Sequences and Series Notes

Sequences and Series

Introduction to Infinite Sums

  • Consider infinite sums like 12+14+18+116++12i+\frac{1}{2} + \frac{1}{4} + \frac{1}{8} + \frac{1}{16} + \cdots + \frac{1}{2^i} + \cdots.
  • The question is whether we can assign a numerical value to such an infinite sum.
  • This relates to the idea of a quantity getting "closer and closer" to a fixed quantity, which is assessed by evaluating if the sum approaches a fixed value as more terms are added.
  • Example: 12=12\frac{1}{2} = \frac{1}{2}, 12+14=34\frac{1}{2} + \frac{1}{4} = \frac{3}{4}, 12+14+18=78\frac{1}{2} + \frac{1}{4} + \frac{1}{8} = \frac{7}{8}, 12+14+18+116=1516\frac{1}{2} + \frac{1}{4} + \frac{1}{8} + \frac{1}{16} = \frac{15}{16}, etc.
  • It is evident that the sum approaches 1.
  • In fact, it can be shown that 12+14+18+116++12i=2i12i=112i\frac{1}{2} + \frac{1}{4} + \frac{1}{8} + \frac{1}{16} + \cdots + \frac{1}{2^i} = \frac{2^i - 1}{2^i} = 1 - \frac{1}{2^i}.
  • Then, limi112i=10=1\lim_{i \to \infty} 1 - \frac{1}{2^i} = 1 - 0 = 1.

Infinite Sums and Series

  • The idea of the infinite sum is used long accepted in representing numbers:
    • For example: 0.33333=310+3100+31000+310000+=130.3333\overline{3} = \frac{3}{10} + \frac{3}{100} + \frac{3}{1000} + \frac{3}{10000} + \cdots = \frac{1}{3}.
    • And 3.14159=3+110+4100+11000+510000+9100000+=π3.14159 \ldots = 3 + \frac{1}{10} + \frac{4}{100} + \frac{1}{1000} + \frac{5}{10000} + \frac{9}{100000} + \cdots = \pi.
  • Our primary task is to investigate infinite sums, which are called series by investigating limits of sequences of numbers.
  • i=112i=12+14+18+116++12i+\sum_{i=1}^{\infty} \frac{1}{2^i} = \frac{1}{2} + \frac{1}{4} + \frac{1}{8} + \frac{1}{16} + \cdots + \frac{1}{2^i} + \cdots is a series.
  • 12,34,78,1516,,2i12i,\frac{1}{2}, \frac{3}{4}, \frac{7}{8}, \frac{15}{16}, \ldots, \frac{2^i - 1}{2^i}, \ldots is a sequence.
  • The value of a series is defined as the limit of a particular sequence, that is, <em>i=112i=lim</em>i2i12i\sum<em>{i=1}^{\infty} \frac{1}{2^i} = \lim</em>{i \to \infty} \frac{2^i - 1}{2^i}.

Sequences as Functions

  • The idea of a sequence of numbers a<em>1,a</em>2,a3,a<em>1, a</em>2, a_3, \ldots can also be thought of as a function.
  • The sequences are functions whose domains are the natural numbers N=1,2,3,\mathbb{N} = {1, 2, 3, \ldots} or the non-negative integers Z0=0,1,2,3,\mathbb{Z}_{\geq 0} = {0, 1, 2, 3, \ldots}.
  • The range of the function is still allowed to be the real numbers; in symbols, a sequence is a function f:NRf: \mathbb{N} \to \mathbb{R}.
  • Sequences are written in different equivalent ways:
    • a<em>1,a</em>2,a3,a<em>1, a</em>2, a_3, \ldots
    • a<em>n</em>n=1{a<em>n}</em>{n=1}^{\infty}
    • f(n)n=1{f(n)}_{n=1}^{\infty}
  • As with functions on the real numbers, most often sequences can be expressed by a formula. Examples include ai=f(i)=112ia_i = f(i) = 1 - \frac{1}{2^i}.
  • Other examples:
    • f(i)=ii+1f(i) = \frac{i}{i + 1}
    • f(n)=12nf(n) = \frac{1}{2^n}
    • f(n)=sin(nπ/6)f(n) = \sin(n\pi/6)
    • f(i)=(i1)(i+2)2if(i) = \frac{(i - 1)(i + 2)}{2^i}

