Unconditional convergence

Order-independent convergence of a sequence

In mathematics, specifically functional analysis, a series is unconditionally convergent if all reorderings of the series converge to the same value. In contrast, a series is conditionally convergent if it converges but different orderings do not all converge to that same value. Unconditional convergence is equivalent to absolute convergence in finite-dimensional vector spaces, but is a weaker property in infinite dimensions.

Definition

Let X {\displaystyle X} be a topological vector space. Let I {\displaystyle I} be an index set and x i X {\displaystyle x_{i}\in X} for all i I . {\displaystyle i\in I.}

The series i I x i {\displaystyle \textstyle \sum _{i\in I}x_{i}} is called unconditionally convergent to x X , {\displaystyle x\in X,} if

  • the indexing set I 0 := { i I : x i 0 } {\displaystyle I_{0}:=\left\{i\in I:x_{i}\neq 0\right\}} is countable, and
  • for every permutation (bijection) σ : I 0 I 0 {\displaystyle \sigma :I_{0}\to I_{0}} of I 0 = { i k } k = 1 {\displaystyle I_{0}=\left\{i_{k}\right\}_{k=1}^{\infty }} the following relation holds: k = 1 x σ ( i k ) = x . {\displaystyle \sum _{k=1}^{\infty }x_{\sigma \left(i_{k}\right)}=x.}

Alternative definition

Unconditional convergence is often defined in an equivalent way: A series is unconditionally convergent if for every sequence ( ε n ) n = 1 , {\displaystyle \left(\varepsilon _{n}\right)_{n=1}^{\infty },} with ε n { 1 , + 1 } , {\displaystyle \varepsilon _{n}\in \{-1,+1\},} the series

n = 1 ε n x n {\displaystyle \sum _{n=1}^{\infty }\varepsilon _{n}x_{n}}
converges.

If X {\displaystyle X} is a Banach space, every absolutely convergent series is unconditionally convergent, but the converse implication does not hold in general. Indeed, if X {\displaystyle X} is an infinite-dimensional Banach space, then by Dvoretzky–Rogers theorem there always exists an unconditionally convergent series in this space that is not absolutely convergent. However when X = R n , {\displaystyle X=\mathbb {R} ^{n},} by the Riemann series theorem, the series n x n {\textstyle \sum _{n}x_{n}} is unconditionally convergent if and only if it is absolutely convergent.

See also

References

  • Ch. Heil: A Basis Theory Primer
  • Knopp, Konrad (1956). Infinite Sequences and Series. Dover Publications. ISBN 9780486601533.
  • Knopp, Konrad (1990). Theory and Application of Infinite Series. Dover Publications. ISBN 9780486661650.
  • Wojtaszczyk, P. (1996). Banach spaces for analysts. Cambridge University Press. ISBN 9780521566759.
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Analysis in topological vector spaces
Basic conceptsDerivativesMeasurabilityIntegralsResultsRelatedFunctional calculusApplications

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