1. Functions of a Real Variable 6.

I njinite Series

I. A divergent series whose general term approaches zero. To be specific we shall indicate a rearrangement of the series
The harmonic series I)/n. L( -l)n+I/n such that the sequence {Sn} of partial sums has the
closed interval la, b) as its set of limit points. We start with the single
2. A convergent series La,.
and a divergent series Lb n such term 1, and then attach negative terms:
that a" b n , n = I, 2, '" .
Let an == 0 and b" == -1/n, n = 1, 2, '" . 1 - ! - ! - ! - ! - ... -.!.
2 4 6 8 2j
3. A convergent series Lan
and a divergent series Lbn such until the sum first is less than a. Then we add on unused positive
terms:
that I a" I ~ I b" I, n = I, 2, '" .
Let La" be the conditionally convergent alternating harmonic 1 I
2 - 4" - . -
1 1 1
+ :3 + "5 + ... + 2k + 1
1
series L( -1)n+l/n, and let Lb.. be the divergent harmonic senes 1- 2j
Ll/n.
until the Sum first is greater than b . Continuing with this idea we
adjoin negative terms until the sum first is less than a ; then positive
4. For an arbitrary given positive series, either a dominated terms until the sum first exceeds b; then negative terms, etc., ad
divergent series or a dominating convergent series. infinitum. Since the absolute value l/n of the general term (-I)n+l/n
A nonnegative series La,.
is said to dominate a series Lb
n iff approaches zero, it follows that every number of the closed interval
an ~ I b", I for n = 1, 2, .... If the given positive series is Lb", la, b] is approached arbitrarily closely by partial sums Sn of the re-
let an b" for n = 1, 2, '" . Then if Lbn diverges it dominates the arranged series, for arbitrarily large n. Furthermore, for no number
divergent series La,., and if Lb" converges it is dominated by the outside the interval [a, b] is this true.
convergent series Lan' The domination inequalities can all be made In the procedure just described, if the partial sums are permitted
strict by means of factors ! and 2. to go just above 1, then just below -2, then just above 3, then just
This simple result can be framed as follows: There exists no positive below -4, etc., the sequence of partial sums of the rearranged series
series that can serve simultaneously as a comparison test series for has the entire real number system as its set of limit points.
convergence and as a comparison test series for divergence. (Cf. Example
19, below.)
W. Sierpinski (cf. [43]) has shown that if La,. is a conditionally
convergent series with sum 8, and if s' < s, then for some rearrange-
ment involving the positive terms only (leaving the negative terms
5. A convergent series with a divergent rearrangement. in their original positions) the rearranged series has sum s'. A similar
With any conditionally convergent series Lan, such as the alter- remark applies to numbers s" > 8 and rearrangements involving only
nating harmonic series L(
-l),,+l/n, the terms can be rearranged negative terms. This is clearly an extension of the celebrated "Rie-
in such a way that the new series is convergent to any given sum, mann derangement theorem" (cf. [36], p. 232, Theorem III), illus-
or is divergent. Divergent rearrangements can be found SO that the trated in all its essentials by the discussion in Example 5.
sequence (8,.j of partial sums has the limit + 00, the limit - 00, or In a different direction, there is an extension that reads: If La.. is
no limit at all. In fact, the sequence (snl can be determined in such a conditionally convergent series of complex numbers then the sums
a way that its set of limits points is an arbitrary given closed interval, obtainable by all possible rearrangements that are either convergent
bounded or not (cf. Example 2, Chapter 5). The underlying reason or divergent to 00 constitute a set that is either a single line in the
that this is possible is that the series of positive terms of La,. and Complex plane (including the point at infinity) or the complex plane
the $eries of negative terms of La,.
are both divergent. in toto (including the point at infinity). Furthermore, if LV.. is a
54
55

