Problem 205
Medium Uniform Convergence

If sum from n=1 to infinity a_n converges, prove that sum

If $\displaystyle\sum_{n=1}^{\infty}a_n$ converges, prove that $\displaystyle\sum_{n=1}^{\infty}a_ne^{-nx}$ converges uniformly on $x\in[0,\infty)$.

Explanation of Method

This is precisely the setting of Abel's test for uniform convergence: a fixed convergent series $\sum a_n$ (which is trivially "uniform" in $x$, since it doesn't depend on $x$ at all) multiplied by a factor $b_n(x)=e^{-nx}$ that is uniformly bounded ($0<b_n(x)\le1$) and monotone decreasing in $n$ for every fixed $x\ge0$. Abel's summation-by-parts lemma converts the Cauchy tail bound on $\sum a_n$ into a uniform Cauchy tail bound on $\sum a_ne^{-nx}$ — valid on the entire half-line $[0,\infty)$, including $x=0$.

  1. State Abel's summation lemma for a monotone bounded factor.
  2. Verify $b_n(x)=e^{-nx}$ is uniformly bounded and monotone in $n$ for each $x\ge0$.
  3. Combine with the Cauchy criterion for $\sum a_n$ to get uniform convergence on all of $[0,\infty)$.

Step 1 · Abel's summation lemma

If $b_{m+1}\ge b_{m+2}\ge\cdots\ge b_n\ge0$ and $\left|\sum_{k=m+1}^{j}a_k\right|\le\epsilon$ for every $j\in\{m+1,\dots,n\}$, then by summation by parts: $$ \left|\sum_{k=m+1}^{n}a_kb_k\right| \le \epsilon\, b_{m+1}. $$

Step 2 · Verify the hypotheses on $b_n(x)=e^{-nx}$

For each fixed $x\ge0$: $b_{n+1}(x)/b_n(x)=e^{-x}\le1$, so $b_n(x)$ is decreasing in $n$; and $b_n(x)=e^{-nx}\in(0,1]$ for all $n\ge1,\,x\ge0$, so $b_{m+1}(x)\le1$ — a bound independent of $x$.

Step 3 · Apply Abel's lemma uniformly

Since $\sum a_n$ converges, by the Cauchy criterion, for every $\epsilon>0$ there is $N$ such that $\left|\sum_{k=m+1}^{j}a_k\right|<\epsilon$ for all $n>m\ge N$ and all $j\in\{m+1,\dots,n\}$. By Step 1's lemma (applied with $b_k=e^{-kx}$ for each fixed $x$): $$ \left|\sum_{k=m+1}^{n}a_ke^{-kx}\right| \le \epsilon\cdot e^{-(m+1)x} \le \epsilon $$ for every $x\ge0$ simultaneously (using $e^{-(m+1)x}\le1$). This is the Cauchy criterion for uniform convergence, so $\sum a_ne^{-nx}$ converges uniformly on $[0,\infty)$.


Summary Table

ComponentRole
$\sum a_n$ convergentSupplies the uniform-in-$x$ tail bound $\epsilon$
$b_n(x)=e^{-nx}$Uniformly bounded ($\le1$), monotone decreasing in $n$
Conclusion$\sum a_ne^{-nx}$ uniformly convergent on all of $[0,\infty)$

Additional Notes

Result

By Abel's test, uniform convergence holds on the entire domain $[0,\infty)$:

$$ \sum_{n=1}^{\infty}a_n \text{ converges} \implies \sum_{n=1}^{\infty}a_ne^{-nx} \text{ converges uniformly on } [0,\infty). $$