Convergence and Continuity 2019/2020

Pm Pn Pm
But |Sm Sn | = | k=1 xk k=1 xk | =| k=n+1 xk |.

In the exercises, we have seen that convergent sequences build a ring and a vector
space. Can we do the same for convergent series?
Lemma
P 3.5 P1 P1
If 1k=1 k = S and
x k=1 yk = T (i.e. both exist) then k=1 (xk + yk ) = S + T .
P Pn
Proof. Let Sn = nk=1 xk and
PnTn = k=1 yk . So we have Sn ! S and Tn ! T as
1
n ! 1. Moreover, let Un = k=1 (xk + yk ). We must show that (Un )n=1 converges
to S + T . But
n
X n
X n
X
Un = (xk + yk ) = xk + yk = Sn + T n
k=1 k=1 k=1

by commutativity of addition in R. So (Un )1n=1 is the sequencePwith Un = Sn + Tn

and hence by Theorem 2.19 ii) (Un ) converges to S + T . Hence 1k=1 (xk + yk ) exists
and is equal to S + T .

Lemma
P1 3.6 P
If k=1 xk = S and c 2 R then 1k=1 cxk = cS.

Proof. This is very similar to the proof of the lemma above. It is a question on the
Exercise Sheet 7.

Remark. The two lemmas imply that the space of convergent series is indeed a
vector space (details are left as an exercise), but they do not necessarily form a ring,
as products of infinite series are not quite so straightforward. It is very rarely true
that
X1 ⇣X
1 ⌘⇣ X
1 ⌘
x k yk = xk yk .
k=1 k=1 k=1

Our last easy convergence criterion is similar to the dominated convergence for
sequences.

Theorem 3.7 (Comparison test)

Suppose (xk )1
k=1 and (yP
1
P1 such that 0  yk  xk
k )k=1 are sequences of real numbers
1
for
P1 all k 2 N.
P1 Then if k=1 x k exists, it follows that k=1 yk exists. Moreover,
y
k=1 k  x
k=1 k .

Remark. We require here that both sequences (xk ) and (yk ) consist only of non-
negative elements!
P P
Proof. Write Sn = nk=1 xk and Tn = nk=1 yk . We know that (Sn )1 n=1 converges
(to some real number S 2 R). We want to prove that (Tn )1n=1 also converges (to
some real number T  S). But because (Tn )1n=1 is a increasing sequence (since

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Convergence and Continuity 2019/2020

yk 0 for all k), we know that it converges if we can show that it is bounded above
(by Theorem 2.26 (“bounded monotonic sequences converge”).
But we have Tn  Sn for all n 2 N as yk  xk for all k 2 N. Moreover, as (Sn )1
n=1 is
increasing and converges to S, we have Sn  S for all n 2 N. Hence Tn  S for all
n 2 N, i.e. (Tn ) is bounded above. So we know now that (Tn ) converges to some T .
We want to finally show that T  S, but this follows directly from Lemma 2.22.

3.C Specific series and more examples

We first have a look at some specific series: geometric series and the harmonic series.
Then, we construct more examples using our old examples from before, these specific
series and the rules from the last section.
Geometric series: We first prove a lemma for the partial sums of a geometric series.
Lemma 3.8 P
a(r n 1)
We have Sn = nk=1 ark 1 = r 1 if r 6= 1.

Proof. We have
n
X
Sn = ark 1
= a + ar + ar2 + . . . arn 1
.
k=1

Multiplying by r yields
n
X
rSn = ark 1
= ar + ar2 + . . . arn 1
+ arn .
k=1

So subtracting the first equation from the second one gives

n
X
(r 1)Sn = ark 1
= arn a = a(rn 1),
k=1

and hence if r 6= 1, we have

n
X a(rn 1) a(1 rn )
Sn = ark 1
= = .
r 1 1 r
k=1

Theorem 3.9 (Geometric series)

Suppose a 2 R, a 6= 0 and r 2 R. Let (xk )1k=1 be given by xk = ar
k 1. Then
P
i) if |r| < 1, then 1 a
k=1 xk exists and equals 1 r .
P
ii) if |r| 1, then 1 k=1 xk does not exist.

Proof.

