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Cesàro summation

Cesàro summation is a summation method in that assigns a finite value to some infinite series by computing the of the arithmetic means of their partial sums, if the limit exists. For a series \sum_{k=0}^\infty a_k with partial sums S_n = \sum_{k=0}^n a_k, the Cesàro sum is defined as \lim_{n \to \infty} \frac{1}{n+1} \sum_{k=0}^n S_k. Introduced by Italian mathematician Ernesto Cesàro (1859–1906) in his 1890 paper "Sur la multiplication des séries," this method formalizes earlier informal approaches to dating back to Euler in the . A classic example is the Grandi series $1 - 1 + 1 - 1 + \cdots, whose partial sums alternate between 1 and 0 and thus diverge, but whose Cesàro means converge to \frac{1}{2}. Cesàro summation is the special case (C, 1) of the more general (C, \alpha) methods, where higher-order means are taken iteratively, and it forms part of the broader of summation methods that satisfy conditions like those in Toeplitz's theorem for preserving convergent sums. If a series converges in the usual sense to a value s, then its Cesàro sum is also s, making the method consistent with ordinary convergence. The method gained prominence through its applications in , particularly in ensuring the summability of via Cesàro means, as established by Fejér's theorem in 1900, which guarantees to the function at points of . Cesàro summation has since influenced developments in summability theory, including extensions to matrix series and random fields, and remains a foundational tool for handling oscillatory or slowly converging sequences in analysis and beyond.

Background and Motivation

Historical Development

The study of dates back to the , when Leonhard Euler explored formal manipulations of such series despite their lack of in the modern sense. In his 1760 paper De seriebus divergentibus, Euler assigned values to divergent series using methods like differencing and acceleration, such as interpreting the $1 - 1 + 1 - 1 + \cdots as equaling \frac{1}{2}, which anticipated later summation techniques by providing a framework for handling . In the late , advanced the theoretical foundation for through his work on asymptotic expansions. In his 1886 paper "Sur les intégrales irrégulières" published in Acta Mathematica, Poincaré introduced a rigorous definition of asymptotic series, where a series S_n satisfies x^n (J - S_n) \to 0 as x \to \infty, allowing for term-by-term operations under certain conditions and applying this to approximate solutions of differential equations in . This framework shifted divergent series from mere formal tools to a structured approach for approximations, indirectly influencing subsequent summability methods by emphasizing their utility in physical and mathematical contexts. The modern method of Cesàro summation emerged in 1890 with Ernesto Cesàro's paper "Sur la multiplication des séries," published in the Bulletin des sciences mathématiques et astronomiques. Cesàro proposed averaging the partial sums of a series to assign a finite value to divergent ones, such as summing $1 - 1 + 1 - 1 + \cdots to \frac{1}{2}, thereby providing a consistent generalization of ordinary convergence while extending it to cases where standard limits fail. This innovation, building on earlier informal treatments, marked the first systematic theory for divergent series summation through arithmetic means. In the early 20th century, and others expanded Cesàro's ideas into a broader theory of summability. Hardy's 1911 paper with S. Chapman, "A general view of the theory of summable series," published in the Quarterly Journal of Mathematics, analyzed Cesàro methods alongside others like Hölder means, establishing consistency theorems and conditions for when summability implies convergence, thus solidifying their role in . These developments led to generalizations, including higher-order Cesàro means, and integrated the method into mainstream by the 1920s.

