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| In the [[complex analysis|analytic theory]] of [[generalized continued fraction|continued fractions]], the '''convergence problem''' is the determination of conditions on the '''partial numerators''' ''a''<sub>''i''</sub> and '''partial denominators''' ''b''<sub>''i''</sub> that are [[necessary and sufficient conditions#Sufficient conditions|sufficient]] to guarantee the convergence of the continued fraction
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| x = b_0 + \cfrac{a_1}{b_1 + \cfrac{a_2}{b_2 + \cfrac{a_3}{b_3 + \cfrac{a_4}{b_4 + \ddots}}}}.\,
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| </math> | |
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| This convergence problem for continued fractions is inherently more difficult than the corresponding convergence problem for [[infinite series]].
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| == Elementary results ==
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| When the elements of an infinite continued fraction consist entirely of positive [[real number]]s, the [[fundamental recurrence formulas|determinant formula]] can easily be applied to demonstrate when the continued fraction converges. Since the denominators ''B''<sub>''n''</sub> cannot be zero in this simple case, the problem boils down to showing that the product of successive denominators ''B''<sub>''n''</sub>''B''<sub>''n''+1</sub> grows more quickly than the product of the partial numerators ''a''<sub>1</sub>''a''<sub>2</sub>''a''<sub>3</sub>...''a''<sub>''n''+1</sub>. The convergence problem is much more difficult when the elements of the continued fraction are [[complex number]]s.
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| === Periodic continued fractions ===
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| An infinite [[periodic continued fraction]] is a continued fraction of the form
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| :<math>
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| x = \cfrac{a_1}{b_1 + \cfrac{a_2}{b_2 + \cfrac{\ddots}{\quad\ddots\quad b_{k-1} + \cfrac{a_k}{b_k + \cfrac{a_1}{b_1 + \cfrac{a_2}{b_2 + \ddots}}}}}}\,
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| </math>
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| where ''k'' ≥ 1, the sequence of partial numerators {''a''<sub>1</sub>, ''a''<sub>2</sub>, ''a''<sub>3</sub>, ..., ''a''<sub>''k''</sub>} contains no values equal to zero, and the partial numerators {''a''<sub>1</sub>, ''a''<sub>2</sub>, ''a''<sub>3</sub>, ..., ''a''<sub>''k''</sub>} and partial denominators {''b''<sub>1</sub>, ''b''<sub>2</sub>, ''b''<sub>3</sub>, ..., ''b''<sub>''k''</sub>} repeat over and over again, ''ad infinitum''.
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| By applying the theory of [[generalized continued fraction#Linear fractional transformations|linear fractional transformations]] to
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| :<math>
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| s(w) = \frac{A_{k-1}w + A_k}{B_{k-1}w + B_k}\,
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| </math>
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| where ''A''<sub>''k''-1</sub>, ''B''<sub>''k''-1</sub>, ''A''<sub>''k''</sub>, and ''B''<sub>''k''</sub> are the numerators and denominators of the ''k''-1st and ''k''th convergents of the infinite periodic continued fraction ''x'', it can be shown that ''x'' converges to one of the fixed points of ''s''(''w'') if it converges at all. Specifically, let ''r''<sub>1</sub> and ''r''<sub>2</sub> be the roots of the quadratic equation
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| :<math>
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| B_{k-1}w^2 + (B_k - A_{k-1})w - A_k = 0.\,
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| </math>
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| These roots are the [[fixed point (mathematics)|fixed points]] of ''s''(''w''). If ''r''<sub>1</sub> and ''r''<sub>2</sub> are finite then the infinite periodic continued fraction ''x'' converges if and only if
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| # the two roots are equal; or
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| # the ''k''-1st convergent is closer to ''r''<sub>1</sub> than it is to ''r''<sub>2</sub>, and none of the first ''k'' convergents equal ''r''<sub>2</sub>.
