) + h m \ m = h m > N,

lim [h(\

X->co
00

we

lim

see that

A->->3

Since

is

arbitrarily

is

divergent,

with

this

inequality

That

X.

v
when 2*** ^

is

great,

tends to infinity
n

^ un^n = ^

is,

divergent.

implies

that

the integral for

Of course

this

only as

it

should be

otherwise there might be a risk of

inconsistencies arising.

*For

=l-e-A,

Xm = l -

expressions tends to the limit

1.

+ i\2 +

...

m
;X

and each
)e-*>

of

these

ADDITION 0V TERMS TO

100,101]

MMAHLE SEWER

SI

00

Relation between

101.

and

//

'/

>

not follow immediately tY'-m their definitions

.loes

It

suma

8= <*UH and
,

<J/

are related

such a

in

existence

tin-

thai

way

the

<>f

the

tliat

tin-

The

ther.

existence

either

>!'

definition

ini]

relation

tin-

9lJo

r-'y/t. /)'/.',

.s'=| e-*u'(i''i
Jo

////

a;

1186
'

/.''

are -m-h that u(x)

the coefficient

any valn-

I'oi-

+";:.).+

of

./

an-l

o MISC. jn.-nt ly

Art.

")0

<

can be

OSed to justify trnu-liy-tenii <litr.'r-ntiation of u(x).


(

)n

int.'-i-at

iii'4"

tin-

for

expression

relation

ny

8*

tind

\>

tin.:

x'^

+x.

g-w(a;)
I

This shews that when

l>oth

>'

>,

lini

//

also:

fcfl

exist, tlie limit

(./)]

><*>

and the \aine of

this

cnld

otlierwise the inte-'ral for

must

limit

not conver^.-.

he

zero,

(S.-c

Miir-

Art

Appendix.)
Hein-i-.

i>i-<,

j)i'n|ierti'>.

Beiiea

>>,/></

s'=/i u

/,,,,-,.

<

M'

flnif

integrals st

Jx>t/i

thus the t\\n

aeriei

respect, ana In--, .us to


course any failure of the analogy
in

this

and w.u
the definition which we have
.lvious ditlicnltie^

bere would

reduce the

ly

the

sel<

"

li

utility
"

sum

of

sunuuahl'
I'.nt

it

must be rememhnvd

that

the oonv<

of

Jo
'o
l>y

no mean- enSUTQfi

ti;

lini

delinit- value

X >ao

as

is

cli-ai-

<>/ ./////

fn>m Art.

definite

valw

Dili

!'

the

Apii.-nilix.

It follows that

NON-CONVERGENT AND ASYMPTOTIC

272

An
paper),

example of
by taking

been given by Hardy

this has

SERIES. [CH.

XI.

30 of his second

(p.

Then
but the integral for

s'

is

which oscillates.
Thus 5' does not converge, although

The reader

does converge.

will find little difficulty in seeing that here

the algebraical transformation will be found in Hardy's paper.


00

Although the convergence of


that
yet

Jo

e"*u(a/)daj does not ensure


Jo
definite limit as x increases to oo

u(x) tends to a

we can infer

lim e~ x u(x) = 0,

that

e~ x ii(x)dx is convergent;

when

and consequently

the

integral

that the integral

e~*u(x)dx converges

also.

For, write

e~ xu(x)da

y= Jo
/

Then

-*

d?y _ _ x

,,

and consequently

The

last expression

and then

(TJ

T;')

tends to a finite limit

tends to the limit


e

If

these

YI
;

0.

?,

as

increases to

Thus we can choose

oc

A",

so write

so that

if

has an unlimited number of extreme values, //' vanishes at each of


Thus
hence at any extreme value beyond A', we have rj <
.

|T?|<

or

Iini7;
if

r;

= 0, and

if*>.\',
hence Iiui7/ = 0.

has not an unlimited number of extreme values,

must approach a definite


77
approaches the limit -a. Now, from Art.

finally of constant sign,

say a; thus

r)'

and so

?/

must be

limit (Art. 2),


152, it follows

ADDITION OF

101, 102|
that

if

limit

tin-

:ij,|,r..:i.-li.--

-/

liiu

and

ii

\]

\ i.

tli.-n

-o,

'.r

//

approaches the same

limit.

hav

Tim* Wl

l.ut

si

hu\v

,,

Inn

",

if

be zero.

tli--

Thus we must always

liiu

?)

= 0,

lim

;/'

= 0.

X-^oo

X->oo

or

-a,

(,/ .r)

"ttto+l e-*u'(x)dx t
Jo

Jo

Mm

and

'-'//(. /')

= 0,

x->>
]>r<\ idcd

that

tin-

integral

Accordingly W6 have

vmmdbUj

//"

//

n-sult

tin-

00 "/>"

vergent.

Jo

//' f/te

the series
..

//'

r' I

1.

ion between their

mode

?////>

of stating these

i-.-sults
/>c

///<"/

and

series

is

the following:

prefixed to

remain swwmdbl*
//" .sums will be related as if (/' tm> series were convery
Hut fhi- removal of even
6
singl* term from ///
tin'
of tl
////// destroy
j>n>/r(;/ of swmrm
,

v.

/"

oortefl

"'iff

Some obvious theorems.

102.

ao

follows immediately tY<m the d-tinitin> that

It

oo
'

are BUmm&ble, tli-n

suniiuahl.-.

Kurtht-r.

''

is

any

/\n n +''n) and

1'act.u-

independent <f
o

l.s.

(*u n

and

oo

and

ii'

if

/'.

are also

NON-CONVERGENT AND ASYMPTOTIC

274

We

SERIES. [CH. XL

should note further that the addition of a constant to

any term of a summable


same constant
the theorem on

are

series is equivalent to adding the


this of course is a special case of
the addition of summable series. For the series

sum

to its

summable and equal

all

to

k,

CO

Thus
o

although, as we have just proved (Art. 101),


is not necessarily summable when
+ u^ + u^ + us +
103.

Examples of summable

is

so.

series.

i_i + i_i + i_....

Ex.l.

u(x) = \-x +

Here

x2

x3

^-^+

...

=e~ x

/oo

e~ x u(x)dx=

foo
o

Assuming

we can

e~ 2x

dx = L

Jo

this series to be

[Compare

Art. 97.1

summable, and to have a sum

evaluate s by prefixing a term

s,

at the beginning

of the series (Art. 101): this process leads to

s-l=- + 1-1 + ...= _ s


1

so that

(by Art. 102)

= J.

l-t + t--t*+....
(t>I)
tx
=
we
find
1,
u(x) e~ and then we

Ex.2.

Here, just as in Ex.

get

Jo

Here again, assuming the series summable, we obtain


1 at the beginning of ts, giving
value s by prefixing
}

= !/(!+/).
1-2 + 3-4 + 5-....

or

Ex.3.

^(oO=l -2u; + 3-4+... =er'\l -

Here

and so
Jo

e-*u(x)dx=\

Jo

e'^(\ -.e)rfa? =

'>

i-J = J.

its

LMPLES OF 9U1CB LT

102, 103]

Assuming

!UI ,1

!!

siimiiialiilit y.

tli.-

us write

9.1-2+8-4+5-64
0+0-0+1-2+8-4+J

so

Adding

til,-

corresponding

MI. 102).

i.-rm-.

1-14-114-1-1 + ...-}
<

Ex.

(by Kx. l)

J.

(7=l+co80+ cos20+cos30 + ...,

4.

0+8H10+ sin 20+n30+....


Thus

C+i/?=l-;

ami the associatol

i'unrtion

i-

)=1+^,
Of

.)

Hi-jir,-.

tind

pi-.

= er(co+i8in)
that

id.-d

is

not zero or a

6U= T

Jn

inulti}

iiiin^-

nlitaiiu-d

l>y

nn-aiis

the
of

= s(H-

-n

COSO

Of coon
In-

1)

Mini

thi-

,\

+...=t'X 1 )(^)

2\

S1110

suimuablr property,
sann- drvici- as

tin-

in

tin-

MHH can

Kx.

'2.

which

[nation

e(('+;N)+l=
and there!

(7-fifl

Henl

Thus wr

with

tli-

l/(l-<
fmind.

rrsnlt just

havt-

1+costf + n.
()
+ sinH + siii2rt + .sii,:^+...,
.

and
In

likt-

nianin-r

w'+

find

t!

')(-

msf) + rMs:>f) + (.'0830+...=


sin
I'.y

0+ sin 26

rhan^-in^ I'nnu

'

>+...-Jc
t-

re

H.

.=

l'tain
.
,

rin0-am20+ain30-...

-..)

,__

NON-CONVERGENT AND ASYMPTOTIC

276

C=cos0 + cos30 + cos50+...


$=sin0+sin3$ + sin 50+...

Ex.5. If

and

(7+ iS = e

we have
using Ex.

(l

+e +e

4ie

XI.

+...) = "/(!

-e

<')>

4.

< <

Hence

6
(7=0,
TT).
(0
=Jcosec0
be noticed that these two values are the same as

will

It

ie

SERIES. [CH.

are given (Ex. 4)

by summing

cos

and

sin

but there

no general theorem which would justify our

is

new series
to
By changing from

equating these

cos0

G and

to

0,

JTT

cos30 + cos50

S.

we

obtain

^a^\

...=

-sm30 + sin50-...=.
Ex.
to

6.

It is easy to

+ 0, we

deduce from Ex. 4 that

is

if

not equal

have

cos

cos

sin

sin

cos

sin

+ cos 20 cos 20+.-. =


+ sin 20 sin 20+ =0,
+ cos 20 sin 20 + = ^sin 0/(cos
-g-,

...

cos 0).

Absolutely summable series.


Following Borel, we say that a series
104.

is absolutely

summable

if the integrals
/

Joo
o

e~ x u(x)dx

and
\

e~ x u^(x)dx

Jo

where \ represents any index of differentiation, are


lutely convergent.
It is at once evident that

if

all abso-

the series i^ + 1^ + 1& 2 +

. . .

is

absolutely summable, so also is the series obtained by removing


any number of terms from the beginning of the series for
the integral function associated with the series
:

by hypothesis

Jn

e~ x u'(x)dx is absolutely convergent.

OL1

103, 104|
It

\irtu-

in

follows

MM .Mill.

-I

what was proved

of

lim

Art.

in

1"1

liine-*wA (a;) = 0.

-0,

X->!

'/

nimbly.

f...
is

al*l tii'i >j swm/mable,

<//,i/

sums

their

'/

Bumrndble, BO also
'I'h.-it

is

can

\vt-

is,

90 also art

series

/A

as '///"'// were convert)'


n -f "._,+ " 3 + ... '-s

<n->

And, conversely,

"/ ;

M'rii'*

//"'

'

'

series

th<>

formed by prefixing u

th- convergence

ini'.-i-

<>!'

tli.-

e-*\u(x)\dx

Jo
'0
IV.

.111

that of
I

"

o'cte.

Jn
'0
T.

this,

irvr

h/t

us writ,'

Jn

Thus
BO

')^

li

\U(.'

Id -nc.-

''
,

//(./)

urrtainly OOD

J./'

&(x)d&

Jo

Jo
I'.ut

(Miivrr^vnt.

the r..n\

inl'.-nvd lV"in that of

.!--.

-nee of tin/ /.

l>y

last

iiit'_Ljral

is

can be

the ar^tinu-nt of Art.

HM

Jo

Tin- ]r<t', Imwrxcr, can


of tlu- inonotniiic nature of

above.

1..-

simplitird

h.-rc.

in

For we

liave tin-

fJT
o

identity

/'- -' -*A(Z)-f


Jo
"

and consequently, because

\
o

.1
Jo

/>(

and

ive,

-I
Jo

\'irtue

NON-CONVERGENT AND ASYMPTOTIC

278

x
Hence, since the integrand e~ <^(x)

SERIES. [CH.

XI.

the integral

is positive,

Art. 166 of the Appendix.


It will be noted that this argument cannot be reversed

is

convergent,

by

that the convergence of

e~ x

(j>'(x)dx is

and

not deducible from the

Jo

Jao
o

e- x $(x)dx.
e-*<$>(x)dx

x
convergent, but lime- (f>(x) does not

is

exist,

may

be obtained by taking

so that
It follows

from a general result due

convergent (see Ex.

is

3,

to

du Bois Reymond that

2
- 3
exp ( x sin .^) dx

Art. 166).
in a power-series for

The function $(x) can obviously be expanded


value of x, although the law of the coefficients

is

any

not simple.

absolutely summable series, we may refer


to those given already in Art. 103.
Thus, for instance, take
Ex. 2; here it will be seen that

As examples

of

and
so that

dx

dx*

Similarly

the

obviously convergent, since 1

is

other

cases

are

to

proved

be

>

0.

absolutely

summable.
105.

Absolutely convergent series are absolutely summable.

For we have

so that
|

Now,

u(x)

^ v(x),

since the series

5> n
Jo

is

if

vn =

un

\.

convergent, the integral

e~*v(x)dx

converges (Art. 100), and thrn-l'mv the integral

e-*u(x)dx
{oo

is

absolutely convergent.

104, 105|

Further.

tin-

tli.-

Mill.!

^_it A+1 H-v/ A ^_.-i-

.same

tin-

'I

that

-279

this

to

argument applied

absolutely con-

is

...

series

shews

int.

\dx

Jo

That

dec absolutely convergent


absolutely
1'iit

Minmiablr,

n id.

const

This

in

is

-.1

is

^ivrn hy

-I/'

K,

(in

llar.ly

lias

r-,

/-

and

\\hich

intn -\

:
i-

and

that

i-

'*
<
\

per.

"

\\ li'-ii

pp.

-~>

2&).

K r,

lid

M]
s

\\ln-i.- K

any int-u

i-

integer contain. -d
.itmle as the

.id.i

saint-

u(x)\>
L.-inu'

that

.a
]

lai-<->t

ill.-

'lie

in

proved by an example

that

and
all

utely

b.-.-n

takin.u'

\\li.-n

i-

Hanly then shews

<-<>n\

any

not correct. as

l.y

fxaiiijil.-

\\liii-h

that

in. -lit.

I!..)-.

an absolutely n.h

is,

suiiiinable.

is
It

-i.

a constant, throughout
is then
easy to prove

^'-nt.

is

It

easy to construct simple series which aiv suiimial>l<\


an example is ^i\-n by the series

hut not absolutely:

For here
and so

')=

x ['

(c.s./-+

|*\
i

Jo

!],

_ ^ ==
,

fl

[Art. 173 (DJ.

"i

ucc

SO

./)

But

sin

c-'-f/sinaj
-

v ,
f*cosic
(j-)<Lr=\

,.-*

U(x)\dx^\Jo
.

lit.

{
In iVLranl

this srrii-s.

\v-

m>t<-

that

-O/^
\vhirli

tends

t<

B6TO, a

'

"'
I

ges.

in

thu>. as

in

Art.

1"1,

we

B66 that

280

NON -CONVERGENT AND ASYMPTOTIC

But the convergence

of this integral
x

so that

\er

is

SERIES. [CH.

XI.

not absolute, because

if

u'(x)\^j2lx-2la?,

/oo

Thus the

integral

Similarly,

we

e~ x u'(x)

JQ

dx

is

divergent.

Vac

establish the convergence of

e~xv>(x)dx,

A.

being any

/oo

index of differentiation, and the divergence of

Thus

the

series

^A +

%+ + %+
i

+ "-

e~ x \u x (x)\dx.

summable for

all

values of

A.,

although not absolutely.

106. Multiplication of absolutely


two series

summable

series.

If the

are both absolutely summable, and

wn = u

if

then the series


is

also absolutely

summable, and

W = UV;
For then we have
I

Jo

e- x u(x)clx\

= lim

\\
A->oo J J

where the

e~

Jo

- (x+v)

u(x)v(y)dxdy,

latter double integral is

taken over the area of a

square of side X.

Now, in case u(x) and v(y) are both positive, the integral
taken over a triangle such as OA'C' lies between the integrals
taken over the squares OABC and OA'B'C'] so that, since the
latter integrals both approach the limit uv when OA tends
to oo, the integral over OA'C' will also approach the limit uv.
15nt if u(x) and v(y) are not
always positive, the difference

between
tin-

\TIN

Mi I.TIN. h

105, 106|
tin-

OA BO and

ini

n.\ /;'

I.

integral
'"

"'WaOI.

'

taken over the area

.I//'

''//.!

this

an<l

the

is

dil

the integrals
f

A
"

'(

'

'i)\dy

Jo

and

'

'|tt(j")|

tLc

which teniU

BerO, since the

to

e"V\v(

Jo

ii,

30

and

e~*

-'

<

Jo

Jo

are in.th convergept


we can writlim

when-

tin-

now

is

integral

triangle such as O.1V",


Del

intr-Tal

tli-

I'.-)-

tak-n

sil-77

"\-.-r

th- ai-ea of

_\.

i-

= ^,

Ix-conif-

l-iy.].

.-(

Jo

^I'-.'nt

t.

wl.^-

Jn

Owino-td the

<lxdy,

=
.,-+,/

us write

and th-n

'

>/:Jj

fact

that tin- scries

any \ah

l'>r
\\

//

./

).

-(//)

aiv

al>s,.

lately

can obtain the product

fti-)]-*(dr)
the

hy

rule

t'or

product-Seriee

resped

inultijdicat

will

The general term

and

['

tl.al
I

.11

obvi

iliat

i.

of

be

we may then
in

the

Beriefi

(Ari

uniformly

the

uid

convergent

with

integrate terin-hy-terni.

|>r

,,

NON-CONVERGENT AND ASYMPTOTIC

282

Thus the

integral over the triangle

SERIES. [CH.

XI.

is

where

we have

-and accordingly

the equation

uv =
'0

But we have not yet completed our


the last integral

and
is

is

the

sum

(Art. 101) it does not

summable.

It

investigation, because
of the series

immediately follow that the series

we can

should be observed, however, that

infer the absolute convergence of

because

|TP()|

Hence,

if

we

Jo

u {(l

*i)} I-

reverse the argument used above,

e~%

W(g)\dg<\Jo e~
Joo
o

we

find

r\

rx

JAo

v (&)\ d>j.

\u(x)\dx.

Jo

e~y\v(y)\dy

e-*\u(x)\dx.\ e~y\v(y)\dy.
Jo

Thus, since the integrand is positive, the integral

is

convergent (see Art. 166).

To complete the demonstration of the theorem,


the two absolutely summable series
Their product

let

us multiply

given (in virtue of the foregoing) by the


absolutely convergent integral

where

is

Ml UII'LK

106|

\TI<

'I'll.'!'

)="',,+

...-,/'

"-,V

"|

ah

so

anil

--'Itrtf)

JO

ami therefore

W((

<

Jo
ix

gent

ahsnint.-iy

No*

HT()

-,4-^;-

i*()

w=
whicli

is

-r

<<>...

with the scries

t'unction assu-iatrl

tin-

i^

//-

4- /r t 4- /'._>+...

therefore suniinablr: ami

sum

its

is

r|ual to that of

0+ "'+"'!+ "',4-...
If

we multiply

similarly the ahx.lutely

we can

'out

<

(Art

//
;{

+"

+...

'

'i

Mimmable

101).

ser;

'-+'"'

establish th- oonvergenoe of

inning the

VT6

].r..cess.

can

pn\v

that

\;

an-1

Jo
|

e.n

for

By

ue

int.

any

!'<)hltely

.,f

aceuplin^ly

the

slJininahle.

conihinin- the foregoing results with the obvious

nn the addition

>lutely

the

suniinal-i

t'nllnwili.
//'

/'

''

ng

fl

'/'//

p
Ill

IIKllll'

si
/

i4

un#

6c

NON-CONVERGENT AND ASYMPTOTIC

284

SERIES. [CH.

XI.

Examples of multiplication of absolutely summable

107.
series.

Ex.

(1-1 + 1-1 + .. .)2 = i

1.

Of course these

results agree

Ex.2. Write

+ cos 20 + cos30+...
=0 + sin + sin 20 + sin 30+

with the examples of Art. 103.

(7=l+cos

...

C7+i#=l+e + e K * + e s ''+....
'

then

Hence (0+ iS) 2 = 1 + 2e ie + 3e


2
2
or
(7 ->Sf = l + 2c

By

using the values of

+ 4e ^ +

C and S

found in Art. 103,

it is

easy

to deduce that

+ cos 0+2 cos 20 + 3 cos 30+ = + sin 0+2 sin 20 + 3 sin 30+.. = 0,
.

..

cosec 2 (|0),

agreeing with the results found in Art. 110 below.


Ex.

3.

Another exercise in multiplication

C and S

directly

is

given by squaring

this yields

= Jcosec0(sin0+ sin20+ sin 30+...)


+ JO + 2 cos + 3 cos 20 + ...),
=
S
+ sin 20+ sin 30 + .)
| cosec 0(siri
-1(1 +2 cos + 8 cos 20+...).
2
S 2 found
obviously agree with the value of C
2

above.
These
2
We can also find C + S* by multiplying (C+iS)x(C-iS);
and we can find CS directly.
108. Multiplication of non-absolutely summable series.
Hardy (p. 43 of his second paper) has given two theorems, \vhirh are the
extensions to summable series of the theorems of Mertens (Art. 35) and

The second of these extensions will be found in Art. 111.


theorem is that it is sufficient to suppose one of the series u v
then w will be summable and its sum will be equal
absolutely summable
We suppose that u is absolutely summable, while v is summabK'
to uv.
Abel (Art.

The

34).

first

but not absolutely.

On
(luubl

reference to Art. 106

it

integrals over the areas

is

plain

that the ditfeience between

OA<\ <>M>C

is

tin-

107, 108

Mi LTIPLU

\i

i"V

writ,-

ami

th. MI

/'

'

tin-

finite
;

limit

upper

c~ y

integral

<(>/}

<(>/

tt

roppoted

values

f<T all

//

is

* ami A

<.f

.n

<

vergent,

^(

further we can timl

hat

X-jrg

if

arbitrarily small.
divide tin- integral (1) int>

may

Now

\-fji to A;

exceed

in

t'oimei

tin-

Tims, sim-o

//.

>>(

t\v.

</>(./)

from

parts,

than

l-xs

is

t,

we

to

the

in

A-// and

fim

],v

timl

\D\<

,(

.'0

/"*

Now

so

<:

incijuality as A trmls t> infinity.

last

i<-

lim

we take

if

the limit

timl

\v.-

l>

A->
Hut

i-

IT trm- Miih->- lim

ami

arl'itrarily small,

Thus lim

0; and

I)

/>

p.

.")

tin- la-l

in.Mjuality

i>

intr^ral OTef

tin-

tin-

<>.(!',<'

may again

A-+-OO

!ila--l ly th- intr-ial ..VIM- tin\\,m.i\ \\ nt-|iu;.


Q Art.

'.!

II'

lim

'
.

/
|

A-*
the integral l.ein- taken over the triangle

After tin- Stage


Thus tli>- M /' \ "-,,-f
r

tlint
It

OAO.

\.i.-lly

the same lines

"', -f

one
can

)>e

shewn

that

any

s-

+ ...

is

summahh' umler

the above hyp.ththe end <f Art.

M at

that

"a

-4-

"'.,,

-i

"a

.-

r-

...

may

l.i-

H.'I

is

summal>le

an example of the possibility


'hout
t

NON-CONVERGENT AND ASYMPTOTIC

286

SERIES. [CH.

XI.

and integration of a sum-

109. Continuity, differentiation


series.

mable

Suppose that the terms of the summable


of a variable

we may

so that

a,

a\ =

u (x

series are functions

write

^u

( a \?L_.

then, in agreement with the previous use of the

word uniform,

oo

we

shall say that

Q^un (a)

Tlie series

is

uniformly summable

with respect
x

e~ u(x,

to

a in

an

interval

(/3,

y),

provided that the integral

a)dx converges uniformly in that

interval.

Thus, in particular (Art. 171, Appendix), the series is certainly


uniformly summable, if we can find a positive function M(x} >

independent of

a,

such that

\u(x,a)\<M(x\
j.90

while

e~ x M(x)dx is convergent.

Then the following theorems


(i)

(/3^a^y)

If

n (a) is
o

terms

the

all

un (a)

are true

are

continuous and the series

n
uniformly summable, and ^J un (a)x /n\

is

uni-

formly convergent for any

finite value of x,

when

a lies in

00

the interval

(/3,

sum o^un (a)

y), the

is

a continuous function

of a in the same interval.


For then, if a is any particular value of a in the interval
r

oo

Km (?un (a) = lim


a >a

e~ x u(x,

a >a Jo

|<

a)dx= ^ e^'lim

this transformation being justified by the


of the integral (Appendix, Art. 172).
00

Next lim

[u(x, a)]

a^oo

because

u n (a)

71

>

o).

a continuous function of

oo

a,

and the

series

45).

lim Q^<u n ()=

a->a

JO

which sliews that the sum

any

IT,

converges uniformly (Art.

Thus

uniform convergence

2 ^() x = 2 <(o) x~ = u x

= lim
a-^-oo

is

[u(x, a)]dx,

->o

point of the interval

(/3,

is

a continuous function of u

y).

.it

di

/',/./, r

IMA n

hii ii.

109, iio|

TI\ \M>

raoB

i\

9am

tht

<* in

"

T[

(i

Jft

Jft

be cor/

it-Hi

This

f..ll..ws l,y

tiii)

//

//"

an ar^uinenl

similar to that of

conditions

saint

of

"/"'/'/////'///

(i).

*/////''

00

'*

This thenivm

is

also

easy deductiOD from A

aii

\~~2.

Applications of Art. 109.

110.

00

Ex.

we consider

If

1.

where x

tl.

is

& complex

number

of absolute value not

than

less

we

1.

find

that

j
f

where

me

that

may be observed

It
.

and

e.'nse.jurntly.

but positive. th-

135*

Jn

the ival pari


that |ex '| = >p
if

f
,

wlieiv

lesa
ft

\\i:

...

fi

for

inti-^i-al

will

.'

than

i.

the ival part


arbitrarily small
is

conv'i-^f

unifoi
oo

with rrsprct
is
/5

t..

fuin-ti..n

r..ntiniion.s
1

Ex.

<i,

2.

as
If

nhvinus

is

in

./-,

we

.f

f|-,,m

x within

lind

P6gi
tin-

that

and 80
Thus, the integral functi..n
00

bed
,/;,

tl,.-

sum

^xn

tin-

thr valu- of

writ.-

thus

with

ti.-l

1,\-

288

NON-CONVERGENT AND ASYMPTOTIC

because

we have

SERIES. [CH.

XI.

the algebraical identity

7^ = 7i(?i- l)...(?i-_p + l)+^l 1 ?iO- I)... (n-p + ty + ^. + Ap^n,


where A 1} A 2 ... A p . are certain coefficients which depend on
p but not on n (compare Exs. 4, 5, p. 170).
,

Hence

\up (xt)\^e*

and therefore the

(t*

+ \A

\tP-

+...

+ \A p _

1 \t),

integral
t

re~

up (xt)dt

converges uniformly

Thus we may
00

cos

if

=1

a.

differentiate the series

found in Art. 103 for

'

00

often as

<25^ sin 710, as

we

please, provided that

is

not a multiple of

Hence we

2?r.

find, for instance,

J^n* cos 7i0 = 0,

J?VS+1 sin n6 = 0.

Taking O = TT in the
we find the results:
1* _ 2* + 3* -

first

equation and J?r in the second,

= 0,

26 +1
'

- 3* +1 + 5 2s+1 -

= 0.

Again,

provided that
Thus, since

we

is

not an odd multiple of

find

TT.

_
<>>+i)
92+2

[Art. 126, Ex.

Thus

l_2 + 3-. =
..

*The

5].

in particular*
]

(Art. 103),

second and third of these may also be obtained by means of devices


See also Art. 126, Exs. 2-4.

similar to those used in Art. 103.

Di;

110]
In

lik.-

manmT

to

289

O-CQB 30+cos 50- ... =

sec

n-iilt

tli.'

where E

\\i,

sn

ih,-

COB
l.-a.U

NATION

3+5-... = i(-l)'#.,
number (Ch, V Ex, C

Buler'fl

[Ci

Hi-nee in particular
I

+ ;,-_...= _

._:;

Ex.3.

m we may tak-

As examples

the series

-n
whi<-li (as

in

are unilMi-inly suininalil- in an interval

-2)

when- <><o<
Thus \\v

ATT.

fi& s

Now
f^flq-MC*
6

2n+l

Jii

and

mi th- ri^ht

scries

iherel'on' tin-

2cos(2?i + l)^/(2?i + l)=

ami
<-..ii

28inc2/<
verges uniformly

J,

is

1'

l)c)

convergent;

also,

(see Ex.

4, p.

,;),

+ 1)

(2//

\V.-i.-rstraas's test.

l.y

"

--',,+r-

,,-

ami therefore
o

<-')'

./ft-.
-

1
In like

manner we
f
J

ami

pr-.ve that

dOOtdcW=2

^f *Hsin
i

hei
I *fl,.

,t

V/ _1 V82<-i

d,/rt=9
is

g
-:;io
2

2.

290)

NON-CONVERGENT AND ASYMPTOTIC

290
Ex.

As other examples

4.

integrate the

first series in

where the resulting

XI.

of integration, we note that we may


to JTT, and so obtain

Ex. 3 from

0+icos 30+icos 50+

cos

SERIES. [CH.

= Jlog cot J0,

. . .

series converges.

(0

< <

This series

is

TT)

summed

2, and Ex. A, 43, Ch. VIII.


series
the
from
Similarly
cos0 + cos20 + cos30+... = -J,

independently in Art. 90, Ex.

+ sin 20 + sin 30+

sin

we

find,

integration from

by

sin

to

TT,

+ 1 sin 20 + J sin 30+

...

=J

the results

= JO - 0)

and _(i+cos0) + JrO-cos20)-J(l+cos30)+...

(0<0<27r)

= log sin 1 0.
These
form

series converge,

and the second one leads

+ i cos 20 + J cos 30 +

cos

...

to the simpler

= - Jlog(4 sin 2 i #).

All these series agree with the results of Art. 65.


establish the results

Similarly

we can

and

sin

0- J sin 30 + i sin 50-

sin

+ J sin 30 + isin 50+

Ex.

we

5.

T
If

^=

...

= ilog(sec + tan 0)
=i?r

(0

< <

TT).

<S cos x (a 4- nx)

get

Thus

The values
Ch. X.

(p.

of

for

cc

= 0,

259); from these


6

For other

=2

are found in Ex. C, 31 r

follows that

- -

cosh bx sinh
--26
--- 8mn
iTol
o
'cos 2a
\cosh26

1 /

u=T

cc

it

applications, leading to the values of

some

interest-

ing definite integrals, and for the investigation of conditions


under which the equation

we must

refer to the latter part of


the
references
given in Art. 96).
paper (see
is

true,

Hardy's

first

110, ill

111.

AUK i.- THEOREM,

(An. 5L)

Analogue of Abel's theorem.

<*Un

that

is

summahlf, ami consider

tin-

possihilitv

oo

of

summing

//,/

\v

n-al

i.

ami

lies

between

ami

1.

to

xt

\\V have th.-n,

li-tinit

l,y

ion.

<&u n =\Jo e-*u(xt)dx,


t

ami
(

ehaninn^

BO,

=//, sa\

tin-

iml'-]>'ml-nt

variable

from

fold

Thus,

17 = 1+0,

it'

su that

is

n-al

ami \>

ire

have

Jo

hyp'ttlM-si^. the integral

Now, by

e|

Jo

mvergent; and consequently (from Art. 171.


Aj|M-mlix) the integral
f

Jo

Y.\.

~2.

>t

e-9< l +*>u(y)dy

converges unit'nnnly with n-spect to


win-re a i^ any positive lumber.

in

6,

any interval

(0

oo

Ih-nce

^*u
o

the interval

Thus

in

t"

<>,

can le

summed uniformly with

resp.

1).

partieiilar

w-

havi- the result

')='

Further,

pi-Mvi.lr.l

ummaMe

that

the series

for every integral value of X, the series

(^u n

n
t

is

also absolutely summable


for tlu'ii we have
limi

f->r all

positi\.-

\aluesof

= 0,

(X^O).

)]

less

than

NON-CONVERGENT AND ASYMPTOTIC

292

Thus we can

Now

SERIES. [CH.

XI.

find a constant A, such that

= P-

[*e-*^[u(xt)]dx

\e

so that

Thus, since the integrand


to

must converge

oo

(Art.

taken up

positive, the integral

is

and so the conditions of

166);

00

absolute summability are satisfied

by the

series
o

Thus we have the theorem


n
o^u
o

//

is

*
:

summable, then

o^un n is
t

uniformly summable

for all values of

in the interval

and

1);

(0,

if,

further,

oo

is

summable for

all positive integral values of A, then

o
oo

(^un n
t

is absolutely

summable for any value of

between

and

1.

An

immediate consequence from this result


theorem on multiplication of series

is

Hardy's second

// neither

uv = w
that

u nor

is still correct

is

summable

the

equation

(using the notation of Art. 106),

provided

is

absolutely

summable.
00

00

For then the three

Q7*u n t

series

n
,

CO

<^vntn

Q^wn n
t

are

absolutely summable, and therefore (Art. 106)

000

Hence, taking the limit as

(0

approaches

< <
t

1,

1).

we have

/TV

*Due
Hardy

in part to Phragmen (Complex


44 of his second paper).

(p.

Rendw,

t.

132,

1901, p.

1396)

and

to

!'<>V,

111,112]

An important

112.

Suppose that

where /()
int.-Tal

sueh

i.s

tliat

aUo absolutely

is

//

Then, appl\

i-

f(g)\dg

j'

I'm-

summable power-series.

class of

A. Art.

convergent, so that

>n\ ,-r^ent.

<

have

\ve

17").

beam-.'

and

tli.-

H^I

converges uniformly with respect to

aeri
is

'/;-

convergent

Jo

Thus

int.-ral

r.oivl's

"..//

'

I'm-

Fr<.in

imt

with

Jo

**/()<*

order of integration can


integral, provided that the real part oi
!'<>r
then the
than
a fixed nuniher / i<l);
^reati-r
is
seen to be absolutely C(n\ rr^vnt ly coniparini: it
Art.

be inverted
i-^

c-'cfl

Jo

Jo
177.

it

that

t'>ll>ws

tin*

this

in

tht-

"

Thus

IJiiri-l's

Jo

integral

reduces to
C
(

I'
J

is

It

all

-vident

values of x

thus the

that
t

V'/^

(real

part of

x^k <

.''(

the

except

last

real

integral

will

he con\ -i-i^eut for

values which are greater than

int'-rai

gives a larger region nl' suiiinialility


\\V cnuld, of COUTSe, have adopted this
than IJmvl'.x integral.
"
as a definition
nl'
the
sum
1"
making another
l.y
last

,|'

\rt. 99 above); but it


applicatinn of Hardy's prineip.
would not have been evident to what extent the new definition

Could he deduce.

in

tVoin

Corel's.

.!'
applicati< ms ni' this integral
the paper ijunted above (Art. !ti). and the method has 1"
nded )>y Hardy.^ ly th.- aid of contour-integrals,

L.-

*/'/

liny has -iv.-n a nuiul.er

.oi.

;?,

ini:,.

p.

NON-CONVERGENT AND ASYMPTOTIC

294
Ex.

We have

1.

*^L
/"V-V- dt= f f "-'[loga/ft?- d%,
n
J

Jo

+ 2* + 3* + 4P+

and

its

sum
L

2.

Again,

^-ji+

=
1

r
/

^2

expressed by the integral

is
>

Ex.

(p>0),

series
3,

summed

and accordingly the

can be

SERIES. [CH. XL

lo/-

00

e -* sin t

dt =

JQ

rff

r1

n~ l

[HADAMARD.]

sin [log ( 1 /)]

d,

-'o

so that the series


i_

I_l-l2
is

summed by means

Ex.

J.1.92'

**%'

of the integral

b>a>0, we have
a(a + l)...(q + 7i-l)
T(b)
[
6(6 + 1) ...(6 + -l)~r(a)r(6-a) J
If

3.

so that the series

can be

summed by

the integral
1

d-ft*-'- ^.
In particular,

if

[HADAMARD.]

6=1, the integral can be evaluated by writing

which gives

x is complex the last transformation requires a


beyond our range, as it depends on the theory

If
is

Ex.

where

which

of contour integration.

Consider similarly the general binomial series

4.

contained between two integers


and m + 1 then, if w^O, we
..f Ex. 3 to the series obtained
by omitting the first
terms, and so pn>\r th.it tla- original series is summable by applying

is

can apply the nirihixl

(m + l)

little justification,

Art. 101.

112, 113|

113.

Borels

of

Application

!'"\N

power-series

in

the real part of

than

1.

to

process

general.
a

example, ennsider the series

first

1+r + .r- + .r +
;

m.

by Bond's

Jind

\\'e

^x
?

so that

<

this

less

is

!'

=\

t'~

('<(((=:-

;
'

pn, \id--d that

integral convei--.-^.

than

Jo

and

hod

-i

1.

Similarly, ly considering the 861166

we

find

tin-

Cc

HI.

j.i-n\

id.-.l

Tin-

that

h
'

'

a?

a;

<

.,

are

n-al parts of x/a, x/b, x/c

tin-

all less

examples are as
In-low: thr n-^ion to be excluded is shaded and the

i.^ioiis

,,r

suininaljility

in

thrv,-

t\v

in<licat- the t-ircles of coin'tT^t'iict-

of

th<-

Similarly, the -jM-cial 861168 e\amin-d in the


in the region imlicated in li-airr

power-series.

last

article are

snmmahle
I'ln

the

r.-njeeture

t!

m/mabili
,-<></

of

to

1,-ad

Tin

from

th<

origin

to

i/

il'|>"M- ;iny

/' tak.-ii

jMMut

in tln> rr_i:i"ii

-iniMil.ii 'it;.

-iivunr

It

hi.

}i

".

drawn on

tlu-i.

\m within or
le

i> tli.-j.

endooee

/'

and

>till

.,11-iti--.-.

-n

tlu-

of radius

NON-CONVERGENT AND ASYMPTOTIC

296
Let
is

/(.r)

= 2an#n

SERIES. [CH.

it follows from Art. 82 that


any point within the second circle,

be the series; then

the mid-point of OP, and

where the mean value

is

taken round the

is

Thus
and so we get

circle

k\

XI.
if

= r.

an

where the interchange of summation and integration is permissible because


the series converges uniformly at all points on the circle since

Hence the

integral

f
\

f
u*(x, t)\e~ dt converges, provided that the real

on the circle; now


positive at all points
at P, because OP subtends an acute angle 6 at
all points
of the circle, and so (f #)/*= pe**, where p is real and positive.
Thus the series is absolutely summable at any point within the polygon
part of

(-*)/

this is satisfied

x/(

when x

is

is

specified.

By the aid of complex integrals and a slight modification of the method


of Art. Ill, it may be proved that if a power-series is absolutely summable
at P, it can have no singularity within the circle described on
as
diameter.* This is the converse of the last theorem.

OP

It will be evident that, whenever the number of singular


points is finite, the method of summation enables the value
of the power-series to be found at points belonging to certain
and we have thus
regions outside the circle of convergence
;

a process for finding an analytical continuation for the powerseries.

from Art. Ill that the power-series is uniformly


the polygon of suinmdbility.
This property completes the analogy with the circle of conIt follows

summable within any area inside

vergence^
Borel has also proved in a later paper t that if F(xt) is the
integral function associated with the given power-series, then
the straight lines (drawn as above) determine on each radius
through 0, the limit of the points x for which

Borel, Le$om p. 108.


t Borel, Math. Annaltn, Bd. 55, 1902, p. 74.
t

B0i:i:i.>

113,_114]

OWI

OF BUMMATK

OTHKi: MI:TIIOI
114.

IMTIMV

i-i.i

Borels primary definition of the sum of an oscillatory

series.

Writ.-

= "+"! +

*,

and thru consider

tin-

".,+ ..+U,,
.

6X]

-*u^=e-u'(X

<

Hence

(1)

Thus, vimv the

''//</),/./

<

inte^n-ul

is

associated with the

Jo

series

we

).

see that

the

if

<^Un

s.-ri-s

summahle, then the

is

limit

--

)-

;
:

ami

is

sum

t" tin-

eijuul

But we have proved that

(*U

if

90

can be summed, so also can


00

(^u

KM

(see Art.

wnmable,

fl

and since

):

i<><ition

rue; andccn

www nw

bath

For

existence

tin-

{and

<>f

V-V

when

th-

'"'.)]
./
/*

^u

^s

'/

and &s
o

limfx-^xL

<> ,-'

when

ire see that

quati&n
limit

this a^-iin

thr

implies

e(.n\-r--.-nce

t> t-.juatin

l.-ad-

of

Th.- limit just nl.tain-'d

l>y IJoivl:*
.'iirsr

hut, as pointed
tliis

r.m

inctlioil

least

;it

!,

to thrrc

has

pr.uvss to ol.tain

l.y

]<|>|iliril

<i-i-inal d.-tinitinn

Hardy,

tin-

nuni.noal

to

integral

d.-tin:

-ii*

calctllni

the

.i

iiiiiui-ri.-al

it

is

that

this

1896,

p,

119

expression gives

possible to use th-

loddenbl
j.

BOggeeted

'

i-aliMilju.

.li-.-iinals

th.-

,,ut

11.

54
1

was

i-Ji.

NON-CONVERGENT AND ASYMPTOTIC

298

SERIES. [CH.

XI.

(deduced by Borel from this limit) can be applied to cases in


which the limiting process gives no definite value (see for
instance the example of Art. 101).
It is almost evident from Art. 100 that the limit

the sum,
is

proof

if

easy.

<jhoose

the original series

For

if

convergent;

converges to a

but

sum

equal to
a direct

we can

s,

so that
S

Hence we

and

is

is

>

find

therefore

m-l

where

and

the upper limit of

is

we

so

But

is

is

arbitrarily small,
limit must be zero,

divergent,

lim
Ex.

ranges from

to

and so (see Note


and therefore

(6), p.

5) this

easy to modify the argument so as to prove that

It is

un

see that

lim

maximum

s as

\s n

when

-- =00.

If

we have
Thus

and
giving

The reader

will

find

eries given in Art.

it

103.

exercise to discuss similarly the other

115.

BO1

i.i:

114, 115, 116J

DBJ

IM

299

'

Le Roy's extension of Borel's


Roy has r\\ 'n an extension

definition.

>

I.--

modifying

tin-

seri.-s

in

tin-

by

integral

form

t^+0+0+... +04^+0+0+. ..+0+14+0+.,


where (p 1) zero terms anThe analytical formula i'nr

un and un+l

]!.

tin-

Mini

is

tht-n

'|

W =l

where
'I'll.-

ol.j.-et

iisin-- this .U-tinitinii is

nt'

asrs in wliich

th.-

cases are illustrated

Of course

()

Beriee

by

Ilon-I's int

oever coim-r^-:

-nul.l

such

tli.-

value

is
equal t<> that of
nsiii nlivinusly
condition of consist. -ncy (in virtu.- of Art. 100).

iimditird

tinth<-

116.

Beriee

if

is

!>/,

Nn\v.

*/.,+

assuming

bsolutely

taken

h.-r....

is

that

definition.
for

sum

tlir

of

an

oscillatory

the limit

the

series

u^-d

this

in

definition

is

convergent, we can write

T(nt + l)

('

rt^nj

Jo

rh^lI

its

independent

expression

"+// +

convergent,

and BO L-

s.-ri.-s.

Le Roy

'I'll.-

an.

id

thri-rt'..!.-

tin-

1'

that

-',':

tin-

justify tin- in\ri>i.'i

n.

:,':

Jo

iivrr^nit. -

j>|.i-mlix, can be applied to


ml summation.

NON-CONVERGENT AND ASYMPTOTIC

300

This integral

SERIES. [CH.

XI.

the same as

is

00

Jo

and so Le Roy's

definition

e~ x u(x t )dx

becomes

1 f

lim-

x )u(x)dx
ll/t

t->i

x l+a )u(x) dx.

____ Joo

If Borel's limit exists, this definition gives the

same value

for the function

x a Qxp(x

x l+a )

>

>

decreases* as x increases, if x
1 and a
0, and is equal to 1
for x = 1
and we can therefore apply Abel's test for uniform
;

convergence given in Art. 171 of the Appendix, which gives


x

r*

x l+a ).e~ x u(x)dx=

x a exp(x
i

Ji

e~ x u(x)dx,

because the latter integral converges.


Further,
lim

a^-OJO

# a exp(#

x l+a ). e~ x u(x)dx =

because the range of integration


t

Hence Le Roy's

the latter

is

e~ x u(x)dx,

JQ
is

finite.

definition coincides

with Borel's, whenever

convergent.

117. Borel's third

This method of

method.

summing

differs

from the

first

method

in

the fact that the terms are arranged in groups of k before


applying the method. It is however of less importance than
the other methods, at any rate from the arithmetical point
of view.
CO

Thus we obtain from

^un

the integral
x

Ie~
o
Because the logarithmic derivate

is

plainly

is

a1)
l-(l+a).e + a/a:= - (x
and
when
a>0.
#>1
negative
a

\vlii--h

uk (x)dx,

AN

116, 117, 118]


\\

Of

Ml IMI

HI.

[<

here
')

-0
If

<

2u n

sun,,

its

is convcr^ nt, tliis ],r. .cuss of


grouping eann.t alter
and e.>ns,',|U<-nt ly (Art. M'l) this integral will also

verge to the sum.


Hut in -vii.-i-al tin- \aluc obtained dep.-inls on /
for example,
- 4- - -f ... -iv-s <) + <) + <)+...(=<)) if / is 2 or any

-"ii

number, lut

-f

...(

As another example, take


foregoing methods.

if

-2 + 3-4

=2 we get - 1 - 1 - 1 - 1 - ...
-'-5 + 8- ..., \vhi< h is the same as

With

118.

-H...

-2 + 3 -4 + .)-(!-! + 1-1
..

as

to

./'

is

<j)(x)

tends

integrals

''=

in

30,

has

\\lii.li

tl

divi-r^s tu

-y

- r.

the

k=3

while

~i = t-

+...) = !

which steadily

function,

pnsiti\t<

odd.

method of summation.

further extension of the


that

-s

hi.-h

\\

3(1

is

such a

way

that

all

tin-

po
1

V'

Jo
ar.-

f
Jo
it

Then

convergent

is

easily

we

if

#(*)(S;
N o
cn

s.-.-n

to be

consid.-r th-

=
'

correct

when

absolutely

nt.

K'-r

f Ui

then

because

</>(/)

and

./"

an- jm>itiv.-

Aj.jirndix, can be aj)]ili-d


and intr uqati.n. Tims

if

1"

is

\.,

1
u

\- o

\,

,i.-,-,,nliiii:ly
..f

the test
tlu-

')**'dx)
cn
I

onK-r

.f

sunnn

oonvergent within the interval

we ha\-

ag

and

justify tlu- iiivi-i>in

-^).'/
.

un

1.

-f-1),

302

NON-CONVERGENT AND ASYMPTOTIC

Now, because <t>(x/t) steadily decreases


we have, by applying Abel's theorem for

SERIES. [CH. XL

as

definite

increases,

integrals

(Appendix, Art. 171),

provided that the latter integral converges.


Thus, provided that ^un t n converges absolutely within the
interval (
1, +1), we have

Km 2

f <j>{x)( V^
x n] dx,
c

Jo

provided that the

latter integral is convergent.


Thus, if for two different functions 0, \}s we can prove that
the corresponding integrals are convergent, we can infer that
their values are equal.
In particular, if we can shew that BoreUs

integral is convergent, we can obtain its value (when


convenient} by means -of any integral of the form
n

^~^

,0

rn

more

rlv

'

which also converges.


Ex.

Consider the series of Ex.

We know
real part of

that this series


t

is less

than

is

3,

Art. 112 (with 6 =

summable by means
so to find its value

1).

of Borel's integral,

we

if

the

could take

Then

119. Euler's

method

for

summing

oscillatory series.

