SERIES OF REAL NUMBERS

In this part of the course, we will be concerned with how one can formalise the idea of summing an innite list of numbers a1 + a2 + a3 + . . . .

As you would expect, this will once again involve the notion of a limit.

We begin with a basic denition: Denition Let (an) n=1 be a sequence. For each n 1, let sn = a1 + a2 + . . . + a n =
n k=1

ak .

The series with nth term an, denoted

an ,

is, formally, the ordered pair ((an), (sn)). an is called the nth term of the series and sn is called the nth partial sum of the series.

Using this ordered pair notation to denote a series would be cumbersome and this is why we denote a series by the notation an. But

remember, that although this looks like an arithmetic expression, it is simply a notation which we use to denote an ordered pair of sequences.

Study of series is basically equivalent to the study of sequences. If we have an innite series of real numbers a1 + a2 + a3 + . . . , then we can study it via the sequence (sn), where sn = a1 + a2 + . . . + an .

Note that, as far as we are concerned, a series involves an innite list of numbers. We do not discuss nite series, since there are no convergence issues there.

Example

(1)n.

The nth term of this sequence is (1)n and the nth partial sum sn is 1 if n is odd and 0 if n is even.

Example

(1)2n.

The nth term of this sequence is 1 and the nth partial sum is n.

Note that the sequence (an) for the second series is actually a subsequence of that for the rst - but that the partial sums bear little resemblance.

Consider

1 2

n1

1 1 1 sn = 1 + + + + 2 2 2 1 (1/2)n = 1 (1 /2) n 1 = 2 1 . 2

n1

Convergence of series

Denition Let

an be a series. If the

sequence (sn) of partial sums converges to L (nite), then we say that the series converges to L, or has sum L. If (sn) diverges, then we say that an diverges.

If a series

an converges to L, we write
n=1

an = L.

In other words, convergence of a1 + a2 + a3 + . . . is dened as convergence of the sequence (sn) of partial sums. Conversely, given any sequence (sn) of numbers, we can regard it as the sequence of partial sums of a series dened as follows:

a1 = s1 a2 = s2 s1 ... ... ... an = sn sn1.

With (an) dened as above, we have sn = a1 + a2 + . . . + an for n 1.

A few more words about the notation

ar ,

r=1

ar .

This notation is used in two distinct senses, which it is important to distinguish.

(a) We use it to exhibit or present a series for consideration, as in:

1 . or .... r2 1 . n

Consider the series

In this usage, there is not yet any assumption that the series in question converges.

(b) If the series converges, we use to denote the number which is the sum of the series, i.e. the limit of partial sums.

Geometric series Theorem Let a, b R. Then

1.

a if |b| < 1. abn1 converges to 1 b

2.

abn1 diverges if |b| 1.

Let us prove these. For simplicity, assume that a = 1. First prove that |b| < 1.
1 if bn1 converges to 1 b

Here we have a1 = 1 a2 = b a3 = b2 ... ak = bk1 ...

Then, since b = 1, sn = a1 + . . . + an = 1 + b + . . . + bn1 1 bn = . 1b (CHECK!)

When |b| < 1, bn 0 as n , and so

1 . lim s = n n 1b

Now use algebra of limits or heredity properties to deduce that, for general value of a, for |b| < 1, a . lim s = n n 1b

On the other hand, if |b| > 1, then |bn| diverges as n , and so sn also diverges. If b = 1, then sn = 1 + 1 + . . . + 1 = n, so sn diverges. If b = 1, then s2n1 = 1 and s2n = 0 so sn diverges.

A simple necessary condition

Theorem If

an converges, then an 0 as n .

Proof: If

ar converges then there exists s

such that limn sn = s. Then also limn sn1 = s. Then, as n , an = sn sn1 s s = 0.

Application. br does not converge

Another proof that when |b| 1.

If it did, then we would have to have br 0 as r . Hence |b|r 0 as r . But |b|r 1 for all r.

Converse is false: an tending to 0 does not necessarily mean that the series converges.
1 diverges, though n

an

For example,

1 0 as n . (A proof will be an = n given shortly.)

