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TheoremStatement: AI-adaptedProof: AI-adaptedSession-authored (Fable 5 assisted)precheck passverified 2026-08-09 (gpt-5.6-terra-codex-subscription)
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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

Statement

Let (ak)(a_k) and (bk)(b_k) be sequences of reals, let An=i<naiA_n = \sum_{i<n} a_i and Bm=j<mbjB_m = \sum_{j<m} b_j be their partial sums (Series, partial sums, convergence and the sum, divergence, and the tail series), and let (cn)(c_n) be 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}). Then:

  1. A finite identity, holding for arbitrary sequences. For every NNN \in \mathbb{N}, n<Ncn  =  i<NaiBNi.\sum_{n<N} c_n \;=\; \sum_{i<N} a_i\, B_{N-i} .
  2. Mertens' theorem. If ak\sum a_k converges absolutely (Absolutely convergent and conditionally convergent series, and the general starting index) and bk\sum b_k converges, then ak\sum a_k converges, say to AA, and, writing BB for the sum of bk\sum b_k, the Cauchy product cn\sum c_n converges with n=0cn  =  AB.\sum_{n=0}^{\infty} c_n \;=\; A\,B .

Claim 1 carries no hypothesis at all and is used again, for the sequences (ak)(|a_k|) and (bk)(|b_k|), in If ak\sum a_k and bk\sum b_k both converge absolutely then their Cauchy product converges absolutely, with sum ABAB; 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 (ak)(a_k) and (bk)(b_k) of reals, their partial sums AnA_n and BmB_m, 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}).

[L1]

Finite sums: k<0xk=0\sum_{k<0} x_k = 0, k<n+1xk=k<nxk+xn\sum_{k<n+1} x_k = \sum_{k<n} x_k + x_n, and k=0nxk=k<n+1xk\sum_{k=0}^{n} x_k = \sum_{k<n+1} x_k (Finite sums and finite products, by recursion).

[L2]

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).

[L4]

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

[L5]

k<nxkk<nxk\bigl|\sum_{k<n} x_k\bigr| \le \sum_{k<n} |x_k| (Triangle inequality for finite sums).

[L6]

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

[L7]

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).

[L8]

A convergent sequence of reals is bounded (Every convergent sequence is bounded).

[L10]

If xk\sum |x_k| converges then xk\sum x_k converges; absolute convergence of ak\sum a_k means convergence of ak\sum |a_k| (If ak\sum |a_k| converges then ak\sum a_k converges, Absolutely convergent and conditionally convergent series, and the general starting index).

Proof

technique · direct
1.1

Claim 1 holds, by induction on NN. At N=0N = 0 both sides are empty sums, hence 00. Assume it at NN. By [L1], n<N+1cn=n<Ncn+cN\sum_{n<N+1} c_n = \sum_{n<N} c_n + c_N and cN=k<N+1akbNk=k<NakbNk+aNb0c_N = \sum_{k<N+1} a_k b_{N-k} = \sum_{k<N} a_k b_{N-k} + a_N b_0. On the other side, i<N+1aiBN+1i=i<NaiBN+1i+aNB1\sum_{i<N+1} a_i B_{N+1-i} = \sum_{i<N} a_i B_{N+1-i} + a_N B_1, where B1=b0B_1 = b_0 by [L1] and BN+1i=BNi+bNiB_{N+1-i} = B_{N-i} + b_{N-i} for every iNi \le N, again by [L1]; so additivity gives i<N+1aiBN+1i=i<NaiBNi+i<NaibNi+aNb0\sum_{i<N+1} a_i B_{N+1-i} = \sum_{i<N} a_i B_{N-i} + \sum_{i<N} a_i b_{N-i} + a_N b_0. Substituting the induction hypothesis into the first term and recognising the last two as cNc_N closes the induction.

