1

Lecture 5
Power Series

A series of the form

 an ( z  z0 )n
n 0
is called a power series. The complex numbers an ’s are called
the coefficients and z0 is called the centre of the power series.

2

For what values of z a power series converges?

To answer this question, we first review the definition and
basic properties of lim sup & lim inf of a sequence {xn }  R.

Definition.

limsup xn  sup{set of all limit points of sequence {xn }}.
(inf) (inf)

Basic Properties:

1. lim sup & lim inf always exist, these may possibly be
 or  .

2. lim sup & lim inf are unique

3. lim inf xn  lim sup xn .

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The following additional properties of lim sup & lim inf are
used for derivation of the results concerning radius of
convergence of a power series:

Proposition . For any bounded sequence {xn }  R

lim sup xn  L  for any   0, xn  L   for all n  n0 ( )
n 
xnk  L   for some subsequence {xnk } of {xn }

lim inf xn  l  for any   0, xn  l   for all n  n0 ( )
n 

xnk  l   for some subsequence {xnk }of {xn }

*Proof. We prove the theorem only for lim sup, the proof for
lim inf can be constructed similarly.

(i) limsup xn  L  L    xn  L
for a subsequence {nk } for all n  n0

All but finitely many  xn ' s  


L    L L  
Contains infinitely many  xn ' s  

Suppose xn  L   for all n  n0 is false.
 xn  L   0 for infinitely many n ' s and  0
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 there exists a subsequence {xnk } such that xnk  L   0 for all k

Since {xnk } is a bounded sequence, it contains a convergent
subsequence {xnk } . Let xnk  p0 as l   . Then, p0 is a limit
l l
point of the sequence xn .
By (*), xnk  L   0 for every l
l
 p0  L   0  L  L   0  # .
( since Lis sup of
all limit points )

(‘ # ’  Notation for ‘a contradiction’)

(ii) Suppose no subsequence {xnk } can be found satisfying
xnk  L   0 for some  0 .
 infinitely many xnk can never be greater than L   0

 every subsequence {xmk } of xn satisfies xmk  L   0 for all k  k0

 p  L   0 for all limit points p  L  L   0  # .

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Proposition. limsup xn  lim inf xn if and only if lim xn exists

n  n  n 

*Proof. Let lim sup xn  L , lim inf xn  L and c  L  l . Then, by
n  n 
Proposition 1,

c    xn  c   n  n0  lim xn  c.
n 

Conversely, if lim xn  c exists, then the set of limit points of
n 
the sequence{xn } contains exactly one point c

 L  l  c .

Examples
 1
1  n if n is even
1. xn  
 1  1 if n is odd
 n

For the sequence {xn } , limsup xn  1, lim inf xn  1.

2. For the sequence {1,2,3,1,2,3,…………….},

x3n  3, x3n 1  2 and x3n  2  1. Therefore,

limsup xn  3 and lim inf xn  1.
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Radius of Convergence.

For the power series

 n
a ( z  z 0 ) n
(1)
n 0
define a real number R by

1 1/ n
 limsup an  L
R n 

and put R   if L  0, R  0 if L   . The extended real
number R is called the radius of convergence of the power
series (1).

Note. The definition of radius of convergence can also be
equivalently given as

1/ n
R  lim inf an (prove!)
n 

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The notion of radius of convergence easily describes all the

points where (1) is convergent and all the points where (1) is
not convergent.

Theorem 1. The power series  n
a ( z  z 0 converges
) n

n 0
absolutely for all the points in z  z0  R, is not convergent in
z  z0  R and it converges uniformly in z  z0    R .

Proof.

(i) Let z be any arbitrary point in z  z0  R . Assume that
z  z0  r  R . Let r1 be such that r  r1  R.
1 1
   L.
r1 R
1/ n 1
By Proposition 1 on lim sup, an  for all n  n0 .
r1
  
r
  an z  z0   an r <  ( ) n .
n
n

n 0 n 0 n 0 r1

 
r n
Since  ( ) is cgt., by the comparison test  an z  z0 is
n

n 0 r1 n 0
convergent.

  an ( z  z0 ) n converges absolutely in z  z0  R .
n 0

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
(ii) If z  z0   , then an z  z0  ( ) n , where   r1  R ,
n
r1
and uniform convergence follows.

