The Classical Theory of Rearrangements
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THE CLASSICAL THEORY OF REARRANGEMENTS by Monica Josue Agana A thesis submitted in partial fulfillment of the requirements for the degree of Master of Science in Mathematics Boise State University December 2015 © 2015 Monica Josue Agana ALL RIGHTS RESERVED BOISE STATE UNIVERSITY GRADUATE COLLEGE DEFENSE COMMITTEE AND FINAL READING APPROVALS of the thesis submitted by Monica Josue Agana Thesis Title: The Classical Theory of Rearrangements Date of Final Oral Examination: 9 October 2015 The following individuals read and discussed the thesis submitted by student Monica Josue Agana, and they evaluated her presentation and response to questions during the final oral examination. They found that the student passed the final oral examination. Andrés Caicedo, Ph.D. Co-Chair, Supervisory Committee Zachariah Teitler, Ph.D. Co-Chair, Supervisory Committee Samuel Coskey, Ph.D. Member, Supervisory Committee Marion Scheepers, Ph.D. Member, Supervisory Committee The final reading approval of the thesis was granted by Andrés Caicedo, Ph.D., Co-Chair of the Supervisory Committee, and Zachariah Teitler, Ph.D., Co-Chair of the Supervisory Committee. The thesis was approved for the Graduate College by John R. Pelton, Ph.D., Dean of the Graduate College. Dedicated to my parents, Edson and Maria. iii ACKNOWLEDGMENTS The author wishes to express gratitude to Dr. Andres´ Caicedo, Dr. Zach Teitler, and Dr. Uwe Kaiser for advising her work. She would also like to thank the Math Department for the Summer Graduate Research Fellowship for the summer of 2014 and 2015. iv ABSTRACT One type of conditionally convergent series that has long been considered by math- ematicians is the Alternating Harmonic Series and its sum under various types of re- arrangements. The purpose of this thesis is to introduce results from the classical theory of rearrangements dating back to the 19th and early 20th century. We will look at results by mathematicians such as Ohm, Riemann, Schlomilch,¨ Pringsheim, and Sierpinski.´ In addition, we show examples of each classical result by applying the Alternating Harmonic Series under the different types of rearrangements, and also introducing theorems by Levy´ and Steinitz, and Wilczynski,´ which are modern extensions of the results of Sierpinski.´ v TABLE OF CONTENTS ABSTRACT . v 1 Introduction . 1 1.1 Preliminaries . 1 1.2 Background . 2 1.2.1 Evaluation of the Alternating Harmonic Series . 2 1.3 History . 10 2 Ohm’s Theorem . 16 2.1 Martin Ohm . 16 2.2 Ohm’s Rearrangement Theorem . 16 2.2.1 Part I . 16 2.2.2 Part II . 38 3 Riemann’s Theorem . 46 3.1 Bernhard Riemann . 46 3.2 Riemann’s Rearrangement Theorem . 46 3.3 Examples . 49 4 Schlomilch’s¨ Theorem . 54 4.1 Oscar Schlomilch¨ . 54 4.2 Mean Value Theorem . 55 vi 4.3 On Conditionally Converging Series . 58 5 Pringsheim’s Theorem . 63 5.1 Alfred Pringsheim . 63 5.2 Pringsheim’s Rearrangement . 63 6 Sierpinski’s´ Theorem . 67 6.1 Wacław Sierpinski´ . 67 6.2 On a Property of a Non-Absolutely Convergent Series . 68 6.3 Examples . 81 7 Additional Results . 89 7.1 Levy´ and Steinitz . 89 7.2 Extensions of Pringsheim’s Results . 92 7.3 Władyslaw Wilczynski´ . 96 REFERENCES . 99 vii 1 CHAPTER 1 INTRODUCTION 1.1 Preliminaries Given a sequence ( fn) of real numbers, and a permutation p : N ! N, the rearrangement th th determined by p is the sequence ( fp(n)) whose n term is the p(n) term of the original sequence. A rearrangement of a series ∑ fn is ∑ fp(n) for some such permutation p. We demonstrate this by the following example. Example 1.1.0.1. Consider the Alternating Harmonic Series (see Section 1.2 below for an evaluation of the series), ¥ (−1)n−1 1 1 1 1 1 1 1 1 1 ∑ = 1 − + − + − + − + − + ··· = ln(2): n=1 n 2 3 4 5 6 7 8 9 10 Now consider another series, 1 1 1 1 1 1 1 1 − + − + − + − ··· = ln(2): 2 4 6 8 10 12 14 2 Note that adding 0 between each term will not change the sum of the series. So we get, 1 1 1 1 1 1 1 0 + + 0 + − + 0 + + 0 + − + 0 + + 0 + − + 0 + ··· = ln(2): 2 4 6 8 10 12 2 2 Now let us add this series to the usual Alternating Harmonic Series, term by term, and we have 1 1 1 1 1 1 1 1 + 0 + − + + 0 + − + + 0 + − ··· 3 2 5 7 4 9 11 1 1 1 1 1 1 1 1 1 1 3 = 1 + − + + − + + − + + − ··· = ln(2): 3 2 5 7 4 9 11 6 13 15 2 Notice that the resulting series is a rearrangement of the Alternating Harmonic Series, but converges to another sum. The goal of this thesis is to present some classical results illustrating the extent of this phenomenon. 