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Fubini for double series: if converges then both iterated sums and the sum along every bijection converge to one and the same value
Statement
Let be a doubly indexed array of reals, written . Assume:
(H) for every the series converges, with sum ; and the series converges, with sum .
Then, with any bijection (, Injection, surjection, bijection):
- converges absolutely (Absolutely convergent and conditionally convergent series, and the general starting index), and its sum is the same for every such bijection (Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum);
- for every the series converges, say to ; the series converges absolutely; and ;
- for every the series converges and converges, say to ; the series converges absolutely; and .
In particular the two iterated sums exist and agree:
The hypothesis is on the absolute values, and it is stated as an iterated condition, not as an unqualified "double sum". Each row must be absolutely summable, and the row totals must themselves be summable. Without it the two iterated sums may both exist and differ, which is FALSE: whenever both iterated sums of a double array exist, they are equal.
Facts & Assumptions
Given: An array satisfying (H), with row totals and , and a bijection .
Finite sums: the empty sum is , , finite sums are additive, monotone in their terms, and may be split at any intermediate index (Finite sums and finite products, by recursion, Laws of finite sums and finite products).
For a series of nonnegative terms, convergence is equivalent to the range of the partial sums being bounded above; then the sum is the supremum of that range, every partial sum is at most the sum, and the partial sums converge to it (A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum, Series, partial sums, convergence and the sum, divergence, and the tail series).
Absolute value: , , and exactly when (Basic properties of the absolute value).
The principle of induction on (The principle of mathematical induction).
A bijection is an injective surjection; admits a bijection with (Injection, surjection, bijection, ).
If converges then converges (If converges then converges, Absolutely convergent and conditionally convergent series, and the general starting index).
An absolutely convergent series has the same sum along every rearrangement (Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum, Rearrangement of a series along a bijection of , and unconditional convergence).
Algebra of limits, and limits preserve non-strict inequalities holding eventually (Algebra of limits: sums, scalar multiples, products and quotients, Limits preserve non-strict inequalities, Limits and Cauchy sequences of reals).
Proof
Rectangles are bounded by . For all one has , since each inner sum is a partial sum of the convergent nonnegative series and so is at most , and finite sums are monotone.
Single points. Let vanish except at one pair , let and let be injective on with values in . If for some (necessarily unique) , then ; otherwise . Both follow by splitting the sum at and at , all remaining terms being .
List dominated by a rectangle. For every , every array of nonnegative reals, all and every injective on with values in , one has . Induction on , everything else universally quantified: at the left side is and the right side is nonnegative; and passing from to , put and let agree with except that , so that the induction hypothesis applied to and restricted gives , the subtraction coming from splitting the outer sum at and the inner one at ; adding closes the induction.
Bounding indices. For every there are with for all ; and for all there is with . Both are inductions using that the order on is total, so that finitely many naturals have a strict upper bound; the second uses surjectivity of to name, for each pair, the index mapping onto it.
For every the series converges, since does; write for its sum, so by [L4] and [L10]. Hence converges by comparison with , and converges absolutely.
Let be real. Choose with , possible because the partial sums of converge to ; then choose, for each , an index with , and let be an upper bound of the finitely many , so that for every .
Rectangle to list. Let be an array, let and let be injective on with . Let agree with on that rectangle and vanish off it. Then . This is proved by induction on , with an inner induction on : enlarging the rectangle by one column adds the single term to the left side, and changes by an array vanishing except at , which by step 1.2 adds exactly to the right side; at or both sides are .
By step 1.3 and step 1.4, every partial sum is at most ; hence converges, with sum , and converges, say to . Any two bijections differ by a bijection of , so by [L9] the value does not depend on ; this is claim 1.
Write and . By step 1.6 and monotonicity, , so .
By step 1.4 fix with , and by step 1.4 again fix , with in the rectangle for all .
The transposed array satisfies (H): its -th row total is , which converges because its partial sums are bounded by by step 1.1; and the partial sums are limits of the rectangle sums , again bounded by by step 1.1, so the series of row totals converges.
