Sequences and Series PDF
Sequences and Series PDF
Notation.
(1) The values of X : N ! R are denoted as X(n) or xn, where X is the
sequence.
(2) (xn : n 2 N) or simply (xn) may denote a sequence — this is not the same
as {xn : n 2 N}.
(3) (x1, x2, . . . , xn, . . . ).
Example.
(1) (3n) = (3n : n 2 N) =
(3, 6, 9, . . . , 3n, . . . ).
(2) (1) = (1 : n 2 N) =
(1, 1, 1, . . . , 1, . . . ).
(3) ( 2)n = ( 2)n : n 2 N =
2, 4, 8, . . . , ( 2)n, . . . .
⇣1 1 ⌘ ⇣1 1 ⌘
n n
(4) + ( 1) = + ( 1) : n 2 N =
2 2 2 2
(0, 1, 0, 1, . . . , 0, 1, . . . ).
34
3.1. SEQUENCES AND THEIR LIMITS 35
✓⇣ ⌘ 1 1 n◆ ✓⇣ ⌘ 1 1 ◆
n 2+2( 1) n 2+2( 1)n
(5) = :n2N =
2 2
⇣ n ⌘
1, 1, 1, 2, 1, 3, 1, 4, . . . , 1, , . . . .
2
Sequences may also be defined inductively or recursively.
Example.
(1) x1 = 5, xn+1 = 2xn 3 (n 1) gives
(5, 7, 11, 19, 35, . . . ).
(2) Fibonacci sequence: x1 = x2 = 1, xn+1 = xn 1 + xn (n 2) gives
(1, 1, 2, 3, 5, 8, 13, . . . ).
Definition (3.1.3). A sequence X = (xn) in R is said to converge to x 2 R,
or have limit x, if
8 ✏ > 0 9 K(✏) 2 N 3
8 n K(✏), |xn x| < ✏.
We write this as lim X = x, lim(xn) = x, lim xn = x, or
n!1
xn ! x as n ! 1.
A sequence that converges is called convergent, one that does not divergent.
⇣1⌘
Example. lim = 0.
n
Proof. Let ✏ > 0 be given. By the Archimedean property,
1
9 K(✏) 2 N 3 < ✏. Then,
K(✏)
1 1
for n K(✏), , and so
n K(✏)
1 1 1
0 = < ✏.
n n K(✏)
⇣1⌘
Thus lim = 0 by definition. ⇤
n
36 3. SEQUENCES AND SERIES
Calculator Visualisation
1 1
lim = lim = 0 if 8 ✏ > 0,
n!1 n x!1 x
with yM in = 0 ✏ and yM ax = 0 + ✏,
you can find K(✏) 2 N 3 if
xMin = K(✏) and xMax = 1E99,
the graph only enters the screen from the left and exits from the right.
Theorem (3.1.4 — Uniqueness of Limits). A sequence in R can have at
most one limit.
✏
Proof. [The technique.]
2
Suppose lim(xn) = x0 and lim(xn) = x00. By Theorem 2.1.9,
it suffices to show that |x0 x00| < ✏ 8 ✏ > 0, for then
|x0 x00| = 0 =) x0 = x00. Let ✏ > 0 be given.
✏
Since lim(xn) = x0, 9 K 0 2 N 3 8n K 0, |xn x0| < .
2
✏
Since lim(xn) = x00, 9 K 00 2 N 3 8n K 00, |xn x00| < .
2
Let K = max{K 0, K 00}. Then n K =) n K 0 and n K 00 =)
|x0 x00| = |x0 xn + xn x00|
| {z }
smuggling
✏ ✏
|x0 xn| + |xn x00| < + = ✏. ⇤
2 2
3.1. SEQUENCES AND THEIR LIMITS 37
Technique
Given ✏ > 0. Produce or verify the existence of an integer K(✏) so that
n K(✏) =) |xn x| < ✏.
Sometimes |xn x| < ✏ can be converted, with reversible steps, to an inequality
of the form n > f (✏). Take K(✏) as the first integer greater than f (✏) (by the
Archimedean Property), K(✏) = [f (✏)] + 1, for example. Then
n K(✏) =) n > f (✏) =) |xn x| < ✏.
Example.
(1) lim(c) = c, c 2 R, i,e., xn = c 8n 2 N.
Proof. Given ✏ > 0. [To show 9 K(✏) 2 N 3 8 n K(✏), |c c| < ✏.]
|c c| = 0 < ✏ 8 n 2 N. Pick K(✏) = 1.
