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Arkansas Tech University

MATH 2924: Calculus II


Dr. Marcel B. Finan
20 Tests for Convergence
In this section, we discuss some of the most common tests for the convergence
of an innite series

n=1
a
n
= a
1
+ a
2
+
The proofs of these tests are interesting, so we urge you to look them up.
The Comparison Test
Going back to our discussion of improper integrals, we recall the comparison
theorem which tells that an improper integral is convergent if it is smaller
than a known convergent improper integral and is divergent if it is larger
than a known divergent improper integral. A similar result holds for series.
Theorem 20.1 (Comparison test)
Let {a
n
}

n=1
and {b
n
}

n=1
be two sequences of nonnegative terms.
(i) If a
n
b
n
for n N and the series

n=1
b
n
is convergent then the series

n=1
a
n
is convergent as well.
(ii) If a
n
b
n
for n N and the series

n=1
a
n
is divergent then the series

n=1
b
n
is also divergent.
Proof.
Let a

n
= a
N+n1
and b

n
= b
N+n1
. Since the convergence or divergence of
a series is not aected by deleting a nite number of terms (Theorem 19.2)
we have that either the series

n=1
a

n
and

n=1
a
n
both converge or both
diverge. The same applies for the series with terms b
n
and b

n
.
(a) Let S
n
and T
n
be the nth partial sums of

n=1
a

n
and

n=1
b

n
. Then
S
n
T
n
for all n 1. If

n=1
b
n
converges, say to T, then T
n
T as n
and T
n
< T for all n since T
n
is increasing. Thus, S
n
T
n
< T. So we have
that S
n
is increasing and bounded from above. By Theorem 17.3, {S
n
}

n=1
is
convergent and therefore

n=1
a

n
is convergent. Hence,

n=1
a
n
converges.
(b) Now suppose that

n=1
a
n
diverges. Then lim
n
S
n
= . But T
n
S
n
so that lim
n
T
n
= . This shows that

n=1
b

n
is divergent and conse-
quently the series

n=1
b
n
is divergent.
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Keep in mind that the major purpose of this comparison test is that some
series are very dicult to test for convergence directly. Instead we compare
them to well known series such as the pseries.
Example 20.1
Show that the series

n=1
1

n
2
n+1
is divergent.
Solution.
Indeed, for n 1 we have n
2
+(1n) n
2
so that

n
2
n + 1

n
2
= n.
This implies that 0
1
n

1

n
2
n+1
. Since the series

n=1
1
n
is divergent
(harmonic series), the comparison test asserts that the series

n=1
1

n
2
n+1
is divergent.
Example 20.2
Show that the series

n=1
n1
n
3
+n
is convergent.
Solution.
To see this, note that n
3
+ n n
3
so that
1
n
3
+n

1
n
3
. Thus,
n1
n
3
+n

n1
n
3

n
n
3
=
1
n
2
. Since the series

n=1
1
n
2
is convergent, by the comparison test the
series

n=1
n1
n
3
+n
is also convergent.
Limit Comparison Test
The diculty with the comparison test is that when the nth term of a se-
ries

n=1
a
n
is complicated then it might be dicult to gure out the series

n=1
b
n
that need to be compared with. The following comparison test is
often easier to apply, because after deciding on

n=1
b
n
we need only take a
limit of the quotient
an
bn
as n .
Theorem 20.2
Let

n=1
a
n
and

n=1
b
n
be two series with positive terms. If
lim
n
a
n
b
n
= L > 0
then either both series converge or both diverge.
Proof.
Since L > 0 and lim
n
an
bn
= L, there exists a positive integer N such that
for n N we have
|
a
n
b
n
L| <
L
2
2
i.e.
L
L
2
<
a
n
b
n
< L +
L
2
or
L
2
<
a
n
b
n
<
3
2
L.
This is equivalent to
L
2
b
n
< a
n
<
3
2
Lb
n
, n N.
If the series

n=1
a
n
converges then by the comparison test the series

n=1
L
2
b
n
is convergent. By Theorem 17.1(b), the series

n=1
b
n
is also convergent.
Conversely, if

n=1
b
n
is convergent then

n=1
3
2
Lb
n
is convergent and by the
comparison test

n=1
a
n
is convergent. Similarly,

n=1
a
n
is divergent if and
only if

n=1
b
n
is divergent.
Example 20.3
Determine whether the series

n=1
3n+1
4n
3
+n
2
2
converges or diverges.
Solution.
For large n we have a
n
=
3n+1
4n
3
+n
2
2

