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Let $C\subset \omega \bigwedge A\bigcap B = \emptyset \bigwedge A\bigcup B = C$.

Let $\{x_i\}$ be a sequence of nonnegative reals.

Suppose $C$ is infinite and $\sum_{i\in C} x_i$ converges. (Since it converges absolutely, it makes sense to define its sum in this way)

Then $\sum_{i\in C} x_i = \sum_{i\in B} x_i + \sum_{i\in A} x_i$, when $A,B$ are infinite?

Katlus
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    What's $\omega$? – Gerry Myerson Oct 20 '12 at 08:54
  • @Gerry It was a typo. Edited. – Katlus Oct 20 '12 at 08:56
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    What's $\omega$? – Kevin Carlson Oct 20 '12 at 09:09
  • $\omega=\mathbb N={0,1,2,\dots}$ – Martin Sleziak Oct 20 '12 at 09:13
  • I guess $\omega$ is the set of natural numbers and the definition of $\sum_{x\in S}x$ is $\sup_{J\in\mathcal P_f(S)}\sum_{j\in J}x_j$, where ${x_j}$ is a sequence of non-negative numbers, and $\mathcal P_f(S)$ is the collection of finite subsets of $S$. – Davide Giraudo Oct 20 '12 at 09:13
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    @Kevin $\omega$ is an inductive set which has the same property of $\mathbb{N}$. – Katlus Oct 20 '12 at 09:14
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    If a series of real numbers is absolutely convergent, then $S=\sum_{i\in C}x_i$ means this: For each $\varepsilon>0$ there is a finite set $F\subseteq C$ such that for each finite set $G\supseteq F$ you have $|S-\sum_{i\in G} x_i| < \varepsilon$. Using this definition you should be able to show that what you wrote is true. Similar argument should work in more general setting - for unconditionally convergent series. – Martin Sleziak Oct 20 '12 at 09:17
  • @David I meant $\sum_{i\in C} x_i$ to be the series of any arrangement of ${x_i}_{i\in C}$. (I don't know if it is equivalent to your definition, but it seems it is.. Is it?) – Katlus Oct 20 '12 at 09:22

3 Answers3

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The sum of a countable family of non-negative numbers is the supremum of the set of sums of finite subfamilies. This definition does not use any order on the (index set of) the family. Since a finite subset of $C$ splits into a finite subset of $A$ and a finite subset of $B$, and conversely any two such finite subsets unite to a finite subset of $C$, you can easily prove $\sum_{i\in C} x_i = \sum_{i\in B} x_i + \sum_{i\in A} x_i$.

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Your theorem is true if the sum converges absolutely.

If not, $x_n = \frac{(-1)^n}{n}$ is a counterexample. Observe that $$ \sum_{n=1}^\infty x_n$$ converges (since $x_n$ has alternating signs, and $\lim_{x\to\infty} x_n = 0$), but both of the sums $$ \begin{eqnarray} \sum_{n=0}^\infty x_{2n} &\text{ and }& \sum_{n=0}^\infty x_{2n+1} \end{eqnarray} $$ diverge.

Note, btw, that the notation $\sum_{i\in C} x_i$ already implies that the sum is invariant under at least some reorderings, since it doesn't specify any particular ordering. How trivial or non-trivial the proof of your theorem is depends on the precise definition you use for $\sum_{i\in C} x_i$.

fgp
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  • It is absolutely convergent..I said ${x_i}$ is a sequence of nonnegative reals. – Katlus Oct 20 '12 at 11:25
  • @Katlus Oh, sorry, I missed that. It works then, because you may reorder absolutely convergent series arbitrarily. – fgp Oct 20 '12 at 11:26
  • Yes, i think it works, but i don't know how to prove the equality holds. Would you help me how to show this? – Katlus Oct 20 '12 at 11:33
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EDIT: Only after posting the answer below I've noticed the question is only about non-negative series. I'll leave the answer here, since I think it might be useful anyway. (It is about a slightly more general question.)


We can even dispose the countability condition - we can have arbitrary index set.

Standard definition of absolute convergence of $\sum_{i\in I} x_i$, where each $x_i$ are real numbers, is that:

$S$ is the sum of this series if and only if for each $\varepsilon>0$ there exists a finite subset $F\subseteq I$ such that for each finite set $G\supset F$, $G\subseteq C$, we have $\left|\sum_{i\in G}x_i-S\right|<\varepsilon$.

This is the same definition as the one given in answers to this question, but I rewrote it in a way which avoids mentioning nets.

You can check that if $I=\mathbb N$ this is the same as saying that $\sum x_i$ converges absolutely to $S$. (For details see below.)

In fact we could use the same definition with $x_i\in X$ where $X$ is arbitrary linear normed space. It can be shown that if $X$ is a Banach space, then for sequences this is equivalent to uncoditional convergence, see e.g. Heil, A basis theory primer, p.93-94 or Theorem 14.9 in Pete L. Clark's Honors Calculus notes. It is not true that this is the same as absolute convergence, but in finitely dimensional Banach spaces this two notions coincide. Unconditional and absolute convergence are also discussed in this question.


