I.
Perhaps the first significant observation in the theory of infinite series is that there are convergent series whose terms can be rearranged to form a new series that converges to a different value.
A well known example is provided by the alternating harmonic series,
and its rearrangement
According to
Henry Parker Manning. Irrational numbers and their representation by sequences and series. John Wiley & Sons, 1906,
Laurent evaluated the latter by inserting parentheses (see pages 97, 98):
A similar argument is possible with the rearrangement
,
which can be rewritten as
The first person to realize that rearranging the terms of a series may change its sum was Dirichlet in 1827, while working on the convergence of Fourier series. (The date is mentioned by Riemann in his Habilitationsschrift, see also page 94 of Ivor Grattan-Guinness. The Development of the Foundations of Mathematical Analysis from Euler to Riemann. MIT, 1970.)
Ten years later, he published
G. Lejeune Dirichlet. Beweis des Satzes, dass jede unbegrenzte arithmetische Progression, deren erstes Glied und Differenz ganze Zahlen ohne gemeinschaftlichen Factor sind, unendlich viele Primzahlen enthält. Abhandlungen der Königlich Preussischen Akademie der Wissenschaften von 1837, 45-81,
where he shows that this behavior is exclusive of conditionally convergent series:
Theorem (Dirichlet). If a series converges absolutely, all its rearrangements converge to the same value.
Proof. Let be the original sequence and
a rearrangement. Denote by
and
their partial sums, respectively. Fix
. We have that for any
, if
is large enough, then for all
there is some
with
. Also, there is a
such that for all
there is a
with
, so
Choosing large enough, and using that
converges, we can ensure that the two displayed series add up to less than
. This gives the result.
II.
In 1853, Riemann proved his rearrangement theorem, although it was not published until 1866, as part of his Habilitationsschrift on representation of functions as trigonometric series, Ueber die Darstellbarkeit einer Function durch eine trigonometrische Reihe. See here for Riemann’s papers.
Theorem (Riemann). Given any
in the extended reals, a conditionally convergent series of reals can be rearranged so that the liminf of the partial sums of the rearranged series is
, while the limsup is
. In particular, any real can be obtained as the sum of some rearrangement of the original series.
Proof. The idea is very simple, and based on the following observation:
Lemma. If
is a sequence of real numbers such that
conditionally converges, then, letting
and
, respectively, denote the subsequence of positive and of non-positive terms, we have that both sequences are infinite, both converge to zero, and for any
, we have that
.
Proof. The point is that, up to padding the subsequences with zeroes at appropriate places, , so at least one of the two series must diverge, since the original series is not absolutely convergent, by assumption. If one of the series converges, then the other, being a difference of two convergent series, would converge as well. It follows that both series diverge (to
). Since both the
and the
are subsequences of
, which converges to
(since
converges), then they converge to zero as well. That, in fact,
diverges no matter how large
is, is immediate.
Using the lemma, we prove the rearrangement theorem in a straightforward fashion. To explain the idea, suppose first that is real. Consider the rearrangement that first adds positive terms until the sum is larger than
, then adds non-positive terms until the sum is smaller than
, then adds positive terms again, etc, so the partial sums oscillate being larger and smaller than
, but each time by smaller amounts, since the
and the
converge to
.
The general case follows the same outline: If is real, define
for all
. If
, define
, and if
, define
. Define the sequence
similarly.
We define the rearrangement by stages, and use
to denote the partial sums of the rearranged sequence. At the beginning of stage
, we have used an initial segment
of the subsequence of positive terms, and an initial segment
of the subsequence of non-positive terms, and we have defined
(where
). At stage
, we begin with
and
. We continue the definition by setting
,
, etc, until an index
is reached such that
. Note that
exists, since
We stop at the least such
, and set
. Let
.
We continue with ,
, etc, until an index
is reached such that
. Again,
exists because
. The least such
we call
, and this concludes stage
.
It is now a routine matter to check that this rearrangement has the desired properties: The sequence of partial sums converges to
, because
, since
. Similarly, the sequence
converges to
. This shows that the limsup of the partial sums is at least
, and the liminf is at most
. But the
with
are increasing, and the
with
are decreasing, so no larger limit than
or smaller than
can be achieved.
Corollary. There is an injection of
into the set
of permutations of the natural numbers.
The idea here is that we can begin with our favorite conditionally convergent series, and assign to the rearrangement with series converging to
given by the theorem. Of course there are other methods of establishing the corollary, but I find this argument cute.
Exercise. Modify the construction to show that a conditionally convergent series admits a rearrangement such that any extended real is the limit of a subsequence of the sequence of partial sums.
III.
Prior to Riemann’s theorem, Ohm had obtained interesting related results, that were later extended by Schlömilch, and Pringsheim (see here and here for statements of some of their theorems, and further recent work). They are usually discussed in terms of rearrangements of the alternating harmonic series, although their results are more general. See also these slides by Marion Scheepers for additional work along these lines, and for details see
Marion Scheepers. On the Pringsheim rearrangement theorems. J. Math. Anal. Appl., 267 (2), (2002), 418–433. MR1888013 (2003j:40002).
