Consider infinite sums like 21+41+81+161+⋯+2i1+⋯.
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: 21=21, 21+41=43, 21+41+81=87, 21+41+81+161=1615, etc.
It is evident that the sum approaches 1.
In fact, it can be shown that 21+41+81+161+⋯+2i1=2i2i−1=1−2i1.
Then, limi→∞1−2i1=1−0=1.
Infinite Sums and Series
The idea of the infinite sum is used long accepted in representing numbers:
For example: 0.33333=103+1003+10003+100003+⋯=31.
And 3.14159…=3+101+1004+10001+100005+1000009+⋯=π.
Our primary task is to investigate infinite sums, which are called series by investigating limits of sequences of numbers.
∑i=1∞2i1=21+41+81+161+⋯+2i1+⋯ is a series.
21,43,87,1615,…,2i2i−1,… is a sequence.
The value of a series is defined as the limit of a particular sequence, that is, ∑<em>i=1∞2i1=lim</em>i→∞2i2i−1.
Sequences as Functions
The idea of a sequence of numbers a<em>1,a</em>2,a3,… can also be thought of as a function.
The sequences are functions whose domains are the natural numbers N=1,2,3,… or the non-negative integers Z≥0=0,1,2,3,….
The range of the function is still allowed to be the real numbers; in symbols, a sequence is a function f:N→R.
Sequences are written in different equivalent ways:
a<em>1,a</em>2,a3,…
a<em>n</em>n=1∞
f(n)n=1∞
As with functions on the real numbers, most often sequences can be expressed by a formula. Examples include ai=f(i)=1−2i1.
Other examples:
f(i)=i+1i
f(n)=2n1
f(n)=sin(nπ/6)
f(i)=2i(i−1)(i+2)
Limits of Sequences
Given a sequence, we are interested in the limit lim<em>i→∞f(i)=lim</em>i→∞ai.
This limit is analogous to limx→∞f(x) where x 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∞ is a sequence. We say that lim<em>n→∞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>n→∞a</em>n=L we say that the sequence converges, otherwise it diverges.
Connection to Limits of Real Functions
If f(i) defines a sequence, and f(x) makes sense for real numbers, and lim<em>x→∞f(x)=L, then lim</em>i→∞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>x→∞x1=0, it is also the case that lim</em>i→∞i1=0, that is, the numbers 1,21,31,41,51,61,… get closer and closer to 0.
However, if f(n)=sin(nπ), the sequence is sin(0π),sin(1π),sin(2π),sin(3π),…=0,0,0,0,…, so limn→∞f(n)=0.
But lim<em>x→∞f(x)=lim</em>x→∞sin(xπ) does not exist, because as x gets larger and larger, the values sin(xπ) do not approach a single value; instead, they take on all values between −1 and 1 over and over.
Computing Limits
To compute lim<em>n→∞f(n), try to compute lim</em>x→∞f(x). If the latter exists, it is also equal to the first limit.
If lim<em>x→∞f(x) does not exist, it may still be true that lim</em>n→∞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>n→∞a</em>n=L and lim<em>n→∞b</em>n=M and k is some constant. Then:
lim<em>n→∞b<em>na</em>n=lim</em>n→∞bnlim</em>n→∞a<em>n=ML, if M is not 0
Theorem 11.1.3 (Squeeze Theorem): Suppose that a<em>n≤b</em>n≤c<em>n for all n>N, for some N. If lim</em>n→∞a<em>n=lim</em>n→∞c<em>n=L, then lim</em>n→∞bn=L.
Theorem 11.1.4:lim<em>n→∞∣a</em>n∣=0 if and only if lim<em>n→∞a</em>n=0. (The size of a<em>n gets close to zero if and only if a</em>n gets close to zero.)
Examples
Example 11.1.5: Determine whether n+1nn=0∞ converges or diverges. If it converges, compute the limit.
Since this makes sense for real numbers, we consider lim<em>x→∞x+1x=lim</em>x→∞1−x+11=1−0=1.
Thus, the sequence converges to 1.
