Series in Banach spaces

Undergraduate Mathematics Research Summer School 2009

July 6, 2009
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Contents

1 Series of Numbers: A Reminder 5

1.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Series of Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

2 Banach Spaces 9
2.1 Normed Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2 Sequences and Series in Normed Spaces . . . . . . . . . . . . . . . . . 12

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Chapter 1

Series of Numbers: A Reminder

1.1 Sequences
1.1 Definition. A sequence of elements of a set A is a mapping x : N A.
We usually denote a sequence by (xn )nN where xn is the element of A that is the
image of n by the mapping x, e.g. the sequence of odd positive integers may be described
as the mapping:
x : N R, n 7 2n + 1
or more simply we may write: xn = 2n + 1 and we denote the whole sequence by
(2n + 1)nN .
We will now consider sequences of real numbers, so the set A wher the sequence lives
is taken to be a subset of R.
1.2 Definition. A sequence (xn )nN of real numbers is said to converge to the real
number ` if

> 0 n0 N such that n > n0 = | xn ` | < .

In that case we write: limn xn = `. We say that (xn )nN is a convergent se-
quence if it converges to some real number `. A non-convergent sequence is said to be
divergent.
1.3 Proposition. [Basic properties of convergent sequences]

(a) The limit of a convergent sequence is unique.

(b) The sum (term-by-term) of two convergent sequences is convergent. The limit of
the sum is the sum of the limits.

(c) Any constant sequence (or eventually constant, i.e. n0 : n > n0 = xn = a)

is convergent.

(d) The product (term-by-term) of two convergent sequences is convergent. The limit
of the product is the product of the limits.

1.4 Examples.

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 1
(1) The sequence xn = converges to 0.
n
(2) The sequence xn = n is divergent.

(3) The sequence xn = (1)n is divergent.

n+1 n
(4) The sequence xn = ( ) converges to e .
n

1.5 Definition. A sequence (xn )nN is said to be bounded if there is a number M

such that | xn | M for all n N.
1.6 Definition. [Cauchy sequences]
A sequence (xn )nN is said to satisfy Cauchys condition or to be a Cauchy se-
quence if

> 0 n0 N such that m, n > n0 = | xn xm | < .

1.7 Proposition. [Basic properties of Cauchy sequences]

(a) Every Cauchy sequence is bounded.

(b) Every convergent sequence is a Cauchy sequence.

(c) (Completeness of R) Every Cauchy sequence in R converges to a real number.

(d) (The theorem of Bolzano-Weierstrass) Every bounded sequence of real num-

bers contains a convergent subsequence.

1.8 Exercises.

(1) Prove that every bounded monotone sequence converges.

(2) Prove that if a Cauchy sequence has a convergent subsequence, then the whole se-
quence is convergent.

(3) Prove that if a sequence (xn )nN satisfies | xn+1 xn | c | xn xn1 | for all
n and a constant c < 1, then (xn )nN is convergent.

(4) Prove that an increasing sequence is either convergent to a real number or tends to
+.

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1.2 Series of Numbers
A series is a sequence of sums of the form
n
X
sn = uk , uk R.
k=0

sn is called the nth partial sum of the series and un is calledP

the nth term of the series.
We usually denote the series whose general term is un by un . One should always
remember that convergence of the series is the convergence of its partial sums.
For a convergent series, the limit of the partial sums is called the sum of the series.
By a convergence test we mean a certain condition applied to the terms of the series
that implies convergence (or divergence) of the series. There are too many tests, so we
list only a few.
P
1.1 The general term test for divergence. A series un diverges if limn un 6=
0.
P P
1.2 Definition. A series un is said to be absolutely convergent if | un | is
convergent.
P
1.3 Example. The geometric series rn is absolutely convergent iff | r | < 1.
1.4 Proposition. An absolutely convergent series is convergent.
P (1)n
1.5 Example. The series is convergent but not absolutely convergent.
Pn
1.6 The integral test. Let un be a series with non-negative terms. If f : [a, +[
R is a Riemann integrable, decreasing
P and has limit 0 at + such that f R (n) = un

for all n a, then the series un converges iff the improper integral a f (t) dt
converges.
P 1
1.7 Example. The series np converges iff p > 1.
P P
1.8 The comparison test. Let un , vn be two series of non-negative real numbers
such that
un vn n
P P
Then, the convergence of vn implies the convergence of un .
1.9 The ratio test. Let ` = limn | f racun+1 un |, then
P
(a) If ` < 1, then the series un is absolutely convergent.
P
(b) If ` > 1, then the series un is divergent.
(c) If ` = 1, then the test does not yield any conclusion.
p
1.10 The root test. Let ` = limn n | un |, then
P
(a) If ` < 1, then the series un is absolutely convergent.
P
(b) If ` > 1, then the series un is divergent.
(c) If ` = 1, then the test does not yield any conclusion.