Limits of Sequences

  • Given a sequence, we are interested in the limit lim<em>if(i)=lim</em>iai\lim<em>{i \to \infty} f(i) = \lim</em>{i \to \infty} a_i.
  • This limit is analogous to limxf(x)\lim_{x \to \infty} f(x) where xx is a real-valued variable.
  • The only change is that we restrict the input values to be integers.
Definition of a Limit
  • Definition 11.1.1: Suppose that a<em>n</em>n=1{a<em>n}</em>{n=1}^{\infty} is a sequence. We say that lim<em>na</em>n=L\lim<em>{n \to \infty} a</em>n = L if for every \epsilon > 0 there is an N > 0 so that whenever n > N , |a_n - L| < \epsilon .
  • If lim<em>na</em>n=L\lim<em>{n \to \infty} a</em>n = L we say that the sequence converges, otherwise it diverges.
Connection to Limits of Real Functions
  • If f(i)f(i) defines a sequence, and f(x)f(x) makes sense for real numbers, and lim<em>xf(x)=L\lim<em>{x \to \infty} f(x) = L, then lim</em>if(i)=L\lim</em>{i \to \infty} f(i) = L as well.
  • However, the converse is not true: the limit of the sequence may exist even if the limit of the corresponding real function does not.
  • Example:
    • Since lim<em>x1x=0\lim<em>{x \to \infty} \frac{1}{x} = 0, it is also the case that lim</em>i1i=0\lim</em>{i \to \infty} \frac{1}{i} = 0, that is, the numbers 1,12,13,14,15,16,1, \frac{1}{2}, \frac{1}{3}, \frac{1}{4}, \frac{1}{5}, \frac{1}{6}, \ldots get closer and closer to 0.
    • However, if f(n)=sin(nπ)f(n) = \sin(n\pi), the sequence is sin(0π),sin(1π),sin(2π),sin(3π),=0,0,0,0,\sin(0\pi), \sin(1\pi), \sin(2\pi), \sin(3\pi), \ldots = 0, 0, 0, 0, \ldots, so limnf(n)=0\lim_{n \to \infty} f(n) = 0.
    • But lim<em>xf(x)=lim</em>xsin(xπ)\lim<em>{x \to \infty} f(x) = \lim</em>{x \to \infty} \sin(x\pi) does not exist, because as xx gets larger and larger, the values sin(xπ)\sin(x\pi) do not approach a single value; instead, they take on all values between 1-1 and 11 over and over.
Computing Limits
  • To compute lim<em>nf(n)\lim<em>{n \to \infty} f(n), try to compute lim</em>xf(x)\lim</em>{x \to \infty} f(x). If the latter exists, it is also equal to the first limit.
  • If lim<em>xf(x)\lim<em>{x \to \infty} f(x) does not exist, it may still be true that lim</em>nf(n)\lim</em>{n \to \infty} f(n) exists, but another method must be used to compute it.
Graph of a Sequence
  • Since a sequence is defined only for integer values, its graph is a sequence of dots.
Limit Theorems for Sequences
  • The properties of limits of real functions translate easily into properties of sequences.
  • Theorem 11.1.2: Suppose that lim<em>na</em>n=L\lim<em>{n \to \infty} a</em>n = L and lim<em>nb</em>n=M\lim<em>{n \to \infty} b</em>n = M and kk is some constant. Then:
    • lim<em>nka</em>n=klim<em>na</em>n=kL\lim<em>{n \to \infty} ka</em>n = k \lim<em>{n \to \infty} a</em>n = kL
    • lim<em>n(a</em>n+b<em>n)=lim</em>na<em>n+lim</em>nbn=L+M\lim<em>{n \to \infty} (a</em>n + b<em>n) = \lim</em>{n \to \infty} a<em>n + \lim</em>{n \to \infty} b_n = L + M
    • lim<em>n(a</em>nb<em>n)=lim</em>na<em>nlim</em>nbn=LM\lim<em>{n \to \infty} (a</em>n - b<em>n) = \lim</em>{n \to \infty} a<em>n - \lim</em>{n \to \infty} b_n = L - M
    • lim<em>n(a</em>nb<em>n)=lim</em>na<em>nlim</em>nbn=LM\lim<em>{n \to \infty} (a</em>n b<em>n) = \lim</em>{n \to \infty} a<em>n \cdot \lim</em>{n \to \infty} b_n = LM
    • lim<em>na</em>nb<em>n=lim</em>na<em>nlim</em>nbn=LM\lim<em>{n \to \infty} \frac{a</em>n}{b<em>n} = \frac{\lim</em>{n \to \infty} a<em>n}{\lim</em>{n \to \infty} b_n} = \frac{L}{M}, if MM is not 0
