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CM221A

ANALYSIS I

NOTES ON WEEK 4

TWO CONVERGENCE TESTS

n th -root Test Theorem. Let lim sup |a n | 1/n = a. If a < 1 then the series

is absolutely convergent. If a > 1 then the series diverges. (If a = 1 nothing can be said.)

Proof. Assume that a < 1. Then there exists a positive number b such that

< b < 1. From the deﬁnition of the upper limit it follows that |a n | 1/n b for all suﬃciently large n or, in other words, |a n | b n for all n m, where m is some positive integer. Since the series n=1 b n converges, by the Comparison Theorem the series n=1 a n is absolutely convergent. Assume now that a > 1. Then there exists a positive number b such that 1 < b < a.

a

n=1 a n

From the deﬁnition of the limit it follows that |a n | 1/n b for inﬁnitely many values

of n. In other words, there exist positive integers n 1 < n 2 < n 3

such that

|a n k | b n k . Since n k → ∞ and, therefore, b n k → ∞ as k → ∞, we see that a n do

not converge to 0 as n → ∞. This implies that the series n=1 a n diverges.

Ratio Test Theorem. Assume that a n = 0 for all n, and that lim n |a n+1 /a n |

exists and is equal to a. If a < 1 then the series n=1 a n is absolutely convergent.

If a > 1 then the series diverges. (If a = 1 nothing can be said.)

Proof. Assume that a < 1. Then there exists a positive number b such that

a < b < 1.

suﬃciently large n or, in other words, |a n+1 | b |a n | for all n n 0 , where n 0 is some positive integer depending on b. Then we have

From the deﬁnition of the limit it follows that |a n+1 /a n | b for all

|a n 0 +1 | b |a n 0 |, |a n 0 +2 | b 2 |a n 0 |, |a n 0 +3 | b 3 |a n 0 |,

, |a n 0 +j | b j |a n 0 |,

,

which implies that |a n | |a n 0 | b n 0 b n for all n n 0 . Since the series

n=1 b n

converges, by the Comparison Theorem the series n=1 a n is absolutely convergent.

Assume now that a > 1. Then there exists a positive number b such that 1 < b < a. From the deﬁnition of the limit it follows that |a n+1 /a n | b for all suﬃciently large

n or, in other words, |a n+1 | b |a n | for all n n 0 , where n 0 is some positive integer depending on b. Then we have

|a n 0 +1 | b |a n 0 |, |a n 0 +2 | b 2 |a n 0 |, |a n 0 +3 | b 3 |a n 0 |,

, |a n 0 +j | b j |a n 0 |,

,

which implies that a n 0 +k +as k → ∞. In this case the series n=1 a n diverges because a n do not converge to 0 as n → ∞.

Remark. Note that we cannot replace sup with lim sup in the ratio test theorem.

b 1 + 2b 1 + b 2 + 2b 2 + b 3 + 2b 3 +

For instance, the series

converges whenever

the series

a n+1 = 2a n for all odd n.

b n converges. But for the ﬁrst series lim sup |a n+1 /a n | 2 because

n=1

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CONDITIONAL CONVERGENCE

Deﬁnition. If a series converges but is not absolutely convergent, one says that the series converges conditionally.

The following theorem shows that the sum of a conditionally convergent series depends on the order of summation.

Riemann Series Theorem. Let

a n be a conditionally convergent series,

and let b be an arbitrary real number or ±∞. One can always rearrange the terms a n is such a way that the new series converges to b.

n=1

Deﬁnition. A series of the form

(1) n a n , where a n 0, is called an alter-

nating series. The alternating series may well converge even if it is not absolutely convergent, that is, even if n=1 |a n | =

n=1

Theorem. If the sequence {a n } is nonincreasing and a n 0 then the alternating series n=1 (1) n a n converges.

n=1 (1) n a n be the partial sums. Our goal is to show that the

sequence {s m } converges.

Since

s 2(k+1) s 2k = a 2k+2 a 2k+1 0, the numbers s 2k form a nonincreasing sequence.

