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Mertens' theorem: if converges absolutely to and converges to , their Cauchy product converges to
Statement
Let and be sequences of reals, let and be their partial sums (Series, partial sums, convergence and the sum, divergence, and the tail series), and let be their Cauchy product, (The Cauchy product of two series: ). Then:
- A finite identity, holding for arbitrary sequences. For every ,
- Mertens' theorem. If converges absolutely (Absolutely convergent and conditionally convergent series, and the general starting index) and converges, then converges, say to , and, writing for the sum of , the Cauchy product converges with
Claim 1 carries no hypothesis at all and is used again, for the sequences and , in If and both converge absolutely then their Cauchy product converges absolutely, with sum ; that is why it is stated as part of the theorem rather than buried in the proof.
The hypotheses are not symmetric, and that is the point. Only one of the two series is required to converge absolutely; the other need only converge. Requiring convergence of both and nothing more is not enough, as FALSE: the Cauchy product of two convergent series converges shows.
Facts & Assumptions
Given: Sequences and of reals, their partial sums and , and their Cauchy product (The Cauchy product of two series: ).
Finite sums: , , and (Finite sums and finite products, by recursion).
Finite sums are additive, are scaled by a constant factor, may be split at an intermediate index, and are monotone in their terms (Laws of finite sums and finite products).
Partial sums of a series, and the meaning of its sum (Series, partial sums, convergence and the sum, divergence, and the tail series, Limits and Cauchy sequences of reals).
The principle of induction on (The principle of mathematical induction).
Absolute value: and (Basic properties of the absolute value).
For a series of nonnegative terms, 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).
A convergent sequence of reals is bounded (Every convergent sequence is bounded).
If converges then converges; absolute convergence of means convergence of (If converges then converges, Absolutely convergent and conditionally convergent series, and the general starting index).
Proof
Claim 1 holds, by induction on . At both sides are empty sums, hence . Assume it at . By [L1], and . On the other side, , where by [L1] and for every , again by [L1]; so additivity gives . Substituting the induction hypothesis into the first term and recognising the last two as closes the induction.
Assume the hypotheses of claim 2. Since converges, converges; write for its sum, so , and write for the sum of , so that satisfies for every and .
Write for the sum of and , so that ; being convergent, is bounded, and we fix a real with for every .
By claim 1 and additivity, for every , , where .
Let be real. Since , fix with ; since , fix with for all . Both quotients are legitimate, and being positive.
For , the triangle inequality and splitting at give .
In the first of those sums and , so and in particular , whence ; monotonicity of finite sums then bounds it by .
In the second sum every factor is at most , so it is bounded by .
Hence for every ; as was arbitrary, .
By step 2.1, step 1.2 and step 5.1 the partial sums of satisfy , so converges with sum , which is claim 2.
Remarks
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Where absolute convergence of is used. Twice, and both times to control a tail of : in step 2.2, to make the far block of the splitting small uniformly in , and in step 4.1, where bounds the near block. Mere convergence of gives no such control, since the tail of a conditionally convergent series is small only after cancellation, and the factors destroy the cancellation.
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The identity of claim 1 is a rectangle folded into a triangle. It says that summing the products over the triangle by antidiagonals gives the same result as summing them row by row, . The induction proves exactly that, and it needs no hypothesis because both sides are finite sums.
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Abel's stronger theorem is not available here. If , and all converge, then the sum of is without any absolute convergence; but the standard proof runs through power series and Abel's limit theorem, which are later in the reading order. Mertens' theorem is what this page can prove, and its hypotheses are what If and both converge absolutely then their Cauchy product converges absolutely, with sum inherits.
Depends on
- The Cauchy product of two series: $c_n = \sum_{k=0}^{n} a_k b_{n-k}$
- Absolutely convergent and conditionally convergent series, and the general starting index
- If $\sum |a_k|$ converges then $\sum a_k$ converges
- Series, partial sums, convergence and the sum, divergence, and the tail series
- Finite sums and finite products, by recursion
- Laws of finite sums and finite products
- Triangle inequality for finite sums
- Basic properties of the absolute value
- A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum
- Every convergent sequence is bounded
- Algebra of limits: sums, scalar multiples, products and quotients
- The principle of mathematical induction
- Limits and Cauchy sequences of reals
Used by
- If ∑ aₖ and ∑ bₖ both converge absolutely then their Cauchy product converges absolutely, with sum AB Corollary
- The Cauchy product of ∑_k ≥ 0 (-1)ᵏ/√k+1 with itself has |cₙ| ≥ 1 for every n, so it diverges Counterexample
- For |r| < 1 the Cauchy product of ∑ rᵏ with itself is ∑ (k+1) rᵏ, with sum 1/(1-r)² Example
- FALSE: the Cauchy product of two convergent series converges False statement
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Sources
- Cauchy product (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 3 (standard reference, not scraped)
- R. Gardner, Operations Involving Series, Theorem 7-17 (standard reference, not scraped)