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Lecture Note Chapter One (1)

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0% found this document useful (0 votes)
8 views

Lecture Note Chapter One (1)

lecture note

Uploaded by

hanayetagesu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Chapter 1

Sequence and Series

1.1 Definition and types of sequence


Definition 1.1. An infinite sequence or sequence is unending list of numbers
in a definite order:
a1 , a2 , a3 , ..., an , ....
ˆ a1 is called the first term of the sequence

ˆ a2 is called the second term of the sequence

ˆ an is called the nth term of the sequence.


Notation: The sequence a1 , a2 , a3 , ..., an , ... is denoted by {an } or {an }∞
1 or

{an }n=1 .
Example 1.1. Consider the following examples of a sequence:
(1) 1, 2, 3, 4, ... = {n}
(2) 1, 21 , 13 , 14 , ... = { n1 }
(3) {(−1)n n+1
3n
}
(4) { 21n }∞
n=0

1.2 Convergence properties of sequences


Definition 1.2. A sequence {an } has the limit L and we write lim an = L or
n→∞
an → L as n → ∞. If L ∈ R, then the sequence converges (or is convergent)
otherwise diverges (or is divergent).

1
Note: A sequence is either convergent or divergent depending on the limit
of the nth term.
Note: If lim an exists, then the sequence converges otherwise diverges.
n→∞

Example 1.2. Check whether the following sequences are convergent or not.
n
(a) {n} (d) { n+1 }
1
sin( n )
(b) { n1 } (e) { 1 }
n

(c) {(−1)n }
Theorem 1.1. Suppose the sequences {an } and {bn } converges to L1 and
L2 respectively and c is a constant. Then
L1
(a) {an ± bn } → L1 ± L2 (d) { abnn } → L2
, where L2 6= 0
(b) {can } → c (e) {apn } → Lp1 , for p > 0, an ≥ 0
(c) {an bn } → L1 L2
Proof. Using limit theorems, we can prove them.
Example 1.3. Determine whether the sequences are convergent or divergent.
If it is convergent, find the limit.
1
sin( n ) 2
(a) { n1 + 1 } n
(c) { (2n+1)(n+1) }
n

1
(b) {5 2n+1 }
Theorem 1.2 (The squeezing theorem for sequences). Let {an }, {bn } and
{cn } be sequences for real numbers such that
an ≤ bn ≤ cn , for n ≥ n0 , for some n0 ∈ N.
If lim an = L = lim cn , then the sequence {bn } is convergent and has a
n→∞ n→∞
limit L, i.e. it converges to L.
Example 1.4. Show that { nn!n }∞
n=1 is convergent and converges to 0.

Solution: For all n ∈ N,


 
n! 1 · 2 · 3···n 1 2 · 3···n 1
0≤ n = = ≤
n n · n · n···n n n · n···n n
n! 1
0≤ n ≤ ,
n n
and the sequences {0} and { n1 } have the same limit 0. Therefore, by squeezing
theorem, the sequence { nn!n } is convergent and converges to 0.

2
Exercise 1.1. Prove that the sequence { sin(n)
n
} is convergent and converges
to 0.

Theorem 1.3. If lim |an | = 0, then lim an = 0.


n→∞ n→∞

Proof. For all n ∈ N,

−|an | ≤ an ≤ |an |.

Since lim −|an | = − lim |an | = 0 and lim |an | = 0, therefore by squeezing
n→∞ n→∞ n→∞
theorem we have lim an = 0.
n→∞

Theorem 1.4. If lim f (x) = L and f (n) = an where n ∈ N, then lim an =


x→∞ n→∞
L.

Example 1.5. Determine whether the following sequences are convergent or


divergent.
n x n
(a) { n
} define f (x) = x and f (n) = n = an
e e e
ln n ln x ln n
(b) { } define f (x) = and f (n) = = an
n x n
use L’Höpital’s and the above theorem.

Example 1.6. For what values of r is the sequence {rn } convergent?

1.3 Bounded and monotonic sequences


1.3.1 Monotonic sequences
Definition 1.3. A sequence {an } is called

(i) increasing if an ≤ an+1 for all n ≥ 1

(ii) decreasing if an ≥ an+1 for all n ≥ 1

Definition 1.4. A sequence {an } is monotonic if it is either increasing or


decreasing.

Note: We can determine the monotonicity of a sequence {an } in different


techniques, i.e. using either of the following conditions:

(1) by considering the sign of the difference an − an+1 :

3
(i) if an − an+1 ≥ 0, then the sequence {an } is decreasing.
(ii) if an − an+1 ≤ 0, then the sequence {an } is increasing.
an
(2) by considering the value an+1
either greater than or less than or equal
to 1:
an
(i) if an+1
≥ 1, then the sequence {an } is decreasing.
an
(ii) if an+1
≤ 1, then the sequence {an } is increasing.

(3) by considering the sign of the derivative of f (n) with respect to n,


where f (n) = an , i.e either greater than or less than zero.

