Chapter 1: Infinite series

Nguyen Thu Huong

SAMI, HUST

April 5, 2023
Infinite series Series of nonnegative terms Series of sign changing terms

Content

1. Infinite series
1.1 Definition
1.2 Properties

2. Series of nonnegative terms

2.1 Integral test
2.2 Comparison tests
2.3 Ratio test
2.4 Root test

3. Series of sign changing terms

3.1 Absolute convergence
3.2 Alternating series test
3.3 Properties of absolutely convergent series

Infinite Series Nguyen Thu Huong

Content

1. Infinite series
1.1 Definition
1.2 Properties

2. Series of nonnegative terms

2.1 Integral test
2.2 Comparison tests
2.3 Ratio test
2.4 Root test

3. Series of sign changing terms

3.1 Absolute convergence
3.2 Alternating series test
3.3 Properties of absolutely convergent series
Infinite series Series of nonnegative terms Series of sign changing terms

Example
The area of the square:

∞
1 1 1 1 X 1
1 = + + + ... + n + ... =
2 4 8 2 2n
n=1

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Infinite series Series of nonnegative terms Series of sign changing terms

Definition
Given a sequence {an }n≥1 . The formal sum

a1 + a2 + . . . + an + . . .
∞
P
is called an infinite series, denote by an .
n=1
an : general term.
Sn = a1 + a2 + . . . + an : n−th partial sum.
∞
P
If there exists lim Sn = S < ∞, we say that the series an
n→∞ n=1
converges, and its sum is S.
Otherwise, if there does not exist lim Sn or lim Sn = ∞, we
n→∞ n→∞
∞
P
say that the series an diverges.
n=1

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Infinite series Series of nonnegative terms Series of sign changing terms

Example (Geometric series)

Test for convergence and find the sum of the following series
∞
X
aq n = a + aq + aq 2 + . . . + aq n + . . . , a 6= 0.
n=0

The n−th partial sum is

n
a 1 − q ,

q 6= 1
Sn = a + aq + aq 2 + . . . + aq n−1 = 1−q
an, q = 1.


Passing to the limit as n → ∞

1 − qn a qn
lim Sn = lim a = − lim a
n→∞ n→∞ 1 − q 1 − q n→∞ 1 − q
∞ a
aq n converges ⇔ |q| < 1, S =
P
.
n=0 1−q
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Infinite series Series of nonnegative terms Series of sign changing terms

Example
Test for convergence and find the sum of the following series
∞
X 1
n(n + 1)
n=2

The n−th partial sum is

1 1 1 1 1
Sn = + + ... + = − .
2.3 3.4 (n + 1)(n + 2) 2 n+2

1
Passing to the limit lim Sn = .
n→∞ 2
1
The series is convergent and its sum is S = .
2

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Infinite series Series of nonnegative terms Series of sign changing terms

Proposition (Properties of convergent series)

∞
P P∞
1 If an = S1 , then αan = αS1 .
n=1 n=1
∞
P ∞
P
In particular, α = −1: (−an ) = − an .
n=1 n=1
∞
P ∞
P ∞
P
2 If an = S1 and bn = S2 , then (an + bn ) = S1 + S2 .
n=1 n=1 n=1
∞
P ∞
P
3 The two series an and an are either both convergent
n=1 n=n0
0 −1
nP
or both divergent. Their sums differ by ak .
k=1
∞
P
4 If the series an converges then lim an = 0.
n=1 n→∞

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Infinite series Series of nonnegative terms Series of sign changing terms

Proof.
4 a = S − S
n n n−1 . Passing to the limit as n → ∞, as
lim Sn = S, we get lim an = 0.
n→∞ n→∞

Remark
By the third property, when testing the convergence, we do not
need to specify the first term of the series.