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Convergence and Continuity 2019/2020

P n
i) For the partial sums, we have by Lemma 3.8 that Sn = nk=1 xk = a(11 rr ) , so if
|r| < 1 we deduce that limn!1 Sn exists and is equal to 1 a r (since by Theorem
n a(1 0) a
P1 r ! 0 as n ! 1 and thus by Theorem 2.19 ii) Sn ! P1 1r = 1 r . Since
2.12,
k=1 xk is defined to be limn!1 Sn , we have proved that k=1 xk exists and
equals 1 a r .

ii) If |r| 1, then |xk | = |ark 1 | = P

|a||r|k 1 |a|. So (xk ) does not converge to
zero as k goes to 1 and therefore 1 k=1 x k does not exist (by Theorem 3.3).

Harmonic series: As already seen in the introduction and in the last chapter, the
harmonic series does not converge.

TheoremP3.10 (Harmonic series)

We have 1 1
k=1 k = 1.

Proof. We estimate
1 1 1 1 1
S2m = 1 + + + +... + m 1+m· .
2 |3 {z 4} 2 2
> 12

We want to prove that Sn tends to 1, i.e., we want to show that

8K 2 R 9N 2 N 8n > N : Sn > K (⇤)

For K  0, Sn > K is always true. So we assume that we are given K > 0 (by the
Demon). According to the above computation, we can chose m such that S2m > K
(for example take m = d2Ke). Now
P1take N to be 2m for this m. Then (⇤) will be
1
true, so Sn tends to 1 and thus k=1 k = 1.

P1 1
The series k=1 k2 : This series exists!

Theorem 3.11 P
The infinite sum 1
k=1
1
k2
exists.

Proof. We have k 2 k k+1

2 for all k 2 N (since k
k+1
2 ). Therefore

1 2
0 2
 .
k k(k + 1)
1 P1 1
But k(k+1) = k1 1
k+1 and we have seen in Example 3.2 that k=1 ( k
1
k+1 ) ex-
P1 P
2
ists. Hence k=1 k(k+1) exists (by Lemma 3.6) and hence 1 1
k=1 k2 exists by the
comparison test, Theorem 3.7.

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Convergence and Continuity 2019/2020

P1 1
Remark. This theorem tells us that k=1 k2 exists, but it does not tell us the
value of this infinite sum, only that
1
X 1
X
1 2
 = 2.
k2 k(k + 1)
k=1 k=1
P1 1 ⇡2
In fact, one can show that k=1 k2 = 6 . This is best proved using complex analysis.
P
Remark. One can prove that 1 k=1
1
k↵ exists for all ↵ > 1.

Examples 3.12 P
i) Does the sum 1 1
k=1 2k +k exist?
P
We have 0  2k1+k  21k and we know that 1 1
exists (by Theorem 3.9).
Pk=1
1
2k
Hence by the comparison test, Theorem 3.7, k=1 2k1+k exists.
P
ii) We have seen before that 1 1
k=1 k! exists. We
P can 1give an easier proof of this,
using that 0  k!  2k 1 for all k 2 N. As 1
1 1
exists (by Theorem 3.9),
P1 k=1
1
2k 1
we obtain from the comparison test that k=1 k! exists.
P1 1
iii) k=1 k does not exist according to Example 3.2. We can give a shorter proof
p
P
of this fact: As 0  k1  p1k , if 1 p1
k=1 k would exist, then by the comparison
P1 1
test also P k=1 k would exist. But Theorem 3.10 tells us that this is not the
case, so 1 p1
k=1 k does not exist.

What about series where some of the terms are negative?

3.D Absolute convergence

Definition
P 3.13 P
If 1 x
k=1 k Pis a series with xk 2 R for all k 2 N, we say that 1k=1 xk converges
absolutely if 1 |x
k=1 k | exists.

Theorem
P 3.14 (AbsoluteP1convergence implies convergence)
If 1k=1 |xk | exists then k=1 xk exists.

Proof. Given a sequence (xk )1

k=1 in R, define
(
xk if xk 0,
x+
k :=
0 if xk < 0,
and (
xk if xk  0,
xk :=
0 if xk > 0.
We observe that

48
Convergence and Continuity 2019/2020

i) xk = x+
k xk for all k 2 N,

ii) 0  x+
k  |xk | for all k 2 N,

iii) 0  xk  |xk | for all k 2 N.

