1

Lectures 11 - 13 : Innite Series, Convergence tests, Leibnizs theorem

Series : Let (a
n
) be a sequence of real numbers. Then an expression of the form a
1
+a
2
+a
3
+......
denoted by

n=1
a
n
, is called a series.
Examples : 1. 1 +
1
2
+
1
3
+ .... or

n=1
1
n
2. 1 +
1
4
+
1
9
+ .... or

n=1
1
n
2
Partial sums : S
n
= a
1
+a
2
+a
3
+...... +a
n
is called the nth partial sum of the series

n=1
a
n
,
Convergence or Divergence of

n=1
a
n
If S
n
S for some S then we say that the series

n=1
a
n
converges to S. If (S
n
) does not
converge then we say that the series

n=1
a
n
diverges.
Examples :
1.

n=1
log(
n+1
n
) diverges because S
n
= log(n + 1).
2.

n=1
1
n(n+1)
converges because S
n
= 1
1
n+1
1.
3. If 0 < x < 1, then the geometric series

n=0
x
n
converges to
1
1x
because S
n
=
1x
n+1
1x
.
Necessary condition for convergence
Theorem 1 : If

n=1
a
n
converges then a
n
0.
Proof : S
n+1
S
n
= a
n+1
S S = 0.
The condition given in the above result is necessary but not sucient i.e., it is possible that
a
n
0 and

n=1
a
n
diverges.
Examples :
1. If | x | 1, then

n=1
x
n
diverges because a
n
0.
2.

n=1
sinn diverges because a
n
0.
3.

n=1
log(
n+1
n
) diverges, however, log(
n+1
n
) 0.
Necessary and sucient condition for convergence
Theorem 2: Suppose a
n
0 n. Then

n=1
a
n
converges if and only if (S
n
) is bounded above.
Proof : Note that under the hypothesis, (S
n
) is an increasing sequence.
Example : The Harmonic series

n=1
1
n
diverges because
S
2
k 1 +
1
2
+ 2
1
4
+ 4
1
8
+ ... + 2
k1

1
2
k
= 1 +
k
2
for all k.
Theorem 3: If

n=1
| a
n
| converges then

n=1
a
n
converges.
Proof : Since

n=1
| a
n
| converges the sequence of partial sums of

n=1
| a
n
| satises the Cauchy
criterion. Therefore, the sequence of partial sums of

n=1
a
n
satises the Cauchy criterion.
Remark : Note that

n=1
a
n
converges if and only if

n=p
a
n
converges for any p 1.
2
Tests for Convergence
Let us determine the convergence or the divergence of a series by comparing it to one whose
behavior is already known.
Theorem 4 : (Comparison test ) Suppose 0 a
n
b
n
for n k for some k. Then
(1) The convergence of

n=1
b
n
implies the convergence of

n=1
a
n
.
(2) The divergence of

n=1
a
n
implies the divergence of

n=1
b
n
.
Proof : (1) Note that the sequence of partial sums of

n=1
a
n
is bounded. Apply Theorem 2.
(2) This statement is the contrapositive of (1).
Examples:
1.

n=1
1
(n+1)
2
converges because
1
(n+1)(n+1)

1
n(n+1)
. This implies that

n=1
1
n
2
converges.
2.

n=1
1

n
diverges because
1
n

1

n
.
3.

n=1
1
n!
converges because n
2
< n! for n 4.
Problem 1 : Let a
n
0. Then show that both the series

n1
a
n
and

n1
a
n
a
n
+1
converge or diverge
together.
Solution : Suppose

n1
a
n
converges. Since 0
a
n
1+a
n
a
n
by comparison test

n1
a
n
1+a
n
converges.
Suppose

n1
a
n
1+a
n
converges. By the Theorem 1,
a
n
1+a
n
0. Hence a
n
0 and therefore
1 1 + a
n
< 2 eventually. Hence 0
1
2
a
n

a
n
1+a
n
. Apply the comparison test.
Theorem 5 : (Limit Comparison Test) Suppose a
n
, b
n
0 eventually. Suppose
a
n
b
n
L.
1. If L R, L > 0, then both

n=1
b
n
and

n=1
a
n
converge or diverge together.
2. If L R, L = 0, and

n=1
b
n
converges then

n=1
a
n
converges.
3. If L = and

n=1
b
n
diverges then

n=1
a
n
diverges.
Proof : 1. Since L > 0, choose > 0, such that L > 0. There exists n
0
such that 0 L <
a
n
b
n
< L . Use the comparison test.
2. For each > 0, there exists n
0
such that 0 <
a
n
b
n
< , n > n
0
. Use the comparison test.
3. Given > 0, there exists n
0
such that
a
n
b
n
> n > n
0
. Use the comparison test.
Examples :
1.

n=1
(1 nsin
1
n
) converges. Take b
n
=
1
n
2
in the previous result.
2.

n=1
1
n
log(1 +
1
n
) converges. Take b
n
=
1
n
2
in the previous result.
Theorem 6 (Cauchy Test or Cauchy condensation test) If a
n
0 and a
n+1
a
n
n, then

n=1
a
n
converges if and only if

k=0
2
k
a
2
k converges.
3
Proof : Let S
n
= a
1
+ a
2
+ .... + a
n
and T
k
= a
1
+ 2a
2
+ .... + 2
k
a
2
k.
Suppose (T
k
) converges. For a xed n, choose k such that 2
k
n. Then
S
n
= a
1
+ a
2
+ .... + a
n
a
1
+ (a
2
+ a
3
) + ..... + (a
2
k + .... + a
2
k+1
1
)
a
1
+ 2a
2
+ .... + 2
k
a
2
k
= T
k
.
This shows that (S
n
) is bounded above; hence (S
n
) converges.
Suppose (S
n
) converges. For a xed k, choose n such that n 2
k
. Then
S
n
= a
1
+ a
2
+ .... + a
n
a
1
+ a
2
+ (a
3
+ a
4
)..... + (a
2
k1
+1
+ .... + a
2
k)