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| If the denominator ''B''<sub>''k''-1</sub> is equal to zero then an infinite number of the denominators ''B''<sub>''nk''-1</sub> also vanish, and the continued fraction does not converge to a finite value. And when the two roots ''r''<sub>1</sub> and ''r''<sub>2</sub> are equidistant from the ''k''-1st convergent – or when ''r''<sub>1</sub> is closer to the ''k''-1st convergent than ''r''<sub>2</sub> is, but one of the first ''k'' convergents equals ''r''<sub>2</sub> – the continued fraction ''x'' diverges by oscillation.<ref>1886 [[Otto Stolz]], ''Verlesungen über allgemeine Arithmetik'', pp. 299-304</ref><ref>1900 [[Alfred Pringsheim]], ''Sb. München'', vol. 30, "Über die Konvergenz unendlicher Kettenbrüche"</ref><ref>1905 [[Oskar Perron]], ''Sb. München'', vol. 35, "Über die Konvergenz periodischer Kettenbrüche"</ref>
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| === The special case when period ''k'' = 1 ===
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| If the period of a continued fraction is 1; that is, if
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| :<math>
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| x = \underset{1}{\overset{\infty}{\mathrm K}} \frac{a}{b},\,
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| </math>
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| where ''b'' ≠ 0, we can obtain a very strong result. First, by applying an [[generalized continued fraction#The equivalence transformation|equivalence transformation]] we see that ''x'' converges if and only if
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| :<math>
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| y = 1 + \underset{1}{\overset{\infty}{\mathrm K}} \frac{z}{1}\qquad \left(z = \frac{a}{b^2}\right)\,
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| </math>
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| converges. Then, by applying the more general result obtained above it can be shown that
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| :<math>
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| y = 1 + \cfrac{z}{1 + \cfrac{z}{1 + \cfrac{z}{1 + \ddots}}}\,
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| </math>
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| converges for every complex number ''z'' except when ''z'' is a negative real number and ''z'' < −¼. Moreover, this continued fraction ''y'' converges to the particular value of
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| :<math>
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| y = \frac{1}{2}\left(1 \pm \sqrt{4z + 1}\right)\,
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| </math>
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| that has the larger absolute value (except when ''z'' is real and ''z'' < −¼, in which case the two fixed points of the [[generalized continued fraction#Linear fractional transformations|LFT]] generating ''y'' have equal moduli and ''y'' diverges by oscillation).
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| By applying another equivalence transformation the condition that guarantees convergence of
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| :<math>
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| x = \underset{1}{\overset{\infty}{\mathrm K}} \frac{1}{z} = \cfrac{1}{z + \cfrac{1}{z + \cfrac{1}{z + \ddots}}}\,
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| </math>
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| can also be determined. Since a simple equivalence transformation shows that
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| :<math>
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| x = \cfrac{z^{-1}}{1 + \cfrac{z^{-2}}{1 + \cfrac{z^{-2}}{1 + \ddots}}}\,
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| </math>
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| whenever ''z'' ≠ 0, the preceding result for the continued fraction ''y'' can be restated for ''x''. The infinite periodic continued fraction
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| :<math>
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| x = \underset{1}{\overset{\infty}{\mathrm K}} \frac{1}{z}
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| </math>
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| converges if and only if ''z''<sup>2</sup> is not a real number lying in the interval −4 < ''z''<sup>2</sup> ≤ 0 – or, equivalently, ''x'' converges if and only if ''z'' ≠ 0 and ''z'' is not a pure imaginary number lying in the interval −2''i'' < ''z'' < 2''i''.
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| === Worpitzky's theorem ===
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| By applying the [[fundamental inequalities]] to the continued fraction
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| :<math>
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| x = \cfrac{1}{1 + \cfrac{a_2}{1 + \cfrac{a_3}{1 + \cfrac{a_4}{1 + \ddots}}}}\,
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| </math>
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| it can be shown that the following statements hold if |''a''<sub>''i''</sub>| ≤ ¼ for the partial numerators ''a''<sub>''i''</sub>, ''i'' = 2, 3, 4, ...
