Weierstrass's M – test provides a way to prove uniform convergence for the sum of a sequence.
Let
be a sequence of functions on a set
and suppose that there is a sequence of positive terms
such that
-
for
and all
-
is convergentThen the series
is uniformly convergent on
Proof: Note that by assumption 1 and 2,
is convergent for each
by the comparison test. hence
is convergent for each
by the absolute convergence test and so the sum function
exists for each
We note the partial sum functions by

Then for


by the triangle inequality
by assumption 1By assumption 2,
as
so uniform convergence follows..Example: Prove that
converges uniformly on
for


and
for
so that assumption 1 above is satisfied with

for
so that assumption 2 is satisfied and the sum converges uniformly on
