Analysis 3’s homework

Bouhafara Nour EL Houda A2

January 4, 2024

1 Solutions of the problems :

1.1 Problem 4 : (I would like to Begin with the 4th one)
Let (an )n≥0 be a decreasing sequence of positive numbers with limit 0, and let bn = an − 2an+1 + an+2 ≥ 0 ∀n ≥ 0

Showing that:
+∞
X
nbn = a1
n=0
Lets start with calculating the partial sum sn :
Pn Pn Pn Pn Pn
sn = k=0 kbk = k=0 (kak − 2kak+1 + kak+2 ) = k=0 kak + k=0 kak+2 − k=0 2kak+1

= 0 ∗ a0 + 1 ∗ a1 + 2a2 + 3a3 + 4a4 + 5a5 + 6a6 + · · · + nan +

0 ∗ a2 + 1 ∗ a3 + 2a4 + 3a5 + 4a6 + · · · + (n − 2)an + (n − 1)an+1 + nan+2

−2 ∗ 0 ∗ a1 − 2 ∗ 1 ∗ a2 − 2 ∗ 2a3 − 2 ∗ 3a4 − 2 ∗ 4a5 − 2 ∗ 5a6 − · · · − 2(n − 1)an − 2nan+1

= a1 + 2a2 + 4a3 + 6a4 + 8a5 + 10a6 + · · · + (2n − 2)an + (n − 1)an+1 + nan+2 − 2 ∗ 0 ∗ a1 − 2 ∗ 1 ∗ a2 − 2 ∗ 2a3 −
2 ∗ 3a4 − 2 ∗ 4a5 − 2 ∗ 5a6 − · · · − 2(n − 1)an − 2nan+1

= a1 + (n − 1)an+1 + nan+2 − 2nan+1 = a1 − (n + 1)an+1 + nan+2

P+∞
We know that : n=0 nbn = limn→+∞ sn

Since (an )n≥0 be a decreasing sequence of positive numbers Then : a0 > a1 > · · · > an > an+1 > an+2

Thus we have :
a1 − (n + 1)an+2 + nan+2 < a1 − (n + 1)an+1 + nan+2 < a1 − (n + 1)an+1 + nan+1

a1 − an+2 < a1 − (n + 1)an+1 + nan+2 < a1 − an+1

We have that :
lim an = 0
n→+∞

Thus:
lim (a1 − an+2 ) = lim (a1 − an+1 ) = a1
n→+∞ n→+∞

Then: limn→+∞ (a1 − (n + 1)an+1 + nan+2 ) = a1

So:
+∞
X
nbn = a1
n=0

1
1.2 Problem 6 :
We have : f0 (x) = ex

And : fn+1 (x) = xfn′ (x)

Let’s show now that :

+∞
X fn (1)
= ee
n=0
n!

Using Taylor expansion we have :

x2 x3 xn xn
P+∞
f0 (x) = 1 + x + 2! + 3! + ··· + n! + ··· = n=0 n!

xn ′ nxn
P+∞ P+∞
f1 (x) = x n=0 ( n! ) = n=0 ( n! )

nxn ′ n2 x n
P+∞ P+∞
f2 (x) = x n=0 ( n! ) = n=0 ( n! ) ...

k n xk
P+∞
Thus :fn (x) = k=0 ( k! )

By substituting x by 1 we get :
+∞
X kn
fn (1) = ( )
k!
k=0

kn
P+∞
k=0 ( k! )
P+∞ fn (1) P+∞
n=0 n! = n=0 n!

Note that n is independent from k so :

+∞ X+∞
X kn
n=0
k!n!
k=0
+∞
X ek
= = ee
k!
k=0

As required

1.3 Problem 7 :
√
For any integer n≥ 1, let < n > denote the closest integer to n

Evaluating:
+∞ <n>
X 2 + 2−<n>
n=1
2n
Here we will try to remove the ” <> ” :

Notice that between (n + 1)2 and n2 there are 2n integers ∀n ∈ N (n2 + 2n + 1 − n2 + 1 − 2 = 2n: we subtract
−2 to eliminate the first and the last term )

Logically from these 2n n (call them k) of them are close to n : < k >= n
and the remaining n (call them l) are close to n + 1 : < l >= n + 1