Finding sucient conditions for a series to converge is the main aim in what follows, and its not easy. Life would be simple if it were the case that an converges if and only if an 0, but it isnt so.

To Repeat: We need to have an 0 if the series an is to converge.

BUT just because an tends to 0, it does not mean the series an converges!!!

Is that clear??!!

Oenders will be severely dealt with.

Series

1 ns 1/n

Theorem The harmonic series diverges.

Theres a proof in the notes. Heres an alternative one.

1 is To prove this, we show that sn = n r=1 r not bounded above.

Let us look at s2m , i.e. the sum of the rst 2m terms.

1 + + + > + +

1 1 1 +( + ) 2 3 4 1 1 1 1 ( + + + ) + ... + 5 6 7 8 1 1 1 + m1 + . . . + m) ( m1 2 +1 2 +2 2 1 1 1 1+ +( + ) 2 4 4 1 1 1 1 ( + + + ) + ... + 8 8 8 8 1 1 1 ( m + m + . . . + m) 2 2 2

1 1 1 1 = 1 + + + + ... + 2 2 2 2 m = 1+ . 2

So s2m is unbounded (as m varies).

1 , and so s is But sn+1 = sn + n+1 n increasing in n.

So sn is unbounded.

The following generalisation of the above result is extremely useful. 1 diverges if s 1 ns

Theorem The series and converges if s > 1.

How do we prove it?

1 is divergent for ns

First, let us prove that s 1.

The case s = 1 already done!

For s < 1, note that, for each n, 1 1 . ns n Then 1 tn, sn = s r=1 r where tn =
n 1 r=1 r n

But we have already shown that tn is unbounded. Hence sn is unbounded also, and so must be divergent.

Soon we shall see a generalisation of this argument, the Comparison Test.

What about s > 1? Consider the sum of the rst 2m 1 terms. 1 + + + + 1 1 ( s + s) 2 3 1 1 1 1 ( s + s + s + s) + . . . + 4 5 6 7 1 1 1 + ... + m ) ( (m1)s + m1 s s (2 + 1) (2 1) 2 1 1 1 + (2 s ) + (4 s ) + . . . + 2 4 (2m1 2(m1)s).

Thus we have s2m1 1 + 2(s1) + 22(s1) + . . . + 2(m1)(s1) = 1 + b + b2 + . . . + b(m1), where b = 2(s1) satises |b| < 1.

Since s2m1 is increasing in m, we have s2m1 (1 b)1 < for all m.

1 But sn+1 = sn + (n+1) s > sn for each n.

Thus sn is increasing in n, and so the above implies that sn (1 b)1 for all n.

Since the sequence (sn) is monotone and bounded, it must converge.

1 ns

In other words, we have proven that converges for s > 1, as required.

There are also exist some Algebra of Limits results which can be proved directly from the same results for sequences:

Theorem Suppose and that

an and

bn converge,

a = L and n=1 n

b = M. n=1 n

Then, for any real number c, the series (an + bn) and can converge, and
ca = cL. n=1 n (a + b ) = L + M and n n=1 n

How do we prove these?

n Let sn = n a and let t = r n r=1 r=1 br .

By assumption, limn sn = L and limn tn = M .

By Algebra of limits results for sequences, lim ( s + t ) = L + M n n n

n

lim (csn) = cL.

But . . . note that the same does not hold for products. For example, if n an = (1) / n, then, as we will shortly see, an converges. However, harmonic series. (a n a n )
1 , the n

diverges. This latter series is simply

This is not all that surprising: we cannot express the partial sums of the product series in terms of the partial sums of the original series in a simple way.

Let cn = an bn. Let sn = n r=1 ar . Let tn = n r=1 br . Let un = n r=1 cr .

Then (CHECK!) un = = = =
n r=1 n r=1 n r=1 n r=1

ar br (sr sr1)br ar (tr tr1) (sr sr1)(tr tr1)

= ?

Example
1 converges. r(r+1)

Proof:
1 1 . Then, as n , = Trick: r(r1 r r+1 +1)

1 1 1 1 1 1 = 1 + + 2 2 3 3 4 r=1 r (r + 1) 1 1 + ... + n n+1 1 1. = 1 n+1

This is an example of a telescoping series.