1
2
a
1
+ a
2
+ 2a
4
+ .... + 2
k1
a
2
k
=
1
2
T
k
.
This shows that (T
k
) is bounded above; hence (T
k
) converges.
Examples:
1.

n=1
1
n
p
converges if p > 1 and diverges if p 1.
2.

n=1
1
n(logn)
p
converges if p > 1 and diverges if p 1.
Problem 2 : Let a
n
0, a
n+1
a
n
n and suppose

a
n
converges. Show that na
n
0 as
n .
Solution : By Cauchy condensation test

k=0
2
k
a
2
k converges. Therefore 2
k
a
2
k 0 and hence
2
k+1
a
2
k 0 as k . Let 2
k
n 2
k+1
. Then na
n
na
2
k 2
k+1
a
2
k 0. This implies that
na
n
0 as n .
Theorem 7 (Ratio test) Consider the series

n=1
a
n
, a
n
= 0 n.
1. If |
a
n+1
a
n
| q eventually for some 0 < q < 1, then

n=1
| a
n
| converges.
2. If |
a
n+1
a
n
| 1 eventually then

n=1
a
n
diverges.
Proof: 1. Note that for some N, | a
n+1
| q | a
n
| n N. Therefore, | a
N+p
| q
p
| a
N
|
p > 0. Apply the comparison test.
2. In this case | a
n
| 0.
Corollary 1: Suppose a
n
= 0 n, and |
a
n+1
a
n
| L for some L.
1. If L < 1 then

n=1
| a
n
| converges.
2. If L > 1 then

n=1
a
n
diverges.
3. If L = 1 we cannot make any conclusion.
Proof :
1. Note that |
a
n+1
a
n
| < L +
(1L)
2
eventually. Apply the previous theorem.
4
2. Note that |
a
n+1
a
n
| > L
(L1)
2
eventually. Apply the previous theorem.
Examples :
1.

n=1
1
n!
converges because
a
n+1
a
n
0.
2.

n=1
n
n
n!
diverges because
a
n+1
a
n
= (1 +
1
n
)
n
e > 1.
3.

n=1
1
n
diverges and

n=1
1
n
2
converges, however, in both these cases
a
n+1
a
n
1.
Theorem 8 : (Root Test ) If 0 a
n
x
n
or 0 a
n
1/n
x eventually for some 0 < x < 1
then

n=1
| a
n
| converges.
Proof : Immediate from the comparison test.
Corollary 2: Suppose | a
n
|
1/n
L for some L. Then
1. If L < 1 then

n=1
| a
n
| converges.
2. If L > 1 then

n=1
a
n
diverges.
3. If L = 1 we cannot make any conclusion.
Examples :
1.

n=2
1
(logn)
n
converges because a
1/n
n
=
1
logn
0.
2.

n=1
(
n
n+1
)
n
2
converges because a
1/n
n
=
1
(1+
1
n
)
n

1
e
< 1.
3.

n=1
1
n
diverges and

n=1
1
n
2
converges, however, in both these cases a
1/n
n
1.
Theorem 9 : (Leibniz test ) If (a
n
) is decreasing and a
n
0, then

n=1
(1)
n+1
a
n
converges.
Proof : Note that (S
2n
) is increasing and bounded above by S
1
. Similarly, (S
2n+1
) is decreasing
and bounded below by S
2
. Therefore both converge. Since S
2n+1
S
2n
= a
2n+1
0, both (S
2n+1
)
and (S
2n
) converge to the same limit and therefore (S
n
) converges.
Examples :

n=1
(1)
n 1
n
,

n=1
(1)
n 1
n
2
and

n=2
(1)
n 1
logn
converge.
Problem 3: Let {a
n
} be a decreasing sequence, a
n
0 and lim
n
a
n
= 0. For each n N, let
b
n
=
a
1
+a
2
+...+a
n
n
. Show that

n1
(1)
n
b
n
converges.
Solution : Note that b
n+1
b
n
=
1
n+1
(a
1
+ a
2
+ ... + a
n+1
)
1
n
(a
1
+ ... + a
n
) =
a
n+1
n+1

(a
1
+...+a
n
)
n(n+1)
.
Since (a
n
) is decreasing, a
1
+ ... + a
n
na
n
. Therefore, b
n+1
b
n

a
n+1
a
n
n+1
0. Hence (b
n
) is
decreasing.
We now need to show that b
n
0. For a given > 0, since a
n
0, there exists n
0
such that
a
n
<

2
for all n n
0
.
Therefore, |
a
1
++a
n
n
| = |
a
1
++a
n
0
n
+
a
n
0
+1
++a
n
n
| |
a
1
++a
n
0
n
| +
nn
0
n

2
. Choose N n
0
large
enough so that
a
1
++a
n
0
N
<

2
. Then, for all n N,
a
1
++a
n
n
< . Hence, b
n
0. Use the Leibniz
test for convergence.