Introduction to Series and Sequences

Math 121 Calculus II

D Joyce, Spring 2013

The goal. The main purpose of our study of series and sequences is to understand power
series. A power series is like a polynomial of infinite degree. For example,

1 + x + x2 + · · · + xn + · · ·

is a power series. We’ll look at this one in a moment.

Power series have a lot of properties that polynomials have, and that makes them easy to
work with. Also, they’re general enough to represent lots of important functions like ex , ln x,
sin x, and cos x.
1
We’ll see, for instance, that the function is represented by a power series for x inside
1−x
the interval (−1, 1):
1
= 1 + x + x2 + · · · + xn + · · · for x ∈ (−1, 1).
1−x
In order to make that statement, we’ll have to define just what it means for a series to
have a sum, and that will take us a while.
Beyond that, we’ll need the theory of Taylor series to develop the following power series
for the three important functions ex , cos x, and sin x. For all x,
x2 x3 x4 x5
ex = 1 + x + 2!
+ 3!
+ 4!
+ 5!
+ ···

x2 x4
cos x = 1 − 2!
+ 4!
− ···

x3 x5
sin x = x − 3!
+ 5!
··· .

Note that the terms of the cos x series are the even terms of the ex series, but the cos x series
alternates sign, and the terms of the sin x series are the odd terms of the ex series, and, again,
the sin x series alternates sign.
The symbol n! is read “n factorial” or “factorial n” (except by some people who like to
say “n shriek” or “n bang”), and it means the product of the integers from 1 through n.

n(n − 1)(n − 2) · · · 2 · 1.

Also, 0! is defined to be equal to 1. We’ll have lots of use for factorials while studying Taylor
series. Incidentally, you may have come across factorials before if you studied permutations
and combinations.

The foundations. We won’t look at power series at first; we’ll look at series without
variables. The term “series” is used to describe an infinite sum.

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Definition 1 (Series). A series is a formal expression for an infinite sum. A general series is
of the form
a1 + a2 + a3 + · · · + an + · · ·
where the terms a1 , a2 , a3 . . . , an , . . . are numbers.
Sometimes we’ll use summation notation to describe a series. In that notation, the series
∞
X
in the definition is written an .
n=1
We’ll follow two examples as we develop this theory.
Example 2 (A geometric series).
∞
X 1 1
= 2
+ 14 + 18 + · · · + 1
2n
+ ···+
n=1
2n

The first term is a1 = 21 , the second is a2 = 14 , and the nth term is 21n . We’re interested in the
sum of this series, but we’ll have to define what the sum of a series is first.
This series is called a geometric series because its terms are in a geometric progression (also
called a geometric sequence). In a geometric progression each term is found by multiplying
the preceding term by a fixed constant, called the ratio. In this example, the ratio is 21 .
Example 3 (A harmonic series).
∞
X 1 1
= 2
+ 13 + 14 + · · · + 1
n
+ ···+
n=1
n

In form, this is very similar to the preceding series. We’re interested in its sum, too.
This series is called a harmonic series because its terms are in a harmonic progression.
The terms in a harmonic progression are reciprocals of the terms in an arithmetic progression.
For an arithmetic progression each term is found by adding a fixed constant to the preceding
term.
The way that we’ll get at the sum of a series is by its partial sums. A partial sum is the
sum of finitely many terms at the beginning of the series.
Definition 4 (Partial sums). The nth partial sum, Sn of a series a1 + a2 + a3 + · · · + an + · · ·
is
S n = a1 + a2 + a3 + · · · + an .
Thus, S1 = a1 , S2 = a1 + a2 , S3 = a1 + a2 + a3 , and so forth.
The idea is that the sum of the whole series is the limit of the partial sums. That is, if
you keep adding more terms of the series, you’ll get close to the sum of the series. But that
requires that we define what the limit of sequence of partial sums is. So, we’ll formally define
what a sequence is, and what its limit is.
Definition 5 (Sequence). A sequence is an infinite list of numbers. A general sequence is of
the form
a1 , a2 , a3 , . . . , an , . . . .

