Bourbaki

Appendix 2

Infinite products in normed algebras

1. Multipliable sequences in a normed algebra

Let AA be a normed algebra over a commutative non-discrete valued field (IX, p. 37, def. 9); we shall denote by ∥x∥\|x\| the norm of an element x∈Ax \in A, and we shall suppose moreover that AA admits a unit element ee.

Let (xn)n≥N(x_n)_{n \geq N} be an infinite sequence of points of AA; every finite subset JJ of N\mathbf{N}, totally ordered by the order of N\mathbf{N}, defines a sequence (A, I, p. 3) (xn)n∈J(x_n)_{n \in J} of points of AA; in Algebra (A, I, p. 3) the product pJ=∏n∈Jxnp_J = \prod_{n \in J} x_n of this sequence has been defined, which we shall call the finite partial product of the sequence (xn)n∈N(x_n)_{n \in \mathbf{N}}, corresponding to the finite subset JJ of N\mathbf{N} (recall that, for J=∅J = \varnothing, one puts ∏n∈∅xn=e\prod_{n \in \varnothing} x_n = e).

Definition 1

One says that the sequence (xn)n≥N(x_n)_{n \geq N} is multipliable in the normed algebra AA if the mapping J↦pJJ \mapsto p_J has a limit following the filter of sections of the set F(N)\mathscr{F}(\mathbf{N}) of finite subsets of N\mathbf{N}, ordered by the relation ⊂\subset; this limit is called the product of the sequence (xn)n∈N(x_n)_{n \in \mathbf{N}}, and is denoted ∏n∈Nxn\prod_{n \in \mathbf{N}} x_n (or simply ∏nxn\prod_n x_n); the xnx_n are called the factors of this product.

Def. 1 is equivalent to the following one: the sequence (xn)(x_n) is multipliable and has product pp if, for every ε>0\varepsilon > 0, there exists a finite subset J0J_0 of N\mathbf{N} such that, for every finite subset J⊃J0J \supset J_0 of N\mathbf{N}, one has ∥pJ−p∥≤ε\|p_J - p\| \leq \varepsilon.

Remark 1

When AA is a commutative algebra, def. 1 is identical with that which was given in III, p. 37 (Remark 3); but when AA is not commutative, the order structure of the set of indices N\mathbf{N} intervenes in an essential way in def. 1; if σ\sigma is any permutation of N\mathbf{N}, nothing permits one to assert in general that the sequence (xσ(n))(\mathbf{x}_{\sigma(n)}) is multipliable when the sequence (xn)(\mathbf{x}_n) is; moreover, when these two sequences are multipliable, their products are in general different.

Remark 2

Def. 1 generalizes immediately to the case of a family (xn)n∈I(\mathbf{x}_n)_{n \in I} whose set of indices II is a subset of Z\mathbf{Z} (totally ordered by the order induced by that of Z\mathbf{Z}); we leave to the reader the task of extending to this case the following properties (cf. IX, p. 125, exerc. 1 and 2).

2. Criteria of multipliability

We shall henceforth restrict ourselves to the case where the normed algebra AA is complete.

Theorem 1

Let (xn)n∈N(\mathbf{x}_n)_{n \in \mathbf{N}} be a sequence of points of a complete normed algebra AA.

a) If (xn)(\mathbf{x}_n) is multipliable and has for product an invertible element of AA, for every ε>0\varepsilon > 0, there exists a finite subset J0J_0 of N\mathbf{N} such that, for every finite subset LL of N\mathbf{N} not meeting J0J_0, one has ∥e−pL∥≤ε\| \mathbf{e} - \mathbf{p}_L \| \leq \varepsilon.

b) Conversely, if the sequence (xn)(\mathbf{x}_n) satisfies this condition, it is multipliable. Moreover, if each of the xn\mathbf{x}_n is invertible, ∏n∈Nxn\prod_{n \in \mathbf{N}} \mathbf{x}_n is invertible.

