CM221A ANALYSIS I NOTES ON WEEK 4

TWO CONVERGENCE TESTS

n
th
-root Test Theorem. Let limsup |a
n
|
1/n
= 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. From the denition of the upper limit it follows that |a
n
|
1/n
b for all
suciently 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.
From the denition of the limit it follows that |a
n
|
1/n
b for innitely 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. From the denition of the limit it follows that |a
n+1
/a
n
| b for all
suciently 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
| |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 denition of the limit it follows that |a
n+1
/a
n
| b for all suciently 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 limsup in the ratio test theorem.
For instance, the series b
1
+ 2b
1
+ b
2
+ 2b
2
+ b
3
+ 2b
3
+ . . . converges whenever
the series

n=1
b
n
converges. But for the rst series limsup |a
n+1
/a
n
| 2 because
a
n+1
= 2a
n
for all odd n.
1
CONDITIONAL CONVERGENCE
Denition. 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

n=1
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.
Denition. A series of the form

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

n=1
(1)
n
a
n
converges.
Proof. Let s
m
=

m
n=1
(1)
n
a
n
be the partial sums. Our goal is to show that the
sequence {s
m
} converges.
Consider rst the even values of m, that is, put m = 2k where k = 1, 2, . . . 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
s
2k
= a
1
+a
2
a
3
+a
4
a
5
+. . . +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 .
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 > 0 there exists m

such that
|s s
m
| < for all m m

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

such that |ss

m
| <
/2 for all even integers m m

. (Here we use the denition of convergence with

/2 instead of , which is justied because is an arbitrary positive number.)
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 denition of convergence it follows that there exists a positive integer m

such that |s
m+1
s
m
| < /2 for all m m

. Now, if m m

and m m

and m
is odd, we have
|s s
m
| |s s
m+1
| +|s
m+1
s
m
| < /2 + /2 =
because m + 1 is even and m + 1 > m

. Thus, if we take m

= m

= m

then the
estimate |s s
m
| < holds for all m m

. This proves the theorem.

2
POWER SERIES
Denition. The series of the form

n=0
c
n
x
n
is called a power series. Here a
n
are
xed coecients and x is considered as a parameter, so that the sum of the series
is a function of x.
Theorem. Let

R =

limsup |c
n
|
1/n

1
. Then the series

n=1
c
n
x
n
is absolutely
convergent for |x| <

R and is divergent for |x| >

R.
Note that

R may be +. The nonnegative number

R is called the radius of
convergence of the power series. The theorem states that the series absolutely
converges inside the open interval (

R,

R) and diverges outside the closed interval
[

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
limsup |a
n
|
1/n
= limsup(|c
n
|
1/n
|x|) = c |x|
where c := limsup |c
n
|
1/n
. Clearly, limsup |a
n
|
1/n
< 1 if and only if |x| < c
1
, and
limsup |a
n
|
1/n
> 1 if and only if |x| > c
1
. Therefore the Theorem follows from
the n-th Root Test.
Remark. Some authors dene the radius of convergence

R by saying that the
series is absolutely convergent for all x (

R,

R) and divergent for x [

R,

R].
The above theorem shows that this denition makes sense, and also give an explicit
formula for

R.
Theorem. Assume that c
n
= 0 and that the sequence of positive numbers
|c
n
|/|c
n+1
| converges to a limit c. 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
n+1
|
|a
n
|
= lim

|x|
|c
n+1
|
|c
n
|

= |x| lim
|c
n+1
|
|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). Therefore

R = c.
The following are examples of power series the sum of which can be calculated.
3
e
x
= 1 +
x
1!
+
x
2
2!
+
x
3
3!
+ ... for all x R
sin x =
x
1!

x
3
3!
+
x
5
5!
... for all x R
cos x = 1
x
2
2!
+
x
4
4!
... for all x R
(1 + x)

= 1 + x +
( 1)
2!
x
2
+
( 1)( 2)
3!
x
3
... if |x| < 1
log(1 + x) = x
x
2
2
+
x
3
3
... if |x| < 1
Exercise. Using a suitable test, show that

R = for the rst three series, and

R = 1 for the last two series.

4