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Section 2

Series of real numbers


2.1

Series

In this part of the course, we will be concerned with how one can formalise the idea of
summing an infinite list of numbers
a1 + a2 + a3 + . . . .
As you would expect, this will once again involve the notion of a limit. We begin with a
basic definition:
Definition 2.1 Let (an )
n=1 be a sequence. For each n 1, let
sn = a1 + a2 + . . . + an =

n
X

ak .

k=1

P
The series with nth term an , denoted
an , is, formally, the sequence (sn ). an is called
the nth term of the series and sn is called the nth partial sum of the series.
P
an .
We denote a series by the notation
Note that, as far as we are concerned, a series involves an infinite list of numbers. We do
not discuss finite series, since there are no convergence issues there.
Lets consider an example.
P
Example (1)n .
The nth term is (1)n and the nth partial sum sn is 1 if n is odd and 0 if n is even.

2.2

Convergence of series

P
Definition 2.2 Let
an be a series. If the sequence (sn ) of partial sums converges to L
(finite), thenPwe say that the series converges to L, or has sum L. If (sn ) diverges, then
we say that
an diverges.
If a series

an converges to L, we write

Theorem 2.3 If

n=1 an

= L.

an converges, then limn an = 0.

The above result is easy to prove. You should be aware


P that its converse is false: an
tending to 0 does not necessarily mean that the series
an converges. Finding sufficient
conditions for a series to converge is the P
main aim in what follows, and its not easy. Life
would be simple if it were the case that
an converges if and only if an 0, but it isnt
so.

2.3

Special series

Heres a classic example that youll be familiar with.


Theorem 2.4 (Geometric Series) Let a, r R. Then
P n1
a
1.
ar
converges to 1r
if |r| < 1.
P n1
2.
ar
diverges if |r| 1.
Theorem 2.5 The harmonic series

1/n diverges.

The following result is extremely useful.


Theorem 2.6 The series

1/ns diverges if s 1 and converges if s > 1.

There are also exist some Algebra of Limits results which can be proved directly from
the corresponding results for sequences:
P
P
P
P
Theorem 2.7 Suppose
an and
bn converge,Pand that
= L and
n=1 anP
n=1 bn =
M
.
Then,
for
any
real
number
c,
the
series
(a
+
b
)
and
ca
converge,
and
n
n
n
P
P
(a
+
b
)
=
L
+
M
and
ca
=
cL.
n
n
n=1 n
n=1

But . . . note that the same does


For example, if an = (1)n / n,
P not hold for products. P
then, as we willP
shortly see,
an converges. However, (an an ) diverges. This latter
1
series is simply
n , the harmonic series.
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2.4

Some Useful Tests for Nonnegative Series

A series is nonnegative if all its terms are nonnegative. (Later we look at series which
have some negative terms, but its easiest at the moment to stick to nonnegative series.)
The aim now is to develop a range of tests for convergence.

2.4.1

Comparison Test

First, we have the Comparison Test.


Theorem 2.8 (Comparison Test) Let (an ), (bn ) be nonnegative sequences such that
an bn for all n. Then
P
P
P
bn converges, then
an does also, and
n=1 an
n=1 bn .
P
P
2. If
an diverges, then
bn diverges.

1. If

When using the Comparison Test, its important


Pto use it in the right direction. Suppose,
for example,
you want to use it to show that
an converges. Then you need to find a
P
series
bn that you know converges and
which
satisfies 0 an bn for all n. IfPyou
P
wanted to use it to show that a series
cn diverges, you need a divergent series
dn
with cn dn .
The Comparison Test can be weakened slightly as follows. (Here, what weve done is
replace for all n with for all sufficiently large n.)
Theorem 2.9 Let (an ), (bn ) be nonnegative sequences such that there is some N such that
an bn for all n > N . Then
P
bn converges, then
an does also.
P
P
2. If
an diverges, then
bn diverges.
1. If

n2 + 1
. The nth term here behaves like 1/n3 , because the
n5 + n + 1
5
dominant term on the numerator is n2 and the dominant term in the denominator
P is3 n .
But this needs to be made precise. We can formally compare the series with
1/n by
noting that
n2 + n2
2
n2 + 1

= 3.
5
5
n +n+1
n
n
P
P
3
3
The series
2/n converges because
1/n does (this being a standard result from
above). Hence, by the Comparison Test, the given series converges also.
Example Consider

