7.3 Series
Tests
[219] Let \(𝛼=\limsup _{n→∞}\sqrt[n]{|a_ n|}\) then
if \(𝛼{\lt}1\) the series \(∑_{n=1}^∞ a_ n\) converges absolutely;
if \(𝛼=1\) nothing can be concluded;
if \(𝛼{\gt}1\) the series \(∑_{n=1}^∞ a_ n\) does not converge, and also \(∑_{n=1}^∞ |a_ n|\) diverges.
If \(𝛼{\lt}1\), having fixed \(L∈(𝛼,1)\) you have eventually \(\sqrt[n]{|a_{n}|}{\lt}L\) so there is a \(N\) for which \(|a_ n|≤ L^{N-n}\) for each \(n≥ N\) and we conclude by comparison with the geometric series.
For the two series \(1/n\) and \(1/n^ 2\) you have \(𝛼=1\).
If \(𝛼{\gt}1\) you have frequently \(\sqrt[n]{|a_{n}|}{\gt}1\) So \(|a_ n|{\gt}1\), contrary to the necessary criterion.
[21C] Assume that \(a_ n\neq 0\). Let \(𝛼=\limsup _{n→∞}\frac{|a_{n+1}|}{|a_{n}|}\) then
if \(𝛼{\lt}1\) the series \(∑_{n=1}^∞ a_ n\) converges absolutely;
if \(𝛼≥ 1\) nothing can be concluded.
If \(𝛼{\lt}1\), taken \(L∈(𝛼,1)\) you have eventually \(\frac{|a_{n+1}|}{|a_{n}|}{\lt}L\) so there is a \(N\) for which \(\frac{|a_{n+1}|}{|a_{n}|}{\lt}L\) for each \(n≥ N\), by induction it is shown that \(|a_ n|≤ L^{n-N} |a_ N|\) and ends by comparison with the geometric series.
Let’s see some examples. For the two series \(1/n\) and \(1/n^ 2\) you have \(𝛼=1\).
Defining
\begin{equation} a_ n= \begin{cases} 2^{-n} & n~ \text{even}\\ 2^{2-n} & n~ \text{odd}\\ \end{cases} \label{eq:f3422p3sa} \end{equation}219we obtain a convergent series but for which \(𝛼=2\).
[21D] If \((a_ n)_ n⊂{\mathbb {R}}\) has positive terms and is monotonic (weakly) decreasing, the series converges if and only if the series
converges.
Since the sequence \((a_ n)_ n\) is decreasing, then for \(h∈{\mathbb {N}}\)
We note now that
and therefore
so we can add the terms in 225 to get
where the term on the right is finite if and only if the one on the left is finite, because
the proof ends by the comparison theorem
[21F] Let \(\{ a_{n}\} \) and \(\{ b_{n}\} \) be two sequences. If \( b_{n}\) tends monotonically to \(0\) and if the series of partial sums of \(a_ n\) is bounded, i.e. if
then the series
is convergent.
The proof is left as an exercise (Hint: use 2)
Hidden solution: [UNACCESSIBLE UUID ’21G’]
[238] Let \(b_ n\) be a sequence for which
then the series
is convergent; also, called \(ℓ\) the value of the series, letting
the partial sums, we have that the sequence \(B_{2N}\) is decreasing , the sequence \(B_{2N+1}\) is increasing, and both converge to \(ℓ\).
[0DR](Solved on 2022-12-13) Consider the series \(∑_{n=1}^∞ a_ n\) where the terms are positive: \(a_ n{\gt}0\). Define
for convenience.
If \(z_ n ≤ 1\) eventually in \(n\), then the series does not converge.
If there exists \(L{\gt}1\) such that \( z_ n≥ L\) eventually in \(n\), i.e. equivalently if
\[ \liminf _{n→∞} z_ n{\gt}1\quad , \]then the series converges.
In addition, fixed \(h∈ {\mathbb {Z}}\), we can define
or
such as
and the criterion applies in the same way. Hidden solution: [UNACCESSIBLE UUID ’0DS’]
Exercises
- E228
[214](Solved on 2022-12-13) Let \(𝛼{\gt}0\); use Raabe’s criterion 228 to study the convergence of the series
\[ ∑_{n=1}^∞ \frac{1}{n^𝛼} \]Hidden solution: [UNACCESSIBLE UUID ’215’]
- E228
[23D](Solved on 2022-12-13) Let \(𝛼{\gt}0\); use the condensation criterion 224 to study the convergence of the series
\[ ∑_{n=1}^∞ \frac{1}{n^𝛼} \]- E228
[0DW] Given a series \(∑_ n^∞ a_ n\) tell if the following conditions are necessary and/or sufficient for convergence.
