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You
may
want
to
read about
the life &
works
of
Cauchy.
Augustin-Louis Cauchy
(1789 1857)
Sequences
Elements
of any set
that is in
bijection
with
the
set
of
natural
numbers is
a sequence.
{sn } `
to denote that the sequence {xn } converges to `. A sequence that does not converge to a real
number is said to diverge.
Example 1.
(i) Every constant sequence converges. In fact, if sn = c, then {sn } c.
{sn } `
means
sN +1 , sN +2 ,
sN +3 , . . .
(`, `+)
> 0
and some
N = N ().
(ii) {sn } 0 if and only if {|sn |} 0. If ` 6= 0, {sn } ` implies {|sn |} |`| but {|sn |} |`|
does not imply {sn } `.
(iii) The sequence
n o
1
n
converges to 0.
(iv) The sequence {(1)n } does not converge, whereas the sequence
n
1
2
(1)n
n
converges to 0.
e and
are two of
the most
important
constants
in
Mathematics.
You
may
want
to
read more
about
these.
converges.1
o
+ + n1 ) ln n converges.2
You
may
want
to
read about
the life &
works
of
Euler.
Leonard Euler
(1707 1783)
Theorem 1. Every convergent sequence of real numbers has a unique limit.
Proof. Suppose the real sequence {sn } converges to both `1 and `2 . If `1 6= `2 , we may suppose
without loss of generality that `1 > `2 . We will show that `1 `2 < for every choice of > 0,
thereby proving that `1 `2 = 0. This will prove that {sn } converges to a unique real number.
Let > 0 be any real number. Since {sn } `1 , there exists N1 such that |sn `1 | < whenever
n > N1 . And since {sn } `2 , there exists N2 such that |sn `2 | < whenever n > N2 . So if
N = max{N1 , N2 }, both |sn `1 | < and |sn `2 | < whenever n > N . But then
`1 `2 = |`1 `2 | = |(sn `1 ) (sn `2 )| |sn `1 | + |sn `2 | < + = 2.
Theorem 1 allows us to say that ` is the limit of the sequence {sn }.
1
The limit of this sequence is denoted by the letter e. It turns out that e is not only an irrational number, but
also transcendental, and e 2.7182818284 to ten decimal places.
2
The limit of this sequence is denoted by the Greek letter . It turns out that is not only an irrational number,
but also transcendental, and 0.5772156649 to ten decimal places.
|xn `| < ,
|yn `| <
Definition 3. We say the sequence {sn } of real numbers is bounded if there is a real number M
such that |sn | M for each n 1.
All sequences in Example 1 are bounded. The sequence {1, 2, 3, . . .} is not bounded. The following
theorem shows that the class of all bounded sequences properly contains the class of all convergent
sequences.
Theorem 2. Every convergent sequence of real numbers is bounded. However, not every bounded
sequence is convergent.
Proof. Let {sn } be a sequence of real numbers converging to ` R. Then there exists N such
that |sn `| < 1 whenever n > N ; in other words, sn (` 1, ` + 1) whenever n > N . On the other
hand, the first N terms of the sequence lie in the interval [m, M ], where m = min{s1 , . . . , sN } and
M = max{s1 , . . . , sN }. Thus the entire sequence lies in [m, M ] (` 1, ` + 1), and is therefore
bounded.
The sequence {+1, 1, +1, 1, . . .} is bounded (by 1, for instance) but not convergent (can you see
why?). Thus we have an example of a bounded and divergent sequence.
Proposition 2. (Properties of the Limits of Sequences)
Suppose {xn }, {yn } are convergent sequences of real numbers, with {xn } X and {yn } Y .
(i) For any c R, {cxn } cX.
(ii) {xn yn } X Y .
(iii) {xn yn } XY .
(iv) If yn 6= 0 for all sufficiently large n and Y 6= 0, then {1/yn } 1/Y .
(v) If yn 6= 0 for all sufficiently large n and Y 6= 0, then {xn /yn } X/Y .
