Abel's theorem

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In mathematics, Abel's theorem for power series relates a limit of a power series to the sum of its coefficients. It is named after Norwegian mathematician Niels Henrik Abel.

Theorem[edit]

Let

be a power series with real coefficients ak with radius of convergence 1. Suppose that the series

converges. Then G(x) is continuous from the left at , i.e.

The same theorem holds for complex power series

provided that within a Stolz sector, that is, a region of the open unit disk where

for some M. Without this restriction, the limit may fail to exist: for example, the power series

converges to 0 at z = 1, but is unbounded near any point of the form eπi/3n, so the value at z = 1 is not the limit as z tends to 1 in the whole open disk.

Note that G(z) is continuous on the real closed interval [0, t] for t < 1, by virtue of the uniform convergence of the series on compact subsets of the disk of convergence. Abel's theorem allows us to say more, namely that G(z) is continuous on [0, 1].

Remarks[edit]

As an immediate consequence of this theorem, if z is any nonzero complex number for which the series

converges, then it follows that

in which the limit is taken from below.

The theorem can also be generalized to account for infinite sums.[citation needed] If

then

However, if the series is only known to be divergent, the theorem fails; take for example, the power series for

At the series is equal to but

We also remark the theorem holds for radii of convergence other than : let

be a power series with radius of convergence , and suppose the series converges at . Then is continuous from the left at , i.e.

Applications[edit]

The utility of Abel's theorem is that it allows us to find the limit of a power series as its argument (i.e. ) approaches 1 from below, even in cases where the radius of convergence, , of the power series is equal to 1 and we cannot be sure whether the limit should be finite or not. See e.g. the binomial series. Abel's theorem allows us to evaluate many series in closed form. For example, when

we obtain

by integrating the uniformly convergent geometric power series term by term on ; thus the series

converges to by Abel's theorem. Similarly,

converges to

is called the generating function of the sequence . Abel's theorem is frequently useful in dealing with generating functions of real-valued and non-negative sequences, such as probability-generating functions. In particular, it is useful in the theory of Galton–Watson processes.

Outline of proof[edit]

After subtracting a constant from , we may assume that . Let . Then substituting and performing a simple manipulation of the series results in

Given pick n large enough so that for all and note that

when z lies within the given Stolz angle. Whenever z is sufficiently close to 1 we have

so that when z is both sufficiently close to 1 and within the Stolz angle.

Related concepts[edit]

Converses to a theorem like Abel's are called Tauberian theorems: There is no exact converse, but results conditional on some hypothesis. The field of divergent series, and their summation methods, contains many theorems of abelian type and of tauberian type.

See also[edit]

Further reading[edit]

External links[edit]