Let $|f_n| \leq g_n$ for all $n$ and $\sum_1^\infty g_n$ converges uniformly, show that $\sum_{n=1}^\infty f_n$ converges uniformly.

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If $|f_n(x)|\leq g_n(x)$ for all $n\in\mathbb{N}$ and for all $x\in[a,b]$ and $\sum_{n=1}^{\infty}g_n(x)$ converges uniformly on $[a,b]$, prove that $\sum_{n=1}^{\infty}f_n(x)$ converges uniformly on $[a,b]$.

I kind of want to use the M-test, taking $M_n=\sup_{[a,b]}\{g_n(x)\}$, but then I am unsure how to prove that $\sum_{n=1}^{\infty}M_n$ converges, if it converges at all. Any help would be much appreciated, thank you!

Best Answer

Let $\varepsilon>0$ be given. Since $|f_k(x)|\leq g_k(x)$ for all $k$, we have

$$\Bigg|\sum_{k=n}^m f_k(x)\Bigg|\leq\sum_{k=n}^m|f_k(x)|\leq\sum_{k=n}^mg_k(x)$$

for all $m\geq n.$

By the Cauchy criterion for uniform convergence, a series $\sum_{k=1}^\infty f_k(x)$ converges uniformly on an interval $I$ if and only if for every $\varepsilon >0$ there exists an integer $N$ such that $\big|\sum_{k=n}^m f_k(x)\big|<\varepsilon$ whenever $x\in I$ and $m\geq n>N$.

Now, because $g_k(x)\geq0$ for all $k$ and $x$, this means that

$$\Bigg|\sum_{k=n}^m f_k(x)\Bigg|\leq\sum_{k=n}^mg_k(x)=\Bigg|\sum_{k=n}^mg_k(x)\Bigg|<\varepsilon$$ whenever $x\in I$ and $m\geq n>$ some integer $N$. Thus, $\sum_{k=1}^\infty f_k(x)$ is uniformly convergent on $[a, b].$

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