Definition
The Cesàro mean of a sequence an is defined as the limit
limn→∞bnwithbn=1n(a1+⋯+an)
Abelian Property
If the limit of the sequence an exists, then the Cesàro mean also exists, and is equal to this limit:
If limn→∞an=a exists, then limn→∞1n(a1+⋯+an)=a
The proof is very short if one uses Landau's o notation: one has
bn−a=1nn∑k=1(ak−a)
Because limk→∞ak=a means ak=a+o(1), one has thus
bn−a=1nn∑k=1o(1)
Because ∑nk=1o(1)=o(n) and 1no(n)=o(1), it follow that bn−a=o(1). This means limn→∞bn=a . QED
Tauberian Theorem
Conversily, there is the following Tauberian theorem
If limn→∞1n(a1+⋯+an)=a exists, and Δan=o(1n) , then limn→∞an=a
Proof: Partial summation gives
an−bn=1nn−1∑k=1Δak⋅k
because Δak=o(1k) and o(1k)⋅k=o(1) we have
an−bn=o(n)n=o(1)
This means limn→∞(an−bn)=0 thus limn→∞an=limn→∞bn=a. QED
Remark:
- The condition Δan=o(1n) is a Tauberian condition, it can be weakened to Δan=O(1n)
- The result can also be translated to a Tauberian theorem about Cesàro summability:
If ∞∑n=0cn is Cesàro summable to s and cn=o(1n) , then ∞∑n=0cn=s
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