Euler (Inst. Gale. Diff., Pars II. cap. I.) employed his
transformation (already given in Art. 24) for summing oscillaThis method is in many cases the most rapid
tory series.
in practice ; and
Art. 103, before

we

apply it to some of the examples of


examining its theoretical foundation.
shall

Ex.

TRANSFORMATION.

u:i;>

i:i

118,119,120)
1.

Ki"iu the coefficients

we

l.

l.

I,

get the aeries of differences

I,...

0, 0, 0,

simply

-L.
Ex.

<...

-1, -1, -1, -1,


0,

0,

the

5,

4,

3,

2,

1,

get the differences

and

ran>f<.i mati"ii

...

0,

gj

ami

."3.J

[Ex.

l-2 2 +3 2 -4 2 + 5 2 -

3.

11. l.-

...

i-J = i
Ex.

Art

4,

1-2+3-4

2.
in tin-

we

-,

[Kxs.

the

tin-

-i.-mYi-nt8 are

4,

1,

are

il

16,

9,

-'

-9,

-3,

...

0,

Eenoe the sum

Ex

0,

i-| + i=0.

is

4. As easy examples for


Kuler f>r tin.- ni">t pail

\v-

pra-ti.-.-

Ait.

2.

lio.J

give the following, taken

may

=
1-3 + 5-7 + 9-..
1-3 + 6-10+15-.. =
.

l-2 4 + 3 4 -4 + 5 -...=
4

It

L
[Ex.

O/

will be seen that in all thrse cases tin- n-sults

with

integral

This

transformation.

and we
120.

can

ivlation

ral

shall

fact

obtained by

those

suu-.-sts

ohtaincil

Art.

2,

fmnul

usino-

lM-t\v- -n
t

Ku
that

tin-

th- t\vn

methods;

investi^atr this point in the following art;

Connexion between Euler's transformation and Borel's

integral.

\^

Supposr
ival and

that
[688

>i

~^,<.t

than

1.

= ".-,

wh'Tt- a

i^

real

Tln-n. as in Art.

and
'24

I'

h-

-''

rr::

/^''M.

etc.

positive, whih\\<-

introduc.

NON-CONVERGENT AND ASYMPTOTIC

304

From

these equations,

we

XI.

find at once

a3 = 6 -36 1 + 36 2 -63 = D3 6

etc.

we have

Thus, in Borel's integral

or, expressed in

SERIES. [CH.

terms of 6

b lt 6 2

...,

u(x)=

bjxt

We

can obtain the value of u(x) by summing this series


according to columns, provided that the series converges
absolutely.

Thus, provided that the series

converges,

we

find the equation

Hence, Borel's integral

Jo

If

we

e~ x u(x)dx=

is

e- x(l

- t)

[b

Jo

-b

(xt)+...]dx.

integrate this series term-by-term,

we

obtain Euler's

series

(l-O4
a43

equivalent to Borel's integral although of course


to consider the validity of the transformations.

still

we have

i.i

120]

\M- BOREU6

EUE8

Now.
Kult*r 8
\n ion (with

\i.

tip-

argument

changes) to prove that

ivioufl

;i

BOB

can repeat

series oonvei

il'

IN

tl

-bpt+l
is

C0nv<

ahsnlut.dy

to

MUM

til--

Kiders

//

l/

intend

BoreTfl

series is cow<

2ant*

xeries

'!

real

is

;/'

is

have obtain'l

///////

BorePs

that

ttd

.'

//////

1.

th-

summable
amd l"

is

"il*
natural

is

It

\ah;
iii.-th<><l.

to a

h.-ive

~
(

we

that

irb>t

^=r

(T=Tr^

lY M A

juirrs tin- conv.-rua-nro

diif't

A^oc.

as

fl

>f ^/-,,

ll

Now

complex

!'

hy

for

tl

coiisidrr the continuity of

Tin.- kMiiin;i !-<

lls

the same
jM.svil,!,. to apply
Irimna
Art.
the
NO leads

S.M-HI

here.

litliculty

t..

not

fact

tin-

th

it'

iKjuiiv
<1<>^

it

to

\vin_n'

Thus we should

and

t.

lut

and

^; A,,-A n + ij; no

)f

.,

integration.

if

= r + is,

= (\
= e-Mi-r) and
2An -Aw+1 = e-Mi-'0fA i-r _]

|c-A(i-0|

thus

8-|l-< -(!-/)
-

1 A,,- A M + 1
continuity

On

j-*\

<-an

\\hcn

K-a-t
A.

hand,

apply

te>t
it

if

\\

I',

should

l>e

m>t.

/)
ITti.

(/

IK-HILT

tin-

Appendix.

sei

real part of
Km- since 2 lt n p*

.I

th.it

if

-D
on

is

uile.

s.

the

lenini,.

t'nllows that

'

and consequently the sum

assume that the

of Art.

2(
It

nut wro,

thfl

p = \t\/(l

\vh.-i-e

;,

i-

.<

the other

convergent,

We

\vitli

ita

NON-CONVERGENT AND ASYMPTOTIC

306

SERIES. [CH.

XI.

converges absolutely and uniformly with respect to x in any


finite interval.
We can now infer from our test that

sum

converges to the same

as

bn t n

2(

1)"

.v

(l

We

n+1

t)

have in fact
n\

Jo

n\

Jo

n
last expression reduces to \b n \p /(l -r).

and the

Thus the

series
o

n
convergent, because E \b n p converges.
article quoted, we can write
is

Jo

From
p<^l,

Art. 50,

say

\t\<^l(l
is

the line

thus

that

r),

eccentricity

we

I,

Consequently, in virtue of the

see that the series

Borel's
is

and

bn

n
\

sums

Euler's

if

converges
are

equal if
points* within a conic of

to say at all
is at the origin

whose focus

and whose

directrix

rl.

Euler's series will converge in an area

which

bounded by the

circle

<

the auxiliary circle of the conic; if I


1,
|,
|tf|
the area is within the circle because t =
is inside the circle
1

is

if

If

>1, the area is


=
1
1, the boundary

to the left

outside

the

circle

because

is

so.

a straight line (V = J) and the area is


of the line in the ordinary form of diagram and then

of course the conic

is

is

a parabola.

By appealing to the Theory of Functions, we can now see


that Borel' 8 integral and Euler's series must be equal of allpoints where both converge. But there is no obvious means
of determining the region of convergence of one from that
of the other, as will appear from the two simple examples

given below.
*
In case/>l, the conic is a hyperbola, and uc must take only points within
one branch; that is, the branch for which r< 1, and this is tin- /iff-lnim/ brunch
to the right of the origin).
1
in the ordinary way of drawing tin- diagram (with
/

KM

120
1

Ex.

1.

Tfckeo,

this gives /fo N

-a N -a H + 1

M/ =J, ZPoo^t,

I.

etc.,

dor's series is

r
_ oa if

|*|<2|l-f;

tli.it

In

wh.-n

tin- int.-^ral

diagram,

tin-

tin-

the region outside the circle

Ml.

linr

in-tli.(l

^ivcii

in

ai--a

Tli.al..iv.-

i-

tin-

<>f

tli-

n-.-il

convergence of

"t

if_ri"ii

rdej and that


the

in

tw.i p..int-

Borel's integral gives

lint

ami

i>,

tin-

I'.nn-l's

\\liidi

ar-a

integral

Killer's series

is

the space

they air pruvt-d


tin-

t-

l-ft

-f

tli;m 2.

I.--.*

tin-

i.

].

t<

is

\\.-

the left of

t-.jnal

}>y

the

hyj,.-;

-r).

(Tea in

the

l'-ft

the

in>

if

which the twn

All and

ly

..nt-idr

o|ual
In

is

the area which

this case

one or
'

1"-

Tlie "i -i-inal

i<

applied

thin the

=
_'.

'2.

\\hi.-li

drawn.
Ex.

2.

Consider

n.-\t

tli-

Th.-n

case
hl

a*-L>X

:.

Thus
I

**

_L.
\-r(\
which

.-..

diameter
Hut

and

si.

nver^es
is

tin-

if

,'

liir

i-

in

the aiea in-ide the circle

the points

Ak ,

-1.

ihat

whose

intcuM-a;

the integral oonverges wli

>

than

J.

NON-CONVERGENT AND ASYMPTOTIC

308

SERIES. [CH.

XI.

In the diagram, the interior of the circle represents the area of conand Borel's integral converges in the space
vergence for Euler's series
to the left of AB.
The two expressions have been proved to be equal in
;

FIG. 36.

the area within the ellipse

(\t\

<(! -r))

but they are actually equal

at all points within the circle.

The

original series converges within the circle

Ex.

3.

The reader may examine

where k

|=J, which

is

not drawn.

similarly any example such as

a positive constant.
if a n = I or n, Euler's series terminates for any value of
Borel's integral converges only if the real part of t is less than 1.
is

In particular,
t

Numerical examples of Euler's transformation.

121.

transformation lends

Euler's

itself

very

numerical evaluation of non-convergent


Ex.

As an example

1.

-(* +

the

series.

us take the series

let

+ ^ 3 +...)

naturally to

[which

is

equal to log(l-),

if

|*|<1]

and write t= -2.

We obtain

2 2 -f J 2 3 -

24 +

. . .

and we

thus we sum
already made in Art. 24
which give - 19*314286, to six decimals.
;

the

shall utilise the calculations

first

eight terms separately,

The remainder can be put

in

the form

where 6 6 n b 2l ... are the differences given in Ex. 2, Art. 24.


But we can obtain a general formula for these differences, and so establish
,

the convergence of the transformed series.

For

D an =Dan -Da n

1.2

and so on

leading to

120, 121)
<

'I.

Mi:i:i<

tin.

-aily

series certain

With

tin-

\l.

I.

Mince |tf|/|l

ditl.-i'-ne.-s

than

less

ft

expct

1\

LEB

\ \\IIM.I

\\e

and so the tranBformed

1,

= |.

f.iiin.!

the values

liiul

7407

898
81

II

\\e

It

of the last

.-'

foinmla given

tli-

;i|)|ly

between J4 and

t<

-i

r>

-t

4-.

Now

^'(-1 !!); .7)

.un.-.l,

..

L129

I'.Kil

:i

lies

we can take

= -119607.
should be

an<l BO tin- Mliefl

i;n-llL'!>,

that the remainder


that

1-0986,

whii-h agrees with log 3 to the last figure.

Ex.
.*

2.

As a second example,

1ft

US

au'ain

Tin-

-HIM

write
nf

lirst

if

IKII

tin.-.-

^-iiiis

i>

1*5

and we

shall

apply the

following it-mis.

tin-

liave

.3...(2n-3) 1.3...(2-1)_
~2. 4. ..(2 + i>)~
2.4...2n

and

numerical

-2.

tin-

transformation to
\\ '.-

Borel's

\\itli

comp;iri-"ii

nrl'l-o-^

'-i'-o'
ami

for

priM'frdini: thus

we

3)

2.4.

find
1

2.4.6...(2wH-2jD)

= 3,

Thus, jnitting

.10...(2;^
:.iws that

/
.

decreases

asp

increase^ so that Kuler's

and fonsdjiu-nt ly the integral of \\\- '- niftli


mention because Boivl himself does not
t

\Ve have,

in pi-oviiiL: this dir.-.-tly

the convergence

An.

i),

2,

2,

ivn;.

p,

ll'i.

erges;

\M-a-nt

-\

s.-.-m

to

this

have succeeded

d ready established

NON-CONVERGENT AND ASYMPTOTIC

310
In our

and

case,

SERIES. [CH.

XI.

we have

so on.

Then the series is l'5 + 2 3 (c + C! + c2 + ...).


The numerical values given by these formulae have been checked by
we have then
direct calculation of 3 a 4
6 ... and their differences
.

= '062500
c,
c2 =
15625
c3 =
5208
2025
C4 =
c5 =
868
c6 =
398

c 7 = -000192
96
c8 =
50
c9 =
26
c 10 =
14
cu =

-000378

086624
378
087002

rough estimate

of the

remainder gives
.

that

c n , so

we get

= '087021,

the approximation being probably in excess of the true value.


Thus we find for the sum of the original series

+ '232056 = 1-732056.
^3 = 1-7320508...,

1-5

Now

it is closer than Borel's,


so that our approximation is a very good one
although he works to 7 figures and uses 34 terms of the series.
;

Ex.

3.

Euler calculates in this way the value of the series


3 + log 10 4 - ...
210
Iog

Iog 10

He

starting to take differences at Iog 10 10.

obtains 0'0980601.

(Compare

Ex. 10, p. 351.)


Euler also attempts to evaluate 1 - 2 + 3 - 4 +
by this method,
and he obtains '4008..., but although the first and second figures agree
with those found in Arts. 98 and 132 (1), yet it does not appear that
his method rests on a satisfactory basis here.
!

122. Cesaro's

method

of summation.

has been proved (Art. 34) that when two convergent series
are multiplied together, the product-series is at most simphi
It

indeterminate.

That

the limit
(1)

Km

is, if

denotes the

sum

to

(?i

+ l) terms,

121,122]

and

is

Unit.-.

is

the theorem

in

have al-o

\\'<-

thU nn-an-value

that

^.,-11

l-'rohenius

.!'

mi

\.\\.

lim (i' x*).


lt

Cesi\ro has proposed to adopt the limit


d'-tinition nf the sum of a non-conv

generally, he defines

tin-

exists, as the
-ries

or,

more

^\\m as
|P

Hi"

{.S.

W },

'M.

n->-oo

wh<

8
an.l
<

.!

course the limit (1)

>i

putting

liy

With

tln-s.-

drtinitions,

NMW

(1

and hy

Thus

-x)- (r+l} = (l+x + a*+...)il-x)

juatin^ Cddlic:

'

tlu-

^,-e

drnoniinator

is

the ininicrat.r of N,

=
>'j

">',,

we

see that

Furtlu

they are

and

all

equal to the
,,'

>'.,

and

to

e<jual

BO,

that

sum
in

of the coeffic

particular,

if

'

/(

Sn /A n
(r)

(r}
.

'"'

we

that*

:=(\-X)-

1^

an.l

case of (2) which

special

cvid.-nt

is

it

V,

in

tin-

is

= !.

= (l+-'.-+
-x)- (r+11 <:

h;

c<.nstM|U.-ntlv

J" +l

.+(H

(l-,)-'=l + r, +
iiiiiltiplii-il

l.\

^"
:

tion.

the

coeffit

is

NON-CONVERGENT AND ASYMPTOTIC

312

Thus we can write

From

SERIES. [CH.

XI.

also

the last expression

it is evident that the effect of


r
is
to
more
increasing
give
weight to the comparatively early
terms of the series 2uw it is therefore obvious that by increasing
r we may hope to counteract the oscillatory character of the
;

2un and

series

so to replace the series

Now,

similarly,
n
equating coefficients of x

By

if

limit.

2Sn(r+1}xn = (l+x+x

we have
and

by a convergent

since

we have

Consequently, from Stolz's theorem (Appendix, Art. 152, II.),


lim [Sn(r) /A n(r)] exists, so also does lim [Sn(r+l]/A n(r+1) ]
and
;

n >oo

jj,_^.oo

the second limit


exists

of

for

any

is equal to the first.


Thus if the limit (2)
value of r, it exists also for any higher value

r.

If

Cesaro

is

calls

the least value of r for which the limit (2) exists,


the series "Zu n k-ply indeterminate.

Extension of Frobenius's theorem.


We have tacitly assumed that the power-series used in the
last article would converge
This is, however,
absolutely.
(r)
tends to a finite
capable of easy proof whenever 8n /A n
limit I', for then we can fix an upper limit C to the absolute
value of this quotient. Thus 2$n(r) #n will converge absolutely
when 2M n(r) #n = (l x)~ (r+1) does so; that is to say, for values
of x such that \x
1.
Since 2u n x n and 2sn #n can be derived
from 2Sn(r) xn by multiplying this series by (1 x) r+l and
r
n
n
x) respectively, we infer that I,u n x and 2sn x are also
(1
1.
convergent for x
123.

(r]

<

<

122, 123, 124

in,

Ml.
1

ly Art.

-"'I

25;

=/

=shm

11111

-.

=
so that

818

Al.

B66 that

\\-

AN

'

pl

liia

\\hirh

is

tin

i.-sult

'tension of Frobe //' //>'* //,//,/,


.r thi> theorem are air<>r.l,.<i i,\- M\-.

<

aj]).-;us

t.

=:

iK.vrl

lnt a closely

( J b+'i

ivhit.-.l

+ -+-) - 5

:;

th .....

h;i.s

been

ro

=71 -f- 1

'"

7'

= --r [7

tlu-n

if

that

tin-

lini T,,
n >oo

/.

>aiii.-,

and
|ti'<.

tli,-

that

|,i-..vr,l

7'

lin:
x

stains

It

:.

1;

in. -ans

Kn'])p* has

!"

II.'ld.T has

"-'4-ri '^-f...

found ly

.tlmd and ly

<

this lias lu-.-n j.n.vi-d uj.

t..

vrd that \vh-:u?\vr H"ld<-r's

Ht.lder's process must


l-'or hiur h-i vallMI

J.

m hod
t

gives a limit, Cesaro's

will j^ive the saint- limit.


It

i>

usually l.cttn- to apply Ceskro's

a given series on
124.

!'

it>

-_

it
,

Thus

\^

/'-ply

can

\v-

iiil<'trniiinat'

EolloWS t'n.m thr

method

.l.'tinition

lias

tlic

/,

ii,

-^.i

Benoe, remembering

tli.-

i.l.-ntiti--

of Art.

identity

,1-0

that

=0.

lim

(1)

sum

that

-h

i,

'

definition.

ami

\\hri

(2)

H.'.ld-r'>

writ,-

SflJ

tin-

tlian

ri-at-r >implirity.

Inferences from Cesaro

^LH

It'

an-oiiiit

'(i-x

rj-j.

we have

n->\v

NON-CONVEKGENT AND ASYMPTOTIC

314

SERIES. [CH.

XI.

where the

coefficients in p(x) are subject to condition (1) given


And, conversely, if (2) holds, the series
n is at 'most

Su

&bove.

sum

r-ply indeterminate and has the


It

is

to be noticed that (2) does not allow us to write

where

1)

lim{o n /-d^~
<r n =

For we have

and

so

I.

-p n _i and A

/_!

if
|

we can

/o n

< eljjtj

only deduce that

|er n

or

cr n

<e{

*~*

/A

= 0.
= A * - A^,

*~ l}

and

< *A ^\
(

/>

A^ + A^}

)<{!+ (2n/r)

}.

Thus, owing to the presence of n in the factor multiplying


r ~ l)
be inferred that
limJ
IA^
\=Q
if

we know nothing more than

is

simple example

given by taking

Then

<r

(l-x)-

(3)

(x)

satisfied.

and +2.

we have an

if
(r+l)

is

identity

2unx n = l

where P(x) is a polynomial not divisible by 1 x, the


2un is at most r-ply indeterminate, and has the sum I.
For

if

there are

p terms

in

values of the coefficients of

P(x)(\-x)-

and

is less

cannot

r=2 and

=I-

between

so that (Tn/A^ oscillates

In particular,

that the condition (1)

it

e,

is the greatest of the absolute


P(x\ and if
P(x\ it is clear that the coefficient of .v" in

than

the quotient of this

series

MpA
by A n

(r

~ l)

is

Mpr/(r + n\

which tends

to zero as

n tends

to GO

In practice the most common form of identity


- x)- (r + ^unxn = 1(1- x)~ (r+l} + P^x) (1 (1
(4)
l

is
r

)-

from which we can deduce the same results as from

theorem on the multiplication of


The following lemma will be needed:
125. Cesaro's

IfZu n

2t> n

are

wo

upper

limit, while v n /A n

(u v n + u.Vn^ +
tends to zero.

may

It

be zero here.

may

(3).

series.

such that \u n \/A ? has a finite


tends to zero, then the quotient
(

series
(

+ unv )/A ; +8+1}


(

be noticed that either (or both) of

?,

!.l

124, 125|

ll'l.h

[(

we can
\

Um

>m.

l^l-

|2*,.,*|<r

;.:,*"

|2*l<tt

ami

Now
ami

10

.ay-

A',,

/;

is

equal bo

vK^l'

and, since

can

-*^

tak

1>

proceed

HoW

-",

v \/A (r+*+"~

2u

lira)
,

a> small a> \\- please,

--i

Suppose

-..~

==0.

are /'-ply and *-ply


V BO that
I'.

^''

aii'l

-^- /)

.1

= ^/r,,.'-

p|

,1

' +1)

HIM

i:

iliate

we can write

o-(

that

.cli

f=0,

-I

[ft

Ti,

follows that

to the pFOOf of C'

that 1"..

liin

it

" +1>

respectively, and that their MUMS are

wliei-.-

= (l

'x(l

i> th,- ,.,,,-

Consequent lv,

\\'e

H)

rl

Hence

[o-,,/^!^}

>x(2

wl"

,.,-}-...e

To each

-.c)-

the

of

n alo\./

r<

i',

BO

.r

rn

(l-)

where R(x)

i->

aini

Viilu.-s

II

ami

Then

find

(r+

'

V-'')+ I'd-.'')

terms

instance,

in

/,'</>

in

/"(

\\

can

,-

if

/'(1-r)-"

we have
Similarly for the

SI

A ?'
(

lin. ;A',,

two

..th,-r

+l}

}=().

term-

Ri

we have

lin. ;/,'

in

;,

J
.1
;

=0.

apply the

lemma

NON-CONVERGENT AND ASYMPTOTIC

316

Thus we

from

see

(1)

and

sum

its

XI.

(2) of the last article that the

2wn is
UV*

degree of indeterminacy of

and that

SERIES. [CH.

not higher than (r+s +

1),

equal to

is

The product of a series (whose


degree of indeterminacy
by a series (whose degree is s)
can be formed as if the series were convergent. The degree of
indeterminacy of the resulting series cannot exceed (r
This leads to the theorem

is r)

Examples of Cesaro's method.


is
1-1 + 1-1 + 1-1 +

126.

Ex. 1. The series


has the sum \.
Ex.

2.

has the
if

we

The

series

sum

..

1-2 + 3-4 + 5-6 +

For here we

find

=1

..

>

is

simply indeterminate and

doubly indeterminate and

i=-l> S 2 = 2 *3= 2, ...


we have to evaluate
>

and

write r = 2 in the formula of Art. 122,

(n+ 1)50 + 715! = 1, (i-l)*2 + (ii-2)*3 = 2,


=
Thus, when n is even ( 2m), we have

Now

etc.

+ ns + ...+= 1 + 2 + 3 + ... +m + (in + l) = $(m + I)(m + 2).


When n is odd ( = 2m + l), we have again
(n + I)8 + ns + ...+*=! + 2 + 3 +
(n + I)s

..

Thus the

fraction has the limiting value

It will be observed that

- 1 + 1 - 1 + ...) 2
and, according to Cesaro's theorem of the last article, (1
should be at most trebly indeterminate ; and this of course is verified here.
Ex.

3.

The

series 1

Hence

(1

which obviously
Ex.

4.

2 2 + 32

-4 2 +...

is trebly

indeterminate, for

we have

-2 2^ + 3% 2 -4 2.r +. ..) = (! -#V,


}

x}~*(\

satisfies

the condition (3) of Art. 124 and gives


l-2 2 + 3 2 -4 2 + ...=0.

In like manner, we find

Now flz^L

has the value

-i

for

# = 1,

so that

we have

_
:

where P(x)

is

a polynomial of degree

3.

*
The reader will probably find it instructive to use this method to establish
the theorem for r = 0, = 0, already established in Art. 34. Cesaro's treatment of
the general case is on the same lines as the proof given in Art. 34.

EXAMPLES OF

125, 126, 127|

we

Efi

5.

.d<

being q
diili'-nlt

t*

minate.

MM- thai

t<>

the series

il

1-ir
i'ly

BOD,

... + i)=/'(.r)(l--*V,
r...= -J,

ries

Ml

find

(1-

Ex.

\l:-

*-...

indeterminate, because

:;

we

<"+[(l_,

-..)-']=

find

WOO--'

a polynomial of degree (r-l); and

is

-ftGI
if

-0,

Bei

Ex.

of th- Beriei

lie >MIII

The reader

6.

(1-1

i*

//(A/.

>'

have

will

F.r in-tan.

inultij.licati'.n.

i-

-ARO.]

little

we

dihVulty

vnifyin 4 K

in

lind

+...)(! -i + 3 -4 + ...)= 1-3 + 6 -10+...


1-3 + 6-10 + ..
+ ...--i(l- 3 + 0-10+.. .)-(!- 2 + 3 -4 + ...),

+1-1

or

;-'

and so
Ex.

|=0.

The

7.

follou

!+

''

sin

cos ^ + cos

-.-

3^ + cos

~>0

n-^ults agree with th.s- f..und liy

evaluated

127.

+ ...=J,
^oot^,

+ sin 2^+sin3^+...

(y

d'.\

l.y

1.

-ml

M-I

ii-in-

tin-

ni'-an-

. . .

= 0,

ni.-th..d

I'-uirl's

valu- jn

>'-o.>).

'

(Ait. 103).

tputcula

Limitations of Cesaro's method.

Tlu- iiiran-vulu.'
6

which can

l.r

this,

process
let

Miiiiinc.1

,iinc

in

^^
so that

ratln-r

li;i>

i,

this

way.

a-

narrow limits of
\\".-

(i

01

type of

tli.

ha

sc;

that

,n

which givee
3

--+l>N:,"

+ "'t

-'terms.

NON-CONVERGENT AND ASYMPTOTIC

318

Now
value

approaches a definite limit /, we can find a


such that when i/>> r, all the terms
/A ? lie

if

S^V-d-iT

between

e)

(l

and

(l

+ e).

Thus

The

SERIES. [CH. XL

coefficient of

in this expression

is

easily seen to be zero

in virtue of the fact that

so that

Thus
\

That

and

< e.2

un

is,

r+1

(n >p),

limuA =
(

so

But

().

^;
p

Iim4 n

so that

il-D

we have

Thus,

/7i

=]/r!.

the result

which gives a necessary condition that


r-j9^2/

the series

2^n

??ia2/

te

indeterminate.

There are many series surnmable by the former methods


which do not satisfy this condition in fact the simplest of all,
;

does not satisfy

it,

and

is

therefore not

summable

in Cesaro's

sense.
128. Borel's original

We may
s

s v 82

...

method contrasted with Cesaro's.


mean amongst

regard the most general form of


as given

by

wh<

never

II.

we may

-I-.-

'-itln-r

bend to Borne definite


alternative

may

tin-

function

(iii

BUM \M

HO|;I:I.>

127, 128, 129]

<h

\\\

<>\

limit.
nil.

h<-

sei

every

*w

<

r all,

\ariall-

are

which

./

or

made to

!'..

Dili

and

ad
Cesaro's thM ami second mean
dou Mr indeterminacy come ondei
i

xn ^
or

= ./+ -

#,

wlii-iv

0,

m;i|.-

al't.-r\\ai-U

is

t.

t.-n.l

BU

by taki

O.

ii

1'.

Ami

i)

ii'

of

it'

i<

if

/'

>
>

mvMi^h

<thcr im-ans are given 1'V -imilar, lut


In these rases thr osoilla
t'oriiiulju-.

valu-o.

tin-

'

M-i|ll.-nre

>'

>

rharartrr of

rnMVerteil

into

th.

he t'Tins with hi-'h

that

little

,y

th--

wei

-'n-.l

which an- the

inilirrs.

ms that

are of importancr in studying tin- Beriea


To meet this <litlicu!ty. IJorel chooses the factors
increase

ami

,-n

firsi

ai'trrwanls

maximum

maximnm (whose

to

steadily

recedefl as

./

pi

Thr mo-t natural type ..f Function


which inciva.se> so Ion--

deCP
This

is

-:+..

r/

tinally

n+->

the definition

;.

M 4.

Connexion between Borels sum and Cesaros mean

/.

t!

/'<''. and

2TT^r

for a given series 1


\Ve have pro\rd
Art.
limit

-i'yin^

givefl

129.

the

terms

ry rapidly.
ihr m.-an
afl
.'-

which

<1'

tin-

determii:

in

afl

so as to
\\itl:

|K.-itin

which ensure^ that


part

/(

ion \ari--

The

increases,

with hi^h indice^ play an important


mean.

ilitions

-sit

'

L*:J)

tliat

i:

thru
liiii-1

-/.

NON-CONVERGENT AND ASYMPTOTIC

320

Further,

we have proved

SERIES. [CH.

XI.

(Art. Ill) that


*

lim (&u,nt*) =
t^>i

e~ x u(x)

Jo

doc,

provided that the latter converges. Thus, when Cesaro's mean


exists, it gives the value of BoreUs integral, provided that the
latter is convergent; the integral may, however, oscillate

between extreme limits which include Cesaro's mean.* Obviously


the same result is true for any mode of summation given

by the

integral of Art. 118,

Hardy has proved in his second paper (see also the small
type below) that if r=l, and if a further condition is satisfied,
the

of

convergence

Borel's

from

follow

will

integral

the

In general, with higher values


Cesaro's mean.
seems likely that the same condition will suffice to
deduce the convergence of the integral from the existence
of the mean.
However, the algebraical difficulties involved
existence
for

of

it

r,

seem at present too formidable to make

worth while to

it

write out a rigorous proof, except for the case r =

We

l.

have seen (Art. 114) that the existence of the limit

implies the existence of Borel's integral, and that the two expressions are
equal and we shall prove now that if
;

lim
n

(*

then

. . .

(^sn -\\
nl/J

Borel's integral

Now

condition.

must

suppose that

//,

n ranges from

It

It

Art.

is

to

127).

the

l,

then obvious from Art. 114 that

is

oo

= (*0 + *1 +

+ *)/( W + ] )

while //,,

mean may

/<,

we

of course understood that Cesaio

in general,

h are the upper and lower limits of

then, from Art. 153 of the Appendix,

Z,

also be equal to L

"n

series

+ s n )l(n + 1 ) =

\\n\e-*
L
V
^oo

subject to Hardy's

as

+s +

*-oo

>

oscillate

are those of

<r

<rm+1

cr m+1

...

see that

mean

exists.

If

we

are dealing with

though the integral converges

(see

BOBEU8 BOM AND

129)

'

Letween

//

,<//

in(1

whenmi.

th.-

limit

and

./'/:

rr

tii^

tin-

i-

<,

and

'

Lrral

LN,

//

+ (//.-*....

)//!..

maximum
.n

f.-im.

making n tend to

t
t

oo,

be equal

+ *, + ... +

!%,

to

baa

and so we get

',

(/.

and
No\\

>*.-.-.[(//-//

M.inlinx t"

any

valiu- of

*>/-..
wh.-r- <,.,->0 as

'-re.,
a constant

i>

.1

>urh that

//-//

find

\\c

k
.

///.

tlu-iv

/,,-/,--.!,

tlm>

].

we ran write

//

And

increases.

+ (//,-/

^+'-'D'(7,;^

we use

if

Stirlin.:

formula

Ap^-ndix. Ait. 179),

'

we

see that

''

wln-n-

/'

tt

-(/'-

as

-nds to

Now

l'Mr-'

/ Klo g ^

<

\vhi-i-

1.

'

log [ e

A"

lnit

d'-in-t.-

ahvay>

Similarly,

"(7^):]-

liuiiil'.-i

<-.,ntain-d

wo can

n..;

1..

ju-ovr that

if

rily tin- saint- in all ini'iua!


itain ti\-<l limits, such as "0001 and 10000.

a> the intr^ial part

^-W<

ll>

i-

th- integral

j.ait

!'

n
lilll <e

!"

^p,

NON-CONVERGENT AND ASYMPTOTIC

322

Hardy remarks

that the condition lim

for the truth of the theorem

convergent series (which has


virtue of Art. 100).

Let

[en. XI.

by no means necessary
by the following
therefore summable in

is

in fact, it is not satisfied

sum

the

wN/m) =

SERIES,

*,,

and

is

= Ji-,
-a

and then

)/(

n+ l)

Thus by Art

11,

so that

we

see that

lim

nx/w)

= oo

although lime n = 0.

But Hardy shews by another example

lini(e,iv/tt)

condition

is

is

broken, the series 2w,

(I.e.

may

p.

41) that

if

not be summable

the condition
;

so that the

not merely a consequence of the special presentation of the

argument.

ASYMPTOTIC

SERIES.

use of asymptotic series.


most instructive examples of the application of
non-convergent series was given by Euler in using his formula
130. Euler's

One

of the

summation

of

(Art.

for the calculation

95)

of

certain

finite

sums.*

Thus, taking f(x) = !/#, a =


1

+v+ +

Now
because

..

n, Euler finds

l,

+ i=log7i + -^+ -j^


i-^L+.-.+const.
ATI
2
4??
o??
/

^ti

7?

this series, if continued to infinity, doe^ not converge,

we have

(Art. 92)

2r(2r

1)

^n?''

~'

Z
but,

if

r>3,

2_<llBr

Llliit

(see Art. 7),

B,^

and 2

150-

hence the terms in the series steadily increase in numerical


value after a certain value of r (depending on n). It does not
appear whether Euler realised that the series could never converge
*

but he was certainly aware of the fact that

Innt. Cole. Difl.,

17V> (Pars Posterior), cap.

vi.

it

does not

r:i

129, 130|
6

ralnilatr

\\

liidi

h.-

for

He

1.

/<

L8YMPTO]

i-

the

rinploy-<i

~1<

series

to

tli.

Hoarded m

th- get

V
The reason why
hat

ih

ran

In-

used, although

MaAntd

///.

is
6ft

tip-

U''HTal

Tin- trutli
thiM.r.-iu

fact

i-nalil-N

are correct, after

Ex.

1.

making
:

UK-HI

ti

h,-l<,\v

(see

Art.

Kul<-!-'>

-i-

f.-w

.17.
/'

'

of Kul-r'>

uuimpoi-taut changes.

...

1M1)

in
once from
>

all

con-

/'//

t>

follows at

gn and lias tinus to see at on<-'- that

thai

This

<>f

|ir<vi-|

thorn

u.,t

NON-CONVERGENT AND ASYMPTOTIC

324
Ex.

Taking f(x) =1/^

4.

2
,

XI.

prove similarly that

SERIES. [CH.

2+... to

00=

-0951663357,

^- = 1-6449340668.
6

and deduce that


Ex.

Shew

5.

similarly that

l+^s

+ Js + p+... = 1-2020569032.

Euler obtained in this manner the numerical values of 2l/wr from r = 2 to


16, each calculated to 18 decimals (I.e. p. 456); Stieltjes has carried on the

from r 2 to 70 (Acta Math., Bd. 10, p. 299).


to 10 decimals (for r = 2 to 9) are given in Chrystal's Algebra,
vol. 2, p. 367.

calculations to 32 decimals

The values

Ex.

If /(.r)=l/(

6.

+ .r 2

),

prove that

sin 2(9

2U

P + ri2 /

Z(e

^-l)

2
+ -r
4

sin 4 0sin4#
:

^.

where tan0=/w; the constant is determined by allowing n


and using the series found at the end of Art. 92.
Ex.

In particular, by writing

7.

, =4

By

.(-,l T+

=n

_L

(in

Ex.
^

=
writing n 5, Euler calculates the value of

Ex.

8.

which

is

131.

If /(#)

= log x, we

found differently

The remainder

6),

we

find

4-

'

TT

to tend to GO

to 15 decimals.

obtain Stirling's series

in Art.

132 below.

in Euler's formula.

In virtue of the results of Art. 95 (small type), we can write


(1)

<

where

''

>

-*

i:\A\l!

130.131,132]

/,

in virtu.-

tin-

..!'

,',.

re

<

"/<

of comst

awl

-urne

'/..

////

>/

i;i/n,

.///

<u

/;.,

Thus

//M

!<*

ii.it

as a conv'-i

lea

//"

///"//

so

s'-ries

til--

is,

vm

u wwerricatty

(I)

<>!'

IM

]ushr.l

cannot:

ilfci-.-.-^iiiL:

in

good an approximation as
132.
1

conv.-r-vnt

of

Further examples of asymptotic

same

prop-

seriea

can be

while <l>

usuallx

necessary for

i-

the

luivt- altt-rnate

appnxiin.-itioii,
(1)

s.-rirs

tin'

pranio-

trnn> which

tin-

however,
an arbitrary degree

Init

/rm, a-n^ /ta


l,a^ th,- same

//*./:/

ol)tain.-il

Theoretically,

in th- U

'>"th

Thus if we 088"

th.-ii

(/,.>'

thr

and

..-mid in that artid.-:

pol\ nomials

he

/,'

as

[iiitc

ordinary cak-ulati
series.

~<

Th,- intr-ral*

<U

dfllot.Ml

oftrll

In

many

ini.'-ral

for

/i

it

///

li(

important to calculatr tin- value of


vahn-s of x.
Nan \vritet
is

<if
<

'H/

thr M'lllhol

l.y

proUK-ms.

(1

-'

<if

<

57-J,

/-J,,

dt

\vh.-i-,.

Baler's constani

i-

siiil.ol

i.

-nt

"

on

tin- priii.

"
li

-i

(see

pal value of tlu- integral is to

i'

unt!ii'_'

Appendix. Art.

//

',

;/

<

',

.in.l

then

tin-

be taken (see Art

meaning

li(y)=|

of

we

inus;

ti.i

'logy

du/logu.

utegrals are convergent


\vhicli

178).

except

of

NON-CONVERGENT AND ASYMPTOTIC

326

SERIES. [CH.

XI.

But

this expansion, although convergent for all values of x,


unsuitable for calculation when \x\ is large, just as the
exponential series is not convenient for calculating high powers

is

of

To meet

e.

If

is

positive,

c x e -t

Jx

this difficulty

dt = e-

we

write

l+U

we

proceed as follows:
x(l-\-u), and then we have

du

Rn |< n

where
|

x~ (n+l)

This result can also be found by integration by parts.


When x is large, the terms of this series at first decrease

very rapidly. Thus, up to a certain degree of accuracy, this


series is very convenient for numerical work when x is large;
but we cannot get beyond a certain approximation, because the
terms finally increase beyond all limits.
For example, with # = 10, the estimated limits for jR9 R 10 are equal and
are less than any other remainder. And the ratio of their common value
,

term in the
accuracy from the first

series

# = 20, the

the

to the first

ratio of

RIQ to

series is

about

To get

2500.

we should need 35

first

term

is less

than

this degree of

Again, with
but 80 terms of

terms.
:

K> G

the ascending series do not suffice to obtain this degree of approximation.

When
then

we

is

negative,

x^

we

and

write
t

u) = (u

= x(l

1);

find
/-

1-^ du
-

Q
where

Art. 164).

where

')/

n p~ u

n4.<u,+v?+...+u*- )e-**dM+P\

Jo

-du

~\
\,

denotes the principal value of the integral (Appendix,

Thus

R* = P

du

AST MI-HU

132|

i<

l.-n-thy to be

approximation

taking

-y

of

tli.-n

inteie-4

AiP'tlHT

\\rite

ire

<.f

j;

tli.-

r.juat*-

\a!u.

tli.-

giv.-s

utilised

"

tin-

Miinniat imi

"

by

of

>eii.-s

MI,

pp.

we have

(1.6.

p.

o-;j)65996 as

round

value of

tlie

"sum"
U-2!+8!-4! + ...-'4
n->;ik fund fn-in Killer's coiitiii'

witli tin.'1

method

the

('

,n.....

brackets, which yields

ill

to Lacroix

..)-,

i:

agree in.i;

2'7r/)*.

--

-C-M

Lacroix

too

km-un

a-

('

OPd

tin-

two expansions were

nnl in

#=1 and

is

get the best


part of

apji!:

taking thr value


If

Kul.-r's

which

we

also

tin-

Dotetha!

it.

se
t. liiul

to

.|iial

valur

\\ithoiit

:i't

li--us-i>n.
;ise

tin-

tliat

aii-l

an elaborate

i.y

'-

tin-

.u'ivi-s

aiii.tlp-i-

ajipi "\iinate

.if

cal'-ulatinii

quadrature

i/y

'

'f

'.

tliis

98.

><!
..-..illati.i-y

to evaluate tip-

integral

rf^d

...),

'

\vlii

\vitli"

l.ut

r.

and he

appi-.'ximate

<|ii:,

tlie

also suggests the applica

integral

dv
1

-log.

whirh

is

f..und

'

ly writing

no nun.

'/>.

two

.-il-r tin-

/-I

rr

\vhich anin

tin-

iii.-t

x
witli in tin-

tlirory of

liysi-al

Optii-s,

\\;r-

ISM;,
illy

propel ties of the

with

lh-ory of

l.M-p-wat-r

*A*x

f* 8"3
)

this prol.l.

the

i.

p.

-.1

-Jul.

have oc

Hit
s

paper).

and also

NON-CONVERGENT AND ASYMPTOTIC

328

We

U+iV= f

have

SERIES.

XL

[CH.

^j-dt,

Jx \/t

so that

if t

= x(l + u) we

du =

by applying the process


thus,

have

du

of integration

by

parts.

Continuing

we have

~~'
1

1.3.5

l.S.i
'

1.3.5.

ixu
7 f" e

du

'

and the process can be continued as far as we please. A


moment's consideration shews that the remainder integral at
any stage is less in absolute value than the last term of the
series and thus for any value of x we can determine the stage
at which it is best to stop in numerical work.
;

We

are thus led to the asymptotic equation (see Art. 133)

say.

*>-^(X-Y),
The

series for

be

iY

summed

in Borel's

X - i Y= -%my,

and

y_
"

U=

e~

we

way,

"f
v

dv

observing that

00

j7T

V
applying Art. 118,

so,

"summed" by

can be

1.3. 5. ..(271-1)L
=

Thus

and

e~

v n -*dv,

Jo

see that if the series

its

sum

is

.-(-Xsinx+Ycosx),

iY

can

(see Art. 136).

_
v~

given by

00

e-"v

dv

V=-j- (^Tcosa;-h F since).

>iii:u\

132]
01

these expressions
the

,..,-,.

qua] to

.j>lete

tl

(lill'.-lrntl.l!

Th

Lav

Id

/}')!= _^1.

Benoe we

r)H

</}'

1-

It

It

for

integralB

)'

.\\

th.-sr

that

;m.l

:.!

man:

du-

l.\

-t.-il

t>

and

'aiK-liv,

<-.iuliti..n

tli-

i'm.1

)-

"<1

that

to

---IHI

tl.-

f\

an<l

I'

)'

.\',

'I'lif

tin-

..

-JT--1.
l.v

tin-

1,0

an- actually
int
i.sson (see

asympt,,;

l.i-

i.--j.r.-tiv.-iy

as

'

to

be

i.lv

It

that

is

\\ni-tli

}M-rh;i}

relations

tlu-

hy th- qse 6f

[ing's
in

!><

A'.

tin-

I'

aii-i

mark

additi

tinI'

-t

naturally

asymptotic

*
(Appendix, Art

j.rovt-d

wliere

Now

between

niakr

to

wliil.-

\fs(.r

= (.'+

.1

1<>^.

1*0) that

./-

we have

aivtaiK

X ) = (v

>'/

-...

.>)-

+ (-1.

,/_,(''>

whew
(

wh.-iv

the

961

//

Appendix, Art.

ix

numerically

ITi'-.

less

Bx.

:>>'.

than the

We

li;i

tirst

term omitted

NON-CONVERGENT AND ASYMPTOTIC

330

SERIES.

[CH. XI.

If we take the quotient of two consecutive terms and remark


that (compare Art. 130)

where Q

is

a factor slightly less than

integral part of TTX;


of accuracy which is
(4)

of (1)

we

see that the least

is

The reader may discuss, by methods analogous


and (2) above, the following integrals:
7

'

the

1,

given by taking n equal to the


but the first two terms give a degree
ample for ordinary calculations.*

value for the remainder

first of

which

is

related

OJ.AJ.

i/

to those

~r

the error-function, while the

to

second and third are the cosine- and sine-integrals.


133. Poincare's

theory of asymptotic series.


All the investigations of Arts. 130-132 resemble one another

to the following extent:

Starting from some function J(x),

we

develop

it

formally

in a series
a,

ct f

is not convergent, but yet the sum of the first


terms
{tt+1)
gives an approximation to J(x) which differs from
n+l where
than
n /x
n depends only on n and
J(x) by less
not on x.

This series

Thus,

In
i

In

if

Sn

denotes the

such cases,

sum

of the first (n

+ 1)

terms,

we have

we say

that the series is asymptotic to


function', and the relation may be denoted by the symbol

Such

all

series

*An
when x

were called aemiconvergent by the older writers.

elementary treatment of this approximation will be found (for tin ra.Mis an integer) in a paper by the author (MeHsenyer of Moths., vol. .'>(>,

J90C, p. 81).

132,133]

ho\

to be noticed.

is

It

II

more

t.,

thai

.'xampl.
lin.

vuinr

tin-

s.-rir.s

\\ ill

from

fi.ll..\\s

It

-0,

ivpi

tin-

definition

tl

..

lit.

tlf

JC6

the

that

nil.-

)^" +
(l

where

still

ril-

^/'o +

XX
1

-i

.Illill^

then

\V.-

appli.-s.

"

V
X

liml.

if

'

.'

formal product

tin-

Illptotic

pr-'dlict

Art.

of

ll(.')^'',,+

= ",/' + "/'

',

-f

J-f

+"

,-h--

r/jT,
\\liii-li

by definition 1
;!

ins

\\lu-iv /'
'

"

in

is

..

<-Min,-i(lr->

thui

polynomial

in

tip- pi

\\ it li

mlurt

>'

7'.,

lii-li--

mi

ami

iip-lu<lin;_'
'

MI

whose

...

t<>

nj

'/'

fi

.''""

if

t..

1).

us

'

t-nl t-

[ /( /v -, "][
-

/1

1-2.+'.

.'

p-0,

<r->0,

ami accordin.
lini

Thus
l.V

tin-

'=0.

.*"[./(,

OB

].rMiuct

JT

/{

\.

**>

A'
In

II'

in

iid

p-v.

us

Lft

a-ymptotir

imw

conoid.-!-

tin-

particular W6 CU ohtain any


the ordinary ru

,y

p-.ssiliility

./

in

c\id-ntly writ.- /{
th<

-f'V 7

*Of

'

>t

II"

In

may

asyiujit.

,,t'

tlir

sul'stitutin^
first

^ul^titut<-

p
-',,-f ./

an

NON-CONVERGENT AND ASYMPTOTIC

332

SERIES.

XL

[CH.

and rearrange in powers of J 1 provided that |a is less than


radius of convergence (Art. 84); because lim /1 = 0, and we
can therefore take x large enough to satisfy the restriction that
,

the

tt
l

ol~H</il is to be less

than the radius of convergence.

This having been done, we


the asymptotic series

for

/,_

consider the substitution of

may

in the series

*Vi) = t' + C.J,


Let us make a formal substitution, as if
were convergent; then we obtain some new

*-*4+^ +

where

Let us denote by

Sn and 2 n

the

sum

of the

the series for

series

:::.

terms up to \jxn in J^ and

respectively.

Now,

if

2,/

2n and 2 n
'

polynomial

= C + C.Sn + C,Sn* +

in

l/.r,

. . .

+ CJSS,

and consequently 2 W
l/#
n2
n+1 to
thus
(l/^)
ranging from terms in (l/#)

agree up to terms

in

'

is

(1)

Next,

we

rn = CQ

if

have, since

Sn

represents J^ asymptotically,

therefore
(2)

^- Tn = Cn+

Finally,
thus, since ^("/i)

where Jf

is

is

convergent,

a constant.

Hence, we

find

(3)

because

By combining

(1), (2)

and

(3),

lim

we

see

now

that

\imxn (J1 r

Snr )=0, and

Thus

3BR1

;\

the

sequent

!;.

pou

kan

t /,,

Further, a

cor

tin-

in

rearrange

in

"i-dei-

in

his

in.-ijualitv
.'./

i^

<

/'-'/'

iii.-,,uality

wo

;iti(l

./,.

i'
j

tin-

places <>niy.

secondly

-1

and thru we must

r-^tridinn

"//

in

th--

il'

whose

that

first

tl.