(i) if f 0 (n) ≤ 0, then the sequence {an } is decreasing.


(ii) if f 0 (n) ≥ 0, then the sequence {an } is increasing.

Example 1.7. Determine whether the following sequences are increasing,


decreasing or neither.
n
(a) { n+1 } (d) 1, 1, 2, 2, 3, 3, ...
3
(b) { n+5 } (e) {(−1)n n1 }

(c) {n} { n2n+1 }

1.3.2 Bounded sequence


Given any sequence {an } we have the following:
ˆ If there exists a number m such that

m ≤ an , ∀n,

we say the sequence is bounded below. The number m is sometimes


called a lower bound for the sequence.

ˆ If there exists a number M such that

an ≥ M, ∀n,

we say the sequence is bounded above. The number M is sometimes


called a upper bound for the sequence.
Definition 1.5. A sequence {an } is bounded if there is M > 0 such that

|an | ≤ M, ∀n ≥ 1.

4
Example 1.8. Show that the following sequences are bounded:
n
(a) { }
n+1
1
(b) {(−1)n }
n
(c) {(−1)n }

(d) {sin n}

Example 1.9. Determine if the following sequences are monotonic and/or


bounded.

(a) {−n2 }∞
0 decreasing (monotonic) and bounded above by upper bound
0.

(b) {(−1)n }∞
1 alternate b/n −1 and 1 so the sequence is neither increasing
nor decreasing. Bounded, since bounded above by 1 and bounded below
by −1.
2
(c) decreasing (monotonic) and bounded since bounded above by 25
and
bounded below by 0.

Theorem 1.5. If a sequence {an } converges, then it is bounded.

Note: A sequence being bounded is not sufficient condition for a sequence


to converge.

Example 1.10. A sequence {(−1)n } is bounded, but the sequence diverges


because it oscillates between −1 and 1.

Theorem 1.6. If {an } is a bounded sequence and there exists a positive


integer n0 such that {an } is monotonic for all n ≥ n0 , then {an } converges.

Theorem 1.7 (Monotonic convergence theorem).


If {an } is bounded and monotonic then {an } is convergent.

Example 1.11. Determine the property of the sequence


 n
4
.
n!

5
Solution: At first, the terms increase. However, after the third term, the
terms decrease. In fact, the terms decrease for all n ≥ 3. We can show this
as follows
4n+1 4 4n 4
an+1 = = · = · an ≤ an if n ≥ 3.
(n + 1)! (n + 1) n! (n + 1)

Therefore, the sequence is decreasing for all n ≥ 3. Further, the sequence


n
is bounded by 0 because 4n! ≥ 0, for all positive integers n. Moreover,
the sequence is bounded above. Therefore, by the Monotone Convergence
Theorem, the sequence converges.

Example 1.12. Investigate the sequence {an } defined by the recurrence


relation
1
a1 = 2, an+1 = (an + 6) , for all n ≥ 1.
2
Solution: Use induction for increasing and bounded by showing that an < 6,
∀n.

Example 1.13. Determine whether the sequence is increasing, decreasing


or neither. Is the sequence bounded?
1
1. { 2n+3 }
2n−3
2. {2 + 3n+4
}

3. { n2n+1 }

4. {n + n1 }

5. {n(−1)n }

Exercise 1.2. Determine whether the sequence defined as follows is conver-


gent or divergent.

a1 = 2, an+1 = 4 − an , ∀n ≥ 1.

What happens if the first term is a1 = 3 (divergent).

6
Subsequence
Definition 1.6. Let {an } be a sequence when we extract from this sequence
only certain elements(terms) and drop the remaining ones we obtain a new
sequence consisting of an infinite subsets of the original sequence. That
sequence is called a subsequence and is denoted by {ank } where nk ∈ N.
Example 1.14. Consider a sequence {(−1)n }. Then we extract the following
two sequences
{1} = 1, 1, 1, ....
{−1} = −1, −1, −1, ....,
which are subsequences of {(−1)n }.
Example 1.15. Consider the sequence { n1 }. Then we can extract different
1 1
sequences { 2n+1 } and { 2n }. These sequences are subsequences of the given
1
sequence { n }.
Theorem 1.8. If {an } is a convergent sequence, then every subsequence of
that sequence converges to the same limit.

Limit point (Cluster point)


Definition 1.7. If l is the limit of any subsequence {ank } of the sequence
{an }, then l is called limit point of the sequence {an }.
Example 1.16. 1. Consider the sequence {(−1)n }. Then 1 and −1 are
limit of the subsequence {1} and {−1} respectivley. Hence, 1 and −1
are limit points of {(−1)n }.
n
. Then 12 and − 12 are limit of the

2. Consider the sequence (−1)n 2n+1
n n
subsequence { 2n+1 } and {− 2n+1 } respectivley. Hence, 12 and − 21 are
n

limit points of (−1)n 2n+1 .
3. Consider the sequence {5 + (−1)n }. Then 4 and 6 are limit of the
subsequence {4} and {6} respectivley. Hence, 4 and 6 are limit points
of {5 + (−1)n }.

