6

Sequence and Series of Functions

6.1 Sequence of Functions

6.1.1 Pointwise Convergence and Uniform Convergence

Let J be an interval in R.

Definition 6.1 For each n ∈ N, suppose a function fn : J → R is given. Then we

say that a a sequence (fn ) of functions on J is given.
More precisely, a sequence of functions on J is a map F : N → F(J), where
F(J) is the set of all real valued functions defined on J. If fn := F (n) for n ∈ N,
then we denote F by (fn ), and call (fn ) as a sequence of functions. 

Definition 6.2 Let (fn ) be a sequence of functions on an interval J.

(a) We say that (fn ) converges at a point x0 ∈ J if the sequence (fn (x0 )) of
real numbers converges.
(b) We say that (fn ) converges pointwise on J if (fn ) converges at every point
in J, i.e., for each x ∈ J, the sequence (fn (x)) of real numbers converges. 
Definition 6.3 Let (fn ) be a sequence of functions on an interval J. If (fn ) con-
verges pointwise on J, and if f : J → R is defined by f (x) = limn→∞ fn (x), x ∈ J,
then we say that (fn ) converges pointwise to f on J, and f is the pointwise
limit of (fn ), and in that case we write

fn → f pointwise on J.


Thus, (fn ) converges to f pointwise on J if and only if for every ε > 0 and for
each x ∈ J, there exists N ∈ N (depending, in general, on both ε and x) such that
|fn (x) − f (x)| < ε for all n ≥ N .

Exercise 6.1 Pointwise limit of a sequence of functions is unique.

163
164 Sequence and Series of Functions M.T. Nair

Example 6.1 Consider fn : R → R defined by

sin(nx)
fn (x) = , x∈R
n
and for n ∈ N. Then we see that for each x ∈ R,
1
|fn (x)| ≤ ∀ n ∈ N.
n
Thus, (fn ) converges pointwise to f on R, where f is the zero function on R, i.e.,
f (x) = 0 for every x ∈ R. 
Suppose (fn ) converges to f pontwise on J. As we have mentioned, it can happen
that for ε > 0, and for each x ∈ J, the number N ∈ N satisfying |fn (x) − f (x)| < ε
∀ n ≥ N depends not only on ε but also on the point x. For instance, consider the
following example.
Example 6.2 Let fn (x) = xn for x ∈ [0, 1] and n ∈ N. Then we see that for
0 ≤ x < 1, fn (x) → 0, and fn (1) → 1 as n → ∞. Thus, (fn ) converges pointwise to
a function f defined by 
0, x 6= 1,
f (x) =
1, x = 1.
In particular, (fn ) converges pointwise to the zero function on [0, 1).
Note that if there exists N ∈ N such that |xn | < ε for all n ≥ N and for all
x ∈ [0, 1), then, letting x → 1, we would get 1 < ε, which is not possible, had we
chosen ε < 1. 

For ε > 0, if we are able to find an N ∈ N which does not vary as x varies
over J such that |fn (x) − f (x)| < ε for all n ≥ N , then we say that (fn ) converges
uniformly to f on J. Following is the precise definition of uniform convergence of
(fn ) to f on J.

Definition 6.4 Suppose (fn ) is a sequence of functions defined on an interval J.

We say that (fn ) converges to a function f uniformly on J if for every ε > 0
there exists N ∈ N (depending only on ε) such that

|fn (x) − f (x)| < ε ∀n ≥ N and ∀ x ∈ J,

and in that case we write

fn → f uniformly on J.


We observe the following:
• If (fn ) converges uniformly to f , then it converges to f pointwise as well.
Thus, if a sequence does not converge pointwise to any function, then it can not
converge uniformly.
 Sequence of Functions 165

• If (fn ) converges uniformly to f on J, then (fn ) converges uniformly to f on

every subinterval J0 ⊆ J.
In Example 6.2 we obtained a sequence of functions which converges pointwise
but not uniformly. Here is another example of a sequence of functions which con-
verges pointwise but not uniformly.
Example 6.3 For each n ∈ N, let
nx
fn (x) = , x ∈ [0, 1].
1 + n2 x2

Note that fn (0) = 0, and for x 6= 0, fn (x) → 0 as n → ∞. Hence, (fn ) converges

poitwise to the zero function. We do not have uniform convergence, as fn (1/n) = 1/2
for all n. Indeed, if (fn ) converges uniformly, then there exists N ∈ N such that

|fN (x)| < ε ∀ x ∈ [0, 1].

