Series of Real Numbers
Series of Real Numbers
is denoted by an or ∑ an.an is called the nth term of the series
∑ an.
Example 1:
1 + 1 + 1 + 1 + 1 + 1 + .... =
the sequence {a n}, i.e., an = a1 + a2 + a3 + a4 + a5 + ... .
Example 2:
In general , S N = 1 for N odd and S N = 0 for N even. Thus, (-1)n is
oscillatory.
If one computes the partial sums for 1/n one finds S 1 = 1, S2 =
3/2 = 1.5, S 3 = 11/6 ≈ 1.87, S 10 ≈ 2/93, S 20 ≈ 3.40, S 1000 ≈ 7.49,
If one computes the partial sums for 1/n2, then one obtains S 1 =
1, S2 = 5/4 = 1.25, S 3 = 49/36 ≈ 1.36, S 10 ≈ 1.55, S 100 ≈ 1.63, S1000 ≈
1.64.
a geometric series with ratio r diverges if Irl ≥ 1. If 0 < Irl <1, then
the series converges to the sum
Proof: It is easy to see that the series oscillates if r = ±1. then s n =
a + ar +ar2 + .... + ar n- 1. multiplication by r yields
rSn = ar + ar2 +... +arn.
Subtracting the second equation from the first produces S n - rSn = a
- ar2. Therefore. S n (1 - r) = a(1 - r n). and the partial sum is
which means that series converges and its sum is a/(1 - r). It is left
to you to show that the series diverges if Irl > 1.
Example can be given, such as a n = n is an unbounded sequence
with no limit point and a n = 1, if n is even; a n = n, if n is odd is an
unbounded sequence with a limit point 1.
has a ratio of r = 1/2 with a = 3, Because 0 < Irl < 1, the series
converges and its sum is
an = Sn = L
Then, because S n = Sn-1 + an and
it follows that
So, the limit of the nth term is not 0 and the series diverges.
(b) For the series .
So, the limit of the nth term is not 0 and the series diverges.
1. Geometric series
∑un = 1 + r + r 2 + r3 + ... + rn-1 + rn + ....
Comparison Test
Test I. First Comparison Test
Let ∑u n and ∑vn be two positive term series such that
un ≤ k vn ∀ n ≥ m. ...(1)
(k being a fixed positive number and m a fixed positive integers)
Then
(i) ∑vn converges ⇒ ∑un converges.
(ii) ∑u n diverges ⇒ ∑un diverges.
Proof: Let <Sn> and <Tn> be the sequence of partial sums of the
series ∑un and ∑vn respectively.
For n ≥ m, we have
Sn - Sm = (u1 + u2 + ... + um + um+1 + um+2 + ... + u n) - (u 1 + u2 + ... +
u m)
or Sn - Sm = um+1 + um+2 + ... + un. ... (2)
Similarly,
Tn - Tm = vm+1 + vm+2 + ... + vn. .... (3)
From (1) and (2), we obtain
Sn - Sm ≤ k (vm+1 + vm+2 + ...vn)
or Sn - Sm ≤ k (Tn - Tm) using (3)
or Sn ≤ k Tn +a, ... (4)
where a = S m - k Tm is a fixed number.
(i) Suppose ∑ v n converges.
The sequence <T n> of partial sums of ∑v n is bounded above i.e.,
there exists a positive real number t such that
Tn ≤ t ∀ n. ...(5)
From (4) and (5),
Sn ≤ kt + a ∀ n.
Thus the sequence <S n> of partial sums of ∑u n is bounded above
and so ∑u n is convergent.
(ii) Suppose ∑un diverges.
Then Sn = + ∞ .... (6)
From (4) and (6), we obtain
It follows that the sequence <T n> of partial sums of the series
∑un diverges and so ∑v n diverges.
Example 1: Test for convergence the series:
(i) 1/logn,
(ii) 1/n2logn
Solution: (i) We know log n < n for all n ≥ 2.