1.2 Background 1.2.1 Evaluation of the Alternating Harmonic Series ¥ Theorem 1.2.1. If ∑ fn converges, then lim fn = 0. In fact, lim fk = 0 and, for any n!¥ n!¥ ∑ k=n+1 e > 0, there is an N such that for all n < m with N < n, we have m j ∑ fk j< e: k=n Proof. ∑ fn converges means that the sequence of partial sums (Sk), where k Sk = ∑ fn n=1 converges. In other words, the sequence is Cauchy. So for all e > 0, there exists an N for 3 all n < m (if n > N, then j Sn − Sm j< e). This is precisely the last statement. The first statement follows from this by taking m = n + 1. The second statement follows by noting that if ∑ fn = s, then Sn ! S if and only if Sn − S ! 0. Abel’s Theorem Taken from [9, pg. 125], we have the following, ¥ Theorem 1.2.2 (Abel (1826) [9]). Suppose ∑ fn converges. We then have that n≥0 ¥ ¥ n lim fnx = fn: − ∑ ∑ x!1 n≥0 n≥0 n Even if f (x) = ∑ fnx has radius of convergence 1, it is still (left) continuous at the endpoint x = 1. Proof. [18] Suppose tn = f0 + f1 + f2 + ··· + fn and let t−1 = 0. Then, we have that m m n n ∑ fnx = ∑ (tn −t − 1)x n≥0 n≥0 m−1 n m = (1 − x) ∑ tnx +tmx : (1.1) n≥0 Now consider j x j< 1 and suppose m ! ¥. We want to show that ¥ ¥ n n ∑ fnx = (1 − x) ∑ tnx : n≥0 n≥0 4 Since (tn) converges, then it is bounded, meaning there is some value T such that j tn j< T m m m for each n. Thus, j tmx j< T j x j for each m. Since m ! ¥, then tnx ! 0. Also, by the fact that j x jm! 0, then T j x jm! 0. So from (1.1) we now have m−1 n = (1 − x) ∑ tnx + 0 n≥0 which results from taking the limit of both sides as m ! 0. Now, let t = lim tn, and let n!¥ e > 0. Pick an N 2 N so that n > N implies e j t −t j< : (1.2) n 2 Since ¥ (1 − x) ∑ xn = 1 (1.3) n≥0 for j x j< 1. ¥ ¥ n n Then, from ∑ fnx = (1 − x) ∑ tnx we get n≥0 n≥0 ¥ n ¥ n j ∑ fnx −t j = j (1 − x)∑n≥0(tn −t)x j n≥0 N n ≤ (1 − x) ∑ j tn −t jj x j n≥0 N ¥ n n = (1 − x) ∑ j tn −t jj x j +(1 − x) ∑ j tn −t jj x j : n≥0 n≥N+1 So by (1.2) and (1.3), we have 5 N ¥ n e n < (1 − x) ∑ j tn −t j ·1 + (1 − x) ∑ j x j n≥0 n≥N+1 2 N ¥ e n = (1 − x) ∑ j tn −t j + (1 − x) ∑ j x j n≥0 2 n≥N+1 N ¥ e n ≤ (1 − x) ∑ j tn −t j + (1 − x) ∑ j x j : n≥0 2 n≥0 Since j x j< 1, then N e = (1 − x) ∑ j tn −t j + : (1.4) n≥0 2 N e Let B = ∑ j tn −t j and let there be some d = > 0. If n≥0 2B 1 − d < x < 1; (1.5) ¥ n e e then for equation (1.4) we get j ∑ fnx −t j< B(1 − x) + , and from d = and (1.5), n≥0 2 2B ¥ n e e e j ∑ fnx −t j< B · d + = + = e: n≥0 2 2 2 ¥ ¥ n This proves that lim fnx = t = fn. − ∑ ∑ x!1 ≥0 n≥0 Geometric Series We introduce the following theorem for a general geometric series: 6 ¥ 1 ¥ Theorem 1.2.3 ([18]). If jxj < 1, then ∑ xn = . If jxj ≥ 1, then ∑ xn = ¥. n≥0 1 − x n≥0 The proof to this theorem can be found in [18, page 61]. Now consider a variation of the geometric series ¥ 1 ∑ (−1)nxn = 1 − x + x2 − x3 + x4 − ··· = ; n≥0 1 + x which converges only when jxj < 1, and is divergent for jxj ≥ 1. Theorem 1.2.4. If jxj < 1, then ¥ 1 ∑ (−1)nxn = : n≥0 1 + x If jxj ≥ 1, then the series diverges. Proof. Suppose we start with ¥ ∑ (−1)nxn = 1 − x + x2 − x3 + x4 − :::: n≥0 We can rewrite the left side of the equation as ¥ ∑ (−x)n = 1 − x + x2 − x3 + x4 − :::: n≥0 Notice that this is similar to the geometric series from Theorem 1.2.3 with −x in place of x, and so we have ¥ 1 ∑ (−x)n = ; n≥0 1 − (−x) 7 or ¥ 1 1 ∑ (−x)n = = n≥0 1 − (−x) 1 + x such that this series converges for jxj < 1, and diverges for jxj ≥ 1.