Some Problems in Convergence of Series: September 8, 2011

Some Problems in Convergence of Series
September 8, 2011
Some useful results about convergence of series are listed here. Denition 0.1. Let {f (n)}n be a real sequence. Dene Sn := converges to a limit l if
n n i=1
f (i). We say that the series
i=1
f (i)
lim Sn = l
or equivalently
n
lim |Sn l| = 0.
i=1
Some facts about convergence: If the series 1. limn f (n) = 0.
f (i) converges then the following are true
2. (Abels theorem) If {f (n)}n is a monotonic decreasing sequence then limn nf (n) = 0. 3. {Sn }n is a cauchy sequence. i.e., given any > 0, there exists n0 N such that |Sn Sm | < whenever m, n n0 or equivalently one can say that |Sn Sm | 0 as both m and n . 4.
i=n
f (i) 0 as n .
[Note: A real sequence {f (n)}n is called monotonic decreasing if f (n) f (n + 1) for all n N i.e., f (1) f (2) f (3) and so on. {f (n)}n is called strictly monotonic decreasing if f (n) > f (n + 1) for all n N i.e., f (1) > f (2) > f (3) > and so on. Similarly just reversing the inequalities on e can dene monotonic increasing and strictly monotonic increasing sequences]. Some tests of convergence of a series: 1. (dAlemberts ratio test:) Let {f (n)}n be a sequence of real numbers. Now suppose limn a, then the series
n=1 f (n+1) f ( n)
f (n) converges absolutely or diverges according as a < 1 or a > 1.

1
2. (Cauchy root test:) Let {f (n)}n be a sequence of real numbers. Now suppose limn {|f (n)|} n = a, then the series n=1 f (n) converges absolutely or diverges according as a < 1 or a > 1 3. (Cauchy condensation test): Let {f (n)}n be a monotonic decreasing real sequence, then the series n=1 f (n) converges if and only if the series n=1 2n f (2n ) converges and the series n=1 f (n) diverges if and only if the series n=1 2n f (2n ) diverges. [Note: In Root test and Ratio test when a = 1 we dont know whether the series n=1 f (n) converges or not. Indeed, it may or may not converge. To see the proofs click on respective tests and then allow.]
Examples: Geometric series: Take f (n) = xn . Observe that limn

n=1 n f (n+1) f ( n)
= x. Therefore the series
x converges or diverges according as 0 < x < 1 or x > 1. Also observe one thing that if x = 1 then also n=1 xn diverges, since it violates the fact 1. Let f (n) =
xn n=1 n xn n ,
where 0 < x < 1. Then limn

1
f (n+1) f (n)
= limn
n n+1 x
= x < 1. Therefore the series

xn n=1 n!
converges. If we would take x > 1 here then the series would not converge.
xn n! .
Let f (n) = converges. Take f (n) = Answer: PROOF:
Then limn {|f (n)|} n = limn When does

1 n=1 n
x n! n
1
= 0 < 1. Therefore the series
1 n where > 0. 1 n=1 n converges
converge?
or diverges according as > 1 or 1.

n n+1 1 nn
Attempt 1: limn
f (n+1) f (n)
= limn
1
= 1. Root test fails. = 1. Ratio test also fails.
Attempt 2: limn {|f (n)|} n = limn
n n n 1 Attempt 3: Observe that { n1 }n is a decreasing sequence of real numbers and 2 f (2 ) = 2 2n = n(1) n(1) 2 . Now just looking at the geometric series we can say that n=1 2 converges or diverges according as 21 < 1 or 21 1. i.e., according as > 1 or 1. Now using the cauchy condensation test we can say that n=1 n1 converges or diverges according as > 1 or < 1.
Take f (n) = Answer:
1 1 n=2 n(log n) converge? n(log n) , where > 0. When does 1 n=2 n(log n) converges or diverges according as > 1 or 2n 2n (log 2n ) 1 1 (log 2) n .
1.
PROOF: 2n f (2n ) = = From the above example we see that n=2 n1 converges or diverges according as > 1 or 1. Use cauchy condensation test to conclude the result. Try these series
1 n=3 n(log log n) , 1 n=16 (log log log n) .
When do they converge?
[Hint: Use cauchy condensation test]. Problem set 2, Exercise 8 (1) Answered above. 1)m+n (2) S = N N = {(m, n) : m, n N} and f (m, n) = ( m=1 n=1 |f (m, n)| converge? m2 +n2 . Does Answer: No Reason: 1 1 Observe that m2 + n2 < (m + n)2 for m, n N. This implies m2 + n2 > (m+n)2 . Now see that 1 2 + n2 m m=1 n=1

> > =
1 ( m + n)2 m=1 n=1 1 ( m + n)2 m=1 n=1 n (2n)2 n=1 1 1 = . 4 n=1 n 2

n
[Here 1 m n (m + n)2 (n + n)2
1 (m+n)2
1 (2n)2 ]
p (3) part 1: S = Q (0, 1) and f (r) = 1 q where r = q Q (0, 1) with p, q N and gcd(p, q ) = 1. Does this series rS f (r) converge? Answer : No. 1 1 Reason : Since in this series there are terms like n where n N, therefore rS f (r) > n=1 n = . 1 part 2: f (r) = q3 . Does this series rS f (r) converge? Answer : Yes. Reason : Fix a q N. How many rational numbers r Q (0, 1) are there of the form r = p q ? This p is exactly number of natural numbers p such that 1 p < q [since 0 < q < 1] and gcd(p, q ) = 1 and this number is denoted by (q ), called Eulers Phi function. To see more about Eulers Phi function click here(Wikipedia). The fact is that (q ) < q and it is maximum when q is a prime. If q is a prime (q ) = q 1. Now we see that
f (r)
r S
=
q =2
(q ) q3 q q3 1 < . q2
<
q =2
<
q =2
Another Case: What would happen if f (r) = Answer: No. Reason : In that case
1 q2 ?
Does the series
r S
f (r) converge?
f (r)
r S
=
q =2
(q ) q2 (q ) q2 q1 q2 1 1 2 q q . [Since (q ) = q 1 for q prime]
>
q :prime
=
q :prime
=
q :prime
Now see that q:prime q12 < q=1 q12 < . And there is a result that sum of reciprocal of primes diverges. i.e., q:prime 1 q = . Combining these two facts we get the result.
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Some Problems in Convergence of Series

f (i). We say that the series

Some facts about convergence: If the series 1. limn f (n) = 0.

f (i) converges then the following are true

f (n) converges absolutely or diverges according as a < 1 or a > 1.

Examples: Geometric series: Take f (n) = xn . Observe that limn

= x. Therefore the series

where 0 < x < 1. Then limn

= x < 1. Therefore the series

Let f (n) = converges. Take f (n) = Answer: PROOF:

Then limn {|f (n)|} n = limn When does

= 0 < 1. Therefore the series

1 n where > 0. 1 n=1 n converges

or diverges according as > 1 or 1.

= 1. Root test fails. = 1. Ratio test also fails.

Attempt 2: limn {|f (n)|} n = limn

Take f (n) = Answer:

When do they converge?

1 ( m + n)2 m=1 n=1 1 ( m + n)2 m=1 n=1 n (2n)2 n=1 1 1 = . 4 n=1 n 2

[Here 1 m n (m + n)2 (n + n)2

Does the series

(q ) q2 (q ) q2 q1 q2 1 1 2 q q . [Since (q ) = q 1 for q prime]

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