Докажем по критерию Коши. Пусть
A k ( x ) = ∑ n = 1 k a n ( x ) , a n ( x ) = A n ( x ) − A n − 1 ( x ) A_k(x)=\sum_{n=1}^k a_n(x),\qquad a_n(x)=A_n(x)-A_{n-1}(x) A k ( x ) = n = 1 ∑ k a n ( x ) , a n ( x ) = A n ( x ) − A n − 1 ( x ) Рассмотрим
∣ ∑ n = m + 1 k a n ( x ) b n ( x ) ∣ = ∣ ∑ n = m + 1 k ( A n ( x ) − A n − 1 ( x ) ) b n ( x ) ∣ = ∣ A k ( x ) b k ( x ) − A m ( x ) b m + 1 ( x ) + ∑ n = m + 1 k − 1 A n ( x ) ( b n ( x ) − b n + 1 ( x ) ) ∣ ⩽ ∣ A k ( x ) ∣ ⏟ ⩽ c ⋅ ∣ b k ( x ) ∣ + ∣ A m ( x ) ∣ ⏟ ⩽ c ⋅ ∣ b m + 1 ( x ) ∣ + ∑ n = m + 1 k − 1 ∣ A n ( x ) ∣ ⋅ ∣ b n ( x ) − b n − 1 ( x ) ∣ ∑ n = m + 1 k − 1 ∣ A n ( x ) ∣ ⋅ ∣ b n ( x ) − b n − 1 ( x ) ∣ ≤ c ∑ n = m + 1 k − 1 ∣ b n ( x ) − b n + 1 ( x ) ∣ = c ∣ ∑ n = m + 1 k − 1 ( b n ( x ) − b n + 1 ( x ) ) ∣ = c ∣ b m + 1 ( x ) − b k ( x ) ≤ 2 c ( ∣ b x ( x ) ∣ + ∣ b m + 1 ( x ) ∣ ) ⩽ c ⋅ ( ∣ b k ( x ) ∣ + ∣ b m + 1 ( x ) ∣ + ∣ b m + 1 ( x ) − b k ( x ) ∣ ) ⩽ 4 c ⋅ max { ∣ b k ( x ) ∣ , ∣ b m + 1 ( x ) ∣ } … \begin{aligned}
\left|\sum_{n=m+1}^{k}a_n(x)b_n(x)\right|&=\left|\sum_{n=m+1}^{k}\left(A_n(x)-A_{n-1}(x)\right)b_n(x)\right|\\
&=\left|A_k(x)b_k(x)-A_m(x)b_{m+1}(x)+\sum_{n=m+1}^{k-1}A_n(x)\left(b_n(x)-b_{n+1}(x)\right)\right|\\
&\leqslant\underbrace{|A_k(x)|}_{\leqslant c}\cdot|b_k(x)|+\underbrace{|A_m(x)|}_{\leqslant c}\cdot|b_{m+1}(x)|+\sum^{k-1}_{n=m+1}|A_n(x)|\cdot|b_n(x)-b_{n-1}(x)|\\
&\boxed{\sum^{k-1}_{n=m+1}|A_n(x)|\cdot|b_n(x)-b_{n-1}(x)|\leq c\sum^{k-1}_{n=m+1}|b_n(x)-b_{n+1}(x)|=c\left|\sum_{n=m+1}^{k-1}(b_n(x)-b_{n+1}(x))\right|=c|b_{m+1}(x)-b_k(x)\leq 2c(|b_x(x)|+|b_{m+1}(x)|)}\\
&\leqslant c\cdot\left(|b_k(x)|+|b_{m+1}(x)|+|b_{m+1}(x)-b_{k}(x)|\right)\\
&\leqslant 4c\cdot \max\{|b_k(x)|,|b_{m+1}(x)|\}\ldots
\end{aligned} ∣ ∣ n = m + 1 ∑ k a n ( x ) b n ( x ) ∣ ∣ = ∣ ∣ n = m + 1 ∑ k ( A n ( x ) − A n − 1 ( x ) ) b n ( x ) ∣ ∣ = ∣ ∣ A k ( x ) b k ( x ) − A m ( x ) b m + 1 ( x ) + n = m + 1 ∑ k − 1 A n ( x ) ( b n ( x ) − b n + 1 ( x ) ) ∣ ∣ ⩽ ⩽ c ∣ A k ( x ) ∣ ⋅ ∣ b k ( x ) ∣ + ⩽ c ∣ A m ( x ) ∣ ⋅ ∣ b m + 1 ( x ) ∣ + n = m + 1 ∑ k − 1 ∣ A n ( x ) ∣ ⋅ ∣ b n ( x ) − b n − 1 ( x ) ∣ n = m + 1 ∑ k − 1 ∣ A n ( x ) ∣ ⋅ ∣ b n ( x ) − b n − 1 ( x ) ∣ ≤ c n = m + 1 ∑ k − 1 ∣ b n ( x ) − b n + 1 ( x ) ∣ = c ∣ ∣ n = m + 1 ∑ k − 1 ( b n ( x ) − b n + 1 ( x )) ∣ ∣ = c ∣ b m + 1 ( x ) − b k ( x ) ≤ 2 c ( ∣ b x ( x ) ∣ + ∣ b m + 1 ( x ) ∣ ) ⩽ c ⋅ ( ∣ b k ( x ) ∣ + ∣ b m + 1 ( x ) ∣ + ∣ b m + 1 ( x ) − b k ( x ) ∣ ) ⩽ 4 c ⋅ max { ∣ b k ( x ) ∣ , ∣ b m + 1 ( x ) ∣ } … Знаем, что b n ⇉ D 0 b_n\overset{D}{\rightrightarrows} 0 b n ⇉ D 0 , то есть ∀ ε > 0 , ∃ N ∈ N : ∀ n > N , ∀ x ∈ D ↪ ∣ b n ( x ) ∣ < ε 4 c \forall \ve>0, \exists N\in\NN:\forall n>N, \forall x\in D\hookrightarrow|b_n(x)|<\frac{\ve}{4c} ∀ ε > 0 , ∃ N ∈ N : ∀ n > N , ∀ x ∈ D ↪ ∣ b n ( x ) ∣ < 4 c ε , тогда в итоге получим … < 4 c ⋅ ε 4 c = ε \ldots < 4c\cdot\displaystyle\frac{\ve}{4c}=\ve … < 4 c ⋅ 4 c ε = ε
Значит, выполняется критерий Коши равномерной сходимости функциональных рядов, то есть ∀ ε > 0 , ∃ N ~ > N : ∀ k > m > N ~ , ∀ x ∈ D , \forall \ve > 0, \exists \tilde N > N\colon \forall k > m > \tilde N, \forall x \in D, ∀ ε > 0 , ∃ N ~ > N : ∀ k > m > N ~ , ∀ x ∈ D , верно
∣ ∑ n = m + 1 k a n ( x ) b n ( x ) ∣ < ε ⟹ ряд ∑ n = m + 1 ∞ a n ( x ) b n ( x ) ⇉ D \left|\sum_{n=m+1}^{k}a_n(x)b_n(x)\right|<\ve\Longrightarrow\text{ ряд }\sum_{n=m+1}^{\infty}a_n(x)b_n(x)\overset{D}{\rightrightarrows} ∣ ∣ n = m + 1 ∑ k a n ( x ) b n ( x ) ∣ ∣ < ε ⟹ ряд n = m + 1 ∑ ∞ a n ( x ) b n ( x ) ⇉ D