(In the slides, Scheepers is using the notion of signwise monotonic series. This just means series where
is monotonically decreasing.)
Ohm’s theorem appear in
Martin Ohm. De nonnullis seriebus infinitis summandis Commentatio, Berlin, 1839.
It predicts the value of the series obtained if we fix positive integers and
, and the terms of the alternating harmonic series are rearranged so that first we add the first
positive terms, then the first
negative terms, then the next
positive terms, then the next
negative ones, etc. For instance, if
and
, the rearrangement is
Theorem (Ohm). The rearrangement of the alternating harmonic series obtained by adding first the first
positive terms, then the first
negative terms, then the next
positive terms, then the next
negative terms, etc, converges to
.
In particular, for , the limit is
and if
, the limit is
which coincides with the observations we began with.
(See also here.)
[My Master’s student Monica Agana is working on her thesis on the classical theory of rearrangements, covering in detail the results by Ohm, Schlömilch, and Pringsheim.]
IV.
A rearrangement is sometimes called simple iff the subsequences of positive terms of the original series and of the rearranged series coincide, and similarly with the subsequence of non-positive terms. Note that the rearrangements in Riemann’s and Ohm’s theorems are simple.
In
Wacław Sierpiński. Sur une propriété des séries qui ne sont pas absolument convergentes, Bull. Intern. Acad. Sci.: Cracovie A (1911) 149–158,
Sierpiński considers a different kind of rearrangements, where the non-positive terms are all fixed, and only the positive terms are permuted. (The paper is available here.) His result is the following:
Theorem (Sierpiński).
- Let
be a conditionally convergent series of real numbers that converges to
. For any
there is a rearrangement
of the
such that
, and the rearrangement leaves fixed all non-positive terms.
- Similarly, for any
there is a rearrangement
of the
such that
, and the rearrangement leaves fixed all positive terms.
- Moreover, for any extended real
, there is a rearrangement
of the
such that
and, for every
,
iff
.
Before we proceed with the proof, let me mention a related question. Given a conditionally convergent series with sum
, it follows from the theorem that if there is a rearrangement
fixing non-negative terms and such that
, then any numbers in
can be so obtained, regardless of whether
or not, since a rearrangement of the
fixing its non-negative terms is also a rearrangement of the
with the same property. Let
be the supremum of the numbers
obtained via such rearrangements.
Question. Can
? If
, is
one of these numbers
?
Proof. Note first that it suffices to prove (1), since (2) is an immediate consequence of it: Simply apply (1) to the series , noting that
to obtain (2). For (3), we can use (1) or (2) if
is real. But it is an easy exercise to show (3) if
or
.
For completeness, I sketch a proof of (3) when . The case
follows the same outline, just as (2) follows from (1). Let
and
denote, respectively, the subsequences of positive and of non-positive terms of the
, so
. Split the sequence of
into two disjoint subsequences
and
such that
but
, and
for all
.
We describe the rearrangement required in (3) by stages. Our rearrangement fixes all positive terms and only permutes the negative ones. At the beginning of stage , the permuted sequence built so far consists precisely of initial segments of the
and of the
. In fact,
have been used, as have, say,
.
Continue by using whenever a non-positive term should be used in the rearrangement, until at least
has been used, and a partial sum is obtained that is strictly larger than
(This is possible because while
.) Once this happens, use
at the first opportunity. This concludes stage
.
By induction one easily checks that all partial sums in stage are larger than
, and therefore the rearranged series diverges to
, as wanted. This completes the proof of (3) for
.
It remains to verify (1).
Just as Riemann’s theorem depended on a lemma about the series of positive and non-positive terms of the original sequence, Sierpiński’s result depends on a lemma about the series of positive terms. Unlike Riemann’s theorem, in this case, all the work goes into the proof of the lemma, and the theorem is more properly a corollary of it.
Lemma.Suppose
is a sequence of positive numbers such that
and
Let
denote the sequence of partial sums. For any
there is a rearrangement
with sequence of partial sums
such that
.
To see that the lemma implies the result, suppose that , and let
. As above, let
and
be, respectively, the subsequences of positive and of non-positive terms of the
. Let
and
denote, respectively, the sequences of partial sums of the
and of the
. For each
, let
be the number of positive terms among
, and let
be the number of non-positive terms, so that
, and if
denote the partial sums of the
, then
for all
, and
.
Apply the lemma to the to obtain a rearrangement
with partial sums
such that
. Consider the rearrangement
of the
that fixes the
and permutes the
as indicated. If
are the partial sums of the
, note that, by design,
, so that
, and
, as wanted.
Note that the requirement that in the statement of the lemma, and therefore that
in (1), cannot be improved in general to cover a larger range of possible values, since the
may be decreasing, in which case we have that
for all
.
All that remains is to prove the lemma.
