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See the title. This is true if the sequence is nonnegative; some Tauberian theorems which I was able to find give some more general sufficient conditions. I would like to know if this is true for arbitrary bounded sequences.

Recall that for a sequence $(a_n)$ with natural indices $n$, the Cesàro means are $\frac1{N}\sum\limits_{n=1}^N a_n$, and the Abel means are $(1-r)\sum\limits_n r^n a_n$.

urosIV
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1 Answers1

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Yes. For the following modes of convergence you can prove $(1)\Rightarrow (2)\Rightarrow (3)\Rightarrow (4)$.

$$\begin{eqnarray} a_n &\to& a \qquad (1)\\ \sigma_n:={1\over n}\sum_{j=1}^{n} a_j &\to& a \qquad (2)\\ (1-r)\sum_{n=1}^\infty a_n r^n &\to& a\qquad (3)\\ (1-r)\sum_{n=1}^\infty \sigma_n r^n &\to& a\qquad (4) \end{eqnarray} $$

If $a_n$ is a bounded sequence then $(2)\Longleftrightarrow (3)$. One direction is $(2)\Rightarrow (3)$ and the other follows from Littlewood's Tauberian theorem ($(4)\Rightarrow (2)$) since $\sigma_{n+1}-\sigma_n$ is $O(1/n)$.


Reference. For further information and two proofs of the "Abel to Cesàro" theorem, see Chapter 1, sections 7, 11, and 12 of Tauberian Theory: A Century of Development by Jacob Korevaar.

  • Looks very nice, I just want to check all details. Do you know a reference? – urosIV Nov 22 '11 at 19:04
  • I'll try to find more precise references when I get home, and have access to my books. –  Nov 22 '11 at 19:29