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 All the previous tests are tests for absolute convergence. For non-absolutely convergent
series there is an additional test:
P
1.11 Abels test. Let un be a series whose general term can be represented as the
product un = an bn . If

(a) (an )nN is decreasing to zero, and

Pn
(b) The partial sums Bn = k=0 bk form a bounded sequence.
P
Then, the series uk is convergent.
Another important concept for the convergence of series is unconditional conver-
gence which means that Pany reordering of the terms of the series keeps it convergent.
More formally, a series uk is said to be unconditionally convergent
P if for any permu-
tation (one to one and onto mapping) : N N, the series u(n) is convergent.
Actually, for series of real (or even complex) numbers; unconditional convergence is
equivalent to absolute convergence.
P
1.12 Theorem. A series uk is unconditionally convergent iff its absolutely conver-
gent.
Sketch of the Proof. The proof consists of two parts:
P
First part: If uk is absolutely convergent and is a permutation of N, then
0
n+p
X nX+q
u(k) | uj | , where n0 = min((n), , (n+p)), n0 +q = max((n)
k=n j=n0

It can easily be shown that n0 P as n , so by Cauchy condition we

abtain the (absolute) convergence of u(k) .
P
Second part: If uk is unconditionally
P convergent, then we can proveP
that the series
of all positive terms of uk and the series of all negative terms of uk are both
P to , then we can find a permuatation of
convergent. For if one of them tends
N such that the partial sums of u(k) diverges.
A conditionally convergent series of real numbers behaves in a very peculiar man-
ner; it can be rearranged so that its sum becomes any real number or .
P
1.13 Riemanns theorem. If un is a conditionally convergent series, then for any
c R {} there exists a permutation of N such that
n
X
lim sup u(k) c
n
k=0

and
n
X
lim inf u(k) c.
n
k=0

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Chapter 2

Banach Spaces

2.1 Normed Spaces

2.1 Definition. Let E be a vector space. A norm on E is a mapping k . k : E R
such that:
(i) kuk 0 for all u E ,
(ii) kuk = 0 u = 0,
(iii) kuk = | | kuk, for all u E and all R.
(iv) ku + vk kuk + kvk for all u, v E (the triangle inequality).
A vector space endowed with a norm is called a normed space.
2.2 Examples.
(1) R with the absolute value is a normed space.
(2) Rn with the euclidean norm defined by:
v
u n
uX
k(x1 , , xn )ke = t | xk | 2
k=1

is a normed space. Its usually called the n-dimensional euclidean spaces. We will
denote this normed space by `n 2.
(3) Let p > 1 be a real number. We define the p-norm on Rn by
n !1/p
X
k(x1 , , xn )kp = | xk | p .
k=1
The triangle inequality for this norm is called Minkowskis inequality. Its a conse-
quence of Holders inequality:
n
X p
| xk yk | k(x1 , , xn )kp k(y1 , , yn )kq , where q = .
p1
k=1

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 The normed space (Rn , k . kp ) is usually denoted by `n
p.

(4) The 1-norm is defined as above. The -norm on Rn is defined by

k(x1 , , xn )k = max(| x1 | , , | xn |).

It is easy to see that we have Holders inequality in the form:
n
X
| xk yk | k(x1 , , xn )k1 k(y1 , , yn )k .
k=1

(5) Let E be any n-dimensional vector space ans select a fixed ordered basis B =
{u1 , , un } for E . Then there is a canonical isomorphism TB between E and
k1 nk
z }| { z }| {
R that associate uk to ek = (0, , 0, 1, 0, , 0). Any norm on Rn can be
n
transfered to E using the formula: kukB = kTB (u)k. The converse is also true.
So, we may consider only norms on Rn to study finite dimensional normed spaces.

(6) There are infinite dimensional counterparts to `n

p : we define the norm k . kp of an
infinite sequence by:
!1/p
X
k(xk )kN kp = | xk | p .
k=1

There is no guarantie that the sum will converge, so actually the quantity k(xk )kN kp
is not always defined. Thus we consider the set:

`p = { (xk )kN | k(xk )kN kp < + }.

