4

Series

Outline:
Definition of convergence, absolute convergence and their relationship. Example: convergence of geometric
series.
Addition and multiplication of convergent series
Cauchys theorem for series.
Leibnizs alternating series theorem
Series with non-negative terms: Comparison test, Cauchys condensation theorem. Example: convergence of
harmonic series.
Tests for convergence: Ratio Test, Root Test and Raabes Test.

4.1

Three generic examples

Example 4.1 (A convergent series) A boy is given a chocolate, and he decides that each day he is going to eat
half of what is left of the chocolate. So, the first day he eats half of the chocolate ( 12 ), the second day he eats half of
what is left ( 12 12 = 14 of the chocolate), the third day he eats half of what is left ( 12 14 = 18 of the chocolate), and
so on.
After days, he has eaten

1 1
1 1 12
1
1
=1
= + + + =
2 4
2
2 1 12
2

of a chocolate (recall the formula for the sum of a geometric sequence: + + + 1 = 1

1 , where R
is the first term of the sequence and 6= 1 is the ratio of two consecutive terms).
The amount of chocolate he has eaten in days obviously increases with , and it gets closer to 1 (the whole
chocolate) as , so lim = 1. We indicate this by writing
1 1 1
+ + + = 1
2 4 8
where by the dots indicate that the sum on the left is never ending (it is an infinite sum, or a series).
Example 4.2 (A series divergent to ) Consider now that the boy is given as much chocolate as he wants,
and he decides that the first day he is going to eat 11 of a chocolate, the second day 12 of a chocolate, the third day
1
3 of a chocolate, and so on. After days, he has eaten
= 1 +

1
1
+ +
2

of a chocolate. As in the previous example it is easy to see that is an increasing sequence, but in this case it is
not bounded above: for = 2 we have
2

= 1+
= 1+
1+
= 1+
= 1+

1
1
+ +
2
2

1
1 1
1 1 1 1
1
1
1
+
+
+
+ + +
+ +
+
+

+
2
3 4
5 6 7 8
21 + 1 21 + 2
2
1
1
1
1
+ 2 + 4 + + 2
2
4
8
2
1 1 1
1
+ + + +
2 2 2
2

so 2 gets arbitrarily large when is large.

12

Since is increasing and not bounded above, it follows that lim = , which shows that in the long run
the boy will eat an infinite amount of chocolate! We indicate this by writing
1+

1 1 1
+ + + =
2 3 4

Example 4.3 (A divergent series) Consider now that the boy is given the first day a chocolate, the second day
is asked to give it back, the third day he is given again a chocolate, the fourth day he is asked to give it back, and so
on (not a very nice think to do, but think that the boy is well-behaved on odd days and misbehaves on even ones).
The total amount of chocolate the boy has on the th day is

1 (1)
1 if is odd
+1
=
= 1 1 + 1 + (1)
=

0 if is even
2
(use again the formula for a geometric sequence with first term = 1 and ratio = 1 to see this).
You can see that = 1 if is odd and = 0 if is even, so the sequence does not have a limit (the
sequence oscillates between 0 and 1, so does not get closer to a real number as ). This means that we
cannot say how much chocolate the boy has in the long run (as ), so we cannot attach a value to the infinite
sum
1 1 + 1 1 +

4.2

Series of real numbers

Given a sequence ( )1 of real numbers, for 1 we will denote by

= + +

the sum of the terms of the sequence.

Formally, we also write

X
= 1 + 2 + 3 +
=1

for the infinite sum of all the terms of the sequence, and we will call it an infinite sum, an infinite series, or
simply a series.
With this notation, the first example in the previous section shows that

X
1
1 1 1
= + + + = 1

2
2
4 8
=1

the second example shows that

X
1 1 1
1
= 1 + + + + =

2 3 4
=1

and the third example show that we cannot attach a number to the series

=1

(1)+1 = 1 1 + 1 1 +

As we will see, these three examples are generic for the possible behaviour of a series:
a) it is a number R (we say that the series converges to )
b) it is either + or (we say that the series diverges to + or )
c) it cannot be attached a number (we say that the series diverges in this case).
With the previous three examples in mind, we can now formulate the following.
13

Definition 4.4 Given a series

=1

of real numbers, we associate the sequence ( )1 defined by

= 1 + +

=1

P
called the sequence of partial sums of the series =1 .
P
If the sequence ( )1 converges to R, we say that the series =1 converges to , we write

=1

P
and we say that the number is the sum of the series =1 .
If the sequence ( )1 diverges (either lim = or the limit does not exist), we say that the series
P
=1 diverges.
An important example is the following.