: i
r.' . .
MI ,
I. Flnctio1l.8 of a Real Variable 6. Infinite Series

c()nditionally convergent series of vectors in a finite-dimensional space, 8. A divergent series whose general term approaches zero and
then the sums obtainable by all possible rearrangements constitute which, with a suitable intrQduction of parentheses, becomes
a sei; that is some linear variety in the space (cf. [47]). convergent to an arbitrary sum.
Introduction of parentheses in an infinite series meanS grouping of
fl. For an arhitrary conditionally convergent series and La,. consecutive finite sequences of terms (each such finite sequence con-
all arbitrary real number x , a sequence {En! , where I En I = 1 sisting of at least one term) to produce a new series, whose sequence
for 11 = Ii 2, ... , such that Len
a,. = x. of partial sums is therefore a subsequence of the sequence of partial
Th.e procedure here is similar to that employed in Example 5. sums of the original series. For example, one way of introducing
Since LI a,,! = +
<X) , we may attach factors Cn of absolute value 1
parentheses in the alternating harmonic series gives the series
in such a fashion that C1 a1 + .,. +
Cn a" = I a1 I + ... +
I a" I > x.
Let r/l be the least value of n that ensures this inequality. We then
p:rovide factors cn , of absolute value 1, for the next terms in order to
(1- ~) + G- i) + .. ,
obtain (for the least possible n2): 1 1 1
= 1-2 + 34 + ... + (2n - 1) 2n + ....
el (tL + ... + C"2 a,,2 = I al I + ... + J a,.1 1
Any series derived from a convergent series by means of introduction
I an1 +I 1 - .,. - I a.. 2 1 < x. of parentheses is convergent, and has a sum equal to that of the given
If this process is repeated, with partial sums alternately greater than series.
x and Jess than x, a series Lcn a" is obtained which, since a" ~ 0 The final rearranged series described under Example 5 has the
as n -+ + <fJ 1 must converge to x. stated property since, for an arbitrary real number, a suitable intro-
duction of parentheses gives a convergent series whose sum is the
7. Divergent series satisfying any two of the three conditions given number.
01 the standard alternating series theorem.
The alternating series theorem referred to states that the series 9. For a given positive sequence {b,,} with limit inferior zero,
Lc!'., c,., where I Cn I = 1 and en > 0, n = 1, 2, '" ,converges a positive divergent series La,. whose general term approaches
provided zero and such that limn-+oo an Ibn = O.
(i) En = (-1)"+1, n = 1,2, ... , Choose a subsequence bnl> b"u "', bnk' of nonconsecutive
= en,
(lit", c,. + L < n = 1, 2, .. , tenus of {b"l such that limk-+oo b"k = 0, and let a"k == b;k for k =
(iii) lir:n.n_+:o en = O. 1, 2, .... For every other value of n : n = ml, m2, m3, ... ,m;, ... ,
No i;wo of these three conditions by themselves imply convergence; let ami 0= Iii. Then a" ---? 0 as n ~ +<x>, La.. diverges, and a"klb"k =

that js, no one can be omitted. The following three examples demon- +
bn ~ 0 as k ~ <fJ.
strate this fact: . This example shows (in particular) that no matter how rapidly a
(i): Let c" 1, en = lin, n = 1, 2, ... Alternatively, for an positive sequence {b,,! may converge to zero, there is a positive
example that is, after a fashion, an "alternating series" let {c"l be sequence {a..l that converges to zero slowly enough to ensure di-
th4:l ooquence repeating in triplets: 1,1, -1, 1,1, -1, .... vergence of the series La", and yet has a subsequence converging to
(ii): Let c" 0= lin if n is odd, and let en 0= ljn 2 if n is even. zero more rapidly than the corresponding subsequence of {bnl.
(iii): Let en == (n + 1)ln (or, more simply, let en 0= 1), n 1,
10. For a given positive sequence {b n } with limit inferior zero,
2, ..
a positive convergent series La,.
such that lim,.-+oo a n lbll = + <x).
56
57

~ ..
I. Functions of a Real Variable 8. Infinite Series

preceding, let {i,,1 and {jkl be strictly increas~g sequences of positive successive term-by-term differentiation (which therefore all con-
integers chosen so that the related propertIes hold as follows: We verge uniformly), is an infinitely differentiable function. Its Maclaurin
choose i l and i l so that the related properties hold for T 1 ; then series has only terms of even degree, and the absolute value of the
i2 and h so that the related properties hold for both Tl and T 2 ; etc. term of degree 2k is
Let the sequence {anJ be defined as in Example 21. For any fixed m
the sequence {anI is transformed into a sequence {b:n n } and, since the
+co 2k
,,",xe n 410
-1J, (2)2k
nx -n

