Summable series and the Riemann rearrangement theorem
1 Introduction
Let be the set of positive integers. A function from to a set is called a sequence. If is a topological space and , a sequence is said to converge to if for every open neighborhood of there is some such that implies that . If there is no for which converges to , we say that diverges.
Let . We define by . We call the th partial sum of the sequence , and we call the sequence a series. If there is some such that converges to , we write
2 Goldbach
Euler [22, §110]: “If, as is commonly the case, we take the sum of a series to be the aggregate of all of its terms, actually taken together, then there is no doubt that only infinite series that converge continually closer to some value, the more terms we actually add, can have sums”.
Euler Goldbach correspondence nos. 55, 161, 162.
3 Dirichlet
In 1837 Dirichlet proved that one can rearrange terms in an absolutely convergent series and not change the sum, and gave examples to show that this was not the case for conditionally convergent series.
If is a sequence and the series converges, we say that the series is absolutely convergent. Because is a complete metric space, a series being absolutely convergent implies that it is convergent.
In the following theorem we prove that if a series converges absolutely, then every rearrangement of it converges to the same value. Our proof follows Landau [45, p. 157, Theorem 216].
Theorem 1.
If is a sequence for which converges absolutely and
then for any bijection , the series converges to .
Proof.
Let , and let be large enough so that
Let be large enough so that
Fix , and let be the sequence whose terms are the elements of
arranged in ascending order. If then
and hence
Taking , we get
the series converges because for sufficiently large , . Hence, for every ,
which shows that converges to . ∎
4 Riemann rearrangement theorem
If and is a bijection, we call the sequence a rearrangement of the sequence .
Because is a well-ordered set, if there are at least elements in the set then it makes sense to talk about the th nonnegative term in the sequence . If were not a function from to but merely a function from a countable set to , it would not make sense to talk about the th nonnegative term in or the th negative term in .
Riemann [60, pp. 96-97]
Our proof follows Landau [45, p. 158, Theorem 217].
Theorem 2 (Riemann rearrangement theorem).
If and converges but diverges, then for any nonnegative real number there is some rearrangement of such that .
Proof.
Define by
and are nonnegative, and satisfy , . If one of or converges and the other diverges, we obtain a contradiction from
and the fact that converges. If both and converge, then we obtain a contradiction from
and the fact that diverges. Therefore, both and diverge.
Because converges and diverges, there are infinitely many with and there are infinitely many with . Let be the th nonnegative term in the sequence , and let be the absolute value of the th negative term in the sequence . The fact that diverges implies that diverges, and the fact that diverges implies that diverges.
Let . We define sequences by induction as follows. Let be the least element of such that
and with chosen, let be the least element of such that
Let be the least element of such that
and with chosen, let be the least element of such that
It is straightforward to check that and .
Suppose that and have been chosen, that is the least element of such that
that it the least element of such that
and that and . Let be the least element of such that
and with chosen, let be the least element of such that
It is straightforward to check that and .
Define by taking to be the th term in
which, because the sequences and are strictly increasing, is a rearrangement of the sequence .
∎
5 Symmetry
Don’t use order where it is accidental.
6 Nets
A directed set is a set and a binary relation satisfying
-
•
if , , and , then
-
•
if , then
-
•
if , then there is some such that and .
For example, let be a set, let be the set of all subsets of , and say that when . Check that is a directed set: for , we have , and is an upper bound for both and .
A net is a function from a directed set to a set . Let be a topological space, let be a net, and let . We say that converges to if for every with there is some such that implies that . One proves that a topological space is Hausdorff if and only if every net in this space converges to at most one point [41, p. 67, Theorem 3].
A net is said to be increasing if implies that .
Lemma 3.
If is an increasing net and the range of has an upper bound, then converges to the supremum of .
Proof.
Because is a subset of that has an upper bound, it has a supremum, call it . To say that is the supremum of means that for all we have ( is an upper bound) and that for all there is some with (nothing less than is an upper bound). Take . There is some with . As , there is some with . If , then because is increasing, , and hence
But , so . Hence implies that , showing that converges to . ∎
7 Unordered sums
Let be a set, and let be the set of all finite subsets of . Check that is a directed set: if then and is an upper bound for both and . Let be a function, and define by
If the net converges, we say that the function is summable, and we call the element of to which converges the unordered sum of , denoted by
If is a subset of , we say that is summable over if the restriction of to is summable. If is the restriction of to and is summable over (i.e. is summable), by
we mean
Lemma 4.
