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一致 Cauchy 判據與 Weierstrass M-判別法

在不知道極限的情況下用 Cauchy 判據檢驗一致收斂,再把它鍛造成 Weierstrass M-判別法——函數級數的主力工具。

Cauchy,但是一致的

正如實數的 Cauchy 序列能讓你不指明極限就證明收斂,這裡也有一致版本。一致 Cauchy 判據說:(f_n) 在 E 上一致收斂當且僅當對每個 epsilon > 0 存在 N,使得對一切 m, n >= N 與一切 x ∈ E 有 |f_n(x) - f_m(x)| < epsilon。用上確界範數說,就是當 m, n >= N 時 ||f_n - f_m|| < epsilon——這些函數一致地聚攏到一起。

從判據到 M-判別法

對於函數的無窮級數 sum f_k,其部分和 s_n = f_1 + … + f_n 構成函數序列,故可用一致 Cauchy 判據。兩部分和之差是一段塊和,逐項放縮它便得到 Weierstrass M-判別法:若對一切 x ∈ E 有 |f_k(x)| <= M_k,且常數級數 sum M_k 收斂,則 sum f_k 在 E 上一致(且絕對)收斂。

Proof of the M-test via the uniform Cauchy criterion.

Hypothesis: |f_k(x)| <= M_k for all x in E, and sum M_k < infinity.

For m > n, the block of partial sums obeys, for EVERY x:
  |s_m(x) - s_n(x)| = | sum_{k=n+1}^{m} f_k(x) |
                   <= sum_{k=n+1}^{m} |f_k(x)|     (triangle inequality)
                   <= sum_{k=n+1}^{m} M_k.

The right side has no x in it. Since sum M_k converges, its tails
are a real Cauchy sequence: given epsilon > 0 there is N with
  sum_{k=n+1}^{m} M_k < epsilon   for all m > n >= N.

Therefore  ||s_m - s_n|| = sup_x |s_m(x) - s_n(x)| <= sum_{k=n+1}^m M_k
                       < epsilon   for all m > n >= N.

The partial sums are uniformly Cauchy  =>  sum f_k converges
UNIFORMLY on E.   QED
用常數控制,繼承常數級數的收斂——而且是一致的。

在實踐中使用判別法

M-判別法把函數級數問題化為對單個常數級數的比較判別法——通常是幾何級數或 p-級數。先用每項在定義域上的最壞高度作界,再檢驗這些常數之和。

Example 1:  sum_{k>=1} (cos(kx)) / k^2  on all of R.
  |cos(kx)/k^2| <= 1/k^2 = M_k,  and sum 1/k^2 = pi^2/6 < infinity.
  M-test  =>  converges UNIFORMLY on R. (Limit is continuous, by Guide 4.)

Example 2:  sum_{k>=0} x^k  on [-r, r] with 0 < r < 1.
  |x^k| <= r^k = M_k,  and sum r^k = 1/(1-r) < infinity.
  M-test  =>  uniform on [-r, r].  (But NOT on (-1,1): there
  sup|x^k| = 1, so no summable M_k exists — uniformity is local.)
兩個乾淨的 M-判別結論;注意第二個僅是局部的。