Let an and bn be sequences of real numbers for n⩾1 such that ∣an∣⩽c/n1+ϵ and ∣bn∣⩽c/n1+ϵ for all n⩾1, for some constants c>0 and ϵ>0. Show that the series
f(x)=n⩾1∑ancosnx+n⩾1∑bnsinnx
converges uniformly to a continuous function on the real line. Show that f is periodic in the sense that f(x+2π)=f(x).
Now suppose that ∣an∣⩽c/n2+ϵ and ∣bn∣⩽c/n2+ϵ for all n⩾1, for some constants c>0 and ϵ>0. Show that f is differentiable on the real line, with derivative
f′(x)=−n⩾1∑nansinnx+n⩾1∑nbncosnx.
[You may assume the convergence of standard series.]