Weierstrass M-test


In mathematics, the Weierstrass M-test is a test for determining whether an infinite series of functions converges uniformly and absolutely. It applies to series whose terms are bounded functions with real or complex values, and is analogous to the comparison test for determining the convergence of series of real or complex numbers. It is named after the German mathematician Karl Weierstrass.

Statement

Weierstrass M-test.
Suppose that is a sequence of real- or complex-valued functions defined on a set A, and that there is a sequence of positive numbers satisfying
Then the series
converges absolutely and uniformly on A.
Remark. The result is often used in combination with the uniform limit theorem. Together they say that if, in addition to the above conditions, the set A is a topological space and the functions fn are continuous on A, then the series converges to a continuous function.

Proof

Consider the sequence of functions
Since the series converges and for every, then by the Cauchy criterion,
For the chosen,
The sequence is thus a Cauchy sequence in R or C, and by completeness, it converges to some number that depends on x. For n > N we can write
Since N does not depend on x, this means that the sequence of partial sums converges uniformly to the function S. Hence, by definition, the series converges uniformly.
Analogously, one can prove that converges uniformly.

Generalization

A more general version of the Weierstrass M-test holds if the common codomain of the functions is a Banach space, in which case the premise
is to be replaced by
where is the norm on the Banach space. For an example of the use of this test on a Banach space, see the article Fréchet derivative.