The following, more sophisticated, version of the Comparison Test, is more useful. We
could call it the Limiting Comparison Test, but well just call it the Comparison Test
(since it subsumes the previous versions).
Theorem 2.10 (Comparison Test) Suppose that
are positive and that an /bn
P(an ), (bn )P
L, where L 6= 0 (and L is finite) as n . Then
an and
bn either both converge or
both diverge: that is, they have the same behaviour with respect to convergence.
n2 + 1
. Using the limiting form of the Comparison Test
5
P n +3 n + 1
to compare the series with
1/n , we simply observe that, since
Example Consider again

n5 + n3
(n2 + 1)/(n5 + n + 1)
1 + n2
=
1 6= 0,
=
1/n3
n5 + n + 1
1 + n4 + n5
and since

2.4.2

1/n3 converges, then the given series converges too.

Ratio Test

Another very useful test is the Ratio Test.


Theorem 2.11 (Ratio Test) Let
L = lim

an be a nonnegative series such that

an+1
an

(L = allowed).

Then
1. L < 1

an converges.

2. L > 1

an diverges (This includes the case L = .)

Note that
if L = 1: in this case, the test is useless. In fact, consider the
P this saysPnothing
2
series
1/n and
1/n . In both cases, an+1 /an 1, yet the first series is divergent
and the second convergent. So the ratio test fails in the case L = 1 not because we cant
prove that it works, but because the limit of the ratio really tells us nothing at all about
convergence or divergence if that limit is 1.

Proof
We only prove (i). So suppose that L < 1. Evidently, we may choose an M such that
L < M < 1. Hence there exists N such that
nN

an+1
< M.
an

In particular, aN +1 < M aN . From this we see that in general we have


aN +n < M n aN .
P n
Now since the geometric
series
M aN converges (since
0 < M < 1), we have by the
P
P
Comparison Test that
aN +n converges, and hence
an converges.
X n7
. Letting an = n7 /6n , we have
Example Consider
6n


an+1
(n + 1)7 /6n+1
1 (n + 1)7
1
1 7
1
=
=
=
1+
.
7
n
7
an
n /6
6 n
6
n
6
This limit is less than 1, so the series converges.

2.4.3

Root Test

Also useful is the Root Test.


P
1/n
Theorem 2.12 (Root Test) Let
an be a nonnegative series, and suppose that an
L as n (where we allow L = ). Then,
1. L < 1

an converges.

2. L > 1

an diverges (this includes the case L = ).

Example Consider again

X n7
6n
a1/n
n

1/n

Now, n1/n 1, so an

. Here,


n7
6n

1/n
=

n7/n
(n1/n )7
=
.
6
6

1/6 as n . By the Root Test, the series converges.

Again, note that the Root Test says nothing about the case L = 1.

2.4.4

Integral Test

The following test draws on the interpretation of an area.


Theorem 2.13 (Integral Test) Let g be a positive,
R n decreasing, integrable (for
P example,
continuous) function on [1, ), and let G(n) = 1 g(x) dx. Then theP
series
g(n) converges if and only if the sequenceR(G(n)) converges. In other words,
g(n) converges if

and only if the improper integral 1 g(x) dx exists.


In fact, the following slight generalisation is valid.
Theorem 2.14 (Integral Test) Suppose that a 1 is a fixed number. Let g be a positive,
decreasing, function defined
Rn
P on [a, ) and integrable on [a, ), and let G(n) =
g(x)
dx.
Then
the
series
g(n) converges if and only if the sequence (G(n))
a
R conP
verges. In other words,
g(n) converges if and only if the improper integral a g(x) dx
exists.
(This second version is useful when the integral exhibits improper behaviour near 1, as in
the following example.)
P
P
P
Example Consider
1/(n log n). We know that
1/n diverges and that
1/n2 converges. This series is between these two. To see whether it converges, we can use the
integral test. Let g(n) = 1/(n log n). Then, taking a = 2 in the general version of the
integral test, we have
Z n
Z n
Z log n
1
1
g(x) dx =
dx =
du,
2
2 x log x
log 2 u
where we have made the substitution u = log x. So
n
G(n) = [log u]log
log 2 = log log n log log 2.