This sequence is bounded from below by a 1 because

+ a 2k = a 1 + (a 2 a 3 ) + (a 4 a 5 ) + ··· + a 2k

and all the terms in the right hand side with the exception of a 1 are nonnegative. Now the Monotone Convergence Theorem implies that s 2k converge to a limit s R as k → ∞.

Proof. Let s m = m

Consider ﬁrst the even values of m, that is, put m = 2k where k = 1, 2,

s 2k = a 1 + a 2 a 3 + a 4 a 5 +

It remains to show that the whole sequence {s m } converges to the same limit. In order to do this, we need to prove that for any ε > 0 there exists m ε such that |s s m | < ε for all m m ε .

such that |s s m | <

Since s 2k s, we know that there exists a positive integer m

. (Here we use the deﬁnition of convergence with

ε/2 instead of ε, which is justiﬁed because ε is an arbitrary positive number.)

ε/2 for all even integers m m

ε

ε

On the other hand, since a m 0 and s m+1 s m = a m , we have |s m+1 s m | → 0. From the deﬁnition of convergence it follows that there exists a positive integer m

and m

such that |s m+1 s m | < ε/2 for all m m is odd, we have

ε

ε

.

Now, if m m ε and m m

ε

|s s m | |s s m+1 | + |s m+1 s m | <

ε/2 + ε/2 = ε

because m + 1 is even and m + 1 > m

estimate |s s m | < ε holds for all m m ε . This proves the theorem.

ε .

Thus, if we take m ε = m ε = m

ε

then the

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POWER SERIES

c n x n is called a power series. Here a n are

ﬁxed coeﬃcients and x is considered as a parameter, so that the sum of the series is a function of x.

Deﬁnition. The series of the form

n=0

Theorem. Let R = lim sup |c n | 1/n 1 . Then the series n=1 c n x n is absolutely

ˆ

ˆ

ˆ

convergent for |x| < R and is divergent for |x| > R.

 ˆ ˆ Note that R may be +∞. The nonnegative “number” R is called the radius of

convergence of the power series.

converges inside the open interval (R, R) and diverges outside the closed interval

The theorem states that the series absolutely

ˆ ˆ

ˆ

ˆ

ˆ

[R, R]. It does not give any information about the end points, where |x| = R.

Proof of the Theorem. Denote a n := c n x n . We have

lim sup |a n | 1/n = lim sup(|c n | 1/n |x|) = c |x|

where c := lim sup |c n | 1/n . Clearly, lim sup |a n | 1/n < 1 if and only if |x| < c 1 , and lim sup |a n | 1/n > 1 if and only if |x| > c 1 . Therefore the Theorem follows from the n-th Root Test.

ˆ

R by saying that the

Remark.

series is absolutely convergent for all x (R, R) and divergent for x

The above theorem shows that this deﬁnition makes sense, and also give an explicit

[ R, R].

Some authors deﬁne the radius of convergence

ˆ

ˆ

ˆ

ˆ

ˆ

formula for R.

Theorem.

|c n |/|c n+1 | converges to a limit c.

Assume that c n

= 0 and that the sequence of positive numbers

Then the radius of convergence of the series

n=0 c n x n coincides with c.

Proof. Denote a n := c n x n . We have

lim |a |a n+1 n | |

= lim |x| |c n+1 | = |x| lim |c n+1 |

|c n |

|c n |

= c 1 |x|.

By the ratio test, the series converges if c 1 |x| < 1 (that is, if |x| < c) and diverges

if c 1 |x| > 1 (that is, if |x| > c).

ˆ

Therefore R = c.

The following are examples of power series the sum of which can be calculated.

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 e x = sin x = cos x = (1 + x) α = log(1 + x) =

1 +

x

1! + x 2

2!

+ x 3! 3 +

x

1! x 3

3!

+ x 5! 5

1 x 2 + x 4

2!

4!

1 + α x + α(α 1)

2!

x x 2

2

3

+ x 3

x 2 + α(α 1)(α 2)

3!

 for all x ∈ R for all x ∈ R for all x ∈ R x 3 if |x| < 1 if |x| < 1

Exercise. Using a suitable test, show that

ˆ

R = 1 for the last two series.

ˆ

R = for the ﬁrst three series, and

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