TITLE: Absolutely convergent series has constant sum
QUESTION [10 upvotes]: Show that the sum of an absolutely convergent series does not change if the terms are rearranged.
Let the absolutely convergent series be $a_1,a_2,\ldots$, and let the rearrangement be $b_1,b_2,\ldots$. By the Cauchy criterion of convergence, since the series $|a_1|,|a_2|,\ldots$ converges, it follows that for any $\epsilon$, there exists $N$ such that $|a_m|+|a_{m+1}|+\ldots+|a_n|<\epsilon$ for all $n>m>N$. 
We'll show that the series $b_i$ converges. Let $N'$ be the greatest index such that $b_{N'}$ comes from one of $a_1,a_2,\ldots,a_N$. Then for all $n>m>N'$, we have $|b_m+b_{m+1}+\ldots+b_n|\leq |b_m|+|b_{m+1}|+\ldots+|b_n|<\epsilon$.
So the series $b_i$ converges. How can we show it converges to the same sum as $a_i$?

REPLY [3 votes]: A) First consider a nonnegative-term series $\displaystyle\sum_{n=1}^{\infty} a_n$, and let $\displaystyle\sum_{n=1}^{\infty} b_n$ be any rearrangement of $\displaystyle\sum_{n=1}^{\infty} a_n$.
If $(S_n)$ and $(T_n)$ are the sequences of partial sums for $\displaystyle\sum_{n=1}^{\infty} a_n$ and $\displaystyle\sum_{n=1}^{\infty} b_n$, then $T_n\le S_N$ for each $n$, where $\displaystyle N=\max_{1\le i\le n}\{k:b_{i}=a_{k}\}$,  so $\displaystyle\sum_{n=1}^{\infty} b_n\le \sum_{n=1}^{\infty} a_n$.
Since $\displaystyle\sum_{n=1}^{\infty} a_n$ is also a rearrangement of $\displaystyle\sum_{n=1}^{\infty} b_n$, 
we also have that $\displaystyle\sum_{n=1}^{\infty} a_n\le \sum_{n=1}^{\infty} b_n$; $\;\;\;$so $\displaystyle\sum_{n=1}^{\infty} b_n= \sum_{n=1}^{\infty} a_n$.
B) In the general case, let $\displaystyle\sum_{n=1}^{\infty} a_n=\sum_{n=1}^{\infty} a_n^{+}-\sum_{n=1}^{\infty} a_n^{-}$ and $\displaystyle\sum_{n=1}^{\infty} b_n=\sum_{n=1}^{\infty} b_n^{+}-\sum_{n=1}^{\infty} b_n^{-}$
where $a_{n}^{+}=\frac{a_{n}+|a_{n}|}{2}$ and $a_{n}^{-}=\frac{|a_{n}|-a_{n}}{2}$ and similarly for $b_{n}^{+}$ and $b_{n}^{-}$.
Since $\displaystyle\sum_{n=1}^{\infty} |a_n|=\sum_{n=1}^{\infty} a_n^{+}+\sum_{n=1}^{\infty} a_n^{-}$ and $\displaystyle\sum_{n=1}^{\infty} |b_n|=\sum_{n=1}^{\infty} b_n^{+}+\sum_{n=1}^{\infty} b_n^{-}$, 
from Part A) we get that
$\;\;\;\;\;\;\;\;\;\displaystyle\sum_{n=1}^{\infty} b_{n}^{+}=\sum_{n=1}^{\infty} a_n^{+}$ and 
$\displaystyle\sum_{n=1}^{\infty} b_{n}^{-}=\sum_{n=1}^{\infty} a_n^{-}$; 
so $\displaystyle\sum_{n=1}^{\infty} b_n=\sum_{n=1}^{\infty} b_n^{+}-\sum_{n=1}^{\infty} b_n^{-}=\sum_{n=1}^{\infty} a_n^{+}-\sum_{n=1}^{\infty} a_n^{-}=\sum_{n=1}^{\infty} a_n$.