Relation to Series Summability

In the theory of infinite series, ordinary convergence is determined by the behavior of the partial sums s_n = \sum_{k=1}^n a_k, where the series \sum_{k=1}^\infty a_k is said to converge if \lim_{n \to \infty} s_n exists and is finite. This standard criterion, rooted in the work of Cauchy and Weierstrass, provides a precise measure for summation but fails for many series of interest in analysis and its applications. A series is divergent if \lim_{n \to \infty} s_n does not exist, which can occur due to oscillatory of the partial sums (where they fluctuate without ) or unbounded (where |s_n| tends to infinity, possibly in an irregular manner). Cesàro summation addresses this limitation by considering the sequence of arithmetic means of the partial sums, allowing the method to assign a finite value in cases where the original diverges, particularly when the averages converge despite the oscillations or controlled of s_n. This approach can succeed for series whose partial sums are unbounded but whose averages remain bounded and approach a , extending of beyond classical . One key advantage of Cesàro summation lies in its regularity: if a series converges in the ordinary sense to a sum s, then its Cesàro sum is also s, ensuring consistency with established results. This property prevents the from altering sums of while regularizing select divergent ones, thereby broadening applicability without disrupting foundational theorems. Additionally, as a linear , it preserves algebraic operations such as addition and scalar multiplication for series that are Cesàro summable, maintaining structural integrity in manipulations akin to those for . Summability methods like Cesàro represent a conceptual extension of , transforming the problem of assigning values to series into one of alternative limiting processes that capture "" behavior when direct limits fail. By focusing on means rather than raw partial sums, these methods provide a rigorous framework for handling divergence, influencing developments in , asymptotic expansions, and other areas where non-standard summation is essential.

Standard Cesàro Summation

Definition and Arithmetic Means

Cesàro summation of order 1, denoted as (C,1)-summation, provides a method to assign a sum to a divergent series by considering the arithmetic means of its partial sums. Specifically, for an infinite series \sum_{n=1}^\infty a_n, let s_k = \sum_{n=1}^k a_n denote the k-th partial sum. The series is said to be (C,1)-summable to a value s if the limit \lim_{n \to \infty} \sigma_n^{(1)} exists and equals s, where \sigma_n^{(1)} is the arithmetic mean of the first n partial sums. This approach was originally introduced by Ernesto Cesàro in his 1890 work on the multiplication of series, where he proposed averaging partial sums to extend the notion of convergence beyond ordinary limits. The explicit formula for the Cesàro mean of order 1 is given by \sigma_n^{(1)} = \frac{1}{n} \sum_{k=1}^n s_k, with the series \sum a_n being (C,1)-summable to s if \lim_{n \to \infty} \sigma_n^{(1)} = s. The superscript (1) indicates the order of the method, distinguishing it from higher-order generalizations. This mean \sigma_n^{(1)} directly relates to the sequence of partial sums \{s_k\} by smoothing out oscillations or divergences in \{s_k\} through successive averaging, potentially yielding even when \lim_{k \to \infty} s_k does not exist. An equivalent expression for the Cesàro mean in terms of the series terms is \sigma_n^{(1)} = \frac{1}{n} \sum_{j=1}^n (n - j + 1) a_j. This form arises from interchanging the order of summation in \sum_{k=1}^n s_k = \sum_{j=1}^n a_j (n - j + 1).

Partial Sums and Notation

The partial sums of a series \sum_{n=1}^\infty a_n are defined as s_n = \sum_{k=1}^n a_k for each positive integer n, representing the finite sum up to the nth term of the sequence \{a_n\}. These partial sums form the foundation for assessing convergence in the classical sense, where the series converges to a sum s if \lim_{n \to \infty} s_n = s. In the context of Cesàro summation, the partial sums are averaged to form the arithmetic means \sigma_n = \frac{1}{n} \sum_{k=1}^n s_k, and the series is said to be Cesàro summable (or (C,1)-summable) to s if \lim_{n \to \infty} \sigma_n = s. This notation (C,1) specifically denotes the Cesàro method, distinguishing it from higher-order generalizations, while the distinction between the series \sum a_n and its putative sum s emphasizes that Cesàro summation extends beyond ordinary . For practical computation, the partial sums satisfy the recursive relation s_n = s_{n-1} + a_n with s_0 = 0, allowing efficient incremental updates without recomputing the entire each time. The Cesàro means can then be computed iteratively using \sigma_n = \frac{n-1}{n} \sigma_{n-1} + \frac{1}{n} s_n, with \sigma_1 = s_1, which follows directly from the definition of \sigma_n and is particularly useful in numerical implementations where memory and time efficiency are concerns, such as in analyzing large sequences or simulating divergent behaviors. This recursive form avoids storing all prior partial sums, reducing complexity to O(1) per step after initializing the running totals. When the partial sums exhibit certain growth patterns, the Cesàro means may still fail to converge, highlighting the method's limitations. For instance, if s_n grows linearly like cn for some constant c > 0, then \sigma_n \sim \frac{cn}{2}, diverging to and indicating the series is not (C,1)-summable. Similarly, logarithmic growth such as s_n \sim \log n, as occurs in the divergent harmonic series \sum 1/n, yields \sigma_n \sim \log n, which also diverges, though more slowly than the partial sums themselves. These edge cases illustrate how Cesàro summation regularizes some oscillatory divergences but cannot always tame unbounded growth.