Example 4.5 (Convergence of the geometric series) The geometric series

1 and diverges if || 1.
To see this, note that the partial sums are
= 1 + + 2 + + 1 =
and therefore

=0

converges to

1
1

if ||

1
1
=

1
1

lim = lim

if || 1.
P
1
converges if || 1.
It follows by definition that the series =0 = 1
P
For || 1, the series =0 diverges, since lim = + for 1, and lim does not exist for
1.
The next theorem shows that the result of adding two convergent is a convergent sequence.
P
P
P
Theorem 4.6 (Addition of series) If
=0 and
=0 are convergent series, then
=0 ( + ) and
P

(
)
are
also
convergent
series
(for
any

R),
and

=0

( + ) =

=0

respectively

=0

( ) =

=0

=0

=0

P
P
P
Proof.
Let , and be the partial sums of the series =0 , =0 , =0 ( + ) and respectively
P
=0 ( ). By hypothesis lim and lim exists, and we have
lim

=
=
=
and therefore
P

=0 .

=0

( + ) converges and

lim ((0 + 0 ) + + ( + ))

lim ((0 + + ) + (0 + + ))

lim ( + )

lim + lim

=0

( + ) = lim = lim +lim =

14

=0

Similarly,
lim

lim (0 + + )

= lim (0 + + )

= lim

P
and therefore =0 ( ) converges and =0 ( ) = lim = lim = =0 .
Using the fact that a sequence is convergent if and only if it is a Cauchy sequence (Cauchys theorem for
sequences), we obtain the following.
P
Theorem 4.7 (Cauchys theorem for series) The series =1 converges if and only if for any 0 there
exists () such that
| | = |+1 + + |
()
P
Proof. By definition, the series =1 converges if and only if the sequence ( )1 of partial sums converges,
or equivalent (by Cauchys theorem for sequences) ( )1 is a Cauchy sequence.
From the above theorem we obtain the following.
P
Proposition 4.8 If
=1 converges, then lim = 0.
P
Proof. If =1 converges, by the previous theorem we have that for any 0 there exists () such that
| | = |+1 + + |

()

In particular, for = + 1 we obtain that

0 () s.t | |

()

which shows that lim exists and lim = 0.

The previous proposition is useful for showing that P
a given series is not convergent: if lim does not
exist, or it exists but it is not equal to 0, then the series
=1 is divergent (if it were convergent, by the previous
theorem its limit should be lim = 0).
P
P

Example 4.9 The series

=1 (1) and
=1 +1 are divergent, because for the first series lim (1) does

not exist, and for the second lim +1 = 1 6= 0.

P
Remark 4.10 Note that the converse of the previous theorem is notPtrue: if lim = 0, the series
=1

might not be convergent. For example, lim 1 = 0 but the series =1 1 is divergent.
P
Sometimes, when
the series
=1 has both positive and negative terms , it is easier to work with the series
P
of absolute values =1 | | which has only positive terms. We introduce the following.
P
P
Definition 4.11 We say that the series
=1 is absolutely convergent if the series
=1 | | is convergent.

In the case when 0 for all 1, the absolutely convergence of a series is the same as the convergence of
the series (for | | = in this case), but in general they are dierent.
The next proposition shows the relationship between the absolute convergence and convergence.
P
P
P
Proposition 4.12 If
=1 is absolutely convergent (i.e.
=1 | | is convergent), then
=1 is convergent.
P
Proof. By Cauchys theorem, since =1 is absolutely convergent, for any 0 there exists () such that
||+1 | + + | || = |+1 | + + | |

()

and therefore
P

|+1 + + | |+1 | + + | |

()

which shows that =1 is convergent.

The converse of the previous proposition is not true in general, as it can be seen by considering the series
P (1)
=1
, which is convergent but not absolutely convergent (see Example 4.14).
P
If a sequence is convergent but it is not absolutely convergent, we say that the series
=1 is conditionally
convergent.
The following theorem is useful when dealing with series having terms with alternating signs, called alternating series:
15

Theorem
Alternating Series Theorem) If 1 2 0 and lim = 0, then the
P 4.13 (Leibnizs

series
(1)

converges.

=1
Proof. We have to show that the sequence of partial sums

= 1 + 2 + (1)

forms a Cauchy sequence.

