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A power series, its formal derivative, and its zero-constant-term formal antiderivative have the same radius of convergence

Statement

For a power series n0an(xc)n\sum_{n\ge0}a_n(x-c)^n, define its formal derivative and its zero-constant-term formal antiderivative by

n0ι(n+1)an+1(xc)n,n0anι(n+1)(xc)n+1,\sum_{n\ge0}\iota(n+1)a_{n+1}(x-c)^n,\qquad \sum_{n\ge0}\frac{a_n}{\iota(n+1)}(x-c)^{n+1},

where ι(n+1)>0\iota(n+1)>0 is the canonical natural in R\mathbb R (The canonical natural ι(n)=n1F\iota(n) = n \cdot 1_F of a field, Canonical naturals are positive and strictly increasing). All three power series have the same radius of convergence.

Facts & Assumptions

Given: The three formal power series in the statement, centred at the same real cc.

[L1]
[L2]

The Cauchy product of two absolutely convergent series converges absolutely; applying this to two copies of qn\sum q^n shows that n0ι(n+1)qn\sum_{n\ge0}\iota(n+1)q^n converges (If ak\sum a_k and bk\sum b_k both converge absolutely then their Cauchy product converges absolutely, with sum ABAB).

[L4]

The canonical naturals ι(n+1)\iota(n+1) are positive and at least 11 (Canonical naturals are positive and strictly increasing).

Proof

technique · direct
1.1

Fix distances 0r<s0\le r<s and put q=r/sq=r/s when s>0s>0. By [L2], the series with nonnegative terms ι(n+1)qn\iota(n+1)q^n converges. Its terms tend to 00 and hence form a bounded sequence by [L3], say with bound MM.

L1L2L3choose
1.2

Conversely, if the derivative series converges absolutely at a distance s>0s>0, then an+1sn+1sι(n+1)an+1sn|a_{n+1}|s^{n+1}\le s\,\iota(n+1)|a_{n+1}|s^n because ι(n+1)1\iota(n+1)\ge1. Comparison gives absolute convergence of the original series there, after adjoining its first term.

L3L4algebra
1.3

If the original series converges absolutely at distance s>0s>0, then the antiderivative terms satisfy ansn+1/ι(n+1)sansn|a_n|s^{n+1}/\iota(n+1)\le s|a_n|s^n, so the antiderivative converges absolutely at ss.

L3L4algebra
2.1

Suppose the original series converges absolutely at distance s>0s>0. Its shifted absolute terms un:=an+1sn+1u_n:=|a_{n+1}|s^{n+1} form a convergent series. At distance r<sr<s, the derivative's absolute terms satisfy ι(n+1)an+1rn=s1ι(n+1)qnun(M/s)un\iota(n+1)|a_{n+1}|r^n=s^{-1}\iota(n+1)q^n u_n\le (M/s)u_n, so the derivative series converges absolutely there by [L3].

step 1.1L3
2.2

Conversely, if the antiderivative converges absolutely at distance s>0s>0, put vn:=ansn+1/ι(n+1)v_n:=|a_n|s^{n+1}/\iota(n+1). At every r<sr<s, anrn=s1ι(n+1)qnvn(M/s)vn|a_n|r^n=s^{-1}\iota(n+1)q^n v_n\le(M/s)v_n, so the original series converges absolutely at rr by [L3].

step 1.1L3
3.1

Write R0,RD,RIR_0,R_D,R_I for the three radii. If 0r<R00\le r<R_0, the supremum definition supplies an admissible distance s>rs>r for the original series; choosing uu with r<u<sr<u<s, the original series is absolutely convergent at uu, and step 2.1 makes the derivative absolutely convergent at every distance below rr. Thus rr is admissible for the derivative and R0RDR_0\le R_D. Conversely, if 0r<RD0\le r<R_D, choose an admissible derivative distance s>rs>r and then uu with r<u<sr<u<s. The derivative converges absolutely at uu, so step 1.2 and direct comparison make the original series absolutely convergent at every distance below rr; hence RDR0R_D\le R_0. The same argument with steps 1.3 and 2.2 gives R0=RIR_0=R_I. Therefore all three extended radii are equal, including 00 and ++\infty.

givenstep 2.1step 1.2step 1.3step 2.2L3

Depends on

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