Lecture 13: Sequences and series

Last time, Prof. McConnell taught. A couple of the things he spoke about near the end
(Cauchy sequences and completeness) you should read up about in the notes. Today we
will move on to series, but before that we have another thing to say about sequences. First,
there is a small section in Rudin called Special sequences. This section gives a few nice
examples of convergent sequences and how to prove convergence. You should read that.
We begin with the idea of convergence to infinity.
Definition 0.1. A real sequence (xn ) converges to if for each M > 0 there exists N N
such that
n N implies xn > M .
It converges to if (xn ) converges to .
As before we write xn (or xn ) in this case. In this definition we think of
M as taking the role of  from before and we imagine that (M, ) is a neighborhood of
infinity.
Clearly a sequence that converges to infinity needs to be unbounded. The converse is not
true. Consider (xn ), defined by
(
1 n odd
xn =
.
n n even
This sequence does not converge to infinity, but it is unbounded.
Series
We now introduce series, which are special types of sequences. We will concentrate on
them for the next couple of lectures.
Definition 0.2. Let (xn ) be a real sequence. For each n N, define the partial sum
s n = x1 + + xn =

n
X

xj .

j=1

We say that the series

xn converges if (sn ) converges.

Just as before, the tail behavior is all that matters (we can chop off as many initial terms
as we want). In other words

X
n=1

xn converges iff

xn converges for each N 1 .

n=N

The proof is the same as that for sequences.

We would like to characterize which series converge. We start with a simple criterion
that must be satisfied.
1

Theorem 0.3. If the series

xn converges then the terms (xn ) converge to 0.

P
Proof. Let  > 0 and suppose that n xn = s (that is, sn s). Then there exists N N
such that if n N then |sn s| < /2. Now for n N + 1,
|sn s| < /2 and |sn1 s| < /2 ,
implying that |sn sn1 | < . Therefore
|xn 0| = |sn sn1 | < 
and we are done.

P
The above tells us that many series cannot converge.
For
instance,
xn diverges, where
P
n
xn = (1) . However, it is not true that all series xn with xn 0 converge. For example,
P
Theorem 0.4. The harmonic series,
n=1 1/n, diverges.
Proof. To prove this, we give a lemma that allows us to handle series of non-negative terms
more easily.
P
Lemma 0.5. Let (xn ) be a sequence of non-negative terms. Then
xn converges if and
only if the sequence of partial sums (sn ) is bounded.
Proof. This comes directly from the monotone convergence theorem. If xn 0 for all n,
then
sn+1 = sn + xn+1 sn ,
giving that (sn ) is monotone, and converges if and only if it is bounded.
Returning to the proof, we will show that the partial sums of the harmonic series are
unbounded. Let M > 0 and choose n of the form n = 2k for k > 2M . Then we give a lower
bound:
1
1 1
+ + + k
2 3  2




1 1
1 1 1 1
1
1
>1+
+
+
+ + +
+ +
+ + k
2 3
4 5 6 7
2k1
2 1
 
 
 
1
1
1
1
> +2
+4
+ + 2k1
2
4
8
2k
1
k
= (1 + 1 + 1 + + 1) = > M .
2
2

sn = 1 +

So given any M > 0, there exists n such that sn > M . This implies that (sn ) is unbounded
and we are done.
In the proof above, we used an argument that can be generalized a bit.

Theorem 0.6 (Comparison test). Let (xn ) and (yn ) be non-negative real sequences such that
xn yn for all n.
P
P
1. If
xn converges, then so does
yn .
P
P
2. If
yn diverges, then so does
xn .
Proof. The first part is implied by the second, so we need only show the second. Write (sn )
and (tn ) for the partial sums
sn = x1 + + xn and tn = y1 + + yn .
Since yn 0 for all n we can use the above lemma to say that (tn ) is unbounded, so given
M > 0 choose N such that n N implies that tn > M . Now for such n,
sn = x1 + + xn y1 + + yn = tn > M ,
so that (sn ) is unbounded and diverges.
This test can be generalized in at least two ways:
1. We only need xn yn for P
n greater than some N0 . This is because we can consider
convergence/divergence of
n=N0 xn etc.
2. In the first part, we do not even need yn P
0 as long as we modify the statement.
Suppose that (xn ) is non-negative such that
xn converges and |yn | xn for all n.
Then setting sn and tn as before, we can just show that (tn ) is Cauchy. Since (sn ) is,
given  > 0 we can find N such that if n > m N then |sn sm | < . Then
|tn tm | = |ym+1 + + yn | |ym+1 | + + |yn | xm+1 + + xn = |sn sm | <  .
To use the comparison test, let us first introduce one of the simplest series of all time.
Theorem 0.7 (Geometric
series). For a R define a sequence (xn ) by xn = an . Then the
P
geometric series n xn converges if and only if |a| < 1. Furthermore,

X
n=0

an =

1
if |a| < 1 .
1a

Proof. The first thing to note is that an 0 if |a| < 1. We can prove this by showing that
|a|n 0. So if 0 |a| < 1 then the sequence |a|n is monotone decreasing:
|a|n+1 = |a||a|n |a|n
and is bounded below so has a limit, say L. Then we get
L = lim |a|n = |a| lim |a|n1 = |a|L ,
n

but as |a| =
6 0 we have L = 0.
Now continue to assume that |a| < 1 and compute the partial sum for n 1
sn + an+1 = sn+1 = 1 + a + a2 + + an+1 = 1 + a(1 + a + a2 + + an ) = 1 + asn .
Solving for sn , we find sn (1 a) = 1 an+1 . Since a 6= 1,
sn =

1 an+1
.
1a

We let n to get the result.

If |a| 1 then the terms an do not even go to zero, since |a|n |a| 6= 0, so the series
diverges.
Now we can prove facts about the p-series.
P p
Theorem 0.8. The series
n converges if and only if p > 1.
Proof. For p 1 we have np 1/n and so the comparison test gives divergence. Suppose
then that p > 1. We can group terms as before: taking n = 2k 1,
1
1
1
+ p + + k
p
2
3
(2 1)p

 



1
1
1
1
1
1
1
1
=1+
+
+
+
+
+ + k
+
+ +
2p 3p
4p 5p 6p 7p
2p(k1)
(2 1)p
 


 
1
1
1
1 + 2 p + 4 p + + 2k1
(k1)p
2
4
2
1p
1p
k1 1p
=1+2
+4
+ + (2 )
1
< since p > 1 .
= (21p )0 + (21p )1 + + (21p )k1
1 21p
P
This means that if sn = nj=1 j p , then s2k 1 1211p for all k. Since (sn ) is monotone, it
is then bounded and the series converges.
1+