Given 0, since & 0, there exists () such that 0 8 for all ().
For all () we have

+1
+2
+3

| | = (1)
+1 + (1)
+2 + (1)
+3 + + (1)

1
= +1 +2 + +3 + (1)

=

which shows that ( )1

series.

|+1 + 2 (+1 +2 ) + (+2 +3 ) + 2 (+3 +4 ) + |

+1 + 2 (+1 +2 ) + (+2 +3 ) + 2 (+3 +4 ) +
2 (+1 + (+1 +2 ) + (+2 +3 ) + (+3 +4 ) + )
2 (2+1 + 2 )
2 (28 + 28)

P
is a Cauchy sequence (and therefore a convergent sequence), so =1 is a convergent

P
(1)
Example 4.14 The alternating harmonic series
satisfies the hypothesis of Leibnizs theorem above,
=1

and it is therefore
convergent.

P
P 1
Since =1 (1)
=1 diverges, the alternating series is not absolutely convergent (it is conditionally
=
convergent).

4.3

Series with non-negative terms

P
A particular interest is when the terms of the series are non-negative, thatPis =1 with 0 for 1.

A simple observation is that in this case the convergence of the series =1 is the same as the boundedness
of the sequence ( )1 of partial sums.
P
Proposition 4.15 If 0 for 1, then the series
=1 converges if and only if its partial sums form a
bounded sequence.
Proof. Note that if 0 for all 1, we have
= 1 + + 1 + + + +1 = +1

so the sequence ( )1 of partial sums is increasing.

P
Recall that an increasing sequence is convergent if and only if it is bounded. Therefore
=1 converges if
and only if ( )1 converges, which is equivalent to ( )1 bounded.
P
1
Example 4.16 As an example, consider the series
=0 ! .
Note that for any 1, the partial sums

1
1
1
1
+
+
+ +
1 12 123
1 2
1
1
1
1 + 1 + + 2 + + 1
2 2
2

X
1
1+
2
=0
= 1+

= 1+
= 3

1
1

1
2

16

P 1
are bounded, and therefore the series =0 !
converges. The sum of the series is denoted by (the base of natural
logarithm ln), and it can be shown that = 2718281
In order to determine that a given series with non-negative terms is convergent, we may use the following:
P
P
Theorem 4.17 (Comparison test) Let
=1 and
=1 be series with non-negative terms 0,
1.
P
P
i) If for all 1 and
=1 converges, then
=1 converges.
P
P
ii) If for all 1 and =1 diverges, then =1 diverges.
P
P
Proof. i) Let
and be
sequence of partial sums of =1 and =1 , and note that by the previous
P
Pthe

proposition
P =1 and =1 converge if and only and are bounded sequences.
Since =1 converges, is a bounded sequence. From the hypothesis for 1 it follows that
, so is also a bounded sequence.
P
SinceP
is a bounded sequence, =1 converges.
P

ii) If =1 wereP
convergent, by the previous proof it follows that =1 converges, which contradicts the
hypothesis. Therefore
=1 must diverges.
A useful criterion for deciding the converges of a series with non-negative, decreasing terms is the following:
P
Theorem 4.18 (Cauchys Condensation
Theorem) If 1 2 3 0, then the series =1 conP
verges if and only if the series =0 2 2 = 1 + 22 + 44 + 88 + converges.

Proof. Note that since both series have non-negative terms, their convergence is equivalent to the fact that their
partial sums are bounded (Proposition 4.15). Denote
= 1 + +

and
= 1 + 22 + + 2 2

the sequences of partial sums of the two series.

Note that
2+1

=
=

1 + 2 + 3 + + 2+1
1 + (2 + 3 ) + (4 + 5 + 6 + 7 ) + (2 + + 2+1 )
1 + (2 + 2 ) + (4 + 4 + 4 + 4 ) + (2 + + 2 )
1 + 22 + 44 + + 2 2

so if the sequence ( )1 is bounded so is the sequence ( )1 .

Conversely, we have
2

= 1 + 2 + 3 + + 2
= 1 + 2 + (3 + 4 ) + (5 + 6 + 7 + 8 ) + + (21 +1 + + 2 )
1 + 2 + (4 + 4 ) + (8 + 8 + 8 + 8 ) + + (2 + + 2 )
1

1 + 2 + 24 + 48 + + 21 2
2
1

(1 + 22 + 44 + 88 + + 2 2 )
2
1
=

2

and therefore if the sequence ( )1 is bounded, so is the sequence ( )1 .

