Cauchy-Hadamard Theorem/Real Case

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Theorem

Let $\xi \in \R$ be a real number.

Let $\ds \map S x = \sum_{n \mathop = 0}^\infty a_n \paren {x - \xi}^n$ be a power series about $\xi$.


Then the radius of convergence $R$ of $S \paren x$ is given by:

$\ds \frac 1 R = \limsup_{n \mathop \to \infty} \size {a_n}^{1/n}$


If:

$\ds \frac 1 R = \limsup_{n \mathop \to \infty} \size {a_n}^{1/n} = 0$

then the radius of convergence is infinite and therefore the interval of convergence is $\R$.


Proof

From the $n$th root test, $S \paren x$ is convergent if $\ds \limsup_{n \mathop \to \infty} \size {a_n \paren {x - \xi}^n}^{1/n} < 1$.

Thus:

\(\ds \size {a_n \paren {x - \xi}^n}^{1/n}\) \(<\) \(\ds 1\)
\(\ds \leadstoandfrom \ \ \) \(\ds \size {a_n}^{1/n} \size {x - \xi}\) \(<\) \(\ds 1\)
\(\ds \leadstoandfrom \ \ \) \(\ds \size {a_n}^{1/n}\) \(<\) \(\ds \frac 1 {\size {x - \xi} }\)

The result follows from the definition of radius of convergence.

$\blacksquare$


Source of Name

This entry was named for Augustin Louis Cauchy and Jacques Salomon Hadamard.


Sources