In mathematics, an infinite series of numbers is said to converge absolutely (or to be absolutely convergent) if the sum of the absolute value of the summand is finite. More precisely, a real or complex series
Contents
- Background
- Relation to convergence
- Proof that any absolutely convergent series of complex numbers is convergent
- Alternative proof using the Cauchy criterion and triangle inequality
- Proof that any absolutely convergent series in a Banach space is convergent
- Rearrangements and unconditional convergence
- Proof of the theorem
- Products of series
- Absolute convergence of integrals
- References
Absolute convergence is important for the study of infinite series because its definition is strong enough to have properties of finite sums that not all convergent series possess, yet is broad enough to occur commonly. (A convergent series that is not absolutely convergent is called conditionally convergent.) Absolutely convergent series behave "nicely". For instance, rearrangements do not change the value of the sum. This is not true for conditionally convergent series: The alternating harmonic series
Background
One may study the convergence of series
- The norm of the identity element of G is zero:
∥ 0 ∥ = 0. - For every x in G,
∥ x ∥ = 0 impliesx = 0. - For every x in G,
∥ − x ∥ = ∥ x ∥ . - For every x, y in G,
∥ x + y ∥ ≤ ∥ x ∥ + ∥ y ∥ .
In this case, the function
In particular, these statements apply using the norm |x| (absolute value) in the space of real numbers or complex numbers.
Relation to convergence
If G is complete with respect to the metric d, then every absolutely convergent series is convergent. The proof is the same as for complex-valued series: use the completeness to derive the Cauchy criterion for convergence—a series is convergent if and only if its tails can be made arbitrarily small in norm—and apply the triangle inequality.
In particular, for series with values in any Banach space, absolute convergence implies convergence. The converse is also true: if absolute convergence implies convergence in a normed space, then the space is a Banach space.
If a series is convergent but not absolutely convergent, it is called conditionally convergent. An example of a conditionally convergent series is the alternating harmonic series. Many standard tests for divergence and convergence, most notably including the ratio test and the root test, demonstrate absolute convergence. This is because a power series is absolutely convergent on the interior of its disk of convergence.
Proof that any absolutely convergent series of complex numbers is convergent
Suppose that
The preceding discussion shows that we need only prove that convergence of
Let
Since
Alternative proof using the Cauchy criterion and triangle inequality
By applying the Cauchy criterion for the convergence of a complex series, we can also prove this fact as a simple implication of the triangle inequality. By the Cauchy criterion,
Proof that any absolutely convergent series in a Banach space is convergent
The above result can be easily generalized to every Banach space (X, ǁ ⋅ ǁ). Let ∑xn be an absolutely convergent series in X. As
By the triangle inequality for the norm ǁ ⋅ ǁ, one immediately gets:
which means that
Rearrangements and unconditional convergence
In the general context of a G-valued series, a distinction is made between absolute and unconditional convergence, and the assertion that a real or complex series which is not absolutely convergent is necessarily conditionally convergent (meaning not unconditionally convergent) is then a theorem, not a definition. This is discussed in more detail below.
Given a series
When G is complete, absolute convergence implies unconditional convergence:
Theorem. LetThe issue of the converse is interesting. For real series it follows from the Riemann rearrangement theorem that unconditional convergence implies absolute convergence. Since a series with values in a finite-dimensional normed space is absolutely convergent if each of its one-dimensional projections is absolutely convergent, it follows that absolute and unconditional convergence coincide for Rn-valued series.
But there are unconditionally and non-absolutely convergent series with values in Banach space ℓ∞, for example:
where
Proof of the theorem
For any ε > 0, we can choose some
Let
Finally for any integer
Then
This shows that
that is:
Q.E.D.
Products of series
The Cauchy product of two series converges to the product of the sums if at least one of the series converges absolutely. That is, suppose that
The Cauchy product is defined as the sum of terms cn where:
Then, if either the an or bn sum converges absolutely, then
Absolute convergence of integrals
The integral
As a standard property of the Riemann integral, when
Indeed, more generally, given any series
The situation is different for the Lebesgue integral, which does not handle bounded and unbounded domains of integration separately (see below). The fact that the integral of
On the other hand, a function
In a general sense, on any measure space
- f integrable implies |f| integrable
- f measurable, |f| integrable implies f integrable
are essentially built into the definition of the Lebesgue integral. In particular, applying the theory to the counting measure on a set S, one recovers the notion of unordered summation of series developed by Moore–Smith using (what are now called) nets. When S = N is the set of natural numbers, Lebesgue integrability, unordered summability and absolute convergence all coincide.
Finally, all of the above holds for integrals with values in a Banach space. The definition of a Banach-valued Riemann integral is an evident modification of the usual one. For the Lebesgue integral one needs to circumvent the decomposition into positive and negative parts with Daniell's more functional analytic approach, obtaining the Bochner integral.