Proof. Let be any positive real number. Then there exists N1 and N2 such that
|xn X| < for n > N1
and
(1)
By setting N = max{N1 , N2 }, we note that both inequalities in (1) hold for n > N .
(i) From (1),
|cxn cX| = |c| |xn X| < |c| for n > N1 .
Hence {cxn } cX.
(ii) From (1),
|(xn + yn ) (X + Y )| = |(xn X) + (yn Y )| |xn X| + |yn Y | < + = 2 for n > N.
Hence {xn + yn } X + Y .
Putting c = 1 in part (i), we obtain {yn } Y . Hence {xn yn } = {xn +(yn )} XY .
3
Convergent
sequence
are
bounded,
but
bounded
sequences
need
not
be convergent.
(iii) We know that the convergent sequence {xn } is bounded by Theorem 2; let |xn | M for
n 1. From (1),
|xn yn XY | = |xn (yn Y )+(xn X)Y | |xn | |yn Y |+|xn X| |Y | < M +|Y | = (M +|Y |).
Hence {xn yn } XY .
Note that if yn = c for each n 1, then Y = c and we have the result of part (i).
(iv) Suppose yn 6= 0 whenever n > n0 . We choose = |Y |/2 in (1). Then there exists N0 such
that yn (Y , Y + ) whenever n > N0 . In particular, m := inf{|yn | : n > n0 } > 0. Hence
from (1),
1
1 yn Y
y Y = y Y < m |Y | .
n
n
Therefore {1/yn } 1/Y .
(v) From (1), and parts (iii), (iv),
xn
yn
= xn
1
yn
1
Y
.
(iii) { n n} 1.
q
p
1
,
we have np >
1
and so n1p 0 < . Thus {1/np } 0.
(ii) If a = 0, the sequence is a constant 0 and so the limit is also 0. If |a| < 1, a 6= 0, we may
write |a| = 1/(1 + b) with b > 0. Then
0 < |an 0| = |a|n =
1
1
<
,
n
(1 + b)
nb
the last inequality from the binomial expansion (1 + b)n > 1 + nb > nb since all missing terms
are positive. The result now follows from Example 1, part (ii) and Proposition 1.
n
n = 1 + sn with sn > 0 for n > 1. Thus
(iii) Since n n > 1 for n > 1, we may write
q
n 2
2
n
n = (1 + sn ) > 2 sn , so that 0 < sn < n1 for n > 1. Thus {sn } 0 by Proposition 1,
and { n n} 1.
If 0 < a < 1, then applying the above result to b = 1/a gives { n b} 1. Proposition 2, part
Bounded
monotonic
sequences
converge.
Proof. We prove the theorem only for bounded nondecreasing sequences; the same proof holds
for increasing sequences and an analogous proof holds for nonincreasing and decreasing sequences.
Let {sn } be a bounded nondecreasing sequence of real numbers, and let S = {sn : n N}. Since
{sn } is bounded, sup S R. We show that {sn } sup S. Let be any positive real number.
From the definition of supremum, we have that sup S is not an upper bound for S; consequently
sn > sup S for at least one n, say N . But then sn sN > sup S for all n > N , because {sn }
is nondecreasing. Hence
sup S < sn sup S for n > N,
and this proves that |sn sup S| < whenever n > N . Therefore {sn } is convergent.
Definition 5. We say that a sequence {sn } of real numbers diverges to +, and write lim sn =
+, when to each real number R there corresponds a positive integer N such that sn > R whenever
n > N.
We say that a sequence {sn } of real numbers diverges to , and write lim sn = , when to
each real number r there corresponds a positive integer N such that xn < r whenever n > N .
Proposition 4. Suppose {sn } is an unbounded sequence of real numbers. If {sn } is nondecreasing,
then lim sn = +; if {sn } is nonincreasing, then lim sn = .
Proof. The first term of a nondecreasing sequence serves as its lower bound (in fact, its infimum),
while the first term of a nonincreasing sequence serves as its upper bound (in fact, its supremum).
So since {xn } is unbounded, for any real number R, we must have sn R for all sufficiently large
n in the first case, and sn R for all sufficiently large n in the second case. This proves the
proposition.
