Uniform convergence (series of functions)

A series ∑ f_n converges uniformly if its partial sums converge uniformly.
Uniform convergence (series of functions)

Let XX be a set and let (Y,dY)(Y,d_Y) be a metric space. A series of functions n=1fn\sum_{n=1}^\infty f_n converges uniformly on XX if the sequence of partial sums

SN(x):=n=1Nfn(x)S_N(x):=\sum_{n=1}^N f_n(x)

converges uniformly to a limit function S:XYS:X\to Y.

Uniform convergence of a series is the main hypothesis under which one can justify term-by-term operations (e.g., continuity passes to the sum; with additional hypotheses, differentiation or integration can be interchanged with summation).

Examples:

  • On any set XX, if fn(x)Mn|f_n(x)|\le M_n for all xx and Mn\sum M_n converges, then fn\sum f_n converges uniformly (Weierstrass M-test).
  • The geometric series n=0xn\sum_{n=0}^\infty x^n converges uniformly on [r,r][-r,r] for every 0r<10\le r<1.
  • The series n=1xn\sum_{n=1}^\infty x^n does not converge uniformly on (0,1)(0,1) (partial sums blow up near x=1x=1).