COURSE 2
Number series
The notion of number series is directly connected to that of a se-
quence; more precisely, to each number sequence there can be associ-
ated a series.
Let {an } be a real number sequence. We associate with it a new
sequence, constructed as follows:
1
X
s 1 = a1 = ak ,
k=1
2
X
s 2 = a1 + a2 = ak ,
k=1
3
X
s3 = a1 + a2 + a3 = ak ,
k=1
..
.
n
X
sn = a1 + a2 + . . . + an = ak .
i=k
Definition 1. The pair (an , sn ) is called series; an is its general term,
X∞
while sn is the partial sum. Such a pair is denoted by an . The series
n=1
is called convergent if its partial sum sequence, {sn }, is convergent and
the limit of sn is the sum of the series, and divergent otherwise.
It can be noticed that, actually, the convergence of a number series
is defined by means of the convergence of a sequence.
∞
1 X
Example 1. With respect to the series ln 1 − , we observe
n=2
n
that its general term is
1 n−1
an = ln 1 − = ln = ln(n − 1) − ln n,
n n
1
2 COURSE 2
while its partial sum is
n
X n
X
sn = ak = (ln(k − 1) − ln k)
k=2 k=2
= ln 1 − ln 2
+ ln 2 − ln 3
..
.
+ ln(n − 1) − ln n
= − ln n.
Therefore, lim sn = −∞, and the series diverges.
n→∞
We shall provide now an example of a convergent series.
∞
X 1
Example 2. Consider the series . The general term is
n=0
n2 + 3n + 2
1 1 n + 2 − (n + 1) 1 1
an = = = = − .
n2 + 3n + 2 (n + 1)(n + 2) (n + 1)(n + 2) n+1 n+2
For the partial sum, we obtain
n n
X X 1 1
sn = ai = −
i=0 k=0
k + 1 k+2
1
= 1−
2
1 1
+ −
3 4
..
.
1 1
+ −
n+1 n+2
1
= 1− .
n+2
Since
1
lim sn = lim 1 − = 1 ∈ R,
n→∞ n→∞ n+2
it follows that the series converges to 1.
There are some remarkable number series, especially those defined
by a general term which is part of a sequence with special properties,
COURSE 2 3
such as the geometric progressions. In this respect, the case of the
general term an = q n , n ≥ 1, q ∈ R, leads to the following proposition.
∞
q n is convergent if and only
P
Proposition 1. The geometric series
n=0
1
if |q| < 1. In the case of a convergent series, its sum is .
1−q
Proof. The case q = 1 obviously returns a divergent series, that is why
we may assume in the following, without loss of generality, that q 6= 1.
The partial sum associated with this series is
n
X
k 1 − q n+1
sn = q = .
k=0
1−q
It is straightforward that limn→∞ sn is a real number if and only if
|q| < 1. In this case,
1
lim sn = ,
n→∞ 1−q
and the proof has been completed.
Therefore, we emphasize that, for |q| < 1, we have
∞
X 1
qn = .
n=0
1−q
By using the tools provided by the series theory, we are able to decide
the nature and the sum of another remarkable series.
X∞
Proposition 2. For q ∈ (−1, 1), the series nq n is convergent and
n=0
q
has the sum .
(1 − q)2
∞
qn,
P
Proof. Indeed, let sn be the partial sum of the original series
n=0
that is
n
X 1 − q n+1
sn = qk = .
k=0
1−q
By differentiation with respect to q, we get
n
X −(n + 1)q n (1 − q) + (1 − q n+1 )
kq k−1 = 2
,
k=1
(1 − q)
4 COURSE 2
and then passing to the limit, we obtain
q
lim Sn = ,
n→∞ (1 − q)2
∞
X
where Sn designates the partial sum of the series nq n . The conclu-
n=0
sion has been proved.
The next criterion provides a necessary condition of convergence.
Theorem 1. Necessary condition of convergence
∞
X
Let an be a convergent number series. Then the general term
n=0
sequence {an } is convergent to 0.
Proof. By expressing the general term of the series with respect to the
partial sum associated with the considered series, we obtain
n
X n−1
X
an = ak − ak = sn − sn−1 .
k=0 k=0
By taking the limit, and having in mind that the series converges, it
follows that lim an = 0, which completes the proof.
n→∞
This test is useful only on the condition that previously it was proved
that the series is convergent, by of suitable tools. Moreover, it does not
provide any information about the series. However, this property allows
us to decide the divergence of a series, by proving that the general term
sequence is not convergent, or it is convergent, but to a limit which is
not null.
P∞
Example 3. Consider the series arctgn. Since
n=1
π
lim an = lim arctgn = 6= 0,
n→∞ n→∞ 2
we may conclude that the series is a divergent one.