Proof. As in Riemann’s theorem, we proceed by stages. Starting with , at stage
we examine
to decide the value of
. As in that theorem, we want to arrange that the values
increase if smaller than
, and decrease if larger, so that in the limit we obtain the desired value. Actually, we will need to modify slightly this strategy. To motivate the proof, consider first the case where the
are monotonic, that is,
In this case, the strategy works: At stage
, we consider two cases, according to whether
or
:
- If
, then let
be such that
, and set
. This is possible, since
.
Note that, for as long as , we stay in this case. Thus, if from some point
on we are always in case 1, then for
large enough we have
.
This is a contradiction, and indicates that repeated applications of this case always terminate, and lead to case 2. In particular, case 2 is considered infinitely often. Moreover, if is least such that
, then
.
- If
, then in particular
, so at least one of the
,
, has not been considered yet as value of a
Pick the least such index
, and define
.
Since this case applies infinitely often, the value of the least index such that
is not one of the
increases unboundedly. By design, no index
is used more than once, and therefore this algorithm results in a rearrangement of the
. If we ever find an index
such that (again)
, note that
.
Note that our assumption that the are decreasing ensures that, in case 2, (with notation as above)
, since
. Moreover, it cannot be that we have equality from some point on, since the
converge to
. This means that the values
decrease.
Since , it follows that, if case 1 is also applied infinitely often, then
. Therefore, to conclude, it suffices to argue that we cannot stay in case 2 forever. To see this, argue by contradiction, and assume that from
on, we always stay in case 2. Let
be the number of indices
such that
is not one of the
,
. For any
, since
, then
, with equality if and only if
is not one of the
,
. Since
, necessarily at least one of the
,
, is
for some
If
is the least such index
, then
, because
is one of the
with
, in fact
. Since we cannot have an infinite decreasing sequence of positive integers, this means that (we have a contradiction and) eventually we should be in case 1 again. This completes the proof in the case the
are decreasing.
Let’s now consider the general case. If we try to implement the argument we just described, we see that if we are ever in case 1, , the sequence of
increases until we find an index
with
. Also, once we enter case 2, we cannot stay there indefinitely, as the number of terms
that are not some
,
, decreases. The problem is that the sequence of
is not necessarily decreasing. In fact, if we are at a stage where we define
for some
, and it happens that
, then
. This means that, although we have ensured that
, and that there is a subsequence of the
converging to
, it may well be the case that
.
Sierpiński deals with this situation in a clever fashion. He ensures that if we are in case 2, so that for some
, then also
for some
, which means that
was defined according to the prescription in case 1. He uses this to guarantee that
cannot stray too far from
. In detail, Sierpiński proceeds as follows, defining now three cases. Assume we are at the beginning of stage
:
- If
, as before let
be some
where the index
has not yet been chosen, and
, and
- If
, now we consider two possibilities, according to whether or not the index
was picked previously: If it was not, then we let
. Note that
if this is the case, and that, since
, then necessarily some
with
must be
for some
. This means that at some later stage (at most by stage
), we are no longer to be in this case.
- If
, and the index
was chosen previously, then we let
be
, where
is the first index less than
not chosen yet.
As before, cases 1 and 3 happen infinitely often, so we have indeed defined a rearrangement. Moreover, if we are in case 3, then for some
(this is why we included case 2). The point is that if stage
is by case 2, then
, and if it is by case 3, then
for some
. This means that the only way we can have
for
is if stage
was by case 1, which means that
.
Fix . Since cases 1 and 3 happen infinitely often, if we choose
large enough, then we can ensure that all indices
mentioned below are so large that
, and if
for some
, then
where
. We want to ensure that
. This proves that
.
If stage is by case 1, and stage
was largest where
, then
. Since the sequence
is increasing for
, we have
, as wanted.
Suppose then that stage is by case 3, and that stage
was largest where we were in case 1. We then have that
. Also,
but for any such , we have that stage
was either by case 2, and therefore
, or else it was by case 3, and therefore
for some
, but necessarily
, so
and stage
was by case 3
and stage
was by case 3
This means that . But also
This completes the proof.
This concludes the proof of Sierpiński’s theorem.
Further work on rearrangements that fix pointwise prescribed subsets of has been pursued by Wilczyński and others, partly in the context of descriptive set theory. See for instance
Rafał Filipów, and Piotr Szuca. Rearrangement of conditionally convergent series on a small set. J. Math. Anal. Appl., 362 (1), (2010), 64–71. MR2557668 (2010i:40001).
Parts of this post have been used in this MO question.
[…] series of real numbers, prior results, and some extensions and related topics. This previous blog post discusses some of […]
Dear prof. Caicedo,
I just read your post on mathoverflow, and your post is closely related to my problem about “a restricted version of the Riemann series theorem: rearrangements with alternating signs” (I also use the same topic posted on mathoverflow), simply put, can we ask for an additional structure—the rearrangement is alternative, that makes the Riemann series theorem still hold?
I will appreciate it if you have time to help me, thanks in advance.
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