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The Weierstrass M-test gives absolute pointwise convergence and uniform convergence of a function series
Statement
Let be a set and let . Suppose there is a sequence of nonnegative reals such that
and the scalar series converges. Then converges absolutely for every , and the function series converges uniformly on .
Facts & Assumptions
Given: Functions and nonnegative reals with for all , such that converges.
If eventually and converges, then converges (If eventually, convergence of gives convergence of , and divergence of gives divergence of ).
A convergent real series has uniformly small scalar tails: for every real there is such that whenever (A series converges iff for every there is with for all ).
Repeated triangle inequalities for finite sums give , and finite sums preserve termwise inequalities (The triangle inequality, Basic properties of the absolute value, Finite sums and finite products, by recursion, Laws of finite sums and finite products).
A function series converges uniformly exactly when its tails are uniformly small (A series of real-valued functions converges uniformly if and only if its tails are uniformly small, A series of real-valued functions and its pointwise and uniform convergence through its partial sums).
Proof
Fix . Since for every , [L1] shows that converges.
Let . By [L2] choose such that whenever , the absolute value being unnecessary because the terms are nonnegative.
For and , one has .
Step 1.1 gives absolute pointwise convergence, while step 2.1 and [L4] give uniform convergence of .
Depends on
A series of real-valued functions converges uniformly if and only if its tails are uniformly small
A series converges iff for every there is with for all
If eventually, convergence of gives convergence of , and divergence of gives divergence of
A series of real-valued functions and its pointwise and uniform convergence through its partial sums
Finite sums and finite products, by recursion
Laws of finite sums and finite products
Basic properties of the absolute value
The triangle inequality