Chapter 1: Infinite series

Faculty of Mathematics and Informatics

Hanoi University of Science and Technology

February 3, 2025
Infinite series Series of nonnegative terms

Content

1. Infinite series
1.1 Definition
1.2 Properties

2. Series of nonnegative terms

2.1 Comparison tests
2.2 D’ Alambert’s test
2.3 Cauchy’s test
2.4 Integral test

Infinite Series
Content

1. Infinite series
1.1 Definition
1.2 Properties

2. Series of nonnegative terms

2.1 Comparison tests
2.2 D’ Alambert’s test
2.3 Cauchy’s test
2.4 Integral test
Infinite series Series of nonnegative terms

Example
We know

0, (3) =0, 3333 . . .

3 3 3 3
= + 2 + 3 + 4 + ...
10 10 10 10
3h 1 1 1 i
= 1+ + + + ...
10 10 102 103
3 1 1
= = .
10 1 3
1−
10

Infinite Series
Infinite series Series of nonnegative terms

Definition
Given a sequence {an }n≥1 . The formal sum

a1 + a2 + . . . + an + . . .
∞
P
is called an infinite series, denote by an .
n=1
an : general term.
Sn = a1 + a2 + . . . + an : n−th partial sum.
∞
P
If there exists lim Sn = S, we say that the series an
n→∞ n=1
converges, and its sum is S.
∞
P
If there does not exist lim Sn , we say that the series an
n→∞ n=1
diverges.

Infinite Series
Infinite series Series of nonnegative terms

Example (Geometric series)

Test for convergence and find the sum of the following series
∞
X
aq n = a + aq + aq 2 + . . . + aq n + . . . , a ̸= 0.
n=0

The n−th partial sum is

n
a 1 − q ,

q ̸= 1
Sn = a + aq + aq 2 + . . . + aq n−1 = 1−q
anq, q = 1.


Passing to the limit as n → ∞

1 − qn a qn
lim Sn = lim a = − lim a
n→∞ n→∞ 1 − q 1 − q n→∞ 1 − q
∞ a
aq n converges ⇔ |q| < 1, S =
P
.
n=0 1−q
Infinite Series
Infinite series Series of nonnegative terms

Example
Test for convergence and find the sum of the following series
∞
X 1
n(n + 1)
n=2

The n−th partial sum is

1 1 1 1 1
Sn = + + ... + = − .
2.3 3.4 (n + 1)(n + 2) 2 n+2

1
Passing to the limit lim Sn = .
n→∞ 2
1
The series is convergent and its sum is S = .
2

Infinite Series
Infinite series Series of nonnegative terms

Proposition (Properties of convergent series)

∞
P P∞
1 If an = S1 , then αan = αS1 .
n=1 n=1
∞
P ∞
P
In particular, α = −1: (−an ) = − an .
n=1 n=1
∞
P ∞
P ∞
P
2 If an = S1 and bn = S2 , then (an + bn ) = S1 + S2 .
n=1 n=1 n=1
∞
P ∞
P
3 The two series an and an are either both convergent
n=1 n=n0
0 −1
nP
or both divergent. Their sums differ by ak .
k=1
∞
P
4 If the series an converges then lim an = 0.
n=1 n→∞

Infinite Series
Infinite series Series of nonnegative terms

Proof.
4 a = S
n n+1 − Sn . Passing to the limit as n → ∞, as
lim Sn = S, we get lim an = 0.
n→∞ n→∞

Remark
By the third property, when testing the convergence, we do not
need to specify the first term of the series.

Infinite Series
Infinite series Series of nonnegative terms

Corollary (Test for divergence)

∞
P
If ∄ lim an or lim an ̸= 0, then the series an diverges.
n→∞ n→∞ n=1

Remark
The converse is not necessarily true.
1 P∞ 1
lim 2 = 0, 2
converges.
n→∞ n n=1 n
1 P∞ 1
lim = 0, diverges.
n→∞ n n=1 n

Example
The following series are divergent
∞
P ∞
P P∞
a) 1 b) sin n c) cos n.
n=1 n=1 n=1

Fact: ∄ lim sin n, ∄ lim cos n.

n→∞ n→∞
Infinite Series
Content

1. Infinite series
1.1 Definition
1.2 Properties

2. Series of nonnegative terms

2.1 Comparison tests
2.2 D’ Alambert’s test
2.3 Cauchy’s test
2.4 Integral test
Infinite series Series of nonnegative terms

Series of nonnegative terms

P
an , an ≥ 0 for all n.
The sequence of partial sums {Sn }, Sn = a1 + a2 + . . . + an , is an
increasing sequence.
Convergence criterion: A bounded, monotone increasing sequence
{Sn } owns a limit.
Hence, speciality: {Sn } is convergent if and only if {Sn } is
bounded from above.