Therefore, for any n ∈ N the positive integers k that have < k >= n are
n2 − (n − 1), n2 − (n − 2), . . . , n2 , n2 + 1, n2 + 2, . . . , n2 + n

2
 Now ∀n ∈ N we have :

2
nX +n
2<k> + 2−<k>
2k
k=n2 −(n−1)
2
nX +n
2n + 2−n
=
2k
k=n2 −(n−1)
2
nX +n
n −n 1
= (2 + 2 )
2k
k=n2 −(n−1)

This is nothing but a geometric sum : so let’s simplify it :

2 (2−1 )2n − 1
= (2n + 2−n ) (2−(n −(n−1))
)( 1 )
2 −1
2
2n−1−n (2−2n − 1)
= (2n + 2−n ) ( 1 )
2 −1
2 2
n −n 2−n −n−1
− 2n−1−n
= (2 + 2 )( 1 )
2 −1
2 2
= (2n + 2−n ) (2n−n − 2−n −n
)

2 2 2 2 2 2 2 2
= 22n−n − 2−n −2n
= 21−(n−1) − 21−(n+1) = (21−(n−1) + 21−n ) − (21−n + 21−(n+1) )

Now let un≥1 be a sequence such that ∀n ∈ N :

2 2
un = 21−(n−1) + 21−n
Thus for ∀n ∈ N :
2
nX +n
2<k> + 2−<k>
= un − un+1
2k
k=n2 −(n−1)

This implies that :

+∞ <n> +∞
X 2 + 2−<n> X
= uj − uj+1
n=1
2n j=1

Passing by the limit of the partial sum we get :

lim (u1 − ui+1 ) = 3

i→+∞

1.4 problem 5 :
Let un≥1 be a sequence of positive integers. For an integer m let Vm denote the number of terms of un≥1 that are
less than or equal to m

1
P
Showing that if n≥1 un is convergent, then

Vn
lim =0
n→+∞ n

3
 Vn P 1
Suppose that : limn→+∞ n ̸= 0 and let’s try to prove that n≥1 un is divergent
Vn Vn
Since limn→+∞ n ̸= 0 so ∃ ϵ > 0 such that: ∀n (large) n ≥ ϵ
Vn
This implies that : ∃ N such that : ∀n ∈ N we have the same result which is : n ≥ ϵ

Let
N
X 1
SN =
u
n=1 n

be the partial sum

N VN VN
X 1 X 1 X 1
SN = ≥ ≥ϵ
n=1
u n n n
n=N n=N
P+∞ 1
We know that the harmonic series n=1 n is divergent multiplying by ϵ doesn’t change the divergence =⇒ SN is
divergent
P+∞ 1
P+∞ 1
Since SN is the partial sum of n=1 un =⇒ n=1 un is divergent too

As required ( i used contraposition)

4
2 More Convergence Tests (Solutions):
2.1 Test 1 : (Kummer’s Test)
P P
Let n≥0 un be a positive series , and let n≥0 dn be a positive divergent series . Define the Kummer characteristic
Kn by :
1 un 1
Kn = − ,n ≥ 0
dn un+1 dn+1

Supposing that : limn→+∞ Kn = K − ∞ ≤ K ≤ +∞

Showing that :
P
(a) if K > 0 , then n≥0 un is convergent .
P
(b) if K < 0 , then n≥0 un is divergent .

Case (a) : If K > 0 : let r be a real number such that 0 < r < L then there must be an integer N ≥ 0 ( rank )
such that :
1 un 1 1 1
− > r ⇐⇒ un − un+1 > r un+1
dn un + 1 dn+1 dn dn+1

∀n ≥ N . Given any positive integer m , we have :

1 1
uN − uN +1 > r uN +1
dN dN +1
1 1
uN +1 − uN +2 > r uN +2
dN +1 dN +2
1 1
uN +2 − uN +3 > r uN +3 . . .
dN +2 dN +3

1 1
uN +m−1 − uN +m > r uN +m
dN +m−1 dN +m

Summing side by side we get :

1 1
uN − uN +m > r (uN +1 + . . . + uN +m ) = r(SN +m − SN )
dN dN +m

PN +m
where Sn is the partial sum for k=N +1 uk , thus :
1 1 1
r SN +m < r SN + uN − uN +m < r SN + uN . . . (1)
dN dN +m dN

r SN + d1n un
let M1 = r

from (1) we can remark that : Sn < M1 ∀n ≥ N , thus : the sequence of partial sums (Sn )n≥0 of the series
P+∞
n=0 un is bounded and therefore the series is convergent .

