Chapter

Numerical series
1

1.1. Definitions and generalities

Definition 1. Let (un )n>0 be a real sequence.

X
The expression u0 + u1 + · · · + un + · · · = un is called a numerical series with general term
X X n>0

un , and we note un or un .
n

n
X
The sequence (Sn )n>0 where Sn = uk = u0 + u1 + · · · + un , is called the sequence of partial sums
X k=0
of the series un .

X
Definition 2. On dit que la série un converge (resp. diverge), si la suite de ses sommes
X
partielles (Sn ) converge (resp. diverge). Si la série un converge, la limite de (Sn ) notée
+∞
X X
uk = S est appelée la somme de la série un .
k=0

Example 1.
X
1. The geometric series q n is convergent if and only if |q| < 1.

Indeed: if q = 1, then Sn = n + 1 n −→ +∞.

→+∞
1 − q n+1
If q 6= 1, then Sn = which has a finite limit if and only if |q| < 1.
1−q
X
2. If the series un where un = an − an+1 and the numerical sequence (an )n converges
n>0
 X
to l, then the series un converges to a0 − l.

Indeed,
n
X
Xn
Sn = uk = (ak − ak+1 ) = a0 − an+1 ,
k=0 k=0
X
hence lim Sn = a0 − l. So the series un is convergent and its sum is S = a0 − l. For
n→+∞
n>0
example
X 1 1
the series is convergent and its sum S = 1 − lim + 1 = 1.
n>1
n(n + 1) n→+∞ n + 1

1.1.1. Series with complex terms

X
Definition 3. We call complex series un , any series whose general term is written in the
n
form un = an + i bn where an and bn are real.

The partial sum Sn of the first n terms is written


 A = a + a + ... + a
n 0 1 n
Sn = An + iBn , where
 B = b + b + ... + b .
n 0 1 n
X
The complex series un is said to be convergent if, and only if, the series with general
n
terms an and bn , the real and imaginary parts of un , respectively, are separately convergent.

We have 
 lim A = A
€ Š n
lim Sn = A + iB ⇔ n→+∞
n→+∞  lim B = B.
n
n→+∞

X X
The study of a series with complex terms un = (an + i bn ) can therefore be reduced to that of
X n
X n
the two series with real terms an and bn . Thus
n n
 X  X

 a n converges with sum A 
 (an + i bn ) converges
n
X ⇔ n

 bn converges with sum B  with sum A+iB.

n
 Remark 1. According to the previous equivalence, we deduce that,
X X X
an and bn diverges ⇔ (an + i bn ) diverges.
n n n

1.1.2. General convergence criteria

X
Definition 4. Definition[Cauchy criterion] A numerical series un is said to be Cauchy if

its sequence (Sn )n of partial sums is Cauchy i.e.,

∀ε > 0, ∃Nε ∈ N/∀p, q ∈ N : (p > q > Nε ⇒ |S p − Sq | < ε)

or again

p+m
X
∀ε > 0, ∃Nε ∈ N/∀p, m ∈ N : (p > Nε ⇒ uk < ε).
k=p+1

1
Example 2 (Harmonic series). The general term of a harmonic series is un = , (n ∈ N∗ ).
n
n
X 1
Since the sequence Sn = is not Cauchy (see Example 1.30), then the harmonic series
k=1
k
X1
is not Cauchy. Thus it is divergent.
n>1
n

A necessary condition for a numerical series to be convergent is given by the following Proposi-

tion.
X
Proposition 1. Let the numerical series be un , then,

X
the series un converges ⇒ lim un = 0.
n→+∞

Remark 2.

i) By the contrapositive, we deduce that if the general term of a series does not tend to

0, then the series is divergent.

 ii) The reciprocal of the previous Proposition is false.

1
Example 3. The harmonic series diverges, but lim un = lim = 0.
n→+∞ n→+∞ n

1.1.3. Operations on series

Definition 5. Let (un )n and (vn )n be two numerical sequences, and let λ be a real number.
X X X
The series (un + vn ) is called, the series sum of the two series un and vn .
X X
The series λun is called, the series product of the series un by the scalar λ.

Remark 3. The set of numerical series is a vector space on R.

X X
Proposition 2. Let un and vn be two numerical series, then,
X X X
1. if un converges and vn converges, then the series (un + vn ) converges,
X X X
2. if un converges and vn diverges, then the series (un + vn ) diverges,
X X
3. if un diverges and vn diverges, then we cannot conclude anything about the nature
X
of the series (un + vn ).