Infinite Series Nguyen Thu Huong

Infinite series Series of nonnegative terms Series of sign changing terms

Corollary (Test for divergence)

∞
P
If @ lim an or lim an 6= 0, then the series an diverges.
n→∞ n→∞ n=1

Example
The following series are divergent
P∞ 1 P∞ (−1)n .n
a) cos b) √ .
n=1 n n=1 n2 + 1

Remark
The converse is not necessarily true.
1 P∞ 1
lim 2 = 0, 2
converges.
n→∞ n n=1 n
1 P∞ 1
lim = 0, diverges.
n→∞ n n=1 n

Infinite Series Nguyen Thu Huong

Content

1. Infinite series
1.1 Definition
1.2 Properties

2. Series of nonnegative terms

2.1 Integral test
2.2 Comparison tests
2.3 Ratio test
2.4 Root test

3. Series of sign changing terms

3.1 Absolute convergence
3.2 Alternating series test
3.3 Properties of absolutely convergent series
Infinite series Series of nonnegative terms Series of sign changing terms

Series of nonnegative terms

P
an , an ≥ 0 for all n.P
In genenal, an does not change sign.
If an ≤ 0, we consider (−an ) instead.
The sequence of partial sums {Sn } is an increasing sequence.
Sn+1 = a1 + a2 + . . . + an + an+1 ≥ Sn .
Convergence criterion: A bounded, monotone increasing
sequence {Sn } owns a limit.
Hence, speciality: {Sn } is convergent if {Sn } is bounded from
above.

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Infinite series Series of nonnegative terms Series of sign changing terms

Theorem (Integral test)

Assume that f (x) is a positive, continuous and monotone
decreasing function on [1; +∞) and f (n) = an . Then the series
P∞ R∞
an and the improper integral f (x)dx are either both
n=1 1
convergent or both divergent.

k+1
R
ak+1 ≤ f (x)dx ≤ ak
k
n
P n+1
R n
P
ak+1 ≤ f (x)dx ≤ ak .
k=1 1 k=1
n+1
R
Sn+1 − a1 ≤ f (x)dx ≤ Sn .
1

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Infinite series Series of nonnegative terms Series of sign changing terms

Example
P∞ 1
The series p
converges if and only if p > 1.
n=2 n
P∞ 1
Test for convergence .
n=2 n ln n

Infinite Series Nguyen Thu Huong

Infinite series Series of nonnegative terms Series of sign changing terms

Theorem (Comparison test)

P P
LetP an , P series and 0 ≤ an ≤ bn for all n ≥ N.
bn be infinite
If P bn converges, thenP an converges.
If an diverges, then bn diverges.

Proof
Without loss of generality, we assume an ≤ bn for all n ≥ 1 (i.e.
N = 1).

Sn = a1 + a2 + . . . + an ≤ b1 + b2 + . . . + bn = Tn .

{Tn } is bounded from above implies {Sn } is bounded from above.

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Infinite series Series of nonnegative terms Series of sign changing terms

Example
Test for convergence
∞ ∞
X 1 X 1
a) n
b)
2 +3 ln n
n=1 n=2

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Infinite series Series of nonnegative terms Series of sign changing terms

Theorem (Quotient test)

P P an
Let an , bn be infinite series, 0 ≤ an , bn , lim = k.
P P n→∞ bn
If 0 < k < ∞, then the series an , bn either both converge or
both diverge.

Remark
P P
If k = 0, bn converges, then an converges.
P P
If k = ∞, bn diverges, then an diverges.

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Infinite series Series of nonnegative terms Series of sign changing terms

Example
Test for convergence
∞ √ ∞
X n+1 X 1
a) 2
b) sin
n +2 2n
n=1 n=1

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Infinite series Series of nonnegative terms Series of sign changing terms

Ratio test

Theorem
an+1
Assume that lim = D.
n→∞ an
If D < 1, then the series converges.
If D > 1, then the series diverges.

Remark
If D = 1, the test fails.
P 1
Example: converges iff p > 1, D = 1.
np

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Infinite series Series of nonnegative terms Series of sign changing terms

Proof
a) D < 1. Take 0 < ε < 1 − D, then ∀n ≥ N0

an+1 an+1
−D <ε⇒ <D +ε<1
an an
⇒ an+1 < (D + ε)n+1−N0 aN0 .
∞
P
By comparison test: the series an converges, hence the given
n=N0
series converges.
b) D > 1. Take 0 < ε < D − 1, ∀n ≥ N0 :

an+1
− D < ε ⇒ an+1 > (D − ε)an > an ,
an

hence lim an 6= 0, the series diverges.

n→∞

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Infinite series Series of nonnegative terms Series of sign changing terms

Root test

Theorem
√
Assume that lim n an = C .
n→∞
If C < 1, the series converges.
If C > 1, the series diverges.