Illustrative Examples

Grandi's Series

Grandi's series is the divergent infinite series \sum_{n=1}^{\infty} (-1)^{n+1} = 1 - 1 + 1 - 1 + \cdots. The partial sums s_n of this series oscillate without converging, alternating between 1 for odd n = 2k+1 (where s_{2k+1} = 1) and 0 for even n = 2k (where s_{2k} = 0). Cesàro summation assigns a value to this series by taking the limit of the arithmetic means of the partial sums, known as the Cesàro means \sigma_n = \frac{1}{n} \sum_{k=1}^n s_k. For Grandi's series, these means converge to \frac{1}{2}, so the (C,1)-sum is \frac{1}{2}. The following table illustrates the first few partial sums s_n and Cesàro means \sigma_n:
ns_n\sigma_n
111
200.5
31\frac{2}{3} \approx 0.667
400.5
510.6
600.5
As n increases, \sigma_n approaches \frac{1}{2}, with exact values of \frac{1}{2} for even n \geq 2 and values slightly above \frac{1}{2} for odd n that get arbitrarily close to \frac{1}{2}. This summation method provides an "average" value for the oscillating series, aligning with the formal evaluation of the \sum_{n=0}^{\infty} x^n = \frac{1}{1-x} (for |x| < 1) at x = -1, which yields \frac{1}{2}.

Alternating Series

The alternating harmonic series is given by \sum_{n=1}^\infty \frac{(-1)^{n+1}}{n} = 1 - \frac{1}{2} + \frac{1}{3} - \frac{1}{4} + \cdots, which converges conditionally to \ln 2 \approx 0.693147. The partial s s_n = \sum_{k=1}^n \frac{(-1)^{k+1}}{k} approach \ln 2 as n \to \infty, with the error term bounded by the alternating series estimation theorem, ensuring steady convergence despite the conditional nature of the series. Applying Cesàro summation, the means \sigma_n = \frac{1}{n} \sum_{k=1}^n s_k also converge to \ln 2, demonstrating the consistency of the method for ordinarily convergent series. This property holds because Cesàro summation is regular: if a series sums to s in the ordinary sense, its Cesàro sum is likewise s. To illustrate, the first few Cesàro means are computed as follows: \sigma_1 = s_1 = 1, \sigma_2 = \frac{1 + 0.5}{2} = 0.75, \sigma_3 \approx \frac{1 + 0.5 + 0.8333}{3} \approx 0.7778, and \sigma_4 \approx \frac{2.3333 + 0.5833}{4} \approx 0.7292. These values show progressive stabilization toward \ln 2, with fluctuations damping out due to the averaging process. In contrast to ordinarily convergent cases like the alternating harmonic series, Cesàro summation applies to divergent series where the partial sums do not converge but the arithmetic means \sigma_n do, thereby assigning a finite value and highlighting the method's utility for conditionally convergent or oscillating alternating series.