L1L2L4
1.2

Assume the hypotheses of claim 2. Since ak\sum |a_k| converges, ak\sum a_k converges; write AA for its sum, so AnAA_n \to A, and write LL for the sum of ak\sum |a_k|, so that PN:=k<NakP_N := \sum_{k<N} |a_k| satisfies PNLP_N \le L for every NN and PNLP_N \to L.

givenL3L7L10
1.3

Write BB for the sum of bk\sum b_k and βm:=BmB\beta_m := B_m - B, so that βm0\beta_m \to 0; being convergent, (βm)(\beta_m) is bounded, and we fix a real C1C \ge 1 with βmC|\beta_m| \le C for every mm.

givenL3L8L9choose
2.1

By claim 1 and additivity, for every NN, n<Ncn=i<Nai(B+βNi)=BAN+RN\sum_{n<N} c_n = \sum_{i<N} a_i (B + \beta_{N-i}) = B\,A_N + R_N, where RN:=i<NaiβNiR_N := \sum_{i<N} a_i \beta_{N-i}.

step 1.1step 1.3L2
2.2

Let ε>0\varepsilon > 0 be real. Since PNLP_N \to L, fix MNM \in \mathbb{N} with LPM<ε/(2C)L - P_M < \varepsilon/(2C); since βm0\beta_m \to 0, fix KNK \in \mathbb{N} with βm<ε/(2(L+1))|\beta_m| < \varepsilon/(2(L+1)) for all mKm \ge K. Both quotients are legitimate, C1C \ge 1 and L+11L + 1 \ge 1 being positive.

step 1.2step 1.3choose
3.1

For NM+KN \ge M + K, the triangle inequality and splitting at MM give RNi<NaiβNi=i<MaiβNi+i=MN1aiβNi|R_N| \le \sum_{i<N} |a_i|\,|\beta_{N-i}| = \sum_{i<M} |a_i|\,|\beta_{N-i}| + \sum_{i=M}^{N-1} |a_i|\,|\beta_{N-i}|.

step 2.1L2L5L6
4.1

In the first of those sums i<Mi < M and NM+KN \ge M + K, so Ni>NMKN - i > N - M \ge K and in particular NiKN - i \ge K, whence βNi<ε/(2(L+1))|\beta_{N-i}| < \varepsilon/(2(L+1)); monotonicity of finite sums then bounds it by εPM/(2(L+1))εL/(2(L+1))<ε/2\varepsilon\,P_M/(2(L+1)) \le \varepsilon L/(2(L+1)) < \varepsilon/2.

step 2.2step 3.1step 1.2L2
4.2

In the second sum every factor βNi|\beta_{N-i}| is at most CC, so it is bounded by Ci=MN1ai=C(PNPM)C(LPM)<ε/2C \sum_{i=M}^{N-1}|a_i| = C\,(P_N - P_M) \le C\,(L - P_M) < \varepsilon/2.

step 2.2step 3.1step 1.2step 1.3L2
5.1

Hence RN<ε|R_N| < \varepsilon for every NM+KN \ge M + K; as ε>0\varepsilon > 0 was arbitrary, RN0R_N \to 0.

step 3.1step 4.1step 4.2L3
6.1

By step 2.1, step 1.2 and step 5.1 the partial sums of cn\sum c_n satisfy n<Ncn=BAN+RNBA+0=AB\sum_{n<N} c_n = B\,A_N + R_N \to B\,A + 0 = A\,B, so cn\sum c_n converges with sum ABAB, which is claim 2.

step 1.2step 2.1step 5.1L9

Remarks

  • Where absolute convergence of ak\sum a_k is used. Twice, and both times to control a tail of ak\sum |a_k|: in step 2.2, to make the far block of the splitting small uniformly in NN, and in step 4.1, where PMLP_M \le L bounds the near block. Mere convergence of ak\sum a_k gives no such control, since the tail of a conditionally convergent series is small only after cancellation, and the factors βNi\beta_{N-i} destroy the cancellation.

  • The identity of claim 1 is a rectangle folded into a triangle. It says that summing the products aibja_i b_j over the triangle i+j<Ni + j < N by antidiagonals gives the same result as summing them row by row, i<Naij<Nibj\sum_{i<N} a_i \sum_{j<N-i} b_j. The induction proves exactly that, and it needs no hypothesis because both sides are finite sums.

  • Abel's stronger theorem is not available here. If ak\sum a_k, bk\sum b_k and cn\sum c_n all converge, then the sum of cn\sum c_n is ABAB 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 ak\sum a_k and bk\sum b_k both converge absolutely then their Cauchy product converges absolutely, with sum ABAB inherits.

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