1.4 Definition of infinite series


Since in the previous topics we have seen sequence of real numbers
a1 , a2 , a3 , ..., an , ...,

7
the sum of terms a1 , a2 , a3 , ..., an denoted by

Sn = a1 + a2 + a3 + ... + an ,

we call it partial sum which is the sum of all the first n−terms. Now as n
increase with out bound, these lead us to infinite series.
Definition 1.8. An infinite series is an expression of the form

X
ak = a1 + a2 + a3 + ... + an + ...
k=1

and the partial sum of the series is

Sn = a1 + a2 + a3 + ... + an ,

the numbers a1 , a2 , a3 , ... are called the terms of the series and the sequence
{Sn } is called sequence of partial sums.

1.5 Convergence and divergence, properties


of convergent series
Definition 1.9. Let {Sn } be the sequence of partial sums of the infinite

P
series ak . The series is said to be convergent and converges to sum s if
k=1

P
the sequence of partial sums {Sn } converges to s. We can write as = s.
k=1

P
Note: If the sequence of partial sum {Sn } diverges, then the series ak
k=1
diverges and has no sum (limits).
Remark 1.1. 1. If the sequence of partial sums {Sn } converges, then

P n
P
ak = lim ak .
k=1 n→∞ k=1

2. There are series in which the starting point is not 1. For instance, we
can consider the following example
1 1 1
+ + + ··· ,
3 4 5
P∞ 1 P∞ 1
can be denoted by or .
k=3 k k=2 k + 1

8
Example of convergence series
P∞ 1
1. Show that the series k
converges.
k=1 2
Solution: Now the partial sum of the given series is
1 1 1 1
Sn = + 2 + 3 + ··· + n, (1.1)
2 2 2 2
multiplying both sides of the above equation by 21 , then we have

1 1 1 1 1 1
Sn = 2 + 3 + 4 + · · · + n + n+1 . (1.2)
2 2 2 2 2 2
Take the difference between (1.1) and (1.2), we have
1 1 1 1
Sn = − n+1 ⇒ Sn = 1 − n .
2 2 2 2
 
1
Now, the sequence of partial sum {Sn } = 1 − n is conveges to 1.
2
P∞ 1
Therefore, the series k
converges to 1.
k=1 2

P∞ 1
2. Show that the series k
converges to 2.
k=0 2
Solution: Now the partial sum of the given series is
1 1 1 1
Sn = 1 + + 2 + 3 + ··· + n, (1.3)
2 2 2 2
multiplying both sides of the above equation by 21 , then we have

1 1 1 1 1 1 1
Sn = + 2 + 3 + 4 + · · · + n + n+1 . (1.4)
2 2 2 2 2 2 2
Take the difference between (1.3) and (1.4), we have
1 1 1
Sn = 1 − n+1 ⇒ Sn = 2 − n .
2 2 2
 
1
Now, the sequence of partial sum {Sn } = 2 − n is conveges to 2.
2
∞ 1
P
Therefore, the series k
converges to 2.
k=0 2

9

3
P 10
3. Show that the series m
converges to .
m=0 10 3
Solution: Now the partial sum of the given series is
3 3 3 3
Sn = 3 + + 2 + 3 + ··· + n, (1.5)
10 10 10 10
1
multiplying both sides of the above equation by 10
, then we have

1 3 3 3 3 3
Sn = + 2 + 3 + · · · + n + n+1 . (1.6)
10 10 10 10 10 10
Take the difference between (1.5) and (1.6), we have
9 3 10 1 1
Sn = 3 − n+1 ⇒ Sn = − .
10 10 3 3 10n
 
10 1 1
Now, the sequence of partial sum {Sn } = − is conveges to
3 3 10n
10 P∞ 3 10
. Therefore, the series k
converges to .
3 k=0 10 3

(−1)k diverges.
P
4. Show that the series
k=1
Solution: Now the partial sum of the series is
(
0 : if n is even
Sn = ,
1 : if n is odd

then Sn has no limit [limit of Sn doesn’t exist]. The sequence of partial



(−1)k diverges.
P
sum {Sn } diverges. Hence, the series
k=1

Geometric series
Definition 1.10. A geometric series is an infinite series in which the ratio
of successive terms in the series is constant. If this constant ratio is r, then
the series has the form

X
ark = a + ar + ar2 + · · · + arn + · · · ,
k=0

where a = 0.

10
Example 1.17. Consider the following geometric series

(1). 3 + 23 + 34 + 38 + · · · is geometric series with common ratio r = 12 .



1 1 2 1 n
  P 
(2). 3 + 3 2
+3 2
+ ··· = 3 2
is geometric series with common
n=0
ratio r = 12 .