∴
(ii) We know
∴
Now
....(1)
Then
(i) ∑vn converges ⇒ ∑un converges,
(ii) ∑un diverges ⇒ ∑vn diverges,
Proof: For n ≥ m, we have
Thus
... (A)
From (1), we consider
(/ - ε) vn < un ∀ n ≥ m
or vn < kun ∀ n ≥ m, ....(3)
where k = 1// - ε > 0 is a fixed number.
Applying First Comparison Test in (3), we obtain
...(b)
From (A) and (B), it follows that
∑un converges ⇔ ∑vn converges,
∑vn diverges ⇔ ∑vn diverges.
Hence the two series ∑u n and ∑vn converge or diverge together.
Remark
(i)
(ii)
Solution:
(i)
(ii)
Solution: We have
Let
Now
So ∑un and ∑vn converge or diverge together.
Solution: We have
Let
Solution:
or
Let
so that ∑v n converges.
Now
So ∑un and ∑vn converge or diverge together.
Since ∑vn converges, so the given series ∑u n also converges.
Solution:
or
Let
Now
Let
Ratio Test
... (1)
Then
(i) ∑un converges if / > 1,
(ii) ∑u n diverges if /< 1.
Test fails if / = 1.
Proof. Case I. Let / > 1.
We can choose some ε > 0 such that / - ε > 1 or α > 1, α = / - ε.
Using (1), there exists a positive integer m 1 such that
Consider
or
...(2)
where
or
Consider
or
....(3)
n
where ∑vn = ∑1/β , being a geometric series with common ratio 1/β
> 1, is divergent. Hence, by Second Comparison Test as applied in
(3), ∑un is divergent.
Case III. We shall give examples of two series : one convergent
and the other divergent but both satisfying
...(1)
Then
(i) ∑un is convergent if / < 1.
(ii) ∑u n is divergent if / > 1.
where ∑vn = ∑1/2 n, being a geometric series with common ratio 1/2
<1, is convergent. Hence, by Second Comparison Test, ∑u n is
convergent.
Remark 3: If ∑un is a positive term series such that
Solution: Let
Solution: We have
∴
By Ratio Test, the given series diverges.
(i)
(ii)
Solution:
(i)
∴
By Ratio Test, ∑u n converges of 1/x > 1 i.e., x < 1 and ∑u n diverges
if 1/x < 1 i.e., x > 1. The test fails for x = 1.
For
∴
So ∑un and ∑vn converge or diverge together.
Since ∑vn = ∑1/n2 converges, so ∑u n converges (for x = 1).
Hence the given series converges for x ≤ 1 and diverges for x > 1.
(ii) We have
∴
By Ratio Test, the given series converges if 1/x > 1 i.e., x < 1 and
diverges if 1/x < 1 i.e., x > 1. The test fails for x = 1.
For x = 1, un =
Let
Now
(i)
(ii)
(iii)
Solution:
(i)
∴
By Ratio Test, ∑u n converges if 1/x 2 > 1 i.e., x 2 < 1 i.e., x < 1 and
diverges if x 2 > 1 i.e., x > 1. The test fails if x = 1.
For x = 1,
Let
Then
Since ∑vn = ∑1/√n diverges, so ∑u n diverges (for x = 1).
Hence the given series converges if x < 1 and diverges if x ≥ 1.
(ii) We have
∴
By Ratio Test, ∑u n converges if 1/x > 1 i.e., x < 1 and diverges if x
> 1. The test fails if x = 1.
For x = 1,
Let
∴
Since ∑vn = ∑1/n√n converges, so ∑u n converges (for x = 1).
Hence the given series converges if x ≤ 1 and diverges if x > 1.
(iii) We have
Let
As done in part (ii), ∑u n converges if x = 1.
Hence the given series converges if x ≤ 1 and diverges if x > 1.
(ii)
Solution:
(i)
Now
∴
Hence, by Ratio Test, ∑u n converges.
(ii) We have
∴
By Ratio test, ∑u n converges if 1/x > i.e., x < 1 and diverges if 1/x <
1 i.e., x > 1. For x = 1, we have
∴
So the given series diverges for x = 1. Hence the given series
converges if x < 1 and diverges if x ≥ 1.