Generalized Cesàro Methods

The (C, α) Framework

The (C, α) framework extends the standard Cesàro summation method (C, 1) to arbitrary orders α > 0, enabling the summation of through weighted averages of partial sums that incorporate higher-order smoothing for improved convergence properties. This generalization, introduced in the context of regular summation methods, relies on iterative applications of arithmetic means for integer α and extends naturally to non-integers via . For α > 0, the (C, α) σ_n^{(α)} of the sequence of partial sums {s_k} (where s_k = ∑_{j=1}^k a_j for the series ∑ a_j) is defined as \sigma_n^{(\alpha)} = \frac{1}{A_n^{(\alpha)}} \sum_{k=0}^n A_k^{(\alpha-1)} s_k, where the normalization constants are given by the generalized coefficients A_n^{(\alpha)} = \binom{n + \alpha}{n} = \frac{(\alpha + 1)(\alpha + 2) \cdots (\alpha + n)}{n!} = \frac{\Gamma(n + \alpha + 1)}{n! \, \Gamma(\alpha + 1)}. This recursive form arises from applying the (C, 1) α times iteratively for α, with the ensuring consistency for non-integer values. An equivalent explicit expression weights the partial sums directly with terms: \sigma_n^{(\alpha)} = \frac{1}{\binom{n + \alpha}{n}} \sum_{k=0}^n \binom{k + \alpha - 1}{k} s_k. For large n, the normalization satisfies A_n^{(\alpha)} \sim \frac{n^\alpha}{\Gamma(\alpha + 1)}, reflecting the asymptotic scaling of the weights. When α = 1, the formula simplifies to the arithmetic mean σ_n^{(1)} = \frac{1}{n+1} \sum_{k=0}^n s_k, recovering the standard (C, 1) method. A series ∑ a_j is said to be (C, α)-summable to a value s if \lim_{n \to \infty} \sigma_n^{(\alpha)} = s exists (and is finite). This framework preserves regularity, meaning convergent series are (C, α)-summable to the same sum, and is consistent in the sense that (C, β)-summability for β > α implies (C, α)-summability to the same value when both limits exist.

Higher-Order Means for α > 1

For integer values of α = m > 1, the higher-order Cesàro means are defined through successive iterations of the first-order arithmetic means. The m-th order mean σ_n^{(m)} is computed as the average of the first n+1 (m-1)-th order means: \sigma_n^{(m)} = \frac{1}{n+1} \sum_{k=0}^n \sigma_k^{(m-1)}, where σ_n^{(1)} denotes the standard first-order Cesàro mean of the partial sums. This process involves m-fold averaging, starting from the partial sums s_n of the series, and applies the averaging operator repeatedly to smooth out oscillations or growth more effectively than lower orders. For non-integer α > 1 within the generalized (C, α) framework, these higher-order means exhibit asymptotic behavior that enables summability of series not achievable with lower orders. Specifically, the (C, α) method can assign a finite to series whose partial sums s_n grow asymptotically like n^{α-1}, as the additional averaging dampens growth up to that degree while preserving consistency with convergent cases. This strengthening occurs because the higher-order effectively integrates the partial sums α times, reducing the impact of slower-growing divergences. The computation of (C, α) means for α > 1 relies on the factor A_n^{(\alpha)} \sim \frac{n^\alpha}{\Gamma(\alpha + 1)} from the earlier , ensuring the weights integrate to unity in the limit. The mean itself is then \sigma_n^{(\alpha)} = \frac{1}{A_n^{(\alpha)}} \sum_{k=0}^n A_k^{(\alpha-1)} s_k, providing a stable limit when it exists. A key theoretical feature of higher-order means is their inclusion property, which establishes a among the methods. If a series is (C, β)-summable to a value S for some β < α, then it is also (C, α)-summable to the same S, reflecting the smoothing effect of higher α without altering the assigned sum. This monotonicity ensures that stronger methods encompass weaker ones, facilitating broader applicability in analysis.