  • Theorem 11.1.3 (Squeeze Theorem): Suppose that a<em>nb</em>nc<em>na<em>n \leq b</em>n \leq c<em>n for all n>Nn > N, for some NN. If lim</em>na<em>n=lim</em>nc<em>n=L\lim</em>{n \to \infty} a<em>n = \lim</em>{n \to \infty} c<em>n = L, then lim</em>nbn=L\lim</em>{n \to \infty} b_n = L.
  • Theorem 11.1.4: lim<em>na</em>n=0\lim<em>{n \to \infty} |a</em>n| = 0 if and only if lim<em>na</em>n=0\lim<em>{n \to \infty} a</em>n = 0. (The size of a<em>na<em>n gets close to zero if and only if a</em>na</em>n gets close to zero.)
Examples
  • Example 11.1.5: Determine whether nn+1n=0{\frac{n}{n + 1}}_{n=0}^{\infty} converges or diverges. If it converges, compute the limit.
    • Since this makes sense for real numbers, we consider lim<em>xxx+1=lim</em>x11x+1=10=1\lim<em>{x \to \infty} \frac{x}{x + 1} = \lim</em>{x \to \infty} 1 - \frac{1}{x + 1} = 1 - 0 = 1.
    • Thus, the sequence converges to 1.
  • Example 11.1.6: Determine whether lnnnn=1{\frac{\ln n}{n}}_{n=1}^{\infty} converges or diverges. If it converges, compute the limit.
    • We compute lim<em>xlnxx=lim</em>x1/x1=0\lim<em>{x \to \infty} \frac{\ln x}{x} = \lim</em>{x \to \infty} \frac{1/x}{1} = 0, using L’Hôpital’s Rule.
    • Thus, the sequence converges to 0.
  • Example 11.1.7: Determine whether (1)nn=0{(-1)^n}_{n=0}^{\infty} converges or diverges. If it converges, compute the limit.
    • This sequence is 1,1,1,1,1,1, -1, 1, -1, 1, \ldots and clearly diverges.
  • Example 11.1.8: Determine whether (12)nn=0{\left(-\frac{1}{2}\right)^n}_{n=0}^{\infty} converges or diverges. If it converges, compute the limit.
    • We consider the sequence (12)n<em>n=0=(12)n</em>n=0{\left|\left(-\frac{1}{2}\right)^n\right|}<em>{n=0}^{\infty} = {\left(\frac{1}{2}\right)^n}</em>{n=0}^{\infty}.
    • Then lim<em>x(12)x=lim</em>x12x=0\lim<em>{x \to \infty} \left(\frac{1}{2}\right)^x = \lim</em>{x \to \infty} \frac{1}{2^x} = 0, so by theorem 11.1.4 the sequence converges to 0.
  • Example 11.1.9: Determine whether sinnnn=1{\frac{\sin n}{\sqrt{n}}}_{n=1}^{\infty} converges or diverges. If it converges, compute the limit.
    • Since sinn1|\sin n| \leq 1, 0sinnn1n0 \leq \left|\frac{\sin n}{\sqrt{n}}\right| \leq \frac{1}{\sqrt{n}}, and we can use theorem 11.1.3 with a<em>n=0a<em>n = 0 and c</em>n=1nc</em>n = \frac{1}{\sqrt{n}}.
    • Since lim<em>na</em>n=lim<em>nc</em>n=0\lim<em>{n \to \infty} a</em>n = \lim<em>{n \to \infty} c</em>n = 0, limnsinnn=0\lim_{n \to \infty} \frac{\sin n}{\sqrt{n}} = 0 and the sequence converges to 0.
  • Example 11.1.10: A particularly common and useful sequence is rnn=0{r^n}_{n=0}^{\infty}, for various values of rr.
    • If r=1r = 1 the sequence converges to 1 since every term is 1; if r=0r = 0 the sequence converges to 0.
    • If r=1r = -1 this is the sequence of example 11.1.7 and diverges.
    • If r > 1 or r < -1 the terms rnr^n get large without limit, so the sequence diverges.
    • If 0 < r < 1 then the sequence converges to 0.
    • If -1 < r < 0 then rn=rn|r^n| = |r|^n and 0 < |r| < 1 , so the sequence rn<em>n=0{|r|^n}<em>{n=0}^{\infty} converges to 0, so also rn</em>n=0{r^n}</em>{n=0}^{\infty} converges to 0.
    • In summary, rn{r^n} converges precisely when -1 < r \leq 1 , in which case
      limnrn={0amp;if 1lt;rlt;1 1amp;if r=1\lim_{n \to \infty} r^n = \begin{cases} 0 &amp; \text{if } -1 &lt; r &lt; 1 \ 1 &amp; \text{if } r = 1 \end{cases}.