Remark 1. Providing a proof for the convergence of a given sequence typically requires the application of Definition 2. This often requires playing round with algebraic inequalities involving
the absolute value function x 7 |x|. The behaviour of many sequences is not apparent from the
definition we do not know whether the sequence is convergent or divergent even after computing
several terms. Many sequences that we encounter are related to the ones given in Example 1 and in
Proposition 3. In general, a standard method to prove the convergence of a sequence without having
to go through the definition is to use either Theorem 3 or Corollary 1.
n
1
n
n o
You
may
want
to
read
about the
constant e.
an =
k=0
n
X
n 1
k nk
n (k 1)
1 n n1
k! n
n
n
k=0
n
X
1
1
=
1
k!
n
k=0
n
X
1
2
k1
1
1
n
n
1
n+1
1
1
1
k!
n+1
k=0
= an+1 .
<
k=0
n+1
X
<
k!
(2)
2
k1
1
n+1
n+1
2
k1
1
n+1
n+1
n
X
n
1
< an < 1 +
= 1 + 2 = 3.
k1
n
2
k=1
Thus the sequence {an } is bounded above by 3, and hence converges (to a real number in between 2
and 3), by Theorem 3. The limit is denoted by e, was discovered by Jacob Bernoulli in 1683, but
given this notation by Euler after himself.
n
bn bn1 =
< 0.
1=
n
X
1
k=2
<
Z n
1
1
dx = ln n <
n1
X
n
X
1
1
<
.
k k=1 k
k=1
Thus the sequence {bn } is bounded below by 0, and hence converges (to a real number in between 0
and 1), by Theorem 3. The limit is denoted by , and called the Euler-Mascheroni constant, was
discovered by Euler in 1734. However, Euler used the symbol C to denote the limit.
Remark 2. More can be said about how closely the sequence {bn } in Example 3 approaches . For
instance,
1
1
< bn <
.
2(n + 1)
2n
You
may
want
to
read
about the
constant .
However, a small change in the sequence {bn } leads to a sequence that approximates much better:
cn = 1 +
1
1
+ +
2
n
ln n +
1
2
satisfies
1
1
< cn <
.
2
24(n + 1)
24n2
Let {sn } be a sequence of real numbers. For each positive integer N , let
uN = inf{sn : n > N }
vN = sup{sn : n > N }.
and
(3)
Since the sets SN := {sn : n > N } get smaller (SN +1 SN for each N 1) as N increases,
u1 u2 u3 . . . un . . .
v1 v2 v3 . . . vn . . . .
and
Since the sequence {un } , Theorem 3 would imply convergence if it was bounded and Proposition 4
would imply divergence to + if unbounded. The sequence {vn } , and the same conclusions may
be drawn for the sequence {vn } except that it would diverge to if unbounded. The sequence
{un } and {vn } play a major role in the theory of sequences.
Definition 6. Let {sn } be a sequence of real numbers. We define the limit superior and the
limit inferior of the sequence {sn } by
lim sup {sn } = lim
sup{sn : n > N }
and
inf{sn : n > N } .
If {sn } is not bounded above, then we define lim sup {sn } = +. If {sn } is not bounded below,
then we define lim inf {sn } = .
Proposition 5. (Properties of lim sup & lim inf)
Let {sn } be a sequence of real numbers.
limsup and
liminf
of
sequences
always exist, either
as a real
number, or
as + or
.
(iv) If {sn } and {tn } are bounded sequences of real numbers, then
lim inf {sn + tn } lim inf {sn } + lim inf {tn },
(v) If {sn } is bounded, then lim inf {sn } = m if and only if, for any positive real number , (a)
sn > m for all sufficiently large values of n, and (b) sn < m + for infinitely many values
of n.
(vi) If {sn } is bounded, then lim sup {sn } = M if and only if, for any positive real number , (A)
sn < M + for all sufficiently large values of n, and (B) sn > M for infinitely many
values of n.