2
is geometric series with common ratio r = − 13 .
P
(3). (−3)n
n=0


2n is geometric series with common ratio r = 2.
P
(4).
n=0

Remark 1.2. The common ratio r of a geometric series may be positive or


negative.

ark with
P
Theorem 1.9 (Geometric series theorem). The geometric series
k=m
a 6= 0

(a) diverges if |r| ≥ 1

(b) converges if |r| < 1 and converges to the sum



X arm
ark = . (1.7)
k=m
1−r

Proof. Now the partial sum of the geometric series is

Sn = arm + arm+1 + · · · + arn , (1.8)

multiplying both sides of the above equation by r, then we have

rSn = arm+1 + arm+2 + · · · + arn + arn+1 . (1.9)

Take the difference between (1.6) and (1.8), we have


arm
(1 − r)Sn = arm (1 − rn+1−m ) ⇒ Sn = 1 − rn+1−m .

(1 − r)
∞ arm
 
k n+1−m
P
The sequence of partial sum {Sn } of the sereis ar is (1 − r ) .
k=m (1 − r)
Consequently, if |r| ≥ 1, rn+1−m is unbounded and then {Sn } has no limit.

11

ark diverges. On the other hand, if |r| < 1, then se-
P
Therefore, the series
k=m
arm ∞
ark
P
quence of partial sum {Sn } converges to . Therefore, the series
1−r k=m
arm
converges to .
1−r

ark in (1.7)
P
Remark 1.3. If |r| < 1, the sum of a geometric series
k=m
depends on the starting point m.

Example 1.18. Show that the following series converges:



3k 51−k
P
(a).
k=0

P∞ 5
(b). k
k=1 4

P∞ 3
(c). k
k=1 10

Solution:

(a). Since the series has the form


∞ ∞  k
X
k 1−k
X 3
3 5 = 5 .
k=0 k=0
5

3 25
The common ratio of the series is 5
< 1 and the series converges to 2
.

(b). Since the series has the form


∞ ∞  k
X 5 X 1
k
= 5 .
k=1
4 k=1
4

1
The common ratio of the series is 4
< 1 and the series converges to 35 .

(c). Since the series has the form


∞ ∞  k
X 3 X 1
k
= 3 .
k=1
10 k=1
10

1
The common ratio of the series is 10
< 1 and the series converges to 13 .

12
Example 1.19. Find the rational number represented by repeating decimal
0.784784784....

Solution:

0.784784784... = 0.784 + 0.000784 + 0.000000784 + ...


 1  2
1 1
= 0.784 + 0.784 × + 0.784 × + ...
103 103
∞  k
X 1
= 0.784 ,
k=0
103

which is a geometric series with a common ratio 1013 < 1 and converges to
784 784
999
. Therefore, the rational number representation of 0.784784784... is 999 .

Exercise 1.3. 1. In each part, determine whether the series converges or


diverges, and if so, find the its sum:

32k 51−k
P
(a)
k=1

(b)

2. Find the rational represented by the repeating decimal 0.333....

A telescoping Series
Definition 1.11. A telescoping series is an infinite seriesseries of the form
∞ ∞
X 1 X 1
2
= .
k=1
k +k k=1
k(k + 1)


P 1
Example 1.20. Show that the series is convergent and converges
k=1 k2 +k
to 1.

Solution: Using partial fractions, we find that


1 1 1
= − .
k2 +k k k+1

13
Thus the partial sum of the given series is
n  
X 1 1
Sn = −
k=1
k k+1
       
1 1 1 1 1 1 1
= 1− + − + − + ··· + −
2 2 3 3 4 n n+1
1
=1− .
n+1
 
1
Thus the sequence of partial sum is {Sn } = 1 − and lim Sn = 1 ∈
n+1 n→∞
R. Hence, the sequence of partial sum {Sn } is convergent and converges to
P∞ 1
1. Therefore, the telescoping series 2
is convergent and converges
k=1 k + k
to a sum 1.

P 1
Example 1.21. Show that the series 2
is convergent.
k=0 k + 3k + 2

Solution: Using partial fractions, we find that


1 1 1 1
= = − .
k2 + 3k + 2 (k + 1)(k + 2) k+1 k+2

Thus the partial sum of the given series is


n  
X 1 1
Sn = −
k=0
k+1 k+2
       
1 1 1 1 1 1 1
= 1− + − + − + ··· + −
2 2 3 3 4 n+1 n+2
1
=1− .
n+2
 
1
Thus the sequence of partial sum is {Sn } = 1 − and lim Sn = 1 ∈
n+2 n→∞
R. Hence, the sequence of partial sum {Sn } is convergent and converges to 1.
P∞ 1
Therefore, the telescoping series 2
is convergent and converges
k=0 k + 3k + 2
to a sum 1.

P 1
Exercise 1.4. Show that the series is convergent.
k=0 k2 + 7k + 12

14
Harmonic Series
A series that a rises in connection with overtones produced by a vibrating
musical string is a harmonic series.
Definition 1.12. An infinite series has a form

X 1 1 1
=1+ + + ···
k=1
k 2 3

is called Harmonic series.


Note: Harmonic series is one of the most important example of divergent
series.