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 Associated to each series a1 + a2 + a3 + · · · + an + · · · there are two sequences. First,
the terms of the series form a sequence a1 , a2 , a3 , . . . , an , . . .. Second, the partial sums
S1 , S2 , S3 , . . . , Sn , . . . form a sequence. Let’s look at the sequence of partial sums for the
two examples above.
For the geometric series example, S1 = 21 , S2 = 12 + 14 = 34 , and Sn = 12 + 41 + 18 · · · + 21n =
1 − 21n . Thus, the sequence of partial sums is
n
, , , . . . , 2 2−1
1 3 7
2 4 8 n ,....
n
The nth partial sum is Sn = 2 2−1 n = 1 − 21n .
For the harmonic series example, S1 = 21 , S2 = 12 + 13 = 56 , S3 = 12 + 13 + 14 = 12
13
, and
S4 = 12 + 13 + 14 + 15 = 77
60
. It’s much harder to find an expression th
for the n partial sum.

Limits of sequences and sums of series We’re interested in sequences because the limit
of the sequence of partial sums of a series will be defined as the sum of the series. So, we
want to know what the limit of sequence is and even if the sequence has a limit. Here’s the
formal definition.
Definition 6 (Limit of a sequence). A sequence a1 , a2 , a3 , . . . , an , . . . has a limit L if for each
 > 0, there exists a number N such that for all n ≥ N ,
|an − L| < .
If the sequence has a limit, we say that sequence converges. If it has no limit, we say that
it diverges. We’ll use two notations for the limit of a sequence. One is lim an = L. A more
n→∞
abbreviated notation is simply an → L.
What this means is that you can make sure that the terms of the sequence are arbitrarily
small by going far enough out in the sequence. If you want the terms to be within  = 0.0001
of L, you may need to go as far out as N in the sequence, but if you want to be within
 = 0.0000001 of L, your N will have to be much larger as the terms may not be that close
to L until much later in the sequence.
The limits we’re looking at now, lim an , are “discrete” limits, whereas the limits we
n→∞
looked at before of functions, lim f (x), were “continuous” limits. The main difference is
x→∞
that n only takes integer values, values that are separated from each other, while x takes all
real values, and so x varies continuously.
Properties of limits of sequences. Since these discrete limits are defined similarly to
continuous limits, they have many of the same properties. Here are a few listed without
proof, and one that needs a proof
lim c = c where c is a constant, that is, an = c all n
n→∞
lim (can ) = c lim an where c is a constant
n→∞ n→∞
lim (an ± bn ) = lim an ± lim bn
n→∞ n→∞
 n→∞
 
lim (an bn ) = lim an lim bn
n→∞ n→∞ n→∞
an .
lim = lim an lim bn if the denominator doesn’t approach 0
n→∞ bn n→∞ n→∞
1
lim = 0
n→∞ n

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 1
Here’s the proof of the last limit. According to our definition, lim = 0 means for each
n→∞ n
 > 0, there exists a number N such that for all n ≥ N , |an − L| < , that is, | n1 − 0| < . In
order to prove that, let  be positive. We need to find N such that for n ≥ N , 1/n < . Of
course, for n ≥ N , 1/n ≤ 1/N , therefore we only need to find a positive integer N so that
1/N < . But that’s just the Archimedean property of the real numbers. Thus, the last limit
follows from the Archimedean property of the real numbers.
There are a couple more important properties of discrete limits.
If two sequences both have limits and each term of the first is less than or equal to the
corresponding term of the second, then the limit of the first is less than or equal to the limit
of the second. Symbolically, if lim an = L, lim bn = M , and for each n, an ≤ bn , then
n→∞ n→∞
L ≤ M.
The pinching lemma, also called the sandwich theorem, says that if two sequences have
the same limit, then any intermediate sequence also has the same limit. Symbolically, if
lim an = L = lim cn , and for each n, an ≤ bn ≤ cn , then lim bn = L.
n→∞ n→∞ n→∞
There’s also a property that relates discrete limits to continuous limits. If the terms
of a sequence are values of a function and if the continuous limit exists, then so does the
discrete limit, and it equals the continuous limit. Symbolically, if for each n, an = f (n), and
lim f (x) = L, then lim an = L.
x→∞ n→∞

Example 7 (Sequence of partial sums). Let’s look at the sequence of partial sums of the
geometric series 21 + 14 + 18 · · · + 21n · · · . Its partial sums are 21 , 34 , 78 , . . . , n−1
n
, . . .. The nth term
is n−1
n
, and they get closer to 1 after that. We’ll show that the limit L of this sequence is
1. Given  > 0 we need to find out how far, N , we have to go out in the sequence to make
n
sure that the terms beyond N are within  of L = 1. Now, the condition | 2 2−1 n − 1| < 
1 1 n
is equivalent to 2n < , which, in turn, is equivalent to the condition  < 2 , and that’s
equivalent to log2 1 < n. Thus, if we choose N to be any integer greater than or equal to
log2 1 , then the terms beyond N will be within  of 1. Therefore, the limit of this sequence
is 1.

