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[parent] absolute convergence of double series (Definition)

Let us consider the double series

$\displaystyle \sum_{i,j=1}^\infty u_{ij}$ (1)

of real or complex numbers $u_{ij}$ . Denote the row series $u_{k1}\!+\!u_{k2}\!+\ldots$ by $R_k$ , the column series $u_{1k}\!+\!u_{2k}\!+\ldots$ by $C_k$ and the diagonal series $u_{11}\!+\!u_{12}\!+\!u_{21}\!+\!u_{13}\!+\!u_{22}\!+\!u_{31}\!+\ldots$ by DS. Then one has the

Theorem. All row series, all column series and the diagonal series converge absolutely and $$ \sum_{k=1}^\infty R_k \;=\; \sum_{k=1}^\infty C_k \;=\; \mbox{DS}, $$ if one of the following conditions is true:

  • The diagonal series converges absolutely.
  • There exists a positive number $M$ such that every finite sum of the numbers $|u_{ij}|$ is $\leqq M$ .
  • The row series $R_k$ converge absolutely and the series $W_1\!+\!W_2\!+\ldots$ with terms $$ \sum_{j=1}^\infty|u_{kj}| = W_k $$ is convergent. An analogical condition may be formulated for the column series $C_k$ .

Example. Does the double series $$ \sum_{m=2}^\infty\sum_{n=3}^\infty n^{-m} $$ converge? If yes, determine its sum.

The column series $\displaystyle\sum_{m=2}^\infty\left(\frac{1}{n}\right)^m$ have positive terms and are absolutely converging geometric series having the sum $$ \frac{(1/n)^2}{1-1/n} \;=\; \frac{1}{n(n\!-\!1)} \;=\; \frac{1}{n\!-\!1}-\frac{1}{n} \;=\; W_n. $$ The series $W_3\!+\!W_4\!+\ldots$ is convergent, since its partial sum is a telescoping sum $$ \sum_{n=3}^N W_n \;=\; \sum_{n=3}^N\left(\frac{1}{n\!-\!1}-\frac{1}{n}\right) \;=\; \left(\frac{1}{2}-\frac{1}{3}\right)+\left(\frac{1}{3}-\frac{1}{4}\right)+\left(\frac{1}{4}-\frac{1}{5}\right) +\ldots+\left(\frac{1}{N\!-\!1}-\frac{1}{N}\right) $$ equalling simply $\frac{1}{2}\!-\!\frac{1}{N}$ and having the limit $\frac{1}{2}$ as $N \to \infty$ . Consequently, the given double series converges and its sum is $\frac{1}{2}$ .




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See Also: double series, diagonal summing

Also defines:  row series, column series, diagonal series

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Cross-references: limit, telescoping sum, partial sum, geometric series, terms, convergent, series, sum, finite, number, positive, converges absolutely, converge, theorem, complex numbers, real, double series
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This is version 4 of absolute convergence of double series, born on 2009-01-26, modified 2009-01-29.
Object id is 11573, canonical name is AbsoluteConvergenceOfDoubleSeries.
Accessed 1108 times total.

Classification:
AMS MSC40A05 (Sequences, series, summability :: Convergence and divergence of infinite limiting processes :: Convergence and divergence of series and sequences)

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