Step 1: Deriving the recurrence.
Substituting y=xr∑n=0∞anxn into x2y′′+xp(x)y′+q(x)y=0 and collecting the coefficient of xr+n:
I(r+n)an+∑k=0n−1[(r+k)pn−k+qn−k]ak=0,
where I(s)=s(s−1)+p0s+q0 is the indicial polynomial. For r=r1 and n≥1:
an=−I(r1+n)1∑k=0n−1[(r1+k)pn−k+qn−k]ak.
Since I(r1+n)=(r1+n−r1)(r1+n−r2)+linear terms=n(n+r1−r2) (up to the leading behavior), and r1−r2 is not a negative integer, we have I(r1+n)=0 for all n≥1.
Step 2: Bounding the indicial factor.
For n≥1: ∣I(r1+n)∣≥∣n(n+r1−r2)∣−O(n)⋅∣p0−1∣. For large n, ∣I(r1+n)∣≥cn2 for some constant c>0. Choose N0 such that ∣I(r1+n)∣≥n for all n≥N0.
Step 3: Majorant construction.
Since p and q converge for ∣x∣<R, choose ρ<R and let:
∣pn∣≤ρnP,∣qn∣≤ρnQ
for constants P,Q>0. Define M=max(P(max0≤k≤N0∣r1+k∣)+Q,…) and let K=M/ρ.
The recurrence gives:
∣an∣≤∣I(r1+n)∣1∑k=0n−1ρn−k(∣r1+k∣P+Q)∣ak∣.
For n≥N0, using ∣I(r1+n)∣≥n:
∣an∣≤nρnC∑k=0n−1ρk∣ak∣
for a constant C depending on r1,P,Q.
Step 4: Comparison with a geometric series.
Define An=ρn∣an∣. Then:
An≤nC∑k=0n−1Ak.
Let Sn=∑k=0nAk. Then An≤(C/n)Sn−1 and Sn=Sn−1+An≤Sn−1(1+C/n).
By induction: Sn≤S0∏k=1n(1+C/k). Since ∏(1+C/k)∼nC (by taking logarithms: ∑ln(1+C/k)∼Clnn), we get Sn=O(nC), hence An=O(nC−1) and:
∣an∣≤ρnnC−1.
Therefore ∑∣an∣∣x∣n≤∑nC−1(∣x∣/ρ)n, which converges for ∣x∣<ρ. Since ρ<R was arbitrary, the series converges for ∣x∣<R. ■