Proof. Let {sn } be a sequence of real numbers. We use the notation given by (3) for the sequence
{sn }, and UN and VN for the corresponding terms for the sequence {tn } throughout this proof.
Basic properties
of
limsup and
liminf
of
sequences.
(i) If {sn } is bounded, then uN vN for each N N. Hence lim inf {sn } = lim uN lim vN =
lim sup {sn }.
If {sn } is unbounded, the either lim sup {sn } = +, or lim inf {sn } = . The inequality
now follows from the definition < x < + for all x R.
(ii) For any nonempty set X of real numbers, we claim that
inf X = sup(X).
Note that X = {x : x X}. By the definition of supremum, x sup(X), and for
each positive real number , there exists x (X) such that x > sup(X) . This is
the same as x sup(X), and and for each positive real number , there exists x X
such that x < sup(X) + . Thus sup(X) is the greatest lower bound for X, that is,
sup(X) = inf X, as claimed.
Therefore
lim sup {sn } = lim
= lim
lim
lim
inf{sn + tn : n > N }
uN + UN
lim uN + lim UN
lim
lim
sup{sn + tn : n > N }
vN + V N
lim vN + lim VN
If (b) was false, there would exist > 0 such that sn < m+ for only finitely many values of n.
So there must exist a positive integer N for which sn m + whenever n > N . Applying the
result of part (ii), now leads to lim inf {sn } m + , which again contradicts our hypothesis.
Thus (b) is true.
Conversely suppose both conditions (a) and (b) hold for the sequence {sn }. Let be any
positive real number. By condition (a), there exists a positive integer N such that sn >
m for n > N . Hence uN = inf{sn : n > N } m , and since the sequence {un } is
nondecreasing, un m for n > N . Taking limits as n , we get lim inf {sn } m .
Since this is true for any > 0, lim inf {sn } m.
On the other hand, for each positive integer N , condition (b) implies sn < m + for at least
one n > N . Hence uN = inf{sn : n > N } m + . Taking limits as N , we get
lim inf {sn } m + . Since this is true for any > 0, lim inf {sn } m.
Combining the two inequalities we see that lim inf {sn } = m.
(vi) Suppose lim sup {sn } = M . We prove both conditions (A) and (B) hold, by contradiction. If
(A) was false, there would exist > 0 such that sn M + for infinitely many values of n.
But then, for every N N, vN = sup{sn : n > N } M + . Taking limits as n , we get
lim sup {sn } M + , which contradicts our hypothesis. Thus (A) is true.
If (B) was false, there would exist > 0 such that sn > M for only finitely many values
of n. So there must exist a positive integer N for which sn M whenever n > N .
Applying the result of part (ii), now leads to lim sup {sn } M , which again contradicts
our hypothesis. Thus (B) is true.
Conversely suppose both conditions (A) and (B) hold for the sequence {sn }. Let be any
positive real number. By condition (A), there exists a positive integer N such that sn < M +
for n > N . Hence vN = sup{sn : n > N } M + , and since the sequence {vn } is
nonincreasing, vn M + for n > N . Taking limits as n , we get lim sup {sn } M + .
Since this is true for any > 0, lim sup {sn } M .
On the other hand, for each positive integer N , condition (B) implies sn > M for at least
one n > N . Hence vN = sup{sn : n > N } M . Taking limits as N , we get
lim sup {sn } M . Since this is true for any > 0, lim sup {sn } M .
Combining the two inequalities we see that lim sup {sn } = M .
Exercise 1. If {sn } is a sequence of real numbers, and if n = (s1 + + sn )/n for n N, prove
that
lim inf {n } lim inf {sn }, lim sup {n } lim sup {sn }.
Theorem 4. Let {sn } be a sequence of real numbers, and let ` R {}.
(i) If lim {sn } = `, then lim sup {sn } = lim inf {sn } = `.
(ii) If lim sup {sn } = lim inf {sn } = `, then lim {sn } = `.