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| *The continued fraction ''x'' converges to a finite value, and converges uniformly if the partial numerators ''a''<sub>''i''</sub> are complex variables.<ref>1865 Julius Worpitzky, ''Jahresbericht Friedrichs-Gymnasium und Realschule'', "Untersuchungen über die Entwickelung der monodromen und monogenen Functionen durch Kettenbrüche"</ref>
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| *The value of ''x'' and of each of its convergents ''x''<sub>''i''</sub> lies in the circular domain of radius 2/3 centered on the point ''z'' = 4/3; that is, in the region defined by
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| ::<math>\Omega = \lbrace z: |z - 4/3| \leq 2/3 \rbrace.\,</math><ref name="PaydonandWall">1942 J. F. Paydon and H. S. Wall, ''Duke Math. Journal'', vol. 9, "The continued fraction as a sequence of linear transformations"</ref>
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| *The radius ¼ is the largest radius over which ''x'' can be shown to converge without exception, and the region Ω is the smallest image space that contains all possible values of the continued fraction ''x''.<ref name="PaydonandWall"/>
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| The proof of the first statement, by Julius Worpitzky in 1865, is apparently the oldest published proof that a continued fraction with complex elements actually converges.<ref>1905 [[Edward Burr Van Vleck]], ''The Boston Colloquium'', "Selected topics in the theory of divergent series and of continued fractions"</ref>
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| Because the proof of Worpitzky's theorem employs Euler's continued fraction formula to construct an infinite series that is equivalent to the continued fraction ''x'', and the series so constructed is absolutely convergent, the [[Weierstrass M-test]] can be applied to a modified version of ''x''. If
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| :<math> | |
| f(z) = \cfrac{1}{1 + \cfrac{c_2z}{1 + \cfrac{c_3z}{1 + \cfrac{c_4z}{1 + \ddots}}}}\,
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| </math>
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| and a positive real number ''M'' exists such that |''c''<sub>''i''</sub>| ≤ ''M'' (''i'' = 2, 3, 4, ...), then the sequence of convergents {''f''<sub>''i''</sub>(''z'')} converges uniformly when
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| :<math>
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| |z| < \frac{1}{4M}\,
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| </math>
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| and ''f''(''z'') is analytic on that open disk.
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| ==Śleszyński–Pringsheim criterion==
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| {{main|Śleszyński–Pringsheim theorem}}
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| In the late 19-th century, [[Ivan Śleszyński|Śleszyński]] and later [[Alfred Pringsheim | Pringsheim]] showed that a continued fraction, in which the ''a''s and ''b''s may be complex numbers, will converge to a finite value if <math>|b_n | \geq |a_n| + 1 </math> for <math> n \geq 1. </math><ref> See for example Theorem 4.35 on page 92 of Jones and Thron (1980).
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| </ref>
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| ==Van Vleck's theorem==
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| Jones and Thron attribute the following result to [[Edward Burr Van Vleck|Van Vleck]]. Suppose that all the ''a<sub>i</sub>'' are equal to 1, and all the ''b<sub>i</sub>'' have [[Arg (mathematics)| arguments]] with:
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| :<math>
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| - \pi /2 + \epsilon < \arg ( b_i) < \pi / 2 - \epsilon, i \geq 1,
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| </math>
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| with epsilon being any positive number less than <math>\pi/2 </math>. In other words, all the ''b<sub>i</sub>'' are inside a wedge which has its vertex at the origin, has an opening angle of <math> \pi - 2 \epsilon </math>, and is symmetric around the positive real axis. Then ''f<sub>i</sub>'', the ith convergent to the continued fraction, is finite and has an argument:
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|
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| :<math>
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| - \pi /2 + \epsilon < \arg ( f_i ) < \pi / 2 - \epsilon, i \geq 1.
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| </math>
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| Also, the sequence of even convergents will converge, as will the sequence of odd convergents. The continued fraction itself will converge if and only if the sum of all the |''b<sub>i</sub>''| diverges.<ref> See theorem 4.29, on page 88, of Jones and Thron (1980). </ref>
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| ==Notes==
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| <references/>
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| ==References==
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| *{{Citation | last = Jones | first = William B. | last2 = Thron | first2 = W. J.
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| | title = Continued Fractions: Analytic Theory and Applications. Encyclopedia of Mathematics and its Applications.
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| | place= | publisher = Addison-Wesley Publishing Company | year = 1980
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| | location = Reading. Massachusetts | volume = 11 | edition =
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| | isbn = 0-201-13510-8}}
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| * [[Oskar Perron]], ''Die Lehre von den Kettenbrüchen'', Chelsea Publishing Company, New York, NY 1950.
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| *H. S. Wall, ''Analytic Theory of Continued Fractions'', D. Van Nostrand Company, Inc., 1948 ISBN 0-8284-0207-8
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| [[Category:Continued fractions]]
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| [[Category:Convergence (mathematics)]]
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