Case (b) : If K < 0 : this means that ∃ N ≥ 0 such that :

1 un 1
− ≤ 0 ∀n ≥ N
dn un+1 dn+1
1 1
un ≤ un+1 ∀ n ≥ N
dn dn+1

5
 this implies that :
1 1
uN ≤ un ∀ n ≥ N
dN dn

1 M2
Let M2 = dN uN so : un ≥ 1 = dn M2
dn

P+∞ P+∞
for n ≥ N and because n=0 dn diverges the series n=0 un diverges by the comparaison test

this completes the proof as required .

2.2 Test 2 :
Let (un )n≥0 be a sequence of positive real terms satisfying :
 
un
lim n ln = l − ∞ ≤ l ≤ +∞
n→+∞ un+1
P
Showing that : the series n≥0 un converges if l > 1 and diverges if l < 1

Suppose that l exists with : −∞

P ≤ l ≤ +∞ P . Using the previous Test (Kummer’s Test) . And without loss of
1
generality let n ≥ 1 and consider n≥1 dn = n≥1 n ln n
 
1 un 1
K = lim − ∀n ≥ 1
n→+∞ dn un+1 dn+1
 
un
K = lim n ln n − (n + 1) ln (n + 1)
n→+∞ un+1
  
un 1
= lim n ln n − (n + 1) ln n − (n + 1) ln 1 +
n→+∞ un+1 n
    
un 1
= lim ln n n − (n + 1) − (n + 1) ln 1 +
n→+∞ un+1 n
        
un 1 1
= lim ln n n − 1 − 1 − n ln 1 + − ln 1 +
n→+∞ un+1 n n
      n  
un 1 1
= lim ln n n − 1 − 1 − ln 1 + − ln 1 + =l−1
n→+∞ un+1 n n

n
Because : limn→+∞ ln 1 + n1 = 1 and limn→+∞ ln 1 + n1 = 0

P
This implies that : if l > 1 then K > 0 and the series n≥1 un converges by Kummer’s Test . similarly if l < 1
then K < and the series diverges.

As required .

2.3 Test 3 : (Raabe’s Test)

Let un≥0 be a sequence of positive real numbers satisfying
un
lim n ( − 1) = l
n→+∞ un+1
Supposing that l exists
P
Showing that : the series n≥0 un converges if l > 1 and diverges if l < 1. It is simple to prove this using the
Kummer’s Test

6
 1
P P
Consider n≥0 dn = n≥0 n this series is a positive divergent series . we know that ∀n ≥ 0 :

1 un 1
K = lim ( − )
n→+∞ dn un+1 dn+1

un
K = lim (n − (n + 1))
n→+∞ un+1
un
= lim (n ( − 1) − 1) = l − 1
n→+∞ un+1
P+∞
If l > 1 then K > 0 and the series n=0 converges by Kummer’s Test . Similarly, if l < 1 then K < 0 then
P+∞
n=0 diverges

2.4 Test 4 : (Gauss’s Test)

Let (un )n≥0 be a sequence of positive real numbers satisfying :
un β θn
= λ + + 1+ϵ
un+1 n n
for n sufficiently large , where λ , β , ϵ > 0 are real constants and |θn | ≤ M , M > 0

showing that :
P
(a) the series n≥0 un converges if λ > 1 or (λ = 1 and β > 1)
P
(b) the series n≥0 un diverges if λ < 1 or (λ = 1 and β ≤ 1)

Let’s study the case of λ ̸= 1 :

un
Notice that : limn→+∞ un+1 = λ , hence by the ratio test the series converges if λ > 1 and diverges if λ < 1

Now when λ = 1 :
 
un
Notice that : limn→+∞ n un+1 − 1 = β , hence by Raabe’s Test the series converges if β > 1 and diverges if
β<1

