Summable series and the Riemann rearrangement theorem

Jordan Bell
May 20, 2015

1 Introduction

Let be the set of positive integers. A function from to a set is called a sequence. If X is a topological space and xX, a sequence a:X is said to converge to x if for every open neighborhood U of x there is some NU such that nNU implies that anU. If there is no xX for which a converges to x, we say that a diverges.

Let a:. We define s(a): by sn(a)=k=1nak. We call sn(a) the nth partial sum of the sequence a, and we call the sequence s(a) a series. If there is some σ such that s(a) converges to σ, we write

k=1ak=σ.

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 a is a sequence and the series s(|a|) converges, we say that the series s(a) is absolutely convergent. Because is a complete metric space, a series being absolutely convergent implies that it is convergent.

Dirichlet [14] and [15, p. 176, §101]

Elstrodt [20] and [19]

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 a is a sequence for which s(a) converges absolutely and

n=1an=σ,

then for any bijection λ:NN, the series s(aλ) converges to σ.

Proof.

Let ϵ>0, and let M be large enough so that

n=M|an|<ϵ.

Let r be large enough so that

{n:1n<M}{λn:1nr}.

Fix mr, and let h: be the sequence whose terms are the elements of

{λn:1nm}

arranged in ascending order. If t+mmax1nmλn then

{λn:1nm}{hn:1nt}={n:1nt+m},

and hence

n=1maλn+n=1tahn=n=1t+man.

Taking t, we get

n=1maλn+n=1ahn=σ;

the series s(ah) converges because for sufficiently large n, hn=n. Hence, for every mr,

|n=1maλn-σ|=|n=1ahn|n=1|ahn|n=M|an|<δ,

which shows that s(aλ) converges to σ. ∎

4 Riemann rearrangement theorem

If a: and λ: is a bijection, we call the sequence aλ: a rearrangement of the sequence a.

Because is a well-ordered set, if there are at least n elements in the set {k:ak0} then it makes sense to talk about the nth nonnegative term in the sequence a. If a were not a function from to but merely a function from a countable set to , it would not make sense to talk about the nth nonnegative term in a or the nth negative term in a.

Riemann [60, pp. 96-97]

Our proof follows Landau [45, p. 158, Theorem 217].

Theorem 2 (Riemann rearrangement theorem).

If a:NR and s(a) converges but s(|a|) diverges, then for any nonnegative real number σ there is some rearrangement b of a such that s(b)σ.

Proof.

Define p,q: by

pn=|an|+an2,qn=|an|-an2.

pn and qn are nonnegative, and satisfy pn-qn=an, pn+qn=|an|. If one of s(p) or s(q) converges and the other diverges, we obtain a contradiction from

sn(a)=k=1nak=k=1n(pk-qk)=k=1npk-k=1nqk=sn(p)-sn(q)

and the fact that s(a) converges. If both s(p) and s(q) converge, then we obtain a contradiction from

sn(|a|)=k=1n|ak|=k=1n(pk+qk)=k=1npk+k=1nqk=sn(p)+sn(q)

and the fact that s(|a|) diverges. Therefore, both s(p) and s(q) diverge.

Because s(a) converges and s(|a|) diverges, there are infinitely many n with an>0 and there are infinitely many n with an<0. Let Pn be the nth nonnegative term in the sequence a, and let Qn be the absolute value of the nth negative term in the sequence a. The fact that s(p) diverges implies that s(P) diverges, and the fact that s(q) diverges implies that s(Q) diverges.

Let σ0. We define sequences μ,ν: by induction as follows. Let μ1 be the least element of such that

sμ1(P)>σ,

and with μ1 chosen, let ν1 be the least element of such that

sμ1(P)-sν1(Q)<σ.

Let m2 be the least element of such that

sμ2(P)-sν1(Q)>σ,

and with μ2 chosen, let ν2 be the least element of such that

sμ2(P)-sν2(Q)<σ.

It is straightforward to check that μ2>μ1 and ν2>ν1.

Suppose that μ1,,μn and ν1,,νn have been chosen, that μn is the least element of such that

sμn(P)-sνn-1(Q)>σ,

that νn it the least element of such that

sμn(P)-sνn(Q)<σ

and that μn>μn-1 and νn>νn-1. Let μn+1 be the least element of such that

sμn+1(P)-sνn(Q)>σ,

and with μn+1 chosen, let νn+1 be the least element of such that

sμn+1(P)-sνn+1(Q)<σ.

It is straightforward to check that μn+1>μn and νn+1>νn.

Define b: by taking bn to be the nth term in

P1,,Pμ1,-Q1,,-Qν1,Pμ1+1,,Pμ2,-Qν1+1,,-Qν2,,

which, because the sequences μ and ν are strictly increasing, is a rearrangement of the sequence a.

5 Symmetry

Don’t use order where it is accidental.

6 Nets

A directed set is a set D and a binary relation satisfying

  • if m,n,pD, mn, and np, then mp

  • if mD, then mm

  • if m,nD, then there is some pD such that mp and np.

