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A series of real-valued functions converges uniformly if and only if its tails are uniformly small

Statement

Let XX be a set and let fk:XRf_k:X\to\mathbb{R}. The function series fk\sum f_k converges uniformly on XX if and only if, for every real ε>0\varepsilon>0, there is NNN\in\mathbb{N} such that

k=m+1nfk(x)<ε\left|\sum_{k=m+1}^{n}f_k(x)\right|<\varepsilon

for every n>mNn>m\ge N and every xXx\in X.

Facts & Assumptions

Given: A set XX, functions fk:XRf_k:X\to\mathbb{R}, and partial-sum functions Sr(x)=k<rfk(x)S_r(x)=\sum_{k<r}f_k(x).

[L1]

The series fk\sum f_k converges uniformly exactly when its partial-sum sequence (Sr)(S_r) converges uniformly (A series of real-valued functions and its pointwise and uniform convergence through its partial sums).

[L2]

A sequence of real-valued functions converges uniformly exactly when it is uniformly Cauchy (A sequence of real-valued functions converges uniformly if and only if it is uniformly Cauchy).

[L3]

For n>mn>m, k=m+1nfk(x)=Sn+1(x)Sm+1(x)\sum_{k=m+1}^{n}f_k(x)=S_{n+1}(x)-S_{m+1}(x), and u=u|-u|=|u| for every real uu (A series of real-valued functions and its pointwise and uniform convergence through its partial sums, Basic properties of the absolute value).

Proof

technique · direct
1.1

Suppose first that fk\sum f_k converges uniformly, and let ε>0\varepsilon>0 be real.

L1
1.2

Conversely, suppose the displayed tail condition holds, and fix a real ε>0\varepsilon>0 and a corresponding index NN.

given
2.1

By [L1] and [L2], choose KK such that Sp(x)Sq(x)<ε|S_p(x)-S_q(x)|<\varepsilon for every p,qKp,q\ge K and every xXx\in X.

step 1.1L1L2choose
2.2

Put K:=N+1K:=N+1. If p,qKp,q\ge K and xXx\in X, then the difference is 00 when p=qp=q; if p>qp>q, set m=q1Nm=q-1\ge N and n=p1>mn=p-1>m, so the tail condition and [L3] give Sp(x)Sq(x)<ε|S_p(x)-S_q(x)|<\varepsilon; the case q>pq>p follows by symmetry of absolute value.

step 1.2L3algebra
3.1

For n>mKn>m\ge K and xXx\in X, the indices n+1,m+1n+1,m+1 are at least KK, so [L3] and step 2.1 give k=m+1nfk(x)<ε\left|\sum_{k=m+1}^{n}f_k(x)\right|<\varepsilon.

step 2.1L3
3.2

Thus (Sr)(S_r) is uniformly Cauchy, hence converges uniformly by [L2], and therefore fk\sum f_k converges uniformly by [L1].

step 2.2L1L2
4.1

Steps 3.1 and 3.2 prove the two implications, hence the equivalence.

step 3.1step 3.2

Depends on

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