Theoretical Foundations

Consistency and Inclusion Properties

Cesàro summation methods possess the consistency property, also known as regularity: if an infinite series converges in the ordinary sense to a s, then it is summable by the (C, \alpha) method to the same value s for every \alpha > 0. This ensures that the method aligns with classical without introducing discrepancies for series that already possess a finite . The regularity of Cesàro methods follows from their representation as matrix transformations that satisfy the conditions outlined in the Silverman-Toeplitz theorem, which characterizes summability methods preserving limits of convergent sequences. A key algebraic feature is the property among different orders of Cesàro means: if a series is (C, \alpha)-summable to s, then it is also (C, \beta)-summable to the same s whenever \beta > \alpha. This inclusion holds because higher-order means involve iterated averaging, which smooths the sequence further and thus subsumes the summability achieved at lower orders. As a result, the family of (C, \alpha) methods forms a , with (C, 1) being the strongest among positive orders and higher \alpha providing progressively weaker but more inclusive summability criteria. Cesàro summation is inherently , meaning it respects addition and of series: if two series are (C, \alpha)-summable to sums s and t, respectively, then their sum is (C, \alpha)-summable to s + t, and for any scalar c, the series c times the first is (C, \alpha)-summable to c s. This arises from the method's definition via arithmetic means of partial sums, which are linear operations. Regarding boundedness, the Silverman-Toeplitz establishes that the Cesàro (C, 1) is regular by verifying its satisfies bounded row s, vanishing off-diagonal s, and row s converging to .

Tauberian Theorems

Tauberian theorems provide necessary conditions under which Cesàro summability implies of a series, reversing the direction of the Abelian implication that are Cesàro summable. These theorems typically require additional "Tauberian" conditions on the terms a_n of the series \sum a_n to bridge the gap between the averaged partial s converging and the partial s themselves converging. The classical result in this is Hardy's : if \sum a_n is (C,1)-summable to a finite s and a_n = O(1/n), then \sum a_n converges to s. This condition ensures that the terms do not oscillate too wildly, allowing the Cesàro means to "recover" the . Further refinements address specific classes of sequences. For instance, established that if a_n \geq 0 for all n and \sum a_n is (C,1)-summable to s < \infty, then the series converges to s. A similar result holds when the sequence (a_n) is of bounded variation, where (C,1)-summability again implies ordinary convergence to the same limit. These one-sided or regularity conditions weaken the need for the O(1/n) bound while preserving the converse implication. Generalizations extend to higher-order Cesàro methods. For (C, \alpha) summability with \alpha > 0, a Tauberian condition such as a_n = O(n^{-\alpha}) ensures that (C, \alpha)-summability to s implies convergence of \sum a_n to s. This scaling reflects the increased smoothing effect of higher \alpha, requiring stronger decay on a_n to recover convergence. Such results appear in extensions of 's work and provide a framework for analyzing summability in more general settings. The origins of Tauberian theory trace to Alfred Tauber's 1897 paper, which introduced the foundational converse for Abel summability under a condition akin to a_n = O(1/n), coining the term "Tauberian." and Littlewood subsequently extended these ideas to Cesàro methods in the early , developing the key theorems for (C,1) and beyond, as systematically compiled in 's 1949 monograph. Their contributions established Tauberian theorems as essential tools for distinguishing genuine convergence from mere regular summability.