Definition 6. The space of convergent series is a vector subspace of the space of numerical
X X X
series, i.e., if the two series un and vn are convergent, then the series (αun + β vn )

(α, β ∈ R) converges and we have

+∞
X +∞
X +∞
X
(αun + β vn ) = α un + β vn .
n=0 n=0 n=0
 X X
Definition 7. Let un be a numerical series and let n ∈ N, the series uk = R n is called
X k > n+1

the remainder of order n of the series un .

X
Proposition 3. The series un converges, if and only if the sequence (R n )n converges to 0.

Remark 4.
X X
i) If the two series un and vn differ only by a finite number of terms, then the two

series are of the same nature. In case of convergence, they do not necessarily have the

same sum.
X
ii) The nature of a series un does not change if a finite number of terms are added or

subtracted.

iii) The nature of a series does not depend on its first terms.

1.2. Series with positive terms

X
Definition 8. The series un is said to have positive terms if for all n > 0 : un > 0.

Note that the sequence of partial sums (Sn )n is increasing, so we have,

X
Proposition 4. A series with positive terms un converges if and only if its sequence of

partial sums (Sn )n upper bounded(bonnded above).

Furthermore, in this case, we have

+∞
X
un = lim Sn = sup Sn .
n→+∞ n∈N
n=0
X X
We also note un < +∞ to say that the series un converges.
 X
Remark 5. Let un be a series with positive real terms. If (Sn )n is not upper bounded, then

lim Sn = +∞,
n→+∞
X
so the series un diverges ⇔ lim Sn = +∞.
n→+∞
+∞
X
In this case we write un = +∞.
n=0

1.2.1. Comparison criteria

Direct comparison convergence

X X
Theorem 1. Let un and vn be two series with positive real terms such that,

∃n0 ∈ N, ∀n > n0 : un 6 vn ,

then,
X X
i) the series vn converges ⇒ the series un converges,
X X
ii) the series un diverges ⇒ the series vn diverges.

X
If the series vn converges, then the sequence of partial

1 X 1
X  ‹
Example 4. Consider the series sin n and . It is clear that the two series have
n>0
2 n>0
2n
positive terms, and moreover we have
1 1
 ‹
∀n ∈ N, 0 < sin n 6 .
2 2n
X 1 X 1
 ‹
Since n
is a convergent geometric series, then the series sin n is convergent.
n>0
2 n>0
2

X X
Corollary 1. Let un and vn be two series with positive real terms such that un = O(vn ),

for n → +∞. Then

X X
i) the series vn converges ⇒ the series un converges,
 X X
ii) the series un diverges ⇒ the series vn diverges.

X X un
Corollary 2. Let un and vn be two series with positive real terms such that lim =l
n→+∞ v
n
(l ∈ R+ ).

i) If l = 0 (i.e., un = o(vn )), then,

X X
a) the series vn converges ⇒ the series un converges,
X X
b) the series un diverges ⇒ the series vn diverges.
X X
ii) If l 6= 0, then the two series un and vn are of the same nature. In particular for

l = 1 the two series are said to be equivalent (i.e., un ∼ vn ).

Example 5.
X X
1. Let un and vn be series such that,
n>0 n>0

1 3
 ‹
un = ln 1 + n and vn = n .
2 2
un 1 X X
We have lim = , and as vn is convergent, so is un .
n→+∞ v
n 3
 
X X 1 1
2. Let un and vn be series such that un = and vn = arctan p . We
n n(1 + ln(n))
have
1 + ln(n)
 
un 1 1
lim = lim arctan p = lim p = 0,
n→+∞ v
n
n→+∞ n n(1 + ln(n)) n→+∞ n
because,
 
1 1
arctan p ∼ p .
n(1 + ln(n))n(1 + +∞
ln(n))
X X
Since the series un is divergent, so it is the same for the series vn .
Integral criterion

Proposition 5. Let f : [1, +∞[−→ R+ be a continuous and decreasing function. Then

X Z +∞ Z +∞
the series f (n) converges ⇐⇒ f (t) d t converges (i.e., f (t) d t < +∞).
1 1

Example 6 (Riemann series).