Example 6: Test for convergence the series:
∴
By Ratio Test, ∑u n converges if 1/x > 1 i.e., x < 1 and ∑u n diverges
if x > 1. Ratio Test fails if x = 1.
For x = 1,
Clearly,
(i)
(ii)
Solution:
(i)
∴
∴ By Ratio Test, the given series converges if 1/x > 1
i.e., x < 1 and diverges if x > 1. The test fails if x = 1.
For
Let
(ii)
∴
By Ratio Test, the given series converges if 1/x > i.e., x < 1 and
diverges if 1/x < 1 i.e., x > 1. The test fails if x = 1.
For x = 1,
Let
∴
So ∑un and ∑vn converge or diverge together.
Since ∑vn = ∑1/n diverges, so ∑u n diverges (for x = 1).
Hence the given series converges if x < 1 and diverges if x ≥ 1.
∴
∴
Raabe’s Test
Let ∑u n be a positive term series such that
or
Consider
Since
or
or
(i)
(ii)
Solution:
(i)
∴
By Ratio Test, ∑u n converges if 1/x > 1 i.e., x < 1 and diverges if x
> 1. The test fails if x = 1. We shall now apply Raabe’s Test.
For
∴
⇒
By Raabe’s Test, ∑u n converges (for x = 1).
Hence the given series converges for x ≤ 1 and diverges for x > 1.
(ii)
∴
By Ratio Test, ∑u n converges if 1/x > 1 i.e., x < 1 and diverges if x
> 1. The test fails if x = 1.
For x = 1,
now,
∴
By Raabe’s Test, ∑u n diverges (for x = 1)
Hence the given series converges for x < 1 and diverges for x ≥ 1.
(ii)
Solution: (i) We have
∴
By Ratio test, ∑u n converges if 1/x 2 > 1 i.e., x < 1 (as x > 0) and
diverges if x > 1. The test fails for x = 1.
For x = 1,
∴
By Raabe’s test, ∑u n converges (for x = 1).
Hence the given series converges for x ≤ 1 and diverges for x > 1.
(ii)
∴
By Ratio test, ∑u n converges if 1/x 2 > 1 i.e., x < 1 (as x > 0) and
diverges if x > 1. The test fails for x = 1.
For x = 1,
Now
∴
By Raabe’s Test, ∑u n converges (for x = 1).
Hence the given series converges for x ≤ 1 and diverges for x > 1.
(ii)
∴
By Ratio test, ∑u n converges if 1/x 2 > 1 i.e., x < 1 (as x > 0) and
diverges if x = 1.
For x = 1,
Now
and
∴
Thus Ratio test fails. We shall now apply Raabe’s test.
∴
Hence, the given series is divergent.
...(1)
Case (i). Let / > 1. Choose a number p such that / ≥ p > 1.
By comparison test of the second type the series ∑u n will be
convergent if there exists a positive integer m such that [ n ≥ m
⇒
⇒ un/un+1 > eλ/n, [ n ≥ m ...(1)
We now that the sequence <(1 + 1/n) n> converges to e and hence
e ≥ (1 + 1/n) n, [ n ∈ N
⇒ eλ/n ≥ (1 + 1/n) λ ... (2)
From (1) and (2), we have
...(3)
λ
where vn = 1/n .
Since λ > 1, so ∑v n converges. Then, using comparison test of
second type it follows that the given series ∑u n also converges.
(ii) Prove as in part (i).
Note 1. The above Logarithmic test is alternative to Raabe’s test
and should be used when D'Alembert’s ratio test fails and when
either e occurs in u n/un+1 or n occurs as an exponent in u n/un+1.
Note 2. When Raabe's test fails we may use De Morgan’s and
Bertrand’s test given below. Again, when logarithmic test fails we
may use second logarithmic ratio test.
by binomial theorem
Thus
.... (1)
Case (i). Let / > 1. Choose a number p such that / ≥ p > 1.
