1 Limit Superior and Limit Inferior
1.1 Definition of Limit Superior and Limit Inferior
Definition 1.1. For a sequence {xn } of real numbers, the limit superior (lim sup)
and limit inferior (lim inf) are defined as follows:
• The limit superior of the sequence {xn }, denoted by lim supn→∞ xn , is the
limit of the supremum of the tails of the sequence:
lim sup xn = lim sup xk .
n→∞ n→∞ k≥n
It represents the largest limit point (or accumulation point) of the sequence
or the smallest upper bound of the set of limit points.
• The limit inferior of the sequence {xn }, denoted by lim inf n→∞ xn , is the
limit of the infimum of the tails of the sequence:
lim inf xn = lim inf xk .
n→∞ n→∞ k≥n
It represents the smallest limit point of the sequence or the greatest lower
bound of the set of limit points.
1.2 Properties of Limit Superior and Limit Inferior
Theorem 1.1. If {xn } is a bounded sequence, then both lim supn→∞ xn and
lim inf n→∞ xn always exist, and lim inf n→∞ xn ≤ lim supn→∞ xn .
Theorem 1.2. A sequence {xn } converges to a limit L if and only if
lim sup xn = lim inf xn = L.
n→∞ n→∞
This theorem provides a critical link between the concepts of lim sup and
lim inf and the standard notion of the limit of a sequence.
1.3 Examples Involving Limit Superior and Limit Inferior
Example 1.1. Consider the sequence {xn } defined by xn = (−1)n . Here,
lim supn→∞ xn = 1 and lim inf n→∞ xn = −1, indicating the oscillatory nature
of the sequence without a standard limit.
Example 1.2. For the sequence {xn } = n1 , both lim supn→∞ xn and lim inf n→∞ xn
are 0, aligning with the limit of the sequence.
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2 Series
2.1 Definition of a Series
P∞
Definition 2.1. Given a sequence {an } of real numbers, the series P n=1 an is
n
defined as the
P∞ limit of the sequence of partial sums {Sn }, where Sn = k=1 ak .
The series n=1 an is said to converge to a sum S if the sequence of partial
sums {Sn } converges to S. If the sequence of partial sums does not converge,
the series is said to diverge.
2.2 Tests for Convergence of Series
Several important theorems help determine whether a series converges. These
tests are crucial tools in analysis for dealing with infinite sums.
2.2.1 The Nth-Term Test for Divergence
P∞
Theorem 2.1. If limn→∞ an 6= 0, then the series n=1 an diverges.
This test is particularly useful because it provides a quick way to determine
divergence. However, the converse is not true; if limn→∞ an = 0, the series may
still diverge (as is the case with the harmonic series).
2.2.2 The Integral Test
Theorem 2.2. Suppose f : [1, ∞) → R is a continuous,
P∞ non-negative, decreas-
ing function and an =R f (n). Then, the series n=1 an converges if and only if
∞
the improper integral 1 f (x) dx converges.
This test links the convergence of a series to the convergence of an integral,
providing a bridge between discrete and continuous analysis.
2.2.3 Comparison Test
Theorem 2.3. Let {an } andP∞{bn } be sequences of non-negative
P∞ real numbers.
If an ≤ bn forPall n and n=1 b n converges, then n=1 an also converges.
∞ P∞
Conversely, if n=1 bn diverges, then n=1 an diverges.
2.2.4 Ratio Test
P∞
Theorem 2.4. For the series n=1 an , consider the limit L = limn→∞ aan+1 n
.
If L < 1, the series converges absolutely. If L > 1, the series diverges. If L = 1,
the test is inconclusive.
2.3 Examples of Series Convergence
P∞ 1
Example 2.1 (Geometric Series). The series n=0 xn converges to 1−x if
|x| < 1 and diverges for |x| ≥ 1.
P∞ 1
Example 2.2 (Harmonic Series). The harmonic series n=1 n diverges.
2
3 Power Series
3.1 Definition of a Power Series
Definition 3.1. A power series centered at a in R is an infinite series of the
form
X∞
cn (x − a)n ,
n=0
where {cn } are coefficients and x is a variable. The series depends on the value
of x and converges within a certain range of x values around a.
Power series are used to represent functions as series of powers of (x − a),
and they are particularly useful because they allow for the manipulation and
analysis of functions through their series expansions.
3.2 Radius of Convergence
The range within which a power series converges is quantified by the radius of
convergence.
P∞
Definition 3.2. The radius of convergence R of the power series n=0 cn (x −
a)n is the non-negative value such that the series converges absolutely for all x
with |x − a| < R and diverges for |x − a| > R. The interval (a − R, a + R) is
called the interval of convergence.
3.2.1 Finding the Radius of Convergence
The radius of convergence R can be determined using several methods, such as
the Ratio Test:
1
R= ,
cn+1
limn→∞ cn
provided this limit exists. If the limit does not exist, other methods like the
Root Test may be employed.
3.3 Theorems on Power Series
Theorem 3.1. Within its radius of convergence, a power series converges uni-
formly and absolutely.
Theorem 3.2. A function represented by a power series within the interval
of convergence is infinitely differentiable, and the series can be differentiated
term-by-term.
3
3.4 Examples of Power Series
Example 3.1 (Exponential Function). The exponential function can be repre-
sented as a power series:
∞
X xn
ex = .
n=0
n!
This series converges for all x ∈ R, meaning its radius of convergence is infinite.
Example 3.2 (Geometric Series as a Power Series). The geometric series can
be expressed as a power series:
∞
1 X
= xn ,
1 − x n=0
which converges absolutely for |x| < 1. Here, a = 0 and R = 1.
