4.

CONDITIONALLY CONVERGENT SERIES 23

4. Conditionally convergent series

Here basic tests capable of detecting conditional convergence are
studied.

4.1. Dirichlet’s test.

Theorem 4.1. (Dirichlet’s test) P
Let a complex sequence {An}, An = nk=1 ak , be bounded, and the real
sequence {bn } is decreasing monotonically,
P b1 ≥ b2 ≥ b3 ≥ · · · , so that
limn→∞ bn = 0. Then the series an bn converges.
A proof is based on the identity:
m
X m
X m
X m−1
X
a n bn = (An − An−1 )bn = A n bn − An bn+1
n=k n=k n=k n=k−1
m−1
X
= An (bn − bn+1 ) + Ak bk − Am−1 bm
n=k

Since {An } is bounded, there is a number M such that

|An | ≤ M
for all n. Therefore it follows from the above identity and non-negativity
and monotonicity of bn that
   
X m  m−1 
 X
a n bn  ≤  An (bn − bn+1 ) + |Ak bk | + |Am−1 bm |
 

   
n=k n=k
m−1
!
X
≤M (bn − bn+1 ) + bk + bm
n=k
≤ 2Mbk
By the hypothesis, bk → 0 as k → ∞. Therefore the right side of the
above inequality can be made arbitrary small for all sufficiently large k
and m ≥ k. By the Cauchy criterion the series in question converges.
This completes the proof.

Example. By the root test, the series

∞
X zn
n=1
n
converges absolutely in the disk |z| < 1 in the complex plane. Let us
investigate the convergence on the boundary of the disk. Put z = eiθ
24 1. THE THEORY OF CONVERGENCE

so that ak = eikθ and bn = 1/n → 0 monotonically as n → ∞. Then

iθ 2iθ inθ iθ 1 − einθ

An = e + e + · · · + e = e
1 − eiθ
r s
 1 − einθ 
 
1 − cos(nθ) 1 1
|An | =  = ≤ ≤
1 − eiθ  1 − cos θ 1 − cos(θ) | sin(θ/2)|

Thus, the sequence {An} is bounded for all 0 < θ < 2π, and the series
in question converges at all points of the closed disk |z| ≤ 1 except
z = 1. The convergence on the boundary is not absolute.

4.2. Abel’s and Leibnitz tests. Dirichlet’s test provides a general test
that allows one to detect conditional convergence. There are two con-
sequences known as Abel’s and Leibnitz tests. They are also used to
detect conditional convergence.
Corollary 4.1. (Leibnitz criterion for alternating series)
Suppose that |cn | is decreasing monotonically, |cn+1 | ≤ |cn |, soP
that
cn → 0 as n → ∞, and c2m−1 ≥ 0, c2m ≤ 0. Then the series cn
converges.
In Dirichlet’s test, put an = (−1)n and bn = |cn |. Then |An | ≤ 1
and bn → 0 monotonically, Leibnitz criterion follows.

Alternating harmonic series. By Leibnitz criterion, the alternating har-

monic series
∞
X (−1)n+1
n=1
n
converges, but not absolutely.
Theorem 4.2. (Abel’sP test)
Suppose a complex series an convergesP
and a real sequence {cn } is
monotonic and bounded. Then the series n an bn converges.
A proof of Abel’s test is also based on Dirichlet’s test. A bounded
monotonic sequence (either increasing or decreasing) converges. Sup-
pose cn ≤ cn+1 for all n. Then there exists c such that cn → c as
n → ∞ monotonically. Therefore the sequence bn P = c − cn ≥ 0 is
non-negative and converges to 0. The convergence of an means that
the sequence of partial sums An = a1 + a2 + · · · + an converges. But
any convergent
P sequence is bounded. Therefore by Dirichlet’sPtest, the
series n an (c − cn ) converges. From the convergence of an and
 4. CONDITIONALLY CONVERGENT SERIES 25

P P
nan (c − cn ) and the limit laws it follows that the series n a n cn
converges and
X X X
a n cn = c an − an (c − cn )
n n

Similarly, if cn ≥ cn+1 for all n. Then put bn = cn − c, where c is the

limit of a bounded monotonically
P decreasing sequence cn , in Dirichlet’s
test, and the convergence of an cn follows from the limit laws.