>UJJM,>.-

'

ill.-

tir-t

estal

ord<

mtir.-ly M\.il

bo

M-l

bo /'(/,):
in

tl

Mini

-/
l

/(./

term

is

..fitufii-

zero

mo

-i'/f

a,,

nt.

An

t'nnm-r n^nlt

th<-

.f

application

(assuming that OQ

-".(14wht-re

A'-x,

Th.n

aini

J-i

-i

,,

sain*-

rule

t.

rstal)li>li

Fr

\\-

an asvni])t"t

as

it'

ic

Beriefl

th-

'i

= 0).

j&l
\\,-

J-8, <f

>.:.

././..]

./ '/./

is

..".

if

x>

<

if

-,{

.r

ij"

l.-t

which

\\

divide

Finally,

can

A').

Thus, applying the rule for multiplication,


,,/,,

tli-

i_A'4_A-

thus r.instnirt

.-xacily tin-

liy

"'

is

x-rn).

\\<>(

i->

asympintically

l.y

w.-iv '}\-

we

see

NON-CONVERGENT AND ASYMPTOTIC

334

an asymptotic

But, on the other hand,

SERIES. [CH. XL

series

cannot safely

differentiated without additional investigation, for the


existence of an asymptotic series for J(x) does not imply
the existence of one for J'(x).
be

Thus

e~*sin(e*) has an asymptotic series

0+2++.x a?
But

its differential coefficient is

tends to GO

and consequently the

+ cos (e*),

which

oscillates as x-

differential coefficient has

no asymptotic

sin (e?)

expansion.

On

the other hand, if we know that J'(x) has an asymptotic


it must be the series obtained
by the ordinary rule

expansion,

for term-by-term differentiation.


This follows by applying the theorem on integration to J'(x)

We

quite as simple, and perhaps more instructive.


theorem that if <f>(x) has a definite finite limit as x tends
either oscillates or tends to zero as a limit*
is

proof

+ ajx + a2 Ar2 4-

Thus the

differential coefficient

^+

but a direct
use of the

to QC

then

<'(- r )

we have

If J(x) <x

. . .

make

/'(^)-^'(

[t

has a definite limit, must tend to zero. But xn [J(x)-Sn (x)] does tend
to zero, so that \imxn+l [J'(x)-Sn'($y], if it exists, is zero.
That is, if /'(#) nas an asymptotic series, it is
if

it

It is

instructive to contrast the rules for transforming

and

combining asymptotic series with those previously established


for convergent series.
Thus any two asymptotic series can be
whereas
the product of two convergent
multiplied together
series need not give a convergent series (see Arts. 34, 35).
:

any asymptotic series may be integrated term-by-tern i,


not
although
every convergent series can be integrated (Art. 45).
Similarly

111

fact

if <f>(x)

tends to a definite limit

we can

find

"

Thus, since

we

find

So

= 0'(a

>X
where x > * >
x

if

*'() </(*-*())

so that
.

a-

'

but the last


cannot approach any definite limit other than zero
may not take a// values greater
inequality does not exclude oxcillatioH, since
than .r as x tends to 00,
<f>'(x)

i.

Til

133)

On

ivasonin

'nptotir

apply

wi-

that

th--

l'-i

bo*

l'-l

convei

parameter with

tin-

as sm-pi

to

ivsp.-et

\\

ilitl'.-n-n!

and

no

in

l.-jH

on

-niU

an eveo

in

an

l'tinilam-ntal

jM-rt'rrt ly

tin-

the

pies,

Tin- contract

i>arani.

iiioi-i-

of

d-tinition

asyni]'-

'

tin-

may drlin.- a
aM in])!<>!ic Berii

in'" th-

enters

way

Ml

in

<-on\

i.-ii-

contrasts,
a

-in

tli-

an

li;i^

In

dealing with a COir

in

li,

iliH'eivni

in<l-ri\

-mlin^

in

aerii

the

we

unless

depend'-nt

to

'

other hand

I!M-

ditl'eivnt

<r kSYMPTl

l:Y

i:

may

l>c

ilii.

"-llicii-ir

way.

asymptotic
coinpl.-t.'(l whole

lnl-i

in

tin-

>au

ies.
It

that

when

./

convrni.-nt

sniii.-tiiiifs

i-

i-

represented asymptotically

l-linitin and -ay

our

to .-xt.-ml

tli.

l>y

''

'I*

is

represented by

two suitahly chosen functions


Thus, for example,
asymptotic formula
f

"+ X

!+..., where

l'

we can deduce from

n~.

Stirlii,_

the

i/V^...),

/!

r1-

<!.

'

12'

-2

r =-B

11

-2

Hitherto

coiiij.lex
i

i,

./

\aluex

l.ut

and tends

to

-)

sn]]ios,-d

the
/:

,-

dued analyi

theory
in

any

to

ten<l

remains
..tln-r

to

-s.

through

unaltei

definite

lin-rtion.

l;

Mt

NON-CONVERGENT AND ASYMPTOTIC

336
In

fact, if

we can determine
r_ a
"

SERIES. [CH.

XI.

constants M, R, such that

_i <M_
x
^l*!

2'

HI C|>
!->/?

follows from elementary theorems in the theory of functions


is a regular function of l/x, and consequently the

it

that J(x)

asymptotic series

is

convergent.

For different ranges of variation of the argument of x, we may


have different asymptotic representations of the same function
which between them give complete information as to its nature.

illustration of this

good

phenomenon

is

afforded

by the

P>essel

functions which have been discussed at length by Stokes.*

Applications of Poincare's theory.

134.

An

important application of Poincare's theory is


solution of differential equations.!
The method may be
in
the
up
following steps

to

the

summed

1st.

formal solution

is

obtained by means of a non-con-

series.

vergent
2nd.

It is shewn,

by independent reasoning, that a

solution

capable of asymptotic representation. Thus we


has
been done in Arts. 131, 132 above, deduce a
as
may either,
definite ^.epral from the series first calculated; or we may

exists

which

is

find a solution as a definite integral directly,

with the

it

series.

The region

3rd.

and then identify

is

determined in

which the asymptotic

representation is valid.
Poincare has in fact proved { that every linear differential
equation which has polynomial coefficients may be solved by

asymptotic series; but his work is restricted to the case in


which the independent variable tends to oo along n specified
*Camb.
41-J;

p.

also

Phil.

Mti/h.

1857, p. 105, and vol. 11,


See
350, vol. 4, pp. 77. -Js'i.
and Papers, vol. 5, p. 283.
Stokes

Tram., vol. 9, 1850, vol. 10,


and Phy*. Papers, vol. 2, p.

Ada

Mathe.matica, vol. 26, 1902, p. :>!>:},


that in the asymptotic series examined by him, the change in representation occurs at a value of the argument, which gives the same sign to all the
r.

marks

terms of the divergent series.


Some interesting remarks on the sense in which an asymptotic series gives a
Million of a differential equation, have been made by Stokes (Papers, vol. 2,
I

:W7).

]..

Acta Mathematica,

t.

8,

1S86, p. 808,

and

tilled

tli.-

iiiiin

.lacnl.Mhnl in

l.y

applieat ion- "f

ami Manly

tin-

met

BEE!

(
i

paper
in-

This gap has


cases;* and

|ii.t'-l

l.elnw

in

made

theory have been


asy mptot ie re]

a|..j.tMl

I'.ani.^

l.y

IM-VMIK!

i^>

MM th- tlnM.ry

lr|M-nls

th-

in

which can

l'nll\\ in--

l.c

\\^-<\

in

<l-aliirj;

wln-rr

>

^imjil.-

with c-rtain

and

"
is

_p

= \, and

integer (a
elaborate methods);

because logi

u log

log Z

typ--

consider

or

This

ivefl

See a series

'.

and then

A'

th-

term

-.

ua

i-p.

IMis

form

renmvrd

/"

whnv

usin^
the greatest term
l.y

an<

A
,

c\p<

lM iir

/-J. u/

\uf>*/t).

the

ot

Is,

'!! in

HIM

ins, in;.

c<ut>. rhit.

and

\iisohnitt \'l

:.

:.

of the

is

= M /-Aul.-(^/)-\
r+;(
-

fa

not of lii^hcr order than v //.

n-Mrirtion which can

an

nioiv

give,

ar+D^,

(see Art. ls<>. Appendix),


is ronvrni.-nt to
It
suppose that X
is

\\'.-

due to Stol

tind.

\\'.-

iiH-th'.,l

inei

book, a

this

>

-/'

I--=/UL,

luro',

is

and

ival

is

oi

-rat inn.

in!

v !'(/'+', + !). ..rfri +


-'r ( , l+ 6 1 -fi)...r(7i-f
X

{he

asymptotic expression for the series

135. Stokes'

\Vi-itf

Hai

l.y

liinit^

tin-

c< >nt< .111-

<>!'

art id.-

l>y

nmnary

ly power-Beriee
referencea i^ ui\--ii

i'u',1

very

ial

tin-

given
with

we

different

,\

Poincare?fl

.nst

iii

-I

-perial

diM-u^i,

detailed

tO

iii

PTl

determined.

not

.).-

Horn

hy

ma;.

equation

AlTLh LTK

133, 134, 135|

fi

see also

//,

I.

vol.

NON-CONVERGENT AND ASYMPTOTIC

338

where q = e~^

/t

of Art. 51, Ex. 3,

Making use

SERIES. [CH.

we

q approaches the limit 1) the series in brackets


approximately by 7r*(l q)~*, or by (2-jr//tiJ*.

Thus the asymptotic expression


e'H-*
T

is

see that (since


is

represented

is
i

rr,

where

M*(arO**"
Hardy* has proved, somewhat

f(x)

XI.

= x-.

in the

same way, that

if

Aex/(27rx)\ where

represented asymptotically by

= e~*.

and

+...

SUMMATION OF ASYMPTOTIC

SERIES.

Extension of Borel's definition of summable series.


In the foregoing work (Arts. 130-135) we have shewn how
to obtain asymptotic expansions of certain given functions, and
we have established rules of calculation for these expansions.
136.

We

now

are

led to consider the converse

problem of summing
method is to apply
But on trial, it appears that Borel's method
powerful to sum even the simplest asymptotic

a given asymptotic series


Borel's integral.

arid the natural

not sufficiently
series, such as (Arts. 98, 132)

is

we apply

If

Borel's

method

of

summation

to this series

we

are led to use the associated function

which converges only if t<x. Thus the results of Arts. 99113 no longer apply, but we shall now proceed to modify the
definition so as to obtain corresponding results for such series.

We
and

have

u(t, x)

= x/(x + 1),

this defines a function

to oo

which

Thus we can agree

*Proc. Lwul. Mntli. sV.

(-2),

vol.

i>,

if
is

<

x,

regular, as

to take the integral

191)4, p.

339.

ranges from

1M \Tl'\ OF

135, 136]

as

Hi.

d-tiniii^

writ-

Tin- reatlrr uiii


\\a-

\vlii.-h

The

'_

But we can also


and so obtain a second definition

intfi-al,

integral agrees with

i,

in

i\'-n

339

i<

the series above.

this

in

U3YMPTO]

t\vc integrals are

vah-nt so long an

e.\

it'

nut

fiinrtimi

hat

ditli.'iilt

in

tin-

part

ny

two

iy

tin-

negative real

paiall-l

lilish thi>

plain-

that

can

an analytic
ir-'in the

in'

th-

Thi- p;-

/.

juiin-il

as in

tl

that

te

<4<.

that

tlu-

test

..f

Ait.

174

tin-

s.-mml integral can be proved to define an analytic


J is greater than

\
part of the plain' for which tin- r-al part
this n-^iitii is l.oumlc.l l.y a line parallel to the iina^in.i!

function in
;

and
i->

./

!>

In likr niannri

\vhi<-h

int.'-ial

th.-

Aj)pcti(li.\)

for

numl..-!-

p..-iti\.lint-s

I'MMIM-I-

tin-

"-

and

p<>

is

i>

It

and

real

is

c,mple\ th,- f,,nu.-r i- convergent e\,-,-pt \\ln-n


negative. whereas the latter converges only if tin- ival part <>f
l>ut

I.

Art. 08.

tin-

in this

nirtlio,!

example suggests a general process

an

for Minmiin.o;

that

is

an asymptotic 96riee Mich that the associated


r

r-

'.-

seri-'-

+ 'V + ", L + "::i: +);

OOB

i'roni

tl.-tiiuMl

=
\vt-

certain jiositivr valm-s


by the series i'r these

oi'

'-.and tliat thr I'unction

\aln-s of

is

i-ontinuous

to
di'tiiu'

tlu>

sum

..t'

tin-

'.
|

srrirs

l>y

tin-

integral

NON-CONVERGENT AND ASYMPTOTIC

340

SEEIES. [CH.

XI.

To make any practical use of this definition we must, howassume further that a positive number I can be found

ever,

lime- lv fn (v) = 0,

such that

v-><n

where

any index of

is

differentiation.

evident that then the integral defines a function which


within the region indicated in the figure.
It

is

137.

is

analytic

Rules for calculation.

It is easy to see that the series of the last article represents


the integral asymptotically, x being real and positive.

For,

if

we

by parts we have

integrate

= aU +-l
/

because /(0) = a

Now, by

We

e-'f(-\dt,
\
/

I .

continue this process, and

hypothesis,

we can
w+1

so that

|/
'

and therefore

we

obtain

find the positive constants

(^)l<-^^

"

'

Consequently,

which establishes the asymptotic property.


It will be remembered (see Art. 133) that the differentiation
of an asymptotic series requires special consideration; but
this

special

any number

type of asymptotic series

integral

x>l), because
t

\te-

and the

integral

te~

Jo

be

differentiated

For

of times.

the differentiation under the


(if

may

f'(t/x)\<Ate-

~
(x l)t

dt

is

(x

sign being permissible


- l}t
,

convergent.

SUM.M VTION

136, 137]

Now, within

so that

int.-r\al

tli.-

/'(g) is

which

is

tin-

ptotically

c.

.intril

tin-

the series

l>y

for /(#) liy

orij

ant

lie

ici

with

tli.-

pat

from

.--I

of times.

oliMiients <f funrt ion-theory will

th-

l.y

.iixidn-

I'-Miicaiv

we have

>;)

pruvin^ that th-se n-snlts arc valid within the part of

indii-atfil

IH

L--t

i'mm

/<

...),
/

or

could

as

litliriilty in

|ilarn-

"i"

opn-atioM may be ivp-at-d any number

:'-al-i- \vl.
IK-

a;

d.-ri\rd

Beriefl

diir.-iviitiation.

rly tin-

lia\r

I'

OQHV6fgenoe

!'

-'
x\x

formal

AS1 KPIU1

n|

i:i;.

M.-xt

th.'

it

operations;

algebraic

follows

theory that two asymptnt


may be added
if
Uut w- must aUo pn>\v that
convergent,

ie Beriefl

and multiplied as
the product can
considered above.

!.-

ivpi-.-^.-nt-'d

an

l>y

integral

of the

type

\Ve have proved that

is

tin-

-"nvspondin^ to

asympt'itie Beriee

Now

oonverge und.-r the con. lit ion ||


such that
|a w |r"<J/./!

= r,

Thus

:J

Cn r-|<3f [/.:-h(//-i):

<

.!/-(

and oonsequently 1
Art.

product,

it'

AO-Xa

both

if

tin-

we can

find a constant

< M.

6n |r"

---j.:.-j:-h...-f-'

will

oonveige

it'

<

/.

Next, as in

106 above, we have

'"
,

..i,

ai^K'

342

NON-CONVERGENT AND ASYMPTOTIC

and consequently by

Thus

we

differentiation

SEEIES. [CH.

XI.

find

Borel's associated function for the product-series is


V

F(v) = atf(v)+

and
But,
I

\F(v)\\a

\
Jo

f(v-t)g(t)dt

\.\g(v)\+\"\f(v-t)\.\g(t)\dt.
Jo

by hypothesis, we can

find the positive constants

and

such that

\f(t)\<A#,

\g(t)\<A#.

F(v}\< a \Ae

Hence

lv

+A

ve lv

and consequently we find


F(v)]

= Q.

lim [e-* vF*(v)]

= 0.

2lv

lim[e-

v>ao

Similarly,

we can prove

that

v-><

Thus F(v)

the necessary conditions.


these
we have the following rule
results,
By combining
a certain number
contains
polynomial expression
satisfies all

If
of

asymptotic series* (of the present type) and their derivates, the
value of the polynomial is expressible asymptotically by a

same

type), obtained

by applying the ordinary


rules of calculation, as if the series were all convergent.
And the result cannot be identically zero, unless the terms of
the resulting series are zero.

series (of the

The reader who


difficulty in

is familiar with elementary function-theory will have no


extending these results to the complex variable, in a suitably

restricted area.

*0f course some


in

I/a;.

of the functions

may have

ordinary convergent expansions

SUMMATION OF AflYMFIOTH

137,138]

Another integral for an asymptotic

138.

numlM-r of

Tin-re are a

come

ini_

i:

nn-thod,

asily ly niaki:

we suppose

IT

Art.

MS

true

I'm-

int.

/(a

In

ha-

t!

ii'

can tind a

\\c

(-D
we

shall

For

have

this

i-

tin-

t-a^ily

take this integral as

DOH-ZerO ra<liuMI-

-ati-li.-<l

tOCe

i'un-ti<.n

ni'

as to

such that

\!s(g)

Jo
|

-jnation

}>roved to be true when |v|</>, ami we can


tin- d.-tinition of
f(r) for larger values
.

!/()!<

Then,

-)<f>'
Jo

an,l

That

tin-

intt-^ral

series follows at
}

fi

Me)
Jo

r
!

in

i-

one.-

l.y

fact

r-])i-i-^-uted

-...+(-1 r'+...+2

<

win

asymptotically by

Ml.s.-rvin^ that

/>

particular,

f.

anl that crrtain n-M ri-t


of increase of |/"(v)| with

06

tin- <l-tinition.

in

provid.-il that

which do not
but can be

a function Mich as is
specified in
0(.r) to be
that
th.seen
results
are still
pn-vious
rea.lily

i-

it

tin-

series.

\ampl.-s

'"

+,,.

"'

|.

+...+

tin-

NON-CONVEEGENT AND ASYMPTOTIC

344

Again*

SERIES. [CH.

XI.

J'(x)=

and, as previously, this can be shewn to give the asymptotic


series obtained by the ordinary rule for differentiation.

special type is given

and then
Thus our

cn

definition

by taking

= T(n-i-\).

becomes

=
It

is

easy to

repeat

the

previous

argument (with small

changes) to establish the corresponding theorems for operating


with this integral.

As an example of thewe could infer

Art. 132,

method, we may point out that in Ex. 2,


the differential equations for X,
by simply

last

operating on the asymptotic series.


Another example is given by the series

which leads

to f(v)

= I/(l+v),

so that the series represents asymptotically

the integral

139. Differential equations.

We

shall conclude

by giving a few examples

of the

way

in

which asymptotic

series present themselves in the solution of


and we shall illustrate the methods of
differential equations
;

Arts.
1.

136-138 by summing these series.


Let us try to solve the differential equationf

dy _a
dx~~ x
*

and

Differentiation under the integral sign

Jo

t<f>(t)dt

is justified,

because

we suppose

converges.

Thus the test of Art. 172 (3) applies.


fThis is the simplest case of a general type of equations examined by Borel
(Annalea de VEcole Normale Suptrienre (3), t. 16, 1899, p. 95).

IHKl

138, 139]

meanfl

l>y

On

'I'll

!'

.-MI

\i.

VI i"N'S.

BQ1

asyinp'

we

substitution.

is

1.1:1

find

g\:

= 0, A = -

-4

..=

-I

"

1.2a
~~

-2A,_
:'

i*

34 8 _1.2.3.a
'

Thus we

/,'

I,

I,

the formal solution

lino!

'/=-/'
ox
and by

Art.

1-,

)'+...].
J
the equivalent

bhif

l.'lti

-.

ox

-"

-,
I

and
tin-

it

7-T-|

diivetly that this inte-cal


e.jiiation, as of course must be the
bo vei'ify

Lriven

Art.

Of

integral

137,

n>i<l-r

tin-

iiK'tlitied

Bessel's

matiin

-a
Writ.- 'n

If

ire

ami then

sul.st.tui,7;

\vi-

tind

=i

ire
...

+ ...
+
Hence we

...)=o.

find

--(fife*
and

so

s45

1*.3.5 2

T3>

NON-CONVEEGENT AND ASYMPTOTIC

346
Thus

>/

is

SERIES.

[CH.

represented by the series


1

.3 2

__

.3 2

.5'2

2.4.6
That

and

so

if

---l

*=(- D"

is,

l}

we put

2.4.6...2w

2"'

cn

r(f)

v^ vn =

we have

This leads to the integral (Art. 138)

A~i
s>&

TT

(/

Hence

y=

,,00
/

-y-

ptfjf
C
Ct'O

which can be proved directly to be a solution


Similarly,

we

of

the given equation.

can obtain the solution

for the equation

d2y

du

J + 5s
3.

In like manner the differential equation

*s+<. + /~*>i-<*-*
is satisfied formally

by the asymptotic power-series

.IT,

y ~x\}~

a(l-^)
l.x

a(q+l)(l-^)(2-^)

1.2.^2

which leads to the integral

This equation has been very fully discussed by


Annalen, Bd. 56, 1903, p. 129), to whose paper we

W. Jacobsthal
may refer for

(Math.
details

as to the various solutions.

We

have now completed a tolerably full account of the


theory of non-convergent series, so far as it has been yet
developed on the "arithmetic" side. Its applications to the
Theory of Functions lie beyond the scope of this book, and
we have made no attempt to give more than a few theorems
whose proofs can be readily supplied by any reader interested
in such developments.

XI.
I

LMPLE&
Integration of
Wi- have seen

1.

Summable

bhatth<

Series.

'he series

.-

series

to be

*a).

This suggests*
\vhi.-h

is

_ ___

a-

and so

(0<a<7r),

COS a

OS 4?
b

tity

,-^ n(l +

.>

{>>

ai

MM(i

cos ./--rns a

.)u-t

f'

vi-i ili'-d

-a>ily

.os nx - cos na

2.

c 87U'-' /

in

lli-

\v-

integratiiii:

tind

log

the constant being foond

bj ufling the value

of the

sej

-.65).

'

log(f"-

An'th-r

fi.rin

tht-

..f

first

intrirral

is

-Trlogma -^)}.
e

that

,-

if

i.

0..+HX
3.

it

i>

Sinn-

\\r

sii^^f-t-tl

':

* that

if

is

//

This

i-i-siilt

is

easily

*Thr n-M
\,

nor

a multii>

HI

vt-rit'u-tl

=ir.

indr|MMid-Mtly.
intririiit

>vi-r

ti

.e

x=

NON-CONVERGENT AND ASYMFTOTIC

348

From

4.

we

Art. 103(4)

SERIES.

[CH.

see that

Thus
and
Hence, integrating with respect to

2J

The

series

2(
o

l) /(x

+ n)

0,

we

find

sin
is

sometimes denoted by

/?(#),

expressed by means of the ^-function (see Exs. 42-44,

p.

and can be

475), since

Thus, ^y x is rational, the series can be summed in finite terms the case
has occurred in Arts. 65, 90, so take now x = % as a further example.
;

=\

We get

< 6<

where

TT.

If 0/7T is rational the series

may be

expressed by means of "^-functions

and

so the integrals are then expressible in the same form.


If we allow
to tend to
in the sine-series, we get

[For

by Weierstrass's

Jlf-test,

and

^
I ?^(^) =

(.

_ ^) COS

^_J

S in

^6 log(4

si

Cesaro's Mean-value Process.

A specially

5.

by

Feje>,

who

interesting example of Ceskro's process was given recently


it to the Fourier-series for a function f(x) which

applied

does not satisfy Dirichlet's conditions (Art.


series need not converge.

In

fact, if

a n = - { f(0)<x*n$d6.
TTjO

and

and we write

6,,

174,

App.

III.), so

= - (*f(0)fa.nO dO.
'

TTJO

that the

JfPLEfi

xi.
I

\\-

find

tli.it

"

and

that

aritlinn-t

tin-

im-an

i-

"t"

.<,

x,

...

wh
ial

(A|.|.

caws

to

n.ntinuitiea present.-

u> writ.-

L.-t
is

it

that

o- w _i

=a

that (|-ayin-

us.-d

iiM-an

in

the

"lit iniK-us

la-t

th.-

.nvrr--

to

r
fl

to

L':

'

t. tin- il-tiniti-

l/l'-)J-^--

^+

^+/v)(i-^)<^ /;V

nuinl.ri

any

/-

i-

>ingle

^l

at ti-nt i'ii

''

tli-

und*-i-

L.-vnud our r;m_

i-

-^,1-''

pi.-.f

(l

rfl

tin-

in

Since
tind

mind"

Unit*-

arithiiM-ti'-

'

1~ :>'

fnin-ti..!!

l.ut

inti'^r.-ilili-

tin-

f.,r

,r,,

(litli.-ulty

\\f

'

I'm

'

limit

it>

fn-li

ni!i>t

Men

ra.-ily

baa a

\\h-

IK*

6.

W6

tWO,

iln-

The extension

thru

int..

K->s

than

,<

and

BO,

taking

tin-

limit a> N

tends

to oo, \vc find

=}

I
r=l

l"'[

becanae

Thti-

:it

(Alt.

7).

li.M./, l= o.

and

wr may

a].jly

1*^1

Tannri

y's

thf-i'-ni

(Ait.

to

1'.')

./

\vhirh

givi

1
ivsnlt

[Thi.->

IM

dt-

la

Vall'--

Ch,

N.\

MT

al>. a jnji-r

~MiVr thLft,

}<

\.

I'mis-in

+ V).
lv ilnrwit/

Wr

7.

due

is

{Mutt-

>;-'

- ,

T6

and

MT
'

I
n

;,

I'.Hlti.

j,j,.

(_>-

'

that

1<.

.'!

Lebesgue, Strie*

NON-CONVERGENT AND ASYMPTOTIC

350

Hence the

convergent

and

sum

its

a n sin nx -f bn ( 1 - cos nx) }

this is equal to

lim

dx=

<r n

n-^Jo
<rn

sum found by taking

therefore equal to the

is

But

the arithmetic mean.

because

[CH.

series

is

SEEIES.

{ f(x)dx,
-

converges uniformly to the value f(x).


is also due to de la Vallee
Poussin.]

[This result
8.

Consider the application of Frobenius's theorem to the series

where
and x

t is

is

number

a complex

of absolute value

1,

and generally

S2

sl

sn

but

is

not equal to

1,

proved that

It is easily

real.

S3

_l-t'
~"
~

i~ So~

= {l-(-t)}/(I+t),

if

S8

'

(v-l)

_l+t

i>

*>

+
=
lim (1 -^ + .^ -.^ +. ..) !/(! +

Hence the arithmetic mean


and thus

is

found to be

1 /(!

),

x>-l

lim (1

or

- .r cos + #4 cos 20 -.r9 cos 3# +...) = 55

>1

lim (x sin

6-x* sin W+x

sin

* >1

30 -...) = i tan

[See also Appendix, Art. 155.]


9.

Apply Cesaro's mean-value process


+
/I

(/I

+/*)

(/I

+/2 +/S>

to the aeries
(/I

+/2 +/3 +/4 ) +

where fn is positive and decreases steadily to


The sum is
Kni [/i
a:

zero,

but 2fn diverges.

- (/i +/2)-^ + (/i +/2 +/3 )^ 2 --].

[HARDY.]

have, in fact,

[We
*1

=/!

*2

~/2>

*2n-l

and so the arithmetic nu-an

Apply

Stolz's

arithmetic

mean

of

.s-,,

*2 ,

theorem (Art. 152,


is

...,

II.),

%,

is

and we

lim^.,,.

that lim(^,, + i/w) = lim/o, (+1 = 0,


-as that of

s,,

found

pi <.<luct (1

tends to the same limit


l.y

applying Art. 124

find that the limit of the

Again, from Stolz's theorem we see


and so the arithmetic mean of 1} *a ..., %,+!

equal to

(<

tin-

.,,

,.., *_,.

The result can also be


+ 1 - ...)(/ -/i+/ - ...).J
2

unple are L'iv-n

'

Illn

10.

liv

t.ti

:.,-M

(I

r>
iU"
wllieh
11.

seeond

tin-

[in

base

tli

10,

Killer's .-alt-illation <|U..ted

V.-lili'--

to 6 d
\rt.

il

1 -J 1

to

ices,
.

that

II

= -098060

log ($TT)

O"
and

decreases,

Thus the

series

-n]

2(-l)r-[(n

nvergent and, fi.>m

C.

nu isseen to be

tli-

iC-filog
value nf

Tlif

rms

can

->uin

tin-

f-i)

i.l.-n

th-

in^ that

sum

t<>

-...+('0*,;:,

(.

Asymptotic
12.

l>y

is

Ksialilish tlu- asvni]titir


in./-

Vn=

furnmla

(-l)'T,1
**-

tin-

-...

(WTT)

i-

'

...<

I.

nunu-ri<-al

0787,

-- -

v ,+
(/'-)-

-;

JM

whi.-h It-ads very easily t>

Series.

-M;:ii,

<

and so on.
Art.

[C(.in[.air
13.

132.]

An.

^>

t<>

that

sli.-w

/'T

")

l0 ^

-/ 1

-" 'M<
I

Where

-:

(a)

i-

asvni|.t"ti.- .-\iKHisii.n

th.-

Hernnullian

fun.-ti..n

/* *-**

I-IT..I-

..f

An
1

14.

the

/'

JT

and th-ducf thf

[(

t'se the integral of

<>

-/,^}
olitaiiu-il liy

t'Tiu in the

[Km- the

.t.-iijtin^

at

any >tage being

sn
first

less

than the
v

tin-

in;.
1

- 1

f.-lb

and iMr.im:

identity
/-

,~

'

K.T the MOOOd, integral.- l.y jur


..Cgested by the series and tan le established dirertly.]

integral*

NON-CONVERGENT AND ASYMPTOTIC

352

SERIES.

[CH.

the error being again less than the following term.


[Apply the same methods again.]

By

f" e~ tz dt=

writing

and integrating the

16.

Generally,

if

latter

e~ t2 dt-

Jo

J^k

by

parts,

0<s<l, we

we

find that the first integral is equal to

find

r<

And

17.

similar expressions can be given for

Apply Art. 131

function /(#) = #-(*+*),

to the

A>0, and

deduce

in particular the formula

'"

72xl03
Hence evaluate the sum

l+i+i+^
2* 31
to five decimal places.
18.

/oo2i.a2

If

l-a:2

JO

^-^.

shew that
and that

^o

Hence prove that

r^dt-'

1.3. ..(271-3)

J*

and that the value


In

particular,

of the

for

value of the integral

remainder

is

approximately (a

a = 4, by taking 16 terms we can

L-fd*

lies

- 71
infer

tluit

the

between 1149400-6 and 1149400-8.


[STIKLTJES,

A eta Math., Bd.

9, p. 167.]

XI.)
<>!'

19.

^1(
r
and

tin-

i:Jl

asymptotic expansion

6!

d<

approaches

writing

1, l>y

-\!ii.. ii.

20.

From

= log(l

Com}

1..

p.

238.]

tin-

<(rb)"

-1
1.2...(r-l)
r(w+l)(^4-2)...(n + r)J

Thai
//-'

21.

n+1

Similarly |ii>\^ that

-H[See

Si

-ii I..".MI i.i -ii,

'

'7-100;
1

22.

I'lovr

icuiiiu'

al>..

1.,

pp.

I'.L'

that

numerators

I>MIILT

-'.

-I.

>

!:>.]

NON-CONVERGENT AND ASYMPTOTIC

354
23.

More

SERIES.

[CH,

generally prove that

where

t(t-

1)

...

(t-

and

24.

It

and 2a n #n is conn
that the two functions 2a #n ?b n x have the

must not be assumed that

lim (/&)=!

if

vergent for all values of x,


same asymptotic representations.

rt

For example, consider the two series


x2 x* 3*

^ + __ = ^ +T j-_^i_ g
.-11111

co

tAS

A.

*^

"^

_^

*^/T
+ ....
+ _j-_^_-j
*

Miscellaneous Applications.
25.

Shew

that

we

if

.attempt to find a Fourier sine-series for

from x = Q to ^ = TT, we obtain the

series

2 (sin 2x + sin 4# -f sin Qx -f

. .

),

which can be proved to have the sum cot# by using either Borel's integral
or Cesaro's

mean value

(Arts. 103, 126).

Hardy has extended the result of the last example as follows


If f(x) satisfies the conditions of Fourier's expansion from #=0 to

26.

x=a, f(x}- i_#


-7^a + 7

except that near


conditions

(x

In particular,

at
if

+ '~ + ?

a)
expanded as

then f(x) can be

summable except

~~\2

\x

^
a)

satisfies these

Fourier series which

2?r,

is

x=a.

7n

= l, we

have the simple result


00

f(x) =

+ <2^ ( a

cos

nx + ^n sin w#)j

where

= ^-P r/(x)dx,
ZTT
Jo
bn

= -P
7T

f
JO

a n = -P f f(a;)co&nxdx
TT
Jo
f(x) sin nx dx

and

this is easily extended to the case in which /(.r) has any finite numln-r
of such singular points.
[HARDY, Messenger of Mat/is., vol. 33, 1903, p. 137.]
27.

Applying a method similar to that of Ex.


1.2
J_
A

or

while

2,

p. 42,

^ "T"
2wi
27n(2//<-l)
\

m+
(2w + l)!-(2)!.l! + (2w-l)!.2!-...=0.

prove that

BXAMPLE&

xi.
I

tin-

li.-it

355

;IM mptotK- series


'

J+p

is

,..

+ ->

'

by

represented

As

a verification,
thru trim-l.y trim

->|M-.-ti\rlv,

two

,/,-

denoted
(compare Ait. 137)

series are

ion gives

(li tl'rivii t i;it

--

a,

a.,.1

s,,

\vliich

agrees with the result deduced above fr'in

Le Roy's method desril..(l

28.

Art.

in

direi.-t

multij*!.

115 can be app!

ding's

&
-

taking

;>

=2

L\V, lind

series

Le Roy's formula.

in

in

fact

which converges absolutely

if

||<2ir|jr|.

Also (Art. 176, Ex. 2)

.-*+1)J
-

^T"
tli.-

17''',

cxplain.-il
tli.-

of

intfivluinge
A,

in

suinniatiiiii

long as

Art.

i:i;,

we get the

it

is

this last

to define

i-

as always

*}.

rain

iiiv-rsi..ii

^()

p.-nui>Ml.l.- to invt-rt tin- Drd

bare

Jo
l>ut

int^ratioii being justifiable


Thus, in a-,vrni.-nt with tin- j.rir.

we can agree

Th.-n it"
LIttegni
with rt-sjK-ct t> ^ ai

la-t

*'**
Md

and

||<:

n,.t

<r"

p n-tirularly easy to justify.]

givm

l.y

l.y

-gra-

NON-CONVERGENT AND ASYMPTOTIC

356

SERIES. [CH.

XI.]

29. As examples of series which can be readily summed by means of


various integrals similar to those of Art. 136, we give the following simple

cases

30.

Determine a formal solution

of the equation

form

in the

and express the

[The

integral

result as a definite integral.


is

^/

V'(l +;)"'-<*,

if

> 0.]

Obtain a formal solution of the differential equation

31.

in the

_n(n-l)
*-**Vfl
4^2
L

form

and express the sum

n(n-l)(n-2)(n-8)_
4 8#*
.

1
J

of this series as a definite integral.

References.

For Exs.

Hardy, Proc. Lond. Math. Soc. (1), vol. 34, p. 55, and
For a justification of the integration used in Ex. 1, see
Hardy, Trans. Camb. Phil. Soc., 1904, vol. 19, p. 310.
For Exs. 14-16, see Diriehlet's Bestimmte Integrate (ed. Arendt), pp. 208-215
Nielsen, Mathematische Annale?i, Bd. 59, p. 94; Hardy, Proc. Lond. Math.
Soc. (2), vol. 3, p. 453.
The equality of the integrals of Ex. 14 was proved
vol.

35,

p.

1,

2, see

81.

by Cauchy, (Euvres,

t.

1,

p.

377.

In Exs. 20-23 the series are not asymptotic but convergent ; they may be used
instead of some of the asymptotic series found in Arts. 130, 132.
But the
law of the coefficients is much simpler in the asymptotic series and for this
reason they are usually preferable.
;

AITKNMX
AUTIIMKTic

[RRATIONAL ffUMBE

Tlll-:ni;v <1-

AND

I.

LIMIT-.

140. Infinite decimals.


\v-

II'

apply tin- Mi-ilinary prO060a


fraction a/6 to a <lrriinal. it

rath.nal

convert a

t>

livisi..n

!'

thai

.-\il.-ni

ix

tin-

.-ith.-r

process must terminate >r else tin- <|Utii-ntx imM n-eiir


(//-I) divi-ion^ at most; t'T in li\ilinu l.y l>, tln-n- are not
more than (/>-!) ditl'.-ivnt iviiiaiinL-rs pussiM.-. nann-ly
.

L'

3,. ../>-!>.
aft.-i

nninatin.ir

71

!:

-.

tin.-.-

= 7-

di\

frcurriiiur after s.-\cii divisions.

-.

And

i))

If tin-

drcimal part

t".

''

and

BO

/'

ll"t

\t

<li\'isil

1>V ritllfl'

)!

d--iiua!

formula

tlio

f..r

Tli';

'').
ii;il

'In-

'

<livi-.

pur-ly prrimlir and .-..ntainPm /''l"-"-l), ly im-ans of

is

ran

sunn

1) divi-

'2

"I'

<

.").

'"HV'M

it

t""ll"\vs

fr-'in

!i-i.n

K".

di\i-iM-

1'v

di\Mlh-

liv/-: thus a I

,-itlM-r

if

"i-

the drrimal pai

decimal

hrt\\
is

theorem that
can be found BO

index

/>

f..rm

tin-

/'

In'

1)

and

\\li.-ii
t'

so can be expand- d

the pel

in

liirurcs

e,,ntainin_

contain eith.

i"dic

and

Tic-

tie

the

pi..\.'d

Mi..t

.itlier pi

in

th,-

/>

it

.if

i> nii\.-.l.

Miu-t

n\MH'
tin-

an

.").

is

decimal with

i..-ridi.I'.ut

-1

-f

l.e

j-

because
relation

discussed so simply.

'I'!,,

USB, Ditq.

that

lt

if

= V&r**"t* ....

where

r,

is

prin

t,

r, ...

are

a factor of

It'

IKINV

we

intinitr <l.'cinial

inated (say
I

2t

will

).

-\-l'}\

.-vidt-nt bhal

fracfa
.rdin.K to tlie n.
it

is

more

o.nvi-niriit

;inl

\\

shall .i.llu-re to

'l

l>y

an

IRRATIONAL NUMBERS.

358

But we can
exhaust

easily

see

[AP.

I.

that the rational numbers do not

all infinite decimals.

Thus consider the decimal


1010010001000010...,
consists of unities separated by zeros, the number of zeros
increasing by one at each stage. Clearly this decimal neither
terminates nor recurs: and it is therefore not rational.

which

we may

Similarly,

take a decimal

11101010001010001...

formed by writing unity when the order of the decimal place is


prime (1, 2, 3, 5, 7, ...), and zero when it is composite (4, 6, 8, 9,
This cannot be rational, since the primes do not form a
10, ...).
sequence which recurs (in rank), and their number is infinite, as
appears from the Theory of Numbers.
If the

primes recurred in rank after a certain stage,

to find the integers a, b} such that all the

it

would be possible

numbers

would be prime. Now this is impossible, since a + ab is divisible by a;


and therefore the primes do not recur.
If the primes were finite in number, we could denote them by p lt p 2
...,>; and then the number
jt? 3
,

would not be
of primes

divisible

is infinite

by any prime, which is absurd. Thus the number


theorem and proof are Euclid's (Bk. ix, Prop. 20).

this

As an example of a different type, consider the infinite decimal


obtained by applying the regular arithmetic process for extracting the square-root to a non-square such as 2 this process
gives a sequence of digits*
;

1-414213562373....

This decimal has the property that,


of the first n digits after the point,

which gives
*
h.

rapid
VIII.

way

2-^ n

< 3/10",

of finding the decimal

since

is

if

An

denotes the value

2^1 n +l/10 w

<

3.

to use the series of Euler, Ex. B. 12,

140, 141

To

IM

l\l

this decimal

see that

only to pn.\r that there is

DEI IM

i.

cannoJ

UA

terminate

<>r

recur,

j.i-iM.f thug
Suppose, if
are .positive integers which
Now
at least one of them is odd.

\ecangivpoesilil*

tli;it

(<//6)

are mutually

= 2 we may
;

ami

j.iim.-.

<-an!i"t

a = 2c, we get 2c2 = 68

;'

'

U-

must

SO that

/*

we have

>on whose aqua/re is

i"

.ann.t

l.-

I..-

..tl.l

lint

<,<1(1.

if

we write

thu> arriv.- at a

w.-

contradiction.

The order of the system of


jM.ssiM... ;iinl in many way-

141.
It

up

is

\vhnlr

tin-

tli.

.,1V

shall

thfii

m.aninto the

that

lefl

tin-

of

mark

is

.1

BO that

/>'.

1'.

smaller.

iiiMjualit i-s

tin-

regard

tin-

ni'

ri^lit

shall

now pn.vr

,,n

ly best, to l)iiill

tin-

basis of order,

t<

we

.!>/). ]{>(.' simply as

of

th.- ri-'ht

falls

/;

u-ual. \v- ]>lac- tin- lai


aln^ a slrai^lit lin',

between

an<l the

and

mark

<'

<\

/;

\\'.'

.list in<-t

marks distinguishing certain objects

arran-v<l in a <l-tinit- nnli-r.


tin-

i>

rational nuinlH-rs

"!'

be nuinlMTs as

numlM-rs to

infinite decimals.
it

that KM cam

l>f<n<>

t lie

same

inent

I,, I

that

and that

tin- in'

say that

we

w<-

I,,,

an-

tin-

same up

to a certain sta_

tind

.1.-...,

with

directly.

fiml

+;,

...

nin-fspoinlin^ interpretation for

/>',.

Then

\ve

1.

> 1/10".
me,

may

be negative, but that <r,

'i...

.1

would

in-

..it

,i.d

lew

tba;

a,,

IRRATIONAL NUMBERS.
Also lO n (B
virtue of the

Bn

[AP.

a rational number, and

is

method

of finding

B<B

Thus

Bn

and
Hence

than

1,

in

from B.

+l/lO

n
,

A = An
A n ^Bn +l/W n
A > B.

while

is less

I.

Thus, in order to determine the relative position of two


infinite decimals (derived from rational fractions), we need
only compare their digits, until we arrive at a stage where the

corresponding digits are different; the relative value of these


digits determines the relative position of the two decimals.
By extending this rule to all infinite decimals (whether
derived from rational numbers or not) we can assign a perfectly
for example, the decimal
definite order to the whole system
1010010001 ... given in Art. 140 would be placed between the
:

two decimals
1010000

and

also

and

so on.

...

(zeros)

and '1011000

...

(zeros),

between
101001000... (zeros) and '101001100

we may shew

Similarly,

...

that the infinite decimal derived from extracting

the square root of 2 must be placed between f f and ff

we

ff = 1-411...,

find

so that, in

(zeros),

agreement with the


ff

ff = 1-4146 ...

For,

by

division,

rule,

< T41421

...<{f.

It must not be forgotten that at present the new infinite


decimals are purely formal expressions, although, as we have

explained, they fall in perfectly definite order into the scheme


of infinite decimals derived from rational fractions.
142.

Additional arithmetical examples of infinite decimals

which are not


Consider

If

is

first

any

rational.

the sequence of fractions (an ), where

integer,

and n
1

> m,

we
1

find

.1

IM Mil.

141, 142)

which

DEI IM

is

l.-.ss

LLa

than

'

'I-in

-'

nt'.l

//

Tim

l<

>//<

the

!,

for

iliH-iniiil

'

V(iV
ra+1/
Ix-tw.-.-n

lies

'

tin-

by
?lll

= <'.+

+l

hl)l
In this

w,.

\\.i\

tiiut

tin-

su.Ti->siv-ly

and
1708

Mid

L71888

and

hi-arly i-i|ual:

\v- an-

tin-

1...1

-1

IM-

<>nr

which

c<

n^t

<

as.Mjuival.-nt

dfcinial corresponding

to

than th-

lM-iinal

+
-2

:{

the last ex;

I'I-MMI

+ " + 2.3W - 2
'

-2

:>-

'

i-

SW
the drcimal

il.-riv.-d

+
'2

J_
wl

4!

31

MUMih'T.

i-atinnal

any

t<>

111

matt.-]- IIMW

n<>

)rr^j)<)ii'U

21

Bence,

become nmn- and m<nv


rud an infinite decimal

<l.-<-imaU

Inis

pi-MYrd that this intinitr di-ciinal can'

IIMW

tin-

+ -+' +

I-'MI-

Ami

Which T

(1)
will

two

increases, these

(] '71 8281828... X

It

a.,,1

'H.

AJB

with

w=3

and TT
TIHC, and

:!;;

and

lii:.

d.'i'i\.'d

i'r..in

'-8-!(-^>
many
th.-ir

t.-nn^

we take from

sinn will

l>c

less

'lian

21^0-H

1_
1

ir^t.-fix

>

]
.

+ ...

than th- d.-cimal

75,
I'.ui

^,-f

1.

IRRATIONAL NUMBERS.

362
so

-and

Thus the decimal

on.

[AP.

representing any

number

I.

of

terms from

must be

than

less

"I

\/ ^

O\

\ /

O\

'75.

that (1) could lead to an infinite


decimal agreeing with the decimal derived from a/c, where
a and c are positive integers. Multiply by c\, and (1) becomes

Suppose now,

The terms

if possible,

some integer

in brackets give

/, say,

and so we

iind that

that

is,

which

same

an integer equal
absurd.

is

decimal which

to a

Thus no

less

is

decimal as (1) does.


Consider next the continued fractions
infinite

&

Here,

we

=!+

lies

Thus we

between

b nl+1

=p/q,

terms

6 TO

= r/s,

= l,

\p8

qr\

and

b m+l if

?i>w + l.

find for the successive values of b n ,

1,2,
so,

recall the facts that if

then
while b n

to

jx"'

bm

converting to decimals,

than

'75,

fraction such as a/c can give the

|,

we

I,

...,

see that 6n lies

2
1-5

1-67
1-6

1-625
1-615

1-6191

between

142, 143

OBOME1

.\l.

l:i<

\\iri.l.lliniv

6
-ijiiaI.

an

i"

lead

.-mil

decimal

iiitinih-

he considered IB equivalent

bo th.-

caimoi

decimal

infinite

fraction

'

were we -houM

it

ii'

_"

<

(pcaq)

this

is

'

/.'_'

~ a<J\ <

an integer,

IB

nlivinusly alsurd.

rth cniiN.T^.nt

cnit inin-l

Similarly,

'

la-i

tin-

lit-

'I

'

'2+

an inlinitc decimal which

to

1,-ad

t<>

]u-nvrl

>

il'

lVac-tin

2+

IM-

fainilar with tin- th>

rt-.-nicr \\lii. is

utiiiin-d

that the aqtuire of (3) con vergea to the value 2


in

..iiMfxii.n

A-

hut

easy to 866 that the

is

\\viv .-<pial

it

with

,-nd

&

l<>'

it'

0.

J]

...

"

C,

wh<

w- should
endfl

with

is

impossible,
that 3,5,6,7, 11.... cannot

\v

have nr

Inn-.

I-YMIM

fche .-.\aiii]>lfs

system

fulfil

143.

Geometrical examples.

143.

tin-

must

10"

Thus

Similarly.
lo^ai'.it

it

fi

leted

of Art.

-\aiiij>lc

.-xani].!.-.

rational.

whil<

-30H

For

rational.

or

nt

is

dfcimal
i

cann..t

all

-hew
L'-t

(M

I)

to

tin-

SMiM.-what ditl'nvnt

intinih-

r,

\vith

gives r>>-:
of

litimi

iiiinator

14-L-L.L
can

.,!,.

