Consider the geometric series
It is convergent throughout the interval to , excluding the end values .
But it is not uniformly convergent throughout this interval. For if be the sum of terms, we have proved that the difference between and the limit is . Now suppose be any given number of terms, say , and let be any assigned standard of approximation, say . Then, by taking near enough to or near enough to , we can make the numerical value of to be greater than . Thus terms will
not do over the whole interval, though it is more than enough over some parts of it.
The same reasoning can be applied whatever other number we take instead of , and whatever standard of approximation instead of . Hence the geometric series is non-uniformly convergent over its whole interval of convergence to . But if we take any smaller interval lying at both ends within the interval to , the geometric series is uniformly convergent within it. For example, take the interval to . Then any value for which makes numerically less than at these limits for also serves for all values of between these limits, since it so happens that diminishes in numerical value as diminishes in numerical value. For example, take ; then, putting , we find:–- {3} &\text{for,}\quad & \frac{x^{n+1}}{1 - x} &= \frac{(\frac{1}{10})^{2}}{1 - \frac{1}{10}} &&= \tfrac{1}{90} = .0111\dots, \
&\text{for,}\quad & \frac{x^{n+1}}{1 - x} &= \frac{(\frac{1}{10})^{3}}{1 - \frac{1}{10}} &&= \tfrac{1}{900} = .00111\dots, \
&\text{for,}\quad & \frac{x^{n+1}}{1 - x} &= \frac{(\frac{1}{10})^{4}}{1 - \frac{1}{10}} &&= \tfrac{1}{9000} = .000111\dots.
Thus three terms will do for the whole interval,
though, of course, for some parts of the interval it is more than is necessary. Notice that, because is convergent (though not uniformly) throughout the interval to , for each value of in the interval some number of terms can be found which will satisfy a desired standard of approximation; but, as we take nearer and nearer to either end value or , larger and larger values of have to be employed.
It is curious that this important distinction between uniform and non-uniform convergence was not published till 1847 by Stokes–-afterwards,
Sir George Stokes–-and later, independently in 1850 by Seidel, a German
mathematician.
The critical points, where non-uniform convergence comes in, are not necessarily at the limits of the interval throughout which convergence holds. This is a speciality belonging to the geometric series.