Then n K(✏) =) |c c| < ✏. ⇤
38 3. SEQUENCES AND SERIES
⇣ 1 ⌘ 1
(2) lim p = 0. xn = p here.
n n
Proof.
h 1 i
Given ✏ > 0. To show 9 K(✏) 2 N 3 n
K(✏) =) p 0 < ✏. Now
n
1 1 1 p 1
p 0 < ✏ () p < ✏ () < n () 2 < n.
n n ✏ ✏
h1i 1 1
Pick K(✏) = 2 + 1. Then n K(✏) =) n > 2 =) p 0 < ✏. ⇤
✏ ✏ n
⇣c⌘
(3) lim p = 0, c 2 R, p > 0.
n
Proof. Case c = 0 was Example 1, so assume c 6= 0. Given ✏ > 0.
c |c| |c| ⇣ |c| ⌘1/p
p
0 < ✏ () p < ✏ () < n () < n.
np n ✏ ✏
⇣ ⌘
|c| 1/p
Take K = + 1.
✏
⇣ |c| ⌘1/p c
Then n K =) n > =) p 0 < ✏. ⇤
✏ n
1 5 1, 000, 000!
Note. Thus xn = p
3
, xn = , and xn = all have limit 0.
n n5/4 n
3.1. SEQUENCES AND THEIR LIMITS 39
⇣1⌘
(4) lim = 0.
2n
Proof. Given ✏ > 0.
1 1 1 n
0 < ✏ () < ✏ () < 2 ()
2n 2n ✏
1 ln ✏
ln < ln 2n () ln ✏ < n ln 2 () < n.
✏ ln 2
⇢ h
ln ✏ i
Take K = max 1, +1 .
ln 2
ln ✏ 1
Then n K =) n > =) n 0 < ✏. ⇤
ln 2 2
(5) Let xn = 1 + ( 1)n. X = (0, 2, 0, 2, . . . ).
lim(xn) does not exist.
Proof. [We use contradiction.]
Suppose lim(xn) = x. Then, 8 ✏ > 0, 9 K 2 N 3 8 n K, |xn x| < ✏.
In particular, for ✏ = 1, 9 K 2 N 3 8 n K, |xn x| < 1.
(
|0 x| < 1 for n odd
But ,
|2 x| < 1 for n even
so 2 = |2 x + x| |2 x| + |x| |2 x| + |x 0| < 1 + 1 = 2,
a contradiction.
Thus lim(xn) does not exist. ⇤
40 3. SEQUENCES AND SERIES
p
(6) Let xn = n. lim(xn) does not exist.
Proof. [We again use contradiction.]
p p
N 3 8 n K, | n x| < ✏
Suppose lim( n) = x.pThen, 8 ✏ > 0, 9 K 2 p
or, equivalently, ✏ < n x < ✏ or x ✏ < n < x + ✏.
p
Then, for ✏ = 1, 8 n K(1), n < x + 1 or n < (x + 1)2, contradicting the
Archimedean Property.
p
Thus lim( n) does not exist. ⇤
Homework
Pages 61-62 #5b,5d (Do not use Theorem 3.1.10 with these — work from the
definition)
Extra Problem: Prove ( 1)n diverges. (Hint: This is a translation of Exam-
ple 5 — watch your inequalities, though.)
Note. Sometimes it is awkward or impossible to solve |xn x| < ✏ for n.
In such cases, it may be possible to establish an inequality of the form
|xn x| C|an|
where C > 0 and lim an = 0.
3.1. SEQUENCES AND THEIR LIMITS 41
“Ultimate Behavior”
Example. Determine
p whether lim(xn) exists and, if so, its value where
x1 = 1 and xn+1 = 1 + xn for n 1.
Solution.
q r q
p p p p
x2 = 1 + 1 = 2, x3 = 1 + 2, x4 = 1 + 1 + 2 , . . .
(a) [Show monotone increasing.]
p
x1 < x2 since 1 < 2. Assume xn xn+1.
p p
Then xn+1 = 1 + xn 1 + xn+1 = xn+2,
so by induction xn xn+1 8 n 2 N.
Thus (xn) is increasing.
(b) [Show (xn) is bounded above by 2 using induction.]
x1 = 1 < 2. Suppose xn 2. Then
p p p p
xn+1 = 1 + xn 1 + 2 = 3 < 4 = 2.
Thus, by induction, xn 2 8 n 2 N,
and so 2 is an upper bound of (xn).
(c) Thus lim(xn) = x for some x 2 R by the MCT.
Since (xn+1) is a tail of (xn), lim(xn+1) = x also. Then
p p
x = lim(xn+1) = lim( 1 + xn) = lim(1 + xn) =
p p
lim(1) + lim(xn) = 1 + x =)
p
1± 5
x2 = 1 + x =) x2 x 1 = 0 =) x = .