\begin{eqnarray} ∀\varepsilon {\gt}0~ ∃ m∈{\mathbb {N}}~ ∀ n{\gt}m ~ ∀ k∈{\mathbb {N}}~ ~ \left|∑_{j=n}^{n+k} a_ k\right|{\lt}\varepsilon \\ ∀\varepsilon {\gt}0~ ∀ k∈{\mathbb {N}}~ ∃ m ∈{\mathbb {N}}~ ∀ n{\gt}m ~ \left|∑_{j=n}^{n+k} a_ k\right|{\lt}\varepsilon \\ ∀\varepsilon {\gt}0~ ∃ m∈{\mathbb {N}}~ ∀ n{\gt}m∀ k∈{\mathbb {N}}~ ~ ∑_{j=n}^{n+k} |a_ k| {\lt}\varepsilon \\ ∀\varepsilon {\gt}0~ ∀ k∈{\mathbb {N}}~ ∃ m∈{\mathbb {N}}~ ∀ n{\gt}m ~ ∑_{j=n}^{n+k} |a_ k|{\lt}\varepsilon \end{eqnarray}Hidden solution: [UNACCESSIBLE UUID ’0DX’]
- E228
[0DY](Proposed on 2022-12-13) Find two sequences \((a_ n)_ n,(b_ n)_ n\) with \(a_ n,b_ n{\gt}0\) such that \(∑_{n=0}^∞ (-1)^ n a_ n\) is convergent, \(∑_{n=0}^∞ (-1)^ n b_ n\) is non-convergent, and \(\lim _{n→∞} a_ n/b_ n=1\). Hidden solution: [UNACCESSIBLE UUID ’0DZ’]
- E228
[0F0]Note:Exam of 9th APr 2011.Let \((a_ n)\) be a sequence of real numbers (not necessarily positive) such that the series \(∑_{n=1}^∞ a_ n\) converges to \(a∈{\mathbb {R}}\); let \(b_ n=\frac{a_ 1+\cdots +a_ n}{n}\); show that if the series \(∑_{n=1}^∞ b_ n\) converges then \(a=0\).
- E228
[0F2](Proposed on 2022-12) Find two examples of \(a_{i,j}:{\mathbb {N}}× {\mathbb {N}}→ {\mathbb {R}}\)
such that, for each \(i\), \(∑_ j a_{i,j} =0\), while for each \(j\), \(∑_ i a_{i,j} =∞\);
such that, for each \(i\), \(∑_ j a_{i,j} =0\), while for each \(j\), \(∑_ i a_{i,j} =1\).
Can you find examples where moreover we have that \(|a_{i,j}|≤ 1\) for every \(i,j\)? [UNACCESSIBLE UUID ’0F3’]
Prove that
if \(∏_{n=0}^∞ a_ n\) converges then \(\lim _{n→+∞}a_ n=1\);
if the series \(∑_{n=0}^∞|a_ n-1|\) converges, then it also converges \(∏_{n=0}^∞ a_ n\);
find an example where the series \(∑_{n=0}^∞(a_ n-1)\) converges but \(∏_{n=0}^∞ a_ n=0\).
[0F5]We indicate with \({\mathcal P}_{\mathfrak f}({\mathbb {N}})\) the set of subsets \(B⊆ {\mathbb {N}}\) which are finite sets. This is said the set of finite parts.
We abbreviate \({\mathcal P}={\mathcal P}_{\mathfrak f}({\mathbb {N}})\) in the following.
Given a sequence \((a_ n)_ n\) of real numbers and a \(B∈{\mathcal P}\) we indicate with \(s(B)=∑_{n∈ B} a_ n\) the finite sum with indices in \(B\).
Suppose the series \(∑_{n=0}^∞ a_ n\) converge but not converge at all. Then:
\(\{ s(F ) : F ∈{\mathcal P}\} \) it is dense in \({\mathbb {R}}\).
There is a reordering \(σ\) of \({\mathbb {N}}\), that is, a bijective function \(σ:{\mathbb {N}}→{\mathbb {N}}\), such that all partial sums \(∑_{n=0}^ N a_{σ(n)}\) (at the variation of \(N\)) is dense in \({\mathbb {R}}\).
[UNACCESSIBLE UUID ’0F6’] [0F7]Note:This result is attributed to Riemann , see 3.54 in [ 22 ] ..
Let be given a sequence \((a_ n)_ n\) of real numbers such that \(∑_{n=0}^∞ a_ n\) converges (to a finite value) but \(∑_{n=0}^∞ |a_ n|=∞\); for each \(l,L\) with \(-∞ ≤ l ≤ L ≤ +∞\) there is a permutation \(𝜋:{\mathbb {N}}→{\mathbb {N}}\) such that, defining \(S_ N=∑_{k=0}^ N a_{𝜋(k)}\), we have that
[0F8]A sequence is given \((a_ n)_{n∈ {\mathbb {N}}}\) of positive real numbers such that \(\lim _{n→∞} a_ n=0\) and \(∑_{n=0}^∞ a_ n=∞\): prove that for every \(l ∈ {\mathbb {R}}\) there is a sequence \((ε_ n )_{n∈{\mathbb {N}}}\) with \(ε_ n ∈\{ 1,-1\} \) for each n, such that
If instead \(∑_{n=0}^∞ a_ n=S{\lt}∞\), what can be said about the set \(E\) of the sums \(∑_{n=0}^∞ (ε_ n a_ n)=l\), for all possible choices of \((ε_ n )_{n∈{\mathbb {N}}}\) with \(ε_ n ∈\{ 1,-1\} \) for every n?