Proof. Let {sn } be a sequence of real numbers. We use the notation given by (3) throughout
this proof. Thus
lim inf {sn } = lim uN = U
and
(i) Suppose lim {sn } = +, and let R be any positive real number. Then there exists a positive
integer N such that sn > R whenever n > N . Thus uN = inf{sn : n > N } R and
Convergent
sequences
are
precisely those
sequences
whose
limsup and
liminf are
equal.
10
Convergent
sequences
and
Cauchy
sequences
are
the
same
for
real
sequences.
They are
not
for
rational
sequences!
2.
Remark 3. Theorem 5 holds for real sequences, but not for rational sequences. Convergent sequences are always Cauchy, but the converse does not hold true for rational sequences; see Exercise 2.
Definition 8. A subsequence of a sequence {sn } of real numbers is a part of the sequence that
takes the form {snk }, where {nk } be an increasing sequence of positive integers.
Theorem 6. If {sn } converges to `, then every subsequence of {sn } also converges to `.
Proof. Let {sn } `, and let {snk } be a subsequence of {sn }. Let be any positive real number.
Then there exists a positive integer N such that |sn `| < whenever n > N . Since {snk } is a
subsequence, nk k. So if k > N , then nk > N and |snk `| < . Thus {snk } `.
An
example
of
a
nonconvergent
Cauchy
sequence
of rational
numbers.
A
subsequence is
obtained
from a sequence by
selecting
some
or
all of its
terms, in
the order in
which they
appear.
and
Since nk > n1 > N , snk is not a dominant term. Among all terms in the sequence that succeed
snk and are at least as large as snk , select the first such term. Call this term snk+1 , and note that
nk+1 > nk and snk+1 snk . Thus this selection can be continued indefinitely, and {snk } provides
us a nondecreasing subsequence of {sn }.
11
You
may
want
to
read about
the life &
works
of
Bolzano
and
of
Weierstrass.
q
q
sn+1
sn+1
n
n
lim inf
|s
|
lim
sup
|s
|
lim
sup
n
n
s
s .
n
Proof. Let us denote the four limits in order by , , , . Observe the second inequality follows
from the definition. There is nothing to prove in the first inequality if = , and in the third
inequality if = +.
12
To see the third inequality, let R be any real number greater than . By the definition of limit
superior, there exists a positive integer N such that
sn+1
: n N < R.
sup
s
n
n
sn < n c R for n > N,
Corollary 2. Let {sn } be a sequence of nonzero real numbers for which the sequence
converges to `. Then the sequence
np
o
n
sn+1
sn
np
n
|sn | `.
Series
The terms sequence and series are often used interchangeably in daily usage. They are, in fact,
mathematically speaking quite different. A series of real numbers is obtained by adding in order
the terms of a sequence. When there are only finitely many terms to add in the series, there is
no question about the existence of the sum. However, there is no guarantee that an infinite series
would have a finite sum.
Definition 10. A series of real numbers is an expression of the form a1 + a2 + a3 + + an + .
The series is said to be finite if there are finitely many terms in the sum, and infinite if there
are infinitely many terms in the sum.
Definition 11. The sequence of partial sums corresponding to the series a1 +a2 +a3 + +an +
is the sequence {Sn }n1 , where
Sn := a1 + a2 + a3 + + an =
n
X
ai .
i=1
13
(4)
Proof. By definition, the series an converges if and only if the sequence {Sn } of partial sums
converges, and the sequence {Sn } converges if and only if it is a Cauchy sequence by Theorem 5.
The condition on being Cauchy is as follows: given any > 0, there exists a positive integer N
such that |Sn Sm | < whenever m, n > N . Note that this inequality is valid when n = m. If
P
P
Pn
n > m, then |Sn Sm | = | nk=1 ak m
k=1 ak | = |
k=m+1 ak |; if n = m, |Sn Sm | = 0. Hence
the condition in (4).
P
Corollary 3. If a series
Proof. Suppose an converges. By Theorem 11, given any positive real number , there exists a
P
positive integer N such that | nk=n ak | < whenever n > N . Thus lim |an | = 0, and so lim an = 0
by Example 1, part (ii).
Remark 4. The converse to Corollary 3 is false: lim an = 0 does not imply that
as the example an = 1/n shows.