Example A more sophisticated telescoping series,

r 2 . r(r+1)(r+2)

We have r2 sn = . r=1 r (r + 1)(r + 2)

n

Now note that r2 3 2 1 = . r(r + 1)(r + 2) r+1 r+2 r

Now
n 1 3 2 1 3 3 ) = +3 + ( r+2 r 2 n+1 r=1 r + 1 r=3 r n 1 2 2 2 n+1 n+2 r=3 r n 1 1 1 2 r=3 r 3 3 2 = + 2 n+1 n+1 2 1 1 n+2 2 2 2 3 = + . n+1 n+1 n+2 n

Thus 3 2 2 sn = + 0 n+1 n+1 n+2 as n . In other words, r2 = 0. r=1 r (r + 1)(r + 2)

Note that, whether or not a series converges does not depend where we start summing it.

However, the value of the sum does. So, for instance,

r2 r2 = r=1 r (r + 1)(r + 2) r=2 r (r + 1)(r + 2) 1 123 1 1 = 0+ = . 6 6

Useful Tests for Nonnegative Series

A series is nonnegative if all its terms are nonnegative, that is ar 0 for all r. Later we look at series which have some negative terms, but its easiest at the moment to stick to nonnegative series.

The reason why this is easy is that the sequence (sn) of partial sums is increasing. The aim now is to develop a range of tests for convergence.

Proposition. The sequence (sn) of partial sums converges if and only if it is bounded above. If it is not bounded above, then sn as n .

Proof. Since ar 0 for all r, (sn) is increasing. If it is bounded, then convergence follows from the fact that a bounded monotone sequence converges.

On the other hand, if (sn) does converge, then it must be bounded, as any convergent sequence is bounded. If (sn) is unbounded, then it follows from the fact that it is increasing that it must diverge to innity. ar (ar 0) either converges or diverges

So

to innity.

Example.

1 converges. r=0 r!

1 + ... + 1 . Proof: Let sn = 1 + 1 + 2! (n1)!

By the above, it is enough to show that (sn) is bounded above.

But 1 1 sn 1 + 1 + + 2 22 1 1 + . . . + n2 + 222 2 1 + 2 3.
1 + . . ..) (Think about 1 + 1 + 2 4

We call the limit e.

We dened a series

ar with r-th term ar .

We said that such a series is convergent if the sequence sn of its partial sums converges to a nite limit L, i.e. limn sn = L, where sn = n r=1 ar . If ar converges to L, we write ar = L

We have seen examples of convergent and divergent series, and proved various results about divergent and convergent series.

We then said we would now for some time restrict attention to series with nonnegative terms, i.e. ar 0 for r = 1, 2, . . .. Our aim is to develop some tests for convergence of such series.

Comparison Test

Theorem [Comparison Test] Let (an), (bn) be nonnegative sequences such that an bn for all n 1. Then

1. If

bn converges, then
b . n=1 n

an does also, and

a n=1 n

2. If

an diverges, then

bn diverges.

Let us prove (1). Let sn = a1 + a2 + . . . + an tn = b1 + b2 + . . . + bn.

Then, by assumption, 0 sn tn and both (sn) and (tn) are increasing.

Now, if (tn) converges, then it is bounded above, and so (sn) is bounded above. Since (sn) is increasing, it must converge. Since sn tn for all n, it is clear that limn sn limn tn.

To prove (2), assume that

ar diverges.

Then (sn) is unbounded above (if it were bounded then it would converge, as it is increasing).

This implies that (tn) is unbounded, since sn tn, and so (tn) cannot be convergent (it is also increasing).

It follows that

br diverges.

When using the Comparison Test, its important to use it in the right direction.

If you want to use CT to show converges, you need to nd 0 an bn for all n. If you wanted to use it to show with cn dn 0.

an

bn that you

know converges and which satises

cn dn

diverges, you need a divergent series

Application of Comparison Test:

Using the divergence of the harmonic series

1 , prove that n 1 diverges if s < 1. ns

1 1 for each n, Proof: note that 0 n ns since ns n. Now apply Statement 2 in the

Comparison Test. (Earlier, we proved this result directly, without CT.)