By comparison test of the second type, the series ∑u n will be
convergent if there exists a positive integer m such that [ n > m
(i)
(ii)
(iii)
(iv)
Solution: (i) Here, we have
Here
(ii)
∴ ....(1)
and
Hence by ratio test, ∑u n converges if 1/x 2 > 1, i.e., x 2 < 1, i.e., x < 1
(as x > 0) and diverges if 1/x 2 < 1, i.e., x 2 > 1, i.e., x > 1. The test
fails if x = 1. In that case, from (1), we have
∴
and hence
Hence, by Raabe’s test, ∑u n is convergent.
Thus the given series converges if x ≤ 1 and diverges if x > 1.
(iii) Omitting the first term of the given series as it will not change
the nature of the series, we obtain
∴ ...(1)
Now
∴
Hence, by Raabe’s test, ∑u n converges for x 2 = 1.
Thus the given series converges if x 2 ≤ 1 and diverges if x 2 > 1.
(iv) Omitting the first term, the n th term of the resulting series is
∴ ...(1)
So
∴
Hence, by Raabe's test, ∑u n converges.
Thus the given series converges if x 2 ≤ 1 and diverges if x 2 > 1.
(i)
(ii)
Solution: (i) Omitting the first term, we have
Now
....(1)
∴
By ratio test, ∑u n converges if 1/ex > 1, i.e., if x < 1/e and diverges
if 1/ex < 1, i.e., if x > 1/e. When 1/ex = 1, i.e., x = 1/e, the test fails.
Since u n/un+1 will involve e for x = 1/ e, we shall apply logarithmic
test.
For x = 1/e, from (1)
∴
Now,
...(1)
Hence
as
By ratio test, ∑u n converges if 1/ex > 1, i.e. if x < 1/e and diverges if
1/ex < 1, if x > 1/e When 1/ex = 1, i.e., x = 1/e, the test fails. We
now apply logarithmic test.
For x = 1/e, from (1),
⇒
⇒
Hence, by logarithmic test, ∑u n diverges.
Thus the given series converges if x < 1/e and diverges if x ≥ 1/e.
(i)
(ii)
Solution: (i) Here, we have
∴ ...(1)
Here
Hence the ratio test fails and we now apply Raabe’s test.
Using (1),
...(2)
∴
Hence the Raabe’s test fails and we now apply De-Morgan’s and
Bertrand’s test. From (2),
∴
and so
and
∴ ...(1)
Hence the ratio test fails and we now apply Raabe’s test. Using (1),
...(2)
∴
Hence, by Raabe’s test, ∑u n converges if b - a > 1 and diverges if b
- a < 1. When b - a = 1. Raabe’s test fails and we now apply De-
Morgan's and Bertrand’s test.
∴
So
(i)
(ii) x + x1 + 1/2 + x1 + 1/2 + 1/3 + x1 + 1/2 + 1/3 + 1/4 + ...
Solution: (i) Omitting the first term, we have
∴ ...(1)
∴ ...(2)
So
Hence ∑un converges if p/2 > 1, i.e., if p > 2 and diverges if p/2 < 1,
i.e., if p < 2 and the test fails if p = 2.
For p = 2, from (2).
∴
∴
Hence by second logarithmic ratio test ∑u n diverges for p = 2.
Thus the given series converges if p > 1 and diverges if p ≤ 2.
(ii) Here, u n = x1 + 1/2 + ... + 1/n , un+1 = x1 + 1/2 + ... + 1/n + 1/(n +1)
∴ ...(1)
Here ratio test fails and we now apply logarithmic test.
From (1),
...(2)
∴
Hence ∑un converges if log (1/x) > 1, i.e., if 1/x > e, i.e., if x < 1/e
and ∑u n diverges if log (1/x) < 1, i.e., if x > 1/e. When x = 1/e, the
test fails and we shall now apply second logarithmic test
For x = 1/e, from (2)
Gauss Test
Theorem: Let an be a series with positive terms. Assuming
that there exists a real number p, a real number r > 1 and a real
bounded sequence {B n}∞n=1 such that for all n
... (1)
The series an diverges if and only if p ≤ 1.