a) Let p\mathbf{p} be the product of the multipliable sequence (xn)(\mathbf{x}_n), and suppose that p\mathbf{p} is invertible in AA; then (IX, p. 40, prop. 14), there exist α>0\alpha > 0 and a>0a > 0 such that, for every y∈Ay \in A such that ∥y−p∥≤α\| y - \mathbf{p} \| \leq \alpha, yy is invertible, and ∥y−1∥≤a\| y^{-1} \| \leq a. By assumption, for every ε\varepsilon such that 0<ε<α0 < \varepsilon < \alpha, there exists a finite subset H0H_0 of N\mathbf{N} such that, for every finite subset HH of N\mathbf{N} containing H0H_0, one has ∥pH−p∥≤ε\| \mathbf{p}_H - \mathbf{p} \| \leq \varepsilon. Let J0={0,m}J_0 = \{0, m\} be an interval of N\mathbf{N} containing H0H_0; for every finite subset LL of N\mathbf{N} not meeting J0J_0 the integers belonging to LL are all greater than those belonging to H0H_0; therefore, if one sets H=H0∪LH = H_0 \cup L, one has pH=pH0pL\mathbf{p}_H = \mathbf{p}_{H_0} \mathbf{p}_L. Now, since ∥pH0−p∥≤ε≤α\| \mathbf{p}_{H_0} - \mathbf{p} \| \leq \varepsilon \leq \alpha, pH0\mathbf{p}_{H_0} is invertible, and one has ∥e−pH0−1p∥≤ε∥pH0−1∥≤aε\| \mathbf{e} - \mathbf{p}_{H_0}^{-1} \mathbf{p} \| \leq \varepsilon \| \mathbf{p}_{H_0}^{-1} \| \leq a \varepsilon; from the relation ∥pH0pL−p∥≤ε\| \mathbf{p}_{H_0} \mathbf{p}_L - \mathbf{p} \| \leq \varepsilon, one deduces ∥pL−pH0−1p∥≤ε∥pH0−1∥≤aε\| \mathbf{p}_L - \mathbf{p}_{H_0}^{-1} \mathbf{p} \| \leq \varepsilon \| \mathbf{p}_{H_0}^{-1} \| \leq a \varepsilon and finally ∥e−pL∥≤2aε\| \mathbf{e} - \mathbf{p}_L \| \leq 2a \varepsilon.

b) Suppose that, for every ε>0\varepsilon > 0, there exists a finite subset J0J_0 of N\mathbf{N} such that, for every finite subset LL of N\mathbf{N} not meeting J0J_0, one has ∥e−pL∥≤ε\| \mathbf{e} - \mathbf{p}_L \| \leq \varepsilon. Let H0={0,p}H_0 = \{0, p\} be an interval of N\mathbf{N} containing J0J_0; every finite subset HH of N\mathbf{N} containing H0H_0 can be written H0∪LH_0 \cup L, where the integers belonging to LL are greater than those belonging to H0H_0; we therefore have pH=pH0pL\mathbf{p}_H = \mathbf{p}_{H_0} \mathbf{p}_L, and since LL does not meet J0J_0, ∥pH−pH0∥≤ε∥pH0∥\| \mathbf{p}_H - \mathbf{p}_{H_0} \| \leq \varepsilon \| \mathbf{p}_{H_0} \|, and consequently ∥pH∥≤(1+ε)∥pH0∥\| \mathbf{p}_H \| \leq (1 + \varepsilon) \| \mathbf{p}_{H_0} \|. If pH0=0\mathbf{p}_{H_0} = 0, the sequence (xn)(\mathbf{x}_n) is obviously multipliable and has product 0; excluding this trivial case, there exists an interval H1={0,q}H_1 = \{0, q\}, containing H0H_0 and such that, for every finite subset LL of N\mathbf{N} not meeting H1H_1, one has ∥e−pL∥≤ε(∥pH0∥)−1\| \mathbf{e} - \mathbf{p}_L \| \leq \varepsilon (\| \mathbf{p}_{H_0} \|)^{-1}. We deduce as above that, for every finite subset H⊃H1H \supset H_1

∥pH−pH1∥≤(∥pH0∥)−1∥pH1∥ε≤ε(1+ε). \| \mathbf{p}_H - \mathbf{p}_{H_1} \| \leq (\| \mathbf{p}_{H_0} \|)^{-1} \| \mathbf{p}_{H_1} \| \varepsilon \leq \varepsilon (1 + \varepsilon).

The Cauchy criterion therefore shows that J↦pJJ \mapsto \mathbf{p}_J has a limit in AA following the filtered set F(N)\mathscr{F}(\mathbf{N}).