2
p p
1 5 1+ 5
Since < 0, we conclude x = lim(xn) = . ⇤
2 2
54 3. SEQUENCES AND SERIES
Note.
(1) An increasing sequence is bounded below by its first term. Thus if x? =
sup{xn : n 2 N},
M = max |x1|, |x?|
is a bound for the sequence.
(2) A decreasing sequence is bounded above by its first term.
Homework
Page 77 # 1, 2
Hint for # 2: (a) Show xn xn+1 0 8 n 2 N. Thus (xn) is decreasing.
(b) Show (xn) is bounded below. Then (xn) is bounded by M = max |x1|, |l.b.| .
(c) Find and solve an equation to get x = lim(xn).
Example.
(2) Establish convergence or divergence of (xn) where
1 1 1
xn = 1 + + + · · · + .
1! 2! n!
1
Solution. xn+1 = xn + > xn, so (xn) is increasing.
(n + 1)!
1 1
Noting that < n , we have
(n + 1)! 2
⇣ 1 1 1 1 ⌘
xn < 1 + 1 + + 2 + 3 + · · · + n 1 =
2 2 2 2
1 ( 12 )n ⇣ 1 ⌘n 1
1+ 1 =1+2 < 3,
1 2 2
so (xn) is bounded above and so (xn) converges by the MCT.
Although we now know the limit exists, we do not have a technique for finding
the exact limit. ⇤
3.3. MONOTONE SEQUENCES 55
(3)
Note n n
X 1 X 1 1
yn = = ·
k n
.
n+k 1+ n
k=1 k=1
[What is this latter sum?]
Homework
Pages 84-85 # 4b, 9 (Hint: Use Theorem 3.4.4), 11 (Hint: What is the only
possible limit?), 14 (extra credit)
3.4. SUBSEQUENCES AND THE BOLZANO-WEIERSTRASS THEOREM 63
1
Example. x1 = 1, x2 = 2, xn = (xn 2 + xn 1) for n 3.
2
⇣ 3 7 13 27 ⌘
(xn) = 1, 2, , , , , . . . .
2 4 8 16
(a) (xn) is contractive. Thus (xn) converges.
Proof.
1 1 1 1
|xn+2 xn+1| = (xn + xn+1) xn+1 = xn xn+1 = |xn+1 xn|.
2 2 2 2
⇤
(b) Note that
1 1
|xn+1 xn| = |x
1 2
x1| = .
2n 2n 1
The xn are the terms of the series and the sk are the partial sums of the series.
If lim S exists, we say the series is convergent and call this limit the sum or
value of the series. If this limit does not exist, we say this series S is divergent.
Notation. 1
X X X
(xn) or xn or xn
n=1
We can also use 1 1
X X
xn or xn
n=0 n=5
If the first term of the series is xN , then the first partial sum is sN .
146 3. SEQUENCES AND SERIES
Example.
1
X
(1) rn = 1 + r + r2 + · · · + rn + · · · (geometric series)
n=0
sn = 1 + r + r2 + · · · + rn
rsn = r + r2 + · · · + rn + rn+1
sn(1 r) = sn rsn = 1 rn+1
For r 6= 1,
rn+1
1
sn =
1 r
Then 1
X 1 rn+1 1
n
r = lim = if |r| < 1,
n=0
n!1 1 r 1 r
1
X
and rn diverges if |r| 1.
n=0
1
X 1 1 1 1
(2) = + + + ···.
n=1
n(n + 1) 1 · 2 2 · 3 3 · 4
1 1 1
Since = ,
k(k + 1) k k + 1
⇣ 1⌘ ⇣1 1⌘ ⇣1 1⌘ ⇣1 1 ⌘
sn = 1 + + + ··· + =)
2 2 3 3 4 n n+1
1
sn = 1 =)
n+1
X1
1 ⇣ 1 ⌘
= lim 1 = 1.
n=1
n(n + 1) n!1 n + 1
3.7. INTRODUCTION TO INFINITE SERIES 147
1
X
(3) ( 1)n = 1 1+1 1 + ···.
n=0
1
X
S = (sn) = (1, 0, 1, 0, . . . ) diverges =) ( 1)n diverges.
n=0
P
Theorem (3.7.3 —nth Term Test). If xn converges, lim(xn) = 0.
P
Proof. xn converges =) s = lim(sn) exists =)
s = lim(sn 1) =)
lim(xn) = lim(sn sn 1) = lim(sn) lim(sn 1) = s s = 0.
⇤
Example.
(4) Geometric series with |r| 1 diverges since (rn) diverges.