Proof: Let an diverges if and only if p ≤ 1. Then for sufficiently
large n.
series
With (x → ∞)
Second, we find A n
If we set r = 2 then
And because p = 1 the series diverges.
Therefore, according to Gauss and Raabe’s test, the
Kummer’s test
Here comes probably the most powerful test for convergence, since
it applies to all series with positive terms.
Theorem: Let an be a series with positive terms. Then the
series converges if and only if there exist a positive number A,
positive numbers p n and a number N ∈ N such that for all n > N
...(2)
Proof: First we prove the convergence. For the right-to-left
implication, we adjust the equation (1)
pnan - pn+1an+1 ≥ Aan+1
With qn = pn/A we can write
qnan - qn+1an+1 ≥ an+1
Since we know the left side of upper inequality, we can construct a
sequence {B n}∞n=1 such that
qnan - qn+1an+1 = Bn+1an+1, ∀n Bn ≥ 1
The sequence {q nan}∞n=1 is positive and decreasing (follows from
(3)).
Therefore it has a limit
0 ≤ anqn < q1a1
Thus the series
anBn =P1a1 + a1B1
Now we shift the index n
an+1 Bn+1 = P1a1
We define the sequence {p nan}∞n=1 this way
pn+1an+1 =pnan - an+1 Bn+1
where
anBn = ∞
We have
we get
It is not difficult to see, that ∑1/p n = ∞ and pn > 0 for all n, thus we
found the numbers we were looking for.
Remark: Again, the requirement (5) is not necessary as any
positive and non-increasing {B n} Bn = A > 0 will do the trick (as
it is the monotony we are interested in).
As in the previous remark, if ∑a n is a divergent series and if we let
Bn = 1 for all n then Kummer’s test will confirm the divergence.
Remark: To sum it up, Kummer’s test is very powerful because it
really works for all the series with positive terms. On the other
hand, using this test is equally difficult as using the first and second
comparison test. The true strength of this test therefore lies in the
numbers p n. That is, the form of this test is a masterpiece, not its
contents.
To demonstrate the power of Kummer’s test, we show that Raabe’s
test and Bertrand’s test are in fact its corollaries. As for Raabe’s
test, if we set p n = n, we get
so
.. (6)
Where
...(7)
then the series an is convergent.
Compare with Bertrand’s test:
If ∃A > 0, ∃N ∈ N, ∀n > N:
...(8)
then the series an is convergent.
Since ε(n) can get arbitrarily small as n tends to infinity, we can
hide it inside the positive constant A. Thus (7) and (8) are
equivalent.
Divergence is a bit different and we will see that in this case, the
tests are not equivalent. That is, Kummer’s test is slightly stronger.
It is because now we have zero as a sharp border, while the
constant A from the previous case was quite flexible.
With (2), (6) and p n = n In n : if
(n + 1) In (n + 1) - n In n - In n - 1 = (n + 1) In (1 + 1/n) - 1 = ε(n) ≤
0 → false Using Kummer’s test (with p n = n In n)
0 ≤ 0 → true
There is infinite number of series that can be decided only with
Kummer’s version of Bertrand’s test, but if we use limit, the tests
are equivalent.
Root Test
= a2 + (a2 + a3) + (a3 + 2a4 + a5) + (a5 + 2a6 + 2a7 + 2a8 + a9)
+... + 2aN ≥ a2 + 2a4 + 4a8 + 8a16 + .....+
Thus proved.
Alternating Series
A series of the form u 1 - u2 + u3 - u4 + ..., where u n > 0 ∀ n ∈ N is
called an alternating series and is denoted by
Example:
Leibnitz Test
....(iii)
We shall now show that 〈S2n + 1〉 converges to l. We have
S2n + 1 = u1 - u2 + u3 - u4 + .... + u2n - 1 , - u2n + u2n + 1
From (iii), (iv), it follows that for any ε > 0, there exists positive
integers m1 and m2 such that
...(v)
....(vi)
Let m = max (m 1, m2) so that m ≥ m 1, m ≥ m2, .....(vii)
From (v), (vi), (vii) ;
⇒ 〈Sn〉 converges to l.
