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Cauchy–Hadamard theorem

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In mathematics, the Cauchy–Hadamard theorem is a result in complex analysis named after the French mathematicians Augustin Louis Cauchy and Jacques Hadamard, describing the radius of convergence of a power series. It was published in 1821 by Cauchy, but remained relatively unknown until Hadamard rediscovered it. Hadamard's first publication of this result was in 1888; he also included it as part of his 1892 Ph.D. thesis.

Contents

Statement of the theorem

Consider the formal power series in one complex variable z of the form

f ( z ) = n = 0 c n ( z a ) n

where a , c n C .

Then the radius of convergence of ƒ at the point a is given by

1 R = lim sup n ( | c n | 1 / n )

where lim sup denotes the limit superior, the limit as n approaches infinity of the supremum of the sequence values after the nth position. If the sequence values are unbounded so that the lim sup is ∞, then the power series does not converge near a, while if the lim sup is 0 then the radius of convergence is ∞, meaning that the series converges on the entire plane.

Proof of the theorem

Without loss of generality assume that a = 0 . We will show first that the power series c n z n converges for | z | < R , and then that it diverges for | z | > R .

First suppose | z | < R . Let t = 1 / R not be zero or ±infinity. For any ε > 0 , there exists only a finite number of n such that | c n | n t + ε . Now | c n | ( t + ε ) n for all but a finite number of n , so the series c n z n converges if | z | < 1 / ( t + ε ) . This proves the first part.

Conversely, for ε > 0 , | c n | ( t ε ) n for infinitely many c n , so if | z | = 1 / ( t ε ) > R , we see that the series cannot converge because its nth term does not tend to 0.

Statement of the theorem

Let α be a multi-index (a n-tuple of integers) with | α | = α 1 + + α n , then f ( x ) converges with radius of convergence ρ (which is also a multi-index) if and only if

lim | α | | c α | ρ α | α | = 1

to the multidimensional power series

α 0 c α ( z a ) α := α 1 0 , , α n 0 c α 1 , , α n ( z 1 a 1 ) α 1 ( z n a n ) α n

Proof of the theorem

The proof can be found in the book Introduction to Complex Analysis Part II functions in several Variables by B. V. Shabat

References

Cauchy–Hadamard theorem Wikipedia