We showed that the sequence ( )1 is bounded if and only if the sequence ( )1 is bounded, and by the
P
P
initial observation it follows that the series
=1 converges if and only if the series
=0 2 2 converges.
As an important application (very useful in practice, when using the comparison test), we have the following.
17

P
Corollary 4.19 (Convergence of the harmonic series) The series =1 1 converges for 1 and diverges
for 1.
P 1
1
Proof. If 0, then
1 = + 6= 0, so the series =1 diverges in this case.
If 0, then 1 is a decreasing sequence with non-negative terms, so by Cauchys condensation theorem,
P 1
P 1
P
1
converges. The last series
the series
=1 converges if and only if the series
=0 2 (2 ) =
=0 2
1
is just the geometric series with = 2
(see Example 4.5), which converges if and only if || = 21 1, or
equivalent 1.
P
Example 4.20 From the above we see that for = 1, the series =1 1 (called the harmonic series) diverges.

4.4

Tests for convergence

The following three tests are useful for deciding whether a given series converges:
Theorem 4.21 (DAlemberts Ratio Test) Given the series
i) If 1, then the series
ii) If 1, then the series

=1

converges (absolutely);

=1

diverges;

+1

,
suppose
that

=
lim

=1
exists.

iii) If = 1, the test is inconclusive (the series may converge or diverge).

Proof. i) If = lim +1
1, let = 1+
2 , so 0 1.

+1
Since lim = , there exists an integer such that
We obtain

+1

for .

+1

for ,

|+1 | | | 2 |1 | +1 | |
P
P

| |

and since the series =1 +1 | | =P

series with ratio (0 1)), by the
1
=1 converges

P(geometric

comparison test it follows that the series

|
|
converges.
So

is
absolutely
convergent in this case.

=1
=1

+1
1+
ii) Similarly, if = lim 1, set = 2 and note that 1 in this case.

Since lim +1
= , there exists an integer such that

so

|+1 | +1 | |
+1

We have lim |+1 | lim

| | = + (since 1), so lim | | = + and therefore
lim 6= 0 (either the limit does not exist, or
it is not 0).
P
Using Proposition 4.8 we see that the series =1 diverges in this case.

P
P 1
+1
1
iii) Note that for both series
and
we
have

=
lim

=1
=1
= 1, but the first series diverges
(harmonic series with = 1), and the second one converges (harmonic series with = 2).
P

Example 4.22 Consider the series

=1 2 . We have

+1
+1
= lim 2+1 = lim + 1 = 1 1
= lim

2
2
2
P
hence by the Ratio test it follows that the series =1 2 converges (absolutely).
p
P
Theorem 4.23 (Cauchys
Root Test) Given the series =1 , suppose that = lim | | exists (more
p
generally, let = lim sup | |).
18

i) If 1, then the series

ii) If 1, then the series

=1

=1

converges (absolutely);
diverges;

iii) If = 1, the test is inconclusive (the series may converge or diverge).

p
Proof. i) If = lim | | 1, let = +1
2 , so 1.
p

Since lim | | = , there exists such that

p

| |

or equivalent

| |

Since
P the series =1 converges (geometric series
P with (0 1)), by the comparison test it follows that the
series
|
|
converges,
and
therefore
the
series
=1
=1 converges (absolutely).
p

ii) Similarly, if = lim | | 1, we obtain

| |

where = +1
2 1.
It follows that either
Pthis limit lim does not exist, or it exists but lim 6= 0. In both cases it
follows that the series =1 | | diverges.
p
P
P
iii) Note that for both series =1 1 and =1 12 we have = lim | | = 1, but the first series diverges
(harmonic series with = 1), and the second one converges (harmonic series with = 2).
Remark 4.24 In practice, the Ratio test is generally easier to apply. However, it can be shown that the Root test
is stronger than the Ratio test, in the sense that whenever the Ratio test works (shows either convergence or
divergence), the Root test
works
as well, but the Root test may also be applicable when the Ratio test cannot be used
+1
(i.e. when = lim = 1).

P
+1
1
1
1
1
1
1
As an example, consider the series
=1 = 2 + 3 + 22 + 32 + 23 + 33 + , for which lim does
p
not exist and the Ratio test does not apply, but lim sup | | = 12 1 and the Root test shows convergence.

The following test is useful in the case when lim +1

= 1 (when the Ratio test does not apply):

Theorem 4.25 (Raabes test) Given the series

i) If 1, then the series
ii) If 1, then the series

=1

=1

=1

, suppose that = lim +1
1 exists.

converges (absolutely);
diverges;

iii) If = 1, the test is inconclusive (the series may converge or diverge).

