Cauchy Product of Power Series
The following theorem will give us a way to in a sense, "multiply" two power series together.
Theorem 1 (The Cauchy Product of Power Series): Consider the power series $\sum_{n=0}^{\infty} a_nx^n$ with a radius of convergence $R_1$, and the power series $\sum_{n=0}^{\infty} b_nx^n$ with a radius of convergence $R_2$. Then whenever both of these power series convergent we have that $\left ( \sum_{n=0}^{\infty} a_nx^n \right ) \left ( \sum_{n=0}^{\infty} b_nx^n \right ) = \sum_{n=0}^{\infty} \left ( \left ( \sum_{j=0}^{n} (a_jb_{n-j}) \right ) x^n \right ) = \sum_{n=0}^{\infty} \left (\left (a_0b_n + a_1b_{n-1} + ... + a_{n+1}b_{1} + a_nb_0 \right)x^n \right )$. This power series has a radius of convergence $R$ such that $R ≥ \mathrm{min} \{ R_1, R_2 \}$. |
It is common to reformulate the theorem for the Cauchy Product above as follows. Let $\sum_{n=0}^{\infty} a_nx^n$ and $\sum_{n=0}^{\infty} b_nx^n$ be two power series with radii of convergence $R_1$ and $R_2$ respectively. Then the Cauchy Product of these series can be defined as $\sum_{n=0}^{\infty} c_nx^n$ where:
(1)Furthermore, the Cauchy product $\sum_{n=0}^{\infty} c_nx^n$ has a radius of convergence $R$ at least larger or equal to the smaller of the two radii $R_1$, $R_2$, that is $R ≥ \mathrm{min} \{ R_1, R_2 \}$.
We will now look at some examples of applying the Cauchy product to some power series.
Example 1
Using the Cauchy Product determine a power series representation of the function $f(x) = \frac{1}{(1 - x)^2}$ for $-1 < x < 1$.
We know that for $\mid x \mid < 1$, $\frac{1}{1 - x} = 1 + x + x^2 + x^3 + ... = \sum_{n=0}^{\infty} x^n$. So to determine a power series representation of the function $f$, we will simply take the Cauchy product of $\sum_{n=0}^{\infty} x^n$ with itself.
First note that:
(2)Therefore it follows by the Cauchy product that $f(x) = \frac{1}{(1 - x)^2} = \sum_{n=0}^{\infty} (n + 1)x^n$ is a representation for $-1 < x < 1$.
Example 2
Using the Cauchy Product determine a power series representation of the function $f(x) = \frac{1}{(1 - x)^4}$.
From example 1 we have that for $\mid x \mid < 1$, $\frac{1}{(1 - x)^2} = \sum_{n=0}^{\infty} (n + 1)x^n$. We will take the Cauchy Product of this series with itself once again as follows:
(3)And so:
(4)Therefore it follows that $f(x) = \frac{1}{(1 - x)^4} = \sum_{n=0}^{\infty} \left ( \frac{n^3 + 6n^2 + 11n + 6}{6} \right) x^n$ for $-1 < x < 1$.