Raabe’s Test can’t determine the case of β = 1 , so :

un 1 θn
For β we have : un+1 =1+ n + n 1+ϵ ϵ>0

1
P
Let’s compare this series with n≥1 vn where vn = n ln n this series diverges ( Bertrand series with α = 1 , β = 1 )

un vn 1 θn (n + 1) ln (n + 1)
− = 1 + + 1+ϵ −
un+1 vn+1 n n n ln n
 
θn n + 1 ln (n + 1)
= 1+ϵ − −1
n n ln n
   ϵ 
1 1 n
= 1+ϵ θn − (n + 1) ln 1 +
n n ln n

n nϵ
but limn→+∞ (n + 1) ln 1 + n1 = limn→+∞ ln 1 + n1 + 1 + n1 = 1 and limn→+∞



ln n = ∞ , ϵ > 0 and
(θn )is bounded (|θn | ≤ M , M > 0)

1 nϵ


therefore : for sufficiently large n (θn − (n + 1) ln 1 + n ln n ) is negative

Thus ∃ N positive integer such that :

7
  ϵ 
1 n
θn − (n + 1) ln 1 + < 0 ∀n ≥ N
n ln n
un vn
=⇒ − < 0 ∀n ≥ N
un+1 vn+1
un vn
=⇒ < ∀n ≥ N
un+1 vn+1

P+∞ P+∞
Since : n=1 vn diverges , so by the Logarithmic Comparison Test n=1 un diverges too.

And this complets the proof .

2.5 Test5 : (Duhamel’s Test)

Let (un )n≥0 be a sequence of positive real numbers satisfying :
 
un+1 β 1
=1− +o . . . (1)
un n n
Where β is a constant
P
Showing that : the series n≥0 un converges if β > 1 and diverges If β < 1

If β > 1 (resp β < 1) consider β ′ ∈ (1 , β) (resp β ′ ∈ (β , 1))

′
To exploit the previous hypothesis . Let’s consider the sequence an = ln (nβ un ) and let bn = an+1 − an ,
then :
   
1 un+1
bn = β ′ ln 1 + + ln
n un
Substituting by (1) we get :
    
′ 1 β 1
bn = β ln 1 + + ln 1 − + o
n n n

Using DL :
"  2 #
β′
   
1 β 1 β 1
= +O − +o +O − +o
n n2 n n n n

1 2 1 1 1 1 1 1








We know that : o n =o n2 , n o n =o n2 , o n2 =O n2 , O(O(un )) = O(un ) ,
un 1


O n = o(un ) and limn→+∞ n = 0 thus :

  2   2    2  
β 1 1 β 1 β 1
− +o = o −2 o + =O
n n n n n n n2
Therefore :
β′−β β′−β
 
1
un = +o ∼
n n n

Thus for the convergence case we have : β ′ − β < 0 =⇒

P
n≥0 un → −∞ which means an → −∞ which
β′ −β ′
P+∞
means n un → 0 which means un = o(n ) hence the result which is : n=0 un converges because : (β ′ > 1)
′ P+∞
Similarly β ′ − β > 0 gives us n β un → +∞ so n−β = O(un ) hence the result which is : n=0 un diverges
because : (β ′ < 1)

this completes the proof.

8
2.6 Test 6 : (Schlomilch Condensation Test)
Let (un )n ≥ 1 be a decreasing sequence of positive real numbers , and let (nk )k≥1 be an increasing sequence of
positive integers such that :
nk+1 − nk
∃C > 0, ∀k ≥ 1 : ≤ C . . . (1)
nk − nk−1

P P
Showing that : the series n≥1 un converges if and only if the series n≥1 (nk+1 − nk ) unk converges .
P
Since the series n≥1 un has positive decreasing terms , ∀ n ,

(nk+2 − nk+1 ) unk+1

< (nk+1 − nk ) unk+1 ≤ unk + unk+1 + unk+2 + · · · + unk − 1 ≤ (nk+1 − nk ) unk
C

Where in the first inequality we used (1).

By summing the inequality above over n:
+∞ +∞ +∞
1 X X X
(nk+1 − nk ) unk < un ≤ (nk+1 − nk ) unk
C n=1 n=1 n=1

Applying the Comparison Test we get the result.