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柯西–阿達馬:計算收斂半徑

一個公式給出每個冪級數的 R:它從係數 n 次根的上極限讀出半徑。我們證明它,看清比值判別法為何是更友好的特例,並手工檢驗端點。

公式及其必然成立的原因

柯西–阿達馬定理說,sum c_n (x - a)^n 的半徑 R 由 1/R = limsup of |c_n|^(1/n)(當 n -> 無窮)給出,約定 1/0 = 無窮、1/無窮 = 0。原因是:在某點 x 處應用根值判別法恰好讀出這個量。

Apply the root test to the absolute series sum |c_n| |x - a|^n.

Let L = limsup |c_n|^(1/n).  The n-th root of the n-th term is

   ( |c_n| |x - a|^n )^(1/n) = |c_n|^(1/n) * |x - a|.

Take limsup over n  ->  L * |x - a|.

Root test:
   if L * |x - a| < 1  the series converges absolutely;
   if L * |x - a| > 1  the n-th term does not -> 0, so it diverges.

The threshold is L * |x - a| = 1, i.e. |x - a| = 1/L.
That threshold is exactly the radius:  R = 1/L = 1 / limsup |c_n|^(1/n).
根值判別法把半徑化為一行計算。

比值判別法,更簡單的特例

實踐中比值判別法往往更簡單。當極限 lim |c_{n+1} / c_n| 存在時,它等於 limsup |c_n|^(1/n),於是可用 R = lim |c_n / c_{n+1}|。比值判別法不如根值判別法一般——即使柯西–阿達馬有效,它也可能給不出極限——但對階乘和乾淨的閉式係數,它是快速途徑。

Example: R for sum x^n / n!  (coefficients c_n = 1/n!).

Ratio test on |c_{n+1} / c_n|:
   |c_{n+1} / c_n| = (1/(n+1)!) / (1/n!) = n! / (n+1)! = 1/(n+1) -> 0.

So 1/R = 0, hence R = infinity.  Converges for all x.    (the exp series)

Example: R for sum n! x^n  (c_n = n!).
   |c_{n+1} / c_n| = (n+1)!/n! = n+1 -> infinity.
So 1/R = infinity, hence R = 0.  Converges only at x = 0.

Example: R for sum x^n / n  (c_n = 1/n).
   |c_{n+1}/c_n| = n/(n+1) -> 1.  So R = 1.
由相鄰係數之比得出三個半徑。

端點決定區間

柯西–阿達馬給出 R,但對 |x - a| = R 處一無所知。完整的收斂區間要靠分別檢驗每個端點求得。R = 1 的級數 sum x^n / n 是兩端可以不一致的經典例證。

Series sum_{n>=1} x^n / n,  radius R = 1, center 0.

Right endpoint x = 1:  sum 1/n = harmonic series -> DIVERGES.

Left endpoint x = -1:  sum (-1)^n / n.
   This is alternating; terms 1/n decrease monotonically to 0.
   By the alternating series test -> CONVERGES (conditionally).

Conclusion: interval of convergence is [-1, 1),
   closed on the left, open on the right.  The two ends differ.
半徑相同,端點行為相反——務必檢驗兩端。