Proposition 6. The geometric series
Proof. If |r| 1, |a an | = |a| |r|n does not converge to 0. Hence a an diverges, by Corollary 3.
P
If |r| < 1, then {arn } 0. Thus Sn = a ni=1 ri = ar(1 rn )/(1 r) ar/(1 r), proving that
P
an converges.
P
(ii) If
bn converges.
bn = +.
Proof.
(i) Let N = max{N0 , N1 }. Then for n N and any k 0, by triangle inequality,
+k
+k
N
+k
NX
NX
X
bn
|bn |
an .
n=N
n=N
(5)
n=N
Since an converges, the sum on the right is less than any prescribed > 0 whenever N is
P
sufficiently large by Theorem 4. Hence the same holds true for bn by (5), so that the series
converges, again by Theorem 11.
n
n
0
(ii) If Sn =
0 , N2 }. Since
i=1 ai and Tn =
i=1 bi , then Tn Sn for n N = max{NP
P
an = +, we have {Sn } +. Hence {Tn } +, which is the same as bn = +.
Theorem 13. (The Limit Comparison Tests)
Let {an } and {bn } be sequence of positive real numbers, and let lim an /bn = `.
n
an and
an also converges.
an also diverges.
Convergence
implies
an 0.
So an 6 0
implies
divergence,
but divergence does
not imply
an 6 0.
an converges,
(i) If
Cauchys
criterion
for convergence.
arn
converges
iff |r| < 1.
Series
converges
if
it
is
dominated
term-byterm by a
convergent
series,
and
diverges if it
dominates
term-byterm
a
divergent
series.
Proof.
(i) Let be any positive real number. Then there exists a positive integer N such that abnn ` <
whenever n > N . Hence ` < abnn < ` + , and so (` )bn < an < (` + )bn whenever
P
P
P
n > N . Therefore if
bn converges, then so does
an ; and if
bn diverges, then so does
P
an , by Theorem 12.
Limit
Comparison tests
follow from
the Comparison
tests.
|an | con-
Definition 13. The series an is said to converge conditionally provided the series converges
but does not converges absolutely.
Theorem 14. (The Root Test) (Cauchy, 1821)
P
A series an
np
o
converges absolutely
if lim sup n |an | < 1;
diverges
if lim sup
np
n
np
n
np
n
|an | > 1.
P
|an | = 1.
o
Suppose < 1. Then we may choose > 0 such that 0 < + < 1. By the definition of limit
superior, there exists a positive integer N such that
0 < < sup
q
n
|an | : n > N
< + < 1.
In particular, we have 0 |an | < ( + )n whenever n > N . Since the geometric series ( + )n
P
P
converges by Proposition 6, Theorem 5pimplies n>N |an | converges. Hence |an | also converges.
Suppose > 1. Then the sequence { n |an |} has a subsequential limit > 1 by Theorem 9, and
consequently |an | > 1 for infinitely many choices of n. Thus {an } does not converge to 0, and so
cannot converge by Corollary 3.
For an = 1/n and bn = 1/n2 , Proposition 3, part (iii) shows = 1 in both cases, and we know
P
P
that an diverges whereas bn converges. Thus the test fails to provide a definite answer when
= 1.
P
15
an converges absolutely if
< 1 &
diverges if
> 1.
You
may
want
to
read about
the life &
works
of
dAlembert.
converges absolutely
diverges
if lim inf
o
n
an+1
an > 1.
o
o
n
n
an+1
The test gives no information when lim inf an+1
lim
sup
an
an .
o
o
n
n
an+1
and
Proof. We use the notation = lim inf an+1
=
lim
sup
an
an , as in Theorem 10.
Recall that by the same theorem. So if < 1, then < 1 and the series converges
absolutely by Theorem 14; and if > 1, then > 1 and the series diverges by Theorem 14.
P
For an = 1/n and bn = 1/n2 , = 1 = in both cases, and we know that an diverges whereas
P
bn converges. Thus the test fails to provide a definite answer when 1 .