Properties of convergent series


If the starting point of the series is not important[is equal to 1], we may
P ∞
P
denote the series by writing ak instead of ak .
k=1
Property
P 1 P
If ak converges and c is any real number, then the series cak also
converges and
X X
cak = c ak .

Property
P 2 (Linearity
P of infinite series) P
If ak and bk are convergent series, then so is (cak + dbk ) for con-
stants c & b and
X X X
(cak + dbk ) = c ak + d bk .

 
P 4 6
Example 1.22. Show that − is convergent and find the sum
k=1 k 2 + k 2k
of the series.

P 1 P∞ 1
Solution: Since the series 2
and k
are both convergent and
k=1 k + k k=1 2
converges to 1, and 4 & 6 are constants, then by using linearity property we
can write
∞   ∞ ∞
X 4 6 X 1 X 1
2
− k =4 2
−6
k=1
k +k 2 k=1
k +k k=1
2k
= 4(1) − 6(1) = −2.

15

 
P 4 6
Hence, by linearity we have that the − is convergent and the
k=1 k 2 + k 2k
sum is −2.

 
P 4 2
Exercise 1.5. Show that the series − is convergent and
n=1 2n n(n + 1)
find the sum of the series.

Property 3 (Divergence of the sum of a convergent and divergent


series) P P
P If either ak or bk diverges and the other converges, then the series
(ak + bk ) must diverges.

 
P 4 k
Example 1.23. Show that 2
+ (−1) diverges.
k=1 k + k

∞1 ∞
(−1)k
P P
Solution: Since the series 2+k
is convergent and the series
k=1 k k=1
diverges, then by the second property we have the series
∞  
X 4 k
+ (−1) ,
k=1
k2 + k

diverges.

Divergence test
The convergence or divergence of an infinite series is determined by the be-
haviour of its partial sum Sn as n → ∞. But in some cases it is difficult
or impossible to find the formula for partial sum Sn . Thus other techniques
must be used to determine convergence or divergence of a series.

Theorem 1.10 (The divergence P test).


Consider an infinite series ak .

P
(a) If a series ak converges, then lim ak = 0. The converse may not be
k=1 k→∞
P∞ 1 1
true. For instance, the series diverges, but lim = 0.
k=1 k k→∞ k

P
(b) If lim ak 6= 0 (it also include doesn’t exist), then the series ak
k→∞ k=1
diverges.

16

P
Note: The divergence test only tell us that the series ak diverges if
k=1
lim ak 6= 0, but it can not be used to show convergence.
k→∞

P∞ k − 300
Example 1.24. Show that the series diverges.
k=1 4k + 750

Solution: Taking the limit of the k th term as k → ∞, we have that


300
k − 300 k(1 − k
) 1−0 1
lim = lim 750 = = 6= 0.
k→∞ 4k + 750 k→∞ k(4 + ) 4+0 4
k

Thus lim ak 6= 0. Therefore, by Theorem of divergence test we can deduce


k→∞
P∞ k − 300
that the series diverges.
k=1 4k + 750


P k2
Exercise 1.6. Show that the series 2
diverges.
k=1 5k + 4

Non-negative terms series


Definition 1.13. An infinite series whose all terms are non-negative is called
non-negative terms series,

X
i.e. ak , where ak ≥ 0, ∀k.
k=1

Example 1.25. The following are non-negative term series:


P∞ 1
1. 2
n=1 n

P∞ 1
2. 3
n=1 n
P
Theorem 1.11. A series an with an ≥ 0, ∀n converges if its sequence
of partial sum {Sn } is bounded from above.

Proof. Clearly, the sequence of partial sum {Sn } is increasing and bounded
below by 0, because every term of the series is non-negative. Therefore, by
monotonic convergence theorem,
P the sequence of partial sum {Sn } is conver-
gent and then the series an is convergent.

17
1.6 Tests of convergence for nonnegative se-
ries(integral, comparison, ratio and root
test)
Integral test
Integral test is a test that involves comparing a non-negative series with an
improper integral.
Theorem 1.12 (Integral test).
Let {an }∞
n=1 be a non-negative sequence, and let f be a positive, contin-
uous and decreasing function defined on [1, ∞) such that

f (n) = an for n ≥ 1.

P
Then the series an converges (diverges) if and only if the integral
n=1
Z ∞
f (x)dx
1

converges (diverges). That is either both converges or both diverge.


Example 1.26. Show that the Harmonic series

X 1
n=1
n

is diverges.
Solution: Consider the harmonic series
∞ ∞
X 1 X
= an .
n=1
n n=1

1
Define f (x) = on [1, ∞). Then the function f is non-negative, continuous
x
1
and decreasing function on [1, ∞) such that f (n) = = an . Then,
n
Z ∞ Z ∞ ∞
1
f (x)dx = dx = ln x = ∞ ∈ / R,
1 1 x 1

P∞ 1
which diverges. Therefore, by integral test, the series diverges.
n=1 n

18
P-series
Definition 1.14. An infinite series of the form

X 1 1 1 1
p
= p
+ p
+ p
+ ··· ,
k=1
k 1 2 3

where p is a positive constant is called a p−series.


