Concept

Convergence

The behaviour of a sequence or a sum that settles on a single value rather than growing or oscillating without end. What it does not say is how fast: a rate is a separate result, and usually a harder one than the convergence itself.

Named by 41 essays across 5 fields — each of them below, with the objects they name alongside it.

8 rectangles under a curve. A left-endpoint Riemann sum with 8 rectangles approximating the area under a curve.

Adding up rectangles until they stop being rectangles

The integral is defined as a limit of sums of rectangles. The definition is exact, the picture is honest about what it costs, and the gap between them is the whole subject.

analysis · The integral
Partial sums of the square wave. Approximations using 1, 3, 7, 21 terms; the corners sharpen but a fixed overshoot remains.

A square wave built entirely out of round ones

Add enough sine waves together and flat tops and vertical cliffs appear from nothing. Almost — there is a 9% overshoot that never goes away, and it is not a bug.

analysis · Fourier series
A Galton board after 600 balls. 600 balls fall through 12 rows of pegs, each bouncing left or right at random, and pile up in a bell-shaped heap.

A bell curve assembled out of coin flips

Drop six hundred balls through a board of pegs, each bouncing left or right at random, and they pile up in a shape that can be predicted precisely. Nothing coordinated them.

probability · Central limit
120 needles on a lined floor. 120 needles dropped at random across evenly spaced lines; 83 of them cross a line.

Getting pi by dropping needles on the floor

Throw a needle at a lined floor enough times, count how often it crosses a line, and pi falls out. There is no circle anywhere in the experiment.

probability · Monte Carlo
Terms that vanish, a total that does not. The first 24 terms of the harmonic series as bars, with the running total above them. The last bar is 0.042 tall and the total has reached 3.776.

A sum whose terms vanish and whose total does not

Add a half, a third, a quarter, and keep going. The terms shrink to nothing and the total passes every number there is — but so slowly that no computation will ever watch it happen.

analysis · Harmonic series
Partial sums of sin x. sin x with its Taylor partial sums of degree 1, 3, 5, 9 about zero. Each extra term buys agreement over a wider interval and none of them is right everywhere.

One point's worth of information

A Taylor series claims that everything a function does, everywhere, is encoded in its behaviour at a single point. That claim is extraordinary, it is often true, and the cases where it fails are the interesting ones.

analysis · Taylor series
The same terms, with the signs alternating. The partial sums of 1 - 1/2 + 1/3 - 1/4 + …, out to 24 terms. They close on 0.69315 from both sides at once, and the gap between consecutive sums is the next term, so the answer is trapped.

The same terms, in a different order, adding to whatever is asked

Flip alternate signs in the harmonic series and it converges. Reorder the terms — add nothing, remove nothing — and it converges to any number chosen in advance. Addition stops being commutative, and the picture shows where it goes.

analysis · Harmonic series
Nine walks, and the square root. 9 independent walks of 400 steps, each step one place left or right. The dashed curves are ±√n: the walks stay near them, spill past them, and come back — which is what a typical distance means as opposed to a limit.

A walk that always comes home, until it does not

Step left or right at random, forever, and the walk returns to where it started with certainty. On a grid it also returns. In space it does not, and about a third of walks leave and never come back.

probability · Random walk
A fixed point that attracts, and one that does not. The same map at two parameters, with the staircase walking towards the crossing in one and away in the other.

A point that pulls, and a point that pushes

Every crossing of a curve with the diagonal is a value the rule leaves alone. Whether anything ever arrives there is decided by one number — the slope at the crossing — and the picture makes the reason obvious.

dynamics · Fixed points
Where the period doubles, and by how much the gaps shrink. The parameters at which the period doubles, with the ratio of consecutive gaps beside them.

A constant that does not care which map

The gaps between successive period doublings shrink by a factor. Measure that factor for the logistic map and you get 4.669. Measure it for a completely different map and you get 4.669, and nobody expected that.

dynamics · Period-doubling
The basins of Newton's method on z³ = 1. The complex plane coloured by which cube root of one Newton's method converges to from each starting point.

Where Newton's method goes instead

An algorithm designed to find roots, run from every starting point at once. Three roots, three basins, and a boundary at which all three are arbitrarily close — so a rule with no randomness in it has starting points whose answer cannot be predicted.

dynamics · Newton basins
A rule for moving between 3 states. 3 states drawn as circles with an arrow for every move the rule allows, labelled with its chance; a dashed loop is the chance of staying put.

The rule that forgets where it came from

A walk between a few states, with the next step decided by the current one and nothing else. Run it long enough and the starting point stops mattering — but only when two conditions hold, and both of them have a picture in which they fail.

probability · Markov chains
A square cut into 7 pieces and a remainder. A square divided by cutting off a fixed fraction of what is left, over and over, so that the pieces are the terms of a geometric series and the uncut corner is the tail.