(iii) Let z be any arbitrary point in z  z0  R.
Let, z  z0  r  R and r2 be such that r  r2  R .
1 1
   L.
r2 R
By Proposition 1 on lim sup, there exists a subsequence
1/ nk 1
{nk }such that ank  .
r2
n r
 ank z  z0 k  ank r nk  ( ) nk .
r2

 an ( z  z0 )  0 as n   . 
n
 n
a ( z  z 0 is not cgt. in
) n

n 0
z  z0  R .


Corollary. If a power series  an ( z  z0 ) n converges at z = b,
n 0
then it converges in
z  z0  b  z0 .




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The following theorem gives that the function represented by a

power series is analytic in its disk of convergence:

Theorem 2. If the radius of convergence of the power series

 n
a ( z  z 0 is R, then
) n

n 0

(a) radius of convergence of the series

 n ( n  1)...( n  k  1) a n ( z  z 0 ) n k
(*)
n k
is also R for every k = 1, 2, …


(b) Define f by f(z) =  an ( z  z0 )n , then f is infinitely many
n 0
times differentiable in | z  z0 | R .

f ( k ) ( z0 )
(c)  ak , k  1,2,... .
k

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Proof.

Without loss of generality assume that z0  0 .


(a) Let radius of convergence of  an z n be R and radius of
n 0

convergence of  n an z n 1 be R . We prove R  R  . The result
n 0
for general k follows by induction.

____ ____
1/( n 1) 1/( n 1)
Since, lim n an  lim an , radius of convergence of
n  n 
  
 an z is also R  . Now, a0   an z  a0  z  an z
n 1 n n 1
.
n 0 n 1 n 1

Series on RHS cgs in z  R   Series on LHS cgs in
z  R  R  R
Series on LHS cgs in z  R  Series on RHS cgs in
z  R  R   R .

Therefore, R  R .




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 
(b) In z  R , define f ( z )   an z , g ( z )   nan z n 1 . We
n

n 0 n 1
prove:
given   0,    0 such that
f ( z )  f ( w)
 g ( w)   whenever z  w   .
zw

Write, for all n,

f ( z )  f ( w) S ( z )  Sn ( w)
 g ( w)  [ n  Sn ( w)]  [ Sn ( w)  g ( w)]
zw zw (1)
R ( z )  Rn ( w)
[ n ]
zw
n 
where Sn ( z )   ak z and Rn ( z ) 
k
 ak z k .
  w 
k 0 k  n 1   R   
Let w  r  R . Then, r 

0 
Rn ( z )  Rn ( w) z w k k
  ak
zw k  n 1 zw
Choose  such that r    R , so that
z k  wk
 z k 1  z k 2 w  ...  z 2 wk 2  wk 1
zw
 k  k 1 in z  w  1  z  

Rn ( z )  Rn ( w)
   k ak  k 1
zw k  n 1
  / 3 n  n1 ( ) and z  w  1 (2)
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Next,

lim Sn ( w)  g ( w)  Sn ( w)  g ( w)   / 3 for n  n2 ( ) (3)
n 

Let n0  max( n1 , n2 ) . Take N  n0 . Choose  2  0 such that

S N ( z )  S N ( w)
 S N ( w)   / 3 for 0  z  w   2  z   (4)
zw

Write (1) as

f ( z )  f ( w) S ( z )  S N ( w)
 g ( w)  [ N ]  [ S N ( w)  g ( w)]
zw zw

RN ( z )  RN ( w )
[ ]
zw

which, in view of (2), (3) and (4) implies that

f ( z )  f ( w)   
 g ( w)    z in 0  z  w    min(1 ,  2 )
zw 3 3 3

 f ( w)  g ( w)

 f ( z ) is given by a series of the form (*) with k  1 and z0  0 .

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Since (*) with k  1 has radius of convergence R, the above

arguments give that f ( w) exists and is given by

 n ( n  1) a n ( z  z 0 ) n 2
.
n 2
An induction argument gives that f ( k ) ( z ) exists in z  R for all
k = 1, 2, 3,...., and is given by (*) with z0  0 .
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(c) Since f ( k ) ( z ) is given by a series of the form (*), put
f ( k ) ( z0 )
z  z0 in (*) to give ak   
k