P1
Note: The harmonic series k
is a special p−series.

Example 1.27. The following are examples of p−series:


P 1
1. k2
P 1
2. 1
k2

1
P
3. k100
1
P
4. √
4
k

Now let’s see how the convergence of a p−series depends

Theorem 1.13 (p−series test).


P∞ 1
The p−series p
converges if p > 1 and diverges if p ≤ 1.
k=1 k

Example 1.28. Test each of the following series for convergence



P 1
(a) √
k=1 k3

 
P 1 1
(b) −√
k=1 ek k
Solution:

(a) The series has the form


∞ ∞
X 1 X 1
√ = 3/2
,
k=1
k 3
k=1
k

which is p−series with p = 3/2 > 1. Therefore, by p−series test, the


P∞ 1
series √ converges.
k=1 k3

19

 
P1 1
(b) The series −√ is the linear combination of the convergent
k=1 ek k
P∞ 1 1
geometric series k
with common ratio r = < 1 and divergent
k=1 e e
P∞ 1
p−series √ with p = 1/2 ≤ 1. Therefore, by property 3, the series
k=1 k
P∞ 1 ∞
P 1
√ = 3/2
diverges.
k=1 k
k 3
k=1

Comparison test
It has two different comparison test technique such as direct comparison test
and limit comparison test.

Direct comparison test


Theorem 1.14 (Direct comparison test). Suppose 0 ≤ ak ≤ ck for all k ≥ N

P ∞
P
for some N ∈ N. If ck converges then the series ak also converges. And
k=1 k=1
P∞
let 0 ≤ dk ≤ ak for all k ≥ N for some N ∈ N. If dk diverges then the
k=1

P
series ak also diverges.
k=1

P 1
Example 1.29. Using the direct comparison test, test the series k
k=1 3 + 1
for convergence.
Solution: Now, for k ≥ 1,
 k
1 1
k
≤ ,
3 +1 3
 k

1
P
and the series is convergence geometric series. Therefore, by direct
k=1 3
P∞ 1
comparison test, the given series k
is convergent.
k=1 3 + 1
P∞ 1
Example 1.30. Using the direct comparison test, test the series √
k=2 k−1
for convergence.
Solution: Now, for k ≥ 2,
1 1 1
=√ ≤√ ,
k 1/2 k k−1

20
∞ 1
√ is divergent p−series with p = 21 < 1.Therefore, by
P
and the series
k=1 k
P∞ 1
direct comparison test, the given series √ is divergent.
k=1 k−1

Limit comparison test


In some cases direct comparison test is not important to check the conver-
gence (divergence) of the given series.
Theorem 1.15 (Limit comparison test).
Suppose ak ≥ 0 and bk > 0 for all sufficiently large k and that
ak
lim = L,
k→∞ bk
P P
where L is finite and positive (0 < L < ∞). Then ak and bk either
both convergent or both divergent.
Example 1.31. Determine the property of the series

X 1
.
k=1
2k −5

1 1
Solution: Since has the same apperance with k , now compute the
2k −5 2
limit
1
2k −5
lim 1 = 1,
k→∞
2k


P1 P∞ 1
which is finite and positive. Then both the series k
and k
have
k=1 2 − 5 k=1 2
the same property. But, we know that the property of the geometric series
∞ 1
with common ratio r = 12 < 1 is convergent. Therefore, the series
P
k
k=1 2
P∞ 1
k
converges.
k=1 2 − 5

The ratio test


P
A series of positive terms ak converges if and only if the sequence {ak }
ak+1
decrease rapidly toward 0. One way of measuring this rate is the ratio
ak
as k grows large.

21
P
Theorem 1.16 (The ratio test). Given the series ak with ak > 0. Suppose
that
ak+1
lim = L,
k→∞ ak

then the ratio test states that


P
1. If L < 1, then the series ak converges
P
2. If L > 1, then the series ak diverges

3. If L = 1, then we can not draw any conclusion instead we should take


other technique to determine the property of the series.

Example 1.32. Determine the property of the series



X 2k
,
k=1
k!

using the ratio test.

Solution: Since the series is positive term series, we can apply ratio test:
22k
ak+1 (k+1)k! 2
lim = lim 2k
= lim = 0 < 1.
k→∞ ak k→∞ k→∞ k + 1
k!

P∞ 2k
Therefore, by ratio test, the series is convergent.
k=1 k!

Example 1.33. Show that the series



X kk
,
k=1
k!

is divergent.

Solution: Since the series is positive term series, we can apply ratio test:
(k+1)(k+1)k  k  k
ak+1 (k+1)k! k+1 1
lim = lim kk
= lim = lim 1 + = e > 1.
k→∞ ak k→∞ k→∞ k k→∞ k
k!

P∞ kk
Therefore, by ratio test, the series is divergent.
k=1 k!