The sum that fits in one square

Half, then a quarter, then an eighth, forever. Adding infinitely many things sounds like it should give infinity, and the picture that says otherwise is a square with a corner left uncut.

analysis · Geometric series
Four staircases against a quarter circle, all of length 2. A quarter circle with staircases of 1, 2, 4, 16 steps drawn over it; each hugs the curve more closely than the last and every one of them is exactly 2 long.

The staircase that is not the diagonal

A staircase can be made to follow a quarter circle as closely as anyone likes. Its length is 2 at every stage and the arc's length is 1.5708, and no amount of refinement closes the gap — which is a fact about length rather than about staircases.

analysis · Arc length
One set of sums, two scalings, two different limits. The exact distribution of a sum of n independent copies, scaled two ways. Divided by n it collapses onto the mean; divided by the square root of n it holds a fixed width and settles into a shape.

The average settles and the wobble does not

Two theorems are usually met a page apart and sound as though one is a sharper version of the other. They are the same sums looked at through two different magnifying glasses: divide by the number of them and everything collapses to a point, divide by its square root and a shape appears.

probability · Central limit
6 cosines, and a curve with no tangent anywhere. Partial sums of a sum of cosines whose amplitudes shrink geometrically and whose frequencies grow faster. Each term adds finer detail; the curve converges and its slopes do not.

A curve with a corner at every point

Continuity means a curve can be drawn without lifting the pen. Differentiability means it has a tangent. The first was assumed to nearly imply the second until 1872, when Weierstrass exhibited a curve that is continuous everywhere and has a tangent nowhere — and it is a sum of cosines.

analysis · The derivative
The target, multiplied by one harmonic at a time. Four panels, each showing the square wave multiplied by a single sine. The areas cancel exactly except against the harmonics the wave actually contains.

Where the coefficients come from

The recipe for a square wave has a four over pi in front and a one over three on the second term, and the essay that built a square wave from sines used them without saying where they came from. They come from multiplying by one harmonic and taking the area.

analysis · Fourier series
The sieve as a product, and the sum over the primes. The whole numbers up to 60, with those built only from 2, 3, 5 marked — the numbers the product of three geometric series multiplies out to. Beside them, the sum of the reciprocals of the primes, which grows without bound.

The sieve written as a product

Multiply out one geometric series for each prime and every whole number appears exactly once, as a single term. That identity turns a statement about factorisation into a statement about convergence, and it is where the analytic study of the primes begins.

number · Prime distribution
A lopsided distribution added to itself, and the shape that returns. On the left, the exact distribution of a sum of copies of one lopsided distribution, standardised, for several counts: the shapes converge. On the right, the bell curve convolved with itself, which is the bell curve again.

The shape that averaging leaves alone

Adding independent quantities blurs their distributions together, and rescaling restores the width. Almost every shape is changed by that operation. Exactly one is returned unaltered, and that is why sums of unrelated things keep arriving at it.

probability · Central limit
Averages of a heavy-tailed quantity, which never settle. Running averages of draws from a Cauchy distribution, which jump rather than converge, beside the cumulative distributions of averages of 1, 4 and 16 draws, which lie on top of one another.

An average that never settles

The average of many independent quantities is supposed to steady as their number grows. For one famous distribution it does not steady at all — the average of a thousand draws has exactly the same distribution as a single draw, and no amount of further averaging changes it.

probability · Central limit
p(n) to 60, against the Hardy–Ramanujan estimate. The number of partitions of each number up to sixty on a logarithmic scale, with the asymptotic estimate drawn over it and the ratio of the two tabulated.

The size of a number with no formula

There is no closed expression for the number of partitions of n. There is an expression for how large it is — with a square root in the exponent and a π in front — and it is accurate enough that rounding a few terms of its refinement gives the exact count.

number · Partitions
How fast a chain forgets where it started. The total variation distance to the stationary distribution plotted logarithmically against the number of steps, for each of 3 starting states. The curves are straight lines of equal slope.

How long until it forgets

The essays before this one settle where a chain ends up and how much time it spends there, and none of them asks how long the settling takes. That question has an exact answer, it is a single number, and it is the only thing any practical use of a chain depends on.

probability · Markov chains
Two sums of reciprocals: 2.89 and climbing against 1.71 and level. Two curves against the logarithm of the bound: the sum of reciprocals of all primes, rising steadily, and the sum over the twin primes, flattening towards a limit.

The sieve that cannot finish

Sifting out the composites is the oldest method in the subject and it has a ceiling nobody has raised. The reciprocals of the twin primes add to a finite number, so no argument that measures thickness can reach them — and the inclusion–exclusion every sieve truncates goes wildly wrong before it goes right.

number · Infinitude of primes
What the degree-5 sum costs, and what the bound claims. The error of the degree-5 Taylor polynomial of sin x against x, on a logarithmic scale, with Lagrange's bound drawn above it. The bound exceeds the error by a factor of 1.8 at the right-hand end.