Infinite Series
Infinite series Series of nonnegative terms

Comparison tests

Theorem (Comparison test)

P P
LetP an , P series and 0 ≤ an ≤ bn for all n ≥ N.
bn be infinite
If P bn converges, thenP an converges.
If an diverges, then bn diverges.

Proof
Sn = a1 + a2 + . . . + an ≤ b1 + b2 + . . . + bn = Tn .
{Tn } is bounded from above implies {Sn } is bounded from above.

Infinite Series
Infinite series Series of nonnegative terms

Example
Test for convergence
∞ ∞
X 1 X 1
a) n
b)
2 +3 ln n
n=1 n=2

Infinite Series
Infinite series Series of nonnegative terms

Comparison tests

Theorem (Quotient test)

P P an
Let an , bn be infinite series, 0 ≤ an , bn , lim = k.
P P n→∞ b n
If 0 < k < ∞, then the series an , bn either both converge or
both diverge.

Remark
P P
If k = 0, bn converges, then an converges.
P P
If k = ∞, bn diverges, then an diverges.

Infinite Series
Infinite series Series of nonnegative terms

Example
Test for convergence
∞ √ ∞
X n+1 X 1
a) 2
b) sin
n +2 2n
n=1 n=1

Infinite Series
Infinite series Series of nonnegative terms

D’ Alambert’s test

Theorem
an+1
Assume that lim = D.
n→∞ an
If D < 1, then the series converges.
If D > 1, then the series diverges.

Remark
If D = 1, the test fails.
P 1
Example: converges iff p > 1, D = 1.
np

Infinite Series
Infinite series Series of nonnegative terms

Proof
a) D < 1. Take 0 < ε < 1 − D, then ∀n ≥ N0

an+1 an+1
−D <ε⇒ <D +ε<1
an an
⇒ an+1 < (D + ε)n+1−N0 aN0 .
∞
P
By comparison test: the series an converges, hence the given
n=N0
series converges.
b) D > 1. Take 0 < ε < D − 1, ∀n ≥ N0 :

an+1
− D < ε ⇒ an+1 > (D − ε)an > an ,
an

hence lim an ̸= 0, the series diverges.

n→∞

Infinite Series
Infinite series Series of nonnegative terms

Cauchy’s test

Theorem
√
Assume that lim n an = C .
n→∞
If C < 1, the series converges.
If C > 1, the series diverges.

Remark
If C = 1 the test fails.
√  1 n
lim n n = 1, lim 1 + = e.
n→∞ n→∞ n

Infinite Series
Infinite series Series of nonnegative terms

Example

∞ ∞
X 2n + 1
2n X 3n
a) b)
3n + 1 (2n − 1)!
n=1 n=1
∞ ∞
X (2n)!! X 2n3 − 2n + 1 1
c) d) sin
nn 2n (n + 1) n
n=1 n=1

Infinite Series
Infinite series Series of nonnegative terms

Theorem (Integral test)

Assume that f (x) is a positive, continuous and monotone
decreasing function on [1; +∞) and f (n) = an . Then the series
P∞ R∞
an and the improper integral f (x)dx are either both
n=1 1
convergent or both divergent.

k+1
R
ak+1 ≤ f (x)dx ≤ ak
k
n
P n+1
R n
P
ak+1 ≤ f (x)dx ≤ ak .
k=1 1 k=1
n+1
R
Sn+1 − a1 ≤ f (x)dx ≤ Sn .
1

Infinite Series
Infinite series Series of nonnegative terms

Example
P∞ 1
The series p
if and only if p > 1.
n=2 n
P∞ 1
Test for convergence .
n=2 n ln n

Infinite Series