22
Example 1.34. Ratio test fails to apply on the following series

X 1
.
k=1
2k − 3

Solution: Since
ak+1 2k − 3
lim = lim = 1,
k→∞ ak k→∞ 2k − 1

thus we can not draw any conclusion.

Root test
P
Theorem 1.17 (Root Test). Given the series ak with ak ≥ 0. Suppose

that lim ak = w. The root test states the following
k
k→∞
P
1. If w < 1, then the series ak converges
P
2. If w > 1, even w = ∞, then the series ak diverges

3. If w = 1, then we can not draw any conclusion instead we should take


other technique to determine the property of the series.
Example 1.35. Determine the property of the series

X 1
,
k=1
(ln k)k

using the root test.


Solution: Since the series is positive term series, we can apply root test:
√ 1
lim k
ak = lim = 0 < 1,
k→∞ k→∞ ln k

P 1
thus the series k
converges.
k=1 (ln k)

Example 1.36. Test the property of the series


∞  k2
X 1
1+
k=1
k

using root test.

23
Solution: Since the series is non-negative term series, then we can apply
root test:
 k
√ 1
lim k ak = lim 1 + = e > 1.
k→∞ k→∞ k


 k 2
P 1
Therefore, by root test, the series 1+ is divergent.
k=1 k

1.7 Alternating series and alternating series


test
Alternating series
Definition 1.15. An infinite series has the form

X
(−1)k ak = −a1 + a2 − a3 + a4 − ...
k=1

or

X
(−1)k+1 ak = a1 − a2 + a3 − a4 + ...
k=1

is called alternating series.

Example 1.37. The following are examples of an alternating series


∞ 1
(−1)k+1
P
(a)
k=1 k
∞ 1
(−1)k
P
(b) .
k=1 2k

(−1)k ak
P
Theorem 1.18 (Alternating series test). An alternating series
k=1

k+1
P
or (−1) ak , where ak > 0 for all k converges if both the following two
k=1
conditions are satisfied

1. lim ak = 0
k→∞

2. the sequence {ak } is decreasing, i.e. ak+1 ≤ ak for all k.

24
Example 1.38. Show that the series

X 1
(−1)k
k=1
k
converges.
1
Solution: The series is an alternating series with ak = such that
k
1
lim ak = lim =0
k→∞ k→∞ k

and the sequence {ak } = { k1 } is decreasing. Therefore, by alternating series


test, the given series is convergent.
Exercise 1.7. Determine the property of the alternating series

1
X
(−1)k+1 e k .
k=1

Alternating p-sereis
Definition 1.16. The series of the form

X 1
(−1)k+1
k=1
kp

is called the alternating p−series.


Example 1.39. The following are examples of p−series
∞ 1
(−1)k+1
P
(a)
k=1 k2
∞ 1
(−1)k+1
P
(b) .
k=1 k 3/2
Theorem 1.19 (Alternating p-series).
∞ 1
(−1)k+1 p converges for p > 0.
P
An alternating p−series
k=1 k
Example 1.40. Show that the series

X 1
(−1)k+1 √
k=1
k
converges.

25
Note: There are some particular series which doesn’t fit in any of the
catagories what we have studied so far. For instance, we consider the follow-
ing series
1 1 1 1 1 1
1− − 2 + 3 + 4 − 5 − 6 + ··· .
2 2 2 2 2 2
Now, let us consider other techniques to determine properties of series which
are different from the others we discussed so far.
Theorem 1.20 (Absolute convergence
P test).
If absolute
P value series |a k | converges, then the given series of real
numbers ak converges.
Example 1.41. Determine the property of the series
1 1 1 1 1 1 1 1 1
1+ + − − + + + − − + ··· . (1.10)
4 9 16 25 36 49 64 81 100
Solution: The absolute value series of the above series is

1 1 1 1 1 1 1 1 1 X 1
1+ + + + + + + + + + ··· = 2
,
4 9 16 25 36 49 64 81 100 k=1
k
P∞ 1
which is p−series with p = 2 > 1. Since by p−series test the series 2
k=1 k
converges. Therefore, by Absolute convergence test, the series (1.10) is con-
vergent.
Example 1.42. Show that the series

X sin k
.
k=1
2k

Solution: Now
sin k 1
0≤ ≤ k, ∀k.
k 2
∞ 1
P
Since k
is convergent, then by absolute convergence test, the series
k=1 2
P∞ sin k
is convergent. Therefore, by direct comparison test, we can con-
k=1 k
clude that the series

X sin k
k
.
k=1
2
is convergent.

