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On the third edition of Ahlfors' Complex Analysis, page 39 Theorem 2 it states: The derived series $\sum_{1}^{\infty}na_n z^{n-1}$ has the same radius of convergence, because $\sqrt[n]n \rightarrow 1$.

I'm confused about it.

The radius of convergence of $\sum_{0}^{\infty}a_nz^n$ is $\lim_{n\rightarrow \infty} \sup \sqrt[n]{|a_n|}$

We know that \begin{equation*} \sum_{1}^{\infty}na_nz^{n-1}=\sum_{0}^{\infty}(n+1)a_{n+1}z^n=\sum_{0}^{\infty} b_nz^n \end{equation*} So, the radius of convergence of $\sum_{1}^{\infty}na_nz^{n-1}$ should be $\lim_{n\rightarrow \infty} \sup \sqrt[n]{|b_n|}=\lim_{n\rightarrow \infty} \sup \sqrt[n]{|(n+1)a_{n+1}|}$

If we want to prove these two power series have the same radius of convergence, we should prove:

(i) $\sqrt[n]{n+1} \rightarrow 1$. But I'm confused that Ahlfors says he wants $\sqrt[n]n \rightarrow 1$.

(ii) $\lim_{n\rightarrow \infty} \sup \sqrt[n]{|a_n|} = \lim_{n\rightarrow \infty} \sup \sqrt[n]{|a_{n+1}|}$. But I don't know how to write a rigorous proof for this.

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    $\begingroup$ $1\leq\sqrt[n]{n+1}\leq\sqrt[n]{2}\sqrt[n]{n}$. In generał, notice that for any sequence $b_n$, $\limsup_nb_n=\limsup_n b_{n+1}$. Apply this to $|a_{n+1}|^{1/n}=\exp\Big(\frac{n+1}{n}\log\big(\sqrt[n+1]{|a_{n+1}|}\big)\Big)$. $\endgroup$
    – Mittens
    Commented Jan 19 at 18:16
  • $\begingroup$ @Mittens In Ahlfor's Complex Analysis, this theorem about power series in page 39 is the foundation of the definition of $e^z$. He define $e^z$ by using power series later. So, we cannot use $e^z$ here, because it is undefined. $\endgroup$
    – studyhard
    Commented Jan 19 at 18:28
  • $\begingroup$ The case of the limit $\lim_n\sqrt[n]{n+1}=1$ is already discussed in my comment using basic material from Calculus 101. I'm using the real exponential function (and it inverse) which does not require complex variables but real integration and differention. $\endgroup$
    – Mittens
    Commented Jan 19 at 18:48
  • $\begingroup$ @Mittens The coefficients $a_n$ are complex numbers. $\endgroup$
    – studyhard
    Commented Jan 19 at 18:54
  • $\begingroup$ YEs but you are taking the modulus of them: $|a_n|$. Also, the radius of convergence is $1/\limsup_n\sqrt[n]{|a_n|}$. $\endgroup$
    – Mittens
    Commented Jan 19 at 18:57

1 Answer 1

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Suppose that the power series $\sum_{n=0}^\infty a_n x^n$ has radius of convergence $R$. Rewrite the derived series as: $$\sum_{n=1}^\infty na_n x^{n-1}\stackrel{k=n-1}{=}\sum_{k=0}^\infty \underbrace{(k+1)a_{k+1}}_{b_k}x^k$$ and let $R'$ be its radius of convergence. We want to show that $R'=R$. Thanks to Cauchy-Hadamard theorem: $$\begin{align*}\frac{1}{R'}&=\limsup_{n\to\infty}|b_n|^\frac{1}{n}\\&=\limsup_{n\to\infty}|(n+1)a_{n+1}|^\frac{1}{n}\\&=\limsup_{n\to\infty}\underbrace{(n+1)^\frac{1}{n}}_{\alpha_n}\underbrace{|a_{n+1}|^\frac{1}{n}}_{\beta_n}=\color{red}*\end{align*}$$ At this point: $$\begin{align*}\lim_{n\to\infty}\alpha_n&=\lim_{n\to\infty}(n+1)^\frac{1}{n}\\&=\lim_{n\to\infty}e^\frac{\log(n+1)}{n}\\&=e^{\underbrace{\lim_{n\to\infty}\frac{\log(n+1)}{n}}_{=0}}\\&=1\end{align*}$$ In general, given two real and positive sequences $(a_n)_n$ and $(b_n)_n$ , if $\lim_{n\to\infty}a_n$ exists then: $$\limsup_{n\to\infty}a_nb_n=\lim_{n\to\infty}a_n\limsup_{n\to\infty}b_n$$ This allows us to conclude that: $$\color{red}*=\limsup_{n\to\infty}\beta_n$$ Let's compute it: $$\begin{align*}\limsup_{n\to\infty}\beta_n&=\limsup_{n\to\infty}|a_{n+1}|^{\frac{1}{n+1}\frac{n+1}{n}}\\&=\limsup_{n\to\infty}e^{\frac{n+1}{n}\log|a_{n+1}|^\frac{1}{n+1}}=\color{blue}\blacktriangle\end{align*}$$ Since the exponential is a continuous, nondecreasing and positive real function we know that: $$\begin{align*}\color{blue}\blacktriangle&=e^{\limsup_{n\to\infty}\frac{n+1}{n}\log|a_{n+1}|^\frac{1}{n+1}}\\&=e^{\limsup_{n\to\infty}\log|a_{n+1}|^\frac{1}{n+1}}\\&=\limsup_{n\to\infty}e^{\log|a_{n+1}|^\frac{1}{n+1}}\\&=\limsup_{n\to\infty}|a_{n+1}|^\frac{1}{n+1}\\&=\frac{1}{R}\end{align*}$$ Thus we have finally shown that $R'=R$.

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  • $\begingroup$ I’m so touched. You are the light driving away the darkness and puzzles in my heart. Your answer is so pellucid and beautiful, just like a poem. Thank you. I can fully understand it. Thank you so much! $\endgroup$
    – studyhard
    Commented Jan 19 at 19:40

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