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FALSE: the Cauchy product of two convergent series converges

Statement

False claim: if ak\sum a_k and bk\sum b_k both converge (Series, partial sums, convergence and the sum, divergence, and the tail series) then their Cauchy product cn\sum c_n converges (The Cauchy product of two series: cn=k=0nakbnkc_n = \sum_{k=0}^{n} a_k b_{n-k}).

What is true is Mertens' theorem: if ak\sum a_k converges absolutely to AA and bk\sum b_k converges to BB, their Cauchy product converges to ABAB, which requires one of the two factors to converge absolutely. Convergence of both is not enough, and the standard witness is a single series multiplied by itself.

Let (εk)(\varepsilon_k) be the alternating sequence (The even and odd index maps and the alternating sequence: strictly increasing e,oe, o with N\mathbb{N} their disjoint union, and the unique (sk)(s_k) with s0=1s_0 = 1, sσ(k)=sks_{\sigma(k)} = -s_k, which satisfies sk=1|s_k| = 1, se1s \circ e \equiv 1 and so1s \circ o \equiv -1) and put

ak  =  bk  :=  εkι(k+1)(kN),a_k \;=\; b_k \;:=\; \frac{\varepsilon_k}{\sqrt{\iota(k+1)}} \qquad (k \in \mathbb{N}),

with  \sqrt{\ } the nonnegative square root (Square roots exist: a unique a0\sqrt{a} \ge 0 with (a)2=a(\sqrt{a})^2 = a; the positives are {x2:x0}\{x^2 : x \neq 0\}) and ι(k+1)\iota(k+1) the canonical natural, positive for every kk (Canonical naturals are positive and strictly increasing). Then ak\sum a_k converges, by the alternating series test, while the Cauchy product satisfies

cn    2ι(n+1)ι(n+2)    1for every nN,|c_n| \;\ge\; \frac{2\,\iota(n+1)}{\iota(n+2)} \;\ge\; 1 \qquad \text{for every } n \in \mathbb{N},

so (cn)(c_n) does not converge to 00 and cn\sum c_n diverges (If a series converges then its terms tend to 00).

Facts & Assumptions

Given: The alternating sequence (εk)(\varepsilon_k), the sequence βk:=1/ι(k+1)\beta_k := 1/\sqrt{\iota(k+1)}, the sequence ak=bk=εkβka_k = b_k = \varepsilon_k \beta_k, and their Cauchy product cn=k=0nakbnkc_n = \sum_{k=0}^{n} a_k b_{n-k} (The Cauchy product of two series: cn=k=0nakbnkc_n = \sum_{k=0}^{n} a_k b_{n-k}).

[A1]

The refuted claim: the Cauchy product of two convergent series of reals converges.

[L2]

Square roots: every t0t \ge 0 has a unique t0\sqrt{t} \ge 0 with (t)2=t(\sqrt t)^2 = t (Square roots exist: a unique a0\sqrt{a} \ge 0 with (a)2=a(\sqrt{a})^2 = a; the positives are {x2:x0}\{x^2 : x \neq 0\}).

[L3]

The canonical naturals: ι(n)>0\iota(n) > 0 for n1n \ge 1, ι\iota is strictly increasing, and ι(m+n)=ι(m)+ι(n)\iota(m+n) = \iota(m) + \iota(n) (Canonical naturals are positive and strictly increasing).

[L4]

If 0<u<v0 < u < v then 0<1/v<1/u0 < 1/v < 1/u (Inverses of positives are positive, and reciprocation reverses order).

[L5]

For every real ε>0\varepsilon > 0 there is a natural n1n \ge 1 with 1/ι(n)<ε1/\iota(n) < \varepsilon (For every ε>0\varepsilon > 0 in a complete ordered field there is a natural n1n \ge 1 with 1/n<ε1/n < \varepsilon).

[L7]

AM-GM for two nonnegative reals, in the product form: uv((u+v)/2)2u v \le \bigl((u+v)/2\bigr)^{2} (The arithmetic mean, geometric mean inequality).

[L8]

Finite sums: the sum of a constant, monotonicity in the terms, and k=0nxk=k<n+1xk\sum_{k=0}^{n} x_k = \sum_{k<n+1} x_k (Laws of finite sums and finite products, Finite sums and finite products, by recursion).

[L9]

Absolute value: xy=xy|xy| = |x|\,|y| and x0|x| \ge 0 (Basic properties of the absolute value).

[L10]

If xn\sum x_n converges then xn0x_n \to 0 (If a series converges then its terms tend to 00, Limits and Cauchy sequences of reals).

[L11]

The principle of induction on N\mathbb{N} (The principle of mathematical induction).

Refutation

technique · direct
1.1

Square roots are strictly increasing on the nonnegative reals: if 0u<v0 \le u < v and uv\sqrt u \ge \sqrt v then u=(u)2(v)2=vu = (\sqrt u)^2 \ge (\sqrt v)^2 = v, which is false; so u<v\sqrt u < \sqrt v. Also uv=uv\sqrt{uv} = \sqrt u \sqrt v for u,v0u, v \ge 0, since (uv)2=uv(\sqrt u \sqrt v)^2 = uv and uv0\sqrt u \sqrt v \ge 0, and t2=t\sqrt{t^2} = t for t0t \ge 0.