Definition 8 (Sum of a series). A series a1 + a2 + a3 + · · · + an + · · · has a sum S if the

limit of the partial sums is S, lim Sn = S. If the series has a sum, we say that sequence
n→∞
converges. If it has no sum, we say that it diverges.

Back to the geometric series 21 + 14 + 81 · · · + 21n · · · . Since its partial sums approach the
limit 1, therefore the sum of this geometric series is 1. We’ll look at general geometric series
after the next example.

Example 9 (Divergence of a harmonic series). Consider again the harmonic series 21 + 13 +

1
4
+ · · · + n1 · · · . We’ll show that it diverges to infinity by showing that its partial sums diverge
to infinity. Group the terms together as shown
1
+ 13 + 14 + 15 + 16 + 17 + 18 + 91 + · · · + 16
1





2
+ ···

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The first partial sum is S1 = 12 . The third and seventh partial sums are

S3 = 21 + 13 + 41

≥ 12 + 14 + 41 = 21 + 12 = 22

S7 = 21 + 13 + 41 + 51 + 61 + 17 + 18

≥ 21 + 14 + 41 + 81 + 81 + 18 + 18 = 12 + 21 + 12 = 3




2

In general, the (2n − 1)st partial sum is

S2n −1 = 12 + 13 + 14 + 15 + · · · + 18 + · · · + 1 1 1 1 n





2n−1 +1
+ ··· + 2n
≥ 2
+ ··· + 2
= 2

Since the partial sums grow by at least 12 every time another grouping of terms is added,
therefore they diverge to infinity. Thus, this harmonic series is divergent.
Historically, this is an important example. In the 1300s, geometric series were known to
converge, and a few others, too, but this was the first known series whose terms approach 0
but sums to infinity.

Geometric series. In a geometric series, each term is some constant times the preceding
term. If we denote the first term a (which we’ll assume is not 0) and the ratio of a term to
the preceding term by r, then a geometric series has the form

a + ar + ar2 + ar3 + · · · .

If the ratio r is greater than 1, then the terms approach infinity, so their sum also approaches
infinity. If the ratio r is less than −1, then half the terms are positive and approach +∞ and
half are negative and approach −∞. In that case, the sum will not approach any number
but be alternately positive or negative.
But if the ratio r is small, |r| < 1, then the geometric series will converge. We’ll find its
sum now. Write down the nth partial sum Sn , multiply it by r, and subtract.
Sn = a + ar + ar2 + · · · + arn−1
rSn = ar + ar2 + · · · + arn−1 + arn
Sn − rSn = a − arn

Therefore, Sn (1 − r) = a(1 − rn+1 ). Assuming r 6= 1, we find that the nth partial sum is
1 − rn+1
Sn = a .
1−r
a
Suppose now that |r| < 1. We’ll show that lim Sn = using a few properties of limits
n→∞ 1−r
1
that follow from the definition. Note that a and don’t depend on n.
1−r
1 − rn+1 a a  
lim Sn = lim a = lim (1 − rn+1 ) = 1 − lim rn+1
n→∞ n→∞ 1−r 1 − r n→∞ 1−r n→∞

Since |r| < 1, the powers of r approach 0, that is lim rn = 0. The argument is similar to that
n→∞
for the geometric series we had above with r = 12 . Thus, we’ve shown the following theorem.

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 a
Theorem 10 (Geometric series). The geometric series a + ar + ar2 + ar3 + · · · sums to
1−r
when |r| < 1. It diverges for other values of r.

This theorem gives our first power series representation of a function f (x). Set a = 1 and
1
replace r by x. Then the last theorem says that the function f (x) = has the power
1−x
series representation
1
= 1 + x + x2 + · · · + xn + · · · for x ∈ (−1, 1).
1−x

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