In particular, we must have

1
= |fN (1/N )| < ε ∀ x ∈ [0, 1].
2
This is not possible if we had chosen ε < 1/2. 
Example 6.4 Consider the sequence (fn ) defined by

fn (x) = tan−1 (nx), x ∈ R.

Note that fn (0) = 0, and for x 6= 0, fn (x) → π/2 as n → ∞. Hence, the given
sequence (fn ) converges pointwise to the function f defined by

0, x = 0,
f (x) =
6 0.
π/2, x =

However, it does not converge uniformly to f on any interval containing 0. To

see this, let J be an interval containing 0 and ε > 0. Let N ∈ N be such that
|fn (x) − f (x)| < ε for all n ≥ N and for all x ∈ J. In particular, we have

|fN (x) − π/2| < ε ∀ x ∈ J \ {0}.

Letting x → 0, we have π/2 = |fN (0) − π/2| < ε which is not possible if we had
chooses ε < π/2. 
Now, we give a theorem which would help us to show non-uniform convergence
of certain sequence of functions.

Theorem 6.1 Suppose fn and f are functions defined on an interval J. If there

exists a sequence (xn ) in J such that |fn (xn ) − f (xn )| 6→ 0, then (fn ) does not
converge uniformly to f on J.
166 Sequence and Series of Functions M.T. Nair

Proof. Suppose (fn ) converges uniformly to f on J. Then, for every ε > 0, there
exists N ∈ N such that

|fn (x) − f (x)| < ε ∀ n ≥ N, ∀ x ∈ J.

In particular,
|fn (xn ) − f (xn )| < ε ∀ n ≥ N.
Hence, |fn (xn ) − f (xn )| → 0 as n → ∞. This is a contradiction to the hypothesis
that |fn (xn ) − f (xn )| 6→ 0. Hence our assumption that (fn ) converges uniformly to
f on J is wrong.

In the case of Example 6.2, taking xn = n/(n + 1), we see that

 n
n 1
fn (xn ) = → .
n+1 e

Hence, by Theorem 6.1, (fn ) does not converge to f ≡ 0 uniformly on [0, 1).
In Example 6.3, we may take xn = 1/n, and in the case of Example 6.4, we may
take xn = π/n, and apply Theorem 6.1.

Exercise 6.2 Suppose fn and f are functions defined on an interval J. If there

exists a sequence (xn ) in J such that [fn (xn ) − f (xn )] 6→ 0, then (fn ) does not
converge uniformly to f on J. Why?
[Suppose an := [fn (xn ) − f (xn )] 6→ 0. Then there exists δ > 0 such that |an | ≥ δ
for infinitely many n. Now, if fn → f uniformly, there exists N ∈ N such that
|fn (x) − f (x)| < δ/2 for all n ≥ N . In particular, |an | < δ/2 for all n ≥ N . Thus,
we arrive at a contradiction.] J

Here is a sufficient condition for uniform convergence. Its proof is left as an

exercise.

Theorem 6.2 Suppose fn for n ∈ N and f are functions on J. If there exists a

sequence (αn ) of positive reals satisfying αn → 0 as n → ∞ and

|fn (x) − f (x)| ≤ αn ∀n ∈ N, ∀ x ∈ J,

then (fn ) converges uniformly to f .

Exercise 6.3 Supply detailed proof for Theorem 6.2. J

Here are a few examples to illustrate the above theorem.

Example 6.5 For each n ∈ N, let
2nx
fn (x) = , x ∈ [0, 1].
1 + n4 x2
 Sequence of Functions 167

Since 1 + n4 x2 ≥ 2n2 x (using the relation a2 + b2 ≥ 2ab), we have

2nx 1
0 ≤ fn (x) ≤ 2
= .
2n x n
Thus, by Theorem 6.2, (fn ) converges uniformly to the zero function. 
Example 6.6 For each n ∈ N, let
1
fn (x) = log(1 + n4 x2 ), x ∈ [0, 1].
n3
Then we have
1
0 ≤ fn (x) ≤ log(1 + n4 ) =: αn ∀ n ∈ N.
n3
1
Taking g(t) := t3
log(1 + t4 ) for t > 0, we see, using L’Hospital’s rule that

4t3
lim g(t) = lim = 0.
t→∞ t→∞ 3t2 (1 + t4 )

In particular,
1
lim log(1 + n4 ) = 0.
n→∞ n3

Thus, by Theorem 6.2, (fn ) converges uniformly to the zero function. 