For example, let A be a set, let D be the set of all subsets of A, and say that FG when FG. Check that (D,) is a directed set: for F,GD, we have FGD, and FG is an upper bound for both F and G.

A net is a function from a directed set (D,) to a set X. Let (X,τ) be a topological space, let S:(D,)(X,τ) be a net, and let xX. We say that S converges to x if for every Uτ with xU there is some NUD such that NUi implies that S(i)U. 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 S:(D,) is said to be increasing if mn implies that S(m)S(n).

Lemma 3.

If S:(D,)R is an increasing net and the range R of S has an upper bound, then S converges to the supremum of R.

Proof.

Because R is a subset of that has an upper bound, it has a supremum, call it σ. To say that σ is the supremum of R means that for all rR we have rσ (σ is an upper bound) and that for all ϵ>0 there is some rϵR with σ-ϵ<rϵ (nothing less than σ is an upper bound). Take ϵ>0. There is some rϵR with σ-ϵ<rϵ. As rϵR, there is some nϵD with S(nϵ)=rϵ. If nϵn, then because S is increasing, S(nϵ)S(n), and hence

σ-ϵ<rϵ=S(nϵ)S(n).

But S(n)R, so S(n)σ. Hence nϵn implies that |S(n)-σ|<ϵ, showing that S converges to σ. ∎

7 Unordered sums

Let A be a set, and let 𝒫0(A) be the set of all finite subsets of A. Check that (𝒫0(A),) is a directed set: if F,G𝒫0(A) then FG𝒫0(A) and FG is an upper bound for both F and G. Let f:A be a function, and define Sf:𝒫0(A) by

Sf(F)=aFf(a),F𝒫0(A).

If the net Sf converges, we say that the function f is summable, and we call the element of to which Sf converges the unordered sum of f, denoted by

aAf(a).

If B is a subset of A, we say that f is summable over B if the restriction of f to B is summable. If fB is the restriction of f to B and f is summable over B (i.e. fB is summable), by

aBf(a)

we mean

aBfB(a).
Lemma 4.

Suppose that f,g:AR are functions and α,βR. If f and g are summable, then αf+βg is summable and

aA(αf(a)+g(a))=αaAf(a)+βaAg(a).
Proof.

Let σ1=aAf(a) and σ2=aAg(a), and set h=αf+βg. For ϵ>0, there is some Fϵ𝒫0(A) such that FϵF𝒫0(A) implies that |Sf(F)-σ1|<ϵ, and there is some Gϵ𝒫0(A) such that GϵG𝒫0(A) implies that |Sg(G)-σ2|<ϵ. Let Hϵ=FϵGϵ𝒫0(A). If HϵH𝒫0(A), then, as FϵH and GϵH,

|Sh(H)-(ασ1+βσ2)| = |aH(αf(a)+βg(a))-ασ1-βσ2|
= |αSf(H)+βSg(H)-ασ1-βσ2|
|α||Sf(H)-σ1|+|β||Sg(H)-σ2|
|α|ϵ+|β|ϵ;

we write rather than < in the last inequality to cover the case where α=β=0. It follows that Sh converges to ασ1+βσ2. ∎

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 1,-1,1,-1, is 12, while the Cesàro sum of the sequence 1,-1,0,1,-1,0, is 13.

Lemma 5.

If f:AR is summable, then for any set C that contains A, the function g:CR defined by

g(c)={f(c)cA0𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

is summable, and

aAf(a)=cCg(c).
Proof.

Let σ=aAf(a). For ϵ>0, there is some Fϵ𝒫0(A) such that FϵF𝒫0(A) implies that |Sf(F)-σ|<ϵ. If FϵH𝒫0(C), then, as FϵHA𝒫0(A),

|Sg(H)-σ| = |cHg(c)-σ|
= |cHAg(c)+cHAg(c)-σ|
= |aHAf(a)+cHA0-σ|
= |Sf(HA)-σ|
< ϵ.

This shows that Sg converges to σ. ∎

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 f:AR is nonnegative and there is some MR such that FP0(A) for all Sf(F)M, then f is summable. If f:AR is nonnegative and summable, then Sf(F)aAf(a) for all FP0(A).

Proof.

Suppose there is some M such that if F𝒫0(A) then Sf(F)M. That is, M is an upper bound for the range of Sf. Because f is nonnegative, the net Sf is increasing. We apply Lemma 3, which tells us that Sf converges to the supremum of its range. That Sf converges means that f is summable.

Suppose that f is summable, and let σ=aAf(a). Suppose by contradiction that there is some F0𝒫0(A) such that Sf(F0)>σ, and let ϵ=Sf(F0)-σ. Then there is some Fϵ𝒫0(A) such that FϵF𝒫0(A) implies that |Sf(F)-σ|<ϵ. As FϵF0Fϵ𝒫0(A), we have |Sf(F0Fϵ)-σ|<ϵ, and hence

Sf(F0Fϵ)<σ+ϵ=Sf(F0).

But F0 is contained in F0Fϵ and f is nonnegative, so

Sf(F0)Sf(F0Fϵ),

which gives Sf(F0)<Sf(F0), a contradiction. Therefore, there is no F𝒫0(A) for which Sf(F0)>σ. ∎

Lemma 7.

