3
$\begingroup$

I'm told that the following is true when $m,n\in\Bbb Z$: $\sum\limits_{i=1}^{m}\sum\limits_{j=1}^{n} \alpha_{ij}=\sum\limits_{j=1}^{n}\sum\limits_{i=1}^{m} \alpha _{ij}$ When $m,n\to\infty$,

  1. If both sides above have the same divergence or convergence?
  2. If the above equation is true?
  • 0
    Sorry, I mean $m,n\in\Bbb Z$.2012-10-03

1 Answers 1

5

For any finite integers $m,n$, the expression $ \sum_{i = 1}^m\sum_{j = 1}^n a_{ij} = \sum_{j = 1}^n \sum_{i = 1}^m a_{ij} $ is true.

Your question should be interpreted as asking whether the "exchanging of limits" is allowed. I.e.

$ \lim_{m\to\infty} \lim_{n\to\infty} \sum_{i = 1}^m\sum_{j = 1}^n a_{ij} \overset{?}{=} \lim_{n\to\infty}\lim_{m\to\infty} \sum_{j = 1}^n \sum_{i = 1}^m a_{ij} \tag{*}$

Note that the left and right hand sides are often written, respectively, as $\sum_{i = 1}^\infty\sum_{j = 1}^\infty a_{ij}$ and $\sum_{j = 1}^\infty \sum_{i = 1}^\infty a_{ij}$.

(*) is true when $a_{ij}$ is absolutely summable. But in general there can be counterexamples. A particular one that comes to mind is

$ a_{ij} = \begin{cases} 1 & i = j \\ -1 & i = j-1 \\ 0 & \text{otherwise}\end{cases} $

Observe that $\sum_{j = 1}^\infty a_{ij} = 1 + (-1) = 0$ for any $i$. So the LHS of (*) evaluates to 0. On the other hand,

$\sum_{i = 1}^\infty a_{ij} = \begin{cases} 1 & j = 1 \\ 0 & j > 1\end{cases} $ so that the RHS of (*) evaluates to 1.

Now, for a more spectacular example, let $ a_{ij} = \begin{cases} i & i = j \\ -i & i = j-1 \\ 0 & \text{otherwise}\end{cases}$ The LHS still evaluates to 0. For the RHS however, notice that $\sum_{i = 1}^\infty a_{ij} = 1$ for every $j$, and so the RHS does not even converge!

  • 0
    The problem basically boils down to that limits of double sequences do not commute in general. See also http://math.stackexchange.com/questions/18041/when-can-we-exchange-order-of-two-limits http://math.stackexchange.com/questions/15240/when-can-you-switch-the-order-of-limits2012-10-02