Cauchy product
In mathematics, more specifically in mathematical analysis, the Cauchy product is the discrete convolution of two infinite series. It is named after the French mathematician Augustin Louis Cauchy.
Definitions
The Cauchy product may apply to infinite series[1][2][3][4][5][6][7][8][9][10][11] or power series.[12][13] When people apply it to finite sequences[14] or finite series, it is by abuse of language: they actually refer to discrete convolution.
Convergence issues are discussed in the next section.
Cauchy product of two infinite series
Let and be two infinite series with complex terms. The Cauchy product of these two infinite series is defined by a discrete convolution as follows:
 where .
Cauchy product of two power series
Consider the following two power series
 and
with complex coefficients and . The Cauchy product of these two power series is defined by a discrete convolution as follows:
 where .
Convergence and Mertens' theorem
Let (a_{n})_{n≥0} and (b_{n})_{n≥0} be real sequences. If and , and at least one of them converges absolutely, then their Cauchy product converges to AB. (Rudin, Principles of Mathematical Analysis, Theorem 3.50)
Let (a_{n})_{n≥0} and (b_{n})_{n≥0} be real or complex sequences. It was proved by Franz Mertens that, if the series converges to A and converges to B, and at least one of them converges absolutely, then their Cauchy product converges to AB.
It is not sufficient for both series to be convergent; if both sequences are conditionally convergent, the Cauchy product does not have to converge towards the product of the two series, as the following example shows:
Example
Consider the two alternating series with
which are only conditionally convergent (the divergence of the series of the absolute values follows from the direct comparison test and the divergence of the harmonic series). The terms of their Cauchy product are given by
for every integer n ≥ 0. Since for every k ∈ {0, 1, ..., n} we have the inequalities k + 1 ≤ n + 1 and n – k + 1 ≤ n + 1, it follows for the square root in the denominator that √(k + 1)(n − k + 1) ≤ n +1, hence, because there are n + 1 summands,
for every integer n ≥ 0. Therefore, c_{n} does not converge to zero as n → ∞, hence the series of the (c_{n})_{n≥0} diverges by the term test.
Proof of Mertens' theorem
Assume without loss of generality that the series converges absolutely. Define the partial sums
with
Then
by rearrangement, hence

(1)
Fix ε > 0. Since by absolute convergence, and since B_{n} converges to B as n → ∞, there exists an integer N such that, for all integers n ≥ N,

(2)
(this is the only place where the absolute convergence is used). Since the series of the (a_{n})_{n≥0} converges, the individual a_{n} must converge to 0 by the term test. Hence there exists an integer M such that, for all integers n ≥ M,

(3)
Also, since A_{n} converges to A as n → ∞, there exists an integer L such that, for all integers n ≥ L,

(4)
Then, for all integers n ≥ max{L, M + N}, use the representation (1) for C_{n}, split the sum in two parts, use the triangle inequality for the absolute value, and finally use the three estimates (2), (3) and (4) to show that
By the definition of convergence of a series, C_{n} → AB as required.
Cesàro's theorem
In cases where the two sequences are convergent but not absolutely convergent, the Cauchy product is still Cesàro summable. Specifically:
If , are real sequences with and then
This can be generalised to the case where the two sequences are not convergent but just Cesàro summable:
Theorem
For and , suppose the sequence is summable with sum A and is summable with sum B. Then their Cauchy product is summable with sum AB.
Examples
 For some , let and . Then
 by definition and the binomial formula. Since, formally, and , we have shown that . Since the limit of the Cauchy product of two absolutely convergent series is equal to the product of the limits of those series, we have proven the formula for all .
 As a second example, let for all . Then for all so the Cauchy product does not converge.
Generalizations
All of the foregoing applies to sequences in (complex numbers). The Cauchy product can be defined for series in the spaces (Euclidean spaces) where multiplication is the inner product. In this case, we have the result that if two series converge absolutely then their Cauchy product converges absolutely to the inner product of the limits.
Products of finitely many infinite series
Let such that (actually the following is also true for but the statement becomes trivial in that case) and let be infinite series with complex coefficients, from which all except the th one converge absolutely, and the th one converges. Then the series
converges and we have:
This statement can be proven by induction over : The case for is identical to the claim about the Cauchy product. This is our induction base.
The induction step goes as follows: Let the claim be true for an such that , and let be infinite series with complex coefficients, from which all except the th one converge absolutely, and the th one converges. We first apply the induction hypothesis to the series . We obtain that the series
converges, and hence, by the triangle inequality and the sandwich criterion, the series
converges, and hence the series
converges absolutely. Therefore, by the induction hypothesis, by what Mertens proved, and by renaming of variables, we have:
Therefore, the formula also holds for .
Relation to convolution of functions
A finite sequence can be viewed as an infinite sequence with only finitely many nonzero terms. A finite sequence can be viewed as a function with finite support. For any complexvalued functions f, g on with finite support, one can take their convolution:
Then is the same thing as the Cauchy product of and .
More generally, given a unital semigroup S, one can form the semigroup algebra of S, with, as usual, the multiplication given by convolution. If one takes, for example, , then the multiplication on is a sort of a generalization of the Cauchy product to higher dimension.
Notes
 Canuto & Tabacco 2015, p. 20.
 Bloch 2011, p. 463.
 Friedman & Kandel 2011, p. 204.
 Ghorpade & Limaye 2006, p. 416.
 Hijab 2011, p. 43.
 Montesinos, Zizler & Zizler 2015, p. 98.
 Oberguggenberger & Ostermann 2011, p. 322.
 Pedersen 2015, p. 210.
 Ponnusamy 2012, p. 200.
 Pugh 2015, p. 210.
 Sohrab 2014, p. 73.
 Canuto & Tabacco 2015, p. 53.
 Mathonline, Cauchy Product of Power Series.
 Weisstein, Cauchy Product.
References
 Apostol, Tom M. (1974), Mathematical Analysis (2nd ed.), Addison Wesley, p. 204, ISBN 9780201002881.
 Bloch, Ethan D. (2011), The Real Numbers and Real Analysis, Springer.
 Canuto, Claudio; Tabacco, Anita (2015), Mathematical Analysis II (2nd ed.), Springer.
 Friedman, Menahem; Kandel, Abraham (2011), Calculus Light, Springer.
 Ghorpade, Sudhir R.; Limaye, Balmohan V. (2006), A Course in Calculus and Real Analysis, Springer.
 Hardy, G. H. (1949), Divergent Series, Oxford University Press, p. 227–229.
 Hijab, Omar (2011), Introduction to Calculus and Classical Analysis (3rd ed.), Springer.
 Mathonline, Cauchy Product of Power Series.
 Montesinos, Vicente; Zizler, Peter; Zizler, Václav (2015), An Introduction to Modern Analysis, Springer.
 Oberguggenberger, Michael; Ostermann, Alexander (2011), Analysis for Computer Scientists, Springer.
 Pedersen, Steen (2015), From Calculus to Analysis, Springer.
 Ponnusamy, S. (2012), Foundations of Mathematical Analysis, Birkhäuser.
 Pugh, Charles C. (2015), Real Mathematical Analysis (2nd ed.), Springer.
 Sohrab, Houshang H. (2014), Basic Real Analysis (2nd ed.), Birkhäuser.
 Weisstein, Eric W., "Cauchy Product", From MathWorld – A Wolfram Web Resource.