Term-by-term integration of power series

Inside the radius of convergence, a power series can be integrated term-by-term
Term-by-term integration of power series

Term-by-term integration 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 F(x)=n=0ann+1(xx0)n+1. F(x)=\sum_{n=0}^\infty \frac{a_n}{n+1}(x-x_0)^{n+1}. Then FF has the same radius of convergence RR, and for all xx0<R|x-x_0|<R, F(x)=f(x). F'(x)=f(x). Equivalently, for xx with xx0<R|x-x_0|<R, x0xf(t)dt=n=0ann+1(xx0)n+1. \int_{x_0}^{x} f(t)\,dt = \sum_{n=0}^\infty \frac{a_n}{n+1}(x-x_0)^{n+1}.

This result provides an explicit antiderivative of a power inside its disk/interval of convergence and is used to compute integrals and derive expansions.

Proof sketch: Fix r<Rr<R. The series for ff on xx0r|x-x_0|\le r, so one may integrate term-by-term and then pass to the limit using .