The Comparison Test can be weakened slightly as follows. (Here, what weve done is replace for all n with for all suciently large n.)

Theorem Let (an), (bn) be nonnegative sequences such that there is some constant C > 0 and some non-negative integer N such that an Cbn for all n N . Then

1. If

bn converges, then

an does also.

2. If

an diverges, then

bn diverges.

Proof: The trick is to remember that the convergence or divergence of a series does not depend on the values of nitely many of its terms.

(Although, if it does converge, then the value of its sum will be inuenced by the value of each and every individual term.)

With this in mind, dene an = aN +n1, and bn = bN +n1 for n = 1, 2, . . .. Then a1 = aN , a2 = aN +1, a3 = aN +2, and so on. And b1 = bN , b2 = bN +1, b3 = bN +2, and so on.

We have assumed that an Cbn for all n N . Therefore, by denition above, 0 an C bn for n = 1, 2, . . .. First let us prove Statement 1: if converges, then bn an

an converges. We shall do (C bn).

this by deducing the convergence of from the convergence of

To do so, we will use Statement 1 in the (strong) Comparison Test. (C bn) an does.

Then we need to argue that converges as long as that

bn does. And then

an converges as long as

Why does converges?

(C bn) converge if

bn

First of all, since 0 < C < , converges if and only if

(C bn)

bn converges.

CHECK! (This follows easily from the denition of convergence of series, together with algebra of limits results for sequences.)

But now converges.

bn converges if and only if

bn

To see this, note that for n 1, tn =

n r=1

br =

n+N 1

br
r=1

N 1 r=1

br = tn+N 1

N 1

br ,
r=1

where tn = n r=1 br . Then tn converges if and only if tn converges. (Though the respective limits will not in general be equal.)

In Statement 1, we assume that

bn (C bn)

converges, and so it follows from the above that bn converges, and hence that

converges.

By Statement 1 in the strong form of the Comparison Test, an converges.

But now, for each n, sn =

n r=1 n+N 1

ar =
r=1

ar

N 1 r=1

ar = sn+N 1 an implies the

N 1

ar ,
r=1

and so the convergence of convergence of an .

This completes the proof of Statement 1 in the weak Comparison Test. Note that the weak test does not state that
a n=1 n b . n=1 n

The proof of Statement 2 is very similar, using Statement 2 in the strong Comparison Test. bn,

Once again, we use the series

an and

which satisfy an C bn for all n = 1, 2, . . ..

Since

an diverges, also

an diverges.

(CHECK!)

By Statement 2 in the strong Comparison Test, (C bn) diverges. bn diverges.

But this then implies that (CHECK!)

The last line implies that (CHECK!)

bn diverges.

n2 + 1 Example Consider . The n th n5 + n + 1 term here behaves like 1/n3, because the dominant term on the numerator is n2 and the dominant term in the denominator is n5. But this needs to be made precise.

We can formally compare the series with 1/n3 by noting that n2 + n2 2 n2 + 1 = 3. 5 5 n +n+1 n n The series 2/n3 converges because 1/n3

does (this being a standard result from above, using Algebra of Limits results for sequences). Hence, by the CT, the given series converges also.

The following, more sophisticated, version of the Comparison Test, is sometimes more useful. We could call it the Limiting Comparison Test, but well just call it the Comparison Test (since it subsumes the previous versions).

Theorem [Comparison Test] Suppose (an), (bn) are positive and that an/bn L, where L = 0 (and L is nite) as n . Then an , bn either both converge or both diverge: that is, they have the same behaviour, with respect to convergence.

Proof: Suppose an 0, bn 0 for all n, and an/bn L as n where 0 < L < . By denition of limit, for every n N, an | L| < . bn Apply this with = L/2. > 0, there

exists an integer N = N ( ) such that, for all

Thus there exists an integer N such that, for all n N , an | L| < L/2. bn That is, for n N , we have an L 3L < L+ = bn 2 2 an L L > L = . bn 2 2

It follows that, for n N , 3L an bn 2 2 bn an. L (1) (2)

Suppose

bn converges. Then by (1) and an converges

the weak form of the Comparison Test (with C = 3L/2, 0 < C < ), also.

