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Pringsheim's theorem for power series with nonnegative coefficients

Statement

Let

f(z)=∑n≥0anzn

have radius of convergence R with 0<R<∞, and assume that every an≥0 is real. Then the boundary point R is singular for the function element defined by f on D(0,R).

Facts & Assumptions

Given: A power series ∑n≥0anzn with radius R∈(0,∞) and nonnegative coefficients.

[L1]

Singular boundary points are those across which no holomorphic extension on a neighbourhood exists (Singular boundary points and natural boundaries of function elements).

[L2]

A holomorphic function equals its Taylor series throughout the largest centred disc contained in its domain (A holomorphic function equals its Taylor series throughout the largest centred disc in its domain).

[L3]

The radius of convergence is the one given by Cauchy-Hadamard (Cauchy-Hadamard for complex power series, including zero and infinite radius).

[L4]

A complex power-series sum has derivatives of every order, obtained by repeated termwise differentiation (A complex power-series sum has complex derivatives of every order, obtained by repeated termwise differentiation).

Proof

technique · direct
1.1L1L3algebra

Replacing z by Rz reduces the theorem to the case R=1: the rescaled series ∑n≥0anRnzn still has nonnegative coefficients, has radius 1 by [L3], and 1 is regular for it exactly when R is regular for the original series.

1.2L1L2assume-contra

Assume from now on that R=1, and suppose toward a contradiction that 1 is regular. Then there is ρ>0 and a holomorphic extension F on D(1,ρ) agreeing with the original series on D(0,1)∩D(1,ρ). By [L2], F has a Taylor expansion F(1+h)=∑m≥0bmhm(∣h∣<ρ).

2.1L4step 1.2algebra

Fix m,N∈N and choose real x with max⁡{0,1−ρ}<x<1, so x lies in the overlap where both series represent F. Applying [L4] to the original series about 0 gives F(m)(x)m!=∑n≥m(nm)anxn−m≥∑n=mN(nm)anxn−m, because every an≥0. Applying [L4] to the Taylor series about 1 shows that F(m)(x)→m!bm as x→1−. Letting x→1− therefore yields bm≥∑n=mN(nm)an.

3.1step 1.2step 2.1algebra

Choose t with 0<t<ρ and put y:=1+t/2>1. By step 1.2, F(y)=∑m≥0bm(t/2)m<∞. For every N, ∑n=0Nanyn=∑n=0Nan∑m=0n(nm)(t/2)m=∑m=0N(∑n=mN(nm)an)(t/2)m≤∑m=0Nbm(t/2)m≤F(y), where the inequality is step 2.1. Since the left-hand partial sums are nondecreasing, letting N→∞ gives ∑n≥0anyn≤F(y)<∞.

4.1L3step 1.1step 3.1discharge-contradiction∎

Step 3.1 says that the original power series converges at the real point y>1, contradicting [L3] because the radius in the reduced case is 1. Therefore 1 is singular, and undoing the rescaling proves that the point R is singular for the original series.

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Sources