Monotonic and Bounded Sequences

  • Sometimes we will not be able to determine the limit of a sequence, but we still would like to know whether it converges.
  • In some cases we can determine this even without being able to compute the limit.
  • A sequence is called increasing (or sometimes strictly increasing) if a<em>i<a</em>i+1a<em>i < a</em>{i+1} for all ii.
  • It is called non-decreasing (or sometimes increasing) if a<em>ia</em>i+1a<em>i \leq a</em>{i+1} for all ii.
  • Similarly, a sequence is decreasing if a<em>i>a</em>i+1a<em>i > a</em>{i+1} for all ii and non-increasing if a<em>ia</em>i+1a<em>i \geq a</em>{i+1} for all ii.
  • If a sequence has any of these properties, it is called monotonic.
Examples
  • Example 11.1.11: The sequence 2i12ii=1=12,34,78,1516,{\frac{2i - 1}{2i}}_{i=1}^{\infty} = \frac{1}{2}, \frac{3}{4}, \frac{7}{8}, \frac{15}{16}, \ldots is increasing.
  • The sequence n+1ni=1=21,32,43,54,{\frac{n + 1}{n}}_{i=1}^{\infty} = \frac{2}{1}, \frac{3}{2}, \frac{4}{3}, \frac{5}{4}, \ldots is decreasing.
  • A sequence is bounded above if there is some number NN such that a<em>nNa<em>n \leq N for every nn, and bounded below if there is some number NN such that a</em>nNa</em>n \geq N for every nn.
  • If a sequence is bounded above and bounded below, it is bounded.
  • If a sequence a<em>n</em>n=0{a<em>n}</em>{n=0}^{\infty} is increasing or non-decreasing, it is bounded below (by a<em>0a<em>0), and if it is decreasing or non-increasing, it is bounded above (by a</em>0a</em>0).
  • Theorem 11.1.12: If a sequence is bounded and monotonic, then it converges.
    • If a sequence is increasing and bounded, so each term is larger than the one before, yet never larger than some fixed value NN, the terms must then get closer and closer to some value between a0a_0 and NN.
    • It need not be NN, since NN may be a “too-generous” upper bound; the limit will be the smallest number that is above all of the terms aia_i.
Examples
  • Example 11.1.13: All of the terms (2i1)/2i(2i - 1)/2i are less than 2, and the sequence is increasing. As we have seen, the limit of the sequence is 1: 1 is the smallest number that is bigger than all the terms in the sequence.
  • Similarly, all of the terms (n+1)/n(n + 1)/n are bigger than 1/2, and the limit is 1: 1 is the largest number that is smaller than the terms of the sequence.
  • We don’t actually need to know that a sequence is monotonic to apply this theorem—it is enough to know that the sequence is “eventually” monotonic, that is, that at some point it becomes increasing or decreasing.
  • Example 11.1.14: Show that n1/n{n^{1/n}} converges.
    • First show that this sequence is decreasing, that is, that n^{1/n} > (n+1)^{1/(n+1)} .
    • Consider the real function f(x)=x1/xf(x) = x^{1/x} when x1x \geq 1. We can compute the derivative, f(x)=x1/x1lnxx2f'(x) = x^{1/x} \frac{1 - \ln x}{x^2}, and note that when x3x \geq 3 this is negative.
    • Since the function has negative slope, n^{1/n} > (n + 1)^{1/(n+1)} when n3n \geq 3.
    • Since all terms of the sequence are positive, the sequence is decreasing and bounded when n3n \geq 3, and so the sequence converges.
  • Example 11.1.15: Show that n!nn{\frac{n!}{n^n}} converges.
    • Again, show that the sequence is decreasing, and since each term is positive, the sequence converges.
    • If \frac{a{n+1}}{an} < 1 then a<em>n+1<a</em>na<em>{n+1} < a</em>n, which is what we want to know. So we look at a<em>n+1a</em>n\frac{a<em>{n+1}}{a</em>n}:
      \frac{a{n+1}}{an} = \frac{\frac{(n + 1)!}{(n + 1)^{n+1}}}{\frac{n!}{n^n}} = \frac{(n + 1)!}{n!} \frac{n^n}{(n + 1)^{n+1}} = \frac{n + 1}{n + 1} \left(\frac{n}{n + 1}\right)^n = \left(\frac{n}{n + 1}\right)^n < 1 .