If all the xnx_n are invertible, the same is true of all the finite partial products pJp_J; for every finite subset HH containing H0H_0, one can therefore write

∥e−pH0−1pH∥≤ε; \| e - p_{H_0}^{-1} p_H \| \leq \varepsilon;

this shows that, in the multiplicative group GG of the invertible elements of AA, the image by the mapping J↦pJJ \mapsto p_J of the filter of sections of F(N)\mathfrak{F}(N) is a Cauchy filter basis for the left uniform structure of the group GG; but since GG is complete (IXIX, p. 40, prop. 14), the limit of the mapping J↦pJJ \mapsto p_J belongs to GG.

Remark

When (xn)(x_n) is multipliable and has a noninvertible product, the condition of th. 1 is no longer necessarily verified; for example, if all the xnx_n are equal to the same element xx such that ∥x∥<1\| x \| < 1, the sequence (xn)(x_n) is multipliable and has product 0, and for every nonempty finite subset HH of NN, one has ∥pH∥≤∥x∥<1≤∥e∥\| p_H \| \leq \| x \| < 1 \leq \| e \|.

Corollary 1

If* (xn)(x_n) is a multipliable sequence whose product is invertible in AA, lim⁡n→∞xn=e\lim_{n \to \infty} x_n = e.

Corollary 2

If* (xn)(x_n) is a multipliable sequence whose product is invertible in AA, any sequence (xnk)k∈N(x_{n_k})_{k \in \mathbf{N}} extracted from (xn)(x_n) ((nkn_k) being a strictly increasing sequence of integers) is multipliable.

This is what the criterion of th. 1 (IXIX, p. 79) immediately shows.

Theorem 2

Let* AA be a complete normed algebra; if (un)(u_n) is an absolutely convergent series of points of AA, the sequence (e+un)(e + u_n) is multipliable in AA; moreover, if all the elements e+une + u_n are invertible in AA, the same is true of ∏n∈N(e+un)\prod_{n \in \mathbf{N}} (e + u_n).

Apply the criterion of IXIX, p. 79, th. 1; for every finite subset LL of NN, we have pL=e−∏n∈L(e+un)−e=∑M(∏n∈Mun)p_L = e - \prod_{n \in L} (e + u_n) - e = \sum_M \left( \prod_{n \in M} u_n \right), MM ranging over the set of the non-empty subsets of LL (totally ordered by the induced order). Since ∣∏n∈Mun∣≤∏n∈M∥un∥\left| \prod_{n \in M} u_n \right| \leq \prod_{n \in M} \| u_n \|, one can write

∥pL−e∥≤∑M(∏n∈M∥un∥)=∏n∈L(1+∥un∥)−1. \| p_L - e \| \leq \sum_M \left( \prod_{n \in M} \| u_n \| \right) = \prod_{n \in L} (1 + \| u_n \|) - 1.

Now, since the series of general term ∥un∥\| u_n \| is convergent by assumption, the sequence (1+∥un∥)(1 + \| u_n \|) is multipliable in R+∗\mathbf{R}_+^* (IVIV, p. 35, th. 4); for every ε>0\varepsilon > 0, there therefore exists a finite subset J0J_0 of NN such that, for every finite subset LL of NN not meeting J0J_0, we have ∣∏n∈L(1+∥un∥)−1∣≤ε\left| \prod_{n \in L} (1 + \| u_n \|) - 1 \right| \leq \varepsilon; whence the theorem.

Corollary

If the series of general term* unu_n is absolutely convergent, and if none of the elements e+une + u_n is a divisor of 0 in AA, the product ∏n∈N(e+un)\prod_{n \in \mathbf{N}} (e + u_n) is not a divisor of 0 in AA.

Indeed, there are only a finite number of integers nn such that ∥un∥>1\|u_n\| > 1. Let J={0,m}J = \{0, m\} be an interval of N\mathbf{N} containing all these integers. The product of the sequence (e+un)(\mathbf{e} + u_n) is the product of pJp_J and of the element ∏n>m(e+un)\prod_{n > m} (\mathbf{e} + u_n), all of whose factors are invertible (IX, p. 39, corollary), and which is consequently itself invertible; since pJp_J is the product of a finite number of elements which are not divisors of 0, it is not a divisor of 0, and the same is true of ∏n∈N(e+un)\prod_{n \in \mathbf{N}} (\mathbf{e} + u_n).