numbers i" and jk for k > m constitute sequences valId for the counter- ~o (2k)! > 2f e
example technique applied to T m, it. follows that limn-+co bmn does for every n = 0, 1, 2, ... , and in particular for n = 2k. For this
not exist for any m. value of n and, in terms of any given nonzero x, with k any integer
greater than e/2x, we have
22. A power series convergent at only one point. (Cf. Example
24.)
The series 2:!:'o n! x" converges for x = 0 and diverges for x 7"" O.
(~;)2k e-1J, = e: )2k
x
> 1.
This means that for any nonzero x the Maclaurin series for f diverges.
23. A function whose Maclaurin series converges everywhere The series 2:t:o n! xn was shown in Example 22 to be convergent
but represents the function at only one point. at only one point, x = O. It is natural to ask whether this series is
The function the Maclaurin series for some function f(x) , since an affirmative
e-llx2 if x 7"" 0, answer would provide another example of a function of the type
f(x) ==
o I if x 0
is infinitely differentiable, all of its derivatives at x = 0 being equal
described in the present instance. We shall now show that it is in-
deed possible to produce an infinitely differentiable function f(x)
having the series given above as its Maclaurin series. To do this, let
f",o(x) be defined as follows: For n = 1 2 ... let
to 0 (cf. Example 10, Chapter 3). Therefore its Maclaurin series " ,
+co l")(o) "
2:--x
+co
=2:0
_f(n -
"o(x) = .
1)1)2 if 0 ~ I x I~ 2- n/(n!)2
,,_0 nl ,,-0 l 0 if Ix I ~ 2-n+1/(n!)2
converges for all x to the function that is identically zero, and hence where, by means of the type of "bridging functions" constructed for
represents (converges to) the given function f only at the single point Example 12, Chapter 3, nO(x) is made infinitely differentiable every-
x = O. where. Let!I(x) == 10(X), and for n 2,3"", let

24,. A function whose Maclaurin series converges at only one nl(X) == lX nO(t) dt,
point.
A function with this property is described in [10], p. 153. The
function n2(X) == lX nl(t) dt,
+co
f(x) = 2: e-n cos n2x,
n=O

because of the factors e-n present in all of the series obtained by

68 69
I. l'u'rlCiians of a Real Variable 6. Infinite Series

TlllJS jn'('J;) = CP,.,fI_2(X), f,."(x) = CP",n_3(X), .,. ,f,.(n-lJ(x) = CPnO(X) , for n = 1, 2, ... ,
f~I"')(V) =
(2-+l/n:)I x
CPnO'(X). For any x and 0 ~ k ~ n - 2, 1i.. (k)(X) I ~
1,,-k- 2/(n - k - 2)! since 1~" + 2;" + ... + 1 ~~ 1: [J(X)]2 dx.

I CPnl(X) I ~ 2-n+1ln2, Since f(x) is Riemann-integrable so is [j(x)]2, and the right-hand side
of the preceding inequality is finite, whereas if a ~ ~ the left-hand
j CP,,2(X) I ~ [2- n+1ln2]1 x I,
side is unbounded as n -7 + 00. (Contradiction.)
+., .
. "smnx
The senes L.,; ~l-~ also converges for every real number x. Let
"=2 n n
+00
The series L~:tfn(k)(X), for each Ie = 0, 1, 2, ... , converges f(x) == L sm nx .
UJl.aarmly in every closed finite interval. Indeed, if 1 x I ~ K, n=2 In n
If f(x) is Lebesgue-integrable, then the function

F(x) E {' f(t) dt

SlLd uniform convergence follows from the Weierstrass M-test (cf. o .
[34), p. 445). Hence we see that is both periodic and absolutely continuous. Since f(x) is an odd func-
+00 tion (f(x) = -f( -x)), we see that F(:r) is an even function (F(x)
f(x) == Lf..(x) F( -x) and thus the Fourier series for F(x) is of the form
n=l
+>
is an infinitely differentiable function such that for k = 0, 1, 2, ... , L an cos nx,
n=O
+00
fOcJ(x) = Lfn(l,)(x).
ft=l
where ao =
1 ..
7r
10
F(x) d.1;, and for n ~ 2,

Fad ~ n ~ 1,f.. (1)(0) = CPnO(H'+l)(O) = O. Forn ~ 1 andk = n - 1,

j,.c~)\O) = <1>.. 0(0) = n - 1)1)2. For 0 ~ k < n - 1, fn(k}(O) = O. an =
2
7r
10
..
F(x) cos nx dx
Th1lS the Maclaurin series for f(x) is L!:o n! x".
~ F(x) sin nx
n
I" - 21" F' (x) sinnnx dx
.2;. A convergent trigonometric series that is not a Fourier 7r 0 7ro

series.
We shall present two examples, one in case the in+,egration involved ---1 ?"

