Infinite Series

Definition

Let (a_n) be a sequence of real numbers. A partial sum of (a_n) is given by

a_1 + a_2 + \cdots a_k

for some k \leq n.

Notation

A partial sum

Definition

Let (a_n) be a sequence of real numbers. Let the sequence (s_n)

Definition

If (s_n) converges to a real number s, we say the series \sum^\infty_{n=1}a_n is convergent and write

\sum^\infty_{n=1}a_n = s.

If (s_n) does not converge, the series \sum^\infty_{n=1}a_n is divergent. If

\begin{align*} \lim_{n \to \infty} s_n &= +\infty \quad \text{then} \quad \sum^\infty_{n=1}a_n = +\infty \quad \text{ and}\\ \lim_{n \to \infty} s_n &= -\infty \quad \text{then} \quad \sum^\infty_{n=1}a_n = -\infty. \end{align*}

Example (Harmonic Series)

The harmonic series is defined

\sum^\infty_{n=1} \frac{1}{n}

and has the partial sums s_n = 1 + 1/2 + \cdots + 1/n. The sequence (s_n) is divergent, and thus the harmonic series is divergent.

Example (Telescoping Series)

The series

\sum^\infty_{n=1} \frac{1}{n(n+1)}

has the partial sum

s_n = \frac{1}{2} + \frac{1}{6} + \frac{1}{12} + \cdots + \frac{1}{n(n+1)}

Theorem 5.1.1

Let \sum a_n = s and \sum b_n = t. Then

(a) \sum (a_n + b_n) = s + t and

(b) \sum (ka_n) = ks for every k \in \mathbb{R}.

Theorem 5.1.2

If \sum a_n is a convergent series, then \lim_{n \to \infty} a_n = 0.

If \sum a_n is a convergent series, then the sequence of partial sums (s_n) must have a finite limit. Since a_n = s_n - s_{n-1}, we have \lim a_n = \lim s_n - \lim s_{n-1} = 0.

Theorem

The infinite series \sum a_n converges if and only if for each \varepsilon > 0, there exists a natural number N such that if n \leq m \leq N, then

|a_m + a_{m+1} + \cdots + a+{n}| = |s_n - s_{m-1}| < \varepsilon.

Later.

Theorem (Comparison Test)

Let \sum a_n and \sum b_n be infinite series such that a_n,b_n \leq 0 for all n. Then

(a) If \sum a_n converges and 0 \leq b_n \leq a_n for all n, then \sum b_n converges.

(b) If \sum a_n = +and 0 \leq a_n \leq b_n for all n, then \sum b_n = + \infty.

(a) Because s_{a_n} is monotone and bounded, s_{b_n} converges.

Definition

If \sum |a_n| converges, then \sum a_n is absolutly convergent, or that the sum converges absolutly.

Theorem

If a series converges absolutly, then it converges.

Theorem (Ratio Test)

If \sum a_n, a_n \not = 0

(a) If \limsup |a_{n+1}/a_n| < 1, the the series is absolutly convergent.

(b) If \liminf |a_{n+1}/a_n| > 1 then the series diverges.

Theorem (Integral test)

Let f be a continuous function defined on [0,\infty) and suppose that f is positive and decreasing. Then the series \sum f(n) converges if and only if

\lim_{n \to \infty} \left( \int^n_1 f(x) \,dx \right)

Theorem (Alternating series test)

If (a_n) is a decreasing sequence of positive numbers and \lim a_n = 0, then the series \sum (-1)^{n}a_n converges.