The sufficient condition for multipliability given in th. 2 is not necessary in general (cf. IX, p. 126, exerc. 6). It is, however, necessary in the important case where AA is an algebra of finite rank over the field R\mathbf{R} (in particular when AA is the field of quaternions K\mathbf{K}, or a matrix algebra Mn(R)\mathbf{M}_n(\mathbf{R})):

Proposition 1

Let AA be a normed algebra of finite rank over R\mathbf{R}. If (e+un)(\mathbf{e} + u_n) is a multipliable sequence in AA, whose product is invertible, the series of general term unu_n is absolutely convergent.

It is known (VII, p. 16, prop. 2) that there exists a number c>0c > 0 such that, for every finite family (xi)i∈I(\mathbf{x}_i)_{i \in I} of points of AA, one has

(1)

∑i∈I∥xi∥≤c⋅sup⁡J⊂I∥∑i∈Jxi∥. \sum_{i \in I} \|\mathbf{x}_i\| \leq c \cdot \sup_{J \subset I} \left\| \sum_{i \in J} \mathbf{x}_i \right\|.

Let (an)n∈N(a_n)_{n \in \mathbf{N}} be any sequence of elements of AA. For every finite subset II of N\mathbf{N}, put

pI=∏i∈I(e+ai)sI=∑i∈Iai,σI=∑i∈I∥ai∥. p_I = \prod_{i \in I} (\mathbf{e} + a_i) \qquad s_I = \sum_{i \in I} a_i, \qquad \sigma_I = \sum_{i \in I} \|a_i\|.

Lemma 1

For every finite subset II of N\mathbf{N}, let φ(I)=sup⁡J⊂I∥pJ−e∥.\varphi(I) = \sup_{J \subset I} \|p_J - \mathbf{e}\|. For every subset JJ of II, one has*

∥pJ−e−sJ∥≤φ(I)σJ. \|p_J - \mathbf{e} - s_J\| \leq \varphi(I) \sigma_J.
The lemma is evident if JJ is empty; let us prove it by induction on the number of elements of JJ. Let J=K∪{j}J = K \cup \{j\}, where jj is strictly upper to all the elements of KK; then pJ=pK(e+aj)p_J = p_K(\mathbf{e} + a_j) and sJ=sK+ajs_J = s_K + a_j, whence
pJ−e−sJ=(pK−e−sK)+(pK−e)aj p_J - \mathbf{e} - s_J = (p_K - \mathbf{e} - s_K) + (p_K - \mathbf{e}) a_j
and, by virtue of the induction hypothesis and the definition of φ(I)\varphi(I)
∥pJ−e−sJ∥≤φ(I)σK+φ(I)∥aj∥=φ(I)σJ \|p_J - \mathbf{e} - s_J\| \leq \varphi(I) \sigma_K + \varphi(I) \|a_j\| = \varphi(I) \sigma_J
which proves the lemma.

Lemma 2

If II is a finite subset of N\mathbf{N} such that φ(I)<1/c\varphi(I) < 1/c, one has σI≤cφ(I)1−cφ(I)\sigma_I \leq \frac{c \varphi(I)}{1 - c \varphi(I)}*.

Indeed, since σJ≤σI\sigma_J \leq \sigma_I for every subset JJ of II, one has, after (2),

∥sJ∥≤φ(I)σI+∥pJ−e∥≤(1+σI)φ(I); \|s_J\| \leq \varphi(I) \sigma_I + \|p_J - \mathbf{e}\| \leq (1 + \sigma_I) \varphi(I);

since, by virtue of (1), one has σI≤c⋅sup⁡J⊂I∥sJ∥\sigma_I \leq c \cdot \sup_{J \subset I} \| s_J \|, it follows that σI≤cφ(I)(1+σI)\sigma_I \leq c \varphi(I)(1 + \sigma_I), whence the lemma.

