Abel's theorem explained
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, who proved it in 1826.[1]
Theorem
Let the Taylor seriesbe a power series with real coefficients
with
radius of convergence
Suppose that the series
converges. Then
is continuous from the left at
that is,
The same theorem holds for complex power series provided that
entirely within a single
Stolz sector, that is, a region of the
open unit disk where
for some fixed finite
. Without this restriction, the limit may fail to exist: for example, the power series
converges to
at
but is
unbounded near any point of the form
so the value at
is not the limit as
tends to 1 in the whole open disk.
Note that
is continuous on the real closed interval
for
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 the restriction of
to
is continuous.
Stolz sector
The Stolz sector
has explicit equation
and is plotted on the right for various values.
The left end of the sector is
, and the right end is
. On the right end, it becomes a cone with
angle
where
.
Remarks
As an immediate consequence of this theorem, if
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 sums which diverge to infinity. Ifthen
However, if the series is only known to be divergent, but for reasons other than diverging to infinity, then the claim of the theorem may fail: take, for example, the power series for
At
the series is equal to
but
\tfrac{1}{1+1}=\tfrac{1}{2}.
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
that is,
Applications
The utility of Abel's theorem is that it allows us to find the limit of a power series as its argument (that is,
) approaches
from below, even in cases where the
radius of convergence,
of the power series is equal to
and we cannot be sure whether the limit should be finite or not. See for example, 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
After subtracting a constant from
we may assume that
Let
Then substituting
and performing a simple manipulation of the series (
summation by parts) results in
Given
pick
large enough so that
for all
and note that
when
lies within the given Stolz angle. Whenever
is sufficiently close to
we have
so that
\left|Ga(z)\right|<(M+1)\varepsilon
when
is both sufficiently close to
and within the Stolz angle.
Related concepts
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.
Further reading
. Lars Ahlfors. September 1, 1980. Complex Analysis. Third. McGraw Hill Higher Education. 41–42. 0-07-085008-9. - Ahlfors called it Abel's limit theorem.
External links
- (a more general look at Abelian theorems of this type)
Notes and References
- Abel . Niels Henrik . 1826 . Untersuchungen über die Reihe
1+
x+
x2+
| m ⋅ (m-1) ⋅ (m-2) |
3 ⋅ 2 ⋅ 1 |
x3+\ldots
u.s.w. . . 1 . 311–339 . Niels Henrik Abel.