1.-

than

tin-

rational

'/

\PC

>inc..

lV.m

have the inequality

'/

SO that
Inn

inued n

d"-n\.-d

which can

10...,

intii.

L+ITiriTTTThis

DXM

;in.l

in

of

the n-. ds
that

,!'

in

Ar

nuinhers

al^ehra.

is

\\'e

14:2

l,y

shall

it

i-

evident that

no means sullicient to

now

jrive

an ezao

does not Mitlice for geometry.

it

^ht
Euclid,

--ivcn

rational

line

Bonk

.!/;
II.

be divid.-.l at

.prop.

r ~Y~b

11).

r*

in

so that

7"

"i

"golden section"

AC \CB = AB

AC.

IRRATIONAL NUMBERS.

364

AC

then easy to see that

It is
less

Cut

than twice CB.*

AC

once that

is

divided at

off

[AP.

I.

must be greater than CB, but

AD

in the

equal to

same

CB;

ratio as

it

follows at

AB is

divided

For we have

at C.

AC:AD = AC :CB = AB:AC,


and consequently

AD:DC=AD:(AC-AD) = AC:(AB-AC) = AC:CB.

AD

Also

is less

than half of AB.

Thus
we
AN, which is

repeat this process 2n times, we arrive at a line


n
less than the 2 th part of AB.
suppose, if possible, that AC/AB can be expressed as a
if

Now
rational

DC/AB

fraction
is

then

r/s;

(2r-s)/s.

Hence

AD/AB = CBIAB is
AE/AB is (2r-s)/s

(s

and

r)/s,

and

ED/AB

Continuing this argument, we see that AN/AB


must be some multiple of 1/s and so cannot be less than 1/s.
is

(2s

3r)/s.

But we have seen than

than l/2 so that we


are led to a contradiction, because we can choose n so that 2
exceeds s. Thus the ratio AC AB cannot be rational.

AN/AB

re

is less

71

prove similarly that the ratio of the


side to the diagonal of a square is not expressible as a rational
In fact, let ABC in the figure represent half a square
fraction.
It is

not

which

of

difficult to

AB is a diagonal it is at once evident that AB is


AC and less than 2 AC. Cut off BD = BC, and erect
;

greater than

B
FIG. 38.

=
and
perpendicular to AB at D; then we have ED DA,
=
for
the
line
of symmetry
EC ED, because BE is a
quadrilateral
BCED. Thus EC=DA. If we repeat the same construction
on the triangle ADE, we see in the same way that
AF=FG =

DE

*The
less

first

follows from the definition

than twice AC.

than twice CB.

Now,

since AC'.

and so we see that

CB=AB :AC,

it

AB = AC+Cli is
AC is less

follows that

143, 144]

Tim-

D(

.1

the

Tim-.

AN

ANP,*\u-\i that

lo

-imilarly,

/'

ii

we

continuing the eond

i.y

an isosceh

at

AO\ and

than half

than hair Ah.


arrive

365

\l.

than

is less

L'

Ar

\\

A/I isa rational fraction

AF/ABis 8r 2a)/a;
AN/AJi is in lea than

that

.1

than

4 then

-1 1>

.!/>'

is(*-r)/,

ami continuing the process, we see

hat

r,

\\hieh

Tin-

ivadn

"Ex..

of tin

cle

144.

I,

m;i\

sli.'\\

My

oonrerget
ratiM

in

to tin-

di.i-"ii;il

tli.-

ad

\B

th.- coiitiiiMfd

tli.it

.f

40

.\'

less

as !!'

n.

'

to tin-

Of that

leads to a emit radict

the golden iection


side of a 8quai*e.

whfla

special classification of rational numbers.

imli-at.- tin- iif.-l I'mM>


Th<- rxain]l-v ,.f Art-.
I'.ut before
smut- thirrational numbers.
proceeding to
-'i

f'Tinal

which

l-liniti<n.

shall jrive

some

will

t<

1'4I42I

Tin- intinit-- d-ciinal

in

...

)cd. -kind's

(A) Thi

/"////

(Mich as

jM

than or

l.-.-s

infinite .i.-cimals

fractions

rational

all

smm- tmii

to

i-ijual

a
we

Art. 140 mal>l-s

in

disj-ii-M-d

which contains

r//xx,

arti-l-,

dctinition.

divid- "// rational nmnl'.Ts into tw<

'

n-xt

tin-

which -h-w how

cnnsil-iMti<.ns

which do not ivcur h-ad un

found

!><

of

tin-

sequence of t-niiinat<'d decimals


1-41.

1-4.
1

(I

It

,)

is

(i)

upper do88

T/

M6

we have

Any

numl>-r

Thnv
tin-

i-

least

truth

in

tin-

tin-

It'

and,

fraci

tin-

s-.ju,

>f

<!.. n.l

-t :it.-iiM-iit

L'-/-'

t'^r tli.-

t<i

rla^-

i-

ami

I..W.T class;

obMTVe

MB,

M
g

aU,, a innn';

that,

if

>(S

iiiiin

sam.-

-Train- than every

m.iv

\v.-

lf a iMtii>nal MUMilx-r of

similar aix'uin.-nt that

i-

the upper da--.

'1'liriv is tlii-n-fiiiv n..

MOW w. suppose

tlian /.

in

/-/--i'(i

tin- l(.\v-r rlasx.

l.v a

rational

dasa
nuinl-cr in the

~t

numlier
..f

n]>p.-i-

the lower

in

latiiinal

bean;

etc,

all

(-uch as ;;> ^-i-.-atcr than every trrni


drar that

no
'!'

1-414-J.

ih'-n

numltcr
(ii)

1-414,

\\hich contains

that

\\ill

we have

/(,

^ to

.mlirr in tin- l.\v-r class.


tin- u|>p<-r class,

we prove
-

less

IRRATIONAL NUMBERS.

366

[AP.

Ex.

1.

Prove similarly that

Ex.

2.

Establish inequalities similar to those of Ex.

Ex.

3.

The formula, corresponding

Ex.

4.

Utilise the last

if

then l>k,

F</V,

<N,

I.

where

l=(Na + bk)l(b + ak) and b*> No*.

two may be taken

The

as

1,

2,

taking

for the nth root of

example to find approximations to 2*

the

N
first

f.

of rational

classification

to Ex.

1,

numbers which has been just

described can, however, be obtained by a different process.


the arithmetical process of extracting the square-root of

From
2, it is

evident that
2

(1-4)

(1-41)*,

(1-414)

2
,

(1-4142)

,...

but the sequence contains numbers which


are as close to 2 as we please. Thus the lower class contains
are

all less

than 2

every positive rational number whose square is less than 2 and


also contains all negative rational numbers.
Since the two
;

it

classes together
the upper class

contain all rational numbers, it follows that


must contain every positive rational number

whose square is greater than 2.


Thus the same classification is made by putting,
(A) In the lower class, all negative numbers and all positive
numbers whose square is less than 2.
In
the upper class, all positive numbers whose square
(B)
is

greater than

2.

145. Dedekind's definition of irrational numbers.


Suppose that some rule has been chosen which separates all
rational numbers into two classes, such that any number in
the upper class is greater than every number in the lower class.
Thus, if a number k belongs to the upper class, so also does
every rational number greater than /,.
There are then three mutually exclusive possibilities
(1) There may be ;i number (/ in the lower class which is
greater than every other number in that class.
(2) There may be a number I in the upper class which is
less than every other number in that class.
(3) Neither (j nor I may exist.
:

hl.M.KINh- M.I IMTi>

144, 145]
'I'll.-

i>\

nai niiiui.>

repreeenl

/'

represent thunit of !!

r.

upper class

on

tin-

lint'

and

lower class consists of v and

tin-

Similarly, \v- .MM illustrate case


thai

i/

rational points to the right of

.11

c<

and /m:

>uslv; l.ut this

b
that
falls

-ial

is

.-.vim

/;

to

and

this

the

in

-\aiujil' ^ivt-ii

last

<j

nor/ can
wln-n-

articl.-.

th<T' could lc no greftiesi nunilx-r in


no least nuniluT in the u]]H-r class.
that

\vlii.-h

i.-d i,\-

at tiist
sight
the hypothesis

be classed. Now $(g~


would .-...ajM- .'la ilirat imi.

TliMt thri-c an- cast's in whic-li neither

lh-

rational p-.inta to the

nuiiil"

betWi

1'nnii

all

mi^ht be thouglit

It

(2).

the

tin-

>nal

and

.'\i

\va- prov.-.l

it

lo\\vr class,

\ani|lr, h-t us illustrate mi a straiirlit liiu- tin- ajijro\iniati-.iidt-ri\'d from th;


te to the rontintifd fraction

and

ar.-

onvergenta of

tin-

+ _L
^2+

LJ_ "
'1+ -2+

lower class are Bf


'

1-

while
an- tho>- of

tin-

uiM-r
'

It

niav

..... l.srrvyil

that

if

rant

of

.-itlu-r

__ _

con\rru ciit of the same


r

i-

clttM,

the-

next

'

',

\vliil-

>>

the intermedia!.- OOnVBTgei

the other class

hewn

Tlien
ii_:uie

falls

in

tl

Je reproduction of the segment of

!..-

l.et\\.

_J

ti.

L'

II

HI

It

J_ttl

nnu

ti

!ii.-h

IKRATIONAL NUMBERS.

368

[AP.

I.

It is clear that in case (3) the rule gives a cleavage or section


numbers and to fill up the gap so caused in our

in the rational

number-system, we

agree to regard every such section as


number. This constitutes Dedekinds definition

defining a new
of irrational numbers*

On
so no

For

it

is

from what has been

clear

new numbers cannot be

said that these

rational.

the other hand, in cases (1), (2) there


new number is introduced.

146. Definitions of equal, greater, less

is

no

section,

and

deductions.

For the present we use the following notation


An irrational number is denoted by a Greek letter, such as
the numbers of the corresponding lower class by small
ft
:

a,

as

italics,

A,

a,

The

B.

those of the upper class

classes

themselves

by

capital italics, as

be denoted

may

by adding

brackets, as (a), (A).


These definitions may be indicated graphically thus
i

a
It is

<, >,

an obvious extension of the ordinary use of the symbols


to write

a<a<A, b<@<R

In particular, we say that a is positive wT hen


belongs to
(a)', a is negative when
belongs to (A).
Two irrational numbers are equal, if their classes are the

same; in symbols we write a j3 if (a) = (6) and (A) = (B).


The reader who is acquainted with Euclid's theory of ratio will recognise
that this definition of equality is exactly the same as that which he adopts
Euclid in fact says that A:B=C:D, provided that
his Elements.

in

the inequalities mA^-nB are accompanied by mC^-nD, for any values of


m, n whatever. In Dedekind's theory, the inequality mA > nB implies that
thus Euclid's definition implies
njm is in the lower class defining A B
that A B and C D have the same lower class and the same upper class.
:

the other hand, the number a is less than the number /3,
when part of the upper class (A) belongs to the lower class
{&), so that at least one rational number r belongs both to (A)

On

and

to

(b).

This definition of inequality also coincides with Euclid's.


*

Other definitions have been framed by Meray, Weierstrass and G. Cantor.

M.l'i

145, 146, 147

follou

It

<

[QNa

im the definition thai

">f

<'<i<ft,

and

.1

sii'-li

</3and $<y,

it

< y.

then u

tli;it

/i

</<,*.

we ran

that
hrloi,

and

there

NOTR

DO

i-

li-.nal

than

iste

numher

an

find

{lumber.*

one rational num:

I'-.-i^t

nuiiiln-i

tin-

in

>

Thus

/'.

a<r<<
Thru

that

any two

iv

if

thr-r rational nunihrrs

all

intr^ri-s.

j.i.sitivr

w-

hi

<i

and

hrtwrrn

lir

ft.

Deductions from the definitions.

147.

expressed as an
,'<!/.

the

\\ill

hr

hrluiii;^

to

th.Tr

B*OT

that

/',,

).

"ln^

//+

'out

//!

1<>

is

Thru consider thr

to

<

|ji.siti\r

lower rla*s (a) and

tilt'

>'

,-hi^T,

that

//
,

cla-N

u]>}M-i-

solllr illtr-vi'

fl

inning this j.rorrw.

\\

to class

dfl

30

ari'i\r

t'racti-

"o+iV "M+
t

in

!>'

/',,+

rational

......

tin

llr^ltixr) sllch

U'

MIJ

i.

that

\\v

the result

at

"
-

If

we

rail

these

i'racti<.n

merely

is
two decimal tVacti.n- " .1
plain that
made [688 than any proi-rihed rational
.

l.y

taking

We (-..IliinUe the p
numher detined l.y the
The ariji.ment

l.e

sutlicieiitly
\\

indefinitely

see

i;

great;
that

((

a:
is

the

infinite decim;il
JflO
fix

t,,

that
t'

f/,,,f

A
\\

i^

u-et'ul
;tll\

i..

not,-

further that

pl-rviTiled ilUmher

r/'

<

>f

can

l>e

the loWel"

chosen so as to
el,:

IRRATIONAL NUMBERS.

370

[AP.

a" be another number of the lower class which


a''; and then choose r so that 10 r
a').
l/(a"

But 4 r >a",

ar

<a"

so that a r

a',

>

ar

or

a'> A r

greater than

is

>

Ar

I.

Then
a".

a'.

Modified form of Dedekind's definition.

Suppose that a

classification of the rational

following properties

a belongs to the lower


number less than a;

(1) if

(2) if

numbers has the

belongs to the upper

class

so does every rational

class, so

does every rational

number greater than A


every number a is less than any number A
numbers A, a can be found in the two classes such
:

(3)
(4)

than an arbitrary rational fraction.


classification defines a single number, rational or

that

Such a

is less

irrational.

For any rational number r which does not belong to either


must lie between the two classes, since any number
less than a number of the lower class must also
belong to
the lower class
and therefore r must exceed every number
of the lower class similarly, r must be less than every number
of the upper class.
Hence, if a, A are any two numbers of
r
A
the two classes a
class

< <

Suppose now

a second rational number which belongs


to neither class; then a<^s<^A.
Hence \r s\ must be less
than A a; but this is impossible, since by hypothesis A, a can
be chosen so that A a is less than any assigned rational fraction.
that

s is

Consequently, not more than one rational number can escape


if there is one such number, the classification
may

classification

be regarded as defining that number; but

number which
section,

escapes classification,

is

no rational

we have obtained

a Dedekind

and have therefore defined an

if

there

irrational

number.

Algebraic operations with irrational numbers.


The negative of an irrational number a is defined by means
of the lower class
A and the upper class a; and it is denoted
-a.
by
148.

Tin reciprocal of
1

easily

by

an

irrational

restricting the classes at

number
first

is

defined most

to contain only terms

ami

.1

'

ive,

he

-i\'-n

li.-n

>-,il

class

upp-r

compl.-t.-

Thus

ion

who),-

framed

i-

l'ir

when

anl

ive

i^

t>

i-.jual

(l.-nt-l

is

it

class,

188 will

nurru
as

<.r

by

is

tl

al

lower

t!

only

i\-

will

th-

in

by putting
with all negative numbers, while

definition

.1

number

th--

if

th.-

,,f

of

by the lower

L/a

ft.

s|MM-ili,-;it

tin-

ih.-r

contain

In-

tli.-

OPEB kTIO

\n

\l.<;i:i;i:

H8|

147,

always

i^

ti

],..siiiv-

or

|o|.
'/X.

B|
ii

< <

< <
o'

the up],
Art.

To prove

17.

l.'tii

II

/>.

and then

BO &8 to

+/>')

.1

thr

at

represented ly

That

and

(lie

is.

MUM

tin-

DO thai

i'ollo\

It

is

.il.-d

tin-

the only rational


numlier defined l.y

jual
't

l-'or

i/

(4)

ami 8O

/;_

Art.
A'

//

II.

t.

<-ach

Mice

can tind

\\v

147.

than

l.-ss

our

rational or irrational

I..-

.',e:

classifica:

this

a)=0; for here the lower dan


J.and th.- upper das- i,y A

o+(

typ.-

'

<t.

"fall negative rational numbers


positiv rational numl.ers; he;

all

t. tlie suni

not

and

class,-.!,

tln-r-

iticatioii.

virtue of the relation

,ndit i,,us

<t+/3.

numher

is

In

than

may

<-,

lo\v-i- rlass oonsistfl

upper class of

tin-

and

i/

Lefifl

tion dctin.-s a iinnilxT \\hich

nunil

u i_ (M _ H(

mak- J
is

cl.i

that

iM'^innin^ of

-f/o

(r/

,..

that

nuin

ronditinn

s.-u i.sii.-s

not.-

lo\v.-r

iou.sly satisti.-s

it

w-

14. />>>_(, /

ami, as .'XplaiiH-d

and

that

nuiiil.-r.

///'

nl-\

nil.-

rational

tin-

/>'.

so

irrationals,

given

Tlh-n dassily
a
IIH-HI!MT
<f tin+/*
typical
b

.1,

making
o!'

two

the

be

fco

,-i

,+(

,'*

/8)

= 0, w- may

detine ,<->'

ft).

>!><</

simplicity of statement,

We

<>mit

the

numl..-rs

from the lou.-r olasses; and then \v,- detin.- the jro(lu'.-t a/3 by
usin- the tyj>e ,if, for tin- lower elass and A Ii for the &
spondine- upper claSS,
let

t-

To prove

that this

.1.

-tines

-.in-l,.

denote an arbitrary positive rational fraction

l.-sx

nun
tha

IRRATIONAL NUMBERS.

372

[AP.

1.

then choose any rational number P which is greater than a+/3+l.


Next find numbers A, a and B, b such that A a<^6 l ,B b<i l

where

el

The determination
Art. 147.

Now we

= e/P.

of A, a and B, b
have
}

is

possible in virtue of

or

That

AB-ab<6.

is,

Thus the classification by means of ab and AB defines a


single number which may be rational or irrational and this
number is called a/3.
;

In particular, if /3=l/a, the product is equal to 1 for the


lower class is represented by a/ A and the upper class by A/a.That is, the lower class contains all rational numbers less than 1
;

and the upper

class all rational

sequently the product

which escapes

is

numbers greater than

equal to

1.

the single rational

1,

Con-

number

classification.

Multiplication of negative irrational numbers is reduced


at once to that of positive numbers by agreeing to accept the
"rule of signs" as established for rational numbers.
Division.

In consequence of the relation (l//3)x/3 = l, we may define


the quotient a//3 as equal to. the product ax(l//3).
It is at once evident that any of the fundamental laws of
algebra which have been established for rational numbers

remain true for irrational numbers.


Thus, we have the following laws

For example,

By

definition

let

us prove the theorem a + )8 =

we have

and
But a + b = b + a and A

+n = fl+Aj

so that a + j3

the same two classes and are accordingly

r<|ii;il.

and

/2

+a

are dHinrd ly

KONOION*

148, 149]

NUM

t"

in a ^imii
intial iiili<--s

and

of |M-^;H

if

Inn-,, ..n tli-

t.

th.-ii

li.-

i-itli.

149. The principle of convergence for monotonic sequences


whose terms may be either rational or irrational.

A monotonic sequenc

'

-main

tin-

HUM

an

i^>

nni

...<A.
term

eitJ

occur;

in

tin-

two

sequence
ry term

alt

will

(a,

IK-

than

\\\> d.-linc tin-

/,-.

\vliich

the

Beqv

it'T

than
rl<-ar

i^

It

.1.

are

\..\\

ujijier

tin-

rational

all

class

,mliti.n.

<-.

Aether
/-

i-a

\V.-

may

<-.

.ntain

which
call

/,'

ra'

///

dctin-

t'othc

\\]

t<>

rational nnndn-i

:id

than any term

any

-',

:
:

.i.

,.

and these
also

th'.

<

tequentlj
rcecd

the other liand. every rational nuinhcr lc>s than


helon-- to the lower
Now if t i- any
<

)n

tiiei-e

will

l.e

rational iiuinl-

than

these nunil"
i.

That

the

there will he rational nuinl>er-

than

!>'

And
ter than any term .'
nnmlter
in-atimal
y ^ivater than ft
ry

tru-

i--

as

tt)

Ty]ical

which

ju-ctivdy. defined ly the se.jiie;


i"ital numlter -Teater than >1 I'clon-'s

oil

same

ter

tin*

rational nunilM-rs

th-r-

clfl

every

nf

<-la>s

tin-

,iiliti<n.

96COnd

lln-

tin-

nuinl.cr ^. rational or irratinnal.

and lower

-.

\\liilc (II) contains


.-vry i-ational nuinh.-r
and possiMy sonic rational nuinhrrs ].-ss tlian J.

that

and

afl

tir-t

In-

>atis|'y

the C

!'

HUIII|MT>.

sati>,t'y

\\hirh

all

<>t'

t-ijual

will l^e

!'

//

th--

tl.

lixed

numl.er, one of

Ol

[066

than

le8G

;lt

i.-il

to

the ^fiju-ncf

that

defiuiteneSfl

Suppose I'min which


;

in

-n

niimi

iiinnal

i>,

f/,*

.-},

they nr.

e.

o'

ft.

inu^t

IRRATIONAL NUMBERS.

374

@ = a n = /3

we have
That

I.

^ 7i>m,
if n > m.

a n = am,

Hence, since

[AP.

e,

lim a n = ft.

is,

A good example of

such a sequence is afforded by the terminated decimals


derived from an infinite decimal
and it will be seen at once that the
section described here is an obvious extension of the method used in
;

Art. 144 above.

Suppose next that the terms of the sequence, while still


It
increasing, do not remain less than any fixed number A.
is then evident that if a m ^> A, we have a n
A if 7i>m.

>

lim a n = oo

Thus

n >oo

Exactly similar arguments can be applied to a decreasing


sequence.

As an example we shall give a proof of the theorem that any continuous


monotonic function attains just once every value between its greatest and least
values.
Suppose that /(#) steadily increases from x=a to x=c, so that

b<d,
Then
is

also

if

f(d) = b and/(c) = rf.

if I is any number between b and


between b and d suppose that

we

d,

consider /{^(

found to be

this is

+ e)},
less

which

than

write then

= ( +
= c,
Cl

<*!

On

the other hand,

<!),

b 1 =f(a l )<l,

d =f(c )>l.
l

when /{J(a + c)}

greater than

is

I,

we

write

d =f(c )>l.
1

Continuing the process we construct two sequences (), (c,,), the first
M
never decreasing and the second never increasing; and c -a n = (c-a)/2
Also by the method of conso that (an ), (CM ) have a common limit k.
unless it happens that at
struction it is evident that f(an )<l<f(cn )
some stage we find /() = I, in which case the theorem requires no
;l

further discussion.

Now

since f{x)

f(c n )-f(a n

and /(CM ).

)<,

if

is

continuous

n>v,

Thus we can

we can

it is

in Art.

clear that there

is

that
f(

,)

find v so that

\f(k)-l\<

and therefore, as

an integer v such
are contained between

find

and both f(k) and

if

n> v

=
f(k) l. From the method of construction
and this is also evident
only one value such as /
1

(6),

from the monotonic nature of

#.

LIMITS

149, 150]

Maximum and minimum

150.

limiting values of a sequence

of rational or irrational terms.


all

tli.it

than SOULinn

..mil

tlian
is

it

icfa

'I'll. -ii

p,

we

i!'

iiiiinl

that

an

an

smaller

p be a

l.-t

intiiiity <f

intinit

beta

/'

id
'

the

in

M.

ater

tennfl

evideni

lall

are less

tli.-

il

y or

a finite

number
r

tl,

iii

case

we

\N

latr-

\Y<

bains

an infinity "f term

gee are

the

.-at

in tin-

diagram.

PJ

Then

the

sequence />. /',.


than /': and so

lees
'/

ID

limit
i!'

i-

article

la>t

tin-

a.

which may

ff,

sequence

Thru the

-'

irratinnal,

the

increasea

numli.T.

]Miti\e

sequ<
* n

p*(Pp)

/'

t'-nniiK'S

because
an arhitrarily small

Conse.|uent ly am

anl

1-

COUTSC K- cithfi rational

<!'

i.

/'

never

/>....

/>.,.

th.-

we can

>aiin'!'

tin.l

//

G'-fe.

vn

"i"

Bub-aeqtience 1'p'iii (" ..) which has G


a certain
stage after which all
are
less
I'f + e:
than
thus no
>e,juenn.

Thus we can .letennine


ami we can
its limit
:

the

bermfl

the

<>f

find

s/H-tr

have

can

sab-sequence

convergent

tlmt

;>

Inn

thai.

ber

//

A qut
It'

DO

such

ar-'uinent.

than

at

flu a

JO.

.V.

afl

/'

On

the other hand,


\\ill

can

IK-

only

be

80
if

l'"Un<l

the

of

;iiml)er8

naMe numher.

found, there

than

numl.ei-

th.-r.

sequence

ater

('

no such numl>er as

rm^

however

lim "

in

consequeni

can be
_^r.

IRRATIONAL NUMBERS.

376

[AP.

I.

For the sake of uniformity we may say even then that the
maximum limit, which is, of course, oo

sequence has a

foregoing discussion can be at once modified


cc ).
establish the existence of a minimum limit (g or
All the

151. The general principle of convergence stated in Art. 3

to

both

is

the terms being rational or irrational.


In the first place, the condition is obviously necessary for if
lim an = I, we know that an index in can be found to correspond

necessary and sufficient

n >oo

to

e,

in such a

way

that

a n < Je, if n^m.


-am |<e, if n>m.
-a
l-a
n \+
m |=
|an
l

Thus

In the second place, the condition

is

sufficient

for let

be

fixed so that

or

Then
has a

it

finite

between

index

is

Je,

if

follows from the last article that the sequence (a n )


maximum limit G so that an infinity of terms fall
;

and

Choose one of these, say ap whose


than
m.
Thus we have
greater
Je

ap

Also

Thus
and since
it

<

n > m,
am -Je<a n <am + Je, if n > m.
a n -a m

6r-fje.

Je

<

<x

< ap +

- f e < aw <

Je,

+f
a m \e<^a n <
+ Je,
G e < an <C (r +
a,,,

follows that

since

>

>

w..

e,

e,

if ?i

> m,

if TI

>>

7?i.

Thus a n -+G and consequently the sequence is convergent.


Of course in this case g G, the extreme limits being equal
;

in a convergent sequence.
Various proofs of this general theorem have been published, sonic icing
much shorter than the foregoing series of articles. But on
1

apparently

of the shorter investigations it will be seen that.


in all cases the apparent brevity is obtained by avoiding the definition of an
This virtually implies a shirking of the whole difficulty
irrational number.
for this difficulty consists essentially* in proving that (under the condition

examining the foundations

of Art. 3) a sequence

may

be used to define a "number."

I. A. 3, 14) says:
"As the truth of this theorem
and exclusively on an exact definition of imitituml inn.',
naturally the first accurate proofs are connected with the arithmetical theories of
irrational numbers, and with the associated revision and improvement of the

Pringsheiin (Encyklopiidie,

rests essentially

older yeometrical views."

150, 151, 152

LIMIT-

MI MIII

"I

Theorems on limits of quotients.


and lii
// Mm",,

152.

<>

I.

steadily decreases,

,.

Inn

<',,

tirM

SUJ.J.M-.-

th>-

,.

--lim

second

."

</

that tin- limit

ami

linit.-

i>

-'jUal

arl.itrarily small j.o.xim,. Eractl

:i

i-

AD

</+*

---

to /: th.-n
foiiinl

so

if

/t

inoe

(''

'',.

i'-e><^-^..,<'',. -''-,<<' + *
Chaii^tllfll

\Vr

to

/'

/'

!.

/*

+'2. .../'+/'

takf the limit of this

()

Hi-nci-.

sine

or

w-

if

tin*

how-\,-i-

lar^r
re

/>

..

~ s.

w-

p ).

ol.tain

h.-r.

if

e,

'')

limit

>
before,

tin-

ly hypoth-

liini",,

the oth.-r hainl,

as

n-.Niilt

positive,

-/

On

ali

<(/ + f

(/-cHl*,,-!*, .,,)<",<-".,,

N>w

ni'l

tillil

//

if

.V.

..

/.

i^

>
\\-

can timl

>

so that

ctly the same aixr um-nt as

!i

timl
..+*).

which

1.

or

A'.

Thus

linn,/,,
is

in*

ditliciilty in
D

"11

if

AJ-

/>

>

m,

'\ti'inliii.

that, \\ith tht-

llir

iii

t>n

'

;"-""-'.

IRRATIONAL NUMBERS.

378

[AP.

I.

This theorem should be compared with the theorem (L'Hospital's) of the Differential Calculus, that:

lim0(X) = 0,

//

limbec) = 0,

lim 0(aj)/^r(aj)=lim

then

X>x>

<f>'(x)/\{s'(x),

X->oo

provided that the second limit exists and that \^'(x) has a
constant sign for values of x greater than some, fixed value.
II. If b n steadily increases to oo
then
,

n+l~n

provided that the second limit exists*


For if the second limit is finite and equal to I, as in I. above,
we see by a similar argument that it is possible to choose

so that
bm )

(l-e)(b n

Thus, since b n

Now,

< an - am <

is

since b n -+ x

and

lim

(I

+ e) (b n - b m

if

),

n>m.

positive,

we have

(i

+ e)

= +

e.

n^-

And

we

so

find

But these extreme limits are independent of m, and therefore


and so the inequalities can only be true if each of
also of e
the extreme limits is equal to I. Hence
;

lim (a n /b n) =
Similarly,

if

the limit

a n -a m

however great

Thus
*

is

oo

>N(b n -b m

may

1.

we can
),

if

find

m, so that

n > m,

be.

Extended by Stolz from a theorem given by Cauchy

for the case b n =n.

LIMITS

152
1

an.l

limit

tin-

Jim

liat

and

of

t!

on

lh-

is

lli.

-I---'

Thus

Inn
imilarU

'

| *

Cf M

with

tli:it

"~~

'/

'

IL should be compared with

IVIM

LI

>ill'T.
-Altai's) of tinincreases steadily

I'

tin-

(.It.

-o w

-o*

N, OS

nn\v this miiiiiiniiii limi?

'

I'nllov

tin-

<>rem

f<>

s_

tt-ifl,

/A

./,

'^1:
/,</

It

tin

it

d,,>

n-t

|tr<'l>,illv

second
..ut

i.f

//'///

nl mi

|il,

tliis

iiiijxirtant

theorem,
>of .*

he extemU'tl

and

>>(

')-'>(,,)

a so

-lin,.se

f"i-in

is

Ban-value

j.ositiv.-.

tln-'-i-.-ni

Tin:

\\-.-

adfl

tl

')

Ami

fr'lii

Similarly,

hn

.....

\vai(U

tin-

;n -iiniriit

])i-

that

if

>()],

</>(a-)-</>(a)

Ex.1.

,-r+...+

If

^=

(^+ i ) p
+i_ n p+i-

A
iiin.laiiirntal

H.'

ami 80

limit

..f

tl

ilus.

JL,

lin.

liiu"
6.

have

to a limit

IRRATIONAL NUMBERS.

380
Ex.

If

2.

a n = lo7?

n + i-

we have

so that

lim
if

Similarly,

a n = (logw) 2

^
which tends to

(Compare Art.

b n = n, we

=0.

by the previous

we can prove

Similarly

that

= Q.

lim [(log #)*/] =0.

a n =p n

we have

bn

by using L'Hospital's theorem.

= n,

-a n =p (p~l\ & JI+1 -6,, = 1,


-a w ) = 0, if/>ll,
= x if p > 1
or
lim(p'-0, ifjo^l,
n

a n+l

and hence

lini(a n+1

Thus

or

Of course Ex. 3
Ex.
not

is

Even when

4.

In this

exist.

An

exist.

ifjo>l,

and (6 W ) are both monotonic, lim n /6 n need not


theorem shews that lim (a n+l - a n )/(bn+l - b n ) does

is

given by

i-a=/ [^+p(-l) ll+1 -g'-( -1)"]


fl

and so
steadily increases
Then we have

if

^.iiz.
o
n+ i-o w

q>(p + l)'/(p-

1).

=
j-l.
-b
bn+1

jo-1

lim(aw /& w ) = 2-

Since

5.

find

o w +i-a n = 3 + 2(-l) ll+1

(a /l+ i-a, )/(6 H+ i-6


1

if

Theorem

II.

ow

If

see that

Again,

we

p-l

1,

these results agree with the extended form of

Thus

lim (/&) = ?+ 1.
+
(jo
l)/(p-l)>l,

while

Ex.

(Art. 161).

2.

(a n )

example
o

=ao,

only another form of Ex.

case, the

Here

we

+ !),

result.

also verify this result

If

3.

< | log (

+1)

\irn[(\ogn)*/n]

The reader may

161.)

find

= [log n + log ( + 1)] log


(l

Thus

Ex.

I.

=n

bn+ i-b n

[AP.

/(

oscillates

between

and

5,

although

152, 153

!--

\l-.l

1. 1.

MM

\.

l/2(-f 1); and 00


I,,,,;

tt-s

mill,:-

a drlimtr limit.

Ex.

6.

!">

It'

steadily in.n-aae, the Theon

ii. .t

II

neces-

.saiilx

Tim*

aw =

&.-<

ii

ntlv

luit

.-

In

same M

lie

.inn

may

= 1.
\\ln-n \fr'(x)

fail

chang*

intiiiitrU
'riiu>

"ii-id.-i

/+! +>

^('
for

\v,-

\\hi.-li

and

Ex.

and

tin.

-(),

\vliii-

Ms.-illat.-s

bet

;i>

7.

tin-

'"ii-i<tfi-

<

Mm

|>i"\f that

= l,

Mm.

wl.iK-

153.

An

.,-)=!+<,.

extension of Abel

Lemma.

'

y,,

,/, /,

ran '*"

'

.\

,,

rn

/,

\\i'itf

.1,,

A =

'',,,

ami

/'

/'

.
,

/>',

'',,

!> {t

r -{-,.,

-f- //

''.,4-

'V

~^~

.-1

''j

/>'

-}-/',.

-\-

((

Ii
,

"

~^~

'

= '/,,-f-Cj
= + +

-f~

~f

4-

/'

'>!

'

Then
\

^(Vo-^) 4-4

/*,(

'-,

'",

4-

-...

'>-',)-

-f />,

.i(v n .i~

+ ^^

%
1

('

H-i-v n )+^
re all

//'

]n.>iti\ 6,

We

'MII

//

and

//.I

nl.tain

in

.1

in

;in

n]|n-r

lin,

jla--

..f

/;

0,

IRRATIONAL NUMBERS.

382

Hm

where H,

are the upper limits of

Bn

(B
l-2-> -j-,
\-L
^Ij
l

vn ) and f

(f ri-i

\-A-m

are

Bn\
"'

...,

i,

-"-?n+i

This follows because the factors

respectively.
.

orf

/Bm Bin+l

ana

^
->, -pJi
+ n/

I.

[AP.

V^

(VQ

v 2 ),

(t^

all positive.

Thus

we

we

replace J. r by its value in terms of


obtain,* since
m by definition,

and,

if

H^H

+a +
1

...

+a r>

"
/

i^ 'i

we prove

In like manner

~T

that

h m are the corresponding lower limits of Br/A r


Secondly, suppose that the sequence (v n ) steadily increases.
In the numerator of
v x ), (v x f 2 ),
n the factors (V Q

where

A,

( v n-i~ vn) are a ^ negative, while v n is positive, so that the


value of the numerator is increased by writing

and

/i

hA r

in place of

w -4r

in place of

while in the last term

Br
Br

= 0, 1, ... m 1)
= m,m + l, ...,n
(r
(r

we must put

Hm A n

in place

l),

of

Bn

This changes the numerator to

= k m (a

+ .+a n v n + (Hm - h m )A n v n
+ (h - h)(A Vm - " r - - am vm

tn

and, since h m

the

is positive,

is

less

(Hw - h m } A n vn 4- (h m - h) A

in

actually

av
is

),

this again will not be decreased by omitting


terms in the last bracket.
Hence, since the

*The numerator
which

^h,

negative

denominator

llt

+' 0,1?!

+ ... + a m r m - (a

than the value given

-f-

^+

..

+ a m )v

v in

Till

153,154)

w-

Similarly,

1.

Mil-

timl

n _

II,,,

1'

m )A n vn

+(H-H m )A Mvm
.(

'/'A*

xuppn.sr that the trim Vf

We may
sequence, and

ilir

than

is

tli-

/-.

-iv a t.-t in
the

ll.-i-,-

K-tors

while

vw are

'')

greater
/'| .!.,(

Thu^

Xn

numerator of

iln-

is

tlian

'-',)+...-!-.

,)+...

'

+/',,,M.

+ //
= y/

+4i

^4)+

-...+"

-...-"
/'

we deduce,

Hriir-

<

V
Similarly,

we

x.i,,.'-,,.-'/.

an ar--um-nt similar to

l-y

Ex.

find

...

154.

Other theorems on

follows at onre

->
Thus

ha-

v l +...+a n v n
/

divi-r.Lr-

be

-. ....

provided that

It

iha;

th<-

//

av +a
l'i-..v

'-...-

writing

as

<i

iin

definite

l.y

t'n>ni

8m

if,

=a

+ 6,,

[.Ins-

limits.

Theoivm

limit.

II.

of

+Oj+...+a

fh>-

6
/

Art.
to

fcendfl

that

1">2.

the same

that

\f a

if

limit.

fi>

lim

(r/

-|-

/.,+ ...-!*"

I' 1

t!

troul)K' to i-xjiiniiu-

;ivj,

it

lirr-.

monotonic

l\it it

saves

IRRATIONAL NUMBERS.

384

Of course the second


with

..._!

= 1,

a-j,,

= 0,

limit

may

[AP.

when the

exist,

the second limit becomes

does not

first

I.

thus

although the sequence

{a n ) oscillates.

THEOREM

III.
If all the terms of a sequence (an ) are positive,
lim
if
(an+l /a n ) is definite, so also is lim an ; and the two
limits are the same.
[CAUCHY.]

and

lim (a?l+1 /a w )

if

For,

and equal

finite

is

to

(not zero),

we

can write a n = c n l n so that


,

lim(c n+1 /c n )=l,

Thus we can

find

< cn+1 n <

By

m, so that
/c

multiplication,

we

Hence

<

<c m (l + e)

cn

m (l-e)<

Now

<c, n

cw

=l

limcm
1

lim c n

(l

tt
.

+ e).

(see Ex. 4, p. 17),

n >oo

so that

n ^ m.

if

e,

obtain

c w (l-e) w

so that

^ lim cn ^ 1 +

e.

Now

these extreme limits are independent of


and therefore
e is arbitrarily small, so that the inequalities can
only be true if each of these limits is equal to 1, or if

of e;

and

lim<v = l.
Thus
But

lim
if

lim (a n+l /an ) =


<-i>

however great

= I = lim (an+l /an

n
oo

we can

n +il<*>n>N

may

a> n (f

minimum
is

limit

so that
*

is

w /JT]i.

=1

lim a n

so that

and

>l

lim K,/JV']

This

in>

ai>^[
But

n^m,

if

).

m,

be.

Hence, as above,
or

find

Lim On*

p.

17),

J\r.

independent of

arbitrarily great, so that

(Ex. 4,

m and therefore

wr must have

a oo.

oi

154]

Mm

h.-n

LIMIT-

HEOREMfi

tli.-

can be reduced to

|,rt-\

:n _"!in.-Mt

ioni

to

th.

proTi

r:il

lim
.ilnl

');

/.,".

alsi.

',+iKX-,
;

tod

'

it

Ex.

reaaes to

1.

lit.:

ft

n*,
,:,t

'

Thus

lit.,

result can

fonnuhi

f(.|'

To

Ex.2.

ami

(SIT

rig's

\.

HIM

liiul

[(//<

l)(// <

+ 2)...(

!*

tixed,

tin,,

/'+
tin-

i.-u

Ex.

3.

limit

ajruin

Similarly

\\t-

is

find that
l

HIM

[(/<

-<,

I\".

O.
]

90

Thm

tin-

-iv.'ii

ezpreaaion tuk.^

"^^'/i + .-.-f
Now, My
li"

the r.-ult at

Pi+

ill.-

tin- iM-^iniiinir

that

p n ->0,

'/

f..nn

-f...

"'

+r

'lii^ artid.-. \\,- SIM-

/,-fV,, -f ...-I-.

that

IRRATIONAL NUMBERS.

386

and consequently we have only

prove that

to

lim -(Piq+piq*-i +
tv

Now,
which
JUL

since

pn

q n both tend to

and

greater than \p r

is

I.

[AP.

+Mi) =

0,

we can

\q r \;

and

find a constant

further,

we can

find

so that

\p r

Then,

if

>

2/z,

we have

\p r qn-r + i\<A\q n - r+l

and

\p rq n - r +i

ifr>//.

qr\<e/A,

\<e/A,

\<e,

n-r^$n> p,

if

r^$n,

if

r^$n >

\<A\pr \<e,

p..

Consequently

-|(Mn+Mn-l+-..+Ml)l< e

if

>

>2/*,

IV

and so tends to

n tends

zero, as

to

oo

thus the theorem

is

established.
155.

THEOREM

If 26 n

V.

2c

ri

are two divergent series of

positive terms, then

_
- 11111
i

Co + ^4-.. .+C

provided that the second limit

exists,

and

that either (1) c n /b n

the
steadily decreases, or (2) c n /6n steadily increases subject to

condition*

is fixed.
where
Let us write for brevity

Let us also write

c n /bn

= vn

',

then

gn = (^QO)^O +

Cn

The second part

1907, p. 269;
(2),

that

t.

13,

the

1889,

p.

c n /b n increases.

61.

+...+b n v n

theorem is due to Hardy, Quarterly Journal, vol. 38,


given by Cesaro, Bulletin des Sciences Matlnmatiques
Of course A'>1 in case (2), in virtue of the t';u-t

of the

first is

b v

154, 155

we can apply

and

-(hm

whenf

//,

lini

and

si

an-

/,

:md

It'

the

in

tind.

ire

(1)

to

BEOREM8 OH LDA

//

-h&<$<Hm +(H-B
iipp.-r

&,-, We

I',,

and lower limit-.

are

'
.

Pm/Bm

!'

can tind

1'n -in

^n

BO that

01

.1

x
/

A,,,

<:

II

+ e.

>

<

i{

'

tin-

we have

An

tin-

CM6, when

tie-'

(/-,)-,/-/,,'/;<;;<(/+.)+(//-/.
BO

tak-

u.-

it'

th-

last

linii'

tind

\v.

in-.|uality,

tli.-it

/- t

I!*

in

-ii

In likr

""'

!)

.Mjual

manner,

>

l n

it'

"""

'

'.'

*'

Sine.-

"

-s_

\v-

t<

/-he.

I...,;!"

;|

each

arliitrarily small,

HUM

inn/;
^n

<t'

tin- .-xt r-ni<-

limits

inn(^C'n ) = /.
x \v<> can
H,,
,

tind

so that

\'.

>.V-(.V-A

tind

the last in-i|uality tliat

i'ruin

\in(QJCn )^
and

<

linKy,,

In tin- s-o>ml case, wln-n c n

<^<*.+
li\-

A"

hvpoth

is

we have

( fi

< A'

',"

/.

0,,

\vhnv

in-retises,

-,//-/,

//,-,//

N<.\v.

!>

QODSU

a
//

A ',//

fcei

-/,

than unity.

II.-nc.-

< /;'</',-f A'i//


then,

jn.st

as c2)

is

d.-dur,-d

/-C-Vv'-lk
I'rniii

which the same

result

fmn,

in,,/;'
i'.

.ll-.vv-s

,.

we

-A
tind

/-frJA'as

A'

from

-/-^
<

II

>

that

IRRATIONAL NUMBERS.

388

[AP.

I.

in the first case the series 2c n


diverges more slowly than 26 W while in the second case 2c M
diverges more rapidly than S6n but the final condition excludes
It is instructive to note that

which diverge

series

too fast.

It should be noticed that if sn tends to a definite limit, Theorem V. is an


immediate corollary from Theorem II. of Art. 152 for then both fractions
have the same limit as sn
;

The applications

most interest

of
'

arise

when

= \=...=b n = l,

and then we have the result:


// 2c n is a divergent series of positive terms, then
Co

n+ 1

+ Ci+.-.+c*
second limit exists

and

either (1) that c n


c
or
that
increases,
decreases,
n steadily
subject to
(2)
steadily
the restriction

provided that

the

nc n

where

is

<K(c + c

+...+c n ),

a fixed number.

Ex. 1. A specially interesting application


theorem of Frobenius (Art. 51) to the series

form an increasing
c
c lt c2
...
satisfying the condition just given.

where

Here

it is

from applying the

sequence of positive integers,

arises

evident that the series must be written in the form

= ao>
-4q>-i
^o = o> ^i = o>
A =a -}-a A +i = aQ + a ..., and so on.
A v =a + a + ...-}- ant
Generally we have
c + c + ... + c, _i^v<c + c + ...+c n
we have
Thus, if 8n = aQ +a + ...+a
A + A! + ...+A V =s co+ 5 c + + *n-icw_i + s(v - c - c - ...-c,,_

so that

>

Co

Co

if

1l1

--

and therefore Frobenius's mean,

is

if it exists,

given by

which we have proved to be the same as


provided that the last limit

Ex.

2.

Interesting special cases of Ex.


6-0

for

which

exists.

+ 0! +

..

may be taken

c,,

as

= (w + l)

2,

are given by taking

;2

(w

+ 1) 3

3 respectively.

etc.,

155

THEOBEMfi "\ LIMITS

Th us we have the

re.--.

an-

Ex.

Hut

3.

\e c

Thai

ae

"*"**

tr* + 0^r

I'

*'j*

wt \M

if

= 2,
our

i>,

r +...) =

+*

*+*> +

<*+...) = K">

lin.
x

=-

"ixlit ion is l.ioki-n. so

that we have no right

<

lint

'

t.-iul^

to

Ex.

+ .+ *)

We

""I
...

(oompti

4.

!>.

can n>-

taking x,,=

liv

(*o

SMJ.

particular

tlii>

Then,

1.

matter of

fact

tO 8

rt

=jy,

\\\-.

oonvergea,

[H.\

notation

tli-

'1

;ls

roved to oscillate as
j.

489).

tin-., i, -in

in

can

,,f

tl.

.res.
i

Thn-

:niot

Ex.5,

aj)]ioa<-h

/;(''
\6

an-i

Irt

A,,

/;..

/',.

th. MI

anv

limit

"tln-i

tlian xero.

;^')=/
i*i/
...

].!-o\,-

+ /;

fl

that

)'

CMC

in

i,

ly applying Art.

*1:

pi

worth whiK-

bo

i:;:;i

t This

is

in

the

tlic

'

;i

ce

1.

loth

the

fa.-t

Iii

/'

that

does actually incriMse

x, lut that

an<l

11

v.

'"Is in

the

first

sequence, and

"n.l.

only point in the proof at \\ln.h care

is

necessary.

IKRATIONAL NUMBERS.

390

[AP.

EXAMPLES.
Irrational Numbers.
1.

(1) If

is

a rational

(a + 1)

number lying between a 2 and


A-

2
,

prove that

(2) If

where

a,

p n qn
,

are rational numbers, prove that

and that
Thus

p,

-Aqn2 = (a2 -A)

n
.

an approximation to *JA, p n/q n is a closer approximation.


[The approximation p s /q s is the same as that used by Dedekind (see
if

is

Art. 145).]
2.

(1) If a, b, x,

prove that either


rational numbers.

numbers such that

are rational

?/

x = a and

(i)

?/

= &,

or

(ii)

<J(l-ab) and ^/(l-.r?/) are


[Math. Trip. 1903.]

(2) If the equations in x, y^

ax + %bxy + cy = 1 = la
have only rational solutions, then
2
J[(b-m) -(a-l)(c-n)] and ^(<^
2

are both rational.


3.