Since G(n) as n , the series is divergent. (We use a = 2 rather than a = 1


because the integral of g(x) is not defined when x = 1.)

2.5

Alternating series

A series is alternating
if its terms are alternately positive and negative. Such a series takes
P
the form (1)n+1 cn , where cn 0.
P
P
Theorem 2.15 (Leibniz Alternating Series Test) Suppose that an = (1)n+1 cn
is an alternating series, where
cn 0. Then, if (cn ) is a decreasing sequence and
P
limn cn = 0, the series
an converges.
10

Corollary 2.16

P (1)n+1
converges for s > 0.
ns

Note: this test says that if the sequence (cn ) is decreasing and tends to 0, then the series
converges. It says nothing at all if one of these two conditions fails to hold. This does not
mean that these two conditions are necessary for convergence of the alternating series: it
just means that the Leibniz test doesnt work in those situations.

2.6
2.6.1

Absolute convergence
Definition of absolute convergence

P
Definition 2.17 Let
an be P
a series (in which some of the P
terms may be negative).
P
P If
|an | converges,
we
say
that
a
converges
absolutely.
If
a
converges
but
|an |
n
n
P
diverges, then
an is said to converge conditionally.
Absolute convergence implies convergence.
Theorem 2.18 If a series is absolutely convergent, then it is convergent.
Note that if
convergent.

an is a convergent series with nonnegative terms, then it is absolutely

P n1
From what we saw earlier, the geometric series
ar
converges absolutely if
|r| < 1.
P
P
The previous corollary and the fact that
1/n diverges, show that the series
(1)n /n converges conditionally.

2.6.2

Tests for absolute convergence

The Comparison, Ratio, and Root Tests can be generalised as follows.


Theorem 2.19 (Comparison Test) Let (an ), (bn ) be sequences such that |an | |bn | for
all n. Then
P
P
P
bn converges absolutely, then
an does also and
n=1 |an |
n=1 |bn |.
P
P
2. If
|an | diverges, then
|bn | diverges.

1. If

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Theorem 2.20 (Ratio Test) Let


L = lim

an be a series such that

|an+1 |
|an |

(L = allowed).

Then
1. L < 1

an converges absolutely

2. L > 1

an diverges.

P
Theorem 2.21 (Root Test) Let
an be a series, and suppose that |an |1/n L as
n (where we allow L = ). Then,
1. L < 1

an converges absolutely.

2. L > 1

an diverges (this includes the case L = ).

2.7

Power Series

P
n , where x is a real variable.
For our purposes, a power series is a series of the form
an xP
Perhaps the most important example of a power series is
xn /n!, used to define the
exponential function. It turns out that, for any real number x, this series converges, and
we may define the exponential function by

X
xn

exp(x) =

n=1

n!

There isnt enough time to cover power series in very great detail, but we look at how our
convergence tests apply to power series.
Lets take the exponential series first. Its easy to show that this converges absolutely for
all x. We simply observe that

n+1
x
/(n + 1)!
|x|
=
0,
|xn /n!|
n+1
for any x, and so, by the Ratio Test, absolute convergence follows.
Heres a less straightforward example.
Example Lets determine exactly those values of x for which the series
vergent. Taking an = xn /n, the ratio |an+1 |/|an | is
n+1

x
/(n + 1)
n
= |x|
|x|.
|xn /n|
n+1
12

xn /n is con-

The ratio test therefore tells us that the series converges absolutely if |x| < 1, and that it
diverges if |x| > 1. But what if |x| = 1? Here, the ratio test is useless and we have to be
more sophisticated. Well, |x| = 1 corresponds to two cases: x = 1P
and x = 1. We treat
each separately. When x = 1, the series isPthe harmonic series
1/n, which we know
diverges. When x = 1, we have the series (1)n /n. This is convergent, by the Leibniz
Alternating Series Test. (Check this!) So we have now determined exactly the values of x
where the series converges: it converges for 1 x < 1 and diverges for all other values
of x.
A general result about power series is as follows.
P
Theorem 2.22 For every sequence (an ), there is an R such that the series
an xn converges absolutely for all x (R, R), and diverges for all x with |x| > R. (It is possible
that R = ).
In the case in which R is finite, what happens at R is not determined by this theorem,
and has to be considered separately. The name radius of convergence is given to R.

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