An error with an unknown in it

Taylor's theorem does not say a partial sum is close to anything. It says the error is one more derivative evaluated somewhere nobody can name, and everything the theorem is worth comes from what happens when that somewhere is replaced by the worst case.

analysis · Taylor series
1/(1 + x²), expanded about 1.2. 1/(1 + x²) with Taylor sums of degree 2, 6, 14 about x = 1.2 rather than about zero. The interval they converge on reaches 1.562 either side of the centre.

The centre is a choice

A Taylor series is nearly always written about zero, and nothing about the construction prefers zero. Moving the centre moves the interval the series works on, and moving it repeatedly walks the function into places its first series could never reach.

analysis · Taylor series
11 points, equally spaced. 1/(1 + x²) and the polynomial of degree 10 through 11 of its points, spaced evenly across the interval. The worst error is 2.48e-1, at x = -2.350.

The points that ruin the fit

A polynomial through eleven points of a gentle curve should be a good approximation to it, and adding more points should make it better. On evenly spaced points it makes it worse, without limit, and the reason is not the polynomial but where the points were put.

analysis · Taylor series
ln(1 + x) past its radius, with a denominator allowed. ln(1 + x), its Taylor sum of degree 8, and its Padé approximants of order 2 and 4. At x = 3 the Taylor sum is out by 5.95e+2 and the highest-order approximant by 2.97e-4.

A denominator that reaches past the radius

The Taylor series of ln(1 + x) is useless beyond x = 1 however many terms it is given. The same coefficients spent on a numerator and a denominator converge at x = 3, and at x = 100, because a polynomial cannot imitate a singularity and a quotient of two polynomials can.

analysis · Taylor series
A series that gets better, then worse. The error of Euler's series against the number of terms kept, at x = 0.05 and 0.1 and 0.2. At 0.05 the error falls to 1.1e-8 at 20 terms and then climbs without limit. At 0.1 the error falls to 1.8e-4 at 10 terms and then climbs without limit. At 0.2 the error falls to 1.8e-2 at 5 terms and then climbs without limit.

A series that converges nowhere

Expand Euler's integral in powers of x and the coefficients are the factorials, so the series converges at no x but nought. Stopped at its smallest term it still computes the integral to within about e^(−1/x) — and every term added after that makes the answer worse.

analysis · Taylor series
Partial sums of x − x²/2 + x³/3 − … on [0, 1]. Partial sums of the power series x − x²/2 + x³/3 − … drawn on the interval from 0 to 1 with the function the series sums to inside the interval, and the values at x = 1 marked.

A sum read from inside

The series 1 − 1/2 + 1/3 − 1/4 + … adds to log 2, and the reason is not in the series. Its power series equals log(1 + x) inside the interval, and the value at the edge is read off by continuity. Abel's theorem says when that reading is honest — and the series 1 − 1 + 1 − …, which has no sum, is read the same way as a half.

analysis · Uniform convergence
Inscribed polygons in a quarter circle, and the length they climb towards. Four polygons inscribed in a quarter circle with increasing numbers of corners, each drawn over the curve, with its length beneath it — the lengths increase towards the curve's own.

Which curves have a length at all

A length is defined as a supremum over inscribed polygons, which behaves because every refinement is longer than the last. It is also sometimes infinite — and the condition separating the two cases is a sum of absolute differences that either settles or does not.

analysis · Arc length
The band two equilibria occupy, and the point a noisy reading leaves. A line of values of the payoff parameter with three regions marked — staying out dominant, both actions equilibria, investing dominant — and a single threshold inside the middle region.

The reading that is almost right

Every account of simultaneous choice so far has assumed the payoffs are known to both choosers and known to be known. Replace that with each chooser seeing a private reading off by a little, and a band of equilibria closes to a single point — so the assumption nobody states decides the answer.

applied · Equilibrium
n / 2ⁿ held under a geometric series. A bar for each term of the series n / 2ⁿ with a decaying geometric curve above them, the curve lying above every bar from term 2 onwards.

The series everything else is measured against

A geometric series is not one series among many. It is the yardstick: a total exists if its terms eventually fit under one, so a single comparison settles infinitely many questions — and the test built from it says nothing at all in exactly the place where the interesting cases are.

analysis · Geometric series
Runs of doubling length in 1/n^2, and the geometric series that bounds them. A bar for the total of each run of terms of 1/n to the 2, with an outlined bar above it for the bound obtained by replacing every term in the run with its largest, the bounds forming a geometric series.

