Week 2 - Series

Week 2 - Series #

Definition #

  • In general, if we try to add the terms of an infinite sequence ${a_n}_{n=1}^{\infty}$ we get an expression of the form $$a_1+a_2+a_3+\cdots+a_n+\cdots$$
  • which is called an infinite series (or just a series) and is denoted, for short, by the symbol $$\sum_{n=1}^{\infty} a_n \\ \text{or}\\ \sum{a_n}$$

Convergent and Divergent #

  • Given a series $\sum_{n=1}^{\infty}a_n = a_1 + a_2 + a_3 + \cdots$, let $s_n$ denote its nth partial sum: $$s_n = \sum_{i=0}^n a_i = a_1 + a_2 + a_3 + \cdots + a_n$$
  • If the sequence ${s_n}$ is convergent and $\lim_{n \to \infty} s_n = s$ exists as a real number, then the series $\sum a_n$ is called convergent and we write $$a_1 + a_2 + a_3 + \cdots + a_n + \cdots = s \\ \text{or}\\ \sum_{n=1}^{\infty} a_n = s$$
  • The number s is called the sum of the series. If the sequence ${s_n}$ is divergent, then the series is called divergent.

Geometric Series #

  • $a + ar + ar^2 + ar^3 + \cdots + ar^{n-1} + \cdots = \sum_{n=1}^{\infty} ar^{n-1}, \\ a \ne 0$
  • Each term is obtained from the preceding one by multiplying it by the common ratio r.
  • If $r = 1$, then $s_n = a + a + a + \cdots + a = na \to \pm \infty$. Since $\lim_{n \to \infty} s_n$ doesn’t exist, the geometric series diverges in this case.
  • If $r \ne 1$, we have $$\begin{aligned} s_n &= a + ar + ar^2 + ar^3 + \cdots + ar^{n-1} \\ rs_n &= ar + ar^2 + ar^3 + \cdots + ar^{n} \end{aligned}$$
    • Subtracting these equations, we get $$s_n - rs_n = a - ar^n$$
    • $$s_n = \frac{a(1-r^n)}{1-r}$$
  • If $-1 \le r \le 1$, then $r^n \to 0,\\ \text{as}\\ n \to \infty$, so $$\lim_{n \to \infty}s_n = \lim_{n \to \infty}\frac{a(1-r^n)}{1-r} = \frac{a}{1-r} - \frac{a}{1-r}\lim_{n \to \infty}r^n = \frac{a}{1-r}$$
  • Summarize the results The geometric series $$\sum_{n=1}^{\infty} ar^{n-1} = a + ar + ar^2 + \cdots$$ is convergent if $|r| < 1$ and its sum is $$\sum_{n=1}^{\infty} ar^{n-1} = \frac{a}{1-r}\\ \\ \\ \\ |r| < 1$$ If $|r| \ge 1$, the geometric series is divergent.
  • Another way to get the conclusion ($-1 \le r \le 1$):
    • This figure provides a geometric demonstration of the result in the example. If the triangles are constructed as shown and s is the sum of the series, then, by similar triangles, $$\frac{s}{a} = \frac{a}{a- ar}\\ \text{, so}\\ s= \frac{a}{1-r}$$
  • Example: $0.\bar{9}$
    • $$\begin{aligned} 0.\bar{9} &= \sum_{n=1}^{\infty}9 \cdot 10^{-n} \\ &= 9 \sum_{n=1}^{\infty}10^{-n} = 9 \sum_{n=1}^{\infty}\frac{1}{10^n} \\ &= 9 \cdot \frac{1/10}{1- 1/10} = 9 \cdot \frac{1}{9} = 1 \end{aligned}$$
      • Notice the formula is $ar^{n-1}$, so here $= 9 \cdot \frac{1/10}{1- 1/10}$

Telescoping Series #

  • A telescoping series is a series whose partial sums eventually only have a fixed number of terms after cancellation.
  • For example, the series $$\sum _{n=1}^{\infty }{\frac {1}{n(n+1)}}$$
    • (the series of reciprocals of pronic numbers) simplifies as $${\begin{aligned}\sum _{n=1}^{\infty }{\frac {1}{n(n+1)}}&{}=\sum _{n=1}^{\infty }\left({\frac {1}{n}}-{\frac {1}{n+1}}\right)\{}&{}=\lim _{N\to \infty }\sum _{n=1}^{N}\left({\frac {1}{n}}-{\frac {1}{n+1}}\right)\{}&{}=\lim _{N\to \infty }\left\lbrack {\left(1-{\frac {1}{2}}\right)+\left({\frac {1}{2}}-{\frac {1}{3}}\right)+\cdots +\left({\frac {1}{N}}-{\frac {1}{N+1}}\right)}\right\rbrack \{}&{}=\lim _{N\to \infty }\left\lbrack {1+\left(-{\frac {1}{2}}+{\frac {1}{2}}\right)+\left(-{\frac {1}{3}}+{\frac {1}{3}}\right)+\cdots +\left(-{\frac {1}{N}}+{\frac {1}{N}}\right)-{\frac {1}{N+1}}}\right\rbrack \{}&{}=\lim _{N\to \infty }\left\lbrack {1-{\frac {1}{N+1}}}\right\rbrack =1.\end{aligned}}$$
  • From Wikipedia

