Term-by-term differentiation of power series

Inside the radius of convergence, a power series can be differentiated term-by-term
Term-by-term differentiation of power series

Term-by-term differentiation of power series: Let f(x)=n=0an(xx0)n f(x)=\sum_{n=0}^\infty a_n (x-x_0)^n have radius of convergence R>0R>0. Define the derived n=1nan(xx0)n1. \sum_{n=1}^\infty n a_n (x-x_0)^{n-1}. Then:

  • the derived series has the same radius of convergence RR, and
  • for every xx0<R|x-x_0|<R, the function ff is and f(x)=n=1nan(xx0)n1. f'(x)=\sum_{n=1}^\infty n a_n (x-x_0)^{n-1}.

This theorem explains why power series define real-analytic (or complex-analytic) functions on their domain of convergence.

Proof sketch: Fix r<Rr<R. On xx0r|x-x_0|\le r, both the original series and the derived series (use ). Use the to control and justify exchanging limit and summation, yielding the formula for xx0<R|x-x_0|<R.