3n
4n
3
=
3
4n
2
. So let b
n
=
1
n
2
. Then
lim
n
a
n
b
n
= lim
n
3n
3
+ n
2
4n
3
+ n
2
2
=
3
4
.
Since the series

n=1
1
n
2
is convergent so does the series

n=1
3n+1
4n
3
+n
2
2
.
Series with Positive and Negative Terms: Absolute Convergence
Consider a series

n=1
a
n
which has both positive and negative terms. We
say that this series is absolutely convergent if the series of absolute values

n=1
|a
n
| is convergent. The following theorem provides a test of convergence
for series of the above type.
Theorem 20.3
If

n=1
|a
n
| is convergent then

n=1
a
n
is convergent. That is, absolute
convergence implies convergence.
Proof.
The proof of this result is quite simple. Let b
n
= |a
n
| 0. By assumption, the
series

n=1
b
n
=

n
|a
n
| is convergent. But a
n
b
n
for all n. Now, part (i)
of the comparison test asserts that the series

n=1
a
n
must be convergent.
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Example 20.4
Show that the series

n=1
(1)
n1
n
2
is convergent.
Solution.
Indeed, the series of absolute values

n=1
1
n
2
is convergent (p-series with
p = 2) so by the above theorem, the series

n=1
(1)
n1
n
2
is also convergent.
Example 20.5
Show that the series 1x+x
2
x
3
+ is absolutely convergent for |x| < 1.
Solution.
Since the geometric series 1 + x + x
2
+ x
3
+ converges for |x| < 1, the
given series is absolutely convergent.
Remark 20.1
It is very important to be very careful with the statement of the above
theorem. The theorem says that if we know that the series

n=1
|a
n
| is
convergent then the series

n=1
a
n
is denitely convergent. However, it is
possible that

n=1
|a
n
| is divergent and still

n=1
a
n
is convergent. The
following example illustrates this situation.
Example 20.6
Show that the series

n=1
(1)
n1
n
is convergent but the series

n=1
1
n
is di-
vergent.
Solution.
The alternating series test (see discussion below) asserts that the series

n=1
(1)
n 1
n
is convergent. However, the series

n=1
|
(1)
n1
n
| =

n=1
1
n
is divergent (harmonic series)
When a series is such that

n=1
|a
n
| is divergent but

n=1
a
n
is conver-
gent then we say that the series

n=1
a
n
is conditionally convergent.
The Ratio Test
The integral test is hard to apply when the integrand involves factorials or
complicated expressions. We shall now introduce a test that can be used to
help determine convergence or divergence of series when other tests are not
applicable.
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Theorem 20.4
Let

n=1
a
n
be a series and suppose that lim
n

a
n+1
an

= L 0.
(a) If L < 1 then the series

n=1
a
n
converges.
(b) If L > 1 then the series

n=1
a
n
diverges.
(c) If L = 1 then the test fails, that is the test does not tell us anything
about the convergence of the series.
Proof.
(a) Suppose that 0 L < 1. Since lim
n

a
n+1
an

= L, we can nd a positive
integer N such that

a
n+1
a
n

a
n+1
a
n

<
1 L
2
, for n N.
This is equivalent to

a
n+1
a
n

<
L + 1
2
, for n N.
Let r =
L+1
2
. Clearly, L < r < 1. Thus,
|a
n+1|
< r|a
n
|, for n N.
Hence,
|a
N+1
| < r|a
N
|
|a
N+2
| < r|a
N+1
| < r
2
|a
N
|
|a
N+3
| < r|a
N+2
| < r
3
|a
N
|
.
.
.
Since the series

n=1
r
n
|a
N
| is a geometric series with r < 1, it is conver-
gent. By the comparison test the series

n=1
|a
N+n
| is also convergent. By
Theorem 20.3, the series

n=1
a
N+n
is convergent. Since the convergence
or divergence is unaected by deleting a nite number of terms, the series

n=1
a
n
is convergent.
(b) Suppose now that L > 1. Then there is a positive integer N such that
for n N