If a

is

[Math. Trip. 1899.]

irrational

and

a,

b,

c,

are rational (but such that

ad

is

not equal to bc\ then

aa + b and

numbers, except when a = in the former.


irrational number a can be expressed in the form

-are irrational
4.

Any

any assigned positive integer and c 1? c 2 c 3 ... are positive


integers less than a. Thus, in the scale of notation to base a, we may
write a as a decimal

where a

is

For example, with a = 2, that

in the

is,

binary

scale,

we

find

^2 = 1-01 10101000001....
If %, a 2 a 3
is an infinite sequence of positive integers siuli
...
7
n can be found to make (a^^... a,,) divisible by JV whatever the
integer N may be, then any number a ran bo e\|n vssrd in the form
5.

that

''
!

+...,

cH

<a

1.
1

ordri

Iii

Th.-

(hat

.-

rettliotiOO

mu>t

th

hi-

find

thii-.

and

so

.i

thr

sum

to

intini!

~1

t9J-^\
--fl -r 1 -J
)

->~>T^7

'

dtln.u^h

'

e|ual

we can determine a

If

6.

d;

linn

"

is

/,

thr

of

cast-

sjM-cial

^0,

to

int.-i;,.|

K.\.

S)

to

th-'ii

'/..a.

,i.

niu-t

irrational.

!<

nun:
[

\ mcb

intr^i-i

Fr

tin-

first

part.

\v-

n..i-

.V-

thai

.)/

ii

intt-^ral

aiv irrational

numl.r!

.I/

j^

il

any assigned

.,

tlu-

v.li.-i,-

pl.-as.-.

that

Aj.ply

thai \\hi-n

an tind an

such that

pait of ^o,

'

'

<

For th- sfi-ond part, express a as a conti:


The sums of

7.

!
\\lifr--

/-.

t'or

an- any po-hmtin- |i odn< 'II

[For simi

If

anil

[Ki-

-.\t-nsions, ser (Jlaisln-r,

.1

i-

>
\

/'

degree

ifl

iln-

wln-i.
.in

1."-.

n.-an-st

!_

~K^'
Thai

if

can

find

pio\ r that

that

integer to

eu/ M

n\bcr

//-

i:

""

->\.

-urh that

podtive integera.

s-i|i;.

when

of

illation

th-:

oi

/'

1SU.J

p.

8.

inti-_rcrs,

'/

"'

than

It'.

ly taking

it-ncc

9,[

Li

IRRATIONAL NUMBERS.

392
9.

Suppose that a

[AP.

an irrational number which

is

is

converted into a

continued fraction

and p n /q n

the convergent which precedes the quotient a n

is

write further

Qn+ i=g n A n + q*-i,

A n = an +

where

Then shew that

sin
|

if

man

qn

and also that


where en tends

sin q n air

to zero as

a n+ i
\

. . .

a, i+2

> Kj Qn +\

<m<q

n +i;

= sin (ir/Qn+i) = (1 + e n )7r/$, i+

n tends

i ,

to oc.

[HARDY, Proc. Lond. Math.

Soc. (2), vol. 3, p. 444.]

Monotonic Sequences.
lies between the two preceding
monotonic sequences.
two
compounded
(2) If a sequence of positive numbers (a n ) is monotonic, prove that the
sequence (bn ) of its geometric means is also monotonic, where

10.

terms, shew that

(3) If

<?!,

c2 ,

it

...,

of

is

cp

are real positive numbers, and

prove that the sequence


the same
11.

term

(1) If in a sequence (an ) each

is

(ju,

n +i//^n)

steadily

if

increases;

and deduce that

true of //,.

Sn =

If

'

is positive and independent of ^, shew that if 2a r is convergent,


gives the value of lim n (see Art. 49).
Conversely, if lim n exists, shew that 2a r converges, and that its sum

where ar
its

is

sum

equal to the limit of Sn .


to Ex. 12, taking k = l

Apply
12.

and

Apply Cauchy's theorem (Art.


1 [~n
n- 1 n-2
,

where C is Euler's constant (Art.


Prove also that for all values of

to Ex.

6,

Ch.

XL,

taking & = 2.

152, II.) to prove that


1
,

11).

n,

the expression

lies

between

and

1.

[Maf/t. Tri[>. 1!H>7.]


13.

Apply

Stolz's

Inn

then

theorem (Art. 152,


(

+!-

II.) to

+ A -"J=,

prove that

if

where A.>-1,
-

-T-.

+A

IIPLE8

1.
1

/'

[If
th.-n

th.-

\\here

(]

expression can

L'iven

/'..

Th. -ii

!"

\\

increases with

/-,

1-fA

if

//,

i>

p..

-in

-li.-u

!L'

which we

in

iven

ret

Quasi-monotonic Sequences.
<iiven a seq'

N.-t

tin-

are all less than


nil.-

-:'M

/,

ami dm--

iiii>niit<iiiii-

m.t

t"

t.-inl

tii.n

14.

it

OOHV61

iiiuit

if

great i-r than any

ami

in<Tf;i>in'_r
\

which

inl'ir

f"i-

th'-

decrwuing case.

-I'lasi-moii., toni.-

for

m-ti>n of

nut

is

index

^reateM

itli.-i
divf-ri^ to oo or
than any trrni nf th- >c|uence.
f
diverged t" / or converges to a limit

(in.i

si-ijin-iin-

wliirli

si-(|MMK

t.-rni <.f \}\<

tln-n tin- s<-ou<'n<--

is

quasi-m

,-an
ny .on\n-^rin
liaving a comnion limit.

IK-

sul i-dividt-d into

two

.jua-i-nioiiotonic

s'i|iiciic.'-

Illustrations of i|iiasi-iiionotoni<- seqaenoet


4 (-!)"/>,
in

\vh.-n-.

tin-

a n = n 2 + (-l)";^,

two.

first

ly

-{2 + (-

]>ur|>"-,,^

analysi-

,t'

("H \i:i.v.)

Numbers.
need to

\\.-

<<>

irlti<-li

,,

=!

,nt.

Infinite Sets of

For some

15.

't'tcli

Beqilrli'

i-all-

Prove that th

and

nund><

r.-al

>11

countable,

[For
-a-h

if

t.-i'in

/,,

Of,

as an

'

...

intinit.-

i--

an\

write

B6C]

decimal
'0*

Tlicn considci- the

infinit--

iff*.

<'..

d-'cimal

7=
in

\\

It

i<

hich

-lit i,.n

clear th.r

exhaust

all

the u-al nuinl<-

,t"

to tin-

.nd

1.]

IRRATIONAL NUMBERS.

394

[AP.

Given any infinite set of numbers (&) we can construct a Dedekind


by placing in the upper class all rational numbers greater than
any number &, and in the lower class all rational numbers less than some
16.

section

number

k.

This section defines the upper limit of the set


prove that this upper
limit has the properties stated on p. 12 for the upper limit of a sequence.
;

Frame also a corresponding definition for the lower limit of the set k
and define both upper and lower limits by using the method of continued
;

bisection (as in Art. 150).


17. The limiting values of an infinite set of numbers consist of numbers A
such that an infinity of terms of the set fall between A-c and A + e,
however small e may be.

Given an
section

than

infinite

by placing
but a

all

finite

numbers

rational

This section

maximum

numbers

of

set

in the

number

defines

infinite

maximum

the

we can

terms

of the

than an

less

(k)

class all rational

upper

k,

number
limit

construct a Dedekind
numbers which are greater
and in the lower class all
of terms

of the

set

k.

prove that the

a limiting value of the set, in accordance with the


definition given above
and further that no limiting value of the set
can exceed the maximum limit (compare Art. 5, p. 13). Frame a correlimit

is

sponding definition for

the

minimum

limit

Goursat's

and

state the analogous properties.

Lemma.

18. Suppose that an interval has the property that round every point
of the interval we can mark off a sub-interval such that a certain inequality

Then
is satisfied for every point Q of the sub-interval.
divide the whole interval into a finite number of parts, such that
each part contains at least one point (P) for which the inequality \Q', P} is
denoted by {$, P}

we can

lies.
every point Q' of the part in which
not
if
either
half
does
the
interval
satisfy the condition,
original
[Bisect
If we continue the process, one of two
and so on.
bisect it again

satisfied at

alternatives

must occur

we

either

shall obtain a set of sub-divisions

which

satisfy the condition, or else, however small the divisions may be, there
is always at least one part which does not satisfy the condition.
in the latter, we have an
In the former case, the lemma is proved
;

infinite

sequence of intervals
b H+ i-a n +i

and the condition

(, &),

each half the preceding, so that

= $(b H -a H ) and

aw

^a

ll+1

<6,1+ i^6 n

not satisfied in any interval (a,,, 6,,).


Now the sequences (), (&) have a common limit / mark off round /
Then we
the interval (/, g) within which the inequality {Q, 1} holds.
is

have an

= = &n

Thus

an ^ we can choose n so that bn - d

">/+(& -0=/

so that the interval (a n , />)


tlii-refore

the inequality {^,

l\

is
is

lt

<l-f=g-l.

and l>n<g + (l-<*)^ff,

contained within the interval

(/,

satisfied at all points of (<(, /;).

g)

and

That

is.

'I
,ii..n

ai.

led

to

.11

111.

ih-

..t

di\

id.-

l.y

an

in:

-MII

mark
,ny two

nat

/.

-ati-lied in (/./*,.):

-o

we

'

ue.]*

'

point

Miml.er of

(I,

-mis

mci|iialit.
.a

and

asumii

parts
\\liieli

li

t.

I'loVe a

IS.]

and prove

Slate

20.

plane

..r

K\-v

I..

Is.

\\>

ie-ion>

to

j,,

in

dOB.

Continuous Functions.
'

21.

:nuoii>

in

the interval

the intei-val,
)

the tipper and lower limits


(Apj.lv the method
In
i<

i:et

the upper limit of

<-ommon

limit

of continued

an

It)

intervals

/(/)<//, choose 8

that
8.

Th-n choose n so
at

all

p"int>

22.

then

that
I,

\\i>-

s to

A.,

~a n =&; and we

'ii

tind

tl.

+S( f )}

to hypothesis.]

contrary

prove that
divided into a

in

it'

int.-i\al '-an lie

;idin-

that //

\>-\\

the inte:

in

if

of /(*) in the interval.

1'iseetion.

infinite sM|iienec of

/'(/')

Then

/.

and

//

finite

numliei of

an

int.

mn

j>art- (the

that

>ni-h

two points

iny

23.

fun<-tion

finite

upper

i-

said t"

limit
_'

finite

in

the interval:

in

that

and

in

the same subdivision.

INK.]

it-

absolute vahu-

the interval.
-

if

a!s..

that

in

an

intei \al.

it

that

l/(f
^
Tin-

form

'in-sat

suitat.l.-

will he
|s,

found
\\)

in

his C<

M-ein to ha\

f* -

<&

in

proof
is of

APPENDIX

II.

DEFINITIONS OF THE LOGARITHMIC


FUNCTIONS.
156. In the text

it

AND EXPONENTIAL

has been assumed that

and a number of
used.
to

It

is

allied properties of the logarithm have been


customary in English books on the Calculus

deduce the differential

ponential limit (Art.

57)

coefficient of log x from the exor else from the exponential series

would, therefore, seem illogical to assume these


of
properties
logarithms in the earlier part of the theory;
although, no doubt, we could have obtained these limits quite
It

(Art. 58).

book.
But from the point of view
seemed more natural to place all special limits
after the general theorems on convergence.
It is, therefore,
desirable to indicate an independent treatment of the logarithmicfunction and it seems desirable to use this way of introducing
the function in a first course on the Calculus.*
at the beginning of the
it

adopted

157. Definition of the logarithmic function.


There appears to be no real need for the logarithm at the
beginning of the Differential Calculus, but we require it in
the Integral Calculus as soon as fractions have to be integral' M!.

At

first it is

probably best to denote \dx/x by L(x), and post-

pone the discussion of the nature of the function


*See a paper by Bradshaw (Annal* of Matkematic*
sunl

Osgood's Lehrbitch der Funktionentheorie, Bd.

1,

(-2),

vol.

pp. 487-500.

4,

/,(.')

190,'i,

until

j>.

.~>l>

i\i

in-:i

157|

[0
ball

the

between

an-a

tin05

= a,

denote

It

AH
in

or.

area

tin-

A(./-i

l>y

ordinair

\B

will

h.-

..hxioiis

fi-

-\

,iii

be drawn,

th.-n

if

hound. -d

axis of

th<-

raun throii-h
two rectang

w<-

>

rhan--.-

slight

./>
(3)

to

7'

tin-

has

/.(./)>(./-!

of

At

nutation.

+.'>>.>

must

In-

u'-').

-f.o.
it

in

siij.p

h:,

/-I

itive,

is

and

//

and the Other nitiivly within AHl'M.

().

Thus
with

ti^ur.-.

HTM

or.

variable

tin-

drtinition that

tin-

paralh-i
Mill

l.y

x and

w-

th-

1/j/x,

from

id<-nt

/.,!,

Furthrr.

will

notation of the Calculus,

th<-

/.</>=
as

HTM

tin-

(fl5=l),

= l/x

hyp.-i-l.ola

wht-rr.

nates

tln-Mivm

t!i.-

Ai

ordinal^ I'M
(

nli

Of

below

!i\<-d

presents

curve, the;

lan-ular

tli-

that

x=l

shall

th-

present,

t.-ikm
all

tlu-

t"

ni'ti.-.-

...ld

tliat

in-

the nuiurin-al \alnr.s the inniualit

g,,Kl
v.

///

-/-'

ten than
\vmiUl havr

easy to ahew
\\lim
1.

in

.<!.
i.J),

..i

[iialitii-s

irv

is

//////.

IM-

r.-\cj-sed.

or

LOGARITHMIC FUNCTION.

398

For instance, we get from

But

(3),

<

in numerical value

we take an

if

Again,

[AI>. N.

Z(|)|<1.

ordinate

QN, such that

ON=2.0M,

we have
L('2x) -L(x) =

PMNQ > rect. MN

and

<rect.

That

is,

and so

x(^)>L(2a)-L(x)>x(^)

we

Thus,

Now,

if

or

since

Z(2)>J,

by addition that

X>X
(n +

Hence
if

NQ,

on.

It follows

2 n+1

1>

get

MN.MP.

>a;>2

with x (Art.

1,

evident from the figure that

it is

+1

1)> Z(2
and
Note

> L(x) > Z(2) > K

evident that L(x) tends to infinity


or

it is

2),

(5)

Again,

if

we

write x =

l/t,

we have

cZa?_

~^~
so that

Z(^) =

a;c

dt

"T

=-

- ^(

or

(6)

Hence, as a? approaches zero, since Ifx tends to


L(x) tends towards negative infinity, or

infinity,

limZ(aj)=-oo.

(7)

a;->0

Again, the function L(x) is continuous for all povifiw


values of x.
For we see at once that \L(x + h)-L(x)\ lies
between two rectangles,' one of which is equal to \h\/x and
the other to \h\/(x + h).

Thus

\L(x+h)-L(x)\<c,
\\

if

Inch proves the


continuity of L(x).

S'lTION

157
1

folloWB lYnin

It

tinn

;iii'l

between d>

t'mi'lani'-nlai

tin*

int'-jiMt inn

tliat

.A,-''-'

without

hut

in

aj.jM'alin:i;it

this

/.(./
|

and

I/a;

l/(cr

L(. '))/'

nhtain

rniitain.-d

is

1,,-lv.

Thus

A).

cia;

ire

WC can

fact

+ //)

= ii..i'[(+A) T i()].i,
^_,

two

onli

that

,ch

f>

> >
'/

\v-

><(6-a
l>y

exactly

same ar^uin'iit
(.'>>.
we have

as

tin-

usnl

\vc

or

Tims
or
Consf(|u<-ntly.

the functior(

n.-arly olivioiis

cw

a;

.!/>'

-///'/

/'.-.

increases.
i

Tin-

.\aiii])|f, tin-

timuv

ln-lnw

ifadri

will

may jn'Vr

tin-

41.

dotted

liiu-8

rcprt'si-nt

(lu-

la^t

n.-i-al

the logarithmic I'unctinn.

'I'lic

as x

L(x)/(xl)

which cm-ivspniuls to the


that //" mean ordinaic

'.NVX;

rurves

y = (x-l)-i(a-

result

id. -a

<!'

ly

ditlci-fiitiatioii.

tin-

course of

LOGARITHMIC FUNCTION.

400
158.

[AP.

Fundamental properties of the logarithmic


u
f dx

II.

function.

In the formula

change the independent variable from x to g by


x = g/v; we find then

writing

going back to the definition,

or,

= L(uv)-L(v).
Thus

(1)

From

equation (1)

follows at once that

it

n
L(u ) = nL(u),

(2)

where n

is

rational number.*

any

Suppose now

that

is

number such that L(e) = I;

existence of e follows from the fact that L(x)


x
function, which steadily increases from
varies from
to oo (see Art. 149).

Then equation

is

the

a continuous

to

+x

as

(2) gives, for rational values of n,

L(e") = n,

(3)

which proves that L(x) must agree with the logarithm


base

a?

e,

as

we

ordinarily defined;

shall,

the future logx in place of L(x).


We can obtain an approximation

observing that,
writing x =

when n

is

to

therefore,

to

write for

the value of

by

positive, (3) of Art. 157 gives, on

+ l/n,

(4)

n+1

n/
l

+
(lV
1

so,

since the logarithmic function

must tend

to

is

tends to

as its limit;

and

continuous and monotonic,

e.

Equation (2) maybe used (see Bradshaw's paper, 4) to establish the existence of roots which are not evident on geometrical grounds for example, th;

Of course, from the point of view adopted in this book, it is rnoiv


natural to establish the existence of such roots by using Dedekind's section.
lifth

root.

M>

li

158|

WG

Similarly.

\Ml-.N

PROPER]

\l.

1.

Thus, we lind
lim( 1-

'

".
)

easy to give a dn

is

It

limit
./

in

I'-i

hat

the

bi

a definite

<

that (logjr)/(jr-i) decreases aa

increases.

Thu-

I'.ut

is

that

-i-e

th-ief-'!-i-

i-

does

/)"

In

so.

MC

lo_ir(l

tlie

saint-

it)"

\\ay

prov.

that

(1

than (1-1

less

that

ur

iiHTrast-x

we

~*
1

/<)-",

and

-2.

tl.

Thus

(1

//)"<4, and c(nse|iiently

(1

-fl/0" converges to a definite

limit

A-

matlrr

In

>\\ <-\

-r,

tlu-su

limits

ar-

imt

v.-rv

Their ^Mnn-tri<
.inj.utatinn.
Letter approximation: for it will be seen that

II

fact.

!'

i'r

nuiiit-rical

c<

nice

Tlius

Wi-

it

1
(

\
tin-

]
-

will

I..-

V = 2-7048,

third of whi-h

is

found tint
(
V

only WTOB

\n -\
:nit

in

V =2

the last place.

It
i>
-alcu{>erhaps .if hist..rical int.-r.-^t to note that N
lated the tir^t tal>le <-f h i-ai'it lim^ l.y mean->
an appn -ximate
!'

formnla aili-l

to

i.

nam,/-

La

LOGARITHMIC FUNCTION.

402

[AP.

ii.

The error in the approximation (8) can easily be shewn to


be about b[(a,b)/af, and in Napier's work (a b)/a does not
so that Napier's approximation is right to the
exceed* 5/10 5
13th decimal place.
;

Napier's definition of a logarithm is exactly equivalent to


the definite integral which we have employed he supposes that
the velocity of a moving point
is proportional to the distance
;

from a fixed point 0, and is directed towards 0; so that


of
the time represents the logarithm of the distance OP, if the
initial distance OP is taken as unit.
159. The exponential function.
Since the logarithmic function logy steadily increases as y
to + oo it follows from Art. 149 that, correincreases from
,

sponding to any assigned real value of x

there

is

a real

positive solution of the equation

We

y the exponential function when x is the indeand write y = exp x


the graph of the
pendent
function can be obtained by turning over Fig. 41, p. 399 and
interchanging x and y. The figure obtained is shewn below
call

variable

-2-1

01

Dotted curve, y =
FIG. 42.

It is evident that the exponential


*

function

is single-vain

Generally, the function inverse to a given function is single-valued in any


which the given function steadily increases (or steadily decreases).

interval for

I:\I-M\I.\

158, 159J

\i

mot

value of X in

OCM

.dlled

Suppose now
80

tlial

that

e-have

(1)

+*)<*<*/*

/<//</</'<//
H-m-,-.

ion

.'-}-/',

Arl

fi-MMi

'

'

<

//

Thus.

fmicti,,|l

+ /).
Mini

///,

if

|A|</(yH
|A-|<e, and

see that

>

//<

expont'iit'nil /"i><-fion

ilUOUS.

\Ve have proved in Art. i:,s (3) thai. \vli-n x is


iiu*- of e*.
-\]Mii-ntial t'unrtii.n i*> thin-atinnal, <lrtmr.l
ra

l>y tli-

u]j>-r and

ln\v.-r

= t'.\jM/

< cxp <

'\p

t'unctinn

kuse tin- cxpoin-iitial


.-\j..r

ami

i-iMtinumis.

fa

<-'>i!MM|ii,-ntly

d.'tin.-d

///i

log 1

Sine,-

.i-y,/,

= 0,

th- continuity of

can

(rompaiv

D.-drkind's ilrtinition
/V//,

"

'
'

cla^s.-s

tin-

hy

./:

it

,///'.//

tin-

expos

Thus rxpr

).

is

that

is

tin-

irrational;
/'x

now

a;

is

o7<

fil.,,rt',u,,

i'..Il..ws

=eA

./.

mad.- a^ small as

wh-n X

''.

If

we

increases with

In-

(e

(e*),

o!'

/M

p.

.1

ro/^'

///r

Al

we

sinM,-

please;

number

coincil->

with

and so for

y;ox/'/;/V

>"=!. and 80 w.

"//

/v////*

/g*.

hav,-.

iV..m

exponential function.
Hn,

,-->

= ,"=

1.

.r->0
ii.

because

Logy+logy'log(yy^ we ha\r
l

et+.>

Of course

(8) and (4) agree witli tin- ordinary laws of inaM^ln-d for rational nundtcrs in honks ..n ah'vhra.
Ki-.-ni the dctinition^ of the logarithm and
exp)iiential functions

it

follows at once that


i

/if

</>/

'/

//

Thus
that

flu-

'i

wop

derivuf

is.

j
This result can also

deduced

at

<>n

'(self,

LOGARITHMIC FUNCTION.

404

The following

[AP.

II.

inequalities are often useful:*


for any value of x.

e*>l+#,

(6)

ifOO<l.

e*<l/(l-aj),
These follow from (3a) of Art. 157.

(7)

Some miscellaneous inequalities.


when a;> 1, we have from (3)

160.

Since,

\OgX<^X

(1)
it

follows that

if

is

positive,

x/(n -f x)

we

Thus,

<05,

positive index,

any

<xn

\vgx
Again, from the same
(2)

of Art. 157,

< x /n.
n

log x

or

we

article,

see that if

x and n are

< log (1 + x/ri) < x/n.

find

'

(3)

lim=#, and

Since

since the

exponential

n->w
function,

a continuous

follows from (3) that

it

(4)

+ |)".
lim(l
>t X
't''

71

we can prove

Similarly,

that

is

if

n > x > 0,

_
When n

is

we have

a positive integer,

K)"='+<'('-:>and

since all the terms are positive, this gives,

and consequently, by taking the

e*^l+a: + ia

(5)

Similarly,

we can prove

2
,

*The

geometrical meaning of

any

(3),

limit as ?i->oo,
if

>

0.

that
if

entirely above

from

(6)

of its tangents.

is

./>().

simply that the exponential cutvo

IMJ.l ALII

159,160,161]

Some

161.

limits

II.

article tliat

last

th.-

..!'

<./"

s>

if

//,

and BO
I.

LIMITS.

the logarithmic scale of infinity.

\\V have seen in c2)

AM*

>

1,

>0,

-IlCe

limllo^.r

fl

x *co

mply
1

lii.

>

if

<!<>-./

>0.

//

X'-^OO

Since

loga=

last

tin-

log (I/a:),

(3) of th- last

SCt-

tli.-

same as

>0.

it'

we

article

is

equation

= 0,
liui(.'-"loga:)

that

(x/n)<e*>

<

or
U,

/j-n^

and therefore
or

>0, /?>0.

if

,.

,,-aj^

liin(./-'v---

lim(./"v-')

Of course w

= 0,

can also write


lim

(4)

we have

writing x in place of 2x,

1)\

= o,

if

form

in the

(.'*)

if

(/*.,

>0.

//

x ><a

Tin- results (3)


is

and

course true

//_(); lut no proof

if

thru

We
Art.

can also obtain

l.'n'

;>

(I

HUM
and

l'\

-hanging

or

we

to o^

Th<-

write

limits

</

OD

m-l

(!) (4)
It

than

get

?*

\ve

**

L'Hospital's

rule,

(1).

Inn
JT

0^*

"

>0.

>oo

raise the last to the 7ith

form

tin-

of

'.

On

th- other hand,

tends to

oo

^mall

its

li\v.-\vr

we

get

"*^

l^-./-

on.

we

power,

basifl

follows from (1) thai

any positive power

ami so

to

,^=0,
<

Si,,,.:

It

aii)ealing

\>y

;ilx)ve.

see

still

(4).

CO/

more slowly
index

may

more slowly,

from (4) that

e*

tends

LOGARITHMIC FUNCTION.

406

[AP.

II.

faster than any power of x, however large its index may


and hence a fortiori e? tends to oo still faster, and so on.
Thus we can construct a succession of functions, all tending

to

be

oo

to oo

say,
. . .

< log (log x) < log x < x < < ef <


ex

and each function tends


the

preceding function,
of the following function.

to

but

. .

oo faster than any


power of
more slowly than any power

It is easy to see, however, that this scale by no means exhausts


types of increase to infinity. Thus, for instance, the function

all

e (loga:)2_ ^loga;

tends to

oo

more slowly than

x
,

but more rapidly than any

(fixed)

power

of x.

a* = e* l **

Similarly,

tends to infinity more rapidly than e*, but more slowly than e? or than ef.
Other examples will be found at the end of this Appendix (Exs. 11, 12,
p. 412).

162.
If

The exponential

we

series.

write

we have

Thus
and

so,

.(l-e-*X n ) = e-*(Xn -Xn _,) = e-*


since 1

Xn

e~ x

is

zero for

cc

= 0, we

have

a result which can also be easily obtained by applying the

method

of repeated integration

by

parts to the integral

i>Multiplying the last equation by

ex ,

we

find

ONEN

161, 162, 163]

I.

But when X
and 8O

in

i>

losa

than

(^+i?
-'

(=

integral

3.11+1

"J

i~

last

th<-

'

Iori
\\'li.

407

II \l.

less

is

say),

ir
IJo

than

e*,

and so

'

>

w.- have bherel

l-f-^-fC-r.-.-h'^-rA',.

A'.i

In

lini

t-i

<

/.'

r^-r.,

<)

(Art.

The existence

,ual.
arithin.'t

)>

found

sincr

lisciission

ic

^>

0,

wh-n

./

<

0.

Kx.

...

and so

4),

to

of an area for the rectangular hyperbola.

\Yc inv.- here a proof thai

area which can

./

-2,

.,.

163.

when

l>y

l'c\v

of

tin-

angular hypi'rl>ola has an

ivrt

ddinitf limiting process;

Ku^lish
aiva of a

tin-

this

hooks ^i\- any ad'juate


curxv.

The method

applies at once to any curve which can he divided into a //


numhcr of parts, in each of which the ordinate steadily increases
or sti-adily deereasee; although the at-tual proof refers only to
curve lik-' the rectangular liyp-rl)ola in wliicli the ordinate

constantly

<

Increases.

LOGARITHMIC FUNCTION.

408

[AP.

II.

with this strip an outer rectangle PMNP' and an


inner rectangle Q'MNQ\ now bisect
at
and draw the
l
ordinate R^M^ This gives two outer and two inner rectangles
outside the curve, R^, QM1 inside.
But
namely,
ly
the sum
R
is
less
than
the
outer
+
1
1
obviously
original
is greater than the
rectangle; and R 1
1
original inner
associate

MN

PM R^
N
PM
M+QM

rectangle.
If we again bisect
four inner rectangles

MM
;

and M^N, we obtain four outer and


l
and the sum of the outer rectangles has

again been diminished while the


increased by the bisection.

of the inner has been

divided into 2 n equal parts, let us denote the


of the outer rectangles by Sn and the sum of the inner

When
sum

MN

sum

rectangles

by

is

sn

Then

>S >S >...>Sn >...,


< < <...< <....

S
and

sl

82

8n >Sn

AISO

(71

= 0,1,2,3,...).

Now, from the figure, we see that the difference S1


the sum of the two rectangles PR l} R : Q, which is equal

sl

is

to

Similarly,

and generally

Sn - sn = J (Sn _ x - sn . x ) =

It is therefore clear

common

limit as

area of the figure

from Art. 149 that

increases

this limit,

'Sn

^(S
and

say A,

-s

sn
is

).

approach a
called the

PMNQ.

But it is essential to prove that we find the same area A


in whatever way the base
is supposed divided to form

MN

the rectangles.

i denote

I. .-i

ili\ id.'d

<!'

the

turn

shew

will

tliat

.-1

the SHIMS

if
j

/!=T. w-

Hiii }L

=J =

^^o

//

w-

is.

A'

/"

//'/>

.main.-.l

_!

in

the

olitain
ilividol.

is

that

LCb

since

Thus.

.17

n.

-QjV),

wil-st

2-(r<e,

That

"!'

lini

MII ohOQf

tln-r't'. .!-.

lias,-

glanoo

1.

^l. rj.

llr:

ami

<T_ J.

tin-

>!'

Th-n

is

denote

independent

v/M/

linsultli

tin-

is

,-)'

<

2=^,

1.

llut

/r

w.-

Nn a

lini

l.-t

!'<

uite

'i'liu

MN

wh.-n

nd

oorresponding inner

wli.

\\hnv

4<M

I.

Vt <>r irr.

S>
We

i:\

<>\'

any

in-

li-iin-

li.-

in

up

sum

tin-

at

OF

Al;i: L

163|

S<

liin T.

^^.0

aiva

*<i ,n>

!>,<;,/.,/

whut-\vr way

in

.1.

f/,,,f

tin-

//,/

/-a

:'

Extensions of the definition of integration.


If

taking

(./,

//,-.

an.l

r,

function

tin-

int<-i\al

\vlin-.-

lr

t<>

/'

upj-r ami

tin-

is

i':i,

i.f

..l.tainril

iy

divi.linur (".

have gone
Supjxisi' that in
\v.-

tin-

at

prrst-nt

//// sMl-iiivi-j,,n

hut

th-

int-'i\;il

iiion.t,ni.-,

ami

BO liavr

we m\v

// ...

then

it

nn;

il.lr

n-a

iict-d

and

aU

modes

of <livisic.ii

..t'

th.-

//

t. tind

c>

liin.-

a-

W r <,
that

int.

//,.

thai
luivo

latin

hciiiu'

for

IT

<lttel
an.

th.

only

iiulio;it-.l

the

,j

b-w.-r

intr<du.-f

Qto -ul-int<-i-\

n thf iippn-

function in th- intn \al

ill

tin-

in

fum-timi

limit>

denoi

leea

in

ii;

easy to see that


limits as i< trmls t> intinit
is

it

tinitf

::

p.

limits

l<>\v.-i

mOOOtonic, hut

ii"t

i>

K\.

s.-.-

$ n ^//-

Writing

y,.

iutr'_r i"itr.l

A) (f>r (Ictinitinii,

rc.-t.ui-;.

f|ual.

410

LOGARITHMIC FUNCTION.

Under

[AP.

we have obviously

this condition

(-)

=
liin
Km Sn = lira sn = A

so that

(),

sa}*.

Then, just as above, we prove that for any mode of division

and by Riemann's

condition,

S-o- <e,
It

Ex.

is

It

two

<8.

<

<,

because

^r) r

= b-a.

also easy to extend the definition of integration to a function of


let us consider the meaning of
variables, say .r, y
is

///(.r,

where x ranges from a to


If

we

yj r

for (see
easy to shew that a continuous function is integrable
- a), if r <S. Thus we find
I.) we can find 8 so that <o r
c/(b
rj

App.

22,

2i7 r a> r

if

Km2 = J=limcr.

Thus

we

divide

(a, 6)

y)dxdy,

and y from

6,

a' to

into 2 m equal parts

and

6'.

into 2 n equal parts,

(a', '&')

obtain two sums


*^m, n

where

and A M

== 2jtl
IL, vifj., v i

&m, n

^'^fJ.,

/u,

v>

are the upper and lower limits in a sub-rectangle


or n is
Then, just as above, we see that Sm n decreases if either
'TV,*.
and s m>n have each a limit when
thus
increased, while s m<n increases
,,,,

H^

wi, T&

tend to infinity in any manner (see Ch. V., Art. 31).


if
f(x, y) is continuous we prove as above that

Further,

Km S

nlt

Now we

= lira s Mi n

F, say.

have, from the definition of single integrals,


/

Km

lira
\ M >-oo

*oo

Cb

Sm>n )=

>

dx

\m^ao

fb'
\

Km ( Km SW) B ) =

and

(*
''

dy

f(x,

y)dy

(* /(a?,

'

so that these two repeated integrals are each equal to F,

and

therefore to

>each other.

EXAMPLES.
1.

Prove directly from the integral for log# that

,[For
If

we have

we take

log(2) =

J*^,

these integrals from

to 1J,

from \\ to

1J, etc.,

we

find that

111

Il.'l

2.

th.-ii

t.-h

If

3.

>i, t

tends to

-*l as

gra]

prove tint

'.

Dcdll.T

th;,t
l

...+o
\\hi.'h

,f

tin-

<>na

t\v.

1>r

(*'

'

l.-j.-n

ami

ithin-

ii"t.-

that

181.]
5.

and

If

is

/'

nmnrrirallv

than a lixed number A,

l-ss

iiuU'|H-i.

if

.og

(l

then

<

lim.r

log(\ 1

+ i + _L_
/'

//

l"u

/'

/'

/'

log?i

=
Art
6.

Tsc the

1-2

(1).]

t-xain.!!-

last

t.

>h.-\v

that

if

'|

tormi

iiat

tin-

1" converges
,

if

I-

/x>l,and

..thorwisr diverges.

_] )-<"+!)
is

div.-i^riit.
7.

If

>

Art

Compare
".

that .-

pfov

IS,

-(l+./-)!lg(l

+
1906.]

[Write log (!+./) =


8.

Provt- that

as

'2,

and

UM

th.-

rank's fr..m

-1

log(l-fj-)
iitinuous

'-e'f

to

x,

tlu-

> 2^

funrti..ii

_1
-

and steadily decreases

fr'in

to 0.

if

is

LOGARITHMIC FUNCTION.

412
[From the
continuity

is

[AP.

dislast example, we see that the derivate is negative


only possible at # = 0, and when \x\ is small we find that
;

_J_ -l_l-.a
x

log(l-Kr)
the series converging

Shew how

9.

if

12"*"

|.r|<l.]

to determine

so that

e*>Mx y

\tx>X,

where M,
are any assigned large numbers.
[We have to make

x > log M+ Nlog x>

which

But

(since

log x < &Jx) can be

satisfied

as a rule these determinations of

10.

The logarithmic function logx

[Apply Art.
11.

is

by taking #>21ogJ/' andlG.V-.


are unnecessarily large.]

not a rational function of x.

161.]

What

is the largest number which can be


expressed algebraically
of three 9's ? Estimate the number of digits in this number
written in the ordinary system of numeration.

by means

when

12. Arrange the following functions in the order


which they tend to infinity with x

of the rapidity with

# l0 **,

x*,

the

Indicate

members
13.

If

a?)*,

position

(logo?)'

each

of

we assume
to be

that,

Shew

if

is

(log log .r)^

functions

these

of

10

**,

that

we

find

series.

(-1W

product on the

(nl)

= 'Za nxn /nl, we

1\*

a/ ill

left is called

v,

we

e*-l

^- V = -^- =
v

x
|

positive,

dv

Taking

10 * 10

in

**.

between

the

the binomial series for any integral exponent, and

[If the

(logtf)

an integer greater than

and so obtain the exponential


14.

10 **) 8

of the standard logarithmic scale.

suppose n

Deduce

(log

get

a?

+ 2! + 3! +
,

get at once, since o

= 0,

LMPLE8

ii.
I

vre find

whi.-h
15.

idmtit

tin-

i-

rly.J

Sh.-u

that.

.iH

*-*<),

G^-r!
16.

If

-,

-'""
(l

'
-

11).

|.|-..\i-

<

<x
[It

will

_ [

Xwhirli give*
17.

'-

be seen that

tin-

good

X-J

_Mc_

0/4 ( W

\
}_

-.'

result.]

t. the

a|)ii-.'.\iin:iti.n

fuii<-ti.. n

K\.

..f

16

taking

l>y

the

ermr

[Aj.j.ly
18.

in

wliieli

is

tlie

<.f

Kuler's

I'I-MV.

and

[Dill'eiviitiutr,

Shew

20.

t<

that the

infinity

I'mve

[A.

(/<

l...tli

I=^Y^_
J
!\fl

):

-id.- irdu-,- t.

tliat

n-f2

T 8!

Mqn<
3

= e'\

nmrr rapidly than any

<-

ni.-nil.er of

ial

tli-

tl

2(loj

convergee

it'

L"i><;K.]

:)).]

= e-,
Ifl

(I""

that

19.

'il.-i
.

-i

or

it"

ami

and

<.tli-i\\i>r

scale.

APPENDIX

III.

SOME THEOREMS ON INFINITE INTEGRALS AND


GAMMA-FUNCTIONS.
Infinite integrals: definitions.

164.

range is infinite or the subject of integration


tends to infinity at some point of the range, an integral maybe conveniently called infinite* as differing from an ordinary
If either the

very much in the same way as an infinite series


from a finite series.
In the case of an infinite integral, the method commonly
used to establish the existence of a finite integral will not apply,

integral
differs

ff

if we attempt to modify the proof


must accordingly frame a new definition

as will be seen

We

of Art. 163.

f(x)dx

{00

f(x)dx when this limit

..

exists.

Secondly, if the integrand tends to infinity at either limit

fb f(x)dx
a

as equal to the limit


lim

f(x)dx

6->0 J (t+8

when

(S

> 0)

this limit exists.

Following German writers (who use uneiyentlich), some English authors have
used the adjective improper to distinguish such integrals as we propose to call
The term used here was introduced by Hardy (Proc. Lond. Math. ^
infinite.
(ser.

1),

which

is

34, p. 16, footnote), and has .several advantages, not the least of
the implied analogy with the theory of injinite series.

vol.

DEF1NITIO]

[164]
tin-

If

ran-.-

ami

.-uM

tli-

liml
,-"'.

tinitr

\vliil.-

intinitf.

- ral

liml

n-rtain proLL-niv

in

ln.th

il,,.

tin-

i^ral

la*-:

int.'-raU tends to

limit

tinit-

>

two

tlit

ly

limit^ in tin-

\\

liin

li\il.-

il-tim- tin- int

i-

within

point

to

But

intii.

in

oi'

into fcwo,

t"

tendfl

int'"_;!-an'l

\v.-

then

tin/

r\ /,-)^=ii.It

is

one,-

at

.-viilmt

'
:

-i-

['/(./) //*].
bend

tliat

temuj

tin-

OA

aii-1

u^.-

.!'

definitiona
Exs.
1

>

%-

ftr

^=

JO

IA

liiM

;='

A-.

n/.
di-

/"fr

"/./

,^

-T+lim

"

pi

K)-'-5

i-*o 2

nJ-a X

5_o\.

=
\\hfic

shnuhl

in

tin-

la>t

i\\..

ik.-d

i("

(s

int.

that

in

>u])jisf
tin-

la-t

and

/<

CMQ ^- ihoold
8

ml to a
Maik,

<

tin-

apply t> these

tlffuiiu-

1.

1.

j..

limit

-.Ml.

BI

doea

so.

416

INFINITE INTEGEALS.

Exs.

[AP. in.

divergence and oscillation).

(of

dx
diverges
l

dx
x

,.

sm.vdx

oscillates,

and

diverges

/*

and

am

Jo x*

\xj

oscillates.

must not be supposed that the two types

It

An

integrals are fundamentally different.

of

infinite

infinite integral of

one type can always be transformed so as to belong to the


other type; thus, if /(#)-> oo as x->b, but
where in the interval (a, b), we can write

a
x

=7b

and the integrand


1

Ex

Jo

in

is

a-\-b
-

or

is

continuous

else-

finite.'

everywhere

-*-/-

d-^

2
)

-^

reversing this transformation it may happen that an


integral to oo can be expressed as a finite integral.

By

rao

When

Ex.
if

5^2

= !/,

r\

ar'd-x

becomes
J^

(both integrals

still

converge

which

%'- d%,

is

a finite integral

2>s>l).

if

It is also possible in many cases to express a convergent


infinite integral of the second type as a finite integral by a
change of variable. Thus we have

x 2 y*

o(l

by writing x = sin
finite in

0,

the interval

and the

latter integral is finite if f(x) is


(0, 1) (for definition see Ex. 23, p. 395).

Kronecker in his lectures on


a transformation is always
theoretically true,
*

it

is

definite integrals states that such

possible, but although this is


not effectively practicable! in all cases.

Care must be taken in applying this kind of transformation when the infinity
is inxide the range of integration.
Here it is usually safer to divide

of f(x)

the integral into two, as already explained.


t If

new

/()-*

variable.

oo

as

-a,

we can

write

J'(x)dx = i-

Jm

Similarly in other cases

express a divergent integral in the form

and
/

in the
</;.

and introduce

as a

same sense we can always

m-:n \rrioNa

164,165]

Special case of monotonic functions.


Although. as we have pointed out in tin- last

165.

art

definition of a definite integral iv-jinn^ in gen.-ral a


for

an

case of

ilif

definition

direet

infinite

can

integral.

obtain

when

as tin- limit of a sum,

tin-

,,f

integrand steadily increases or steadily 'Increases.

f(x)dx

cMnsi.lri-

tli.-n

tin-

only

i'alls
.

un.l.-r

tin-

'I'ln-n

rul.-s.

ordinary

be a seju-!

w-

c;

'Because the integral

iiit.-^ral

function f(x)

x greater than

lrrivasr> to o for values of

steadily

tin-

in-

fcluefl

to

let
/:

.'',,(='),

liave,

1.

(*+,-'

/ -'

>'
I

>

Jx*

Thus,

tin-

ii'

integral

th-

)f

vii-tut-

>f

two

MM-ii-s

tin-

COnVi

the

contains

conver-v,

it'

every

Hw.

-\-i-r.

in

the

only

of

-J-"

./

and

<

/()=]

l>

lli
have

l.e

well as of

(as

i--

'

./-.

it

io

to A, say:

si

this

.r n

,-,

easily en^un- the


|.n>vr that
i^

limit

must

made

to

he

(1).

a^

then

chosen function of

is

independent of

= r+nlt and we have

-A[/(c)+/(+A)4
i

not

sufficiently rapid:
will l>e found that

we can

common

virtue of the int-.|ualiti'^


Miple.

limit

to

need

tii-st

(1); and we can also

common

}.i-operly
,<

ZrO ly varying//:

eijiial

The

tei-ms.

j>ositi\e

taking Xn to

l.y

\\

in

"

the

tend t"
/.

certainly converges, in
integral and the fact

srconil

ti

some parameter
Convergence

tin-

(I),

tlm rate of increase of

instance, \\ith
t'-nn

in

/.

-'

:,)^I^"
<

the value

to

/<.')</./

>

+ ...].

//

and

418

INFINITE INTEGRALS.

[AP.

between the two sums is


and their difference tends

It follows that the difference

so that both are convergent,

with h

hf(c),

to

hence

In like manner, if xn+1 /xn is independent of


= cq n we have
say, so that xn

q,

III.

n and

equal to

and

Thus we can again infer the convergence of the


from that of the second, and we see that

first

series

/-co

Consider

Ex.

1.

We

have then

xe~ x dx, with

xn =nh.

7=
h X)

a value which can be verified by integration by parts.

/oo

Here write xn =cq

by applying one
Ex.

3.

and we get

of the fundamental limits of the differential calculus.

It can

be proved

if f(x) steadily decreases to


r

(where s>l).

x~*dx,

by rather more elaborate reasoning that


x tends to oo then

as

sin

<t

r<*>

oo

xf(x) dx= lim h ^f(nh} sin nh,

cos xf(x)dx =

Let us consider the simple example


r
),

the

sum

is

then

//

sin

**

+ (sin h + $ sin 2A + ...)

liiu

h ^f(nh) cos nh.

DEFINITIO

165
1

Sin,
is

I,---,

,
I

UTT

Ex.

-an

Ar

limit

tin-

givei
i.il

be verified

th.it

5.

liy

means

lim/, v

v-o

..f

(<--*

tlii-

correct

th--

i^ivi-

Art.

I.

<

verify in th- SHIM-

tin-

+ 2*-

./'

int.-^i;il

that

w- ran

''/r,

e- * + 3*-'e<

\\.-iy

the

-?

Jo

Ex.

tic-

-27T),
v.

l.y

The reader may

4.

than
tin-

-H'.i

;i

+ ...) =

|r-.vi-

that

"./-'

r
whi.-li

.It

In

lik-

has already been found


if

iiiaiiin-i-.

oe

/'(./)

Art.

in

ly

Inu

-<>.

flB

"1

an-.th.-i

inrtho.!.

st-alilv decreases
ft

as

varies

a;

erges,
I

f(

fr.in

to

we can

6,

ji-<vt:

that

\vli.-n

f(x)dx

we have
i

JO

Ex.

Take [\ogrdx', we have


lim l>(\ -

6.

t..

find

= 6 (lo- />)-/>,
a-

int-'^i.tt inn.

v.

In

tin-

infinite
\vln-n

limit
a

l.y

piwimis
i-anu'.

of n /in

iff

that

series;

single limit.

nt -^ra
-

nl

tlie

t<>

/'.

Then

to that

of Art.

II

l<

to

{/("

can replace a

\\e

is.

nt

<

an<l

'

from "

and

how

evaluate an

loulle limit

(See ah

Thus, suppose that in


i

have SMMI

\\.>

ly calculating the limit of an infinite 9BTJ


is tinit-- WG can also "l.tain
the result as the

intr^Ta!

the

\\-Mi-k

\\i-it.

will

-f

/'

>>

shew

>i

that

.- ////.

that

inte--ral

/'(./)

f(x)d&

steadily

tlie

and an argument similar


i/./-

lies

)+/> + 1'A )+ ... +/</>-/'

)]

liet\\-en

the

420

INFINITE INTEGEALS.

Now,

[AP.

III.

as

7^0, the integral tends to a definite limit and the


between the two sums is Ji{f(a + h) /(&)], which
tends to zero with h in virtue of the monotonic
property of
f(x) (see pp. 423, 424 below). That is,
;

difference

P
Ja

f(x)dx = limh[f(a+h)+f(a+2k)+...+f(b)],
7t->0

which gives the value of the integral as a


single

limit.

ft

Ex.

Consider

7.

Write A = -, and we have

(by Ex.

Ex.

0<s<l.

where

J^x-'dx,

to find

Art. 152, above).

1,

In the same way

8.

\Qgxdx

liml 2log(-) = limlog(


6

found as

is

YT =-1

(Ex.

],

Art. 154).

Ex. 9. If we divide the last equation of Art. 69 by sin


tend to zero, we find, if a = 7r/ n,

0,

and

let

n = 2"- 1 sin a sin 2a

Now

. . .

sin (n

change from n to 2n and write h for a

Thus, extracting the square root,


sin A sin 2A... sin

and from
For

this

we can

find

(?i

-!)/$

we

-",

(if

get, pairing the terms,

A = 7r/2w),

"log sin #.

this integral is equal to

lim h [log sin h + log sin

Ji!." 27i

=Tests

(2/<)

. . .

M)

166.

- 1 ) a.

