Let XX be a set and let fn:X→Rf_n:X\to\mathbb{R} (or C\mathbb{C}). Suppose:

  • each fnf_n is on XX (when XX is a ), and
  • there exist Mn≥0M_n\ge 0 with ∣fn(x)∣≤Mn|f_n(x)|\le M_n for all x∈Xx\in X, and ∑Mn\sum M_n .

Corollary:

  • The series ∑fn\sum f_n on XX ().
  • Hence its sum f=∑fnf=\sum f_n is continuous ().
  • If X=[a,b]X=[a,b] and each fnf_n is , then
    ∫ab∑n=1∞fn(x) dx=∑n=1∞∫abfn(x) dx\int_a^b \sum_{n=1}^\infty f_n(x)\,dx=\sum_{n=1}^\infty \int_a^b f_n(x)\,dx
    (term-by-term integration).
Remarks

Connection to parent theorems: Combine the Weierstrass M-test with the and the .