We may observe that in Examples 6.2 and 6.4, the limit function f is not con-
tinuous, although every fn is continuous. This makes us to ask the following:

Suppose each fn is a continuous function on J and (fn ) converges to f pointwise.

• If f is Riemann integrable, then do we have

Z b Z b
f (x)dx = lim fn (x)dx
a n→∞ a

for every [a, b] ⊆ J?

• Suppose each fn is continuously differentiable on J. Then, is the function f

differentiable on J? If f is differentiable on J, then do we have the relation

d d
f (x) = lim fn (x)dx ?
dx n→∞ dx

The answers to the above questions need not be affirmative as the following
examples show.
Example 6.7 For each n ∈ N, let

fn (x) = nx(1 − x2 )n , 0 ≤ x ≤ 1.
168 Sequence and Series of Functions M.T. Nair

Then we see that

lim fn (x) = 0 ∀ x ∈ [0, 1].
n→∞
Indeed, for each x ∈ (0, 1),
 
fn+1 (x) n+1
= x(1 − x2 ) → x(1 − x2 ) as n → ∞.
fn (x) n
Since x(1 − x2 ) < 1 for x ∈ (0, 1), we obtain lim fn (x) = 0 for every x ∈ [0, 1]. But,
n→∞
Z 1
n 1
fn (x)dx = → as n → ∞.
0 2n + 2 2
Thus, limit of the integrals is not the integral of the limit. 
Example 6.8 For each n ∈ N, let
sin(nx)
fn (x) = √ , x ∈ R.
n
Then we see that
lim fn (x) = 0 ∀ x ∈ [0, 1].
n→∞
√
But, fn0 (x) = n cos(nx) for all n ∈ N, so that
√
fn0 (0) = n → ∞ as n → ∞.

Thus, limit of the derivatives is not the derivative of the limit. 

6.1.2 Continuity and uniform convergence

Theorem 6.3 Suppose (fn ) is a sequence of continuous functions defined on an

interval J which converges uniformly to a function f . Then f is continuous on J.

Proof. Suppose x0 ∈ J. Then for any x ∈ J and for any n ∈ N,

|f (x) − f (x0 )| ≤ |f (x) − fn (x)| + |fn (x) − fn (x0 )| + |fn (x0 ) − f (x0 )|. (∗)

Let ε > 0 be given. Since (fn ) converges to f uniformly, there exists N ∈ N such
that
|fn (x) − f (x)| < ε/3 ∀ n ≥ N, ∀ x ∈ J.
Since fN is continuous, there exists δ > 0 such that

|fN (x) − fN (x0 )| < ε/3 whenever |x − x0 | < δ.

Hence from (∗), we have

|f (x) − f (x0 )| ≤ |f (x) − fN (x)| + |fN (x) − fN (x0 )| + |fN (x0 ) − f (x0 )| < ε

whenever |x − x0 | < δ. Thus, f is continuous at x0 . This is true for all x0 ∈ J.

Hence, f is a continuous function on J.
 Sequence of Functions 169

6.1.3 Integration-Differentiation and uniform convergence

Theorem 6.4 Suppose (fn ) is a sequence of continuous functions defined on an in-

terval [a, b] which converges uniformly to a function f on [a, b]. Then f is continuous
and Z b Z b
lim fn (x)dx = f (x)dx.
n→∞ a a