Applications and Extensions

Summability of Integrals

Cesàro summation extends naturally to improper integrals of the form \int_0^\infty f(x) \, dx, where the integral may diverge in the usual sense due to oscillation or slow decay, by applying averaging techniques analogous to those for series. For a locally integrable function f: [0, \infty) \to \mathbb{R}, define the partial integrals s(t) = \int_0^t f(x) \, dx for t > 0. The first-order Cesàro mean is then given by \sigma_n = \frac{1}{n} \int_0^n s(t) \, dt, and the improper integral is said to be (C,1)-summable to a value L \in \mathbb{R} if \lim_{n \to \infty} \sigma_n = L. By changing the order of integration, this mean can be rewritten as \sigma_n = \int_0^n \left(1 - \frac{t}{n}\right) f(t) \, dt, which weights the integrand with a linear factor that emphasizes contributions from earlier intervals while damping later ones. This method is standardized as the continuous analogue of the (C,1) summability for series, where partial sums are averaged arithmetically; here, truncated integrals play the role of partial sums, and their average over [0,n] provides a smoothed to the "sum" of the . For higher orders, the (C,\alpha) framework generalizes this via repeated averaging or weights: the is (C,\alpha)-summable if \lim_{n \to \infty} \sigma_n^{(\alpha)} = L, where \sigma_n^{(\alpha)} involves the \alpha-th Cesàro of the partial integrals, often expressed using the formula \sigma_n^{(\alpha)} = \frac{1}{A_n^\alpha} \int_0^n A_{n-t}^\alpha f(t) \, dt with A_k^\alpha = \binom{k + \alpha}{k} for \alpha > -1. When \alpha = 0, this reduces to ordinary of the . This approach is particularly effective for handling oscillatory divergences, as the averaging process mitigates bounded oscillations in the partial integrals. A representative example is the Dirichlet integral \int_0^\infty \frac{\sin x}{x} \, dx, which converges conditionally to \frac{\pi}{2} in the Riemann sense, but whose partial integrals s(n) = \int_0^n \frac{\sin x}{x} \, dx exhibit slow approach to this value due to persistent oscillations. The Cesàro means \sigma_n converge to the same limit \frac{\pi}{2}, demonstrating how the method preserves the value while stabilizing the oscillatory behavior inherent in the integrand's slow decay. In cases of outright divergence, such as \int_0^\infty \sin x \, dx, where s(n) = 1 - \cos n oscillates boundedly without limit, the (C,1) means yield \lim_{n \to \infty} \sigma_n = 1, assigning a finite "sum" to the divergent integral. The analogy to series summability is direct: just as Cesàro methods regularize divergent series via averages of partial sums, they do so for integrals via averages of partial integrals, with inclusion properties ensuring that convergent integrals are (C,\alpha)-summable to the same value for any \alpha \geq 0. Tauberian theorems provide converse implications, linking (C,\alpha)-summability back to ordinary convergence under additional conditions on f, such as one-sided boundedness or monotonicity near ; for instance, if f(x) = O(1/x) and the integral is (C,1)-summable, then it converges ordinarily. These results mirror classical Tauberian for series but adapt to the continuous setting, often requiring integral analogues of growth conditions.

Role in Fourier Series

In 1900, Hungarian mathematician extended the Cesàro summation method to the context of , demonstrating that arithmetic means of partial sums provide a robust framework for convergence even when ordinary partial sums fail. This work, detailed in his seminal 1904 paper, marked a pivotal advancement in by addressing the limitations of for Fourier representations. The arithmetic means of the partial Fourier sums, known as Cesàro or Fejér means, are defined as \sigma_n(\theta) = \frac{1}{n} \sum_{k=1}^n s_k(\theta), where s_k(\theta) denotes the k-th partial sum of the , involving the . Fejér's theorem states that if f is a continuous 2π-periodic function, then \sigma_n(\theta) converges uniformly to f(\theta) as n \to \infty. These means can equivalently be expressed as a \sigma_n(\theta) = \frac{1}{2\pi} \int_{-\pi}^{\pi} K_n(\theta - t) f(t) \, dt, with the Fejér kernel K_n(x) = \frac{1}{n} \left( \frac{\sin(n x / 2)}{\sin(x / 2)} \right)^2, a non-negative approximate identity that concentrates around zero and integrates to 1. For more general integrable functions, Fejér's theorem guarantees Cesàro summability to f(\theta) at every point of and to the average of the left- and right-hand limits at jump discontinuities. This property enables the summability of for discontinuous functions, where partial sums often exhibit divergent behavior like the near jumps, providing a smoothed via the positive Fejér kernel.

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