Now if we work with the above definition and if $C=A\cup B$, where $A$, $B$ are disjoint and if we have $$S_1=\sum_{i\in A} x_i \qquad S_2=\sum_{i\in B} x_i$$ then for each $\varepsilon>0$ there is a finite subset $F_1\subseteq A$ such that for every finite $G$ fulfilling $F_1\subseteq G\subseteq A$ we have $$\left|\sum_{i\in G} x_i-S_1\right|<\varepsilon/2$$ and we also have $F_2$ such that for finite $G$ fulfilling $F_2\subseteq G\subseteq B$ we have $$\left|\sum_{i\in G} x_i-S_2\right|<\varepsilon/2.$$

Together we get (using triangle inequality) that for each finite set $G\subseteq C$ such that $G\supseteq F_1\cup F_2$ $$\left|\sum_{i\in G} x_i - (S_1+S_2)\right|<\varepsilon.$$

So we have shown that if $\sum_{i\in A} x_i=S_1$ exists and $\sum_{i\in B}=S_2$ exists, then $\sum_{i\in C}=S$ exists and it is equal to the sum $S=S_1+S_2$.


To see that if $\sum_{i\in C} x_i$ exists (in the sense of the above definition) then the sum $\sum_{i\in A} x_i$ exists we may use Cauchy criterion. The following is the formulation from Dixmier's General Topology:

9.1.6. Theorem (Cauchy's Criterion). Let $E$ be a Banach space, $(x_i)_{i\in I}$ a family of elements of $E$. The following conditions are equivalent:
(i) the family $(x_i)_{i\in l}$ is summable;
(ii) for every $\varepsilon > 0$, there exists a finite subset $J_0$ of $I$ such that, for every finite subset $K$ of $I$ disjoint from $J_0$, one has $\|\sum_{i\in K} x_i\| < \varepsilon$.

(By summable family the author means that $\sum_{i\in I} x_i$ exists in the sense of the above definition.)

Again, for the case of real numbers you can find this result in Pete L. Clark's notes Honors Calculus as Theorem 14.5 (Cauchy Criteria for Unordered Summation). (Including the proof.)

It is relatively easy to see that if $A\subseteq C$ and $\sum_{i\in C} x_i$ fulfills Cauchy condition, then so does $\sum_{i\in A} x_i$.


Now back to the case $I=\mathbb N$.

Suppose that a series $\sum_{i=1}^\infty x_i$ is absolutely convergent to $S$. Then we also have $\sum_{i=1}^\infty |x_i|<\infty$. This implies that, for any given $\varepsilon>0$, there is $n_0$ such that $$\left|\sum_{i=n_0+1}^{n_0+k} x_i\right|\le\sum_{i=n_0+1}^{n_0+k} |x_i|<\varepsilon/2$$ holds for each $k$. We can choose $n_0$ such that, in addition to the above condition, $\left|\sum_{i=1}^{n_0}-S\right|<\varepsilon/2$. So we can choose $F=\{1,2,\dots,n_0\}$ and we get that for any $\{1,2,\dots,n_0\}\subseteq G\subseteq\{1,2,\dots,n_0+k\}$ we also have $$\left|\sum_{i\in G\setminus F} x_i\right| \le \sum_{i\in G\setminus F} |x_i| \le \sum_{i=n_0+1}^{n_0+k} |x_i| < \varepsilon/2$$ which together with $$\left|\sum_{i\in F} x_i-S\right| < \varepsilon/2$$ implies $$\left|\sum_{i\in G} x_i-S\right| < \varepsilon.$$

On the other hand, if $\sum_{i\in\mathbb N} x_i$ fulfills the above condition then each reordering $\sum_{i=1}^\infty x_{\pi(i)}$ is convergent. (For any given $\varepsilon>0$ we choose $n_0$ large enough so that $\{x_{\pi(1)},\dots,x_{\pi(n_0)}\}\supseteq F$.) This implies that $\sum_{i=1}^\infty x_i$ is absolutely convergent.

  • This is really useful to me. Thank you. I didn't even know that there is a definition for $\sum_{i\in I} x_i$, but i just used it since any rearrangement of $\sum x_i$ has the same sum if $I$ is countable. – Katlus Oct 20 '12 at 13:37
  • Does the first definition not hold for $x_i \in \mathbb{R}^k$? – Katlus Oct 20 '12 at 15:36
  • @Martine I mean.. If $x_i \in \mathbb{R}^k$, the definition you wrote and 'general definition' are not equivalent? – Katlus Oct 20 '12 at 15:47
  • @Katlus Certainly you can use the above definition in $\mathbb R^k$. It will be the same thing as convergence in each coordinate. If you use the norm $|(x_1,\dots,x_k)|=|x_1|+\dots+|x_k|$ on $\mathbb R^k$, then you see that absolute convergence is the same as absolute convergence in each coordinate. (It is good to keep in mind that all norm on a $\mathbb R^k$ are equivalent.) BTW I've added some pointers to my post. – Martin Sleziak Oct 20 '12 at 16:08
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    In the proof showing '$\sum_{i\in C} x_i = \sum_{i\in A} x_i + \sum_{i\in B} x_i$, i understand that existence of $S_1,S_2$ is guranteed when $C$ is countable, but if $C$ is arbitrary how come their existences are guranteed? – Katlus Oct 20 '12 at 16:36
  • Never mind.. you answered exactly what i asked and now i'm asking a different question... – Katlus Oct 20 '12 at 17:23
  • @Katlus I have only shown one direction, but the other one can be shown using Cauchy criterion. (I have added it to the post.) – Martin Sleziak Oct 20 '12 at 17:45