TT

f* log

log

x ) io

2]

2.

of convergence

positive integrand.
If the function f(x)

n ~( n ~

+ log sin (nh)]

for

is positive,

infinite

integrals

with a

at least for sufficiently large


rA

values of
increases

x,

it

is

with X;

clear

that the integral

f(x)dx steadily

thus in virtue of the monotonic test

lor

165, 166]
t

integral

;,,/(

.1

\.

In

usual

tin-

practic.-

ni.-t!i."l

nppi-al to tin!'

positive

which

tlii-n

rat--

any

also

/(./)</./

of

valu.-s

for

WM

positive function

ii'

't(x)dx COIIN.T^,--,

tixrd

in the case of

is

principle of
terms; in i'a-t.

ted

thlfl

applying

!'

<

converges
than

iC

if

M>me

nuiiili'-!

(Le
I

<[

ami

tliis

la.st

Thus, suppose

rxpn-ssion

>n that

eu

\v.-

'.\\hereaispoArt.

fr.iin

i-=.r^e"
-,

1.

<l,

ar

<e~i a

Ait. i;i)

".

If

-',

if

./->c,

if

r>c.

e~^*dx

(a

th

n '/./-

i<

scale of

tc.

;u

l.y

th.-

;ii<l

of

rU

Ii

inlii,:

Tim-

",/
"/'

\t.\'.

.-(.nvcr^nit.

be niultijilifd

one

convergent, and conse-

tliat

fin.l

\-fA'-(

fluif

is

in write A'=e*, we

iiinic

./^e'l^-^O a JT-^OO,

'

A-**

.^e~

:il'.v-. \v.- lind that

I'll

'

I'-t.-riniiH'

iind tlion

of \.

in<l-j.'nl.-nt

we ooond

_Mii\.-

[">;'

is

a <ni>/ a

///

'l

,<>o

->,

/
fi'dl

J(
J

Tin- coinparisoii
h'

80 also

Iwaya

I'm-

I'un-

<l

.:nl

as follov
iln-n

<;<

at

is
j

valur

t.-st

any

rate

at't.-r

crrtain

422

INFINITE INTEGRALS.

We have proved
found so that

type above) that

(see the small

whatever the index

/?

if

is

III.

positive, c can

be

be.

may

Now

[AP.

Jc

and

this expression tends to oo

Thus

y&e^dx
I

If

a=0,

it is

By changing

with

A, so that the integral to oo is divergent.

also diverges.

easily seen that this integral diverges if


we deduce as before that

fi=

I.

the variable,

diverges under the same conditions.

f(x)dx diverges if we can find

Joe
a

an index

a^iO, such that one of the conditions


- a)
(1
a
(i) f(x)
J5(loga;y a-

>

(ii)

/()>

>

BxPer",

or a

= 0, /3^-l,

is satisfied.

These conditions are analogous to those of Art. 11 for testing


the convergence of a series of positive terms; and, as there
remarked, closer tests can be obtained by making use of other
terms in the logarithmic scale (although such conditions are
not of importance for our present purpose). But one striking
feature presents itself in the theory of infinite integrals which
has no counterpart in the theory of series.
integral

An

f(x)dx
limit

may

zero.

converge even though f(x) does not tend to the


Naturally,

function, for lim /(&)

convergence; but

()

we must then have an


is

obviously necessary in

oscillatory
cases of

all

To see, in a
we may even have lim/(#) = oo
is possible, we may use a graphical
.

general way, that this

method.

1
l-i...

IS,

Consider a curve which has an infinite series of

/>'/,

x,

of

to suppose
steadily increasing height; then, it is quite possible
that their widths are correspondingly decreased in such a AV.-IV

TESTS OF

166
1

that

areas of the peak-

the
(|ii,

ONI

'

Bl

t'.nn

f(x)dx may con

ntly

in

pai ti'-ular tin- fun.-tKui

-r* (l+.r-sin 2 .r),


1

(a>/3>0).

itli

to

series;

oonvergeni

fr

carve //
i^, at every point
In tin- intnval fi<
tin-

.c

~ a

ft

It'll

\\hi<-h

is

./

its

Xiaj.l

multiple

.-i

..f

r,

we have

(n+1)

thai

f
'
this

is

it

evident that

/'(./)</./

/> 2(/?+l)

';th;r

And

^eiu-rally,

if

</>(#),

( A% )

^rs

if l\/i(/< -f 1)

or
to

steadily

.,r

.'..iivrrL't-s

diverges with the

a^2(/?+l).
oc

with

*, tin-

integral

44>
l

+v

[VK*)P converges and divrr^-s

if

-00'

diverges.

o^dor

/"*

Ex.

converges

1.
-/0

a>(j+l
Ex.
With

2.

"i

divergee according as

l+j<r\*inx\
or

a^j8+l.

[HAUI.Y.*]

.nrergM with

/"</,(

-^|^^]

-''

and diverges
[IIAK..Y.]

irff)

Ex.
with

3.

ih

/"<(*)-Jo
M/

I'

'

spit.-

!'

tin-

Accessary for

rrsuh,

last

86) that

''I'/

t/<>

.Messenger of Math>

mm iX

\v,

can

decrease*,
<jence of

April

1JX-.

i'1-ov.-

tl>

diverges

()

:r

111

jfefi
^

[1M-

Hois RBTMOSI..]

(a.s

in

Art.
i

111.

l)

INFINITE INTEGRALS.

424

[AP.

III.

For here we have

thus for convergence it is necessary to be able to find A so that


than e for any value of p greater than A.

(/x

- A)/(/x)

is less

Hence lim #/(#)=() is necessary for convergence. But even so, no such
condition as lim {x log x)f(x) =
is necessary in general (compare Art. 9);
but it is easy to shew that if (for instance) xf(x) is monotonic, then
x\ogxf(x) must tend to 0. More generally, if <f>(x) tends steadily to x
and f(x}l<f>(x) is monotonic, then f(x)<j>(x)l<f>(x') must tend to zero thismay be proved by changing the variable from x to <(#).
[PRINGSHEIM.]
;

It is perfectly easy to
as to apply to integrals in

* so
modify all the foregoing work
which the integrand tends to infinity,

say at x = 0.

The
than

results are

1),

where
167.

To

(i)

the other

(i)

The integral

Jo

f(x)dx converges (if b

is less

provided that we can satisfy one of the conditions

where either

On

a<0

a>0

or

hand,

or

(ii)

a=

0,

/3<

1.

the integral diverges

(ii)

(),

when

/3^-l.

Examples.
illustrate the last article,

we

consider

two simple

cases.

It is easy to see that the integral converges, so far as


concerns the upper limit, by applying the tests of the last
article.
There is an apparent difficulty at the lower limit,

because of the factor

the difficulty
*

is

I/a);

but since

apparent only.

Or we may obtain the

results directly by writing

l/.r

for

.r

in the integral.

166, 167

425

intt-'n-al

tin-

dx
x

-<

'

liui

i.s

(<

l-*J

"
J

nr

Benoe

int.-

<-**

Inn

CM

But

e~*

between

lirs

"

and ly

'

l>y

'"'

tend to lo^

wliicli

ul'

H.

\alu.-s

tin-

tli->,.

g-'lno-/

both

{"

J, 5

the

ri

l>y

nid

i'..unl

valn-s an-

and

r-j,i,i

as o kendfl to
^- z

1(.

e~ tx )

1.

liin

1\-

0.

->oJ

and aceordin.

(e~

iider

/.

//,

(Ae-

J*<-

^ + (v--

///*
,

are positive and

A
It

may

sh.-wn as above

tliat

tin-

integral converges

cnnditions aiv

NOW

J3

fi

In \irtu--

!'

the r(,nditi<'n

OJ*

VJl

1J./=O,

it

is

now

B
f

(l

*
'

:=

Thu>

=
"'J 2(^

,1.1.
|

and BO

Jo

1.1-

.;

-rJ6
,-\

idrnt

that

INFINITE INTEGRALS.

426
3.

The reader can prove

2^A ra r = 0.

where

similarly that,

(k = Q,

'

1, 2,

...,

[A P.

if

III.

p > n,

1)

168. Analogue of Abel's Lemma.


If the function f(x) steadily decreases, but is always positive,
in an interval (a, b), and if \<f>(x)\ is less than a fixed number
A in the interval, then *
}

f(x)<p(x)dx<Hf(a),
i

where H, h are

the

upper and lower limits of

the integral

r*

ranges from a

as

to

b.

For, assuming that f(x)

is

differentiate,

we have

J=
since /(&) is positive and f'(x) is everywhere negative,
obtain a value greater than J by replacing x(&) an d x^)
the last expression by H, and a value less than J by

Now,

we
in

them by
Thus we find

replacing

h.

-h\J af(x)dx <J<Hf(b)-H\Jaf(x)dx


or
Similarly, if
interval (a, c)

hf(a)<J<Hf(a).

Hv /^ are
and H h
2,

the limits of the integral x()


in the interval (c, b), we find
2

n the

- H, ( f(x)da> - H2
Ja

[f(<e)da>
Jc

or
*If f(x) should be discontinuous at x = a, /(a) denotes the limit of/(#) as r
tends to a through larger values.

AN

167, 168]
\\

\l.(M,i

if

ranges from

as

\Vln-u

/'./)

of
1.

oiu-

<t

-I.

p.

To

on

i^<;

p.

is

\alue

Itet

leads

ine,,uality

writing

liy
t'oini

(gee
results

an-

to

the

\(^>

is

iMjui\'alent

that

first

not

u.-.-j.-.l

Second Theorem
and 80

ri.htiniK.us.

ween A, // at least oner


t<. Bonnet's theorem

^/('Oxtfo)' ul "' iv

the

/'

= =

'

in

the

''

du Bois Reymond's theorem, which

this

fco

ronvs|,oiilin-

th.-sr

note

see thi>,

,i--i;n

hut

+ >).>f(c).

formula.ol>tainr<l

()":

ivsjM-rtm-ly. th.-n

>>.

Thus the

''o.

to

/'('')-/('>

/yj

complex,

ineijuality

:V.t~>

p.

<

Uf()

li>07,

Value.

inter\al (o,

and from

80 can be

j)i-f>i-nt

Mean

Of

to

is

Art.
i,

iiinii

,/

|7

is

nunilM-r.

an- th- upjM-r

IMA

Mil

unction of a real variable, it


n-al <T minpl.-x. air,

li

that

foi-

OF

i;

!/('')- ff(b)

i>

monotonic

true f..ran\

^hu-

f"

we

find

comnK.nly quoted

<}>(

>(l>)l^

BOM

value of

Although the restriction


importance here.

\.-t

it

i-

,,

cannot

le determined,

ditl'erential.le

l.e

t!

h---i

.-t

ic.illy

Mee

de.-iral.le

to establish

i>

equa

of

little

-udi results

\Ve shall tln-ivfore


ni; with the greatest generality possible.
a second proof, based on one due to Pringsheim*, in whuh we
me nothing aln.ut the existei

as th

Divide the interxal


.

and wri

in;

|]

part-

l.y

inserting

j...

then we ha\e
=

where

'<K),

p.

'209;

this

paper contains a

inure general form of th.

equality on
vol.

j>.

.SO,

4-t'..

HHMi,

Another
i>.

1".

}>roof

baa been given

i.\

H.ir.iy,

MtMtny

INFINITE INTEGRALS.

428
Hence,*

if

/r+1 =/(.rr+]

III.

[AP.

),

Jr-r

(1)

but in virtue of the decreasing property of f(x\ [/(#)-/r +i]


the last integral and is less than (fr fr+i), so that

is

positive in

<(fr-fr+i)A(b-a)/n,

(2)

<j>(x)\<A and xr +i-xr =(b-a)ln.


the equations (1), bearing in mind the inequality

because

By adding up

(2),

we

see that
rxr+l

n _l

$(x)dx = Rn

J-Zff+il
J XT
r=0

(3)

Rn < 4 (6 -

where
because

fn =f(b)

is

)/

positive.

now we apply

If

-/) < ~ (b -

)(/

Abel's

Lemma

(Art. 23) to the

sum

r+l

r=0

we

obtain the limits

and

hf-

.fi^ for

and the sequence /i, /2 ...,/


Thus, from (3), we find
,

because
f

is

decreasing.

A/i-^-)/P<^<^/i+^-)/f

(4)

where

/! =/[

now we

If

it,

T^r+l

+ (5 -

)/]

take the limit of (4) as n tends to infinity,

we

obtain the

desired result, t

In exactly the same way we can make the further inference that if
between a,

lies

b,

and

ranges from a

as

In case

/(a;)

to

if
c,

H^

A x are the upper and lower limits of I

while ZT2

h 2 are those as f ranges from

should be discontinuous at xr +\,

we

define

of f(x) when x approaches ar r+ i through smaller values of


exist in virtue of the monotonic property of /(.<)
will be seen that the condition

fit

|0(#)|<-4

is

fr +\

^ (.r )././

c to 6, then

as the limit

this limit will

by no means

essential,

and

t't>

that

verges
/*

may

it
;

for

be broken at an infinity of points, provided that

we can then make a

\<j>(x)\dx con-

division into sub-intervals, for each of whirh

-.

than any assigned number. But Pringsheiin has proved


/
that it is only necessary to assume that (f>(x) and f(x) x (x) are integrablc in
the interval (a, l>)
compare Proc. Loud. Math. Soc. vol. 6, 1907, p. tii?.
\<f>(x)\dx is less

429

168, 169

Tests of convergence in general.

169.

in- the
genera]

AppK

fral

be

and

<,////

tl

for

we oam find

-!n,t

/i

Convergence

<>f

tin-

nieh

j
T

/in

"//'/ e 18 ni'ftifi'"

'//.

HoW( vet

'
.

in

usually r-|laci-l

which can
tin- t'ollo\\

l>c

more

a]>plic<l

.--ral

inlinit.

I'm-

ly BOm
The thn-.-

iff
j.i'act

<|uickly.

test for con-

DMTO
chief

are

t'-sts

iii

Absolute convergence.*

1.

The

will

literal

certainly converge

it'

I/O/

'

.'

converges,

<!>'

.<'

Jf
i'.iit

naturally

analogy h.-twccn Midi

tin-

not

<|uitc
convergeni aeriea
the values of a function.
is

lut.-ly

intc^i-als

c(,ni])l-tr.

since

and absois no

th.-r.-

in

In particular,

if

|/(#)|<

//'(.').

:icivascs. tin- integral

Readily decreases

wli--

/'(')'/./

will coii\>

2.

Abel's test.
Infinite

integral wh

and
Suppose

m,t absolutely)

'

//N>-

that

,/,(.

>e).
/)'/./

;id

that

inono-

function, such

tonic
\lr(.i'}

''hinnjii

that

*fr(x)

<.l:

it

i>

th-

tit

that

tt-nds t. sonic limit

Thus,
i-/

we

if
if

wri
-.-.

tnd

thai

ahsohiti-

'I'lit

pointed out

l.y B(

-.

ami

/'A

is

clearly

INFINITE INTEGRALS.

430
decreases to

and

it

[AP.

obviously sufficient

is

to

III.

prove the

f(x)<j>(x)dx.

Joo
a

Now,

by the analogue of Abel's

is

(Art. 168),

we

see that

< Hf(() < Hf(a),

IJ1

where

Lemma

the upper limit to


x
<j>(x)dx

when
of

X ranges from
<j)(x)dx,

to

Now,

'.

we can determine

in virtue of the convergence


so as to

make

and then
f/<
so that the integral

Hence

also

f(x)<f)(x)dx converges.

f
I

Ja
3.

\}r(x)<t>(x)dx converges.

Dirichlet's test.

An

infinite integral which oscillates finitely becomes convergent after the insertion of a monotonic factor which tends
to zero as a limit.

Here again we have


I

and

f^'
J

f(x)$(x)dx

H will be less than some fixed

thus, since f(x)-> 0,

we can

< Hf(),
constant independent of ^; *
so that
e, and con-

#/()<

/QO

sequently the integral


Although the

find

Ja

f(x)(h(x)dx

tests (2), (3) are

is

convergent.

almost immediately suggested by the tests

of Arts. 19, 20, yet it is not clear that they were ever
given, in a complete
form, until recently. Stokes (in 1847) was certainly aware of the theorem
(3) in the case <(#) = sin .r (Math, and Phys. Papers, vol. 1, p. 275), but he
makes no reference to any extension, nor does he indicate his method of

The first general statements and proofs seem to be due to Hardy


proof.
his argument is somewhat
(Messenger of Maths., vol. 30, 1901, p. 187)
diflerent from the foregoing, and is on the lines of the following treatment
of the special case <(.?;) = sin ./.
;

Since the integral

number G

<f>(x)dx oscillates finitely it

for all values of

thus

we have

remains

less

than some fixed

MI;K

\\i.

169

III.L;

In tin-

i>.

--sci

i.ly

Hates between the two


the figure.

in

almost

-\

intuitively

decrease in value, and have

that

id.-nt

tin-

aivas

tin-

.,f

\\aves steadily

in

alt-

and

.sim-e

-in

fl

TT)

positive in tin- integral,

so that

to

U-t
oo

Further,

obviously negative and nuinerically less than the area of the

i>

wave.

luiis

vdx--Jf(x+**+lir)KD

which

lies

tliis

tends to zero as

it

It

f*

follows that

sin

is

c.n\ t-rgent,

by applying

th- th.-MUMii of Art. 21.

In general,

method.

If

if

usiiiL'

tin-

changes sign infinitely often we can apply a similar


t->t
(An. ^>) to establisli th.- ronvergence of

<f>(.r)

i>iriehlet'>

intro-ranil

tends

convergence and

lor

Th>

tin'/

'!/

tin-

JO,

tr-.t

.!'

-ay as .r-*a, the general t-M.


als(lut- convergence run as

././

flu

/'"/

8UJj
is

<'<>n>; r< jence


if

fix

><!,

fl.-

Ib

ivherc

///.-

any

;>ox//?>v

*/
I

,ii

/'.>

|/

/A.

'//.

It

in

is

i>M>vil,l,.

to

write

and Dirichlet's tests ;


practice and an- (oetl

Altai's

nut

con-.^jioinliii^-

l>ut

such

t.-sts

to tin-

nioliticat inns

are not

ingenuity

of

ci

<>!'

tlu

reader.

432

INFINITE INTEGRALS.

Ex.

1.

.-dx

__ctr,

converge absolutely

^<foif 0<<1

1(

(
Jo
/oo

Ex.

2.

-^^ d# con verge


</>(#)

sin .rcr,

converge in virtue of Dirichlet's


Cb

For

Ex.

sin x dx

cos

cos b

if

test,

and so does

-"*, (logj?)-*

and generally

cos tfcfo?

tends steadily to zero.


I

cos x

dx

sin b

test are given

= (sina?)-*,
<^(d7)

- sin
|

2.

Ja

Further examples of Dirichlet's


/(*) =

0<p<l

<j>(x)

fb
/

2,
|

3.

if

</>(#)

7a

p>

/*oo

*-^.(lx,

if

because |sin#|^l, |cos#|^l.

x^

III.

[AP.

by
[HARDY,

log(4cos%).

I.e.]

170. Frullani's integrals.

As a simple and

interesting example

of the

tests

of the

last article, let us consider the value of

where

<f>(x) is

such that

pco

<j>(x)dx oscillates

between

finite limits

{or converges).

Then, by applying Dirichlet's or Abel's

test,

we

see that

x
is

convergent and

equal to

is

THUS
and

if

'

if

a "5

>-

X
<f>(x)

tends to a definite finite limit

the last integral has a finite range and a


thus we have

In the same

way we

can prove that

if

For examples, take 0(.) = coso5 or

sina;.

as x tends to

finite

0,

integrand;

170, 171

Tin-

foniH-r

in!'

<'\aliiat'-<|

IT

tends to

/
>

,j,(

M x tend

is

means

by

Tli.'

of

\\hi<-h

and

Hai'

a U..

i<l

>n8
l.y

i.r

th.-

l-Yullani's

.f

ill

|ii7

i>

particular case of

Uniform convergence of an

171.

be

may

integral

thai

<>f

\.-ilu.-

AM.

in

.iiml

f.

integral

formula

03

J.

infinite integral

i
tin-

lue

wliidi

lor

!'

^-\

^^

tin-

in.-(|iiality

<6,

(\>$),

JA

Art.

witli

function

Lfi

we Bay

!:).

interval (a, 3),

than

pendent of

tin-

all

vahu-s

A' if),

if

T.iit.

iliat

fr

i'linction

//.

which

interval

it'

as

w.-ll

.f

intf^r.al
.f

wliicli

//

converges uniformly in

in tlir intn-val

d.-pt-nds

on

but

r-iii,

is

inde-

t!

]>art

vahif //,

icuK-n-

to be a point of non-uniform convergence


Ex.

-nee

In

e.

tin-

tin

:.

int-^ral.

1.

(if

-"

tin-

kc

unit'

i-

intc^i-.-il

-\'u

t.

Ex.
0,

^=
II flirt'

is

>/

=0.
.rnJ.

/via/,
v,.l.

:;:?.

I'.nu.

,,.

11:;.

3e

ilM
*.

l.s.

t.

Papers, vd.

I.

j..

INFINITE INTEGRALS.

434

[AP.

III.

we have usually in practice


uniform convergence which is similar to
the general test for convergence (Art. 169): The necessary and
sufficient condition for the uniform convergence of the integral
But, just as in the case of series,

to introduce a test for

r
I

Ja

f(x, y)dx,

a value of

in an interval of valuer of
independent of

y,

f(x,

where

'

we can find

y, is that

such that

y)dx

e,

has any value greater than f

and

is arbitrarily

small.

The only fresh point introduced is seen to be the fact that


must be independent of y. The proof that this condition is
both necessary and sufficient follows precisely on the lines of
Art. 43, with mere verbal alterations.
But in practical work we need more special tests which can be
applied more quickly the three most useful of these tests are
:

1.

Weierstrass's test.

Sup2)ose that for all values of y in the interval

function

the

(a, /3),

f(x, y) satisfies the condition

where M(x)
the integral

is
I

Ja

\f(x,y)\<M(x),
a positive function, independent

M(x)dx

converges, the integral

of y.
I

Ja

Then, if

f(x,

y)dx

is

absolutely and uniformly convergent for all values of y


the interval (a, /3).

For then we can choose


is less

M(x)dx

than

independently of

y,

so

that

and therefore

e;

Joe

J\

f(x,

y)dx

< M (x)dx <


Jf

Jf

Thus the

integral converges uniformly;


absolutely in virtue of Art. 169, (1).
2.

and

e.

it

con\

Abel's test.*

The integral
interval
*

<

M(x)dx

(a,

/ft),

Ja

uniformly convergent in an

f(x, y)</>(x)dx is

provided that

Hromwich, Pro?. Loud. Math. SW.

p/

<j>(x)dx

converges,

,<

(:>),

vol.

1,

1903,

j>.

-JO

I.

and

thxf,

171
1

as x increas'

<es

.'/)

then, in virtue

where

!*/(.

//

j.

.,i

the analogue to Abel's

<

y)#()*

the upper

Lemma, we
<///'.

liinii

r)dx

eonv<

ia

we can

independently of

timl

iven
i'leut

that

that

y,

so

that

<

//

int.

when

e J\

and

:y.

liy 0<.''.

//

),

pi-'A i<le,l

r^rni in the interval

<
i

(a, ft).

-'

Dirichlet's test.

Ja

i*val (a, ft)

and

if

and

then

wh'-iv

then

//

is

tix

/V.vy/rr/

Ex.

.l'

//.

//.

remain
'<**

3.

Ex.

ft).

< lff((, y),

to sati^l

provide*! that
.'it

the

<

e //.

uie limits

ti

iut-

can

of
,

,-?).

/ef.

uniformly tlii'-u^hout any

inU-rvjil

><,

of variation

4.

;iiiiormly

in

any interval (O^yl^J), because the integrals

raf*
in

virtin-

"f

Ait.

1-

f(

convi-r::*'

creases as

:ileut

0(. /)'/./

>

fj/'it

;/

91

indepen.leutly
contain
Again, ^1 c) may
I

/,,

/./

tli.iii

8tt
*

'

[ess

I,.

consta/T(

h-jit
'I'! f/i

'/'//<///

'

F..r

of

iltiffs

$(.'

fl"
nil

tO Z(

INFINITE INTEGRALS.
Generally

e~ xy $(x)dx converges uniformly in

[AP.

any similar

ill.

interval, pro-

&(x)dx converges.
Ex.

5.

Dirichlefs

test.

COB *

r
Jl

dx,
(.^+y2)i-

sin *

h (rf+y^^x

converge uniformly throughout any interval of variation of

p 1+X
cos

And

("iZMd*
f^if)^,
X
1+Z

(f)cfo.
2

Jl

in

converge uniformly

Of course the

any

y.

Jl

Jl

interval which does not include

definition of,

and the

tests for,

y = Q.

uniform con-

vergence can be modified at once so as to refer to the second

type of infinite integrals.


Applications of uniform convergence.

172.

f(x,

a
Joo

y)dx which converges uniformly in an

has properties strictly analogous to those of


and the proofs
uniformly convergent series (Arts. 45, 46)
can be carried out on exactly the same lines. Thus we find
interval (a,

/3)

1.

If f(x, y)

(a, /3),

that

it

is

a continuous function of y in the interval


a continuous function of y, provided

the integral is also

converges uniformly in the interval

(a, /?).*

alterations are needed in the proof of the correfor series (see Art. 45).
theorem
sponding

Only verbal
Ex.

1.

Thus

(see Ex.
i

3,

Art. 171)

f !^><*,, f ^>^ f "gg*,,

are continuous functions of

in

any

interval.

/oo

Ex.

2.

If

3.

But we

<f>(x)dx is convergent,

then (see Ex.

4,

Art. 171)

[DIMCHI.KT.]

Ex.

and

it

is

Stokes,

must not anticipate the continuity at

y=

of

not hard to see that they are actually discontinuous.


(See Ex. 5, Art. 171, and Ex. 6, Art.
I.e.,

\>.

173.)

171, 172]

fin/'

L'.

n-itl,

fin

it

tin-

t<>

respect

-\iruKM CONVKl:cu

vn

<

<jrate

//,

//

th>

prov*

ft).

A -Min,

tli.-

proof

f.,r Beiiefl

M ..... Is

only

v.-rhal

changes.

^
-j
equation

'

'provided tlmf

'I/id,

uniformly <nt
write

ami

,/".-.

fl

infri/^if

on
tl<

n,,

////*/////

tin'

Irft

right
/'x

converges

convert)'

/= f [/(. y +*)-/(.
y)_
A
JaL
ay
;

us liml

Irt

\vli<

for

;-

be

.ill

cni-iv.-t
if

f/nif

tin

all

that

BO

of

indeprii<l-iit

values

of

//

in

y,

the

and

the

interval

in.Mjuality
(a,

Then,

/3).

X>(,
\

the

^
value

the

of

doiihle

inteiri-al

of

function, taken over a fin He area, is inl.-j)en<lent of the order


of integration (see Art. lti:i. j.. H()I.

Thus.

</

{"',[/<'.

+ /<)-/<.'-.'/>]'.'

<

virtue of our eh<

in

.M-Y>(/0 =
80 that

|0(A'.

'1'hr

the case

hist
<>

condiiion

i.s

|>

p.

119 for

INFINITE INTEGKALS.

438

The
and

values of h under a certain limit.


|

to oo

we

greater than
tend

we make

If

obtain

is independent
Since our choice of
allow h to tend to zero without changing

we have

thus

last inequality holds for all values of

all

HI

[AP.

we can now

of

h,

and,

by

definition,

lim| ^>(oo, 7t)|^2e.

Since e is arbitrarily small, and 0(oo


this inequality can only be true if

is

h)

independent of

e,

lim
/t->0

or

Another theorem may be mentioned


little beyond our scope.

here, although the ideas involved

are a

,-oo

//",

^e

integral F(z)

Ja

f(x, z)dx, the function f(x,

an analytic

is

z)

function of the complex variable z at all points of a certain region T of the


z-plane, then F(z) is analytic within T, provided that a real positive function

M(x) can

be

found which makes


I

5.

<

M(x) at

To shew the need

convergence,

we may

the

integral

condition

satisfies the

Ex.

'TV

all points

M(x)dx

y under the

JO

integral sign,

6.

On

we

find

the other hand, the equations

f*

x&i

Jo

are quite correct.


4.

(See Exs.

1, 6,

Art. 173.)

The analogue of Tannery's theorem {Art.

{An

49).

r*>

f(x,

n)dx= J a g(x)dx
\

if

this

is

differ-

r<a

which does not converge.


Ex.

and

as that of uniform

sm ^' dx

convergent

of T.

some condition such

for

consider the integral

entiated with respect to

Ja

cos(jcy)dx,

172]

uniformly in

<

.i/>

of n,

...

'*

for a

c),

be chosen so

let

is

large

<//!/-."
will

-</

Ex.

/""

.'u

--5

;in

'

ml.-.

necessary, consider

\vitliMtit

TT'

-f

tin-

t-

//

(;is

B*

T<>

7.

integral

tip-

uniformly

*)=o,

;i

liml

i-

tin-

pp!y

limit

.T

limit

:rul :i]iji-

imt

TT.

The second type of


Th-

i.

;!<![

littU- ditlimlty in stating and


above, fn- tin- second tyj..

l)-( 4 )

Tln-rc

is

infinite integrals.

find

slu.ulil

only one case

some difficulty

tlu> ia

'

<

in

\vlii.-li

j/,

tin-

upper

alt In MIL'

limit

van.-.s

with

y,

= b(y)>
and

i>

.uity

p-ii

7^f

/"fr

ix

unif..indy

vab;

!,i,-h
//(.</)

fniind

\V.

that

In-

the problem of differentiating an integral of

F(.

for

may

\\liu-h

ivmains
lin.l

a rmiMant

tlian

1,-ss

\ve

ry siinplr rxainplo

is

^=

ire

and

)='.

lues of y.

constai

<!?!

!/(-..")-'('-

-^'

gi\

'j{x(y-z)}dx,

>ay,

y>0.

have

all

and

440
we

INFINITE INTEGRALS.

have,

and

by the ordinary theorem

for differentiating

using the inequalities which define

so,

[AP. HI.

8,

we

an integral,

find

Also,

so that

and

using a double integral as on

so,

In the

tend to

last inequality, let

we

see that

p.

437,

0,

and <(, y} then tends

to

F(y\

so that

Thus we

see that

<2e +
Take the
hand tends

A tends to zero then the rightindependent of h thus we find

limit of the last inequality as


to 2c, because 8

is

and

by the same argument

so

as before,

we have

173. Applications of Art. 172.

Ex.

1.

where

a,

Consider

may

first

the integral

be complex, provided that they have their real pairs

positive or zero.

Then

Now

is

uniformly convergent for all positive or zero values of


with respect to y. We obtain
IY

hv\

and

this integral converges uniformly so long as y


therefore equal to dJjdy^ in virtue of Art. 172 (3).
*

y*

differentiate

It is understood that neither

a nor

b is zero.

= l>0.

Its value

is

8FE4 EAL

172, 173]

vi

111,!./

'

.'"'-I.
IT:.',

lind

w.-

/r

> ,~-o'' X

H."./

int.-ial '-an

la-t

Tli.-

v;iliiri|

same

\\\-

being of

!'

n.'itui.-

t'--i

lli-

..!'

,-*>

ii

!...;(/.

has the advantage

.-

l.-xMi-itlnn

i'f

to tin-

iiuml>-r,

.-Minj.l.A

.I

:IJ|M-;I|

\v-

if

.i-tii-iilar.

\\i-itr

''.

\\-

^.r^-^

-CB.,)^.^
Ex.

\\liri.-

2.

I'.-l

Ex.

ami

By

3.

iiit-.i,

in

iraj

that

"
parts of

real

tli,>

diivrt

can prove

\\r

(Jfiirrally,

i-ati.ii

.r zero.

rninltim-il

with (1)

it

will

!>

found that

L+(a+c)
tin-t

l<i:a!-itliiii

is

dcti-riniiifd a-

>

are

in --at
!'"!

-\aiiipl-,

if

we

taki-

a=
get

l,

6=

^"[r-{l+(H-t>}-^
1.

fr)-cosa:]^=|-].
As

annth.-i-

illustr.v

6=
Thr,,

w-

.(,'[("

Ex.

4.

1,

=-0/-fi).

tilld

')

i>

It

.-.tsy

ii-ly

that

l.o,

I'.l,

i.

1\ !._,(>, and

tin-

real

parts of a,

/<.

or

442

INFINITE INTEGRALS.

Ex.

By

5.

differentiating

J=

^/^[fa

[Q

[AP.

twice,

=,

we

ill.

find that

ify>0;

the last result following from (1) above.

Hence, since linit/=0, and

remains

finite as

y-M>

Art. 172),

we

find

y tends

to oo (see Ex.

1,

J=$ir(l-e-).

we

Thus, on differentiating,

find, if

is

positive,

When y is negative we find J=\Tt(ey - 1), and so the other integrals


become \TT&, -\ictf, respectively.
Thus </and the cosine integral are continuous at y = 0. But the third
integral

is

discontinuous there (see Exs.

to the sign of

Ex.

in

which
|

f(x)

has the value

^TT,

according

and vanishes for y=0.

?/,

As an example

6.

sin (xy)

Art. 172).

1, 3,

,"<x>

In like manner, the ^integral

is

of Tannery's theorem,

supposed

less

than the constant

we

take the integral

H in the interval

(0, b).

Here

so that

^-l

.v

from

this result following

can take M(x)

any fixed interval for


x tends

Ex.

then

7.

x.

to

It follows at once

linit/n
n

In applying Tannery's theorem we


to the limit /(O) uniformly
understood here that /(O) denotes the

(1) above.

H(^v[^x)lx

limit of f(x) as

--

r sin 2 .rT
f sin2a;, = TT
dx -,
dx=\L --x Jo +/Jo
x
2

Jo

in

00

rsin 2 .r,

For

and f(x/n) tends


It

is

through positive values.

from

(6) that if

ao

The reader should prove that

if

&

= TT,

this result

must be replaced by

The integral Jn is interesting on account of an application to Fourier


Series given by Fej6r (see Ex. 5, Ch. XI.).

174.

1.1

L74|

Some

further theorems on integrals containing another

variable.

Tan

as

in

related

x incf

ia

hen

(A,,
a
/

that

.1

thru

liin \

/.,i'

"/'

</(c

the upper limit

is

"

//

</<''

" )//

< -I//,

as

to

'

from

[I
ft]

can find

infinity, w.-

0)

Art.

\-

i
//

nilin-s

,i/l

(-

run verges when extended to


mak.- ,l//<e: and tli^n
//

i
j

< J // <

e,

because, as

,r

increase

we

Coiisetjlieniiy

and does

nc'

tind

<^e4

/r|.

PO 1-y

fixed tlic limit

is

Art.

lin.
*

<>t'

.iiid

tin- last

sc

we

int.-Tal as

lia\-

>

It follows that

this

maximum

limit

fp<
I

it

or

,,

tmd-

444

INFINITE INTEGRALS.

[AP.

ill.

Dirichlet's first integral.

As an

application of this theorem, consider the integral


sin

If

we change

nx

'0

the variable of integration to x/n,


w6

sin

/./#\
JTn =\f /(-)-

a?

we have

dx.

Hence, if f(x) is positive and never increases, our theorem


can be applied, because*
/(O)

and f(x/n) tends to the

Hence

lim
w^oo

a/(a/) >0,

limit /(O) uniformly in

Jn =/(0)

in virtue of Art. 173, Ex.

^HL?

Joo

35

any

fixed interval.

above.

1,

remove the conditions from the


easy
function f(x) of being positive and never increasing.
Suppose,
for example, that f(x) first decreases in the interval (0, c), and
It

is,

to

however,

afterwards increases in the interval


functions F(x), G(x) defined

and

(c,

b).

Now

consider the

by

F(x)=
0(x)=f(c)+A-f(x),

A f(b)
is a constant such that f(c) -f A and f(c)
where
Then the conditions of being positive and
are both positive.
never increasing are satisfied by both F(x) and G(x)} so that

hm

n-*-oo

Jo

i-

rr/ xSin?i#
^^
F(x)- ^ -dx = ^F(0),

TT

But F(x)

with a similar equation for 0(x).


b

T
hm

n--ao

JO

S/

^^

Si n

f(x)-

G(x)=f(x\

so

th.it

^/rk\
-dx= T9-f(Q).
7

can be at once extended


where f(x) has a limited number of maxima

It is easy to see that this result

case

any
and minima and no
to

infinities between

Here we use /(O) to denote the

positive values

b.

x approaches
through
monotonic property of /i

limit of /(a?) as

this limit exists in virtue of the

and

DIRICB

174

Dirichlet's second integral.

Coiisnl.-r

(0<6 <1P)

'*'

JO
"li'-

!/=:>//"

-/()
'

Sill

x/aiux steadily increases and

interval (0.
forth
that

/<.'

/).

in

follows

it

'

lias

no iniinity

in

Hm

Bence

wil

</>(./)

)iru-hl-t's

first

inu-^ral.

provided

= \TT^

I\ H

o).

II

may

however, the ran^\\

hit

tin-

rite

<>t'

in

f^ral

extends up to

int. .-^ration

tin-

TT,

form

/f*"
(I

and

tlion

the

ves

sl

Ex.

1.

variall'

"

~"

I"

the

in

s.-c.uid

^-"

"sin-

lim

\Slllltf5

f''

+1

f,

clian^v

Bence

part to

>;

'

)J

i\,- >,/.,--

As

n.it

h...-1-Sooi

(*"

i-r

Jo

.
/I

whirh

a.u'ivr

\\itli

t!

we can

tlu'ii

\\

')

while

is

tlif

th

^at isfiee

tliat

with

lfaliii--

are positiv.- ;uul

IM

in

ti

;i
j

OK

we

INFINITE INTEGRALS.

446
Ex.

It

2.

is

III.

instructive to investigate the value of the integral


'-dx,

sin.v

by means

[AP.

of the curve

?/

= {sin(2?i + l).#}/sin#.

This curve

is

of the

same

general type as the one given in Fig. 46, Art. 169 except that the initial
ordinate is y = 2^ + l and that the points of crossing the axis are
;

Then, using the argument given there, we see that the value of the
integral

Kn

where k

is

is

expressed by a

an integer such that

Hence
differs

any integer
_

lies

between (k-l)ir and

than k\ the value of the integral

less

#/i/,

and
where

= 2n+l.

the integral

Kn

r is

^"n lies between

to

oo

we

find that the limit of

between*

lies

and

x
where

Kn

.to,

we make w tend

If

and

+ ( _ iy-1^

Thus, changing the variable to

for,

> vk > 0.

-2

^+^ _

VQ

than v r

less

by

r is

(if

from

+ l)

(2?i

>V >V >

the form

finite series of

any positive

Thus

integer.

00

,.

sin^7

Ex.

3.

It

is

TT

-^=2'

JOB'.-/,,

[DlRICHLET.]

easy to see (as in Ex. 2 or otherwise) that


,.

lim

bn

sin(2w

+ l)^
'dx= r^sin^,
,

sm.r

Jo

x dx,

where A = lim (2w6 M ). The maxima of this integral are given by A = TT,
... and the minima by A = 27r, 4?r, 677,

37r,

STT,

Glaisher (Phil. Trans.,


numerical values for the

vol.

160, 1870,

p.

387) has given the following

maxima and minima, where


sin x
sin x
- dx,
=
/r
dx = ~- /"'"
2
Jo
Jm X
71= -0-28114,
73 = -0-10397,
76 = -0'06317,
72 = +0-15264,
74 = +0-07864,
7 = +0'05276.
7

/*

fl

Thus the greatest value of the integral is \TT 7j = 1*85194, and the
least (if A>TT) is \TT- /2 =1 '41816.
(See also Ex. 12, p. 351.)
the inequalities proved in Art. 59 and in the footnote p.

*From

see that (since x\v

I*.

Thug
and so

sin

a;

184,

we

< i?r),
sin

a;

v sin (xfv)

\x*

x\

|sinx|
a;

Zv

sin (x/v)

this difference tends to zero uniformly in the interval

0^.r^(r+ l)?r

174]

Ex.

decreases in such a wa>

4.

wr

i.iiv. -r^'rnt,

and

--an

pro

...].

In

>0), the

nl.M,

|,.irti

Ex. 5. Sh-\v that


and <)<< 1, tli.-n

first

linii'.

ronditi'

liin

Jo

w-*

'

lim/,'/

n+x

J*

&

'

til."

..f

Jordan's extension of Dirichlet's integral.

n
Sup|<sL- that

never

decreases

.-=

!IT

'''.

\\

(().

i>i

poeitiv*

Jo
in

tin-

interval

whilr

rties

<A

(i)

n^-^6;

\\}

(ii)

lini

'<'-

if

Jo
\vh.-iv

ae

.1

and

a COnfltanl

i-

is

taking th- limit

in

ti\.-d

ii

= f^6,
rded

arl>i'

I'ndi-r

).

lii..

\vh.-iv

d.-nntrs

/'(())

Km-

\vr

liavi-

tli<-

"n

liinii

from Art.

his.

< <
r

j|'

j,

444.

/>,

(/.-/OlAOj-MOl + AMOX /,<(//-//.


where

//.

an-

tli.-

u})]n-

and

lo\\cr limits of

)]+//'I

Jo

to

bom

(i)

bhal
if

tj

is

A-A' <*A,

//-//

|/-V(0)'<2.l|.'
tin'

irn-att-r

//'

and

A'.

<iM.

''

v
6.

>

**

INFINITE INTEGRALS.

448

Now

choose

c so

c,

make n tend

it

follows that

that 2J.[/(0)~ /(c)]


Since lim

to infinity.

< e;
r\

n >oo

[AP.

III.

and having fixed


by condition (ii),

lim/n =

Hence

This result can be at once extended to any function f(x) of the


type considered in dealing with Dirichlet's integral (see p. 444).

Integration of series, when infinities of the intein the range.


occur
grand
It is obvious that infinite integrals are excluded from the
175.

discussion of Art. 45

one case of practical importance presents


the terms of the series are of the form (p(x)fn (x),
where <j>(x)-*oc at, say, the upper limit b. Then we can easily
:

when

itself

establish the following result

A. If

2/w (o;)

converges uniformly in the interval

(a, b)

and

b
|

0(05)

dx

convergent (and has the value J), then

is

-2

n (x)dx.

</>(x)f
J\a

For then we can find m, independently


it

m /()]<*
b

Thus

t
m
oo

It follows that

At

<t>(x)fn (x)dx

/
Jo,

the same time

< J^
a

p>m.
(#)

dx=*J.

d>(x}fn (x)dx converges, and that

we have

-"2
Q

f
Ja

*</>(')/(<)<**

find

-I

and, since

so that

Cb
I

so that

Tims we

of #,

t/ is fixed,

-'a

we can determine

to

make

27

as small

as

\\-

174, 175]

th'M.-fc.iv

!"

iiiu-t

the h-ft-hand >ide

is

independent of m,

^)i/.w*r-SVw

Thai
Ex.

440

in the last im-ijuality

but

and

This caso

1.

illustrated

is

l,y

.SC-lJr-^^k

Here

th-

-r

uniformly from

roiiv.-rurrs

log(l+./v

to

but

-oo as

On

other liand.

tin-

y also

to be uniformly convergent) as

se
\\

CM n

the

th.

often justify term-by-term

oivm

/us
r

flu>

wln-n

integration

tliis

by

may

liappens,
means of

Suppose that

B.
Unit

t.-nd to oo (or it

-l>\

<

</>(x)

fn (x} "'' r

>i>tfral

is positive in
''H
positive,

interval

////

/o.

(<>.

'

convergence of

fb
'-'',
.

n
or

21

II

<

)'/.'',

J
///

..lvinis that

|in.\vd

i-

Imth

that

<llhr of

-..nditions are

th-m

In

necessary: the only point to be

i-

W,
tli.-n,

/' /'//'-''<

|/
-it

<tses

iM-.u'.'itiv.-,

as S t.-inU
:iat

if

riih-r

liiu

a-*o

.f

-'

and

/.-n.

t<.

lim

thr

..tlirr.

the

lim

t"

tin-

fuin-tii'M

Thus, as

infinity.

iiit.-i

li.n

m-*

and
\al

|lim/\(S,

U-*o

tht-ir

values are equal.

(a, />-6),

so that

..(1)

lil

lm-H

[.8,

Ait. 31(5),

m)\

5_M)

/"

in

the iT]K';itfd limits

In.
I

and

//<

450

INFINITE INTEGRALS.

Similarly the other repeated limit

is

established

for

III.

seen to be equal to the series

is

(*)/()<** ......

Hence the theorem

[AP.

if

............................ (2)

either the integral (1) or the


and their values are equal.

series (2) is convergent, so also is the other,

Ex.

An

2.

application of

Plog(l-*)
V(l-*)
is

is

rJW(l-*)~
easily verified

given by the equation

4/2
2.4 2.4.6
+ +
+
+

*dx

gfi

Jo

This result

Theorem

3\

directly

is

found to be -4, and the sum of the

Ex.

2,

p.

where

3.

The

and

if

C.

Another example

B
p=0

and Theorem

special case

p= -\
When

is

expanding

#) instead of log(l -#).

!/>/(!

given by

Here we use Theorem


to include x=l.

jt?+l is positive.

interval

parts, the
series in brackets is 3

42).

We get another illustration by


Ex.

"7'

by integration by

integral
(see

57779

to include

x=Q

in the

gives

the integral can also be evaluated in finite terms.

the terms

we can apply

are not all positive,


case either the integral

fn (x)

a similar argument in
b

Ja

\<l>(x)\{2\fn(x)\}dx or the series S'P|


Ja

.
|

|/

Here we write

converges*

and then, under either of the given conditions, Theorem B can


be applied to each term on the right-hand side.
Of course
these conditions are easily seen to be sufficient only and not
necessary here.

Thus, for example,


n (x)

*
vol.

= (-I)

n-1

xn

if

a = 0,

ft=l,

vol. 35, 1905, p. 126; Bromwich, ibid.,


It should be noticed that the argument fails if we only

Hardy, Messenger of Mathematics,


36, 1906, p.

know

that

1.

fb
/

<f>(x)[Zfn (r)]dx is absolutely convergent.

175]

we

VI

iJ-i; VI

!-.!+..= r

i-'.-f
althnu-1,
Ex.

1,,-re

To

4.

2|/(aj)|=

H -

''

And

'/./

-r

diverges.

Jo

Theorem

il

(see Arte

.I'-~r

.'

('.

-..

-iy-'.'-'
Here we
diti"iis

ik-

.(.r)|

(1

But Theorems B, C
which

caaefl

d<>

in

thi'iii^-lvi-^

|ii-.-<mt

t>

Now

an =

].V

'I'll'

"i-

BO

In

as

-1
}
:

(\ -.<)-

+ 1>0.

(i-.'-y-',

is

.Ms,,

in

put
1

and Theorem
j.la<-t-

of

<\+, -)-^,,

8.

(1 -fa:)

.f

./
,

on

tlir

i-iu'i

tlii>

it'

is

/)

n,

th.-n

tin-

s-rii-<

the \alu-

n-dmvs
..f

the

to

-log:>,

intr^ral

and

tluis

it

mu

To

illustrate the result given

\\

p.

H>0);
this

is

and

tind

thai

6.

<

,--./..)<";

Continued.

Ex.

the

in

'.

];iiti'-i:l:ir,

verified

if

MI.1A--1.

.-...ili.-i.-nt

'I'll.'

iiinl

integral diverges

'Ill

pn.c.-.-d

/'

tin-

^]

}>ow.-i--

:i-n useful;
n
\>t
_
n \x

/(

''

If

with

.li-alin^

Oonrider the integral

because

and do not

5.

gives

number of comparat

nut sutlicr in a

any really --.-iifral tln-nn-m. In


BerieS, the n-mark made at the top of p.
and in some cases we can apply The. -ivm ('
lim
and tln-n
n '/.,).
taking X to !

Ex.

COWK' und'-r

following example

aid th.-n the con-

n particular, />

simple

=1

Caresati

..I

valid,

beoauae the resulting sen

rges.

is

easily

INFINITE INTEGEALS.