For Example
Example:
We have
(i) un+1 < un ∀ n,
(ii)
Hence, by Leibnitz’s Test, the given series is convergent.
(b) The proof of similar. The given series is convergent.
for all n. So, applying the Alternating Series Test, you can conclude
the series converges.
(i) bn+1 < bn because
Sometimes series have both positive and negative terms but they
are not perfectly alternating like those in the previous section. For
example
is not alternating but does have both positive and negative terms.
So how do we deal with such series? The answer is to take the
absolute value of the terms. This turns the sequence into a non-
negative series and now we can apply many of our previous
convergence tests. For example if we take the absolute value of
the terms in the series above, we get
does
Proof. Given converges. Define a new series where
So 0 ≤ bn = an + lanl < lanl + lanl = 2la nl. But converges, hence
series
This leads to the following definition.
Absolute Convergence
A series ∑un is said to be absolutely convergent if the series ∑ I
un I is convergent.
Notice that this series is not positive nor is it alternating since the
first few terms are approximately
Conditional Convergence
A series ∑un is said to be conditionally convergent, if
(i) ∑un is convergent and
(ii) ∑un is not absolutely convergent.
Notice that So let’s use the limit comparison test. The
terms of the series are positive and
1.
2. Further an+1 ≤ an is decreasing because
So the series of absolute values diverges. The original series is not
absolutely convergent.
Since the series is alternating and not absolutely convergent, we
check for conditional convergence using the alternating series test
1.
2.
Notice that So let’s use the limit comparison test. The
terms of the series are postive and
1.
2. Further a n is decreasing since
Since the two conditions of the alternating series test are satisfied,
let
1. If r < 1, then the series converges absolutely.
The (original) series diverges by the ratio test. The ratio test says
we don’t have to check for conditional convergence.
Let us look at the positive term series for this given series.
Let us look at the positive term series for the given series.
This is the harmonic series and it diverges, so the given series will
not converge absolutely. Now we must determine if the given
series will converge conditionally or diverge. To do this, we will
have to look at the alternating series. To do this, we must use the
alternating series test.
Let un = 1/n.
un > 0 for all n ≥ 1, so the first condition of this test is satisfied.
Now we must determine if the second condition is satisfied. This is
easy to see. As n gets larger, the fraction 1/n gets smaller. So u n ≥
un+1 and the second condition is true. Now let us determine if the
third condition is satisfied.
The third condition holds, so the alternating series converges, and
the given series converges conditionally.
So here the steps you will need to follow when determining
absolute convergence, conditional convergence or divergence of a
series. Look at the positive term series first. If the positive term
A. If it converges, then the given series converges absolutely.
B. If the positive terms series diverges, use the alternating series
test to determine if the alternating series converges. If this
alternating series diverges, then the given series diverges.
So the positive term series diverges by the ratio test, and the given
series does not converge absolutely. Therefore, we will have to
look at the alternating series to determine if it converges or not.
Since the cos nπ is the alternating term, the positive term series is
the harmonic series. Remember that the harmonic series diverges,
so the given series does not converge absolutely. Now to
determine the convergence of the alternating series.
Let un = 1/n.
un > 0 for all n ≥ 1, so the first condition of this test satisfied.
Now we must determine if the second condition is satisfied. This is
easy to see. As n gets larger, the fraction 1/n gets smaller. So u n ≥
un + 1 and the second condition is true. Now let us determine if the
third condition is satisfied.
Since nth term is raised to the nth power, we will use the nth-root
test to determine convergence or divergence of this series.
(i)
(ii)
(i) We have
....(2)
The condition is necessary.
....(4)
(∵ log 1 = 0)
(ii)
(i)