Series

  • A series is the sum of a sequence: if a<em>n</em>n=0{a<em>n}</em>{n=0}^{\infty} is a sequence, then the associated series is <em>i=0a</em>n=a<em>0+a</em>1+a2+\sum<em>{i=0}^{\infty} a</em>n = a<em>0 + a</em>1 + a_2 + \cdots.
  • Associated with a series is a second sequence, called the sequence of partial sums s<em>n</em>n=0{s<em>n}</em>{n=0}^{\infty}. The partial sum s<em>ns<em>n is defined as s</em>n=<em>i=0na</em>is</em>n = \sum<em>{i=0}^{n} a</em>i. So s<em>0=a</em>0s<em>0 = a</em>0, s<em>1=a</em>0+a<em>1s<em>1 = a</em>0 + a<em>1, s</em>2=a<em>0+a</em>1+a2s</em>2 = a<em>0 + a</em>1 + a_2, etc.
  • A series converges if the sequence of partial sums converges, and otherwise the series diverges.
Geometric Series
  • Example 11.2.1: If a<em>n=kxna<em>n = kx^n, </em>n=0an\sum</em>{n=0}^{\infty} a_n is called a geometric series.
  • A typical partial sum is sn=k+kx+kx2+kx3++kxn=k(1+x+x2+x3++xn)s_n = k + kx + kx^2 + kx^3 + \cdots + kx^n = k(1 + x + x^2 + x^3 + \cdots + x^n).
  • Note that sn(1x)=k(1+x+x2+x3++xn)(1x)s_n(1 - x) = k(1 + x + x^2 + x^3 + \cdots + x^n)(1 - x).
  • Distributing: sn(1x)=k(1+x+x2+x3++xn)1k(1+x+x2+x3++xn1+xn)xs_n(1 - x) = k(1 + x + x^2 + x^3 + \cdots + x^n)1 - k(1 + x + x^2 + x^3 + \cdots + x^{n-1} + x^n)x.
  • Then: sn(1x)=k(1+x+x2+x3++xnxx2x3xnxn+1)s_n(1 - x) = k(1 + x + x^2 + x^3 + \cdots + x^n - x - x^2 - x^3 - \cdots - x^n - x^{n+1}).
  • This simplifies to s<em>n(1x)=k(1xn+1)s<em>n(1 - x) = k(1 - x^{n+1}), so s</em>n=k1xn+11xs</em>n = k \frac{1 - x^{n+1}}{1 - x}.
  • Convergence Condition: If |x| < 1 , lim<em>nxn=0\lim<em>{n \to \infty} x^n = 0, so lim</em>ns<em>n=lim</em>nk1xn+11x=k11x\lim</em>{n \to \infty} s<em>n = \lim</em>{n \to \infty} k \frac{1 - x^{n+1}}{1 - x} = k \frac{1}{1 - x}.
  • Thus, when |x| < 1 the geometric series converges to k1x\frac{k}{1 - x}.
  • When, for example, k=1k = 1 and x=12x = \frac{1}{2}, then s<em>n=1(1/2)n+111/2=2n+112n=212ns<em>n = \frac{1 - (1/2)^{n+1}}{1 - 1/2} = \frac{2^{n+1} - 1}{2^n} = 2 - \frac{1}{2^n} and </em>n=012n=111/2=2\sum</em>{n=0}^{\infty} \frac{1}{2^n} = \frac{1}{1 - 1/2} = 2.
  • Returning to the original series, <em>n=112n\sum<em>{n=1}^{\infty} \frac{1}{2^n}, each partial sum of this series is 1 less than the corresponding partial sum for the geometric series, so of course the limit is also one less than the value of the geometric series, that is, </em>n=112n=1\sum</em>{n=1}^{\infty} \frac{1}{2^n} = 1.
Theorems about Series
  • The following theorem follows from theorem 11.1.2.
  • Theorem 11.2.2: Suppose that a<em>n\sum a<em>n and b</em>n\sum b</em>n are convergent series, and cc is a constant. Then:
    • ca<em>n\sum ca<em>n is convergent and ca</em>n=can\sum ca</em>n = c \sum a_n
    • (a<em>n+b</em>n)\sum (a<em>n + b</em>n) is convergent and (a<em>n+b</em>n)=a<em>n+b</em>n\sum (a<em>n + b</em>n) = \sum a<em>n + \sum b</em>n.
  • The converses of the two parts of this theorem are subtly different.
  • Suppose that a<em>n\sum a<em>n diverges; does ca</em>n\sum ca</em>n also diverge if cc is non-zero? Yes: suppose instead that ca<em>n\sum ca<em>n converges; then by the theorem, (1c)ca</em>n\sum (\frac{1}{c})ca</em>n converges, but this is the same as a<em>n\sum a<em>n, which by assumption diverges. Hence ca</em>n\sum ca</em>n also diverges.