452
Ex.

are given

\_

2^-1

Further applications of Theorems B,

7.

P(lpg^)^
1 +

l'

From

we can

Jo

-C

the last integral

J^ +

By changing

8.

by the equations

obtain the results

or =

Ex.

III.

^"^

-)-

yr

or = 0,

we

[AP.

- 7T 2

if

# = 0,

if

< 0.

the variable in Ex. 6 from

to

where

.r

= e~

find

cosh (bt)

r=
I

Jo

,.

irrv\^--r
2a
\2a

cosh(atf)

Similarly, starting

from the equation

which can be established by Theorem B, we find


/TT&\
rsinh(&0v/#= TT
_tan(
),
2a
\2a/
smh(aO
v

Jo

176.

Integration

of

an

series

infinite

over

an

infinite

interval.

The method of proof employed in Art. 45 does not justify


the deduction of the equation

r *<*

Ja

from the knowledge that 2/


all values of x greater than

7i

(#) is

uniformly convergent for

fao
o

|^(0)'|(2(B

is

con-

175 can
vergent, the method used to prove Theorem A of Art.
be at once modified to establish the desired result.

But

it is

often necessary to justify the equation


is

r\<j>(x)\dx

divergent or

2 fn (x)

when

either

can only be proved to con-

175, 176

INTEGRATION

tli'-n

new

sunn-

test

be

Thus

t'--I-

\ai,i|!<

;(.<)

..

(.r)=0;

.-f

maximum

tin-

limit

its

and

i:*

nil'onnly
iut r-ihn-M|.

must

and

Ol

in

-r^es uniformly to

interval

any

S.

t'oi-

= 1,

'

BO tint

lim

$,(*)<&?-!,

-'JO

and

tin-

same a

tin-

DOl

ifl

[lim

'

H-KB

This

ilia

,,

<^>(^)

tin- Mtlin-

ari>-s in tin-

liili<-iilty

dor
|

diverges (because <(#)=!)

such as the expOOentuU

ijiti-irrati"!'

whirli oOOVergee nnifirmly in any ti\.-d int.-i-val (wliidi


r
((.nv.-i'p- uniformly in an infinite interval.
arbitrarily L ivat l.ir
)

B.

Many

follow in--

cases

<>f

//'

impoi-tance are covcn-.l

j.r.^-tical

brndy

/'//

cvnyfia
is con!' u'linut for all

II-/K /<

if (f)(x)
x

tl

ly

it-

'

Of

= b,

''

f\.

X,

</>(x)fn (x)dx;
I

provided flif
'

'

./

/-/'////

/////////

^///

/'/X-^)

"/

}</.'.

//"'

Ja
)

!/(#

identity
r

$/.H<+WH/.+l/.U,in

on

at

In this

-a>c

this

|}-l/|.

th

iiu-

i-asi-

in

which

</>

and

f"

r,

are

the function

eases as

raaM

';

intcr\al m.iy

The

i"-

il!u-t i.ited

l<T!i:-

nil"

inn

the

-..f.-nnly

hut m.iy
all positive

l>y

repeat

;--ntly

mil

to /cro in
;

the

<.<

t\

^hitrurily great

values

ai.

any

>'.,(.

l'.r-Mi).

ii

the latter converges unifonnly to zero for

INFINITE INTEGEALS.

454

arguments given in Art. 31

prove that

(5) to

if

[AP.

lim (lim
A.

X*>

fJ.

F(k

//,))

ill.

exists,

>ao

so also does the other repeated limit, and the two limits are equal.
But, in virtue of the uniform convergence of 2/n(#)j we have

so that

lim {lim F(\,

ja)}

=
a

A->oo fjiHB

The other repeated

and

so the test

Ex.1.

limit

seen in the same

is

Jo

is

positive,
|

to be

established.

is

Consider

where a

way

and

sin(fe^)

b=p + iq,

= [sinh

ax

where

q\

= s<a;

since

2
(

,.00

and the integral

Jo

convergent, it follows from Theorem B that term-by-term integration


permissible,* because the terms in the series

is

are

Thus we have

all positive.

in(fo)
a

In the case

and

2.

*-l

when a = 2?r,

so in general

Ex.

it is

this expression is equal (by Art. 93) to

equal to

In like manner

we prove

/sintfcc) tf. 'Jo

2Lb

that
6

*"+!

= in_
by Art.

is

_jr

__

"1

a sinh (irb/a)J

92.

Note that exactly the same argument enables us to include

integration, although the series diverges there.

iu the

range of

l.vi

176]

Ex.

BGRATION

Taking the case a = 2jr, expand !.<>th ikUi


powers
the theorem depends upon the integral
CMS the application

3.

In this

,-HMh_{|

e*-\

irh .-..nverges if

Thus we

|6|<27T.

find

[*a*-*dx_B r

Jo

d compare Art.

see A.

Ex.

4.

Similarly,

l.y

K\.

17.'.,

7.

in

-xpuiidiii-_:

powers of

we

.r,

find that

it'

>S+-)-F
And

\vitln ut
.

iv>triction

r e-^cofi

on

6,

the valuo of

l'(.l),

r(j?), ...,

6*

VT
/ ^\
^/i
^v
+ 5i~2---- \ = iT7~
^/l
2a ex P V(- /
2\
1

N^

we have frm
1

However, Theorem
For example,

C.

IM

int.

does not cover

cases which are

all

not hard to see that the

is

it

iv|uired.

seri

-rated term-by-term between the limits 1 and


This case and others are

although the test given above fails.*


cover. <! l>y the following test:

flmt

the

series

o
/''.s

series

vn

uniformly

2gn (x)

converge*

>////>///////

(1)

//'.'"/

<<n;i

interval (a,

6),

wltl>

vn

*val

/ M HfoJ
)]././

001

r,il

///

n,s

of(

CI&

[DIM.]
ly Ait.

And. since

wt-

-i'i.

X</.<--)

>

have

uiuf..nnly r..Mvi-ri;Mit, wt- have (Art.

Inn
/" [-/(,-)],/,-- j-*r

[!',/.,(.''

See the second paper quoted on

'

^-.

p. 450.

L_.

.>

INFINITE INTEGRALS.

456

[AP.

ill.

The inversion of a repeated infinite integral.


by no means easy to determine fairly general conditions

177.
It is

under which the equation*


/30

/GO

pCO

dx\Jb f(x,y)dy=\Jb dy\Ja f(x, y)dx


fOO
a
is correct.

Here we
f(x, y)
is

is

shall

by

replaced

when either
when
f(x, y)
converge

simply consider the easiest

positive or else the integrals

still

case,

\f(x, y)\.

Let us write
f(x, y)dx,
this equation being valid (see p. 410) if, as we suppose, f(x, y)
is continuous for all finite values of x, y (or at least for all

such as come under consideration).


0(a?,

p)= Jb
\f(x, y)dy

^r(aj)

be subdivided by

each of length

I,

and

in the rth interval

Now

this

Km

lim
n>x>

lim
/A

Now we

>

F(\

decrease as

n and

(5), Art. 31,

Ui r (fi)}

=lim
n

//)

= lim

shall prove

Jb

f(x, y)dy,

Let the interval

n sub-intervals,
minimum of <J>(x, /z)

><x>

we have

//

lim
p >oo

n-->oo

lkr

if

/v

tend to infinity;!

which gives
I1ir(n)},
1

provided that one of these limits converges.


(3)

last integral.

let hr (m) denote the


then, as in Art. 163,

sum cannot

H><*>

/*)

continued bisection into

and so we may use theorem


(2)

= lim 0(0,
fj.>os

assuming the convergence of the


(a, X)

Further, write

Thus

= lim h r (fi).
/a

>>

below (see the small type,

p.

457) that

For wider conditions, see a paper in the Proc. Lond. Math. Soc. (2), vol. 1,
and other papers quoted there. Reference may also be made to
Gibson's Calculus, Ch. XXI. (2nd ed.), and Jorclm's -our* ,rAnnli/e t. 2,
71, 7'J.
t As regards n, see the argument of Art. 163; and 0(x', /t) increases \vith
(because f(x, y) is not negative), so that the same is true of
1903, p. 187,

REPEATED

177
1

minimum

the

i-

/,.

.!'

NTK<

;it,\LS.

]!]

>//(/)

//.

in

tin-

inter

/'th

'

inn

;
:

*
iiii

->

v.

fA

//',.=

the integral in
>p08ed c-onv.-r^.-nt (other
tin- equation (4)
n (I) would be obviously meaningless
that tin- ri-ht-hand limit in ("2) exists; and BO

Sine.-

-1

).

made above

1'Yum

justified.

the

'

(illations

(3)

hat

'

Jb
:.

dy\

/(.',

thai

and similarly, we
to tip

in

'

la

\'.iii.

.-

that
>f

th'-

/'( \,

//)

s.roml intf^ral in (1) is


taken in the reverse or

.">

above is correct, provided thai both

>

and

are

be seen that

tiff

\\

>till

'

'

!:

all

remain

to |.|-HVf

/(

either

(lr.

nd the theorem to cases


the integrals

M|iial
1

{,-

ill

fJL

decrease, as X and /JL increase, so that


of Art. 31; and we obt

a}nly theorem
foussin'a theorem
i

li
I

\>V

timl

limit

bed

,lim

/<

:!imt

we

y)dx=\J dx\Jb

JO

dr

is

'

and

B,

<>f

tin-

'+ j

fin

reds

rep

in place

\\ht-n /'clia
nt

\v-

of/)

!'-il

when f

put in

is

that

pi,

tll.'ll

//J

l-'i-uii

and

BO,

th,-

OD

of

ilriini;

iinl

tnal

hapiK'Hs that

hat

<!>(/>, />}

^(p)^i'

also;

uiiniinu:
\//-(./-)

in

tin-

Ln(

Art. 17_

iii-

.'

that/

is

convergence, aa in

458

INFINITE INTEGEALS.

But

if

^}>k^.h(^\

(f>(p,

it

[AP. HI.

follows from Ex. 21, p. 395, that the equation


let
M denote the

<(#, p) = k has at least one root in the interval (p, q)


least root.*

so that

i>^ju,,

and

therefore tends to a limit

<X">AO = <K",

Again
so that, on

making

As an

where the

application

real part of

and

have seen (Ex.

(5)

we

is

we

as v tends to infinity.

= *,
we have

find that

^ ()=,

1,

is

therefore

shall establish the equations

and the arc tan function

positive

is

determined

Art. 176) that

therefore

fY-(_L
Ve'-l

Jo

Now

the last integral


00

-vu =2 r^& ri)&.


e*-\
2/

is

e^-i

Thus

f"
Jo

dt
I

dx <

e'* =e~

and

Jo

Jo

absolutely convergent, since

sin (xt)

^^o?^

^Zl = 24'

fl e2| " -!
35

Jo

which proves the absolute convergence

if

we

write

If the equation has

is

'

we can

therefore invert the order

and we then

find

xdx

^-\-i^ in the last equation,

under the integral sign, between

reader

'

2/

an

infinite set of roots,

is continuous)
are also roots (because
which is therefore the least root.

fThe

3 Art

"

Ve'-l

Now,

^ < -V
122'

r w_j__ 1,1^=2
Jo
Jo
respect to

Ex

if

n (**)l

of integration without altering the value of the integral,

which

'

o as to vanish with x.

We

")

v tend to infinity,

Thus Vr(f)^|, and so from


again the minimum of ^-(#).
Ex.

v>p, we ha vet

if

Then,

and

we can
oo

integrate with

for

the limiting values of the set


set attains its lower limit,

and so the

advised to use a figure in following the argument here.

THE GAMMA INTEGRAL,

177,178)
this

80 that

tli.ul.l.'

Similarly we tincl
aU..lnt-ly convergent.
onvergent, since (a'+Jf'liSft so that

is

intr.u'i-al

<

xdx
Thus

\\r tiinl tin- furtli-

-<-

JT<

where y =<)+"/

The Gamma-integral.

178.

In

We

we have

42

Art.

now

shall

integral \vh-n

seen

th.-it

express this function by means of an infinite


n-al ]uirt of l+ic, is positive.
tln

a.

Write

/,

= P y x+s (l - y) n ~' dy,


Jo
we

thru, using the

method

and so

I /In = n\/{(l+x)(2+x)...(n+x)}.

by

parts,

find that

/n = l/(n + l+aj),

But
so that

r(H-.'')=lini //'''/o,
varial>li-

tin-

chan^in^

or,

of integration

l>y

writing

////,

wu

hav.-

'<//.
r(l+a;)=lim f'Yl--Y/
n->cc Jo >

We

can apply Tannery's tlu-nn-m (Art. 172(4)) to the last

integral;

for

we have*
l

\e~

and

t'-(\

</ 1+

/cJ

p-^itiv') the intr^raiid converges to th' limit


in
unit'ormly
any _//./W interval I'm- /. Further, \v- ha

so (since a

is

^ent, because a

is

too
o

Actually

-'-(l-*/w)

- e'(l -

is

=
-j

positive

and

e'M -

less

^dv,

than ^/(-'O-

so

that,

when

positive.

is

po

INFINITE INTEGRALS.

460

Thus

the conditions are satisfied, and so

all

r(l+a)=fJo

somewhat

[AP.

we

III.

find

e-'&dt.

similar integral can be found for Euler's constant

we have

seen (Art. 11) that

lim
n

But

>vo

l++... +

Thus we

on writing x=l-t/n,

find,

And

C=

hence
and,

by

1,
[Ml-fl*)"}f Jif(l-^
n)
V
nj
V

lim

n-wo L/o

method

the same

t -\

we obtain

as before,

as the limit

Since

we

see that

lim

Another form

is

(
[^ j

f*J

easily obtained

- log(l +

8)J

by changing the variable from

to

.00
f

in the integral

number

e~ dtjt

this gives

of definite integrals for

can be obtained from the expression

-lim Hog 8+ Te-'t


g-^oL

Amongst them

It

is

are the following

J$

easy to see from Art. 180 below that

Useful properties of the Gamma-function.


1.

When x

is

a positive integer,

we can

write

STIRLING

178, 179]

result whit -h

is

also easily obtain-.

of int."_ri;iti.>M

ni.-tliM(l

POBM1 LA

n-.m the definite integral, using the

'""7,1,

-x)(2-*)...<n-*)
!

>'

)(2-.r )...(n*-^)

)!'
,.

Writing # = $

:*.

(An.

.i.)

the last result, \\-

in

ti:

T(i)

i*

}><

^-*
fir).

;i) =lim

Thus

I (-'.'+ 1)

this last expression does not contain


a result
tlii-

putting '-();

by

ajijiealin.u'

179.

we can

find its value

by

which can also be obtained

directly t> the detiniti>n.

asymptotic formula for the Gamma-function

Stirling's

when x

,:

is real,

large and positive.

In tin- integral

F(l+ .!)=[J
niMxiiiiuin

tin-

so

it'

<>1'

tin-

in!

.-rand

is

6~ maP and occurs for

we write
"*",

tin-

range of valnefl

to thr range (0,

Thus

for y will

oo,0, 4-oc

oo ) for

r(l+)

.'

Now, taking

lnr;iritlnus.

\v.-

li,

t/0)

so that

i-nnvspmul

= J\

INFINITE INTEGRALS.

462

But the properties


y lies between*

of

[AP.

III.

the logarithmic function shew that

x-

2
,

and

Thus, since y has the same sign as

we

x,

see that

lies

t/(t

x)

between
t&

/y,
\AJ

(\2/
2)
Thus, (o5/2)*(l/y)

And

therefore, since

must

lie

Hence

/i
I

(I/-

/
V

_.

^y

a;)

/(

<a

/
/i /
l> I \l/

Tifi

<Aillv4-

\fiJl

= 1 + x/(t

0"
W

i
!

we

a;),

see that

between

-7-

ay

-;

lies

between

and
Accordingly,

where
|

/r
\AJ

between

lies
tAs

ArA^/v

/ tA/ \

-i

and

<2

we have

Nowt

|y|e-^dy =

ir*

[
J -c

J -GO

and accordingly

-1
(2vttV

Hence
or,

as

we may

We

have,

e-

it,

.(t-x)lx = r,

if

which obviously

write

lies

y^x

between ixra and $#T2/(1 +r) 2


(

e- x x

(Art. 178 (3).)

OTHEB POBM1

179, 180]

Again,

we
)] < \c2irx) -2],
^
(./+i) log a-a;+ Uog(2?r),
log T(l +*)
-2

so thai

usmI!'

1,,

ml.ol

-\

we -uUrart
log

wr oUain

co

!'(.!)

<

-0+ilog<2T)

(.1--

nirtlio.l

(\.

t*60

tin-

"ii-id'-i

IJ.u\

to

.hi.-

is

Journal

Ex.

sense explains! in Art. 133.

in tin- rxt.-nd.-.l

logOJ,

Eon

'I'll.-

his

'\/

1.

wlio gave

ill.-,

L846,

it

ill

*64)

p.

value of

*<-r >="

r
(

,')

r+

D - p (* +2 5 1)/r6l( *

ve integer.

change X to r+1,

<M.<-+l)<M-'0 =

= ^(.r+l) = ^(jr + 2)=... = ^(ar+).


</>(jr)

Hei
n

or,

n"[.'{.'-

\ve see that

//

tlir

u-iiiir

is

large,

r(y + a)~

asymptotic formula

r(j/).?/'

ab--.

Hence, as y tends to intinity, </>(//) tends


WC hav- alrradv j.mvril that /.(.'-) = ^(r +
great positive

The
180.
\Y.

>]>ecial

iiiteur T,

case

>> that

n=2

has

\vi-

IM-.-M

Hi -nr.

t>

(lisni,-,l

17:>)

the limit (27r)^ (n

where

),

must have

Integrals for 1- Til


have j.rnvnl (K\. 1. Art.

a, b an-

x. that

f/>(.r)

in

= (27r)^ (n ~

Art.

that

is

if

178

~ 1)

//

rwl

/"'/V

"f

+./

la

(4).

the real parts of

w-

positive,

II

'0

log Til +.'


f./-)

and

positiye,

If

n*,

an arbitrarily

]'

hav.-

464

INFINITE INTEGRALS.

Thus we are
S(x, n)

III.

[AP.

led to consider the function

=x log 7i -f V log f--^\r-{-x

i
60

(e

-._ e

/7/

-*)9+2 JO (1 _ e

"i

Now

7i),

It is to be observed that

say.

both in F(x) and in G(x,n) the

integrands are finite at t = 0.


For if t
2-7T, we can write (Art. 93)

<

so that

and

similarly for the other integrand.

Thus,

when t<l,

cannot exceed some fixed

'-

value, independent of

than

|oj|H

6 ~~

is positive).
t,

+1
z-,

but

because \e~

xt

J.

if

<V

>

this expression

(since the real part of

Xe- M dt

Then
or

<X/n,
lim G(x, n) = 0.
n >oo

Hence

less

l+o;

Thus we can determine a value X, independent

such that

so that

is

logr(l+a) = lim S(x n) =


t

of

180

MM

This

in

in'

divided

I..-

logr(l+)

.....

ii,

and we

parts,

,/,/.:-.',.

wH

'

expressi(,n following lV-.ni the


this runs)'. rinat i< n is

last

tin-

The advantage of

example of Art.
due to two fa<

the value of 0(o?) CftD be i'-Miinl in termfl of


functions; ami secondly that \//<r) tends to zero

that

to

find

such

in

/:

the course of the

in

<1

:-

The

is

the real part of

limit

also 0,

is

when

/;

tend

^(.r).

Thus we

see that,
--./

To

-s.

we

posit

we have

A:

:i.

to

^ being kept

-'"')

^[(,--D^'+()-;
Kx.

478).

p,

irds

l.y

tends

we proved that

Thus when 5 tends

,/.

el.-im-ntary
if |a;|

also tends to oo

of Art. 177,

example
B)

where

the real part of

that

way

177.

detei mi

j'

|f

J=

if

+ A.
.

7s.

which

-'ives

-log rt- r-hl) = Hog7r.


)

logr(aJ+i)+l<

Thus

\ve ha\

lim
n iiis.-i-tin- th,- value of

whi<
lin,

1.

+,'

I,

-I

-J

.)

-^...oj...^,,.,,

or*

"

Tlu'

I.S.

valr.

478).

lllllla

INFINITE INTEGRALS.

466

[AP.

Thus we can write


log T(l

+ x) = (x + 1) log x - x + \ log
i

where

2
^\ = o

and

arc tan (Wo;)

2-Tr

+ \/s(x).

|Vr(aO|<l/12f
have a formula

It is often convenient to

and varies

is real
if

Thus,

where

we

neighbourhood
x v _j_ ttj

large and a may be large, but is of the order


obtain the asymptotic expression*

v is

we

most,

in the

write

for r(l-fo5), when x


of a fixed large value.

where the error

is

of order

\]v at

a/v.

Hence
In several books on analysis, the integrals for logF(l+#) are found
different method due to Dirichlet.
In outline, this proof is as follows

by a somewhat

rr
:

(1 )

Differentiate the Gamma-integral,

e-

and we

00

logtdt = jQ e-

(2)

Invert the order of integration, and

(3)

We

find
r

dtjo

we

//i
(e

--e-<*).

obtain

must next prove that


lini

and then we have

(4) Finally, if we integrate the last equation, we arrive at the same


integral as before for log F(l +./).
The reader will find it a good exercise in the use of Arts. 160, 72,
1

177, to

shew that the steps

in Jordan's Cours

*We

have

so that here

we

get

d Analyse

(l)-(4) are legitimate.


(t. 2,

2me

6d., pp.

Proofs will be found

176-182).

4J7

in.
I

i.\

LMPLE8

Tests of Convergence.
1.

Mci mine

the valu.^

^i-'cosjfdSr,

/'

.f

whi,-},

fol

O,

tl,,.

integrals

(2)jV'sin*<i>.

are convergent.
iMscuss

2.

continuity of

tlio

tin-

/"*

intBi

l-2ff
'led as a

function

,,f

Sketch

y.

hisousB the convergence

3.

the

.f

its

graph.

[JA/'//.

EM

./;.

0<K;_i

If

4.

both the series and

2
*
liv.-i-gent

and

if

tin-

intrgral

/'

+"

,^

>\\\ i'H'

.r"

although both converge

a>0,

int

if

5.

*,

1'

tin-

inf.-r
'(.')

is

convergence

of

171).

[HARDY.]

prove from Art. 1W5 that

n-.-m

and

'

that of

w,-

/"*
j

Apply

tin-

if

(")

dedii'-dl

lie

ii

6.

the

/(.)/.;

provided

in<>n<t"nic.

Similarly. sh-\v that

ll.-

When f>^,

a=0.

l><>th

convergent.
Reconcile these results with Dirichlet's testI

is

iM<iiii.t,.|iic

from that

sequence, th- OODTergOl

of
thai,

ni'-t'

if

u, /?,

y are p<-

integral
*
if

-'.

-;

Dedu

and di\.-rges

-l>y>0

and

/^ + yi
+ y> -.

if

^3

egral

[<

ic

Shew
that

no

that
test

l,r

1,..

in the la-t

te^rand tends steadily to zei


of the Logarithmic scale suilices to establish the
convergence

of the int'

State and

p:

[H

\.

INFINITE INTEGRALS.

468
Shew

7.

that the series

[AP.

n a-l

if a is positive and A is rational (in contrast to the corresponding


But if A is the root of an algebraic equation of
in
Art. 166).
integral
2m.
1, the series converges if /3>a
However, irrational
degree

diverges

m>

values of
/3

A can be constructed

for

which the

series will diverge,

[Compare a paper by Hardy, Proc. Lond. Math.

Shew

8.

whatever

be.

may

Soc. (2), vol. 3, pp. 444-9.]

that the integrals

/cos {/(*)}<**,

pm{/G*)}db

are convergent, provided that f(x) tends steadily to infinity with x.

Prove also that

f'(x)sin{e

f'(x) tends to infinity.


[In the first case it
as

we may

f(x)

convergent no matter

is

}dx

how

rapidly

not sufficient that f(x) tends steadily to infinity,

is

by taking /(^) = x]

see

/-oo

/ cos(x )dx

and

2
s'm(x )dx are convergent,

2
2
prove that 2cos(ft 0) and 2sin(% 0) cannot converge
(see Exs. A', 13-17, Ch. XL, and Ex. 10, p. 485).

if

B/TT

is

rational

Change of Variables.
10.

If

intervals
x,

g()

is

an odd function of

(0, JTT),

TT-X, x

ir,

ZTT

TT),

(Jir,

...

X,

(TT,

|TT),

prove by dividing the range into


and introducing the new variables
,

...

respectively, that

provided that both integrals converge.

Deduce that
tan~ 1 (asin.r)

H
/

11.

of f,

(log

COS-.-')

Apply the same method


and O^K:-^

= ^7rsinh~
dx

7T

to prove that,

log

2.

if

/()

e--

cos

a>0
(!)

/(

sin,)$

>i"
=2

sn A>
V( si

(Ex. 15.)

a,

[WOLSTENHOLMK.]
is

an even function

ill.]

<>

-2
in

i.-,

[It

in

lv\.

17,

the intrgi

all

th;it

:n.

p.

Illustrations

12.

,f

cos 2nx] dx

oowe**-

p)a(

understood

'*"*

+ 2 cosh(Ka) 2

[*V(sin .r) [e

869,

|>.

rge
K.\.

.-iii.l

the series used are

:..

the last exaui]>l<-

(1)

(logC08^)~=

-7T,

(logcos .r)(logHii

1).

^
ami

similar formula rout, lining log

and log A(l -

sin'-'.'

Ol'>g(l

and log(l

similar formula <-ontainin_


-

but

this case then-

in

is

no

Differentiation
Cali-iil. ite

the

tli-

j)i

and HARDY.]

and Integration.

inteL:

o\- that

i>

10g

linn
lu-in^

>iu'n

ambigUOCU

limit

with l>^-\

[I

,=jf
and

-e'**).

lin^ foriuula
.

13.

1)

+*-

not the

same as

i-

tin-

the sign of

'lain

this

why

integral

[STOLZ.]
14.

l'i'..\-

I'.v

di"

n,

or

l,y

.xj.aiidniL:

'

liy

:lls

jwwers of
l)S

jt

in

iv

writing

dillrn-ntiati.-n

and

/b\

whi-r-

a,

that

!
o'

i>

real;

and

INFINITE INTEGRALS.

470
15.

[AP.

Prove similarly that


/

-f

log (1

and

j^log

(1

a sin x)

=
S1H 30

[TT

sin" 1 a

- (sin"

By

a)

+ a sin%) 4^=* [v/(l + a) - 1].

Obtain four other integrals by writing a = i/3.


16.

[WOLSTEN HOLME.]

integrating the equation

fSrSS*-!^ where a>0


with respect to

y,

>

prove that

and so on, the terms introduced on the left being those of the sine and
cosine power-series and the terms on the right being those of the exponential
series.

17.

[Math. Trip. 1902.]


Justify differentiating the integral

f^tan- 1 (a2 tan%)^,

(a

>0)

under the integral sign, and so prove that its value is 7rtan~ 1 {a/(a + v/2)}.
2
2
Change the variable to 0, where a tan ^=cot 0, and deduce that if
we put V< = 2a/(a2 -l),
e)

an

+ ta n 0J
cases x = 2 (Wolstenholme)

(1

Examine the

special

and * = 8 (Oxford Senior

Scholarship).
18.

By

differentiation or otherwise, prove that

jftan-'(a*)tan-'(&*) J-Ja- [olog (l

19.

By

if a,

+^)

differentiation or otherwise, prove that,

6 are positive,

+ 6 log (l + |

if

is

positive,

osin

7V/;>.

1892.]

171

ill.
I

20.

>li.-\\

are positive, a being the greatest of the three,

},..

<io:

= 4^,

COB &r COB or

>>6 + c,
if

ITT,

Deduct-

a<6-fc.

integration that

l.y

e08ar-^

= i7r&,
i7r(

if

+ &-c),

if

a>6 + c,
a <& +

<?,

'

> 6-fc,

/<& +
In

particular,

10,

or

Prove that,

21.

if

t>

"2
II

The

22.
:

*TT,

<><f<2,
'.

^i = i-

...aft^r.

:MER.]

integration

l.y

by

irivt-s

v.,,

f/*"-

,s,

^.l'/-'

.0,

(^^l^S^^jp
,=(-!)"

(1

!'.!:>,

1'-

log^p

" .....

I'.l"'

I\la2"=0.

similar formulae f-T intr^rals which contain

'lish

<?.

+ ... + |a*|,

rili(

if

Exs. 20, 21 can also be found


at once

results of

this iiirtln.ll

Jo

if

sums

of sines;

and prove that

--...}
tin-

Miuiili*

in

tin-

1.

racket being i

or i

Dirichlet's Integrals.
23.

Apply the thfoifin

of Art.

liu. \' >(r


c-M)^0

and deduce

17^ (4) to justify the equation

+ ,-t}e-dt=^

that

'(y)-<*-H*dy =

>OC J_ao

'-

li,

[_;(,-

+ o)+

r\.r- 8)].

8 *0

[\VKlKi:sTRA88.]
24.

Apply

Alel's test of

4ence to prove that

in

inonotonic (at least after a certain itage)

-'(OX

according

c,

zero, or positive.

i/(ox

if

/(/) is

INFINITE INTEGRALS.

472

/ f(i)dt

is

[AP.

convergent, then

/ "cos (xv)dv j
and the same

result

true

is

the cosines are both replaced

if

by

sines.

[FOURIER.]
25.

taking /(#) = e~

By

ax

(a>0), deduce from the

example that

last

/""acosO^y)
7
2 *-

TT

-i<" =1

-W^

Consider similarly the integrals given by taking f(x)

from # =

d/(#)=0 from 1 to oo.


26. From the integrals

to

1,

[FOURIER.]

,ech*=S/>iS**,
Jo cosh Trt

sech%=.
sinh

irt

prove by the method of Ex.

Art. 174, that

4,

* cos
(2^7r.r/(o)

TT

o)

cosh(?i7r /w)'

2?r
(o

e -(x+no,)2

n cos (2w7T^/w)

~&

sinh (w7T2 /o>)

-OD

).

O)

_a

[SCHLOMILCH.]

Integration of Series.
27.

Prove that

(see Ex. 42,

p. 167), if a, b are positive,

a cos% + 6 2 sin*#)<far = TT log

and verify that these results remain correct when


Deduce that, if r2 < 1 and p, q are positive,

/" log (a

,
r

9sn.r

Jo

Compare Ex.
28.

2, p.

cos^cty

Jo

H-2^cos0 + i

and verify

<t

= 0.

_7T

7,

Ch. IX., prove that

= 2_tanjr^
"
(1 + ^)'

/*"

Jo

f'tan-

this result

and when

**py

f/<

Jo

347.

Using the series of Ex.

Deduce that

l-t4 /unf9

by expanding

in

= 8tan-/. tanlrV,

pmvrrs of

/.

[HAHHY.]

LMFLEa

in.)
29.

Ki-.-in

:1)
I

a!-,

Sli.-\v

7r

f*

30.

1^7+r

Bn

I'n.ve th.v

(1)

suin

'o

A\

(I

\7r' )

175>

!
Euler*! nuinl.*-:

ii

lly

(\ -L

:.vcos*+r*

r\j;uitliiiu

powers of

in

u,

-i

=
31.

Kroiii

tli.

Jo

logO,

-('-i'

--)

*10j

^rr'.
;

(V..ni|.;ir.-

tt-mliii^ tin-

32.

I'ul.-

t"<>!

'

IT"'

t--i

l"

in -l.y-t.-i in

iu-iit'\

tin-

Mt

th.-

..nly
n|i

[W..LSTKNII

ditli-Milties

arise

in

to the limits.]

following traiisfunnat

-J
= 1 _i
[LKGKNDRE.]
33.

shrw that
\it. 176),

ami verify
34.

[\V,

It'

tin-

Mtih

equation

1>\

mak

30.

that

474

INFINITE INTEGRALS.

Gamma
Use the method

35.

[AP.

Functions, etc.

shew that

of Art. 106 to

if

the real parts of

r, s

are positive,

and deduce that

e~ xt tn

If

36.

Cf=Jo

-l

3_

3f~

and hence prove that


using Ex.

By

r<a

co$t.tn

Jo

#=+iV? and

>0, shew that

'

U=T(n)/x

in

'dU_

<sj"!"-T*r
n

if

Art. 172, deduce that

2,

-l

where

dt,

n>0.
if

/-

dt = T(n)cos(%n7r\

and verify that the

smt.

JQ

last result is correct if

l<n<l.

Obtain the corresponding formulae for


/

coa(a?)dx

If the real part of

37.

and
lies

si

between

[CAUCHY.]

-k and -

where k

is

positive integer, prove that


.

[Apply the process of integration by parts

Shew

38.

that

if a,

ft

to the integral for

[CAUCHY.]

r(

are real,

# = 117, shew that

If

dx

Tf
]

express

A B
t

in

terms of Gamma-functions, and prove that

Assuming the value

of F(f) given in Ex. 41,


;4

40.

= 1-311029,

deduce that

=0-599070.

[GAUSS.]

Similarly express the integrals

dx
in terms of T(^),

xdx

and so obtain numerical values

for them.

[GAUSS.]

EXAMPLES,

in.
I

Deduce

41.

fr-.m

(In-

K'r<i+*)-jiog
^1

Cs- J
<7&

formula for !'(!+./) that

j,r..du.-t

-C
s

(77

= $i>-* =

also

!.

F-WTMl,

found

fi-'iu

this

#=10 +

writing
42.

If

Shew

2 7t- =

2232,

I..g 10

s.-i

i-s

ami

r(|)=!
that

if

1'

+ i) = re*, then

^=-'301'

'.802-(0-15495)i
Stirling-

>-i ies

(Art. 132),

l-o

is

/.

that

win-re

t-alculated to 7 decimals

ilt

N- r =0-0011928,

fc-U -

log, /-= 1-7 17:11

Tho.-

that

iv

logl(l
will

73-

nuim-ii'

It

[jr|<2,

-jiogQ^+c,*-^-^-...,

:;.

if

.,l

Euler's constant.

xKO-

that

Deduce from Arts.

17*,

that

17!)

)-i

\js(x)+C= f

>lt

Jo

Obtain the particular

where

that,

f(t)=

0)=

<>f

is

|...>itive).

if

^'(4)=i

p, q are posit i\e

-*)} + (! -f)log(l

if

part

results,

fa)-|(iw>-w
Shew

the real

tliat

alflO

43.

(if

11

(-TT/flJl

~0+ 2

w~' r log(l -

w r O>

INFINITE INTEGRALS.

476
Deduce from

[AP.

and the corresponding formula with q

this

in place of

p, that

Obtain the particular

results,

lK) + C= ~ I log 3 + ITT v/3,

- 3 log 2 + Jir.

<Kf ) + (7=

[GAUSS.]
30

44.

Similar results can be obtained for the function J3(x)=

2
o

thus,

IV*
-\-

shew that
/?(#)

+ 0(1 + x) = 1/x,

lim

($(x)

+ 0(1 - #) = TT cosec (wtf),

O(^) - log x\ = 0,

>oo

a;

Tl

($(x)=

lim $(x) = 0,
a:

>

fx-1
(if

^r-.dt

the real part of

is positive).

In particular, prove that

45.

If

/(a)

prove from Art. 172 (3) that


provided that a is positive.

we may

differentiate

under the integral sign,

Hence

and

46.

Shew from Ex. 45

that

rt
I

= log 2 - 1,

sin

log sin

x dx

''sin

(log sin #)*.<&?

f V(sii? ^) log sin

a?

etc

= (log 2 -

2
)

Jo
I

log sin

a;

^)

dx
2
.

dx

= - JTT log 2,
= tir

-f 1

- V,

III.

\ll-l.

l>

47.

.tiati..n

tl

.hi.-tify

th-

..f

..,,.

that

log cos x

^o
/"i*
/

sin

o:

log sin

.</.<

= ATT [( log 2)1 - A

log cos #

71

"]'

dx = 2 - log 2 - ITT*.

Miscellaneous.
Frnin the series

48.

that

it'

the real part

i>

[See Ex. 42 and use Art. 52


49.

and

From the

last

uu-att-r than

n't

UIV.H.T than

(3).]

<K-du.-r that,

example

-I,

if

ih- KM! part "f n

i>

I,

r* sinh

our dor

Ki-.)*,
and hence,

if

rove that

- log 00th JAr,

[JA/M.

r/-

1889.]

si

50.

Ki<m

nd n't

K\.

^n-alei-

B,

Ait.

than

[HA

nhlATT).

cos.
IT."-,

if

thr ival part of a

7fi

that

if

LIP
JTo

15,

[.I/

-HI

p-

=ilog,
51.

is

A,

4.8

1)

obtain the latter sn

<l->,)'-*l

-;d

.r(.r

>]~-(\-ij)'
+...

and a are p

1895.]

INFINITE INTEGRALS.

478
52.

Obtain the

x = 2 (er* - e~ Sx + e~^ -

. .

.)

Frullani's integral to the separate terms.

Obtain similarly the following integrals

where the

III.]

integral of Ex. 49 from the series

first

sech

by applying

[AP.

real part of

is

[HARDY.]

positive.

53. Write down the form of Frullani's integral when


and deduce that when p is positive,
/"*/
Jo

/
sirihpx
W^_ii
~
^
cosh px + cos rx) x

sinhp#

V cosh px

+ cos qx

[Math. Trip. 1890.]


54.

The

following integrals are allied to Frullani's integral

r^dx
(sin

Evaluate the
55.

mx

sin

=%TT

the variable from

Shew from Ex. 3, Art. 173, that of


Iog2-l and the second to log(7r).
56.

Prove that

if

m-n

these integrals

first of

By changing

nxf

is

when m, n have
to 2

opposite signs.

in Art. 180, prove that

these integrals the first

is

equal to

(See Ex. 52.)

positive, the function

V-l

to oo (see p. 234).
steadily decreases as t increases from
By applying
Art. 168, deduce that, if #= + /?/ in the formulae of p. 465,

57.

but

rj

Deduce from Ex. 56 that

if

#+tfy

where

is

positive

and

tends to infinity,

where r = |a?|.

(Compare Ex.

38, p. 474.)

[PINCHEHU:.]

BABY MISCELLANEOUS EXAMPLES,


Sh,w that

1.

can be MH.UM..I to

series

the form

in

I>i>ouss the

2.

"

t!)- ]^*

v|_

10 -

tern

71

may

express the general

<

'{./--

/.*-.]

convergence of the series


1890.]

and

,l++...+-

If

3.

d-'dur.-

Kulfr's i-i.nstant

that

is

{<>

rju;il

"+

1'iove

4.

that,

it'

(w

that

5.

[<

V1

to the limit
.

1111

//

'

'-' }

log{(l +/);(! -X-)}, wluMi


tend-

//,

tend

t..

intinity in

such

//.

-hat

j.).l>,

1
;

.'th.-r

[K<>i

mini:

i!

and
8,

6.

If

dniotes

2~"

rvalisatin::
i'p.

tln-sr

-riea

l.

into

hat

+ * + ... = l,
J^ + ii3 + l*l+- = l'.,

*,-f*4

-|-*fl

+...

= i,

'

'

[>

,12,

L906,

i'.

477.]

EASY MISCELLANEOUS EXAMPLES.

480
7.

If

is

positive, prove that

9
[Write x=e~^ and convert into a double

8.

Shew

[Math. Trip. 1894.]

series.]

that the series

x\.

does not converge uniformly in any interval including


9.

(1) If

1
/(#) = way"- -(% + !)#", prove that

and deduce that


(2)

is

S/nfaO <&?=!> while

Prove that the

series obtained

uniformly convergent for

same true
10.

[Math. Trip. 1901.]

by

differentiating

real values of #, including

all

#=0.

Is the

of the given series?

Prove that

11

1.3

2
,

1, 2,

^)]

= ^(1,

tf

|, 3, #),

[^(1,

f, 3,

'

^)P = ^(2,

I, 5, ^).

but the law of


[All these can be obtained by direct multiplication
the coefficients is more quickly determined by differentiation or some
;

other special device.]


11.
a,

6,

Shew how
c,

d, e

to calculate log

2,

log 3, log

log 7 from the five series

5,

given by writing

^=A> %V> T&TJ sV> sir


.^)}
respectively in the series for log{(l +#)/(!

and prove that

[For results to 260 decimals, see ADAMS, Math. Papers,


12.

Prove that as x tends to

13.

sin

sin 2.^

log (1 -.,).

to 2?r of the functions

bx + - sin

7;
>

si

1,

p.

459.]

1,

.ru

Sketch the graphs from

vol.

lO.r

+ ~ sin

bx +

. . .

+ - sin Kb + ...

(}.*

[CESARO.]

I.

14.

AM

gift l.l.l.\\

It

'li.it

\\lit-re

i)+...+/{.r

a-2ir

nmlti|ihir>ult

111

i*4, an.l

P,

r- i-

If

+ (*-l)a}],

-.

[This

15.

4M

AMI'LKS.

nimifiiral

tli.-

apji

see

</-.<.

\-\

I.

1.

tl

[Ml

384).

s,,

IB.

in

jp|

|Takf

,vha,

ivin^j

./

i-!,,i

valiu-s

>|-.-ial

l'i"\- that

17.

s-i

tin-

it'

i-

-'\

in

I'.ni.J

j,.

;_,..

;,,,;,

tl.-

17,

190.

\>.

rn

^/*+l

rfl

17,

,!,,)

= tan

i.'

-i""l_\
[M-

Slu-Nv

18.

that

th-

remainder aftrr
\

/<

tnni>

in

th-

1907.]
lii-i

,'\

'-'
iiotcs

th-

r.frn.'iilli,,!,

fuiH-ti.'ii

(h-iin.-d

in

An.

|".1A/^.

7'

Sh.-w that

19.

[\\

H'sf Arts.
Discuss

20.

!C,

l!>

ami

th,

;.]

th-

'inj.lex.
tllC

f>r all

vahu-s

La

..f

th.-

..miil.-x

)H'i.l

vaHabl
--'n

[.I/.-

l.ME.]

EASY MISCELLANEOUS EXAMPLES.

482
21.

Prove that

if

S = l!-2!+3!-4! + ...,
l(l!)-2(2!) + 3(3!)-4(4!)+... = l
l 2 (l!)-2 2 (2!) + 3 2 (3!)-4 2 (4!)+...=5

then

and generally 2(-

\)

~*nk (n

of

the form

!- 3

1.3.5

is

!)

(Arts. 98, 132)

-2S

-2,

aS + /?, where

a,

/;?

are

integers (positive or negative).


22.

Shew

that
l

1.3.5.7

[For an Application to an important physical problem, see Lovi:


Trans., A, vol. 207, 1907, pp. 195-197.]
23.

X*=F<r*.dx,
n

If

Jo

prove that

lim (lim
X

24.

From

>ao

n)

>oc

shew that

for [log (4 sinH#)] 2

-7r<#<-,

if

of Ex. 31, p. 473.

un = - 2n

If

f "cos

u n - un+l = (

prove that

%nx log (2 cos \x) dx,


-1
+ 1 ),
)/(2w

^ = ^-(l - i + i - ..3^)

and that
26.

>an

a:

also that

Deduce the integrals


25.

X )=\.

(lim

>-oo

the power-series for 4[log(l+#)] 2

and obtain a corresponding formula

Shew

= 0, Km

Prove that
rir

if

/:

is

-r2 )cos7i.r
5^ = 0,
-2rcos#-H*2

(1

Jo

if

= 7rr",

Deduce that

k = aK and

if

[CATALAN.]

an integer and |r|<l,

= aA,

n
if

not divisible by

is

tt = v.

where

*,

are co-prime integers,

f,
Jo

27.

(I~

Prove that

If also

ac-6 2

if

is

is

positive

positive

and y 2 = cu?2 +2&.r-f c,

and equal

to

jo

prove that

where the angle

lies

between

and

TT.

[For a discussion of these and other similar cases, see BROMWICH, M<
of Maths.,

vol.

35,

1900,

]..

13I.|

Prove

28.

BLLANEO1

\n-<

RAfiTS
th;i

'gfiKJAWfOll-

all

rmta

I- -a!

"I"

th:it

(0

'Vt

"--6*>0),

/'

when

-s

form, \\hrn

(,'

\*

the second result in a real

ii'-^at
/*4w

Provt-

29.

that

tli. MI

IT.

th-

if

"iivergent

and equal

tli.-

fM
that

Converges, |.r'\il-.l
h.-d

/.'!".

.nvergen
2
log (4 co8 .r)<^)(.r )</./,

Provr that

30.

t-tnU >tcadily t>

</>(.)

l..r(

the sense defined

in

HIM

'"/).'-

/'

HXRDT.]

l'i

l.y

in-shriin (Ch.

</'-':l.<-dy

(r,8>0)

A, >X-*r.'"

-crfc- r(r)r() an J(r +)*.


-

also that

0<a<;r,

if

lim

/'%'W^coea-h^

A,

HAKDT, Messenger of
Provr that

31.

tin-

if

ivul

H^Jo

Piovr that

32.
tlian

for all

C01l\ri ur,. n t

in

if

j:irt

:--J,

r.'W.

:>2,

j,j,.

159.]

]-ositive,

^ 1^

n!

l+^~2r^-fl)...
tin-

intnval
mil

val

intr U'I-al

''

if

fl

to

/,,

nd-

to

its

fl'olii

(./.

tin*

/')

the

function

/(.,,

n)\

ift

less

ml has a

fum-tiiMi

tlli'll

Urn
pi-o\ id.-d

that

ao< .niifiin

limit

uniformly

De<lu'- that
0,
r

lim

in

any interval whi-'h

[See &\>

'.

[/>

+ (l

HARDER MISCELLANEOUS EXAMPLES,


WITH REFERENCES.
Prove that the function which

1.

and

when x

to

repeated limits

is

irrational,

is equal to 1 when x is rational,


can be defined by either of the following

(1)

lim [lim {cos(m!7T^)} 2w ].

>oc

>

[PRINGSHEIM and LEBESGUE.]


(2)

where

lim [sgn{sin 2 (ra!7r#)}],

sgn

>-oo

2
X=lim - arctan(w^T).

[PIERPOINT.]

[This function cannot be represented as a single limit of a continuous


function of x, n
BAIRE, Lepons sur les Fonctions Discontinues, pp. 75, S3.]
:

2.

to 0,

when x

interval, however small,


3.

where
which

when x

If f(x) is equal to q,

and

pjq,

is

is

irrational,

although f(x}

represented by the rational fraction


prove that f(x} is not finite in <m//
is

finite for

every value of

Discuss the solution of an equation

f,

/(*)<*) = *,
by forming the sequence
/(an+1 ) = /<XO.

are real monotonic functions,

<

[See SOMMERFELD, Gottingen Nachrichten, 1898, p. 360; and


Exs. 10, 11, p. 18. An extension to complex variables has been

FATOU, Comptes Rendus,


4.

Prove that

t.

To prove

the

in

compare

made by

-()'. 0<a<,

if

2>n <?,

then

()

143, 1906, p. 546.]

x.

first result

no,

*&

I,\Vn-vn+l

\<l+^ + ^f

take an integer r so that ra.^


r

oo

<(;-+l)a

then

2^,<-.
2><-,
a r +i
a
i

To prove the
1

v
Z
Bothat

second, take the integer

\Vn-Vn+1\ = V\
,

Vn

Vt

so that

5a^7r<(+l)a;

then

II

AIM'I

5.

\vlii.

condition

t.-iuU -h-idily

-li

\\ht-n

that,

tin-

.s.- (

infinity with

t..

"

|i].-iir.-

or

(so that

iiumotonv-

li,,,

-*
iv

fr

ntoutary

r..ii\,-i^.-M.'-.

with

ph-,

u monotonio,
[('..in

6.

"f

'

intimtv,

t<>

(1)

7.

<KIM.;

pair Arts. 9 and 166.]

th.-

tlii-n

huth

It'

as n tends

.verge and diverge

tdily

l.