L2
1.2

An induction on jj gives εmεj=εm+j\varepsilon_m \varepsilon_j = \varepsilon_{m+j} for all m,jm, j: at j=0j = 0 this is εm1=εm\varepsilon_m \cdot 1 = \varepsilon_m, and εmεj+1=εm(εj)=εm+j=εm+j+1\varepsilon_m \varepsilon_{j+1} = \varepsilon_m(-\varepsilon_j) = -\varepsilon_{m+j} = \varepsilon_{m+j+1}.

L1L11
2.1

Each βk=1/ι(k+1)\beta_k = 1/\sqrt{\iota(k+1)} is a positive real, and (βk)(\beta_k) is nonincreasing, since 0<ι(k+1)<ι(k+2)0 < \iota(k+1) < \iota(k+2) gives 0<ι(k+1)<ι(k+2)0 < \sqrt{\iota(k+1)} < \sqrt{\iota(k+2)} and inverting reverses the inequality.

step 1.1L3L4
2.2

(βk)(\beta_k) converges to 00: given a rational ε>0\varepsilon > 0, fix a natural n1n \ge 1 with 1/ι(n)<ε21/\iota(n) < \varepsilon^2; then for knk \ge n one has ι(k+1)ι(n)>1/ε2=(1/ε)2\iota(k+1) \ge \iota(n) > 1/\varepsilon^2 = (1/\varepsilon)^2, so ι(k+1)>1/ε\sqrt{\iota(k+1)} > 1/\varepsilon and βk<ε\beta_k < \varepsilon.

step 1.1L3L4L5
2.3

For knk \le n, [L7] applied to u=ι(k+1)u = \iota(k+1) and v=ι(nk+1)v = \iota(n-k+1), whose sum is ι(n+2)\iota(n+2) by [L3], gives ι(k+1)ι(nk+1)(ι(n+2)/2)2\iota(k+1)\iota(n-k+1) \le \bigl(\iota(n+2)/2\bigr)^2; taking square roots and using step 1.1, ι(k+1)ι(nk+1)ι(n+2)/2\sqrt{\iota(k+1)}\sqrt{\iota(n-k+1)} \le \iota(n+2)/2.

step 1.1L3L7
3.1

By the alternating series test ak=εkβk\sum a_k = \sum \varepsilon_k \beta_k converges; the same series is taken as both factors.

step 2.1step 2.2L6
3.2

Hence for every nn and every knk \le n, akbnk=εkεnkβkβnk=εnβkβnka_k b_{n-k} = \varepsilon_k \varepsilon_{n-k} \beta_k \beta_{n-k} = \varepsilon_n \beta_k \beta_{n-k}, so cn=εnk=0nβkβnkc_n = \varepsilon_n \sum_{k=0}^{n} \beta_k \beta_{n-k} and cn=k=0nβkβnk|c_n| = \sum_{k=0}^{n} \beta_k \beta_{n-k}, the terms being positive.

step 2.1step 1.2L1L8L9
3.3

Inverting, βkβnk2/ι(n+2)\beta_k \beta_{n-k} \ge 2/\iota(n+2) for every knk \le n.

step 2.3L4
4.1

Summing the n+1n+1 terms and using monotonicity of finite sums and the sum of a constant, cnι(n+1)2/ι(n+2)=2ι(n+1)/ι(n+2)|c_n| \ge \iota(n+1)\cdot 2/\iota(n+2) = 2\iota(n+1)/\iota(n+2).

step 3.2step 3.3L8
5.1

Moreover 2ι(n+1)=ι(2n+2)ι(n+2)2\iota(n+1) = \iota(2n+2) \ge \iota(n+2), since 2n+2n+22n + 2 \ge n + 2 and ι\iota is increasing; so cn1|c_n| \ge 1 for every nn.

step 4.1L3
6.1

The sequence (cn)(c_n) therefore does not converge to 00: the tolerance ε=1\varepsilon = 1 admits no index KK with cn0<1|c_n - 0| < 1 for all nKn \ge K. Hence cn\sum c_n diverges.

step 5.1L10
7.1

So both factors converge while their Cauchy product diverges, and the claim [A1] is false; what is true is [L12], which asks one factor to converge absolutely, and this witness cannot satisfy that hypothesis, since otherwise Mertens' theorem would make cn\sum c_n convergent, contrary to step 6.1.

step 3.1step 6.1A1L12

Remarks

  • The lower bound is not merely nonzero: it grows to 22. Step 4.1 gives cn2ι(n+1)/ι(n+2)=22/ι(n+2)|c_n| \ge 2\iota(n+1)/\iota(n+2) = 2 - 2/\iota(n+2), and that bound increases to 22; so the terms of the Cauchy product do not shrink at all, and the divergence is detected by the crudest test available. What the size of cn|c_n| itself tends to is not determined here and is not needed.

  • Where the failure comes from. In cnc_n every one of the n+1n+1 products akbnka_k b_{n-k} carries the same sign εn\varepsilon_n, so no cancellation occurs within cnc_n: the alternation that makes each factor converge is exactly what aligns the terms of the product. Absolute convergence of one factor, as in Mertens' theorem: if ak\sum a_k converges absolutely to AA and bk\sum b_k converges to BB, their Cauchy product converges to ABAB, prevents this by making the total mass finite.

  • The claim becomes true under other hypotheses. If all three series ak\sum a_k, bk\sum b_k and cn\sum c_n are assumed to converge, then the sum of the product is the product of the sums; but that theorem is proved through power series and Abel's limit theorem, which are later in the reading order. The companion examples page records the same witness from the other side.

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