  • Now suppose that a<em>n\sum a<em>n and b</em>n\sum b</em>n diverge; does (a<em>n+b</em>n)\sum (a<em>n + b</em>n) also diverge? Now the answer is no: Let a<em>n=1a<em>n = 1 and b</em>n=1b</em>n = -1, so certainly a<em>n\sum a<em>n and b</em>n\sum b</em>n diverge. But (a<em>n+b</em>n)=(1+1)=0=0\sum (a<em>n + b</em>n) = \sum (1 + -1) = \sum 0 = 0.
  • Of course, sometimes (a<em>n+b</em>n)\sum (a<em>n + b</em>n) will also diverge, for example, if a<em>n=b</em>n=1a<em>n = b</em>n = 1, then (a<em>n+b</em>n)=(1+1)=2\sum (a<em>n + b</em>n) = \sum (1 + 1) = \sum 2 diverges.
Convergence Tests
  • In general, the sequence of partial sums s<em>ns<em>n is harder to understand and analyze than the sequence of terms a</em>na</em>n, and it is difficult to determine whether series converge and if so to what.
  • Sometimes things are relatively simple, starting with the following.
  • Theorem 11.2.3: If a<em>n\sum a<em>n converges, then lim</em>nan=0\lim</em>{n \to \infty} a_n = 0.
  • Proof: Since a<em>n\sum a<em>n converges, lim</em>ns<em>n=L\lim</em>{n \to \infty} s<em>n = L and lim</em>ns<em>n1=L\lim</em>{n \to \infty} s<em>{n-1} = L, because this really says the same thing but “renumbers” the terms. By theorem 11.1.2, lim</em>n(s<em>ns</em>n1)=lim<em>ns</em>nlim<em>ns</em>n1=LL=0\lim</em>{n \to \infty} (s<em>n - s</em>{n-1}) = \lim<em>{n \to \infty} s</em>n - \lim<em>{n \to \infty} s</em>{n-1} = L - L = 0. But s<em>ns</em>n1=(a<em>0+a</em>1+a<em>2++a</em>n)(a<em>0+a</em>1+a<em>2++a</em>n1)=a<em>ns<em>n - s</em>{n-1} = (a<em>0 + a</em>1 + a<em>2 + \cdots + a</em>n) - (a<em>0 + a</em>1 + a<em>2 + \cdots + a</em>{n-1}) = a<em>n, so as desired lim</em>nan=0\lim</em>{n \to \infty} a_n = 0.
  • This theorem presents an easy divergence test: if given a series a<em>n\sum a<em>n the limit lim</em>nan\lim</em>{n \to \infty} a_n does not exist or has a value other than zero, the series diverges.
  • Note well that the converse is not true: If lim<em>na</em>n=0\lim<em>{n \to \infty} a</em>n = 0 then the series does not necessarily converge.
  • Example 11.2.4: Show that n=1nn+1\sum_{n=1}^{\infty} \frac{n}{n + 1} diverges.
    • We compute the limit: limnnn+1=10\lim_{n \to \infty} \frac{n}{n + 1} = 1 \neq 0.
  • Example 11.2.5: Show that n=11n\sum_{n=1}^{\infty} \frac{1}{n} diverges.
    • Here the theorem does not apply: limn1n=0\lim_{n \to \infty} \frac{1}{n} = 0, so it looks like perhaps the series converges.
    • Consider:
      1 + \frac{1}{2} + \frac{1}{3} + \frac{1}{4} > 1 + \frac{1}{2} + \frac{1}{4} + \frac{1}{4} = 1 + \frac{1}{2} + \frac{1}{2}
      1 + \frac{1}{2} + \frac{1}{3} + \frac{1}{4} + \frac{1}{5} + \frac{1}{6} + \frac{1}{7} + \frac{1}{8} > 1 + \frac{1}{2} + \frac{1}{4} + \frac{1}{4} + \frac{1}{8} + \frac{1}{8} + \frac{1}{8} + \frac{1}{8} = 1 + \frac{1}{2} + \frac{1}{2} + \frac{1}{2}
      1 + \frac{1}{2} + \frac{1}{3} + \cdots + \frac{1}{16} > 1 + \frac{1}{2} + \frac{1}{4} + \frac{1}{4} + \frac{1}{8} + \cdots + \frac{1}{8} + \frac{1}{16} + \cdots + \frac{1}{16} = 1 + \frac{1}{2} + \frac{1}{2} + \frac{1}{2} + \frac{1}{2}
    • By swallowing up more and more terms we can always manage to add at least another 1/2 to the sum, and by adding enough of these we can make the partial sums as big as we like.
    • In fact, it’s not hard to see from this pattern that 1 + \frac{1}{2} + \frac{1}{3} + \cdots + \frac{1}{2^n} > 1 + \frac{n}{2} , so to make sure the sum is over 100, for example, we’d add up terms until we get to around 1/21981/2^{198}, that is, about 410594 \cdot 10^{59} terms.
    • This series, (1/n)\sum (1/n), is called the harmonic series.