That being so, let (e+un)(e + u_n) be a multipliable sequence in AA, whose product is invertible; according to th. 1 (IX, p. 79), there exists a finite subset J0J_0 of N\mathbf{N} such that, for every finite subset HH of N\mathbf{N} not meeting J0J_0, one has

∥∏i∈H(e+ui)−e∥≤1/2c. \left\| \prod_{i \in H} (e + u_i) - e \right\| \leq 1/2c.
By Lemma 2, one deduces ∑i∈H∥ui∥≤1\sum_{i \in H} \| u_i \| \leq 1 for every finite subset HH of N\mathbf{N} not meeting J0J_0, which implies that the family (∥un∥)(\| u_n \|) is summable in R\mathbf{R} (IV, p. 32, th. 1).

3. Infinite products

To every sequence (xn)(x_n) of points of a normed algebra AA, let us make correspond the sequence of the partial products pn=∏k=0nxkp_n = \prod_{k=0}^n x_k; one calls infinite product of general factor xnx_n, the couple of the sequences (xn)(x_n) and (pn)(p_n). The infinite product of general factor xnx_n is said to be convergent if the sequence (pn)(p_n) is convergent in AA; the limit of this sequence is then called the product of the sequence (xn)(x_n), and is denoted ∏n=0∞xn\prod_{n=0}^\infty x_n.

Proposition 2

Let (xn)(x_n) be a sequence of points of a complete normed algebra AA.

a) If the infinite product of general factor xnx_n is convergent and if ∏n=0∞xn\prod_{n=0}^\infty x_n is invertible, for every ε>0\varepsilon > 0, there exists n0n_0 such that, for n0≤m≤nn_0 \leq m \leq n, one has ∥∏k=mnxk−e∥≤ε\left\| \prod_{k=m}^n x_k - e \right\| \leq \varepsilon.

b) Conversely, if the sequence (xn)(x_n) satisfies this condition, the infinite product of general factor xnx_n is convergent; moreover, if each of the xnx_n is invertible, ∏n=0∞xn\prod_{n=0}^\infty x_n is invertible.

We leave to the reader the development of the proof of this proposition, which is copied step by step from that of th. 1 of IX, p. 79 (the finite parts LL of N\mathbf{N} which occur in the latter having simply to be replaced by intervals).

Corollary 1

If the infinite product of general factor* xnx_n is convergent, and if ∏n=0∞xn\prod_{n=0}^\infty x_n is invertible, lim⁡n→∞xn=e\lim_{n \to \infty} x_n = e.

Corollary 2

If the infinite product of general factor* xnx_n is convergent, and if ∏n=0∞xn\prod_{n=0}^\infty x_n is invertible, the infinite product of general factor yn=xn+h(n≥0)y_n = x_{n+h} (n \geq 0) *is convergent.

The product of the sequence (yn)(y_n) is denoted by ∏n=h∞xn\prod_{n=h}^\infty x_n, and is also called the remainder of index h of the infinite product of general factor xnx_n.

Assuming still that ∏n=0∞xn\prod_{n=0}^{\infty} x_n is invertible, we deduce also from prop. 2 (IX, p. 82) that, if (zn)(z_n) is a sequence such that zn=xnz_n = x_n except for a finite number of indices, the product of general factor znz_n is convergent.

Proposition 3

Let* (kn)(k_n) be a strictly increasing sequence of integers ⩾0\geqslant 0 (k0=0k_0 = 0) : if the infinite product of general factor xnx_n converges, and if one sets un=∏p=knkn+1−1xnu_n = \prod_{p=k_n}^{k_{n+1}-1} x_n, the infinite product of general factor unu_n is convergent, and one has ∏n=0∞un=∏n=0∞xn\prod_{n=0}^{\infty} u_n = \prod_{n=0}^{\infty} x_n.

Indeed, the sequence of partial products of the sequence (un)(u_n) is extracted from the sequence of partial products of the sequence (xn)(x_n).

Finally, by the same reasoning as for commutative groups (III, p. 44), one sees that if, in a normed algebra AA, a sequence (xn)(x_n) is multipliable, the product of general factor xnx_n is convergent, and one has ∏n=0∞xn=∏n∈Nxn\prod_{n=0}^{\infty} x_n = \prod_{n \in \mathbf{N}} x_n (which is also written ∏n=0∞xn\prod_{n=0}^{\infty} x_n); the converse is of course false (cf. IX, p. 126, exerc. 7).

Exercises

Exercises

See the exercises for Appendix 2.

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