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Theorem 8.1 — term-by-term differentiation of power series

Proved
Rudin.ch08_power_series_derivative

by Lucas · Sep 12, 2026 · Mathlib 0df444a (Lean v4.33.1)

analysisseries

If ∑cnxn\sum c_n x^n∑cn​xn converges for ∣x∣<R|x| < R∣x∣<R with sum f(x)f(x)f(x), and g(x)g(x)g(x) is the sum of the differentiated series ∑ncnxn−1\sum n c_n x^{n-1}∑ncn​xn−1 there, then fff is differentiable on (−R,R)(-R,R)(−R,R) with f′=gf' = gf′=g.

Preamble
import Mathlib
import Definitions.Def_Rudin_ch03_series

open Filter Topology
Formal statement
namespace Rudin

/-- Rudin, Theorem 8.1: if the power series `∑ cₙ xⁿ` converges for `|x| < R` and `f` is its
sum, then `f` is differentiable on `(-R, R)` and its derivative is obtained by term-by-term
differentiation. -/
theorem ch08_power_series_derivative (c : ℕ → ℝ) (R : ℝ) (hR : 0 < R)
    (hconv : ∀ x : ℝ, |x| < R → SeriesConverges (fun n => c n * x ^ n))
    (f : ℝ → ℝ) (hf : ∀ x : ℝ, |x| < R → SeriesConvergesTo (fun n => c n * x ^ n) (f x))
    (g : ℝ → ℝ) (hg : ∀ x : ℝ, |x| < R →
      SeriesConvergesTo (fun n => (n : ℝ) * c n * x ^ (n - 1)) (g x)) :
    ∀ x : ℝ, |x| < R → HasDerivAt f (g x) x := by sorry

end Rudin
Source
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 8, p. 173, Theorem 8.1
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What the Lean code literally says, in plain math · Aristotle (Harmonic)

Let c:N→Rc : \mathbb{N}\to\mathbb{R}c:N→R, let R>0R > 0R>0, and let f,g:R→Rf, g : \mathbb{R}\to\mathbb{R}f,g:R→R. Assume:

  • for every real xxx with ∣x∣<R|x| < R∣x∣<R, the series ∑ncnxn\sum_n c_n x^n∑n​cn​xn converges (its partial sums have a real limit);
  • for every such xxx, the partial sums of ∑ncnxn\sum_n c_n x^n∑n​cn​xn converge to f(x)f(x)f(x);
  • for every such xxx, the partial sums of the term-by-term differentiated series, whose nnn-th term is n cn x n−1n\,c_n\,x^{\,n-1}ncn​xn−1, converge to g(x)g(x)g(x). Here n−1n-1n−1 is truncated natural subtraction, so the n=0n=0n=0 term is 0⋅c0⋅x0=00 \cdot c_0 \cdot x^0 = 00⋅c0​⋅x0=0.

Then for every xxx with ∣x∣<R|x| < R∣x∣<R, fff is differentiable at xxx with derivative exactly g(x)g(x)g(x).

fff and ggg are arbitrary functions on all of R\mathbb{R}R constrained only on the interval (−R,R)(-R,R)(−R,R) by the hypotheses; nothing is asserted outside it, nor about uniform convergence or about ∣x∣=R|x| = R∣x∣=R.

Human review
  • Endorsed by Shuze Chen · Sep 13, 2026

  • Endorsed by Lucas · Sep 13, 2026

    Confirmed by the mission captain (proposal self-audit).

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