7r 0
.
f( x ) sm n:v dx _
n
~
_ --~.
1
n In n
'is that of Riemann, and one in case the integration is that of Lebesgue.
+> ~F'(x) exists and is equal to f(x) almost everywhere.) Since F(x)
The SEl1'jes L
n=1
SIn
n
:X' where 0 < a ~ i, converges for every real of. bound~d variation, its Fourier series converges at every point,
:IS
llU]tlDer :x, as can be seen (d. [34], p. 533) by an application of a and III partICular at x = 0, from which we infer that L~:2 an con-
eooTergelLce test due to N. H. Abel (Norwegian, 1802-1829). How- verges. But since an -l/(n In n), and L~:2 (-l/(n In n) di-
ever, this series cannot be the Fourier series of any Riemann-in- verges, we have a contradiction to the assumption that f(x) is
tegrable function f(x) since, by Bessel's inequality (cf. [34J, p. 532), Lebesgue-integrable.

?O 71
 1
7. Uniform Convergence

Chapter 7 If x == 0, b... Vii ~ + 00 as n ~ + 00, We shall show that for any

x r6 0 the sequence Ibn} is unbounded, and hence diverges, by showing
that there are arbitrarily large values of n such that I cos nx I ~ !.
Uniform Convergence Indeed, for any positive integer m such that I cos mx I < !,

I cos 2mx I I 2 cos2 mx - 1. I = 1 - 2 cos 2 mx > !,

SO that there exists an n > m such that I cos nx I > !.
3. A nonuniform limit of bounded functions that is not
hounded.
Each function

f,.(x) ==
. ( 1)
Illin n-
0 'x
if 0 <x ~ 1,
Intl'oduction
The examples of this chapter deal with uniform convergence - and
OOJlvc:ugence that is not uniform - of sequences of functions on certain
1 if x = 0
is bounded on the closed interval [0, 1], but the limit function f(x),
sets. The basic definitions and theorems will be assumed to be known
equal to 1/x if 0 < x ~ 1 and equal to 0 if x = 0, is unbounded
(cf. [:14], pp. 441-462, [36], pp. 270-292).
there.
Let it be noted that for this example to exist, the limit cannot be
I. A sequence of everywhere discontinuous functions con
".n"~~ uniformly to an everywhere continuous function. uniform.

lin if x is rational, 4. A nonuniform liDlit of continuous functions that is not

f .. (x) {o if x is irrational. continuous.
A trivial example is given by
00 < x <
CLearly. lim"+-T .. f .. (x) = 0 uniformly for - 00. +
Tills simple example serves to illustrate the following general f .. (x) == {min (1, nx) if x ~ 0,
prmeiple: Uniform convergence preserves good behavior, not bad be- max (-1, nx) if x < 0,
"f!tL-lli(ir. This same principle will be illustrated repeatedly in future
whose limit is the signum function (Example 3, Chapter 3), which is
8::t;JLmples.
discontinuous at x = O.
A more interesting example is given by use of the function f (cf.
2. A sequence of infinitely differentiable functions converging
uniformly to zero, the sequence of whose derivatives diverges Example 15, Chapter 2) defined:
eTerywhel'e.
Ii J", (x) == (sin nx)/yn, then since If ... (x) I ~ llyn this sequence x = !!. in lowest terms, where p and q are integers
q
OOJlvelges uniformly to O. To see that the sequence {in'(X)} converges and q > O.
nowhere, let x be fixed and consider
x is irrational.
b.. = f ..'(x) = Vii cos nx.
77
t. Functions of a Real Variable 7. Uniform Convergence

For an arbitrary positive integer n, define f"Cx) as follows: According

to each pomt (~ , ~), where 1 ~ q < n, 0 ~ p ~ q, in each interval
1

ort:h.e form (~ - 2~2' ~) define

J(x) == min (~, ~ + 2n 2
(x - ~)) j
jn esc:h interval of the form i
(~ , + 2~2) define
J,,(x) == max (~, ~ - 2n2 (x - ~)) ;
and at every point x of [0, 1J at which J71(x) has not already been
defined, let fn(x) == lin. Outside [0, 1J in(x) is defined so as to be
periodic with period one. The graph of in(x), then, consists of an
jnfinite polygonal arc made up of segments that either lie along the
horiZiontalline y = lin or rise with slope 2n2 to the isolated points 1 1 1 ! !! i !!
0 1
of the graph of i. (Cf. Fig. 2.) As n increases, these "spikes" sharpen, 4 3 2 3 4 4 3 2
and the base approaches the x axis. As a consequence, for each In (x) for n~5
::c E CR and n = 1, 2, Figure 2

