Radius of Convergence from Limit of Sequence/Real Case
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Theorem
Let $\xi \in \R$ be a real number.
Let $\ds S \paren x = \sum_{n \mathop = 0}^\infty a_n \paren {x - \xi}^n$ be a power series about $\xi$.
Then the radius of convergence $R$ of $S \paren x$ is given by:
- $\ds \frac 1 R = \lim_{n \mathop \to \infty} \size {\frac {a_{n + 1} } {a_n} }$
if this limit exists and is nonzero.
If
- $\ds \lim_{n \mathop \to \infty} \size {\frac {a_{n + 1} } {a_n} } = 0$
then the radius of convergence is infinite and therefore the interval of convergence is $\R$.
Proof
From the ratio test, $S \paren x$ is convergent if:
- $\ds \lim_{n \mathop \to \infty} \size {\frac {a_{n + 1} \paren {x - \xi}^{n + 1} } {a_n \paren {x - \xi}^n} } < 1$
Thus:
\(\ds \size {\frac {a_{n + 1} \paren {x - \xi}^{n + 1} } {a_n \paren {x - \xi}^n} }\) | \(<\) | \(\ds 1\) | ||||||||||||
\(\ds \leadstoandfrom \ \ \) | \(\ds \size {\frac {a_{n + 1} } {a_n} } \size {x - \xi}\) | \(<\) | \(\ds 1\) | |||||||||||
\(\ds \leadstoandfrom \ \ \) | \(\ds \size {\frac {a_{n + 1} } {a_n} }\) | \(<\) | \(\ds \frac 1 {\size {x - \xi} }\) |
The result follows from the definition of radius of convergence.
$\blacksquare$
Also presented as
This result can also be seen presented as:
- $\ds R = \lim_{n \mathop \to \infty} \size {\frac {a_{n - 1} } {a_n} }$
but in this case the condition under which the radius of convergence is infinite is less conveniently stated.
Sources
- 1977: K.G. Binmore: Mathematical Analysis: A Straightforward Approach ... (previous) ... (next): $\S 15.2$