For every , : for the triangle inequality gives , and letting grow, the limit preserves the two non-strict inequalities bounding the left side.
Let agree with on the rectangle and vanish off it. By step 2.1, and ; since termwise, monotonicity gives .
By step 3.1 and step 3.2, .
Also , the middle inequality by step 1.3 and the following equality by splitting the iterated sum at and at , the array agreeing with off the small rectangle and vanishing on it.
For each , , by the argument of step 3.1 applied to the row ; summing over gives .
Writing for the sum of , the same argument applied to the series and the comparison gives .
Combining step 4.1, step 4.2, step 4.3 and step 4.4, . As was arbitrary and , this forces , which with step 1.5 is claim 2.
Applying claims 1 and 2 to and to the bijection obtained by exchanging the coordinates of gives claim 3, since for every , so the two linear series are the same series and have the same sum .
Remarks
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What the finite bookkeeping of steps 1.2 to 1.5 does, and why it is proved. Three facts are needed and none of them is among the laws of Laws of finite sums and finite products, all of which compare sums term by term over the same index range: that a sum along an injective list picks up an isolated term exactly once; that an iterated sum over a rectangle equals the sum along any injective list containing that rectangle, of the array cut down to it; and that a sum of nonnegative terms along an injective list into a rectangle is at most the iterated sum over the rectangle. Each is proved by zeroing out one entry at a time, which keeps the argument inside those laws.
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Where the hypothesis is used. Only through step 1.1, which bounds every rectangle by , and through step 1.6, which makes a single rectangle capture all but of the total mass. Everything else is bookkeeping. This is why the hypothesis has to be an absolute one: for a signed array no rectangle captures the mass, and the two iterated sums can disagree.
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The independence of the enumeration is Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum and nothing more. Two bijections differ by a bijection of , and an absolutely convergent series is unconditionally convergent. So the "sum of the array" is a well-defined real number attached to the array itself, and the theorem says the two iterated sums compute it.
Depends on
- Dirichlet's rearrangement theorem: an absolutely convergent series converges unconditionally, and every rearrangement of it has the same sum
- Rearrangement of a series along a bijection of $\mathbb{N}$, and unconditional convergence
- Absolutely convergent and conditionally convergent series, and the general starting index
- If $\sum |a_k|$ converges then $\sum a_k$ converges
- $\mathbb{N} \times \mathbb{N} \approx \mathbb{N}$
- Injection, surjection, bijection
- A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum
- If $0 \le a_k \le b_k$ eventually, convergence of $\sum b_k$ gives convergence of $\sum a_k$, and divergence of $\sum a_k$ gives divergence of $\sum b_k$
- Triangle inequality for finite sums
- Basic properties of the absolute value
- The principle of mathematical induction
- Finite sums and finite products, by recursion
- Laws of finite sums and finite products
- Algebra of limits: sums, scalar multiples, products and quotients
- Limits preserve non-strict inequalities
- Series, partial sums, convergence and the sum, divergence, and the tail series
- Limits and Cauchy sequences of reals
Used by
- The array with aᵢᵢ = 1, a_i+1,i = -1 and every other entry 0 has iterated sums 1 and 0 Example
- FALSE: whenever both iterated sums of a double array exist, they are equal False statement
- A composition of convergent real power series has a convergent power-series expansion wherever the inner series maps a neighbourhood into the outer disk of convergence Lemma
- A convergent real power series with nonzero constant term has a convergent reciprocal power series on a smaller neighbourhood Lemma
- The binomial double series used to re-expand a power series at an interior point is absolutely convergent and may be regrouped Lemma
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 121 results over 34 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- Fubini's theorem (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 8 (standard reference, not scraped)
- R. C. Gunning, Analytic Functions of Several Complex Variables (standard reference, not scraped)
- John K. Hunter, An Introduction to Real Analysis, Chapter 4 (standard reference, not scraped)