Example 11.1.6: Determine whether nlnnn=1∞ converges or diverges. If it converges, compute the limit.
We compute lim<em>x→∞xlnx=lim</em>x→∞11/x=0, using L’Hôpital’s Rule.
Thus, the sequence converges to 0.
Example 11.1.7: Determine whether (−1)nn=0∞ converges or diverges. If it converges, compute the limit.
This sequence is 1,−1,1,−1,1,… and clearly diverges.
Example 11.1.8: Determine whether (−21)nn=0∞ converges or diverges. If it converges, compute the limit.
We consider the sequence (−21)n<em>n=0∞=(21)n</em>n=0∞.
Then lim<em>x→∞(21)x=lim</em>x→∞2x1=0, so by theorem 11.1.4 the sequence converges to 0.
Example 11.1.9: Determine whether nsinnn=1∞ converges or diverges. If it converges, compute the limit.
Since ∣sinn∣≤1, 0≤nsinn≤n1, and we can use theorem 11.1.3 with a<em>n=0 and c</em>n=n1.
Since lim<em>n→∞a</em>n=lim<em>n→∞c</em>n=0, limn→∞nsinn=0 and the sequence converges to 0.
Example 11.1.10: A particularly common and useful sequence is rnn=0∞, for various values of r.
If r=1 the sequence converges to 1 since every term is 1; if r=0 the sequence converges to 0.
If r=−1 this is the sequence of example 11.1.7 and diverges.
If r > 1 or r < -1 the terms rn get large without limit, so the sequence diverges.
If 0 < r < 1 then the sequence converges to 0.
If -1 < r < 0 then ∣rn∣=∣r∣n and 0 < |r| < 1 , so the sequence ∣r∣n<em>n=0∞ converges to 0, so also rn</em>n=0∞ converges to 0.
In summary, rn converges precisely when -1 < r \leq 1 , in which case limn→∞rn={0amp;if −1lt;rlt;11amp;if r=1.
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+1 for all i.
It is called non-decreasing (or sometimes increasing) if a<em>i≤a</em>i+1 for all i.
Similarly, a sequence is decreasing if a<em>i>a</em>i+1 for all i and non-increasing if a<em>i≥a</em>i+1 for all i.
If a sequence has any of these properties, it is called monotonic.
Examples
Example 11.1.11: The sequence 2i2i−1i=1∞=21,43,87,1615,… is increasing.
The sequence nn+1i=1∞=12,23,34,45,… is decreasing.
A sequence is bounded above if there is some number N such that a<em>n≤N for every n, and bounded below if there is some number N such that a</em>n≥N for every n.
If a sequence is bounded above and bounded below, it is bounded.
If a sequence a<em>n</em>n=0∞ is increasing or non-decreasing, it is bounded below (by a<em>0), and if it is decreasing or non-increasing, it is bounded above (by a</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 N, the terms must then get closer and closer to some value between a0 and N.
It need not be N, since N may be a “too-generous” upper bound; the limit will be the smallest number that is above all of the terms ai.
Examples
Example 11.1.13: All of the terms (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 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 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/x when x≥1. We can compute the derivative, f′(x)=x1/xx21−lnx, and note that when x≥3 this is negative.
Since the function has negative slope, n^{1/n} > (n + 1)^{1/(n+1)} when n≥3.
Since all terms of the sequence are positive, the sequence is decreasing and bounded when n≥3, and so the sequence converges.
Example 11.1.15: Show that nnn! 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>n, which is what we want to know. So we look at a</em>na<em>n+1:
\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∞ is a sequence, then the associated series is ∑<em>i=0∞a</em>n=a<em>0+a</em>1+a2+⋯.
Associated with a series is a second sequence, called the sequence of partial sumss<em>n</em>n=0∞. The partial sum s<em>n is defined as s</em>n=∑<em>i=0na</em>i. So s<em>0=a</em>0, s<em>1=a</em>0+a<em>1, s</em>2=a<em>0+a</em>1+a2, 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=kxn, ∑</em>n=0∞an is called a geometric series.