4.3. Rearrangements. Consider a one-to-one map of the set of all pos-

itive integer onto itself so that {1, 2, 3, ...} is mapped to {k1 , k2 , k3 , ...}.
The series
X X
akn = ak1 + ak2 + ak3 + · · · = a01 + a02 + a03 + · · · = a0n
n n
P
is called a rearrangement of the series n an = a1 + a2 + a3 + · · · .
Theorem 4.3. (Rearrangement and absolute convergence)
A rearrangement of any absolutely convergent series converges abso-
lutely to the same sum:
X X
an = a0n .
n n

The convergence of a rearrangement of an absolutely convergent

series follows from the Cauchy criterion. Indeed, given ε > 0, there is
an integer N such that
Xm
|an | < ε , ∀m ≥ k ≥ N
n=k

Let Sn and Sn0 be partial sums of the series and its rearrangement,
respectively. For any rearrangement there is an integer M ≥ N such
that the first M terms of the rearrangement contains the terms a1 ,
a2,..., aN . Then the latter terms are canceled in the difference Sn − Sn0
if n ≥ M ≥ N so that |Sn − Sn0 | does not exceed the sum of |aj |
where j takes integer values no less than N. By the above inequality
|Sn − Sn0 | < ε for all n ≥ M. Therefore Sn0 converges to the same limit
as Sn .
In contrast, a rearrangement of a conditionally convergent series
can converge to a different sum and even fail to converge. For example,
consider the alternating harmonic series
∞
X (−1)n+1 1 1 1 1 1
= 1− + − + − + ··· = S
n=1
n 2 3 4 5 6
26 1. THE THEORY OF CONVERGENCE

and let Sn be the sequence of its partial sums so that Sn → S as

n → ∞. Evidently,
1 1 5
S < S3 = 1 −
+ = .
2 3 6
Consider the rearrangement of the series in which two positive terms
are followed by one negative:
∞
X 1 1 1 1 1
a0n = 1 + − + + − + ···
n=1
3 2 5 7 6

and let Sn0 be the sequence of its partial sums. It follows that
1 1 1
+ − >0 ⇒ S3 = S30 < S60 < S90 < · · ·
4k − 3 4k − 1 2k
Therefore there are infinitely many terms of the sequence Sn0 greater
than 5/6. This implies that
5
lim sup Sn0 > S30 = >S
n→∞ 6
and, hence, the sequence Sn0 cannot converge to S.
Theorem 4.4. (Properties of conditionally convergent series)
an be a real series that converges but not absolutely. If Sp+ is the
P
Let
sum of the first p positive terms of the series and Sq− is the sum of its
first q negative terms, then
lim Sp+ = ∞ , lim Sq− = −∞ .
p→∞ q→∞

For example,
∞
X (−1)n+1 1 1 1 1 1
= 1−+ − + − + ···
n=1
n 2 3 4 5 6
  X ∞
+ 1 1 1
lim Sp = lim 1 + + · · · + = =∞
p→∞ p→∞ 3 2p − 1 p=1
2p − 1
  ∞
− 1 1 1 1X1
lim Sq = lim − − − · · · − =− = −∞
q→∞ q→∞ 2 4 2q 2 q=1 q

In general, the stated P

property follows
P from the following observa-
tion. Consider two series n bn and n cn where
1 1
bn = (an + |an |) , cn = (an − |an |)
2 2
 4. CONDITIONALLY CONVERGENT SERIES 27

Clearly, bn = an if an > 0 and bn = 0 otherwise. Similarly, cn = an if

an < 0 and
P cn P = 0 otherwise.
P Let
P An , Bn , Cn , and Sn be the partial
sums of an , bn , cn , and |an |, respectively. Then

1 1
Bn = (An + Sn ) , Cn = (An − Sn )
2 2
P
Since an converges but not absolutely, An converges to some number
A but lim Sn = ∞. Therefore

lim Bn = ∞ , lim Cn = −∞
n→∞ n→∞

Evidently, Bn = Sp+ for any n and some p ≤ n, and Cn = Sq− for any
n and some q = n − p ≤ n (if S0± = 0 by definition). It is concluded
that a real conditionally convergent series necessarily contains infinitely
many negative terms and infinitely many positive terms (otherwise the
corresponding partial sums Bn and Cn were finite). Therefore the limit
n → ∞ implies that p → ∞ and q → ∞ and the conclusion of the
theorem follows.