Suppose that f:AR is a function and that A+={aA:f(a)0} and A-={aA:f(a)0}. Then, f is summable if and only if f is summable over both A+ and A-. If f is summable, then

aAf(a)=aA+f(a)+aA-f(a).
Proof.

Suppose that f is summable. Because f is summable, there is some E𝒫0(A) such that EF𝒫0(A) implies that |Sf(F)-σ|<1. Define

E+={aE:f(a)0}𝒫0(A+),E-={aE:f(a)0}𝒫0(A-).

If G𝒫0(A+) then EGE𝒫0(A), and hence |Sf(GE)-σ|<1. We have

Sf+(G)=aGf(a)aGE+f(a)=aGEf(a)-aE-f(a),

and hence

Sf+(G)Sf(GE)-Sf(E-)<σ+1-Sf(E-).

That is, σ+1-Sf(E-) is an upper bound for the range of Sf+. The net Sf+ is increasing, hence applying Lemma 3 we get that Sf+ converges. That is, f+ is summable. If H𝒫0(A-), then EHE𝒫0(A), and hence |Sf(HE)-σ|<1. We have

Sf-(H)=aHf(a)aHE-f(a)=aHEf(a)-aE+f(a),

and then

Sf-(H)Sf(HE)-Sf(E+)>σ-1-Sf(E+),

showing that -σ+1+Sf(E+) is an upper bound for the net -Sf-. As -Sf- is increasing, by Lemma 3 it converges, and it follows that Sf- converges. That is, f- is summable.

Suppose that f is summable over both A+ and A-. Let f+ be the restriction of f to A+ and let f+ be the restriction of f to A+, and define g+,g-:A by

g+(a)={f(a)aA+0aA-,  g-(a)={0aA+f(a)aA-.

By Lemma 5, f+ being summable implies that g+ is summable, with

aA+f+(a)=aAg+(a),

and f- being summable implies that g- is summable, with

aA-f-(a)=aAg-(a).

But f=g++g-, so by Lemma 4 we get that f is summable, with

aAf(a)=aAg+(a)+aAg-(a)=aA+f+(a)+aA-f-(a).

If f:A is a function, we define |f|:A by |f|(a)=|f(a)|.

Theorem 8.

If f:AR is a function, then f is summable if and only if |f| is summable.

Proof.

Let A+={aA:f(a)0} and A-={aA:f(a)0}, and let f+ and f- be the restrictions of f to A+ and A- respectively. Suppose that f is summable. Then by Lemma 7 we get that f+ is summable and f- is summable. Let F𝒫0(A) and write F+={aF:f(a)0}, F-={aF:f(a)0}. We have

S|f|(F)=aF|f(a)|=aF+f(a)-aF-f(a)=Sf+(F+)-Sf-(F-).

But by Lemma 6, because the net Sf+ is increasing we have Sf+(F+)aA+f+(a), and because the net -Sf- is increasing we have -Sf-(F-)-aA-f-(a). Therefore, aA+f+(a)-aA-f-(a) is an upper bound for the range of S|f|. Moreover, S|f| is increasing, so by Lemma 6 it follows that S|f| converges, i.e. that |f| is summable.

Suppose that |f| is summable. By Lemma 6, for any F𝒫0(A+) we have

Sf+(F)=S|f|(F)aA|f|(a),

i.e., aA|f|(a) is an upper bound for the range of Sf+. As Sf+ is increasing, by Lemma 6 it follows that Sf+ converges, i.e., that f+ is summable. Because -Sf- is increasing, we likewise get that -Sf- converges and hence that Sf- converges, i.e. that f- is summable. Now applying Lemma 7, we get that f is summable. ∎

Theorem 9.

If f:AR is summable, then {aA:f(a)0} is countable.

Proof.

Suppose by contradiction that {aA:f(a)0} is uncountable. We have

{aA:f(a)0}={aA:|f(a)|>0}=n{aA:|f(a)|1n}.

Since this is a countable union, there is some n such that {aA:|f(a)|1n} is uncountable; in particular, this set is infinite. Because f is summable, by Theorem 8 we have that |f| is summable, with unordered sum σ. Hence, there is some F1𝒫0(A) such that F1F𝒫0(A) implies that |S|f|(F)-σ|<1. Let F be a finite subset of {aA:|f(a)|1n} with at least n(σ+1) elements. Then

S|f|(FF1)=aFF1|f(a)|aF|f(a)|n(σ+1)1n=σ+1.

But F1FF1𝒫0(A), so S|f|(FF1)<σ+1, a contradiction. Therefore, {aA:f(a)0} 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]

Grattan-Guinness [31] and [33] and [32] and [30]

Whiteside [75]

Schaefer [65]

Cauchy [5]

Polya [57]

Lakatos [44]

Krantz [43]

Cunha [12]

Youschkevitch [77]

Tweddle [70] and [71]

Bromwich [6, p. 74, Art. 28]

Laugwitz [46], [47], [48]

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]

Ferraro [25] and [23] and [24]

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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