Analyze cases where \(a_ n=2^{-n}\) or \(a_ n=3^{-n}\)
Show that \(E\) is always closed.
Under what assumptions do you have that \(E=[-S,S]\)?
Hint. Let \(\tilde E\) be the set of sums \(∑_ n (ε_ n a_ n)=l\), to vary by \((ε_ n )_{n∈{\mathbb {N}}}\) with \(ε_ n ∈ \{ 0,1\} \) for each n; note that \(\tilde E=\{ (S+x)/2 : x∈ E\} \). [0F9]Note:Written exam of 12th Jan 2019.
Show that the following series converges
Hidden solution: [UNACCESSIBLE UUID ’0FB’] [21M](Proposed on 2022-12) Say for which \(𝛼{\gt}0,𝛽{\gt}0,𝛾{\gt}0\) you have that
converges. [23F](Proposed on 2022-12-13) Note:Written exam 29th January 2021.Let it be \(𝛼{\gt}0\). Say (justifying) for which \(𝛼\) the following series converge or diverge
- \[ ∑_{n=1}^∞ \left({\sqrt[4]{n^ 8+n^𝛼} - n^ 2 }\right) \]
- \[ ∑_{n=2}^∞ \left( \frac{1}{n^𝛼} - \frac{1}{n^𝛼+1} \right) \]
- \[ ∑_{n=2}^∞ \frac{1}{(\log _ 2 n) ^{𝛼\log _ 2(n)}} \]
where the logarithms are in base 2.
Hidden solution: [UNACCESSIBLE UUID ’23G’] [20Z]Note:Task of 26 Jan 2016. (Solved on 2022-01-20)
Let
Show that \(\lim _{n→∞} z_ n=0\) but
Hidden solution: [UNACCESSIBLE UUID ’213’] [210] Note:exercise 2, written exam 15 January 2014. Let \((a_ n)_{ n ≥ 0}\) be a sequence of positive real numbers. Having defined \(s_ n =∑_{i=0}^ n a_ i \) prove that:
the series \(∑_{n=0}^∞ a_ n\) converges if and only if the series \(∑_{n=0}^∞ a_{n}/s_ n\) converges;
the series \(∑_{n=0}^∞ a_ n / (s_ n)^ 2\) converges.
Hidden solution: [UNACCESSIBLE UUID ’21K’]
[UNACCESSIBLE UUID ’0DT’] [UNACCESSIBLE UUID ’0DV’] [UNACCESSIBLE UUID ’0FC’] [UNACCESSIBLE UUID ’0FD’] [UNACCESSIBLE UUID ’0FF’] [UNACCESSIBLE UUID ’0FG’] [UNACCESSIBLE UUID ’0DH’] See also exercise 1.
Cauchy product
[0FH]Give two sequences \((a_{n})_ n\) and \((b_{n})_ n\) to real or complex values, their Cauchy product is the sequence \((c_{n})_ n\) given by
- E233
[0FJ]If \(\forall n\in {\mathbb {N}}, a_ n,b_ n≥ 0\) show that
\[ ∑_{n=0}^∞ c_ n =∑_{n=0}^∞ a_ n ∑_{n=0}^∞ b_ n \]with the convention that \(0⋅ ∞=0\).
- E233
[0FK](Proposed on 2022-12-13) If the series \(∑_{n=0}^∞ a_ n\) and \(∑_{n=0}^∞ b_ n\) converge absolutely, show that the series \(∑_{n=0}^∞ c_ n\) converges absolutely and
\[ ∑_{n=0}^∞ c_ n =∑_{n=0}^∞ a_ n ∑_{n=0}^∞ b_ n\quad . \]- E233
[0FM] Prerequisites:1.Note:Known as: Mertens’ theorem..
If the series \(∑_{n=0}^∞ a_ n\) converges absolutely and \(∑_{n=0}^∞ b_ n\) converges, show that the series \(∑_{n=0}^∞ c_ n\) converges and
\[ ∑_{n=0}^∞ c_ n =∑_{n=0}^∞ a_ n ∑_{n=0}^∞ b_ n\quad . \]Hidden solution: [UNACCESSIBLE UUID ’0FN’] [UNACCESSIBLE UUID ’218’]
See also exercise 1.