Ivan Shishkin, Rye (1878)

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Cesaro Theorem

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Solution

Solution by Anduril · EN

Let (an)nN(a_n)_{n \in \mathbb{N}^*} be a sequence of complex numbers such that limnan=C\lim_{n \to \infty} a_n = \ell \in \mathbb{C}. Then:

limn1nk=1nak=\lim_{n \to \infty} \frac{1}{n} \sum_{k=1}^n a_k = \ell

Setting bn=anb_n = a_n - \ell, we can assume without loss of generality that =0\ell = 0.

Let ε>0\varepsilon > 0. Since bn0b_n \to 0, there exists NNN \in \mathbb{N}^* such that:

k>N,bkε2\forall k > N, \quad |b_k| \le \frac{\varepsilon}{2}

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

1nk=1nbk1nk=1Nbk+1nk=N+1nbkMNn+nNnε2<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=1NbkM_N = \sum_{k=1}^N |b_k| is a fixed constant independent of nn.

Since limnMNn=0\lim_{n \to \infty} \frac{M_N}{n} = 0, there exists NNN' \ge N such that:

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

Thus, for all n>Nn > N':

1nk=1nak<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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