P1 + P1
Therefore, by the comparison
P test, Theorem
P1 3.7, k=1 x k exists and k=1 xk exists.
Thus, by Lemma 3.5, 1 x
k=1 k = (x
k=1 k
+
x k ) exists.

Example 3.15
Let us look at the series
1
X sin k
.
2k
k=1

Does it exist? We notice that this series converges absolutely, since | sin(k)
2k
|  21k for
P1 1 P1 sin k
all k 2 N and we know that k=1 2k exists, so k=1 | 2k | exists by the comparison
P
test. This implies that also 1 sin k
k=1 2k exists.

One can “re-order” an absolutely convergent series.

Theorem
P 3.16 (Re-ordering an absolutely convergent series)
Let 1 k=1 k be
x Pabsolutely convergent and : N ! N a bijection. Then the re-
ordered series 1k=1 x (k) exists and

1
X 1
X
xk = x (k) .
k=1 k=1

P1
Proof. We use the Cauchy criterion (Theorem 3.4) to show existence of k=1 x (k) ,
i.e. we want to show that
m
X
8" > 0 9N 2 N 8m > n > N : x (k) < ".
k=n+1
P
Let " >P0 be given (by the demon). Then as Sn = nk=1 |xk | converges monotonically
to S = 1 k=1 |xk |, we find N1 2 N such that 8n > N1 : |Sn 1 S| = S Sn 1 < ".
That is
X1 n
X1 1
X
8n > N1 : |xk | |xk | = |xk | < ".
k=1 k=1 k=n

Now set N := max{ 1 (1), . . . , 1 (N

1 )}. As is injective, we have (k) > N1 for
all k > N . Therefore, with this choice of N , we find
m
X 1
X
8m > n > N : x (k)  |xk | < "
k=n+1 k=N1 +1

49
Convergence and Continuity 2019/2020

Thus the re-ordered series exists. Moreover, we can estimate

1
X 1
X N1
X N
X 1
X 1
X
xk x (k)  xk x (k) + xk + x (k)
k=1 k=1 k=1 k=1 k=N1 +1 k=N +1
X1
3 |xk | < 3".
k=N1 +1
P1 P1
As this is true for all " > 0, we conclude that k=1 xk = k=1 x (k) .

Remark. This proof is not relevant for the exam!

What about series that do exist but do not converge absolutely? Let us look at an
example first, namely the alternating harmonic series:

Theorem 3.17 (The alternating harmonic series exists)

The infinite sum
1
X 1 1 1 1 1 1
( 1)k+1 =1 + + + ...
k 2 3 4 5 6
k=1

exists.
P
Proof. For n, m 2 N with m > n, define Sn,m = m k=n+1 ( 1)
k+1 1 . If we can show
k
that Sn,m is small
P1when n, m are large, then the Cauchy Criterion will tell us that
k+1 1
the infinite sum k=1 ( 1) k exists.
1 1 1 1
If n is even then Sn,m = n+1 n+2 + n+3 ··· ± m . Grouping the terms in pairs,
1 1 1 1 1 1
Sn,m = n+1 n+2 + n+3 n+4 + ··· + m 1 m ,
1
assuming m is even. (If m is odd then there is an unpaired term m at the end.)
The terms are all positive, and hence Sn,m 0. Grouping into pairs in the other
possible way,
1 1 1 1 1
Sn,m = n+1 n+2 n+3 ··· m 1 m ,
1
where we have assumed m is odd. (There is an unpaired term m at the end if m
1
is even.) All terms other than the first are negative, and so Sn,m  n+1 .
1
Repeating this argument for n odd we obtain n+1  Sn,m  0. Summarising, in
1
all cases |Sn,m |  n+1 .
Now apply Theorem 3.4 (the Cauchy Criterion). Given " > 0, let N = d1/"e. Then,
1
for all m > n > N we have |Sn,m |  n+1 < 1/N  ". Hence the infinite sum
P1 k+1 1
k=1 ( 1) k exists.
P
Remark. One can prove that 1 k=1 ( 1)
k+1 1 = ln 2, the natural logarithm of 2,
k
but we will not do this in this course.

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