Suppose

an converges. Then by (2) and bn converges

the weak form of the Comparison Test (with C = 2/L, 0 < C < ), also.

This completes the proof.

n2 + 1 Example Consider again . n5 + n + 1 Using the limiting form of the Comparison Test, to compare the series with simply observe that, since n5 + n3 (n2 + 1)/(n5 + n + 1) = 5 3 1/n n +n+1 1 + n2 = 1 + n4 + n5 1 = 0, and since 1/n3 converges, then the given 1/n3, we

series converges too.

Example Consider

3 ( n 1) . 8 n +n+2

We have (n 1)3 n8 + n + 2 = = = n3(1 1/n)3 n8(1 + n7 + 2n8) n3(1 1/n)3 n4 1 + n7 + 2n8 (1 1/n)3 n 1 + n7 + 2n8

Thus we have 1 an = , 16n n 1 + n7 + 2n8 for all n 2. To see this, note that (1 1/n)3 1/8 for all n 2. Also, 1 + n7 + 2n8 4 = 2. (1 1/n)3

Since the harmonic series does the series

3 ( n 1) . 8 n +n+2

1 diverges, so n

Why do we bother stating all these dierent forms of Comparison Test though??

Well, because life will not always be so nice as to have an bn for all n, as in the strong version of the CT.

Also, there will be cases when the ratio an/bn does not converge, as in the limiting version of the CT, but we still may be able to use one of the other versions.

Ratio Test Theorem [Ratio Test] Let an be a nonnegative series such that an+1 (L = allowed). L = nlim an Then

1. L < 1

an converges.

2. L > 1 L = ).

an diverges (This includes

Note that the Ratio Test says nothing if L = 1: in this case, the test is useless. Consider the series 1/n and 1/n2. In

both cases, an+1/an 1, yet the rst series is divergent and the second convergent.

Proof Let us prove (1). So suppose that L < 1. Evidently, we may choose an M such that L < M < 1. Take in the denition of limit to be

M L > 0.

Thus there exists N such that for n N an+1 | L| < M L. an Hence there exists N such that an+1 < L + (M L) = M. nN an In particular, aN +1 < M aN .

From this, by induction, a N +n < M n a N . Now since the geometric series M n aN

converges (since 0 < M < 1), we have by the Comparison Test that converges, and hence a N +n an converges.

Let us now prove (2). Assume then that the limit L > 1. As in part (1), there exists a positive integer N such that an+1/an > 1 for n N . In particular, aN > 0; otherwise, this is meaningless.

By easy induction, an > aN for all n > N , so an 0. So an diverges.

Example Consider an = n7/6n, we have

n7 . Letting 6n

an+1 (n + 1)7/6n+1 = an n7/6n 1 (n + 1)7 = 6 n7 1 1 7 1 = 1+ . 6 n 6

This limit is less than 1, so the series converges.

Ratio test for

br , where b > 0.

We have ar+1 = b b, ar If 0 < b < 1, then If b > 1, then as r .

br converges.

br diveregs.

Warning

BEWARE: an+1/an may not converge at all, in which case the Ratio Test does not apply!!

Root Test Theorem [Root Test] Let an be a

nonnegative series, and suppose that

1/n an L as n (where we allow

L = ). Then,

1. L < 1

an converges.

2. L > 1

an diverges (This includes the

case L = ).

Example Consider again

/n = a1 n 6n 1/n 7 n

n7 . Here, 6n

n7/n (n1/n)7 = = . 6 6

1/n 1 /n Now, n 1, so an 1/6 as n . By

the Root Test, the series converges.

Again, note that the Root Test says nothing about the case L = 1.

1/n Proof: Suppose that an L, where

L < 1. Then, given L < M < 1, by the denition of limit with = M l > 0, there exists an
1/n integer N such that an M for all n N .

So an M n for all n N . Hence since an converges by Comparison Test, M n converges.

1/n Now suppose an L, where L > 1. Then

there exists N such that for all n N ,

1/n an > 1. So for n N , an > 1, and so

an 0. Hence no convergence.

Integral Test

The following test draws on the interpretation of an integral as a Riemann sum (see your calculus courses).