Remark. As the series made of positive and negative terms of a condi-

tionally convergent series diverge to infinity, the sum of the series looks
like an indeterminate form “∞ − ∞” whose value depends on how the
infinities in this form are “regularized”, or, more precisely, how negative
and positive terms are ordered when computing the sequence of partial
sums. This characteristic property of conditionally convergent series is
quantified by the following theorem.

Theorem
P 4.5. (Riemann)
Let n an converges but not absolutely. For any two elements of the
number system −∞ ≤ α ≤ β ≤ ∞, there exists a re-
extended real P
arrangement n a0n with partial sums Sn0 such that

lim inf Sn0 = α , lim sup Sn0 = β

n→∞ n→∞

The Riemann theorem about rearrangements shows that a rearrange-

ment of a conditionally convergent series may be constructed to con-
verge to any desired number α = β, or diverge to ±∞, or to have a
sequence of partial sums that does not converge and oscillates between
any two numbers (α < β) (or has unbounded oscillations, α = −∞,
β = ∞, or both).
28 1. THE THEORY OF CONVERGENCE

4.4. A rearrangement converging to any designated number. To illustrate

the Riemann theorem3, let us construct a rearrangement of a condition-
ally convergent series that converges to a given number β > 0 (the case
β ≤ 0 can be considered along a similar line of arguments). Let Sn0
denote the sequence of partial sums of the sought-after rearrangement.
The rearrangement should be such that Sn0 → β as n → ∞. Let {a+ ∞
m }1
and {a− ∞
k }1 denote the subsequences of positive and negative terms in
the sequence {an }. Clearly, these sequences can be reordered so that
they converge to 0 monotonically.P Note that an → 0 as n → ∞ owing
to the conditional convergence of an . So, without loss of generality,
+
the positive subsequence {am} ⊂ {an } is monotonically decreasing to
zero, while the negative subsequence {a− k } ⊂ {an } is monotonically
increasing to zero.
Suppose that a+ 1 < β. The idea is
• to add positive terms of {a+ m } until their sum overshoots β;
• then to add negative terms from {a− k } until the partial sum
becomes less than β;
• then to add positive terms to make the partial sum greater
than β again
• then to add negative terms again to make the partial sum less
than β and so on. The result is a sequence of partial sums
that oscillates about β.
• Finally, one shows that the amplitude of the oscillations tends
to zero with increasing the number of terms in partial sums.
Let us demonstrate that the above idea does work. Put a0n = a+ n
for n = 1, 2, ..., m1 where m1 is determined by the condition
0 0 0
Sm 1 −1
= a+ + + +
1 + a2 + · · · + am1 −1 < β ≤ Sm1 −1 + am1 = Sm1
P +
Since the series am = ∞ diverges, the sum of finitely many terms of
+
{am } can exceed any preassigned positive number β. This fulfills the
first step of the above procedure. The next k1 terms of the rearrange-
ment are taken from the negative subsequence {ak } and the integer
k1 is determined by the condition that the corresponding partial sum
become less than β:
a0m1 +k = a−
k , k = 1, 2, ..., k1
0 0
Sm 1 +k1
< β ≤ Sm 1 +k1 −1
P −
The integer k1 always exists as ak = −∞. This comprises the second
step of the above construction.
3Aproof the Riemann theorem can be found in: W. Rudin, Principles of Math-
ematical Analysis
 4. CONDITIONALLY CONVERGENT SERIES 29

Next m2 terms of the rearrangement {a0n } are taken from {a+ m}

again and m2 is determined by the condition that the corresponding
partial sum exceeds β again:
a0m1 +k1 +j = a+
m1 +j , j = 1, 2, ..., m2
0 0
Sm 1 +k1 +m2 −1
< β ≤ Sm 1 +k1 +m2

Note that that m>m1 a+

P
m = ∞ for any choice of m1 and, hence, the
above condition can be met with finitely many terms a+ m , m > m1 . The
0 −
next k2 terms of {an } are taken from {ak }, where k2 is determined by
the condition that the corresponding partial sum drops below β again:
a0m1 +k1 +m2 +j = a−
k1 +j , j = 1, 2, ..., k2
0 0
Sm 1 +k1 +m2 +k2
<β ≤ Sm 1 +k1 +m2 +k2 −1

