Cesàro summation explained

In mathematical analysis, Cesàro summation (also known as the Cesàro mean^{[1] [2]} or Cesàro limit^[3]) assigns values to some infinite sums that are not necessarily convergent in the usual sense. The Cesàro sum is defined as the limit, as n tends to infinity, of the sequence of arithmetic means of the first n partial sums of the series.

This special case of a matrix summability method is named for the Italian analyst Ernesto Cesàro (1859–1906).

The term summation can be misleading, as some statements and proofs regarding Cesàro summation can be said to implicate the Eilenberg–Mazur swindle. For example, it is commonly applied to Grandi's series with the conclusion that the sum of that series is 1/2.

Definition

Let

(a _{n)} ^{inf ty} ^{n =1} be a sequence, and lets _{k} = a _{1} + … + a _{k=} \sum ^{k} _{n =1} a _{n}

be its th partial sum.

The sequence is called Cesàro summable, with Cesàro sum, if, as tends to infinity, the arithmetic mean of its first n partial sums tends to :

\lim _{n\toinfty} (1)/(n) \sum ^{n} _{k =1} s _{k} = A.

The value of the resulting limit is called the Cesàro sum of the series

style\sum ^{inf ty} _{n =1} a _{n.} If this series is convergent, then it is Cesàro summable and its Cesàro sum is the usual sum.

Examples

First example

Let for . That is,

(a _{n)} ^{inf ty} ^{n =0} is the sequence( 1 , -1 , 1 , -1 , \ldots). Let denote the seriesG = \sum ^{inf ty} _{n =0} a _{n} = 1-1+1-1+1- … The series is known as Grandi's series.

Let

(s _{k)} ^{inf ty} ^{k =0} denote the sequence of partial sums of :\begin{align} s _{k} & = \sum ^{k} _{n =0} a _{n} \\ (s _{k)} & = ( 1 , 0 , 1 , 0 , \ldots). \end{align}

This sequence of partial sums does not converge, so the series is divergent. However, Cesàro summable. Let

(t _{n)} ^{inf ty} ^{n =1} be the sequence of arithmetic means of the first partial sums:\begin{align} t _{n} & = (1)/(n) \sum ^{n -1} _{k =0} s _{k} \\ (t _{n)} & = \left( (1)/(1) , (1)/(2) , (2)/(3) , (2)/(4) , (3)/(5) , (3)/(6) , (4)/(7) , (4)/(8) , \ldots\right). \end{align} Then\lim _{n\toinfty} t _{n} = 1 / 2 , and therefore, the Cesàro sum of the series is .

Second example

As another example, let for . That is,

(a _{n)} ^{inf ty} ^{n =1} is the sequence( 1 , 2 , 3 , 4 , \ldots).

Let now denote the series

G = \sum ^{inf ty} _{n =1} a _{n} = 1+2+3+4+ …

Then the sequence of partial sums

(s _{k)} ^{inf ty} ^{k =1} is( 1 , 3 , 6 , 10 , \ldots).

Since the sequence of partial sums grows without bound, the series diverges to infinity. The sequence of means of partial sums of G is

\left( (1)/(1) , (4)/(2) , (10)/(3) , (20)/(4) , \ldots\right).

This sequence diverges to infinity as well, so is Cesàro summable. In fact, for any sequence which diverges to (positive or negative) infinity, the Cesàro method also leads to a sequence that diverges likewise, and hence such a series is not Cesàro summable.

summation

In 1890, Ernesto Cesàro stated a broader family of summation methods which have since been called for non-negative integers . The method is just ordinary summation, and is Cesàro summation as described above.

The higher-order methods can be described as follows: given a series, define the quantities

\begin{align} A ^{-1} _{n} & = a _{n} \ A ^{n} _{k =0} A ^{\alpha -1} _{k} \end{align}

(where the upper indices do not denote exponents) and define to be for the series . Then the sum of is denoted by and has the value

( C ,\alpha) - \sum ^{inf ty} _{j =0} a _{j=\lim} _{n\toinfty} (A ^{\alpha} _{n})/(E ^{\alpha} _{n})

if it exists . This description represents an -times iterated application of the initial summation method and can be restated as

( C ,\alpha) - \sum ^{inf ty} _{j =0} a _{j} = \lim _{n\toinfty} \sum ^{n} _{j =0} (\binom{n)/(j) } a_j.

Even more generally, for, let be implicitly given by the coefficients of the series

\sum ^{inf ty} _{n =0} A ^{\alpha} _{n} x ^{n = (\displaystyle{\sum ^{inf ty} _{n =0} a ^{n} _{nx})/()} },

and as above. In particular, are the binomial coefficients of power . Then the sum of is defined as above.

If has a sum, then it also has a sum for every, and the sums agree; furthermore we have if (see little- notation).

Cesàro summability of an integral

style\int ^{inf ty} _{0} f(x)dx is summable if\lim _{λ\toinfty} \int ^{λ \left( 1- (x)/(λ)} _{0} \right) ^{\alpha} f(x) dx

exists and is finite . The value of this limit, should it exist, is the sum of the integral. Analogously to the case of the sum of a series, if, the result is convergence of the improper integral. In the case, convergence is equivalent to the existence of the limit

\lim _{λ\to} (1)/(λ) \int ^{λ} _{0} \int ^{x} _{0} f(y) dydx

which is the limit of means of the partial integrals.

As is the case with series, if an integral is summable for some value of, then it is also summable for all, and the value of the resulting limit is the same.

See also

• Abel summation
• Abel's summation formula
• Abel–Plana formula
• Abelian and tauberian theorems
• Almost convergent sequence
• Borel summation
• Divergent series
• Euler summation
• Euler–Boole summation
• Fejér's theorem
• Hölder summation
• Lambert summation
• Perron's formula
• Ramanujan summation
• Riesz mean
• Silverman–Toeplitz theorem
• Stolz–Cesàro theorem
• Cauchy's limit theorem
• Summation by parts

References

Bibliography

• • . Reprinted 1986 with .

Notes and References

1. Book: Hardy, G. H.. Divergent Series . American Mathematical Society . Providence . 1992 . 978-0-8218-2649-2 .
2. Book: Katznelson, Yitzhak . An Introduction to Harmonic Analysis . Dover Publications . New York . 1976 . 978-0-486-63331-2 .
3. Book: A First Course in Stochastic Models . Henk C. Tijms . 439 . John Wiley & Sons . 2003 . 978-0-471-49880-3 .