Exercise 3. Give a direct proof of Theorem 15.
Remark 5. The Ratio test may be derived as a consequence of the Root test, as was shown in the
proof of Theorem 15. In fact, the Root test is stronger than the Ratio test in the sense that there are
series which fail the Ratio test but whose convergence or divergence can be determined by applying
the Root test.
Observe that
1/n
1/n
an
an
an1
a1
an1
a1 1/n
= lim sup
a0
= lim sup
,
an1 an2
a0
an1 an2
a0
n
n
1/n
the second equality since limn a0 = 1. Since this is the geometric mean of the first n consecutive
ratios of the series, the Ratio test depends on the behavior in the limit of each consecutive ratio, the
Root test only considers the average behavior of these ratios. Clearly, if all the consecutive ratios
get small then their average value will get small as well. The converse is false, which is why the
Root test is stronger.
For instance, consider the following rearrangement of the geometric series with first term 1 and
ratio 1/2:
1 1
1
1
1
+1+ + +
+
+ .
2
8 4 32 16
16
an converges absolutely if
< 1 &
diverges if
> 1.
Root test
is stronger
than Ratio
test,
but
often
harder to
apply.
The Ratio test fails since consecutive ratios alternate between 2 and 1/8, which implies = 1/8
and = 2. However, the geometric mean of the first 2n consecutive ratios is
n 1 1/2n
1
2
= .
8n
2
an
an1
a1
+
+ +
an1 an2
a0
< 1,
an converges.
Pn
i1 a .
i
i=1 (1)
Proof.
Consider the sequences S2n+1 of partial sums with an odd number of terms and the
sequences S2n of partial sums with an even number of terms. Observe that
S2n+1 S2n1 = a2n+1 a2n 0,
17
You
may
want
to
read about
the life &
works
of
Leibniz.
For convergence of an
alternating
series a1
a2 + a3
a4 + ,
you need
{an } 0.
Colin Maclaurin
(1698 1746)
Theorem 17. (The Integral Test) (Maclaurin-Cauchy)
Let N be a positive integer, and let f be a continuous, decreasing and nonnegative real-valued
function defined on [N, ). Then the series
You
may
want
to
read about
the life &
works
of
Maclaurin.
Z R
n=N
lim
R N
f (x) dx exists.
lim
R N
f (x) dx
f (n) f (N ) + lim
R N
n=N
Z R
and
R
f (x) dx.
f (x) dx
Z n+1
Z n
f (n) dx = f (n) =
n
f (n) dx
Z n
n1
f (x) dx.
(6)
n1
Summing all three terms in (6) from n = N + 1 to n = R, and adding f (N ) to each term, we get
Z R+1
f (N ) +
f (x) dx
N +1
Z N +1
Since
N
f (x) dx
R
X
f (n) f (N ) +
Z R
f (x) dx.
(7)
n=N
Z N +1
Z R+1
f (x) dx.
N
The condition on convergence of the series, as well as the bounds on the sum when convergent, now
follow on taking limits as R .
Example 4. (The p-series Test)
P
p
We show that the series
> 1. Observe that both the Ratio Test
n=1 1/n converges
if and only if p p
an+1
and the Root Test fail because limn an = 1 = limn n |an |.
For p > 0, the function f (x) = 1/xp is continuous, decreasing and positive on [1, ). If p 6= 1,
then
Z R
lim
R 1
xp dx =
1
lim R1p 1
1 p R
(
18
1
p1
if p > 1;
if 0 < p < 1.
f (n)
f (x) dx
behave
alike if f :
[N, )
R+
is
continuous
and .
By Theorem 17,
the series converges when p > 1 and diverges when 0 < p < 1.
Z
R
If p = 1, lim
R 1
17.
If p 0, limn np 6= 0. Hence the series diverges when p 0, by Corollary 3.
References
Richard R. Goldberg, Methods of Real Analysis, Second Edition, John Wiley & Sons, 1976.
Kenneth A. Ross, Elementary Analysis: The Theory of Calculus, Third Edition, McGraw Hill
International Editions, 1976.
19