Proof. We already know by Theorem 6.3 that f is a continuous function. Next

we note that
Z b Z b  Z b
 

 fn (x)dx − f (x)dx ≤ |fn (x) − f (x)|dx.
a a a
Let ε > 0 be given. By uniform convergence of (fn ) to f , there exists N ∈ N such
that
|fn (x) − f (x)| < ε/(b − a) ∀ n ≥ N, ∀x ∈ [a, b].
Hence, for all n ≥ N ,
Z b Z b  Z b
 

 fn (x)dx − f (x)dx ≤ |fn (x) − f (x)|dx < ε.
a a a
This completes the proof.
Theorem 6.5 Suppose (fn ) is a sequence of continuously differentiable functions
defined on an interval J such that
(i) (fn0 ) converges uniformly to a function, and
(ii) (fn (a)) converges for some a ∈ J.
Then (fn ) converges to a continuously differentiable function f and
lim f 0 (x) = f 0 (x) ∀ x ∈ J.
n→∞ n

Proof. Let g(x) := lim fn0 (x) for x ∈ J, and α := lim fn (a). Since the conver-
n→∞ n→∞
gence of (fn0 ) to g is uniform, by Theorem 6.4, the function g is continuous and
Z x Z x
0
lim fn (t)dt = g(t)dt.
n→∞ a a
Rx 0
Let ϕ(x)
R x := a g(t)dt, x ∈ J. Then ϕ is differentiable and ϕ (x) = g(x) for x ∈ J.
0
But, a fn (t)dt = fn (x) − fn (a). Hence, we have
lim [fn (x) − fn (a)] = ϕ(x).
n→∞

Thus, (fn ) converges pointwise to a differentiable function f defined by f (x) =

ϕ(x) + α, x ∈ J, and (fn0 ) converges to f 0 .

Remark 6.1 In Theorem 6.5, it an be shown that the convergence of the sequence
(fn ) is uniform. 
170 Sequence and Series of Functions M.T. Nair

6.2 Series of Functions

Definition 6.5 By a series of functions on a interval J, we mean an expression

of the form
∞
X X∞
fn or fn (x),
n=1 n=1

where (fn ) is a sequence of functions defined on J. 

P∞
Definition 6.6 Given a series n=1 fn (x) of functions on an interval J, let
n
X
sn (x) := fi (x), x ∈ J.
i=1
P∞
Then sn is called the n-th partial sum of the series n=1 fn . 

Definition 6.7 Consider a series ∞

P
n=1 fn (x) of functions on
P∞ an interval J, and let
sn (x) be its n-th partial sum. Then we say that the series n=1 fn (x)
(a) converges at a point x0 ∈ J if (sn ) converges at x0 ,
(b) converges pointwise on J if (sn ) converges pointwise on J, and
(c) converges uniformly on J if (sn ) converges uniformly on J. 
The proof of the following two theorems are obvious from the statements of
Theorems 6.4 and 6.5 respectively.

Theorem 6.6 Suppose (fn ) is a sequence of continuous functions on J. If ∞

P
n=1 fn (x)
converges uniformly on J, say to f (x), then f is continuous on J, and for [a, b] ⊆ J,
Z b ∞ Z
X b
f (x)dx = fn (x)dx.
a n=1 a

Theorem
P 6.70 Suppose (fn ) is a sequence of continuously
P∞ differentiable functions on
J. If ∞ f
n=1 n (x) converges
P∞ uniformly on J, and if n=1 fn (x) converges at some
point x0 ∈ J, then n=1 fn (x) converges to a differentiable function on J, and
∞ ∞
!
d X X
fn (x) = fn0 (x).
dx
n=1 n=1

Next we consider a useful sufficient condition to check uniform convergence. First

a definition.
P∞
Definition 6.8 We say that n=1 fn is a dominated series if there exists a
real numbers such that |fn (x)| ≤ αn for all x ∈ J and for
sequence (αn ) of positiveP
all n ∈ N, and the series ∞ n=1 αn converges. 
 Series of Functions 171

Theorem 6.8 A dominated series converges uniformly.

Proof. Let ∞
P
n=1 fn be a dominated series defined on an interval J, and let (αn )
be a sequence of positive reals such that
(i) |fn (x)| ≤ αn for all n ∈ N and for all x ∈ J, and
P∞
(ii) n=1 αn converges.

Let sn (x) = ni=1 fi (x), n ∈ N. Then for n > m,

P
 n  n n
 X  X X
|sn (x) − sm (x)| =  fi (x) ≤ |fi (x)| ≤ αi = σn − σm ,
 
 
i=m+1 i=m+1 i=m+1
Pn P∞
where σn = k=1 αk . Since n=1 αn converges, the sequence (σn ) is a Cauchy
sequence. Now, let ε > 0 be given, and let N ∈ N be such that

|σn − σm | < ε ∀n, m ≥ N.