Theorem [Integral Test] Let g be a positive, decreasing, integrable (for example, continuous) function on [1, ).
n g (x) dx. Then the series Let G(n) = 1

g (n) converges if and only if the sequence (G(n)) converges. In other words,
g (x) dx exists. integral 1

g (n)

converges if and only if the improper

Take a positive integer r. Since g is decreasing, for any t [r, r + 1], g (r) g (t) g (r + 1). The function g is integrable so, integrating the above over [r, r + 1], we get
r+1 g (r)dt r r+1 r+1 g (t)dt r g (r + 1)dt r r+1 g ( t ) dt g ( r + 1) . r

or g (r )

Let us sum the above inequalities from r = 1 to r = n to obtain

n r=1 n r=1

g (r )

n n+1 g ( t ) dt g ( r + 1) 1 r=1 n+1

g (r) G(n + 1)
r=2

g (r )

Now the sequence G(n) is increasing, since

n g (t)dt and g (t) 0. G(n) = 1

As we have seen before, limn G(n) exists i (G(n)) is bounded above. Suppose that limn G(n) exists, so G(n) is bounded above. Then
n+1 r=2 g (r ) G(n + 1)

is bounded above, and so must converge, since it is increasing.

Since

n+1 r=2 g (r ) converges, so does

n r=1 g (r ), that is

g (r) is convergent.

Conversely, if

g (r) converges, then

n r=1 g (r ) is bounded above, so G(n + 1) n r=1 g (r ) is bounded above, and

so limn G(n) exists.

The following variant is useful:

Theorem [Integral Test] Let g be a positive, decreasing, integrable (for example, continuous) function on [a, ),
n g (x) dx. and suppose a 1. Let G(n) = a

Then the series

g (n) converges if and only

if the sequence (G(n)) converges. In other words, g (n) converges if and only if the
g (x) dx exists. improper integral a

Proof: Exercise for you!

Example Consider that

1/(n log n). We know 1/n2

1/n diverges and that

converges. This series is between these two.

To see whether it converges, we can use the integral test. Let g (n) = 1/(n log n). Then 1 log n 1 n n dx = du, g ( x ) dx = log 2 u 2 2 x log x where we have made the substitution u = log x. So
n G(n) = [log u]log log 2 = log log n log log 2.

Since G(n) as n , the series is divergent.

Alternating series

A series is alternating if its terms are alternately positive and negative. Such a series takes the form (1)n+1cn, where cn 0.

Theorem [Leibniz Alternating Series Test/LAST] Suppose that an = (1)n+1cn is an alternating series, where cn 0. Then, if (cn) is a decreasing sequence and limn cn = 0, the series converges. an

Corollary For any positive number s, (1)n+1 converges. ns Proof: Note that cn = 1/ns is decreasing and limn 1/ns = 0. Now apply LAST.

Proof of LAST. Consider s2n = (c1 c2) + (c3 c4) + . . . + (c2n1 c2n). The bracketing shows that (s2n) is an increasing subsequence of (sn), since each of the bracketed terms is nonnegative.

Also, we can write s2n = c1 (c2 c3) (c4 c5) . . . (c2n2 c2n1) c2n c1 .

So (s2n) is increasing and bounded above, so it converges to a limit, s, say.

But also we have s2n+1 = s2n + c2n+1. By assumption, c2n+1 0. Hence, by Algebra of Limits, s2n+1 s as n . The result follows.

Note: LAST says that if the sequence (cn) is decreasing and tends to 0, then the series (1)n+1cn converges. It says nothing at all if one of these two conditions fails to hold.

This does not mean that these two conditions are necessary for convergence of alternating series: it just means the Leibniz test doesnt work in those situations.

Absolute convergence

Denition Let

an be a series (in which an converges |a n |

some of the terms may be negative). If |an| converges, we say that absolutely. If diverges, then conditionally.

an converges but

an is said to converge

Note that if

an is a convergent series with

nonnegative terms, then it is absolutely convergent.

Theorem If a series

an is absolutely

convergent, then it is convergent.

Proof. Dene a+ n = max{an, 0} a n = max{an, 0}.

