Exercise 8.4.2

Verify that the series converges absolutely for all x ∈ R , that E ( x ) is differentiable on R , and E ′ ( x ) = E ( x ) .

Answers

Note that

∑ n = 0 ∞ | x n n ! | = E ( | x | )

so we only need to show the series converges for x ≥ 0 .

Fix x ≥ 0 and let N > x for N ∈ N . We have

E ( x ) = ∑ n = 0 2 N x n n ! + ∑ n = 2 N + 1 ∞ x n n ! ≤ K + ∑ n = 2 N + 1 ∞ N n N ! ( N + 1 ) n = K + 1 N ! ∑ n = 2 N + 1 ∞ ( N N + 1 ) n

for some finite constant K . The infinite series left over is a geometric series which converges.

Term-by-term differentiation is safe to apply on power series which converge (Theorem 6.5.6), and it’s clear that E ′ ( x ) = E ( x ) when applying termwise differentiation.

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2022-01-27 00:00
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