∞ n+1
(−1)n
P
Example 4. Having in view the series , it can be ob-
n=0 n+2
n+1
served that the sequence with the general term an = (−1)n ,
n+2
n ∈ N, does not converge, since it possesses two subsequences {a2n },
and {a2n+1 }, which converge to different real values. Therefore, the
series is divergent.
COURSE 2 5
One interesting question which rises is if the converse of the state-
ment holds. The answer is given by the next example. Consider the
∞ 1 1
. Although the general term an = , n ∈ N∗ , converges to
P
series
n=1 n n
0, the series is not convergent.
The next test is due to Cauchy and refers also to real number series.
Theorem 2. The general Cauchy test
∞
P
Let an be a number series. The series converges if and only if for
n=0
any > 0 there exists n , so that for any n ≥ n and p ∈ N∗ , the
inequality
|an+1 + an+2 + . . . an+p | <
holds true.
The proof is a consequence of the general Cauchy test regarding
the convergence of the sequences. Note that we work in a framework
in which any Cauchy sequence is a convergent one (complete metric
spaces).
Positive number series
This section is dedicated to the study of those series whose terms are
positive. We have in view here several tests which refer to comparison,
quotient or root tools.
We start with a criterion which is more theoretical, but is much
needed for some of the proofs of our main results.
Proposition 3. A positive number series is convergent if and only if
their partial sum is bounded.
The proof of this test is straightforward, if we have in mind that an
increasing sequence is convergent if and only if it is bounded.
A useful approach is sometimes that of related a certain series to one
which is known in nature. In this respect, we mention the next two
criteria.
Theorem 3. The comparison test with inequalities
∞
P ∞
P
Consider an , and bn positive real number series. Presume that
n=1 n=1
there exists n0 > 0 so that
an ≤ bn , for each n ≥ n0 .
6 COURSE 2
∞
P ∞
P
a) If the series bn is convergent, the an is convergent too.
n=1 n=1
P∞ ∞
P
b) If the series an is divergent, then the series bn is also
n=1 n=1
divergent.
The proof is a direct consequence of the previous criterion for positive
real number series.
Example 5. Having in mind the properties of logarithms, we know
that
ln(n + 1) ≤ n, for each n ∈ N.
It follows that
1 1
≥ , for each n ∈ N.
ln(n + 1) n
P∞ 1
Since the series is divergent, by applying the comparison test
n=1 n
P∞ 1
with inequalities, we reach the conclusion that is diver-
n=1 ln(n + 1)
gent too.
Theorem 4. The comparison test with limits
∞
P ∞
P
Let an and bn be series of positive numbers so that
n=0 n=0
an
lim = l ∈ (0, ∞). (1)
n→∞ bn
Then the two series have the same nature.
∞
P
Proof. Suppose that the series an is convergent. Taking advantage
n=0
of relation (1), there exists M > 0 so that
an ≤ M bn , for each n ∈ N.
Looking at the partial sum of the first series, we obtain
n
X n
X n
X
an ≤ M bk = M bn
k=0 k=0 k=0
Taking advantage of previous criterion, it follows that the series
∞
P
an converges.
n=0
COURSE 2 7
∞
P ∞
P
Let us now presume that the series bn is divergent and an
n=0 n=0
converges. By he same argument as in the direct statement, we get
∞
P
that bn converges, which contradicts our assumption.
n=0
The proof has been completed.
As usual, when we talk about comparison, we must have a ”unit” to
which we refer when wanting to make the comparison. One such a tool
is provided by the next proposition.
P∞ 1
Proposition 4. Consider the series α
.
n=1 n
If α > 1, the series converges.
If α ≤ 1 the series diverges.
∞ ∞
X 1 X1
Example 6. By relating the series to , the comparison
n=1
n+a n=1
n
test implies that it is divergent, for a ∈ R (here it matters only that
all terms are positive, starting with a fixed index).
Example 7. Let us have a look at the more complicated series
∞ √ 3
X n5 − 2n3 + 6
3 + 4n − 1
.
n=1
n
√3 5 3
n − 2n + 6
Here an = .
n3 + 4n − 1
We consider √ 5
3
n5 n3 1 1
bn = 3 = 3 = 3− 5 = 4 .
n n n 3 n3
It is easy to observe that
√ 3
n5 − 2n3 + 6 n3
an
lim = lim ·√ = 1 ∈ (0, ∞),
n→∞ bn n→∞ n3 + 4n − 1 3
n5
∞ √ 3 ∞
X n5 − 2n3 + 6 X
therefore the series 3 + 4n − 1
has the same nature as bn .
n=1
n n=1
4
As α = > 1, both series are convergent.
3