JftO
tliat

tends stradih

\\hi.-h

,,

t.i

infinity with

with

inlinitv

rapidity

n..t

pn>ve that
l-.s>

OJ

with

stradily t" infinity

trn.l

l>Mtli

uith
a

M"t

rapidity

[K>r

h-ss

and

tli.--.-

.f

pi-Mil'-

than that of

as

11.

1906,

/'..

/;,.

;?-.,

arr

...

i,.,,

Plj,

i" :

and

whi.h

l'."_',

''.

p.

:V.H

ti-nd-

that

10.

I'rovr that

if

irrational

wr can

find a SftjueiK-f

>in

ntunlu-i- l.rtw.-,-n

any

i>

12.]

p.

-uch that

'

i-

it"

fy

t"

HIM
-1

very rapidly, thu-

"lit.

Sln-w (MC K\.

jrhen

that

IM-.

t!

'.MKKI..

incn-asr

...

//,.

that

9.

_J

intru'tTs, siu-h

least

tin-

between

1'

ognlog(log

>i
nuinlnTs

see

Bfying all the logarithmic

v
~

i* ~*log

tli.-ui-eni8,

29.]

foil.

v'.V_J_
wlii-r-

similar

..f

p.

Bejmond hai oonstmcted

l>u U"i^

8.

criteria

a nuinln-it.

rin(n^)

.-Mrfiiif

tint

and

limit.-

H!>(ft+l)W

<,

then
I

feduce

I'.y
:r

tljat

l'>in(//-Vyi caDl

1IM7,

ii

= (2A+
llatei

)-'/'

tliat

p|
r-:5).

when

is

//

an-

divergent
U

fail

hisruss similarly the


[Littl<-

A and

a niulti!

2i

apjirai- t-

irrational.]

^).

kno\\n a- to

th-

of tl>ee series

when

0/ir

HARDER EXAMPLES.

486

Prove in the same way that 2 sin


t
where A and /x are integers.

11.

= A/2'
$/7r

converge

only

if

Shew

12.

can

(2 #)

that 2sin(tt!7r.r) converges for

rational values of

all

and

also for

#=(2ra-fl)e, 2m/e, sinl, cos

For instance,

if

x=e, we have

1.

sin (n \ire) = (- I)"-

sin (/Or),

[RIEMANN.]
where

We
We

are

can now apply Art. 21.


note for comparison with Exs. 10-12 that the integrals

all

convergent (see Ex.

8, p.
oo

Prove that
the two series
13.

if

the series f(x}= 2 a n xn converges absolutely for x <1,


\

both converge and are equal if |#|<1, |c|<l, |y|<l.


[Compare Ex. 6, p. 126.]
n
[The series obtained by writing a n =(- l) /nl, y = c in Ex. 13 have been
considered in Dedekind's edition of Dirichlet's Zahlentheorie
and those
found by writing #=c, an =(-l) n /nl or 1/w!, have been discussed by
Pringsheim, Chicago Math. Congress Papers, p. 288.] ..
;

14.

If the

two

example are not equal, but are con-

series of the last

vergent, prove that

and deduce that

if

x=rx-x

[That the series need not be equal


15.

If

we put y = \

then

when c>l

is

we must omit

in Ex. 13,

and write

clear

the

from Ex.

first

term

28.]

in

</>(.)

,.

fcW-Sfr^J
then prove that

Deduce that

(f> l

if

(x)-(f> J (xc)=f(x)-a
r
Xi(- )

then
16.

where

'

Deduce from Exs.

m=n

IH

.
()

= f (')-</>! (''),
=

20, 21, p. 251, that if

0=y<x = b

omitted from the series; hut that the sum is zero if .r=#.
when
..f suiuniat ion
is immaterial except

Shew further (hat the culrr


#=0, # = (nee Ex. 11, p. 92).

[HARDY.]

HAEDEB
ohtain

17.

sum

tin-

i.

sen

of tin- i-j>eated

v-xpii';r/(i/M-

\MI

+,...-,;
1,

fi-'"

[Kk'.M,
li.it

ii.it

.vergent, sec

!4

_rer

to

A!

\\hi.-li
-f \

Tim.-.

Ol

1C

tends t<.
through >maller values,
lar'_ 'T \alues, \'q\ tends to -^; hut {^}

ncare*

definition.

.is

l'i.ve that

II

the -ymhol

Let

18.

"

tin-

m>

lia-^

to

||

M
/<

tends to

.'.

through

di><ntint;

-.th.-r

tl

^^...
is

uniformly
ntimiity

t>

|i"int

ry

Thus the

in.

seri'->

i-

valuer of

all

./--/-

hut that

./
;

\\li--ii-

-2n>,

the series has a


,,dd

i-

j,

and jiim-

diaCOntinuOQfl intinii
[1;

19.

the lines

Ail.

i.f

'>')

the equation

that

y=
ilnuhlr ]M\V-l
-all-tied hy a ]>.\\ er >ei ies

\\hei
\ff\

hi-

-an

li

.-. >l\

i.solnlfly

-rr^'Ilt

for

y- I
\\hieh

ei-rtaiidy

Shew

20.

.-..nverges

i>im

<4aM
in

is

iii

an <>Uain an

Art.
.\\li-:

<

//(.'

>

I*rove also that

intr^rr.

{...sitive

lain

.I/

'.6).

and

where

-Ll/ 4- '//).

the

f>r a I'uin-tii.n //(')

.',

\x

tl,

in

in

if

hy the tenn>

dete)Iliine<l

i-oli-taill

\\e

if

\\iite

4(4?)

tht-n

i't'

jm\\fi-

OOefficienl

Ajijily

21.

is

/-/A,

./

of

the eneilieient of

.<

tin- d'-i'-rmim'> all

.,

in

in

the r\jaiision

the

/!

which

i-

the expansion of

the metliod

taking

If

.'

(1)

in

e..etVieiei.'

.-

l"" vt

!-

th;lt

<M
^

l-fr)}.

the

HAKDER EXAMPLES.

488

Deduce the value of <()


x2 + x = l, then

(see also Ex. 32, p. 473),

and that

if

# = iU'o -

1),

so that

<*>(*)

[BERTRAND,

= AT* - (log x}\


270

Calc. Int.,

4>(a*)

= J.TT 2 - (log x}\

ROGERS, Proc. Lond. Math. Soc.

(2), vol.

4,

1906, p. 169.]
22.

(1)

Prove that the

differential equation

can be solved by a series

where

Shew

=A

that
|

Prove that

(2)

cos # + Z? sin #,

if

is

v(x)

un (x} =

w n <| x\

2n+l

tun _i(i)&\i\(x-i)dt.

/n\.

continuous in an interval

(a, 6),

the equation

has a solution y = ^u n in the same interval, where

Shew

that

if ^8,

y are certain constants depending on the nature


|

un

< (3yn/(2n)

[A

1.

C.

of

v(.'') 9

DIXON.]

Results allied to Abel's theorem.


<j>(x) tends steadily to zero as x increases, but the series
diverges, shew that as a tends to zero (from the positive side),

If

23.

/CO

An

ci0.

<$>(x)e-xdx,

illustration has already occurred in Ex. 5, p. 419

[LE ROY, Bulletin des

Extend the

24.

results of the last

in particular that if

ivTi

.'o

math.,

another

t.

is

24, 1900, p.
series,

and

(^8

^i

cos*^-o>'

.r,

I,

pn>\.-

[HAI:I.V.|

Abel's theorem (Arts. 51, 83) can be extended as follows:

Siij)|)..-.-

sum

245.]

?/-fl),

where rcosw = l-.r, rsinw = l-y/, & = 2-2s.


25.

given by

do

rot)/-*"
-V^

example to double

0<s<l,
r*

sci.

^,<f>(n)

that

and that

^H H
vn

is

lim

is

/'-ply

indeterminate

a function of

nX-0,

x which

2w r A- +1
|

/-, (

(in

('

-sard's sense)

satisfies the

< A',

and

li;i>

the

following conditions

SARD!
\\hile

then

/=/.

inn !/.,
rwi(

ii.

havr

.'led

Keen found

l.\

aN. Moo

1907.
Vol.

26.

'

and

asymptotie formulae

? + *TT-

"*X'2

that
seen./

all

27.

will

..-ills

iH-xt

Mob?

trim

in

tin-

l.i-I

asymptotic fonnul;i

fo mill f>

!.

j>

:iji|>roxiin:itioii

nirthotl

thi-

Apply

r...<^4[(7r/.r)-l].

tO cMiitinue the

;itt.-ni|.t

tin-

in ol.tain tin-

I.'JI)

,..^..~''

Us-

./-,

See also

'

1+.I-U.

in

tin-

1907,

-1.]

formula (Ait.

Ajtj.i.

under

II

of

Art.

a-

BOTO: and a- a iiiattM- of

(l-'x^-**!*.

!:*:>

t:

t<>

Y'
and

the

in

28.

that

'

/"(

i-

I.

sain.-

from

l)uliii-if

that

ju-ovc

way

lv\.

.").

p.

tin-

:U^.

ami

tin-

pow.-r

i-ontimioiis function in tin- interval

any

(<>.

_'-). a

j>.lvii":

\jP+..
can

!"

ilctfj inini'il

^.

>

that
.

29.

,|,aiv

I',

Shew

that

;.

l.y

|.i..|..'i

Ch. 1\..

the

the CO1TW] ..... linur value of t, can l,,.th


>-ducc that, as
t.-nds
1, the
I

I.

In>.

<

V.]

maximum

l.roii^ht as n.-ai

value of
t..

us

we

please.

'

-f...

o-'-illato
If

30.
f

'_

et

MC limits

write

,/

(\

and

I.

1.

:V(-V

MI'rovr that

if

/'( r)

'(

:hen

and

3.

w,

HARDER EXAMPLES.

490
Verify also that, to

five places of decimals,

^(1/^/2) = -00275,

and that

Shew

if

F(l/6*)= -13185,
further that, as x tends to

= 2,
c = 6.

if c

g(x) tends to

1,

and deduce that

f(x) oscillates between limits at least as wide as


if c=2,
50275 and -49725,
or
-63185 and '36815,
if c = Q.

we

If

31.

write

,,

the series

Prove that

and

= ( - l) n /nl and
=

Ex.

15,

we

get

F(x)=f(x)-g(x\ then

if

verify that

Shew

-logo; for x in

if c

^(1/^2) =1'1960,

also that g(x) tends

as

to

x tends

= 2.
to

and deduce Cesaro's

1,

result that f{x) has the asymptotic representation

- log Hogi
Vlog c.
[For a treatment of the series
8-13 of a paper by
integrals, see
p.

269

some similar

results

[See Ex.

133.]

4, p.

Exs. 30, 31 by means of contour

in

HARDY, Quarterly Journal,

vol. 38, 1907,

have been obtained for the series

V u n a-,-A,,*
i

where X w tends steadily to


Sup.

(3),

11, 1894, p.

t.

infinity,

by CAHEN, Annales de VEcole Normal?

75.]

Functions without a derivate.

Shew
x=a, an

that

32.

at

{F(x2)-F(x
such

that

if

a continuous function

interval (a
l

)}/(jc2

-x

a-8<x

In like manner

if

1)

8,

lies

F(x) has a finite derivate b


a + 8) can be found such that the quotient

between b-e and

<a, and #2
F(x) has an

is

+ t when

33.

and

may

Write F(x} = ^Lrn cos(s nTrx\ where 0<r<l and


$m (x) denote the sum of the first m terms in

if

a=jt?/

m where
p
,

prove that,

if

is

is

* is

an odd

F(.r),

then

an integer,

p+1

or

+ 3, and

F(ft-F(a) = ()"["/ "


(

^^L

where

x = a, prove

greater than

is

.V.

be.

let

while

any point
2 <a-f8.

a<#

infinite derivate (positive) at

that the interval can be chosen so that the quotient

however large

#, is

any point such that

i\

/?

= <//s m
I/I

^r^^^l

|-tf|<3ir/(r-l).

then

int-_-

slu-\\

thai

II

Deduce that ii
and ran In- iii.id.

>l+f*>(]
/,

that

-he\\

".

idered in

and

{fi'

h. \\c\t-r

-V

lai'iri-

has nowhere a

tin-

a,,
',),

found

a. fall

the type
the intei

i.f

in

wliil.-

/Mr), although cmtinin>u> f-r

K\.

h-,,i,,

i<>n

\\ fn-i-strass's

i'..r

/.<

f:

".]

tluM

:{:;

y=*

than

less

is

/'(/;)

!>>th

^(a) and /-Vy)

and

minimum in the interval (a, y). 11


of maxima and minima in any interval,

has an

\VKIKI:STRASS.]
fuin-tin leads to the

Thus /-~\ would require

-^ ;;-.

instead of

a=(?-i)/r, f^=qlf

/'(./)

all
(

_-.

prove that

int.-i

In-

d.-n

d.-tinit<-

deduce that

that

-h

nnnrcfssarily naii"\\ cnndit

\vlit-rc

/, can

ii

[Thr in\r-ti^ati<.n usuallx ^i\cn

Sh.-u

/;?,,

=7

may

thr function

that

<

in

fall

n.,,

,,,,

example, and su

la-t

tin-

take r=^, <

pl-,

joints

1)*,

sufficiently.

UK! an arbitrarily small

containing

35.

ing

are ea

M (-

the quotient ha* the nine iign

r),

^i

ail.itiaiily

conditions mi

['I'll.-

34.

Al.'l'l

infinity

nail.

has sometime-*

[It

Imt

this

stated

ln-.-n

cannot

l.e

tl

ju-oved

maximum,

at

rate

any

l>y

/^

minimum

of

th<

argument.]
36.
a

(1)

"f

similai

odd

\Veieist pass's function,

in

leads to the condition

.-|iondiliu c.ises when sim-> take the


Trove that with the notation

>

in

-hew

jii

the

>

4ifi.
|

ami dediu-e that


[The

last

iction has nowln-i-e a definite/''/-/.'' dei

\\

ciinditio',

iher similai

fancttons,

M0

I>IM.

Complex
37.

Deduce from Kx.

HI.

p.

X.)
Series.

that

-Jll.

it'

/-

i-*

prime nu

~\p/
where
and

')

|^"]
if

/<

.'

is,

is
is

if

if

4-1
a

i>

a -piadiat ic

multip

\ve

ran lind

.'ill

i:.

'"*

is

& multiple

that

HARDER EXAMPLES.

41)2

In particular, with

the residues less than 7 are

1,
1

+!_i+i_
_!+ +!_J_,_L__L_! 4
^2 3U 5 G^S^O KT11 12 IS"
1

[DIRICHLET
38.

the

see also

is

the circle j#| =

mean value being taken along


if

the real part of q

so

_JL
vol.

31, p. 98.]

prove that (see Art.

positive,

and

4,

^7'

GLAISHER, Messenger of Maths.,

If the real part of

Deduce that

"

2,

1,

89),

also positive,

is

and hence that

^
--provided that the real parts of m,

n-m

r(2w+i)

are positive.

[CAUCHY.]

subsequence selected from


(a n ) has zero as one limiting value, prove that (a n ) tends to zero as a limit.
to a (a>0),
(2) If for every value of x from
39.

(1) If (an ) is a sequence such that every

prove that

tends to zero.

(cn )

(3) If for all values of

x from a

to

ft

(both

real),

lim (a n cos nx + ft,, sin nx) = 0,

prove that

(a,,),

(ft,,)

both tend to zero.


[G. CANTOR, Math. Ann., Bd.

4,

p.

141.]

2a n # (a; = + ^)
M

40. If the imaginary part of


converges at all points of
an arc of a regular curve (which is not a radius through the origin), prove
w
(from Ex. 39) that 2an # has a radius of convergence not less than p, if
is the least distance from the
f)
origin to the given arc.

It is not

enough

to suppose the convergence given at all points of a


thus the imaginary part of 2.a? n! converges for ani/

dense set along the arc


value of r, if .r = r(cos

+ i'sin 6) and

O/TT is rational.

[KALMAN, Math. Annalen, Bd.


41.

63, 1907, p.

3-J-2.
|

For any series of the type

v
"
are two constants A,

/x

such that

the series diverges

converges if A</?(.r)</x, and converges absolutely


constants air mniM-h-d l,v tin- ..... litions

if

/?(a

<

A = lTm
l

{log

A n |}/log w,

/x

it

A'

<

= lira (log ^H )/logw,

)>/x.

These

BARD!
is

It

assumed

ih,.

ban a radius of

./"

anil

t<>

igence equal

theorems can be

eHtal.li-1,.

<l

tlie

r'..i

series

(*-l)...(*

[LAM.
Sln-w that

42.

tli.-

infinity,

.\

-//

th.

it

!-<!.

..

numheis tends

i,-al

.mil

>-.',.

..iily
I/

\\here
-

A M =a + d.2 +. + ./.
ur c

!"-. tin- oondif

it

it'

he necessary

"t

[ton, pair Kxs.


43.

Consider

192-208.]

to

.<t*;uli'fy

if,

assumed that the

2o

series

does
l.ut

..-nt.

ooi

f..i-

K>.

!>,

is

It

..

36, 1906, pp.

-2^>.\

p.

V
'TrA/
\\ln-i

and

latiniial.

l'r-v.-

that

'

has a tinitr radius


(3) div.-ru'o
I!

valut- OJ

(1)

nd.

\i;i

for every

i/Otk,

..nvrr ;M
aon-zero \alu-

..f

vol.

3,

MX).'),

<.r

p.

441.]

Riemann's t-function.
44.

tliat

l'i-i'V-

the

sei

l+2-'-H3-' + 4-' +

nd
\Vhrn
term

in

this

...-

.,f

-lily

c'c.ndit i"ii

>

ii"t

i>

g) is givat.-r

satislifd.

dftiiu-d

lh- a-ynipt'ti.- --xpan-i..

,:il

a>

than
tin-

1.

OOJ

\+-2- + Z-'+...+

Thus

if

<

/{(.<)

1,

we have

r...-f-

f()-Km F(H
fl

and

sn

on.

function {(t)

It

is
IL

* M

-an

nimv

l.y

rlalM.iatr

thai

inrth.-ds

= 1
only one singularity, a poK- at
a singularity fnll<>\\ 11. (h. II.. which gives

analytic ami

lias

HARDER EXAMPLES.

494

(2)

The following are easy examples on the {-function assuming R(s) > 1
n(l l/p*)i where p is any prime number.
[EULER.]
2 =
[f( 5 )]
2A.(w)/M*, where X(n) is the number of divisors of n.

(3)

From

45.

(1) [f(*)]~ l==

(1)

deduce that

where n is of the form a a b^...kK when expressed in terms


factors, and ag = q(q + l)...(q + a- l)/a!.
,

(4)

From

(5)

The

(2), (3)

we

of its

prime

sum

of the

obtain the familiar result

coefficient of l/n* in the

product {(s)f(s-l)

is

the

divisors of n.
1

(6) [^(s)]~

= 2/x(/i)/w*,

where

number
(7)

and

<f>(n)

denote the number of numbers

d denote any

(8)

divisor of n,

less than and prime to n


and write ^(w) = 2<(d). We have then

ft

f (2*)/f ()=2(

(9)
46.

(all

n has any repeated factor, +1


- 1 if n has an odd
different), and
if

of factors (all different).

Let

let

is

fj,(n)

n has an even number of factors

if

Shew

+/'= H(l + 1/p')-

1
-

[CAHEN.]

that the series


(*)

converges

- l) a+/3+

and only

if,

if,

= l-2- + 3--4-+...

R(s)

is

positive,

and prove that then

&)-<! -S*~)(('}
Shew

also that,

if

0</2 (*)<!,

Deduce that

and

so prove that

47.

If

0< /(*)<!,

21

-T ()

s
() cos ( Jw) = 7r f( 1

shew that the

series

r;(*)=l-3-' + 5-'-7-'+...
is

-.nvergent,

48.

and that

Prove from the definition of the {-function that

= ~ J, f (2m) = 2*"
=
f(-2m) 0, f(27 + l) = K
C(0)

where m is any positive integer.


Deduce that the relation between f() and (!-*) given in Ex. IG is
true when
is any
that it is true for all values of * is proved
integer
;

by

Hi-in;iiin

(/

Ml'LES.
Tin- snirs, in

49.

\vhi.-h

t.ik.

/.

dues,

ha-

It
|)i-M.t'

.?,.,!

in.

I-

M"t

i-

\.-l

L+I+J

that

sn

tin-

nje

<*<!,

if

luit

h-

OOmpll

there.]

Infinite Integrals.

IVnVr that

50.

if

*(,

in

A).

('/,

su.-h

in

i'Ut

way

that

tin-

t"

Mjnal

liiu

the iiit-r\a

51.

tin-

Apply

Art.

177

ly rout inm-d

iilxlividcd
<>f

>t'

example and

la-t

tli-

that

pi..vr

in

((>(.,-)

lii^-<-t

52.

ion

into n equal

th'

tlif..ivm

pr^v.-d in

th--

>inall

tyj.-

true

th.-

in
iiitt-i

v;il

any put of the

P>y

writing

-"sV,

./

.!,,

-/^.^inh'/,

I.I-MV.-

that

^
(dW+P/4^-lJ
j["(V-4>/jj
iind

iW + b*l**)e-"

/-

l/4a)e--*,

53.

ly

tin-

sain.-

.iiisf..uu;it

in

as

in

nd

tin-

?>
\vlu-!

}>rinripal

an

ci-en

valtu-s arc

t>

fim<-ii..n
!>

\\~.,-,\

if

on
IHM-C-

the *econd equat

HARDER EXAMPLES.

496
Similarly,

if

#()

an odd function,

is

Special examples of these are given by taking /() = cos


[Compare HARDY, Quarterly Journal, vol. 32, p. 374.]

54.

an integral

If

f(x)dx

J^

lira

exists.

We

we may

oscillates,

call it

summable,

if

tin

{" e-t*f(x}dx

may, when convenient, indicate this limit by writing G befon


Deduce from Ex. 2, Art. 172, that the "conditu

the sign of integration.

of consistency" (Art.
100)

Prove that (compare Ex.

is satisfied.

aw

lain (*)/'

=Qt

GJ\inxdx=\.

[HARDY, Quarterly Journal,


55.

Use the

converges for

result of

all

36, p. 74)

Ex. 54 to prove that

if

vol. 35, 1903, p. 22.

the series

F(x}=^,a^

values of x, then

provided that both series on the right are convergent.

Deduce that
T

-?dx=*J

cos mo?

cos

4m H-sin 4m

),

where
56.

Following the lines of Art. 109, frame a definition of uniformly


/.on

summable integrals

and prove that

if

J
in
is

an interval,

its

value

is

f(x, a)dx

a con tinuous- function of a

is

uniformly sunnnable

and that integration

permissible under the sign of integration.


57.

Discuss

parameter.

shew that

also

the

In particular

question

of

differentiation

if

"-=-

'

with

respect

to

HAIJM

hi
in

u = l[-<r\i(e-*) + e- a \i<
samr way

th.-

he ex pan.-.

58.

ta.,1,

ln-\v

-...,

tliat

and drduo- that

*-l)-

ta.

that

I'l'-v-

59.

it

'n

ilisli

lh-

-imilaily

interchani
Deduct' Sti-k-

'

u= ^

ccs

Ol'tain

60.

tin-

that

results

and

witli

j yw

>

= 0,

ri

sin*-*

,,lx,

s.ltitiui

-0,

^c:"

intinity
tli-u

if

(.,-<-.,-;/

a.-yni|t..ti<-

l.y \viitin.

(..

limit-.

udini:

_!f +

tln-n

liniti-

and

<>f

A//i'

th- ditlnvnt

ial

i-jM;iti.n

(comi-aiv Kx. 58)

equation n

]r..vt- tliat tin-

/
0,

\vhirh

thf >>lutiui

.L'ivi->

f*e*4
8 {

[ST--KKS,

Trigonometrical Series.
>hc\v that,

61.

^ei's

i:

<

(<j

wluTf
pt

<<.

= -/

and

iu

the sunn.

'akes

all
]

multi].

[Wi-itt-

La

spect to
-i

by

|>.

190.]

HARDER EXAMPLES.

498
62.

Shew

that

Deduce that

with certain restrictions on


63.

If

is

and

any integer and q

E
\p/

[H. N. DAVIS.]

<f>.

an integer not divisible by p, prove that

is

= _ +
2
p

sin

2p n=1

(2^0) cot (nO\

where E(x) denotes the integral part of x and #=7rr/p,

being any

integer prime to p.
r

Writing

= 2,

deduce that

if

p, q are odd,

where a = 7r/p.
[See Ex. 21,
64.

Shew

[EISENSTEIX.]
245, for the first part.]

p.

that

if

(an )

and

(6 n )

2 F(x) = $a x

is

uniformly convergent for


Prove that

all

tend to

2 -^ (

0,

the series

cos ?w; + b n sin w^)

values of x.

Deduce from Ex. 4 and Art. 80 that


lim

-- { F(x + 2<x) + ^(o; - 2a) - 2^) } = a + 2 (

a-*0 4tt

for all values of

65.

cos

?i,r

+ 6 n sin nx)

for

which the right-hand side can be proved to convex


[RIEMANN, Ges. Werke, p. 232.]

Prove by means of Ex. 4 and Weierstrass's

J/-test that if

(A n ) tends

to zero, the series

converges uniformly for all values of a.


Hence shew that with the notation of the last example,

lim
[F(x
a *0 ^ a

provided

that

(an )

+ 2a) + F(x - 2a) - %F(jc) ] = 0,

and (&) tend

to zero,

converge or not.

no mattei* whether the

,>

[RIEMANN,

/.,-.]

\I;M

II

I>-du

66.

tin-

fi..i.-i

<-'|Mal

/.!<

I..

at

the series

if

00+2(0,, COB

Imt a timt<- inn

all

th-

in

'

ii

the coefficient*
<

[<;.

eh.

method of representing

Mittag-Leffler's
67.

/'(

It'

in such a

t.-nds to infinity at

p)

uav

<-a<-h

win

t'linrtion

I
It

and IMM!S

Shew

68.

-liosen so

if

d'-\-"i.l

tliat

with

to inlinity

that

(1)
tin-

amnr(l

i-

an infinite

>.1

ufiice (a*)

it.-

integer
'

plane.

and

\\

iiiiil

!'

that

lim

we ran

tli'-n

point

functions.

-I,",,

Indicate the

i.

..f

th--

th.-

tin*
|

-.

-i

ios conver-_

Unit.-

a,,

j.a;

never decreases,

n,

mains

than a

h->s

Ix-tw.-cn

\:

ti.\.-d

Mitta^-Li-tHi-r's represei

fractions f.r roo<

lim

Prove that

in

moduli

niu-xinn

seriea "f partial

Ha to inak-

.-insularity

(.'

//)!'(.')

and deduce that

= ( -1)"

x tends

as

',

to

'

Shew

also that

)=

e~'t

/
.'i

<:j)

Indicate the relation of Mittag-Letfler's theorem

r
I

where

(1)

'

l-)(2-q)

J+2 +

Art. :M, that

Shew, as

Q(f)

0,

if

o<y<-2-,

l.ut

Indi.-ate the n-latinn of this result


" tliat

if

is

to

flf(*)

--,.

,f

Mi-

poril

;''

where

equations

~T2

69.

the

to

[('-l-lo

g (^-

27r<y<

HARDER EXAMPLES.

500

Jacobi's Theta-functions.
70.

we put x=

If

zi *

in the functions of Ex. 16,

obtained are called theta-f unctions


a-j

(<) =g (

- e^,

=/(

[There

is

71.

e**, q)

- e2 ^

=
and Molk

q)

= 2q* sin

<f>

Chap. V., the functions

thus

2q$ s i n

3^ +

2^ sin

5<

. . .

= l + 2? cos 2< + 2? 4 cos 4< + 2?9 cos 6</> +


= 1 - 2 cos

some divergence

as to notation

we adopt

. .

that of Tannery

so far as the suffixes are concerned.]

From Ex.

Ch. V., prove that

16,

where a = ^(^) + ^),

/2

= ^ (<-!/')

the products 2 (a)$ 2 (/3),


Deduce that

and obtain corresponding formulae for

etc.

and obtain other similar formulae.


72.

From

73.

if

Exs. 18, 20, Ch. VI., prove that

^)=^^- n

[(i

prove that

where n may be any

Shew

also that, as

integer, positive or negative.


n
to l/^ ,

x tends

F(x)l(l-a?q) = (-

lim

l^V/fi

where (as in Ex. 14, p. 105), q n denotes 11(1 -q Zn ).


Deduce by Mittag-Lettler's method that, "if \p\ lies between

[It

may be proved by more advanced methods

Fonctions Elliptiquen,
74.

Assuming that

""'"
Deduce that

t.

in

(see

3,

Ex.

Art. 479) that O(x)

is

(see

and

Tannery and Molk,

zero hnv.

the formula of the last example (?(.)

-*'^
18, p. 106),

is

H
75.

Induce

\i;i.-

between

and

|1

,_!___

i-it+i^p+ri^q*

t\p)F(x)

#=

Write

and

r-r*-?*"

and deduce

'

1-

l.y

!+;>'-),

=1+HV'
.

-^'tin-

76.

l.i\v

Kx.

r'l-.m

(1

imliff-

tin-

i.f

pn.vf

>

every p-itivf intf <:!

it

\Vrit inur

.'-

sum

\pressed as the

In-

Bd
K\. 71. prove

in

<-an

A.

[.I

77.

thf

..n

i.

pp.

oi

L':i:.

'

'

'
,

M.H

any prime

\vav onlv) as the


can lie MI -\pi.

sum

4/-+1

f.u-m
;

l>ut

n<>

can

l>e

prime

expressed
<>f

tin-

(i

form

-1/-

+3

[JACUHI, /..]

Series defining functions


78.

tin-

..f

twu squares

>f

which have no analytical continuation.


is

1'

p..sitiv.-

ami <></<!.

th.-n

lim s '(l
r-*l

when

that

I-diii--

tin-

appi'>a'h

" ami

|).'int

are positive integers ami * is all.>\<,


tin- unit .-irele
along the radius,
I

2y'~/' s
where
/'

[The

r=|x|,

(see E.\
1.

if

= 4/-+l

im-lh..d faik

\\li.-n

/'=+/,
a

\-

"f th-

we get
ami
79.

= 4* + 3;

if

=4/-.

'-l)V*

ml> tn

tie

Kr'in

larity in

thf

tin-

iplf,

limit

pmve

^f unit-ri!

that

ti
1

\\i:\t

the function

'nued bey<'
:

[WK1KRSTRA88, (?e. Werte, Bd.

2, p.

228.]

HARDER EXAMPLES.

502

Shew

80.

that the functions

tend to infinity as x approaches the points


ex p C2,7rib/am \ exp (^iri
respectively along the radii.
Deduce that these functions cannot be continued beyond the unit-circle.

Apply Ex.

81.

31, p. 253, to

prove that the function

f(x) = ^n-

n an

has a singularity at every point of the type exp(27ri'6/a w ). The function


therefore cannot be continued beyond the unit-circle, although f(x\ /&),
fi( x \

'

(Art. 84) all converge absolutely at every point of the circum-

ference.
82.

[PRINGSHEIM.]

Assuming

Borel's

theorem

(see Ex.

83), prove that the function

cannot be continued beyond the unit-circle, although <(#), <$>i(x\


2 (#), ...
converge absolutely at every point of the circumference. [FREDHOLM.]
<

all

83.

Although

it is

beyond the range

of the

methods given

in this book,

we state the following theorem, which includes Exs. 78-82 as special cases
The function 2cw^ cannot be continued beyond the unit-circle, provided
:

that the integers a n increase fast enough to satisfy the condition


lira

and that |#

=1

(a n+1

- an )IJa n >

0,

the circle of convergence.


narrower form of the second condition is often convenient in practice,
is

namely

n
n+l \} =
lim \og{\c \/\c
Q
-

n+l

[BOREL, Liouville's Journal de Math.


84.

(5),

t.

1896, p. 441.]

2,

Prove (by means of Ex. 79 or Ex. 83) that the function


1

has the unit-circle as a natural boundary.

Prove
then

also that

M<1

if

/(

and
>

>

J?*

= -fg > i
1

and so shew that the function inverse to f(x)


Extend the argument to the function

is

single-valued.

where 2cn is a convergent series of positive terms whose sum


and the indices satisfy Borel's condition (Ex. 83).

is less

than

It is evident that the series given in Exs. 78-84 have all large
the sequence of indices; but this is not essential to secure that the
function cannot be continued beyond the unit-circle.
85.

in

.ii'Lix

\i;i'i

11

fcfon

which has mi

in

-japs

tin-

.,f

sr.|ii.-nr,-

indices.
1

Pi:

[Compare

.-,

Kummer's
\NV

86.

I.

1.

pp.

Series for logr(l-i

-I-.,

find

the

if

that,

real

part

,
;

of

./

lies

]r

and

L-fcr-2

log

Now

is

t.

t-asv

/.'

"-

constant.

lo

f^)'
iFl

(Art.

Kumi

obtain

Power
if

thr

ju..\r that

it

s.

i-

177)

for log !"(/), nat

(A-r)(C'-|-log2) + (l-.r)]og7r-41oK

87.

be

W^-^T-J

ler's

we

summation can

vcrifv that

and
so that

to)

tind

r^l-

it

orcfer

'<?

\\<-

Series in

Two

Variables.

y=y<M

al-

til

valur-

..-}

that

[AHKI..]
I'l'-'V.-

surh

that

it

unifol mlv

ais.

i-

tliat

OOIlV6fgen1

f"i

all

\a!';.--

'

l*l^l*ol-i lyl^lyol-,

?
.

is

any

posi-

A.
to justify this strj

[\N

!',

luit a

in
'

the analysis appears to be rather tedious.

pear to
io obtain*

bt-

KIKRSTRASS.]

HARDER EXAMPLES.

504
88.

Suppose that

r is

/, such that the series

This

\y\=r'.

is

maximum

given

then there will be a

maximum

value of

=
absolutely convergent within the circles |#| r,
value of r' may be regarded as a function of r,

given by a relation

O = 0;

<(r,

and

r,

r'

are then called a pair of associated radii of convergence.

Let

where

p + q=n.

Then prove that

~'
1

are a pair of associated radii.


r

and

r'

'

Eliminating

k,

[LEMAIRE, ZtoW. des


89.
is

shew that the

relation

Prove that the

convergent

For the

22-

series

if

\x

and deduce that /

set.

math.,

relation

is

t.

20, 1896, p. 286.]

-Vy*

<1, |y|<2,

defined as a function of r

is

series

shew that the

by the equations

^T

r+/ = l.

Let
90. Evidently / = <(?) is a non-increasing function of r
the upper limit of the values of r for which <(?')>0, so that

Shew

between

is

that for the series which

we have ^=3, and


/ = 2, (r^J);

r'

is

denote

the expansion of

= l/

[For an application of this theory to the differential equation

see

GOURSAT, J5^.

91.

where

o?e

^a ^oc. wa^/i.

The function / = $(r)

0<r <r <r


1

satisfies

c?e

France,

t.

35, 1907, p. 81.]

the inequality

1,

logn, log </>(?

1,

log?-2

1,

logrs

</!.

[FABRY, Comptes Rmdus,

t.

137

HARTOGS, Math. Annalen, Bd.

62.]

ttABDEB
From

92.

Kx. !!

\MN.

i:\

it

limits excluded.

uhid,

for

here /?=

Shew

93.

a
\\i'

constant

In-

<.nly

l.e-miiim:

int.-i-val

as

..h,

lv\.

!>J

D an
(and not
sh-w>, not neceasa

including r=0).

[For solution.

The

94.

ll

oi

..]

may

st-i

r..iiv,-r;:-Mt.

Thus, M

;i

series,

power

#=1, y

95.

kind

'I'his

-,

/'

ll<ith.

can

funveriri-nft-

c.f

fin,-..

v,,l.

only

JjniJ,

i',

for

[11

96.
.....

'I'll.-

wh.-n

prove that
it

th.-

may converge

scii.-s

siinimrd

st-ri.-s

<

-iu

|y|<l,

the regions

1!><>4.

iM.]

1.
1

wid-r region than that of absolute


r columns, or
diagonals.

in

oonverg

Ke]ae>

particular,

by rows,

'I

for !/(]-.<--//) converges absolutely

or by .-olumi!

161.]

j,.

of \alu-'> "f

|,ails

-\ith

th- azpl

i>

but for absolute convergence

tMWIOH AM- HAIM.V.

isolat'-d

al>-. lu-

alisnlute con-

>f

the scheme

l.y

whii-h

(1rges for

nt

though

tside the re^imi

sete of

ami

if

|.r|

+ |y|<l

it

|j?|<|lin

oi

a dia_-

09

97.

I.

the

double power series


-

...,
'

-f ...

converges absolutely
I

<i>

\y

<

if

* +|y|<l, by dia-oi,al>

it"

r+^;<l, by rows

[HARTOOS.]

HARDER EXAMPLES.

506
98.

If the series

22ev

satisfies

the condition

m=0 =0
for all values of

/A,

and

v,

if

any one

(w,)
is

(m)

<K
of the three series

(m)

(n)

(w)

convergent, the corresponding one of the three limits

lim f(x,

y),

(*,)

lira f(x, y),


(*)W

lira f(x,
W(a)

y)

In these limits #, y
is determinate and equal to the sum of the series.
are supposed to approach the common limit 1, simultaneously or successively.

[BROMWICH and HARDY,

I.e.,

p.

168.]

99. Extend the last example to cases in which the series 2aw>n can only
be summed by a mean -value process similar to Cesaro's.

[BROMWICH and HARDY,


100.

An

example of the theorems of Ex. 98


which

is

I.e.,

p.

173.]

given by the coefficients

of Ex. 13, p. 92, for

2am n xm y n =(x- #)/(2 -x-y\


,

An example

of the

mean-value method

is

given by writing

[BROMWICH and HARDY,

I.e.,

pp. 169, 175.]

[For various extensions of the results given in Exs. 98-100, see BROMWICH,
Proc. Lond. Math. Soc., vol.

6,

1907, pp. 67, 74.]

INDKX OF SPECIAL [NTEGRALS, PRODUCTS AND


SERB
(The numbers

series.

Asymptotic
Kul..

Stirling's

serie-

155;

logarithmic

Integral,

Elliptic function series.

TheM .funelioiK.
172;

!W,

li>7.

luti,

r>0o

:;:,M.

various series of

fr

I.

180.

172;

Integrals.
.

171.

Dot-el's,

268

et set],

-ion).

171.

Klliptir, 17,

Krn.r fun.-tion.

:iVJ

Killer's constant,

182,

K\I...H, ini.il or Logjirithinie, 825,

-. UK.

l-J.

KourierV,

17'-'.

FrulhiniV, 182, L7&

17.

210,

Sii..

_'!_'.
.

Non-convergent

.1.

IK)

Hi.

series.
,i".

J^^. 817

:;:.]

See also

Numerical

ui.

series.

'

L87,
1

Donl

rsfor T,

-""'fnn-fcn
1

).

Ui^.

114,

SPECIAL INDEX.

508
Numerical values.

n
2( - l) /n, 58, 155 2( - l)"/(2n+ 1),
21/?i!, 22 ; 21/7iand Euler's constant, 323
2
B
156; Z(-l) /(an + 6), 161, 481; 2(-l)/v/n, 57; 21/w 59, 71, 93, 187, 324;
2
3
2r
234, 324, 481.
2(-l)"/(2w + l) 479; 21/?i 59, 324; 21/?i
log 2, Iog3, ... 154, 480; ^2, $2, 171; sin (71-), COS(^TT), e**, e* 146, 147;
;

475.

e),

Power-series.
Binomial, 89, 150, 225
(Ex. 21).

sum

of squares of coefficients in, 166 (Ex. 33), 249

Exponential, 143, 217, 406.


Geometric, 15.

Hypergeometric, 35, 52; limit as x-*l, 42 (Ex.

2),

105 (Ex.

13),

161 (Ex.

5),

171 (Ex. 13).


Inverse sine

and tangent, 155, 169, 170, 224.


Lagrange's, 140, 174 (Exs. 30, 31), 487 (Exs. 19, 20).
Logarithmic, 152, 162, 223.
Sine and cosine, 146, 221.

Theta, 93, 106, 107, 350, 500.


2
n
2
ZnP~ l xn , 2z" 2(-l) n #" 2x
,

2*'",

133,389,489,501.

*/(*-!), 234, (e*-l)/(e*-l), 235.

Products.

H(lq n nKl + ^-^Kl+g "- /*)},


2

),

Gamma-product, 102, 461, 463

sine

105,106.

and

cosine, 184, 231.

Wallis's product, 184.

Trigonometrical series.
Convergence of 2vn cos w0,

2>

sin nO,

50

sin (w2 0),

sin (2n 0),

sin (n! d),

485, 486.
),

?^,
n
v

rM

COS

(
Vi0,
?ism

157.

114, 115, 167, 168, 256, 257, 480, 498

cot ( Ta .) =

25

7rcosec(7rx)

= +

^coanx

^,?isinwa;

OCT.

v wo v/*-r <*/., 29 Q

See also under Fourier series

Zeta

series, 493-495.

2(
\ na

2_

Zl/(a?-n)', 190,475,476.

in general Index.

_^\
s

2
}

484.

187-190, 231-233.

GEN K UAL INDKX.


(The numbers refer

Lemma,

AW1'>

to pages, not tu

--ries);

Cesan/

on

I.TJ

<:::pari8on

rals).

314

207

11:;.

i);

(<>n

multiplication of series).

Complex MI

(unit*

t,
I

Abel's

continuity of

s tests);
204-206 (Abel's
Dirichlet's tests).

11")

Continuity,

iin.maMe wriM
imi (for double sen

convergence, 47 (of real


81 (of double series): 196
429 (of incomplex series)

isolate

series);
(of

tegrals).

Convergence, absolute,
convergence.
Convergence, circle

of,

real

(for

4i Hi.
i

86!

A<\:nptOtic
met!

Absolute

see

of, 8
196
(for
sequences)
:>76 (proof).
complex sequences

284,

27<'.

of a curve, arithmetic treatment,

HC.

functions);

Convergence, general principle

Al. solute sunnnability,

Area

and

serie.-

(of

summableseri'

AS. 98-

197

'rings-

Killer's

:gence,

of,

uniform,

1'J^.

see

'inform

;:;7(I'oinc;t!
'

theory).

Decimals, imiuitr.endixscin's test for

uniform

Brrnoulli's

>c<U-kiul's

of

(Ictinitinn

\\

nun

187.

numbers, 234

functions,

Petiniti

limit of a

iir

sum,

i<>:

of

:I

t.'i.

s< :.

ami

:nami's

series,

rrm.:-

!4&

stence
theor,
L';uu'l>-

11,-.

17

.*

and

17.

118

C;uid,

[d

(of

.riii.

o's

mean-value.

int.:

ils).

to

usually .|ii't-l in
Index.

tli-

text

uti.i. r

;\n

.uit:

authors

name

in the

GENERAL INDEX.

510

Dirichlet's

Dirichlet's integrals, 444, 445, 471.


test for convergence, 49,
206 (of series); 114, 207 (uniform);
430, 435 (of integrals).

Rummer's
Rummer's

Double integrals, 410 (arithmetic defini-

Le Roy's methods

tion)

73-89 (convergence) ;
series,
503-506
76-79 (of positive terms)

for

theorems).
Limits, maximum and minimum (or
extreme), 12, 375 (of sequences) ; 394

tests of convergence, 37.

Euler's constant, 30, 323, 460.


summation formula, 238, 322.
transformation, 55, 169, 302.

(of infinite sets).

11
(of
Limits, upper and lower,
sequences) ; 394 (of infinite sets).
Logarithmic function, 221 (complex
variable) ; 396-402 (real variable).

Exponential function, 145, 402 (real


variable) 217 (complex variable).
;

series, 143, 217, 406.

Logarithmic scale of

theorem on Fourier

series, 348.

series, 167, 168, 189, 230, 256,

472, 480-482, 498, 503;


non-convergent, 2/5, 276, 284, 287-

257,

infinity, 405.

Maclaurin's theorem* connecting the


convergence of series and integrals,
29 ; for double series, 80.
Mertens' theorem, 85; 284 (for non-

Fourier integrals, 447, 471, 472.

Fourier

of

(power-series).

Fejer's

summation

Exponential

series, 140, 172, 249, 487.

non-convergent series, 299.


9 (rules of comLimits, 2 (definition)
bination) ; 246 (of point-sets) 377 (of
383-389 (miscellaneous
quotients)

Double

Ermakoffs

tests for convergence, 32.

Lagrange's

456 (inversion of repeated).

series, 503.

263,

convergent series).
Mittag Leffler's theorem, 499.
Monotonic sequences, 5 373 (proof of
393 (quasi-monotonic
convergence)

290, 347-350, 354.


Fresnel's integrals, 327.

Frobenius's

theorem,

313

132,

(extension).

sequences).

490
395
Functions,
(continuous) ;
501 (without
(without derivates)
For other special
continuation).

280,

functions,

Gamma,

see

284,

vergent

under Exponential,

Logarithmic, Zeta,

of

Multiplication

etc.

314,

series,

331,

82-86;
(non-con-

66,

341

series).

Non-convergent series, 261-267 (general


remarks) see also under Summable
Series, Asymptotic Series.
Numbers, irrational, 358 (as decimals)
;

Gamma

function, 102 (product)

459

(integral) ; 461 (Stirling's formula)


463 (formulae for logarithm); 461,
474, 478 (miscellaneous properties)
503 (Rummer's series).

366-370 (Dedekiud's definition).

Goursat's

Lemma,

Huygens' zones

Poincare's theory of asymptotic series,


330-337.

394.

Poisson's integral, 210, 212.


Power-series, 128-142 (real)

in Optics, 58.

(complex)
integral, 414 (limit of an
integral) ; 417, 495 (limit of a sum) ;
420, 429 (tests for convergence).

Infinite

Integration, 116, 448, 452 (of series)

286

(of

summable

series)

437

Irrational numbers, 358 (as decimals)

197-

199 (complex).
integrals, inversion of order
of integration, 410, 456.

Repeated
fit'ii

latin's

theorem on derangement

of series, 6s.
Kit matin's theorems

498 (Exs.

on Fourier

series,

(>4-<;(>).

Riemann's Zeta function, 493-495.

grals, 44-7.

'Commonly

of series, 86.

Jucobi's theta-functions, 500.


.Ionian's extension of Dirichlet's inte-

IV.Hluets, infinite, 96-102 (real);

366-370 (Dedekind's definition).

202-216
293-296 (summable).

Pringsheim's tests of convergence, 200.


Pringsheim's theorem on multiplication

(of

integrals).
Inversion of repeated integrals, 410,456.

attiilHitfd to (tauchy

it

occurs in Maclaurin's Fluxions,

17-1-, Art.

X>

RAL
Second theorem of mean va

\\\>\.\.
Tests for convergence,

series,

Stirling's series, I
Stirling's

nee

t.

of pro-

daol
-

!'.

>.

Suinni.-ihlf-

''-gral);

COSH* and sinnff);

(for

linir

-"I

i,'ral)

181

i<*s

met

17:

ul. i.-,

TrigoiK

for

cosec'

cotB,

Syinl.i.ls,
'i;<;

w,

-/

complex)

;,:>;

'_'

liin,

lim,

|cosx|<2,

11,

loots);

43S

(integrals);

\'.\

!!_'.

-'"7

Taylor's theor.-m,

_'!

-JIM;

(senes);

tests):
Emu).

l-JI

113,

(sequence)
114,

127,

(products):

sr- unth-r .\\-l.


1

Brmlixxm, (\iuchy, Dirii-liNKuinmer, Shiclani in, 1'

-trass's

nuikot!'.

hcini, Stirling.

I'nifo:

iss.

11.'{

General
'.

!_'_'.

tests

iiinifi-i-iin

L'U

for
t

convei

(power-series);

nils).

-trass's

theorem on double

series,

167,

of series,

Zeta function, (Riemann's),

49.S

PRRB8 HV ROBERT MACLBBOAE AND CO. LTD.

Br
295

is

John

I'

An
Physical

&

Applied

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