It turns out (as a consequence of Minkowskis inequality) that `p is a vector space

and that k(xk )kN kp is a norm on this space.

(7) The space ` is defined as the space of all bounded sequences with the norm:
k(xk )kN k = supk | xk |.

2.3 Definition. An inner product space is a vector space E endowed with an inner
product, that is a mapping < . , . >: E E R such that for all u, v, w E
and all R we have:

(i) < u, u > 0 for all u E and < u, u >= 0 u = 0,

(ii) < u, v >=< v, u >,

(iii) < u, v >= < u, v >,

(iv) < u + v, w >=< u, w > + < v, w >.

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Given an inner product, we define the associated norm by:

kuk = < u, u >.

2.4 Proposition. A normed space (E, k . kE ) is an inner product space (by this we
mean that the norm is the same as norm associated to some inner product) iff

ku + vk2 +ku vk2 = 2 kuk2 +2 kvk2 , u, v E (The parallellogam identity).

2.5 Examples.

(1) `n
2 is an inner product space.

(2) `2 is an inner product space.

(3) `n
p is an inner product space iff p = 2.

(4) `p is not an inner product space for any p 6= 2.

2.6 Definition. A linear operator T : E F between two normed spaces (E, k . kE )

and (F, k . kF ) is said to be bounded if

kT (u)kF C kukE , u E and some constant C.

2.7 Definition. Two normed spaces (E, k . kE ) and (F, k . kF ) are said to be iso-
morphic if there exists a bijective linear operator T : E F such that both T and
T 1 are bounded.
E, F are said to be isometric if there exists a bijective linear operator T : E F
such that
kT (u)kF = kukE u E.

2.8 Proposition. Any two normed spaces of the same finite dimension are isomorphic.
2.9 Proposition. `n n
p and `q are isometric iff p = q .

2.10 Definition. Let (E, k . kE ) be a normed space. A subspace of E is a linear

subspace endowed with the restriction of the norm k . kE .
2.11 Example. ` has two famous subspaces:

c = the space of all convergent sequences,

c0 = the space of all convergent sequences with limit equal to 0.

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2.2 Sequences and Series in Normed Spaces
In normed spaces we can study continuity and convergence because the norm gives rise
to a metric: d(u, v) = ku vk. So, we have the following definitions:
2.1 Definition. A sequence (uk )kN in a normed space E is said to converge to an
element u E if limn kun uk = 0.
(uk )kN is said to be a Cauchy sequence if for any > 0 there exists n0 such that
n > n0 = kun un+p k < , p.
It is easy to prove parts (i)-(iii) of proposition 1.1.3 in the context of normed spaces.
Also parts (i), (ii) of proposition 1.1.7 are true in any normed space. Part (iii) of that
proposition is not true in general:
2.2 Example. Let F = { (xk )kN | m : xk = 0k > m }. F is a subspace of ` ,
so its a normed space. But the sequence (un )nN given by

1 1
un = (1, , , , 0, 0 )
2 n
is a Cauchy sequence that has no limit in F .
2.3 Definition. A normed space in which every Cauchy sequence converges is called a
Banach space.
2.4 Proposition. If (E, k . kE ) and (F, k . kF ) are isomorphic and (E, k . kE ) is
complete, then (F, k . kF ) is also complete.
2.5 Proposition. Every finite dimensional normed space is complete.
2.6 Proposition. All the spaces `p , c and c0 are complete.
Another characterization of completeness reposes on series, to formulate that char-
acterization we begin by remarking that convergence of series in normed spaces is easily
defined. Most properties of convergent series are the same as the corresponding properties
for series of numbers. The exceptions being properties pertaining to absolute convergence
and unconditional convergence.
We define absolute convergence as:
P
2.7 Definition. A series P uk in a normed space (E, k . kE ) is said to be absolutely
convergent if the series
P kuk kE is convergent.
As theP series kuk kE is a series of positive real numbers, it does not live in the same
space as uk . So the convergence of the former series does
P not imply the convergence
of sumuk . However, it implies that the partial sums of uk form a Cauchy sequence
in E . So we have:
2.8 Proposition. A normed space (E, k . kE ) is complete iff every absolutely conver-
gent series of elements of E is convergent to some element of E .

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