Hence, from the relation: |sn (x) − sm (x)| ≤ σn − σm , we have

|sn (x) − sm (x)| < ε ∀n, m ≥ N, ∀x ∈ J.

This, in particular implies that {sn (x)} is also a Cauchy sequence at each x ∈ J.
Hence, {sn (x)} converges for each x ∈ J. Let f (x) = limn→∞ sn (x), x ∈ J. Then,
we have

|f (x) − sm (x)| = lim |sn (x) − sm (x)| < ε ∀m ≥ N, ∀x ∈ J.

n→∞
P∞
Thus, the series n=1 fn converges uniformly to f on J.
P∞ cos nx
and ∞ sin nx
P
Example 6.9 The series n=1 n2 n=1 n2 are dominated series, since
 cos nx   
1  sin nx  1
 ≤ 2,  n2  ≤ n2 ∀n ∈ N
   

n 2 n
P∞ 1
and n=1 n2 is convergent. 

Example 6.10 The series ∞ xn is a dominated series on [−ρ, ρ] for 0 < ρ < 1,
P
n=0P
since |x | ≤ ρ for all n ∈ N and ∞
n n n
n=0 ρ is convergent. Thus, the given series is a
dominated series, and hence, it is uniformly convergent. 
P∞ x
Example 6.11 Consider the series n=1 n(1+nx 2 ) on R. Note that

 
x 1 1
≤ √ ,
n(1 + nx2 ) n 2 n
∞
X 1
and 3/2
converges. Thus, the given series is dominated series, and hence it
n=1
n
converges uniformly on R. 
172 Sequence and Series of Functions M.T. Nair

P∞ x
Example 6.12 Consider the series n=1 1+n2 x2 for x ∈ [c, ∞), c > 0. Note that

x x 1 1
2 2
≤ 2 2 =≤ 2 ≤ 2
1+n x n x n x n c
∞
X 1
and converges. Thus, the given series is dominated series, and hence it
n2
n=1
converges uniformly on [c, ∞). 
P∞  −x n
Example 6.13 The series n=1 xe is dominated on [0, ∞): To see this, note
that  n xn xn n!
xe−x = nx ≤ = n
e (nx)n /n! n
and the series ∞ n!
P
n=1 nn converges.

It can also be seen that |xe−x | ≤ 1/2 for all x ∈ [0, ∞). 
P∞ n−1
Example 6.14 The series n=1 x is not uniformly convergent on (0, 1); in
particular, not dominated on (0, 1). This is seen as follows: Note that
n
X 1 − xn 1
sn (x) := xk−1 = → f (x) := as n → ∞.
1−x 1−x
k=1

Hence, for ε > 0,

 n 
 x 
|f (x) − sn (x)| < ε ⇐⇒  1 − x  < ε.
 

Hence, if there exists N ∈ N such that |f (x) − sn (x)| < ε for all n ≥ N for all
x ∈ (0, 1), then we would get

|x|N
< ε ∀x ∈ (0, 1).
|1 − x|

This is not possible, as |x|N /|1 − x| → ∞ as x → 1.

However, we have seen that the above series is dominated on [−a, a] for 0 < a < 1.

Example 6.15 The series ∞ n−1 is not uniformly convergent on [0, 1];
P
n=1 (1 − x)x
in particular, not dominated on [0, 1]. This is seen as follows: Note that
n
1 − xn

X
k−1 if x 6= 1
sn (x) := (1 − x)x =
0 if x = 1.
k=1

In particular, sn (x) = 1 − xn for all x ∈ [0, 1) and n ∈ N. By Example 6.2, we know

that (sn (x)) converges to f (x) ≡ 1 pointwise, but not uniformly. 
 Series of Functions 173