A typical partial sum is sn=k+kx+kx2+kx3+⋯+kxn=k(1+x+x2+x3+⋯+xn).
This simplifies to s<em>n(1−x)=k(1−xn+1), so s</em>n=k1−x1−xn+1.
Convergence Condition: If |x| < 1 , lim<em>n→∞xn=0, so lim</em>n→∞s<em>n=lim</em>n→∞k1−x1−xn+1=k1−x1.
Thus, when |x| < 1 the geometric series converges to 1−xk.
When, for example, k=1 and x=21, then s<em>n=1−1/21−(1/2)n+1=2n2n+1−1=2−2n1 and ∑</em>n=0∞2n1=1−1/21=2.
Returning to the original series, ∑<em>n=1∞2n1, 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=1∞2n1=1.
Theorems about Series
The following theorem follows from theorem 11.1.2.
Theorem 11.2.2: Suppose that ∑a<em>n and ∑b</em>n are convergent series, and c is a constant. Then:
∑ca<em>n is convergent and ∑ca</em>n=c∑an
∑(a<em>n+b</em>n) is convergent and ∑(a<em>n+b</em>n)=∑a<em>n+∑b</em>n.
The converses of the two parts of this theorem are subtly different.
Suppose that ∑a<em>n diverges; does ∑ca</em>n also diverge if c is non-zero? Yes: suppose instead that ∑ca<em>n converges; then by the theorem, ∑(c1)ca</em>n converges, but this is the same as ∑a<em>n, which by assumption diverges. Hence ∑ca</em>n also diverges.
Now suppose that ∑a<em>n and ∑b</em>n diverge; does ∑(a<em>n+b</em>n) also diverge? Now the answer is no: Let a<em>n=1 and b</em>n=−1, so certainly ∑a<em>n and ∑b</em>n diverge. But ∑(a<em>n+b</em>n)=∑(1+−1)=∑0=0.
Of course, sometimes ∑(a<em>n+b</em>n) will also diverge, for example, if a<em>n=b</em>n=1, then ∑(a<em>n+b</em>n)=∑(1+1)=∑2 diverges.
Convergence Tests
In general, the sequence of partial sums s<em>n is harder to understand and analyze than the sequence of terms a</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 converges, then lim</em>n→∞an=0.
Proof: Since ∑a<em>n converges, lim</em>n→∞s<em>n=L and lim</em>n→∞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>n−s</em>n−1)=lim<em>n→∞s</em>n−lim<em>n→∞s</em>n−1=L−L=0. But s<em>n−s</em>n−1=(a<em>0+a</em>1+a<em>2+⋯+a</em>n)−(a<em>0+a</em>1+a<em>2+⋯+a</em>n−1)=a<em>n, so as desired lim</em>n→∞an=0.
This theorem presents an easy divergence test: if given a series ∑a<em>n the limit lim</em>n→∞an does not exist or has a value other than zero, the series diverges.
Note well that the converse is not true: If lim<em>n→∞a</em>n=0 then the series does not necessarily converge.
Example 11.2.4: Show that ∑n=1∞n+1n diverges.
We compute the limit: limn→∞n+1n=1=0.
Example 11.2.5: Show that ∑n=1∞n1 diverges.
Here the theorem does not apply: limn→∞n1=0, so it looks like perhaps the series converges.
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 1/2198, that is, about 4⋅1059 terms.
This series, ∑(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>n in a series are non-negative, then clearly the sequence of partial sums s</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>n approach zero, but this does not mean that a</em>n≥an+1 for every n. 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=1∞n21 converges.
The terms 1/n2 are positive and decreasing, and since limx→∞x21=0, the terms 1/n2 approach zero.
The goal is to seek an upper bound for all the partial sums, that is, we want to find a number N so that sn≤N for every n.
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>n is increasing and bounded above by 2, we know that lim</em>n→∞sn=L≤2, and so the series converges to some number at most 2. In fact, it is possible, though difficult, to show that L=6π2≈1.6.
What goes wrong if we try to apply this technique to ∑n1? Here’s the calculation: