ANALYSIS I

13
13.1

Power Series
Definition

Let (an ) be a real or complex series.

The series generated by the sequences (an z n ) as z varies are called the power series generated
by (an ).
We usually just speak of the power series (an z n ).
Note. These are the most important series of all! (Taylor, Maclaurin, etc, etc.)
Note. We will prove our theorems for real (an ) but almost all apply equally to real and
complex sequences.

13.2

Examples

(i) an = 1 :

xn : Geometric Series :

if |x| < 1
if |x| > 1

xn /n! : Exponential Series : convergent for all x

(ii) an = 1/n! :

(iii) an = 1/n :

n
n/1 x /n

: Logarithmic Series :

(iv)

a2n = (1)n /2n!

a2n+1 = 0

(v)

a2n = 0
a2n+1 = (1)n /(2n + 1)!

13.3

convergent
divergent


:

P x2n (1)n
2n!


:

convergent
divergent

if |x| < 1
if |x| > 1

: Cosine Series : convergent for all x

P x2n+1 (1)n
(2n+1)!

: Sine Series : convergent for all x

The Circle of Convergence

P
an xn0 is convergent, and |x| < |x0 | then
an xn is absolutely convergent.
 
P
 
Proof. Chose p such that  xx0  < p < 1. As
an xn0 is convergent, an xn0 0, so there exist
N such that

Theorem. If

n > N = |an xn0 | < 1

Then

 n
x
 6 pn
n > N = |an x | 6
x0 
P
Then by Comparison Test with (1, 1, 1, . . . , 1, pN +1 , pN +2 , . . . ),
|an xn | is convergent.
n

|an xn0 | 

13.4

Definition of Radius of Convergence

P
P
Suppose {|x0 | :
an xn0 convergent} is bounded; then let R := sup{|x0 | :
an xn0 convergent}.
If the set is not bounded, we write R = .
We call this the Radius of Convergence. Why? Well, see below.
Example. With the same examples as above we get R = 1, , 1, , .

13.5

Why it is the radius

an xn have radius of convergence R. Then

P
(i) |x| < R then
an xn is absolutely convergent
P
(ii) |x| > R then
an xn is divergent

Theorem. Let

(iii) |x| = R then all things are possible

Proof.
P
(i) As |x| is not sup, there exists an x0 such that |x| < x0 < R and
an xn0 is convergent.
Now use (13.3).
P
(ii) If
an xn convergent, we would have R > |x| by definition of sup.
(iii)
Example.
P n 2
P xn /n
P x /nn
/n
P(x)
xn

:
:
:
:

R=1
R=1
R=1
R=1

:
:
:
:

convergent at 1, 1
convergent at 1, and divergent at 1
convergent at + 1, and divergent at 1
divergent at 1, 1

Note. In the complex case all things are possible is not so trivial.

13.6

Examples of working out R

(i) Easy case: If lim an+1 /an exists, and = l, then R = 1/l.
Proof. Put un = |xn an |, un+1 /un = |x|an+1 /an l|x|. If l|x| < 1 then convergent, if
l|x| > 1 then divergent. So by the previous theorem, R = 1/l.
P pn
P pn
(ii) Comparison
Test Case:
x , pP
=sequence of primes. By Comparison test,
|x| 6
P n
|x| convergent if |x| < 1. But 1pn is divergent as there are infinitely many primes.
(iii) Cosine/sine etc.
P
2n
Consider (1)n x2n! : note a0 = 1, a1 = 0, a2 = 1/2etc. So Ratio test is not good yet!
Put un := |(1)n x2n /2n!|. Then un+1 /un =
by Ratio Test!

x2
(2n+2)(2n+1)

0 as n . So convergent

So series absolutely convergent for all x, so convergent for all n. Therefore R = .

2

13.7

Two Big Theorems

an xn has radius of convergence R. Then

P
(i) radius of convergence of (n + 1)an+1 xn is R
P an n
(ii) radius of convergence of
n+1 x is R

Theorem. Suppose

and if |x| < R then


X
d X
an xn
=
(n + 1)an+1 xn
dx Z
xX
X an
an tn =
xn+1
n
+
1
0

Note. There are definitions not content-free. We are not just differentiating/integrating a
sumbut a limit!
[Clearly we cant prove these until we develop the theory of differentiation and integration in
HT and TT.]

14

The Elementary Functions

Again we will stick to the real case in this section.

14.1

The exponential function

(i) For all x,

xn /n! is convergent: so R = .

(ii) Define
exp(x) :=

X xn
n!

(iii) exp(0) = 1
(iv) exp(x + y) = exp(x) exp(y) [proved]
(v) exp(x) = exp(x/2)2 > 0.
(vi) exp(x) > 0 actually.
For x > 0,
exp(x) > 1 + x > 0
for x = t, t > 0,
exp(x) exp(x) = exp(0) = 1
So exp(x) > 0 too.
(vii) x exp(x) 0 as x . [whatever this means. . . ]
Proof. Chose x N, n > . Then for x > 1
exp(x)
exp(x)
xn+1 /(n + 1)!
x
>
>
=

n
n
x
x
x
(n + 1)!
So
0 6 x exp(x) 6

(n + 1)!
x

A sanwich argument completes the proof.

(viii) For you: exp(x) = exp(1)x .
[Write x = sup xn , xn Q, and prove that the result is true for each xn essentially
algebra, done by MI. Passing to the limit is tougher.]

14.2

The Trigonometric Functions

(i) For all x

X x2n (1)n
2n!

and

X x2n+1 (1)n1
(2n + 1)!

are convergent.
(ii) Define
cos x :=

X x2n (1)n
2n!

, sin x :=

X x2n+1 (1)n1
(2n + 1)!

(iii)
cos 0 = 1, sin 0 = 0
(iv)
cos x = cos(x), sin x = sin(x)
(v)
sin(x + y) = sin x cos y + cos x sin y
We identify coefficients of

xr y s
(r+s)!

on both sides.

Ditto for cos(x + y).

(vi)
cos2 x + sin2 x = 1
Well, the first coefficient of each side is 1. Then, clearly only even coefficients can be
non-zero. The coefficient of x2k is
in cos2 x:
X x2m
x2k2m
(1)m
(1)km
(2m)!
(2k 2m)!

k 
X
1
2k
k
=
(1)
(2k)!
2m
m=0

1
(1)k 22k1
(2k)!

in sin2 x:
1
1
(1)m
(1)km1
(2m + 1)!
(2k 2m 1)!

k1 
(1)k X
2k
= (1)
(2k)!
2m + 1
X

m=0

(1)k 2k1
= (1)
2
,
(2k)!
So result will follow from what weve proved about multiplication of Absolutely convergent series.
(vii) Much better:
cos0 (x) = sin x
sin0 (x) = cos x
[Depends of results we have not proved.]
(viii) Define /2 := inf{x > 0 : cos(x) = 0}
(ix) Now establish the periodicity:
cos(x + 2) = cos(x) and sin(x + 2) = sin(x)
5

14.3

Hyperbolic Functions

Define
cosh x :=
Then
cosh x =

X x2n
2n!

, sinh x :=

X x2n+1
(2n + 1)!

exp(x) + exp(x)
exp(x) exp(x)
, sinh x =
2
2

and all follows.

14.4

The other trigonometric functions

Define
sec(x) :=
tan(x) :=

1
cos x
sin x
cos x

when x 6= 0 . . .
...

Next term!

14.5

Logarithm

Consider

P xn+1
n+1

. The radius of convergence is 1. For |x| < 1 define

log(1 x) :=

14.6

X xn+1
n+1

Binomial Series

The series

( 1) . . . ( k + 1) k
x
k!
has radius of convergence 1 (unless N); its sum, when |x| < 1, is
X

k = 0

(1 + x) .