P∞
Remark 6.2 Note that if a series n=1 fn converges uniformly to a function f on
an interval J, then we must have
βn := sup |sn (x) − f (x)| → 0 as n → ∞.
x∈J

the series. Conversely, if βn → 0, then the series

Here, sn is the n-th partial sum of P
is uniformly convergent. Thus, if ∞ n=1 fn converges to a function f on J, and if
supx∈J |sn (x) − f (x)| 6→ 0 as n → ∞, then we can infer that the convergence is not
uniform.
As an illustration, consider the Example 6.15. There we have
 n
x if x 6= 1
|sn (x) − f (x)| =
0 if x = 1.
Hence, sup|x|≤1 |sn (x) − f (x)| = 1. Moreover, the limit function f is not continuous.
Hence, the non-uniform convergence also follows from Theorem 6.6. 
P∞
Exercise 6.4 Consider a series n=1 fP n and an := supx∈J |fn (x)|. Show that this
series is dominated series if and only if ∞ n=1 an converges. J

Next example shows that in Theorem 6.7, the condition that the derived series
converges uniformly is not a necessary condition for the the conclusion.
Example 6.16 Consider the series ∞ n
P
n=0 x . We know it converges to 1/(1 − x)
P∞ thatn−1
for |x| < 1. It can be seen that the derived series
P∞ n=1 n−1 converges uniformly
nx
for |x| ≤ ρ for any ρ ∈ (0, 1). This follows since n=1 nρ converges. Hence,
∞
1 d 1 X
= = nxn−1 for |x| ≤ ρ.
(1 − x)2 dx 1 − x
n=1

The above relation is true for x in any open interval J ⊆ (−1, 1); because we can
choose ρ sufficiently close to 1 such that J ⊆ [−ρ, ρ]. Hence, we have
∞
1 X
= nxn−1 for |x| < 1.
(1 − x)2
n=1

We know that the given series is not uniformly convergent (see, Example 6.14). 
Remark 6.3 We have seen that if ∞
P
n=1 fn (x) is a dominated series on an interval
J, then it converges uniformly and absolutely, and that an absolutely convergent
series need not be a dominated series. Are there series which converge uniformly
but not dominated. The answer is in affirmative. Look at the following series:
∞
X xn
(−1)n+1 , x ∈ [0, 1].
n
n=1
∞
X 1
Since is divergent, the given series is not absolutely convergent at x = 1 and
n
n=1
hence it is not a dominated series. However, the given series converges uniformly
on [0, 1]. 
174 Sequence and Series of Functions M.T. Nair

6.3 Additional Exercises

∞
x2 X
1. Let fn (x) = for x ≥ 0. Show that the series fn (x) does not
(1 + x2 )n
n=1
converge uniformly.
x
2. Let fn (x) = , x ∈ R. Show that (fn ) converge uniformly, whereas (fn0 )
1 + nx2  0
does not converge uniformly. Is the relation lim fn0 (x) = lim fn (x) true
n→∞ n→∞
for all x ∈ R?
log(1 + n3 x2 ) 2nx
3. Let fn (x) = 2
, and gn (x) = for x ∈ [0, 1]. Show that
n 1 + n3 x2
the sequence (gn ) converges uniformly to g where g(x) = 0 for all x ∈ [0, 1].
Using this fact, show that (fn ) also converges uniformly to the zero function
on [0, 1].
 2
 n x, 0 ≤ x ≤ 1/n,
4. Let fn (x) = −n2 x + 2n, 1/n ≤ x ≤ 2/n,
0, 2/n ≤ x ≤ 1.


Show that (fn ) does not converge uniformly of [0, 1].

[Hint: Use termwise integration.]
∞
P∞ X an x2n
5. Suppose (an ) is such that n=1 an is absolutely convergent. Show that
1 + x2n
n=1
is a dominated series on R.
∞
X xn
6. Show that for each p > 1, the series is convergent on [−1, 1] and the
np
n=1
limit function is continuous.
∞
X
7. Show that the series {(n+1)2 xn+1 −n2 xn }(1−x) converges to a continuous
n=1
function on [0, 1], but it is not dominated.
∞
X  1 1 
8. Show that the series − is convergent on [0, 1], but
1 + (k + 1)x 1 + kx
n=1
not dominated, and
Z ∞
1X ∞ Z 1
 1 1  X 1 1 
− dx = − dx.
0 n=1 1 + (k + 1)x 1 + kx 1 + (k + 1)x 1 + kx
n=1 0

Z ∞
1X
x 1
9. Show that 2 2
dx = .
0 n=1 (n + x ) 2