Remark
If C = 1 the test fails.
√  1 n
lim n n = 1, lim 1 + = e.
n→∞ n→∞ n

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Infinite series Series of nonnegative terms Series of sign changing terms

Example

∞ ∞
X 2n + 1
2n X 3n
a) b)
3n + 1 (2n − 1)!
n=1 n=1
∞ ∞   2
X (2n)!! X n − 2 n −1
c) d)
nn n+1
n=1 n=1

Infinite Series Nguyen Thu Huong

Content

1. Infinite series
1.1 Definition
1.2 Properties

2. Series of nonnegative terms

2.1 Integral test
2.2 Comparison tests
2.3 Ratio test
2.4 Root test

3. Series of sign changing terms

3.1 Absolute convergence
3.2 Alternating series test
3.3 Properties of absolutely convergent series
Infinite series Series of nonnegative terms Series of sign changing terms

Absolute and conditional convergence

Definition
∞
P ∞
P
an is said to converge absolutely ⇔ |an | converges.
n=1 n=1

Proposition
∞
P ∞
P
If an converges absolutely, then an converges.
n=1 n=1
∞
P ∞
P
If an does not converge absolutely, then an might converges
n=1 n=1
or diverge.
Definition
∞
P ∞
P ∞
P
an is said to converge conditionally ⇔ |an | diverges and an
n=1 n=1 n=1
converges.
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Infinite series Series of nonnegative terms Series of sign changing terms

Example
Test for convergence
∞ ∞ ∞
X sin n2 X cos(2n + 1) X (−1)n .n
a) √ b) c)
n3 3n + 1 3n
n=1 n=1 n=1

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Infinite series Series of nonnegative terms Series of sign changing terms

Ratio and root test: general case

We also have the following versions for series with sign-changing

terms.
Theorem
an+1
Assume that lim = D.
n→∞ an
If D < 1, then the series converges (absolutely).
If D > 1, then the series diverges.

Theorem
p
n
Assume that lim |an | = C .
n→∞
If C < 1, the series converges (absolutely).
If C > 1, the series diverges.

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Infinite series Series of nonnegative terms Series of sign changing terms

Alternating series

Definition
Alternating series is the one whose successive terms are alternately
positive and negative, namely it is of the form
∞
X
−a1 + a2 − a3 + . . . + a2n − a2n+1 + . . . = (−1)n an
n=1

or
∞
X
a1 − a2 + a3 − . . . + a2n−1 − a2n + . . . = (−1)n+1 an
n=1

where an > 0.

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Infinite series Series of nonnegative terms Series of sign changing terms

Alternating series test

Theorem (Leibniz test)

If lim an = 0 and an+1 ≤ an , ∀ n ≥ N, then the alternating series
n→∞
∞
(−1)n−1 an converges. Its sum satisfies |S| ≤ a1 .
P
n=1

Proof.

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Infinite series Series of nonnegative terms Series of sign changing terms

The sequence {S2m } is increasing and bounded from above,

lim S2m = S.
m→∞
The sequence {S2m+1 } is decreasing and bounded from
below, lim S2m+1 = S 0 .
m→∞
S2m+1 = a2m+1 + S2m , passing to the limit m → ∞, then
S = S 0.
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Infinite series Series of nonnegative terms Series of sign changing terms

Example
Test for convergence
∞ ∞ ∞
X cos nπ X ln n X (−1)n
a) √ b) (−1)n c) √
n n n n
n=1 n=2 n=1

Example
2
P∞ (−1)n .n
Test for convergence √ .
n=1 2n2 + 1

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Infinite series Series of nonnegative terms Series of sign changing terms

Commutativity and associativity hold for finite sums.

Example
∞
X (−1)n 1 1 1 1
= − + − + ... > 0
n 2 3 4 5
n=2

But
1 1 1 1 1 1
− − + − − + ... < 0
2 3 5 4 7 9
Commutativity and associativity hold for absolutely
convergent series.

Infinite Series Nguyen Thu Huong

Infinite series Series of nonnegative terms Series of sign changing terms

Properties of absolutely convergent series

Proposition
1 The terms of an absolutely convergent series can be
rearranged in any order or grouped without changing the sum.
2 The terms of a conditionally convergent series can be suitably
rearranged or grouped to result a series which may diverge or
converge to any desired sum.

Infinite Series Nguyen Thu Huong