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 (1815–1897).
Statement Weierstrass M-test. Suppose that (fn) is a sequence of real- or complex-valued functions defined on a set A, and that there is a sequence of non-negative numbers (Mn) satisfying the conditions
| f n ( x ) | ≤ M n {\displaystyle |f_{n}(x)|\leq M_{n}} for all n ≥ 1 {\displaystyle n\geq 1} and all x ∈ A {\displaystyle x\in A} , and
∑ n = 1 ∞ M n {\displaystyle \sum _{n=1}^{\infty }M_{n}} converges. Then the series
∑ n = 1 ∞ f n ( x ) {\displaystyle \sum _{n=1}^{\infty }f_{n}(x)}
converges absolutely and uniformly on A. A series satisfying the hypothesis is called normally convergent. 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
S n ( x ) = ∑ k = 1 n f k ( x ) . {\displaystyle S_{n}(x)=\sum _{k=1}^{n}f_{k}(x).}
Since the series ∑ n = 1 ∞ M n {\displaystyle \sum _{n=1}^{\infty }M_{n}} converges and Mn ≥ 0 for every n, then by the Cauchy criterion,
∀ ε > 0 : ∃ N : ∀ m > n > N : ∑ k = n + 1 m M k < ε . {\displaystyle \forall \varepsilon >0:\exists N:\forall m>n>N:\sum _{k=n+1}^{m}M_{k}<\varepsilon .}
For the chosen N,
∀ x ∈ A : ∀ m > n > N {\displaystyle \forall x\in A:\forall m>n>N}
| S m ( x ) − S n ( x ) | = | ∑ k = n + 1 m f k ( x ) | ≤ ( 1 ) ∑ k = n + 1 m | f k ( x ) | ≤ ∑ k = n + 1 m M k < ε . {\displaystyle \left|S_{m}(x)-S_{n}(x)\right|=\left|\sum _{k=n+1}^{m}f_{k}(x)\right|{\overset {(1)}{\leq }}\sum _{k=n+1}^{m}|f_{k}(x)|\leq \sum _{k=n+1}^{m}M_{k}<\varepsilon .}
(Inequality (1) follows from the triangle inequality.) For each x, the sequence Sn(x) is thus a Cauchy sequence in R or C, and by completeness, it converges to some number S(x) that depends on x. For n > N we can write
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