The existence of the integer k2 is guaranteed by the divergence of the

series k>k1 a−
P
k = −∞ for any k1 .
Thus, the rearrangement {a0n } consists of the first m1 terms of {a+
m },
− +
then the first k1 terms of {ak }, then next m2 terms of {am }, then next
k2 terms of {a− k } and so on:

{a0n } =
− − − −
{a+ + + +
1 , ..., am1 , a1 , ..., ak1 , am1 +1 , ..., am1+m2 , ak1 +1 , ..., ak1+k2 , ...} .

The sequence of partial sums {Sn0 } of the constructed rearrangement

oscillates about the number β. To prove that the sequence {Sn0 }
converges to β, it is sufficient to show that the amplitude of oscil-
lations tends to zero with increasing n. The sequence {Sn0 } is in-
creasing if n lies in the intervals [1, m1], [m1 + k1 + 1, m1 + k1 + m2],
[m1 + k1 + m2 + k2 + 1, m1 + k1 + m2 + k2 + m3], etc. The sequence is
decreasing if the index takes values in the intervals [m1 + 1, m1 + k1 ],
[m1 + k1 + m2 + 1, m1 + k1 + m2 + k2 ], etc. Therefore the numbers
0 0
Sm 1
− β, Sm 1 +k1 +m2
− β, etc., define how much {Sn0 } overshoots β,
0 0
whereas the numbers β − Sm 1 +k1
, β − Sm 1 +k1 +m2 +k2
, etc., define how
0
much {Sn } undershoots β upon each oscillation.
It follows from the above conditions on the integers m1 , m2,... that
0 0
−a+
m1 < β − Sm1 ≤ 0 ⇒ 0 ≤ Sm 1
− β < a+
m1
0 0
−a+
m1 +m2 < β − Sm1 +k1 +m2 ≤ 0 ⇒ 0 ≤ Sm 1 +k1 +m2
− β < a+
m1 +m2

It is concluded that all “overshots” are bounded by terms of the positive

subsequence:
0 ≤ Sm1 +k1 +···+mj−1 +kj−1 +mj − β < am1 +···+mj
30 1. THE THEORY OF CONVERGENCE

where j = 1, 2, ... (enumerates oscillations of {Sn0 }). The sequence {a+

m}
converges to zero monotonically and so do the “overshots”. Similarly,
it follows from the above definitions of k1 , k2 , etc., that
0 < β − Sm1 +k1 ≤ −a−
k1
0 < β − Sm1 +k1 +m2 +k2 ≤ −a−
k1 +k2

so that all “undershots” are bounded by terms of {a−

k }:

0 < β − Sm1 +k1 +···+mj +kj ≤ −ak1 +···+kj

The sequence {a−k } converges to zero monotonically and so do the “un-
dershots”. This means that the amplitude of oscillations of the se-
quence of partial sums of the constructed rearrangement tends to zero
and, hence,
lim Sn0 = β
n→∞

as desired.
So, the sum of a conditionally convergent series depends on the
summation order. It is not difficult to implement the above algorithm
numerically for any conditionally convergent sequence. In particu-
lar,
P onen+1 can find a rearrangement of the alternating harmonic series
(−1) /n that converges to any preassigned number.

Exercises.

1. Investigate the convergence of the Fourier series

∞
X einθ
, p>0
n=1
np

2. Show that the series

∞
X
an sin(nx)
n=1

converges for all real x if an → 0 monotonically as n → ∞.

3. Show that the series

∞
X
an cos(nx)
n=1

converges for all real x 6= 2mπ, where m is an integer, if an → 0 mono-

tonically as n → ∞.
 4. CONDITIONALLY CONVERGENT SERIES 31

4. Show that the series

∞
X
(−1)n an cos(nx)
n=1

converges for all real x 6= (2m − 1)π, where m is an integer, if an → 0

monotonically as n → ∞.

5. Show that the series

∞
X
(−1)n an sin(nx)
n=1
converges for all real x, if an → 0 monotonically as n → ∞.