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Infinite products

Infinite product appeared for the first time [1]  in the work of Viète [2] , p. 400, who found the product involving typeset structure

2/π = 1/2^(1/2) (1/2 + 1/2 1/2^(1/2))^(1/2) (1/2 + 1/2 (1/2 + 1/2 1/2^(1/2))^(1/2))^(1/2) ··· .

Almost simultaneously in 1656 J.Wallis [3] , p. 468, found the expression

π/2 = 2/1 2/3 4/3 4/5 6/7 6/7 ... = Underoverscript[∏, n = 1, arg3] (4 n^2)/(4 n^2 - 1) .

Euler later found many infinite product expressions, but the rigorous convergence theory of infinite products was initiated by Cauchy.

An infinite product is an expression of the form

Underoverscript[∏, n = 1, arg3] u _ n = u _ 1 u _ 2 u _ 3 ...

This infinite product is called convergent

Otherwise the product is said to diverge. If both conditions are satisfied the product is assigned the value typeset structure. Because of the first condition it is often used the notation typeset structure indicating that it is sufficient to consider the products only from some index onwards. For the sake of simplicity, in what follows we shall always start with typeset structure.

There follows from the definition that a convergent infinite product vanishes if and only if on of its factors vanishes.

Theorem: If an infinite product converges then  typeset structure..

Previous result motivates to denote the factors of an infinite product in the form typeset structure, where if the product is convergent we can suppose that typeset structure, that is to consider the products of the type

Underoverscript[∏, n = 1, arg3] (1 + a _ n) .(1)

Theorem (Cauchy-Bolzano criterion): The infinite product typeset structure converges if and only if  for every typeset structure there exists typeset structure such that for every typeset structure  and every  typeset structure we have

| (1 + a _ (n + 1)) (1 + a _ (n + 2)) ...(1 + a _ (n + k)) - 1 | < ϵ .

Theorem: The infinite product typeset structure converges if and only if the series typeset structure converges for some typeset structure (here we take the principal branch of the logarithm).

Proof. Without loss of generality we can suppose that typeset structure. Let typeset structure, and typeset structure be the typeset structureth partial sum of the infinite series and typeset structure the typeset structureth product of the infinite product, respectively. Then typeset structure.

Suppose that the series converges and let typeset structure. Then by continuity

P = lim _ (n -> ∞) P _ n = e^(lim _ (n -> ∞) S _ n) = e^S,

and the Theorem is proved in one direction.

In the opposite direction the problem is caused by the fact that typeset structure does not converge to typeset structure but to one of its branches.

For every typeset structure there is an integer typeset structure such that

log P _ n/P = S _ n - log P + h _ n 2 π i .

Taking the difference we get

(h _ (n + 1) - h _ n) 2 π i = log P _ (n + 1)/P - log P _ n/P - log (1 + a _ n),

and thus for the arguments we have

(h _ (n + 1) - h _ n) 2 π = arg (P _ (n + 1)/P) - arg (P _ n/P) - arg (1 + a _ n) .

Since typeset structure, ltypeset structure as typeset structure. Thus the first two terms on the right hand side are approaching each other, while the absolute values of the last term is at most typeset structure. Consequently, typeset structure for all sufficiently large typeset structure, and the series converges.

Absolutely convergent infinite products

An infinite product typeset structure is called absolutely convergent if the product typeset structure is convergent.

Theorem: The product typeset structure converges absolutely if and only if the series typeset structure converges absolutely.

Theorem: If the product typeset structure converges then also the product typeset structure converges.

Theorem: The product typeset structure converges absolutely if  the series typeset structure converges and the series typeset structure converges absolutely.

Note that if typeset structure and if typeset structure converges then clearly it converges absolutely, but this is not true for complex typeset structure.

Theorem: If the series typeset structure converges absolutely and if for typeset structure we have typeset structure, then

lim _ (n -> ∞) (Underoverscript[∏, k = n _ 0 + 1, arg3] (1 + a _ k))/exp(Underoverscript[∑, k = n _ 0 + 1, arg3] a _ k)

exists and is finite and non-vanishing.

Note that  the previous result does not depend on the convergence behavior of the series typeset structure.

To the proof note that  typeset structure, that is

(1 + a _ (n _ 0 + 1)) (1 + a _ (n _ 0 + 2)) ...(1 + a _ n) = Underoverscript[∏, k = n _  ... #8721;, k = n _ 0, arg3] a _ k) e^(Underoverscript[∑, k = n _ 0, arg3] ϑ _ k a _ k^2) .

Since the typeset structure’s are bounded, the exponent in the second factor converges, and the Theorem follows.

Corollary: If the series typeset structure converges absolutely, the series typeset structure and the product typeset structure have the same convergence behavior.

Infinite products with non-negative terms

If in  (1) the numbers typeset structure are non-negative, the product is called with non-negative terms.

Theorem: The product typeset structure with typeset structure converges if and only if the series typeset structure converges.

Theorem: The product typeset structure with typeset structure converges if and only if the series typeset structure converges.

The products typeset structure and typeset structure are convergent for typeset structure and divergent for typeset structure.  

If typeset structure then typeset structure monotonically decreases and consequently converges. If in addition typeset structure diverges the typeset structure, and the product  typeset structure diverges to 0.

References

[1]  Knopp, K. (1996). Theorie und Anwendung der unendlichen Reihen. (Theory and applications of infinite series).6th ed.. Berlin: Springer Verlag.

[2]  Viète, F. (1646). Opera Mathematica. Leyden; reprinted London, 1970

[3]  Wallis, J. (1695). Opera I. Osord

Cite this web-page as:

Štefan Porubský: Infinite products.

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