1

Infinite Series

Series : Let (an ) be a sequence of real numbers. Then the expression of the form
a1 + a2 + a3 + ......
P∞
denoted by n=1 an , is called a series.

Examples :
1 1
P∞ 1
1. 1 + 2
+ 3
+ .... or n=1 n

1 1
P∞ 1
2. 1 + 4
+ 9
+ .... or n=1 n2

Partial
P∞ sums : Sn = a1 + a2 + a3 + ...... + an is called the nth partial sum of the series
n=1 an ,
P
Convergence or Divergence of ∞ n=1 an :
P
If Sn → S for some S then we say thatP∞ the series ∞ n=1 an converges to S. If (Sn ) does
not converge then we say that the series n=1 an diverges.

Examples :
P∞ n+1
1. n=1 log( n ) diverges because Sn = log(n + 1).
P∞ 1 1
2. n=1 n(n+1) converges because Sn = 1 − n+1 → 1.

P∞ 1 1−xn+1
3. If 0 < x < 1, then the geometric series n=0 xn converges to 1−x
because Sn = 1−x
.
P∞
Necessary condition for convergence : If n=1 an converges then an → 0.

Proof : Sn+1 − Sn = an+1 → S − S = 0.

Examples :
P n
1. If | x | ≥ 1, then ∞n=1 x diverges because an 9 0.
P
2. ∞ n=1 sinn diverges because an 9 0.
P n+1 n+1
3. ∞ n=1 log( n ) diverges, however, log( n ) → 0.

Necessary
P∞ and sufficient condition for convergence : Suppose an ≥ 0 ∀ n. Then
n=1 na converges if and only if (Sn ) is bounded above.
P 1 1 1 1
Example : The Harmonic series ∞ n=1 n diverges because S2k ≥ 1 + 2 + 2 · 4 + 4 · 8 + ... +
2k−1 · 21k = 1 + k2 ∀ k.
P P∞
Theorem : If ∞ n=1 | an | converges then n=1 an converges.
P P∞
Proof : Since ∞ n=1 | an | converges the sequence
P∞ of partial sums of n=1 | an | is Cauchy.
Therefore, the sequence of partial sums of n=1 an is Cauchy.
P P∞
Remark : Note that ∞ n=1 an converges if and only if n=p an converges for any p ≥ 1.

Let us determine the convergence or the divergence of a series by comparing it to one

whose behavior is already known.
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Comparison test : Suppose 0 6 xn 6 yn for n > k for some k. Then

P P∞
(1) The convergence of ∞n=1 y n implies the convergence of n=1 xn .
P P∞
(2) The divergence of ∞n=1 xn implies the divergence of n=1 yn .

Proof :
P∞
(1) Note that the sequence of partial sums of n=1 xn is bounded.

(2) This statement is the contrapositive of (1).

Examples:
P∞ 1 1 1
P∞ 1
1. n=1 (n+1)2 converges because (n+1)(n+1) 6 n(n+1) . This implies that n=1 n2 con-
verges.
P∞ 1 1
2. √1
n=1 n diverges because n 6 n .
√

P∞ 1 2
3. n=1 n! converges because n < n! for n > 4.
P
Cauchy Test or Cauchy P∞condensation test: If an ≥ 0 and an+1 ≤ an ∀ n, then ∞ n=1 an
converges if and only if k=0 2k a2k converges.

Proof : Let Sn = a1 + a2 + .... + an and Tk = a1 + 2a2 + .... + 2k a2k .

Suppose (Tk ) converges. For a fixed n, choose k such that 2k ≥ n. Then

Sn = a1 + a2 + .... + an
≤ a1 + (a2 + a3 ) + ..... + (a2k + .... + a2k+1 −1 )
≤ a1 + 2a2 + .... + 2k a2k
= Tk .

This shows that (Sn ) is bounded above; hence (Sn ) converges.

Suppose (Sn ) converges. For a fixed k, choose n such that n ≥ 2k . Then

Sn = a1 + a2 + .... + an
≥ a1 + a2 + (a3 + a4 )..... + (a2k−1 +1 + .... + a2k )
≥ 12 a1 + a2 + 2a4 + .... + 2k−1 a2k
= 12 Tk .

This shows that (Tk ) is bounded above; hence (Tk ) converges.

Examples:
P 1
1. ∞n=1 np
converges if p > 1 and diverges if p ≤ 1.
P∞ 1
2. n=1 n(logn)p
converges if p > 1 and diverges if p ≤ 1.
P
3.
P∞ k If a n ≥ 0, a n+1 ≤ a n ∀ n and an converges then by Cauchy condensation test
k k+1
k=0 2 a2k converges. Therefore 2 a2k → 0, i.e., 2 a2k → 0 as k → ∞ which implies that
nan → 0 as n → ∞
P
Ratio test: Consider the series ∞ n=1 an , an 6= 0 ∀ n.
 3

an+1 P∞
1. If | an
| ≤ q eventually for some 0 < q < 1, then n=1 | an | converges.
an+1 P
2. If | an
| ≥ 1 eventually then ∞ n=1 an diverges.

Proof:

1. Note that for some N, | an+1 | ≤ q | an | ∀ n ≥ N. Therefore, | aN +p | ≤ q p | aN |

∀ p > 0. Apply the comparison test.

2. In this case | an | 9 0.

Corollary : Suppose an 6= 0 ∀ n, and | an+1

an
| → L for some L.
P
1. If L < 1 then ∞n=1 | an | converges.
P
2. If L > 1 then ∞n=1 an diverges.

3. If L = 1 we cannot make any conclusion.

Proof :
an+1 (1−L)
1. Note that | an
| <L+ 2
eventually. Apply the previous theorem.
an+1 (L−1)
2. Note that | an
| >L− 2
eventually. Apply the previous theorem.

Examples :
P 1 an+1
1. ∞n=1 n! converges because an → 0.
P nn an+1 1 n
2. ∞n=1 n! diverges because an = (1 + n ) → e > 1.
P 1
P∞ 1 an+1
3. ∞n=1 n diverges and n=1 n2 converges, however, in both these cases an
→ 1.
n 1/n
P∞ Test : If 0 ≤ an ≤ x or 0 ≤ an
Root ≤ x eventually for some 0 < x < 1 then
n=1 | an | converges.

Proof : Immediate from the comparison test.

Corollary: Suppose | an |1/n → L for some L. Then

P
1. If L < 1 then ∞ n=1 | an | converges.
P
2. If L > 1 then ∞ n=1 an diverges.

3. If L = 1 we cannot make any conclusion.

Examples :
P 1 1/n 1
1. ∞n=2 (logn)n converges because an = logn
→ 0.
P∞ n n2 1/n 1 1
2. n=1 ( n+1 ) converges because an = 1 n
(1+ n )
→ e
< 1.
P∞ 1
P∞ 1 1/n
3. n=1 n diverges and converges, however, in both these cases an → 1.
n=1 n2
P n+1
Leibniz test : If (an ) is decreasing and an → 0, then ∞ n=1 (−1) an converges.
 4

Proof : Note that (S2n ) increases and (S2n+1 ) decreases and both are bounded. Therefore
both converge. Since S2n+1 − S2n = a2n+1 → 0, both (S2n+1 ) and (S2n ) converge to the same
limit and therefore (Sn ) converges.
P n1
P∞ n 1
P∞ n 1
Examples : ∞ n=1 (−1) n , n=1 (−1) n2 and n=2 (−1) logn converge.