26
Exercise 1.8. Show that the series

X 1
(−1)k−1 2
k=1
k
is convergent.
Note: It is important to distingush between
P the notions of convergence and
absolutely P
convergence. If the series ak is absolutely
P convergence (i.e.
the series |ak | is convergent), then the series ak is convergence. The
∞ 1
(−1)k is convergent,
P
converse may not be true. For instance, the series
k=1 k

1
P
but the abslute value series k
is divergent.
k=1

1.8 Absolutely and Conditionally convergent


series
Definition 1.17.
ˆ The series
P
ak is said
P to be absolutely convergent (or converges abso-
lutely) if the series |ak | converges.
ˆ The series
P
ak is said to be conditionallyPconvergent (or converges
conditionally) if it converges, but the series |ak | diverges.
Example 1.43. Determine the property of the following series
P∞ (−1)k
(a)
k=1 k
P∞ (−1)k
(b)
k=1 k2
∞ cos k
(−1)k
P
(c)
k=1 k3
Solution:
P∞ (−1)k
(a) Since is convergent because it is alternating p−series with
k=1 k
P∞ (−1)k P∞ 1
p = 1 > 0, but the absolute value series = is di-
k=1 k k=1 k
P∞ (−1)k
vergent because it is harmonic series. Hence, the series is
k=1 k
conditionally convergent.

27
P∞ (−1)k P∞ 1
(b) Since the absolute value series = is convergent.
k=1 k2 k=1 k
2

P∞ (−1)k
Hence, the series is absolutely convergent series.
k=1 k2
∞ cos k ∞ | cos k|
(−1)k
P P
(c) Since the absolute value series = is conver-
k=1 k3 k=1 k3
P∞ 1
gent by direct comparison test with the series 3
. Hence the series
k=1 k
∞ cos k
(−1)k 3 is absolutely convergent.
P
k=1 k

Generalized ratio test


We apply ratio and root test for non-negative term series, but now consider
the generalized ratio and root test we can apply it to arbitrary series.

Theorem 1.21 (TheP generalized ratio test).


For the series ak , suppose ak 6= 0 for k ≥ 1 and that

ak+1
lim = L,
k→∞ ak

where L is a real number or ∞, then


P
1. If L < 1, then the series ak converges absolutely
P
2. If L > 1, or L = ∞, then the series ak diverges

3. If L = 1, then we can’t draw any conclusion.

kxk converges.
P
Example 1.44. Find all value(s) of x for which the series

Solution: Now, we can apply the generalized ratio test. Let ak = kxk . Then

(k + 1)xx
 
ak+1 (k + 1)
lim = lim = |x| lim = |x|.
k→∞ ak k→∞ kxk k→∞ k

Thus, by the generalized ratio test

ˆ the series converges for |x| < 1 which implies that the series
P k
kx
converges when x ∈ (−1, 1).

ˆ the series diverges for |x| > 1 which imples that the series
P k
kx di-
verges when x ∈ (−∞, −1) ∪ (1, ∞).

28
P k
But, we have to check the property of the series kx at the end points of
the interval (−1, 1) i.e. at the points x = −1 and P
x = 1.
case 1: If x = 1, then the above series becomes k and then lim ak 6= 0.
P k k→∞
Therefore, by divergent test we can have that the series kx diverges at
x = 1.
(−1)k k andPthen
P
case 2: If x = −1, then the above series becomes
lim ak 6= 0. Therefore, by divergent test we can have that the series kxk
k→∞
diverges at x = −1.
Hence, the series converges for |x| < 1 and diverges for |x| ≥ 1.

Example 1.45. Test the following series


∞ n3
(−1)n
P
(a)
n=1 3n
∞ 2k
(−1)k+1
P
(b)
k=1 k!
for absolute convergence.

Solution:
n3 (n + 1)3
(a) Since an = (−1)n n and an+1 = (−1)n+1 (n+1) , then by apply gen-
3 3
eralized ratio test,
 3
an+1 1 n+1 1
lim = lim = < 1.
n→∞ an n→∞ 3 n 3
∞ n3
(−1)n
P
Therefore, the series converges absolutely.
n=1 3n
2k 2k+1
(b) Since ak = (−1)k+1 and ak+1 = (−1)k+2 , then by apply
k! (k + 1)!
generalized ratio test,

ak+1 2
lim = lim = 0 < 1.
k→∞ ak k→∞ k+1
∞ 2k
(−1)k+1
P
Therefore, the series converges absolutely.
k=1 k!
Theorem
P 1.22 (Generalized root test). p
Let ak be any series of real numbers. Then, if lim k |ak | = L, then
k→∞

29
P
1. If L < 1, then the series ak converges absolutely
P
2. If L > 1, then the series ak diverges

3. If L = 1, then we can’t draw any conclusion.

Example 1.46. Test the convergence of the following series



 n
P n 2n + 3
(a) (−1)
n=1 3n + 2

 5n
P −2n
(b)
n=1 n+1
Solution:
 n
n 2n + 3
(a) Since an = (−1) , then by apply generalized root test,
3n + 2
pn 2n + 3 2
lim |an | = lim = < 1.
n→∞ n→∞ 3n + 2 3

 n
P n 2n + 3
Therefore, the series (−1) converges absolutely.
n=1 3n + 2
 5n
−2n
(b) Since an = , then by apply generalized root test,
n+1
 5
p 2n
lim n |an | = lim = 32 > 1.
n→∞ n→∞ n+1


 5n
P −2n
Therefore, the series diverges.
n=1 n+1

30
End of Chapter One

31

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