The Integral Test

  • It is generally quite difficult, often impossible, to determine the value of a series exactly.
  • In many cases it is possible at least to determine whether or not the series converges, and so we will spend most of our time on this problem.
  • If all of the terms a<em>na<em>n in a series are non-negative, then clearly the sequence of partial sums s</em>ns</em>n is non-decreasing. This means that if we can show that the sequence of partial sums is bounded, the series must converge.
  • We know that if the series converges, the terms a<em>na<em>n approach zero, but this does not mean that a</em>nan+1a</em>n \geq a_{n+1} for every nn. Many useful and interesting series do have this property, however, and they are among the easiest to understand.
  • Example 11.3.1: Show that n=11n2\sum_{n=1}^{\infty} \frac{1}{n^2} converges.
    • The terms 1/n21/n^2 are positive and decreasing, and since limx1x2=0\lim_{x \to \infty} \frac{1}{x^2} = 0, the terms 1/n21/n^2 approach zero.
    • The goal is to seek an upper bound for all the partial sums, that is, we want to find a number NN so that snNs_n \leq N for every nn.
    • The method leverages integration:
      sn = \frac{1}{1^2} + \frac{1}{2^2} + \frac{1}{3^2} + \cdots + \frac{1}{n^2} < 1 + \int1^n \frac{1}{x^2} dx < 1 + \int_1^{\infty} \frac{1}{x^2} dx = 1 + 1 = 2 , recalling that we computed this improper integral in section 9.7.
    • Since the sequence of partial sums s<em>ns<em>n is increasing and bounded above by 2, we know that lim</em>nsn=L2\lim</em>{n \to \infty} s_n = L \leq 2, and so the series converges to some number at most 2. In fact, it is possible, though difficult, to show that L=π261.6L = \frac{\pi^2}{6} \approx 1.6.
  • What goes wrong if we try to apply this technique to 1n\sum \frac{1}{n}? Here’s the calculation:
    • sn = \frac{1}{1} + \frac{1}{2} + \frac{1}{3} + \cdots + \frac{1}{n} < 1 + \int1^n \frac{1}{x} dx < 1 + \int_1^{\infty} \frac{1}{x} dx = 1 + \infty .
    • The problem is that the improper integral doesn’t converge.
    • Note well that this does not prove that 1n\sum \frac{1}{n} diverges, just that this particular calculation fails to prove that it converges.
  • Example 11.3.2: Consider the following:
    • $$ sn = \frac{1}{1} + \frac{1}{2} + \frac{1}{3} + \cdots + \frac{1}{n} > \int1^{n+1} \frac{1}{x} dx = \