somewhere near the beginning.

The Riemann rearrangement theorem, and an interesting corollary

Filed under: Mathematics — Alex @ 9:25 am 8/14/2006

I reencountered the Riemann rearrangement theorem this weekend. It states that a conditionally convergent series can be rearranged so that it adds up to any given number. Mysterious-seeming, yes, but not at all hard to justify: it almost follows directly from the definition of conditional convergence. If a series \sum a_n converges conditionally, then  \sum |a_n| = \sum_{a_n > 0} a_n - \sum_{a_n <0} a_n = \infty and a_n \rightarrow 0, so you can approximate any positive number by adding an appropriate number of terms from the positive a_n followed by an appropriate number of terms from the negative a_n; since a_n \rightarrow 0, this approximation can be made arbitrarily precise. Ditto for negative numbers.

Seems this is yet another one of those simple theorems that just didn’t click with me the first time around– I suspect because I was introduced to it via a formal proof, where we had to keep track of multiple quantities, instead of the simpler hand waving argument I just gave. As I recall it, the formal proof in baby Rudin uses an atrocious number of auxiliary quantities.

An interesting corollary (at least to me, since I came up with it :)) of the Riemann rearrangement theorem is an easy proof that the set of permutations on \Z is uncountable: the rearrangements of any conditionally convergent sequence correspond to permutations of the natural numbers, and a rearrangement of the harmonic series can be found that sums to any real number, so there is an onto mapping from the set of permutations of the natural numbers to the real numbers. Beats diagonalization arguments any day.

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