) are Clearly, the sequences (a+ ) and ( a n n both non-negative. Further, an = a+ a n n . |a n | = a + + a n n

To see this, note that, if an 0, then

+=a . a = 0, and a n n n = a . If an < 0, then a+ = 0 and a n n n |a |. Also note that a+ | a | and a n n n n

Since

|an| is convergent, both

a+ n and

a n are convergent by the Comparison Test.

, a is convergent Then, as an = a+ a n n n by Algebra of limits for series.

We have proved that the geometric series ar n converges absolutely if |r| < 1. It does not converge either absolutely or conditionally when |r| 1.

(1)n The fact (from Leibniz test) that n 1 converges and the earlier fact that n (1)n diverges, show that the series n converges conditionally.

Tests for absolute convergence

The Comparison, Ratio, and Root Tests can be generalised.

Theorem [Comparison Test] Let (an), (bn) be sequences such that |an| |bn| for all n. Then

1. If

bn converges absolutely, then |a n | |bn|.

an

does also and

2. If

|an| diverges, then

|bn| diverges.

Proof. Apply the Comparison Test to the non-negative series |an| and |bn|.

Theorem [Ratio Test] Let such that |an+1| L = nlim |an| Then

an be a series

(L = allowed).

1. L < 1

an converges absolutely

2. L > 1

an diverges.

Proof. To prove the rst part, apply the Ratio Test to the non-negative series |a n |.

To prove the second part, note the proof of the Ratio Test for nonnegative series shows that, if L > 1, then |an| 0. It follows that an 0, so the necessary condition of convergence of diverges. an fails, and so an

Theorem [Root Test] Let

an be a series,

and suppose that |an|1/n L as n (where we allow L = ). Then,

1. L < 1

an converges absolutely.

2. L > 1

an diverges (This includes the

case L = ).

Proof. To prove the rst part, apply the Root Test to the non-negative series |a n |.

To prove the second part, note the proof of the Root Test for nonnegative series shows that, if L > 1, then |an| 0. It follows that an 0, so the necessary condition of convergence of diverges. an fails, and so an

Power Series

For our purposes, a power series is a series of the form anxn, where x is a real xn/n!, used to

variable. Perhaps the most important example of a power series is

dene the exponential function.

It turns out that, for any real number x, this series converges, and we may dene the exponential function by exp(x) =
xn n=0 n!

Consider the exponential series

xn n=0 n!

. Its

easy to show that this converges absolutely for all x. We simply observe that xn+1/(n + 1)! |xn/n!| |x| = 0, n+1

for any x, and so, by the Ratio Test, absolute convergence follows.

Less straightforward example.

Example Lets determine exactly those values of x for which the series convergent. xn/n is

Taking an = xn/n, the ratio |an+1|/|an| is xn+1/(n + 1) |xn/n| n = | x| |x|. n+1

The ratio test therefore tells us that the series converges absolutely if |x| < 1, and that it diverges if |x| > 1. But what if |x| = 1?

x = 1: here, ratio test is useless and we have to be more sophisticated. Well, |x| = 1 corresponds to two cases: x = 1 and x = 1. Treat each separately.

When x = 1, the series is the harmonic 1 , which we know diverges. series n

When x = 1, we have the series This is convergent, by the Leibniz

(1)n . n

Alternating Series Test. (Check this!)

So we have now determined exactly the values of x where the series converges: it converges for 1 x < 1 and diverges for all other values of x.

A general result about power series is as follows.

Theorem There is R such that the series anxn converges absolutely for all x (R, R), and diverges for all x with |X | > R. (This includes the case R = ).

In the case in which R is nite, what happens at R is not determined by this theorem, and has to be considered separately. The name radius of convergence is given to R. It is possible to have R = 0.

Key Lemma If with |x| < |x0|.

a n xn 0 converges then

anxn is absolutely convergent for any x

Proof. We have that anxn 0 0 as n . Therefore, there exists N such that | a n xn 0 | 1 for n N . Let |x| < |x0|, and note that x n n n | a n x | = | a n x0 | | | x0 x n | x0 |

for all n N.

But |x/x0| < 1, so geometric series.

x |n is a convergent |x
0

Hence, using the Comparison Test, convergent.

anxn is