The repair at the boundary

Where the geometric yardstick says nothing, compare a series with itself at doubled spacing. That one move turns every 1/n^p back into a geometric series, reads the threshold off at p = 1, and then produces an infinite hierarchy of boundaries with no slowest divergent series anywhere in it.

analysis · Geometric series
An area of starting points from which z³ − 2z + 2 is never solved. The complex plane coloured by which root of z³ − 2z + 2 Newton's method reaches from each starting point, with the points that reach no root left uncoloured.

An area that never finishes

Newton's method's famous failure is a boundary, and a boundary has no area — a random start misses it with probability one. The real failure is different in kind: a polynomial with small whole-number coefficients whose method has a region of starting points, with area, from which it provably never terminates.

dynamics · Newton basins
67 starting points that find all 5 roots. The roots of z⁵ − 1 with a ring of starting points around them, each start marked by which root the method reaches from it, and every root reached by at least one.

Covering rather than avoiding

Two arguments say no starting guess is safe: the boundary is fractal and some regions are permanently trapped. The repair is not a better guess. It is a fixed list of starting points, computed from the degree alone, from which every root of every polynomial of that degree is found.

dynamics · Newton basins
How the abundancy σ(n)/n is distributed, up to 1,000,000. The share of numbers up to 1000000 whose ratio σ(n)/n is at least t, for t from 1 to 4. It is 0.2475 at two, 0.0202 at three and 0.00023 at four, with a steep fall just above one, where the numbers with no small prime factor sit.

Why a quarter of numbers overshoot

About one number in four has proper divisors adding to more than itself. That a proportion exists at all is not automatic — there are sets defined just as simply that have no proportion — and the reason this one does is that abundance is inherited by multiples, and the numbers it is first inherited from are sparse enough to add up.

number · Perfect numbers
Area out to infinity, for three powers. Left: the curves 1/√x, 1/x, 1/x² from x = 0 to 10, with the region beyond x = 1 shaded under the lowest. Right: the area from 1 to T for each, on logarithmic scales, for T up to 10^6. 1/√x keeps growing, 1/x keeps growing, 1/x² levels off at 1.

An endless region with a finite area

A region that runs off to infinity can still have a finite area, and for the curves 1/xᵖ the exponent that makes the far end finite is exactly the one that makes the end at zero infinite. 1/x fails at both, no power succeeds at both, and a horn can hold less than π while needing infinite paint.

analysis · The integral
The tangent built from a continued fraction. The curve tan x on (−1.55, 1.55) with 4 of Lambert's convergents: a straight line, then rational curves that bend ever closer to the tangent and follow it towards its poles.

The fraction Lambert built for the tangent

The first proof that π is not a fraction, from 1761, does not look at π at all. It writes the tangent as an endless continued fraction, shows that the fraction's value at any rational point other than zero cannot be rational — because its tails are trapped between nothing and one — and then notes that tan(π/4) = 1.

number · Irrationality
12 harmonic series with random signs, each settling on its own sum. Partial sums of the harmonic series with each sign chosen by a fair coin, for several independent runs, plotted against the number of terms on a logarithmic scale, beside the all-plus and alternating sign patterns.

A coin in front of every term

Put all plus signs in front of 1, 1/2, 1/3, … and the sum runs off to infinity; alternate them and it settles on log 2. Toss a fair coin for each sign instead, and the sum settles — every time, on a different number. Where it tends to settle has a smooth, flat-topped shape, and at the value 2 that shape takes a height that agrees with one eighth to forty-two decimal places and is not one eighth.

analysis · Harmonic series
xⁿ is uniform off a strip, with N = 14, 29, 59 for 3 strips. The functions x to the n on the unit interval with a band of half-width 0.05 around zero. For each of 3 strips next to 1, the member at which every later one stays in the band away from the strip.

Uniform, except on a small set

The functions xⁿ settle on their limit at every point and never uniformly — the trouble is all in a strip next to 1. Throw the strip away and the convergence is uniform on what is left, however thin the strip. Egorov proved that this always happens on an interval, Lusin proved the matching fact about a single function, and a bump sliding off along the whole line shows why both need a set of finite length to start from.

analysis · Uniform convergence
The Dirichlet kernel, a spike with ripples that do not die. The Dirichlet kernel for N = 4, 12 on the interval from −π to π: a central spike of height 2N + 1 and side ripples whose total area in absolute value grows with N.

The ripples that make a series run away

Adding up the first N terms of a Fourier series is the same as averaging the function against one fixed wiggly curve. Its area is always one, but the area of its absolute value grows like the logarithm of N, without limit — and that single number is enough to force a continuous function, with no jump and no corner anywhere, whose Fourier series diverges at a point. Averaging the partial sums removes the negative ripples, and with them the whole problem.

analysis · Fourier series

Named alongside it

The objects these essays reach for when they reach for this one.

LimitHarmonic seriesPiApproximationContinuityCounterexampleGeometric seriesIndependenceRadius of convergenceTaylor seriesConvergence rateDerivative

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