Ivan Shishkin, Rye (1878)

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Cesàro Theorem

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Solution

Solution by Anduril · EN

Let (an)n∈N∗(a_n)_{n \in \mathbb{N}^*} be a sequence of complex numbers such that lim⁡n→∞an=ℓ∈C\lim_{n \to \infty} a_n = \ell \in \mathbb{C}. Then:

lim⁡n→∞1n∑k=1nak=ℓ\lim_{n \to \infty} \frac{1}{n} \sum_{k=1}^n a_k = \ell

Setting ∀n∈N∗,bn=an−ℓ\forall n \in \N^{*}, b_n = a_n - \ell, we can assume without loss of generality that ℓ=0\ell = 0.

Let ε>0\varepsilon > 0. Since bn→0b_n \to 0, there exists N∈N∗N \in \mathbb{N}^* such that:

∀k>N,∣bk∣≤ε2\forall k > N, \quad |b_k| \le \frac{\varepsilon}{2}

For any n>Nn > N, split the sum into two parts:

∣1n∑k=1nbk∣≤1n∑k=1N∣bk∣+1n∑k=N+1n∣bk∣≤MNn+n−Nnε2<MNn+ε2\left| \frac{1}{n} \sum_{k=1}^n b_k \right| \le \frac{1}{n} \sum_{k=1}^N |b_k| + \frac{1}{n} \sum_{k=N+1}^n |b_k| \le \frac{M_N}{n} + \frac{n - N}{n} \frac{\varepsilon}{2} < \frac{M_N}{n} + \frac{\varepsilon}{2}

where MN=∑k=1N∣bk∣M_N = \sum_{k=1}^N |b_k| is a fixed constant independent of nn.

Since lim⁡n→∞MNn=0\lim_{n \to \infty} \frac{M_N}{n} = 0, there exists N′≥NN' \ge N such that:

∀n>N′,MNn<ε2\forall n > N', \quad \frac{M_N}{n} < \frac{\varepsilon}{2}

Thus, for all n>N′n > N':

∣1n∑k=1nak−ℓ∣<ε2+ε2=ε\left| \frac{1}{n} \sum_{k=1}^n a_k - \ell \right| < \frac{\varepsilon}{2} + \frac{\varepsilon}{2} = \varepsilon

For the second question, same reasoning.

As counterexamples, you can consider un=(−1)nu_{n}=(-1)^{n} and f=sinf=sin.

Still, there are some converse results such as when the sequence / function is real and monotonous (or more generally if we already know that it has a limit - finite or not).

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