P
Example 4.26 Consider the series =1 , where
=

1 3 (2 1)

2 4 (2)

The Ratio test does not apply, since

+1
= lim 2 + 1 = 1
lim

2 + 2

but using Raabes test we have

2 + 2
1

1 = lim
1 = lim
= 1
lim

2 + 1
+1
2 + 1
2
P
and therefore the series
=1 diverges.
19

4.5

Exercises

1. Establish the following identities for || 1:

(a) 1 + + 2 + + =
(b) 1 + 2 + + 1 =

+1 1
;
1
+1 ( + 1) + 1
( 1)2

(c) + 22 + 33 + + =

+2 ( + 1) +1 +
2

( 1)

2. Determine whether the following series are convergent, and if afirmative, determine the corresponding sums:
P 1 P 1 P
(a)
=0
=0
=0 3 ;
P 2 P 3 P
1
(b)
;
=0 1
=0 1
=0 3
P 2 P 3 P

(c)
=0 2
=0 3
=0 3
3. Use Leibnizs alternating series theorem to show that the following series are convergent.
P
P


(1)
+1
(b)
(a)
=1 (1)
=1 2 6+10

4. Use the comparison test to determine if the following series are convergent.
P
P
P
P
12

cos
2 +7+3
(a)
(b)
(c)
(d)
=1 2 +3
=1 2 +53
=1 3
=1 25 +3

5. Determine if the following series are convergent, and if afirmative determine the corresponding sums:
P
P 1 P
1
1
(a)
=1
=1 (+1)
=1 (+1)(+2) ;
P
1
(b)
=1 (+)(++1) (where R Z is a given number);
P
P
P
1
1
1
(c)
=1 (+2)
=1 (+3)
=1 (+4) ;
P
P
P

1
1
1
(d)
=2 2 1
=1 42 1
=1 42 1 ;
P
P
(1)(+1) P

1
=1 (+4)

(e)
=1 ln +1
=2 ln
2

6. Determine whether the following series are convergent

P
P
P
1
(a) =1 1 sin
(b) =1 (!)
(c) =1 12 + 3
2

P
P (!)2
P (2)!
32
(d) =1 13 + (1)
3
+
(e)
(f)
3
=1 (2)!
=1 (!)2

4 +1
7. Show that the series

!
=1

is convergent.

1
2

8. Determine whether the following series are convergent

P
P
P
P

2;
(a)
=1
=0 cos ()
=0 +1
=2
P (1)+1 P 2 +(1) P

(b)
=0
=0 +1
;
=1
2
3

P
P
P 2
P
+1
21
1


(c)
=1 21
=1
=0 !
=0 !
+1

9. Use the Ratio test to determine if the following series are convergent.
P
P
P
P
2

b) =1 (3)!(2)!
c) =1 (3)!(2)!
d. =1
a. =1 2
(4)!!
(4)!! 3

(3)!(2)!
(4)!! 2

10. Decide whether the following series are absolutely convergent, conditionally convergent or divergent:
P
P

(a)
=1 2 +1
=1 3 +1
P
3+1
(b)
=1 (+1)(+2)
P
P
P
1
1
1
(c)
=2 ln
=2 (ln )2
=2 2 ln
20

(d)
(e)
(f)
(g)
(h)
(i)

P 2 P 3
2
=1 2
=1 ! ,
=1 3 ;
P
P
P
1
1
2 ,
=1 2
=1
=1
1
(1+ )

sin 1 ;

P
P ! P !
1
2
2
=1 2
=1 arcsin ,
=1 2
=1
P 13(21) P 13(21) P ! P !
, =1 2 =1
=1 47(3+1)
=1
!
P

=1

13(21)
24(2)

=1

ln ( 0 is a parameter)

11. Show that

12. If =

=1

147(32)
369(3)

13(21)
24(2) ,

converges. Show that

show that the series

=1

=1

147(32)
369(3)

diverges, and

converges.

=1

converges.

13. Consider the sequence = 1 + (1)

, 1. Show that 0 for all 1, lim = 0 but the series
P

=1 (1) diverges. Does this contradict Leibnizs alternating series theorem?

P
14. P
Find sequences and such that lim ( ) = 0, the series
=1 converges but the series

=1 diverges.
P
P
15. Show that if
=1 converges and 0 for all 1, then
=1 also converges. Is the statement
true without the hypothesis 0?
P
P
16. Show that if =1 converges, then =1 also converges for any 1.

21