Harmonic Series #

  • $$\sum_{n=1}^{\infty} \frac{1}{n} = 1 + \frac{1}{2} + \frac{1}{3} + \frac{1}{4} + \cdots$$ is divergent.
  • Solution: For this particular series it’s convenient to consider the partial sums $s_2, s_4, s_8, s_{16}, s_{32}, \ldots$ and show that they become large.
    • Similarly, $s_{32} > 1 + \frac{5}{2}, s_{64} > 1 + \frac{6}{2}$, and in general $$s_{2^n} > 1 + \frac{n}{2}$$

Theorem #

  • If the series $\displaystyle\sum_{n=1}^{\infty} a_n$ is convergent, then $\displaystyle\lim_{n \to \infty} a_n = 0$.
  • If $\displaystyle\lim_{n \to \infty} a_n$ does not exist or if $\displaystyle\lim_{n \to \infty} a_n \ne 0$, then the series $\displaystyle\sum_{n=1}^{\infty}a_n$ is divergent.
  • If $\sum a_n$ and $\sum b_n$ are convergent series, then so are the series $\sum c a_n$ (where c is a constant), $\sum(a_n + b_n)$, and $\sum(a_n - b_n)$, and
    • $\displaystyle\sum_{n=1}^{\infty} c a_n = c \sum_{n=1}^{\infty} a_n$
    • $\displaystyle\sum_{n=1}^{\infty} (a_n + b_n) = \sum_{n=1}^{\infty} a_n + \sum_{n=1}^{\infty} b_n$
    • $\displaystyle\sum_{n=1}^{\infty} (a_n - b_n) = \sum_{n=1}^{\infty} a_n - \sum_{n=1}^{\infty} b_n$

The Comparison Tests #

  • The Comparison Test Suppose that $\sum a_n$ and $\sum b_n$ are series with positive terms.
    • If $\sum b_n$ is convergent and $a_n < b_n$ for all n, then $\sum a_n$ is also convergent.
    • If $\sum b_n$ is divergent and $a_n > b_n$ for all n, then $\sum a_n$ is also divergent.
  • Example: Does $\displaystyle\sum_{n=1}^{\infty} \frac{1}{n^2}$ converges?
    • Let’s start with n = 2, which should get the same conclusion.
    • $\displaystyle\sum_{n=2}^{\infty} \frac{1}{n^2} < \sum_{n=1}^{\infty} \frac{1}{n \cdot (n-1)} = \sum_{n=1}^{\infty} (\frac{1}{n -1} - \frac{1}{n}) = \lim_{n \to \infty} 1 - \frac{1}{n} = 1$
    • $0 < \displaystyle\sum_{n=2}^{\infty} \frac{1}{n^2} < 1$

Cauchy Condensation #

  • The sequence ${a_k}$ decreasing and $a_k > 0$. The series $\displaystyle\sum_{k=1}^{\infty} a_k$ converges if and only if $\displaystyle\sum_{k=0}^{\infty} 2^k \cdot a_{2^k}$ converges.
  • Proven:
    • $a_k > 0$, so $\displaystyle\sum_{k=1}^{\infty} a_k$ is non-decreasing.
    • Same as the Harmonic Series part, we can get: $$\begin{aligned} s_n &= 1 + (a_2 + a_3) + (a_4 + a_5 + a_6 + a_7 + a_8) + \cdots \\ s_n &< 1 + 2 \cdot a_2 + 4 \cdot a_4 + \cdots \\ s_n &< \sum_{k=0}^{\infty} 2^k \cdot a_{2^k} \end{aligned}$$
  • Same example: Does $\displaystyle\sum_{n=1}^{\infty} \frac{1}{n^2}$ converges?
    • First way -> Use Telescoping Series:
      • $\displaystyle\sum_{n=1}^{\infty} \frac{1}{n^2}$ converge, iff $\displaystyle\sum_{n=2}^{\infty} \frac{1}{n^2}$ converge.
      • $0 \le \frac{1}{n^2} \le \frac{1}{n^2 - n}\\ \text{, }\\ n \ge 2$ => if $\displaystyle\sum_{n=2}^{\infty} \frac{1}{n^2 - n}$, then $\displaystyle\sum_{n=2}^{\infty} \frac{1}{n^2}$ converge.
      • $\displaystyle\sum_{n=2}^{\infty} \frac{1}{n^2 - n} = \sum_{n=2}^{\infty} (\frac{1}{n-1} - \frac{1}{n})$ which is a telescoping series.
      • $\displaystyle \lim_{n \to \infty}\sum_{n=2}^{N} (\frac{1}{n-1} - \frac{1}{n}) = \lim_{n \to \infty}(1 - \frac{1}{N}) = 1$
      • So $\displaystyle\sum_{n=2}^{\infty} \frac{1}{n^2 - n}$ converge => $\displaystyle\sum_{n=2}^{\infty} \frac{1}{n^2}$ converge => $\displaystyle\sum_{n=1}^{\infty} \frac{1}{n^2}$ converge
    • Second way -> Use Conchy Condensation:
      • The sequence ${\frac{1}{n^2}}$ decreasing and $\frac{1}{n^2} > 0$, So:
      • $\displaystyle\sum_{n=1}^{\infty} \frac{1}{n^2} < \sum_{n=0}^{\infty} 2^n \cdot \frac{1}{(2^n)^2} = \sum_{n=0}^{\infty} \frac{1}{2^n} = 2$
      • With Geometric Series $\displaystyle\sum_{n=0}^{\infty} \frac{1}{2^n} = \frac{1}{1-1/2} = 2$