Sum Rule for Convergent Generalized Sums
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Theorem
Let $\struct {G, +}$ be a commutative topological semigroup.
Let $\family {g_i}_{i \mathop \in I}$ and $\family {h_i}_{i \mathop \in I}$ be an indexed family of elements in $G$.
Let the generalized sums $\ds \sum_{i \mathop \in I} g_i$ and $\ds \sum_{i \mathop \in I} h_i$ be convergent to the following limits:
- $\ds \sum_{i \mathop \in I} g_i = a$
- $\ds \sum_{i \mathop \in I} h_i = b$
Then:
- the generalized sum $\ds \sum_{i \mathop \in I} \paren{g_i + h_i}$ converges to the limit:
- $\ds \sum_{i \mathop \in I} \paren{g_i + h_i} = a + b$
Proof
Consider the set $\FF$ of finite subsets of $I$.
By definition of Definition:Generalized Sum:
- $\ds \sum_{i \mathop \in I} g_i$ is the net $\ds \family{\sum_{i \mathop \in F} g_i}_{F \mathop \in \FF}$
and
- $\ds \sum_{i \mathop \in I} h_i$ is the net $\ds \family{\sum_{i \mathop \in F} h_i}_{F \mathop \in \FF}$
By definition of convergence:
- $\ds \lim_{F \mathop \in \FF} \paren{\sum_{i \mathop \in F} g_i} = a$
and:
- $\ds \lim_{F \mathop \in \FF} \paren{\sum_{i \mathop \in F} h_i} = b$
From Sum Rule for Convergent Nets:
- $\ds \lim_{F \mathop \in \FF} \paren{\sum_{i \mathop \in F} g_i + \sum_{i \mathop \in F} h_i} = a + b$
We have:
- $\forall F \in \FF : \ds \paren{\sum_{i \mathop \in F} g_i} + \paren{\sum_{i \mathop \in F} h_i} = \sum_{i \mathop \in F} \paren{g_i + h_i}$
Hence:
- $\ds \lim_{F \mathop \in \FF} \sum_{i \mathop \in F} \paren{g_i + h_i} = a + b$
By definition of generalized sum, $\ds \sum_{i \mathop \in I} \paren{g_i + h_i}$ converges to the limit:
- $\ds \sum_{i \mathop \in I} \paren{g_i + h_i} = a + b$
$\blacksquare$