a
n+1
a
n

<
L 1
2
or

L 1
2
<

a
n+1
a
n

L <
L 1
2
5
i.e.,

a
n+1
a
n

>
L + 1
2
, for n N.
Let r =
L+1
2
. Then L > r > 1. Thus, for n N we have

a
n+1
an

> 1 or
|a
n+1
| > |a
n
|. This implies that lim
n
a
n
= 0 and by Theorem 19.3, the
series

n=1
a
n
is divergent.
(c) Consider the series

n=1
1
n
. Then this series is divergent and lim
n
1
n+1
1
n
=
1. On the other hand, the series

n=1
1
n
2
is convergent with lim
n
1
(n+1)
2
1
n
2
=
1. Thus, when L = 1 the test is inconclusive.
Example 20.7
1. The series

n=1
(1)
n1
n
is convergent by the alternating series test. Note
that lim
n
|
a
n+1
an
| =
n
n+1
= 1 i.e., L = 1 in the previous theorem.
2. The series

n=1
(1)
n1
is divergent. Also, note that lim
n
|
a
n+1
an
| = 1,
i.e. L = 1.
3. The series

n=1
(1)
n1
n!
is convergent since lim
n
|
a
n+1
an
| = lim
n
n!
(n+1)!
=
lim
n
1
n+1
= 0 so L = 0 < 1 in the above theorem.
4. The series

n=1
(2)
n1
is divergent since lim
n
|
a
n+1
an
| = 2 > 1.
Remark 20.2
When testing a series for convergence, normally concentrate on the nth term
test and the ratio test. Use the comparison test only when both tests fail.
Alternating Series Test
By an alternating series we mean a series of the form

n=1
(1)
n1
a
n
where
a
n
> 0. For instance, the series

n=1
(1)
n1
n
. Here a
n
=
1
n
. The following
theorem provides a way for testing alternating series for convergence.
Theorem 20.5 (Alternating Series Test)
An alternating series

n=1
(1)
n1
a
n
is convergent if and only if:
(i) The sequence {a
n
}

n=1
is decreasing, i.e. a
n+1
< a
n
for all n;
(ii) lim
n
a
n
= 0.
Proof.
Let {S
n
}

n=1
be the sequence of partial sums of the series

n=1
(1)
n1
a
n
.
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Notice the following
S
4
S
2
= a
3
a
4
0
S
6
S
4
= a
5
a
6
0
S
8
S
6
= a
7
a
8
0
.
.
.
Thus,
S
2
S
4
S
6
S
8

It follows that the sequence {S
2n
}

n=1
is increasing. Moreover, for all n 1
we have
S
2n
= a
1
(a
2
a
3
) (a
4
a
5
) (a
2n2
a
2n1
) a
2n
a
1
.
Hence, the sequence {S
2n
}

n=1
is bounded from above. By Theorem 17.3,
there is an S > 0 such that lim
n
S
2n
= S.
Next, we consider the terms of {S
n
}

n=1
with odd subscripts:
S
1
S
3
= a
2
a
3
0
S
3
S
5
= a
4
a
5
0
S
5
S
7
= a
6
a
7
0
.
.
.
Thus,
S
1
S
3
S
5
S
7

It follows that the sequence {S
2n+1
}

n=1
is decreasing. Moreover, S
2n+1
=
S
2n
+a
2n+1
. Thus, lim
n
S
2n+1
= lim
n
S
2n
+lim
n
a
2n+1
= S +0 = S.
It follows that
lim
n
S
n
= S.
Figure 20.1 shows how the terms of {S
n
}

n=1
and S are ordered on a line.
Figure 20.1
Example 20.8
Show that the series

n=1
(1)
n1
n
is convergent.
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Solution.
To see this, let a
n
=
1
n
. Then n < n+1 implies that
1
n+1
<
1
n
that is a
n+1
< a
n
.
Also, lim
n
a
n
= lim
n
1
n
= 0. Hence, by the previous theorem the given
series is convergent.
Remark 20.3
(a)It follows from the above theorem that if

n=1
(1)
n1
a
n
converges then

n=1
(1)
n1
a
n
a
1
.
(b) From Figure 20.1, for each n 1, we have S is between S
n
and S
n+1
so
that the distance between S and S
n
is less than the distance between S
n
and
S
n+1
. Thus, we have an upper bound for the error:
|S
n
S| < |S
n+1
S
n
| = a
n+1
.
(c) Keep in mind that the tests used in this section are basically used to
test for convergence. However, when a series is convergent these tests do not
provide a value for the sum.
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