Class notes Oct. 2nd Some examples on series We begin with some comparison criteria useful in deciding the convergence of series. Theorem 1. (Theorem 2.7.4. in your text) Let (ak ),(bk ) be sequences satisfying 0 ak bk for all k N . Then: (i) If bk converges, then k 1 (ii) If a k 1 a k 1 k converges as well. k diverges, then b k 1 k diverges. Theorem 2. Let (ak ),(bk ) be sequences satisfying ak 0, bk 0 for all k N , and a suppose that lim n L, L 0 . Then ak and bk either both converge or both n b k 1 k 1 n diverge. Remark 1. This is a very useful criterion in deciding whether a series converges or diverges since the analysis of a series that seems more complicated can be reduced to a simpler one which is equivalent to it from the point of view of convergence. Notice that nothing is said about the value of the infinite sum. Below you will see how this result can be applied. a Proof: Since lim n L, L 0 we have that for any 0 there exists n b n a n0 N :| n L | , for all n n0 . We will not need to work with any 0 , so we will bn a choose a particular value, 1 . Then we have | n L | 1, for all n n0 , or equivalently bn bn an bn L bn , for all n n0 , or ( L 1)bn an bn (1 L), for all n n0 (1) . But since L 0 , from the algebraic properties of limits of sequences we have that the b 1 following limit exists: lim n . Then, as above, we obtain that there exists a rank n a L n n1 N such that ( L 1)an bn an (1 L), for all n n1 (2) . Let us now assume that the series a k 1 k converges. The idea of the proof is the following: we use inequality (2) which gives us that from a certain rank on all the terms in the series b k 1 k are below a constant multiple of the corresponding terms in the series a k 1 k . Since the convergence of a series is not affected by what happens to a finite number of terms the series b k 1 k will also be convergent. Now, for a rigorous proof, we will show that the sequence of partial sums of the series b k k 1 Since is Cauchy. m k 1 k 1 ak converges, the sequence of partial sums, Sm ak is Cauchy, so for any 0 there exists l 0 such that | Sm S n | , for all m, n l . Without loss of 1 L generality we may consider l n1 (that is, if l n1 great, if l n1 take n1 instead of l, the Cauchy property will still hold). m Let m, n l , and suppose n m . Denote Tm bk . Then k 1 n m k 1 k 1 | Tm Tn | bk bk n k m 1 bk n k m 1 ak (1 L) 1 L (1 L) , and therefore the sequence of partial sums of the series b k 1 k is Cauchy, so the series converges. Let us now assume that the series a k 1 k diverges. That means the partial sums grow without bound, so for any M 0 there exists l 0 , and we may also choose it l n0 , m such that Sm ak M , for all m l . We want to use inequality (1) which guarantees k 1 that the terms bk stay above some constant multiple of the terms ak , for k n0 . The idea is again that we can ignore what happens to the terms for k n0 , but in order to carefully m n0 n0 k 1 k 1 write this we have for the given M above, Sm ak (1 L)M ak (1 L) bk , k 1 for all m l , which is equivalent to n0 m k n0 1 ak (1 L) M (1 L) bk , for all m l . k 1 m We now use inequality (1). We have k n0 1 bk n0 1 a M bk , for all m l . k 1 L k n0 1 k 1 m m But this last inequality is equivalent to Tm bk M , proving that the series k 1 b k 1 k diverges. QED Remark 2. The theorem does not give any conclusion when the limit of the ratio a lim n 0 . We will se in some of the examples that follow that in that case there is no n b n definite conclusion. Example 1. Prove that the series 1 k ! converges. k 1 1 1 1 1 . We have ak for all k 1 . Therefore k! k (k 1) k 1 k n n 1 1 1 1 1 1 1 1 Sn ak 1 ( ) 1 1 ... 2 . k 2 2 3 n 1 n n k 1 k 2 k 1 1 1 Therefore, the partial sums of the series are bounded above by 2 , and since the n k 1 k ! series has positive terms, by Theorem 1 it follows that it is convergent. a 1 1 k2 Notice that if we denote bk 2 , lim k lim 0 , and as we know the series 2 k k bk k k ! k 1 k converges. a 1 k 1 However, if we define ck , lim k lim 0 , but the series diverges. k k ck k k ! k 1 k a This is why Theorem 2 cannot give any conclusions when lim n 0 . n b n Let ak Example 2. Determine whether the series ( k 1 k ) converges or diverges. k 1 (k 1) k 1 1 . At this k 1 k k 1 k 2 k 1 1 moment we can see that the series diverges because the series diverges. Therefore k k 1 1 1 we can just compare with using Theorem 2. k k 1 2 k 1 k 1 Let ak k 1 k . We have ak 1 1 k 1 lim , so the series n 2 k 1 n k 2 k 1 2 We have lim 2 k 1 1 diverges, and k 1 then the series a k 1 k diverges as well. Before looking at more examples, here is an important result which helps decide in certain cases when a series diverges. Theorem 3. (Theorem 2.7.3.) If a series a k 1 k converges, then lim an 0 . n Proof: Since the series converges, the sequence of partial sums is a Cauchy sequence. We will write this fact with a particular choice as follows: for each 0 there exists n0 0 such that | Sm Sn | , for all m, n n0 . In particular, if m n 1, | Sn1 Sn || an1 | , and therefore lim an 0 . n QED Remark 3. Use this result as a divergence criterion rather than as a convergence criterion. If for a series a k 1 k , lim an 0 , this will not imply that the series converges. n On the other hand, if lim an 0 or it does not exists, then the series diverges. n Example 3. Determine whether the series k k 1 converges or diverges. k 1 n 1 , therefore the series diverges. n 1 k Example 4. Determine whether the series 2 converges or diverges. k 1 k 2k 2 We have lim n k . A quick evaluation of the term ak shows that the numerator is of k 2k 2 order k 1/ 2 , whereas the dominant term in the denominator is of order k 2 , so ak is of 1 order k 3/ 2 . We then try to use Theorem 2 with bk 3/ 2 . We have k 3/ 2 a k k k2 lim k lim 2 lim 2 1. k b k k 2k 2 k k 2k 2 k Let ak 2 Then, since k k 1 1 3/ 2 converges, Theorem 3 gives that k k 1 2 k converges. 2k 2