[Math] Convergence of the $e^x$ Taylor series

power seriessequences-and-series

I have figured out a way to show that

$$e=\sum_{i=0}^\infty {1\over i!}$$

I am wanting to formally show that

$$e^x = \sum_{i=0}^\infty {x^i\over i!}$$

I have been looking at power series/Taylor series for a long period of time (absolute convergence) and have seen multiple proofs that I look past because something seems illegitimate with radius of convergence. If someone explains the general proof behind Taylor series/power series absolutely converging so there is no gray area, that would work as well. I will probably ask some questions in the comment area if this is the case. There must be something I am missing.

Best Answer

We have an amazing thing called Lagrange remainders. They basically tell us the difference between our function and it's Taylor polynomial. In general, we have

$$R_n(x)=|f(x)-P_n(x)|$$

where $P_n(x)=\sum_{k=0}^n\frac{f^{(k)}(a)}{k!}(x-a)^k$. Since it follows that

$$R_n(a)=0\\R_n'(a)=0\\R_n''(a)=0\\\vdots\\R_n^{(n)}(a)=0\\R_n^{(n+1)}(a)=|f^{(n+1)}(a)|$$

Thus,

$$R_n^{(n+1)}(x)\le|f^{(n+1)}(c)|$$

for some $c$ in our radius of convergence. It thus follows by integrating a few times that

$$R_n(x)\le\left|\frac{f^{(n+1)}(c)}{(n+1)!}x^{n+1}\right|$$

One can then see that as $n\to\infty$, we have

$$|f(x)-P(x)|\le\lim_{n\to\infty}\left|\frac{f^{(n+1)}(c)}{(n+1)!}x^{n+1}\right|$$

and if $\frac{f^{(n+1)}(c)}{(n+1)!}x^{n+1}\to0$ for any $x,c$ within the a given domain, then the power series will equal the original function over that domain.

See if you can show that for any $x,c\in\mathbb R$,

$$\lim_{n\to\infty}\left|\frac{e^c}{(n+1)!}x^{n+1}\right|=0$$


On a side note, Lagrange remainder also shows us how well we approximate something when using a power series. For example, if I wanted to calculate $e$ out 5 places accurately,

$$R_n(x)=\left|e^x-\sum_{k=0}^n\frac{x^n}{n!}\right|\le0.000001$$

It's easy enough to solve, since

$$R_n(x)\le\left|e\frac{x^{n+1}}{(n+1)!}\right|\le\left|3\frac{x^{n+1}}{(n+1)!}\right|$$

Our particular case is $x=1$, and thus it suffices to solve

$$\frac3{(n+1)!}<0.000001$$

Which is easily done with a few checks to give $n\le8$. Thus,

$$e=\pm0.000001+\sum_{k=0}^8\frac1{k!}$$

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