&Dd 6. A sequence of functions for which the limit of the integrals

lim f,,(x) = f(x), is not equal to the integral of the limit.
"->+00 Let
as dEuned above. Each function in is everywhere continuous, but 1
2n 2;-c if 0:;;:; x ~
the limit function f is discontinuous on the dense set ~ of rational 2n'
numbers. (Cf. Example 24, Chapter 2.)
2~i)
1 1
in (:/:) - n - 2n2(X if <
2n =
X < ,
= n
5. A llonuniform limit of Riemann -integrable functions that
is not Riemann-integrable. (Cf. Example 33, Chapter 8.) 1
0 if -:;;:; X ~ L
Ea.ch function gn, defined for Example 24, Chapter 2, when re- n
stl'icted to the closed interval [0, 1J is Riemann-integrable there, Then
:smee it is bounded there and has only a finite number of points of
dise()ntinuity. The sequence /gn} is an increasing sequence Cgn(x) :;;:;
lim
n-++ oo
1 0
1
fll(X) d:t:
!T.t-l(x) for each x and n 1, 2, ... ) converging to the function f but
of Example 1, Chapter 4, that is equal to 1 on ~ n [0, 1] and equal
to () on [0, 1] \ Q. 1
{}
1
lim j,,(x) dx
n~+oo
1 1

0 dx = O.

711 79
I. Functions of a Real Variahle 7. Uniform Convergence

Another example is the sequence {fn(X)} where fn(x) - nxe-n"" Then f" converges uniformly to 0 on [0, + 00), but
O~x~1.
A more extreme case is given by 1 +'"
fn(X) dx = 1 ~ 1.
3 1 A more extreme case is given by
2n x if O~x~
2n'
== {~/n ~~ ox>~ nx ~ n 2,
2~)
1 1 f,,(x)
fn(x) - n
2
- 2n3(X - if -2n <
=
x <-
= n'
2

1
Then S;'" f,,(x) dx = n ~ + 00.
0 if - ~ x ~ 1,
n 10. A series that converges non uniformly and whose general
ill which case, for any b E (0, 1] term approaches zero uniformly.
The series 2:!:1xnln on the half-open interval [0, 1) has these
lim
n-+'"
1
0
b
fn(X) dx = lim ?!: =
,,-+'" 2
+ 00
'
properties. Since the general term is dominated by lin on [0, 1) its
uniform convergence to zero there follows immediately. The con-
while vergence of the series follows from its domination by the series
b
Ib 0 dx = O. 2: xn, which converges on [0, 1). The nonuniformity of this con-
l n~+~
lim fn(x) dx =
0
vergence is a consequence of the fact that the partial sums are not
uniformly bounded (the harmonic series diverges; cf. [34], p. 447,
7. A sequence of functions for which the limit of the deriva- Exs. 31, 32).
tives is not equal to the derivative of the limit.
If fn(x) == x/(l +
n2x2) for -1 ~ x ~ 1 and n = 1,2, ... , then 11. A sequence converging nonuniformly and possessing a
rex) == limn-+",fn(x) exists and is equal to 0 for all x E [-1,1] (and uniformly convergent subsequence.
this convergence is uniform since the maximum and minimum values On the real number system CR, let
off7l(x) on [-1,1] are 1/2n). The derivative of the limit is identi-

{
cally equal to O. However, the limit of the derivatives is ~ if n is odd.
I 1- 2 2
nx {I if x = 0, fn(x) ==
!~fn (x) = !~'" (1 + n 2x2 )2 = 0 if 0 < Ixl ~ 1.
l'
11. 1f
.
n 18 even.

8. Convergence that is uniform on every closed subinterval The convergence to zero is nonuniform, but the convergence of the
but not uniform on the total interval. SUbsequence {f2n(x)! = {l/2n} is uniform.
Let fn(x) == xn on the open interval (0, 1).
12.-Nonuniformly convergent sequences satisfying any three
9. A sequence {fn} converging uniformly to zero on [0, + 00) but of the four conditions of Dini's theorem.
such that S;"'1 (X) dx
= lin if
n
0
+t O.
~ x ~ n,
Dini's theorem states that if {fn} is a sequence of functions defined
on a set A and converging on A to a function f, and if
Let j n (X ) - 0 if x > n. (i) fn is continuous on A, n = 1, 2, ... ,

80 81

~..