Suppose that are functions and . If and are summable, then is summable and
Proof.
Let and , and set . For , there is some such that implies that , and there is some such that implies that . Let . If , then, as and ,
we write rather than in the last inequality to cover the case where . It follows that converges to . ∎
The following lemma is simple to prove and ought to be true, but should not to be called obvious. For example, the Cesàro sum of the sequence is , while the Cesàro sum of the sequence is .
Lemma 5.
If is summable, then for any set that contains , the function defined by
is summable, and
Proof.
Let . For , there is some such that implies that . If , then, as ,
This shows that converges to . ∎
The previous two lemmas are useful, and also convince us that unordered summation works similarly to finite sums. We now establish conditions under which a function is summable.
Lemma 6.
If is nonnegative and there is some such that for all , then is summable. If is nonnegative and summable, then for all .
Proof.
Suppose there is some such that if then . That is, is an upper bound for the range of . Because is nonnegative, the net is increasing. We apply Lemma 3, which tells us that converges to the supremum of its range. That converges means that is summable.
Suppose that is summable, and let . Suppose by contradiction that there is some such that , and let . Then there is some such that implies that . As , we have , and hence
But is contained in and is nonnegative, so
which gives , a contradiction. Therefore, there is no for which . ∎
Lemma 7.
Suppose that is a function and that and . Then, is summable if and only if is summable over both and . If is summable, then
Proof.
Suppose that is summable. Because is summable, there is some such that implies that . Define
If then , and hence . We have
and hence
That is, is an upper bound for the range of . The net is increasing, hence applying Lemma 3 we get that converges. That is, is summable. If , then , and hence . We have
and then
showing that is an upper bound for the net . As is increasing, by Lemma 3 it converges, and it follows that converges. That is, is summable.
If is a function, we define by .
Theorem 8.
If is a function, then is summable if and only if is summable.
Proof.
Let and , and let and be the restrictions of to and respectively. Suppose that is summable. Then by Lemma 7 we get that is summable and is summable. Let and write , . We have
But by Lemma 6, because the net is increasing we have , and because the net is increasing we have . Therefore, is an upper bound for the range of . Moreover, is increasing, so by Lemma 6 it follows that converges, i.e. that is summable.
Suppose that is summable. By Lemma 6, for any we have
i.e., is an upper bound for the range of . As is increasing, by Lemma 6 it follows that converges, i.e., that is summable. Because is increasing, we likewise get that converges and hence that converges, i.e. that is summable. Now applying Lemma 7, we get that is summable. ∎
Theorem 9.
If is summable, then is countable.
Proof.
Suppose by contradiction that is uncountable. We have
Since this is a countable union, there is some such that is uncountable; in particular, this set is infinite. Because is summable, by Theorem 8 we have that is summable, with unordered sum . Hence, there is some such that implies that . Let be a finite subset of with at least elements. Then
But , so , a contradiction. Therefore, is countable. ∎
8 References
McArthur [52]
Schaefer [64, p. 120]
Roytvarf [63, p. 282]
McShane [53]
Diestel, Jarchow and Tonge [13]
Remmert [59, p. 29]
Sorenson [67]
Lattice sums [18]
Kadets and Kadets [40]
Manning [50]
Bottazini [2]
Boyer [4]
Weil [74]
Smithies [66]
Dugac [16]
Whiteside [75]
Schaefer [65]
Cauchy [5]
Polya [57]
Lakatos [44]
Krantz [43]
Cunha [12]
Youschkevitch [77]
Bromwich [6, p. 74, Art. 28]
Tucciarone [69]
Fraser [27]
Cowen [11]
Spence [68]
Jahnke [38]
Epple [21]
Mascré [51]
Rosenthal [61]
Freniche [28]
Goursat [29, p. 348]
9 Probability
Baker [1]
Nathan [55]
Nover and Harris [56]
Colyvan [10]
Liouville [49, pp. 74–75]
Chrystal [9, p. 118]
Jordan [39, p. 277, Theorem 291]
Cayley [8, a]
Harkness and Morley [35, p. 66]
Hofmann [37]
Ferreirós [26]
Brouncker [7]
Roy [62]
Wallis [72]
Bourbaki [3, p. 261, chapter III, §5.1]
Pringsheim [58]
Dutka [17]
Grünbaum [34]
Hinton and Martin [36]
Gersonides [42]
Watling [73]
Moore [54]
Wojtaszczyk [76, Chapter 7]
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