X 1
Let the series (α > 0).
n>1
nα
1
Let us set f (t) = α . It is easy to see that the function f is continuous and decreasing on
t
[1, +∞[, and we have



 +∞ if α = 1
Z +∞ Z +∞ 
1

f (t) d t = d t = +∞ if α < 1
1 1
tα 

 1

if α > 1,

α−1
X 1
hence the Riemann series converges if and only if α > 1.
n>1
nα
X1
For α = 1: the series is called a harmonic series. Using the Cauchy criterion, we
n>1
n
X1
can show that the series is divergent.
n>1
n

X 1 convergent if α > 1

The Riemann series is
nα  divergent if α 6 1

1
For α 6 0, the series diverges because 6→ 0 when n → +∞.
nα

1.2.2. Convergence by comparing with Riemann

X
Proposition 6. Let un be a series with strictly positive terms.
X
i) If for α > 1: lim nα un = 0 ⇒ the series un is convergent.
n→+∞
 X
ii) If for α 6 1 : lim nα un = 0 ⇒ the series un is divergent.
n→+∞

This follows immediately from the Corollary

X n+2 X 1 X 1
Hence the series is convergent because is ( is a geometric series of
n>0
3n n>0
2n n>0
2n
1
reason < 1).
2

D’Alembert’s criterion
X
Proposition 7 ( D’Alembert’s rule). Let un be a series with strictly positive terms.

un+1
1. If there exists n0 ∈ N such that, ∀n > n0 , > 1, then sumun diverges.
un
un+1 X
2. If there exists n0 ∈ N and 0 < λ < 1 such that, ∀n > n0 , 6 λ, then un converges.
un

X
Corollary 3 ( Usual D’Alembert criterion). Let un be a series with strictly positive terms,
un+1
such that lim = λ.
n→+∞ u
n
X
1. If λ < 1, then the series un converges.
X
2. If λ > 1, then the series un diverges.
X
3. If λ = 1, we can say nothing about the nature of the series un .

X n!
Example 7. Study the nature of the series . We have
n>1
nn
un+1 (n + 1)! nn  n n 1 1
= · = = n+1
n =
.
1 n
un n! (n + 1)n+1 n+1 1 +
n n
So,
un+1 1
lim = lim
n = e−1 < 1.
n→∞ u n→∞ 1 + 1
n n
X n!
Thus, according to D’Alembert’s Criterion, the series converges.
nn
Cauchy’s rule
X
Proposition 8. Let un be a series with positive terms.

1. If there exists M ∈ R, 0 < M < 1 such that

p
n
un 6 M for n large enough, then the series
X
un converges.

p X
2. If n
un > 1 for n large enough, then the series un diverges.

X
Corollary 4. [Usual Cauchy rule]. Let un be a series with positive terms, let’s put,

λ = lim
p
n
un .
n→∞
X
i) If λ < 1, then the series un converges.
X
ii) If λ > 1, then the series un diverges.
X
iii) If λ = 1, we can say nothing about the nature of the series un .

1 n
X ‹
Example 8. Let the series un be of general term un = a + p , with a > 0 and p > 0.
X n
It is clear that the series un has positive terms and
v
1 n
t ‹
n
lim un = lim a + p = a.
p
n
n→∞ n→∞ n
X
Then the series un is convergent for a < 1 and divergent for a > 1. If a = 1, we cannot

conclude anything using Cauchy’s rule. But we have

1 n
 ‹
lim un = lim 1 + p
n→∞ n→∞ n
= lim e n ln(1+ np ) .
1

n→∞



 1 si p > 1

1
= lim e n np = e si p = 1
n→∞ 

 +∞ si 0 < p < 1


So the general term does not tend to zero, thus the series is divergent.
A question now arises, can we have different limits by applying the two Criteria, of D’Alembert and

that of Cauchy? The answer is given by the following Proposition.

X
Proposition 9. Let un be a series with strictly positive terms.

un+1
= l1 6= 0 and lim n un = l2 6= 0, then l1 = l2 .
p
1. if lim
n→+∞ u n→+∞
n

un
= l (l ∈ R+ ), then lim n un = l.
p
2. If lim
n→+∞ u n→+∞
n+1

un+1
= +∞, then lim n un = +∞.
p
3. If lim
n→+∞ u n→+∞
n

X
Remark 6. The converse of ii) is false. Indeed, it suffices to consider the series un where
n>0
  ‹n
2
if n is even


un = 3 ‹n
2

 2
 if n is odd
3
We have,
 4 if n is even

un+1 3
= ,
un  1 if n is odd
3
un+1
 ‹
then, the numerical sequence does not admit a limit, so the D’Alembert Criterion
un n
does not apply.
2 X
However, lim n un = < 1, so the Cauchy Criterion applies and the series
p
un
n→+∞ 3
un+1
converges. In particular, if lim = 1, there is no point in trying Cauchy’s rule.
n→+∞ u
n

p un+1
Remark 7. The Cauchy and D’Alembert Criteria are valid only if lim n un and lim
n→+∞ n→+∞ u
n
exist. On the other hand, the quantity l = lim un = lim sup un is always defined.
p
n
pn
n→+∞ n→+∞