X1
1 1 1 1
(5) For p = 1 + p + p + ··· + p + ···,
n=1
n 2 3 n
⇣ 1 ⌘
lim(xn) = lim p = 0.
n
But
1 1 1
sn = 1 + p + p + · · · + p
2 3 n
1 1 1 1 1 p
p + p + p + ··· + p = n · p = n
n n n n n
| {z }
n terms
X1
p 1
Thus lim(sn) lim( n) ! 1, so p diverges.
x=1
n
Note. This implies the converse of Theorem 3.7.3 is not true.
148 3. SEQUENCES AND SERIES
1
X
(6) Consider cos n.
n=1
Assume lim(cos n) = 0 =) lim(cos2 n) = 0 =)
lim(sin2 n) = lim(1 cos2 n) = lim(1) lim(cos2 n) = 1 0 = 1..
Then lim(sin2 2n) = 0 as a subsequence.
Now sin 2n = 2 sin n cos n =) sin2 2n = 4 sin2 n cos2 n =)
lim(sin2 2n) = 4 lim(sin2 n) lim(cos2 n) = 4 · 1 · 0 = 0 6= 1,
a contradiction.
1
X
Thus lim(cos n) 6= 0 =) cos n diverges.
n=1
Theorem (7.3.4 — Cauchy Criterion for Series).
P
xn converges () 8 ✏ > 0 9 M 2 N 3 if m > n M , then
|sm sn| = |xn+1 + xn+2 + · · · + xm| < ✏.
Example.
1
X 1
(7) The harmonic series diverges. The proof is similar to that of Example
n=1
n
5.
X1
1
(8) The p-series p
converges for p > 1.
n=1
n
Proof. Since (sk ) is monotone, we need only to show (sk ) is bounded. But
it suffices to show that some subsequence is bounded.
Let k1 = 21 1 = 1, so sk1 = 1.
Let k2 = 22 1 = 3. Then, since 2p < 3p,
1 ⇣1 1⌘ 2 1
sk2 = p + p + p < 1 + p = 1 + p 1 .
1 2 3 2 2
Let k3 = 23 1 = 7 =)
⇣1 1 1 1
sk3 = sk2 + p + p + p + p
4 5 6 7
4 1 1
< sk2 + p < 1 + p 1 + p 1 .
4 2 4
Continuing inductively, if kj = 2j 1,
1 1 1
0 < skj = 1 + p 1 + p 1 + · · · + j 1 p 1
2 4 (2 )
1 1 1
= 1 + p 1 + p 1 2 + ··· + p 1 j 1
2 (2 ) (2 )
1
< .
1 2p1 1
X1
1
Thus (skj ) is bounded and so p
converges for p > 1. ⇤
n=1
n
150 3. SEQUENCES AND SERIES
X1
1
(9) The p-series p
diverges for p 1.
n=1
n
1 ⇣1⌘
p
For p 0, =n with p 0 =) lim p 6= 0.
np n
1 1
For 0 < p 1, np < n =) p .
n n
Since the partial sumes of the harmonic series are not bounded, neither are the
X1
1
partial sums here. Thus p
diverges for p 1.
n=1
n
Example.
X1
1
(10) The alternating harmonic series ( 1)n+1 converges.
n=1
n
1
X
Note. If ( 1)n+1zn = s, |s sn| zn+1.
n=1
X1 X10
1 1 1627 1
For ( 1)n+1 , s ( 1)n+1 = s < .
n=1
n n=1
n 2520 11
Example.
X1
1
(11) 2+n
converges since
n=1
n
X1
1 1 1
< 8 n 2 N and converges (p = 2).
n2 + n n2 n=1
n2
1
X X 1 1
1
(12) . Seems to be like .
n=1
n2 n+1 n=1
n2
1 1
But > 8n 2 N.
n2 n + 1 n2
1 2
We can show 0 < 2 2 8n 2 N , but this is not obvious.
n n+1 n
Example.
1
X 1
(12 continued) .
n=1
n2 n+1
Since
✓ 1 ◆ ⇣ ⌘ ✓ ◆
n2 n+1 n2 1
r = lim 1 = lim = lim 1 = 1,
n2
n2 n+1 1 n + n12
1
X X 1 1
1
converges by limit comparison since converges.
n=1
n2 n+1 n=1
n2
1
X 1
(13) p .
n=1
3n + 1
X1 X1
1 1
We compare with p = 1/2
, which diverges as a p-series with p 1.
n=1
n n=1
n
✓p 1 ◆ ⇣ 1/2 ⌘ ✓h i1/2◆
3n+1 n n
r = lim = lim = lim =
p1 (3n + 1)1/2 3n + 1
n
⇣ n ⌘ 1/2 ⇣ 1 ⌘ 1
lim = =p =6 0.
3n + 1 3 3
1
X 1
Thus p diverges by limit comparison.
n=1
3n + 1