Then we have,
X
1. if l < 1, the series un is convergent.
X
2. if l > 1, the series un is divergent.
X
3. if l = 1, we cannot conclude anything about the nature of the series un .
 un+1
In the following, we give rules for exploring the case where lim = 1, in D’Alembert’s
n→+∞ u
n
Criterion.

1.2.3. Raabe and Duhamel criteria

X
Proposition 10. Let un be a series with strictly positive terms.

un
  ‹‹ X
1. If n − 1 > λ > 1 for n large enough, then the series un is convergent.
un+1
un
  ‹‹ X
2. If n − 1 6 λ < 1 for n large enough, then the series un is divergent.
un+1

X
Corollary 5. [Raabe criterion]Let un be a series with strictly positive terms, such that
un
 ‹
lim n − 1 = µ.
n→+∞ un+1
X
i) If µ > 1, then the series un is convergent.
X
ii) If µ < 1, then the series un is divergent.
X
iii) If µ = 1, we cannot conclude anything about the nature of the series un .

X
Corollary 6. [Usual Duhamel criterion] Let un be a series with strictly positive terms,

such that,
un+1 µ 1
 ‹
=1− +o , for n → +∞.
un n n
X
i) If µ > 1, then the series un converges.
X
ii) If µ < 1, then the series un diverges.
X
iii) If µ = 1, we can conclude nothing for the nature of the series un .
 X n! e n
Example 9. Study the nature of the series . We have
nn+1
un+1  n n+1
lim = lim e e
n→∞ u
n
n→∞ n+1
‹n+1
1

= lim e 1 − = ee−1 = 1.
n→∞ n+1
We apply the Duhamel Criterion, by the development, we have
‹n+1
un+1 1

= e[(n+1) ln(1− n+1 )]
1
= e 1−
un n+1
1
1
 ‹
2
=1− +o
n+1 n+1
1
1
 ‹
=1− 2 +o .
n n
1 X n! e n
In this case µ = < 1, so the series is divergent.
2 nn+1

Gaussian criteria
X
Proposition 11. [Gaussian criterion] Let un be a series with strictly positive terms such

that,
un+1 α 1
 ‹
∃(α, β) ∈ R×]1, +∞[, =1− +O β .
un n n
Then,
k
∃k ∈ R∗+ , un ∼,
X nα
and consequently the series un converges if α > 1 and diverges if α 6 1.

Example 10. Study the nature of the series

X  n (2k − 1) 1 
Q
k=1
Qn p
k=1
2k n
For all n ∈ N∗ :
Qn+1 Qn p
(2k − 1) 2k 2n + 1
s
un+1 k=1 k=1 n n
= Qn p = −→ 1,
(2k 2n + 2 n + 1 n→+∞
Qn+1
un
k=1
2k k=1
− 1) n + 1
 but we can write
1  ‹ 1  ‹ 1
un+1 1 + 2n 1 −2 1 1 −1 1 −2
‹ ‹ 
= 1+ = 1+ 1+ 1+
un 1 + 1n n 2n n n
1 1 1 1 1
 ‹  ‹‹   ‹‹
= 1+ 1− +o 2 1− +o 2 ,
2n n n 2n n
hence,
un+1 1 1
  ‹‹
= 1− +O 2 ,
un n n Q
X  n (2k − 1) 1 
k=1
so according to the previous Proposition, the series Qn ·p is divergent.
k=1
2k n

1.3. Series with arbitrary terms

1.3.1. Alternating series

X
Definition 9. Let un be a series with arbitrary terms.
X
The series un is said to be alternating if for all n ∈ N : un un+1 < 0.

X
Remark 8. Any alternating series can be written in the form (−1)n un , where un is of

constant sign.

X
Theorem 2. [Leibniz’s theorem ] Soit (−1)n un an alternating series, if (un )n is decreasing
X
and tends to 0, then the series un is convergent. Moreover, its sum S is always between

two consecutive terms Sn and Sn+1 of the sequence of its partial sums, and the residue,
+∞
X
R n = S − Sn = uk
k=n+1
has the sign of un+1 and verifies |R n | 6 |un+1 | .

X (−1)n
Example 11. The series (α > 0) is alternating and verifies the hypotheses of the
nα
previous Theorem, so it converges. It is called an alternating Riemann series.
 X
1.3.2. Abel’s criterion for series of the form un vn
X
Theorem 3. [Abel’s criterion] Let the series un vn be such that,

1. the sequence (vn )n decreases and converges to 0,

n
X
2. there exists M > 0 such that, for all n ∈ N : uk 6 M .
k=0
X
Then, the series un vn is convergent.

Example 12.
X sin n π


2
1. Study the nature of the series .
n
1  π
Let us put: vn = and un = sin n , then we have the sequence with positive terms (vn )n
n 2  π
is decreasing towards 0. On the other hand, let us consider the sequence w n = cos n +
 π 2
i sin n · . We have,
2
 π 
i π2 1 − e in 2 in π2
w1 + w2 + . . . + w n = e π = e
1 − ei 2
hence,
2 2
|w1 + w2 + . . . + w n | 6 π =p
1 − ei 2 2
X sin n π


2
Thus the series is convergent.
n

1.3.3. Absolutely convergent series

X X
Definition 10. The series un is said to be absolutely convergent, if the series |un | is

convergent.

Proposition 12. Any absolutely convergent series is convergent.

 Remark 9. The reciprocal of this Proposition is generally false, for example, the series
X (−1)n
, is convergent but not absolutely convergent.
n>1
n

1.3.4. Semi-convergent series

X
Definition 11. A series un is said to be semi-convergent if it converges and the series
X
|un | diverges.

X (−1)n
Example 13. The series (0 < α 6 1) is semi-convergent.
n>1
nα

X
Definition 12. [Commutatively convergent series] We say that a series un is commuta-
X n>0

tively convergent, if for any bijection ϕ : N −→ N, the series uϕ(n) is convergent.

n>0

Proposition 13. Any absolutely convergent series is commutatively convergent. In other words,

an absolutely convergent series always converges even if we change the order of its terms, and

the sum does not depend on the order of the terms.

Remark 10. The property referred to in the previous Proposition is not true if the series is

semi-convergent, i.e., the order of the terms cannot be changed.

X (−1)n+1 X xn
Example 14. We have = ln(2) because = − ln(1 − x). On the other hand,
n>1
n n>1
n
 we have
+∞
X (−1)n+1 1 1 1 1 1 1 1 1 1
S= =1−
+ − + − + − + − + ...
n=1
n 2 3 4 5 6 7 8 9 10
1 1 1 1 1 1 1 1 1 1 1
 ‹  ‹  ‹  ‹
= 1− − + − − + − − + − − + ...
2 4 3 6 8 5 10 12 7 14 14
1 1 1 1 1 1 1 1 S
= − + − + − + − + ... = ,
2 4 6 8 10 12 14 16 2
thus, S = 0 6= ln(2).

1.4. Product series

X X
Definition 13. Let un and vn be two numerical series.
n>0 n>0
X n
X X X
the series w n avec w n = uk vn−k is said to be the product of the series un and vn .
n>0 k=0 n>0 n>0

X an X bn
Example 15. Let and be two numerical series, then the general term of the
n! n!
X n>0 n>0

product series w n is
n>0
n
X ak b n−k (a + b)n
wn = = .
k=0
k! (n − k)! n!

X X
Theorem 4. [Cauchy’s theorem] If un and vn are two absolutely convergent series,
X n>0 n>0

then their product series w n is absolutely convergent and has as its sum the product of
n>0
the sums, namely,
+∞
‚+∞ Œ ‚+∞ Œ
X X X
wn = un vn .
n=0 n=0 n=0

X X
Theorem 5. [Mertens ] If un is an absolutely convergent numerical series and vn is
n>0 X X n
X>0

a convergent numerical series, then the series w n , the product of un and vn , is

n>0 n>0 n>0
convergent and has as its sum the product of the sums, namely,
+∞
‚+∞ Œ ‚+∞ Œ
X X X
wn = un vn .
n=0 n=0 n=0