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Chapter 1 - Real Number System: Subject: Level

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57 views40 pages

Chapter 1 - Real Number System: Subject: Level

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abdulrehman g
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 1 – Real Number System

Subject: Real Analysis (Mathematics) Level: M.Sc.


Collected & Composed by: Atiq ur Rehman ([email protected]), http://www.mathcity.org

The rational number system is inadequate for many purposes, both as a field
and as an order set for many purpose. This leads to introduction of so called irrational
numbers. We can prove in many ways that the rational number system has certain
gaps and hence we fail to use it as an ordered set and as a field. q
Í Theorem
There is no rational p such that p 2 = 2 .
Proof
Let us suppose that there exists a rational p such that p 2 = 2 .
This implies we can write
m
p= where m, n ∈ ¢ & m, n have no common factor.
n
m2
Then p 2 = 2 ⇒ 2 = 2 ⇒ m2 = 2n 2
n
⇒ m is even
2

⇒ m is even
⇒ m is divisible by 2 and so m 2 is divisible by 4.
⇒ 2n2 is divisible by 4 and so n 2 is divisible by 2. Q m 2 = 2n 2
i.e. n 2 is even ⇒ n is even
⇒ m and n both have common factor 2.
Which is contradiction. (because m and n have no common factor.)
Hence p 2 = 2 is impossible for rational p. q
Í Theorem
Let A be the set of all positive rationals p such that p 2 < 2 and let B consist of
all positive rationals p such that p 2 > 2 then A contain no largest member and B
contains no smallest member.
Proof
We are to show that for every p in A there exists a rational q ∈ A such that
p < q and for all p ∈ B we can find rational q ∈ B such that q < p .
Associate with each rational p > 0 the number
p2 − 2 2p + 2
q= p− = ……..……. (i)
p+2 p+2
2
 2p + 2 2( p 2 − 2)
Then q − 2 = 
2
 −2 = ……………(ii)
 p+2  ( p + 2) 2
Now if p ∈ A then p 2 < 2 ⇒ p 2 − 2 < 0
p2 − 2
Since from (i) q= p− ⇒ q> p
p+2
2( p 2 − 2)
And < 0 ⇒ q2 − 2 < 0 ⇒ q2 < 2 ⇒ q∈ A
( p + 2)2
Now if p ∈ B then p 2 > 2 ⇒ p 2 − 2 > 0
Ch. 01 - Real Number System - 2

p −2
2
Since form (i) q= p− ⇒ q< p
p+2
2( p 2 − 2)
And >0 ⇒ q2 − 2 > 0 ⇒ q2 > 2 ⇒ q ∈ B
( p + 2)2
The purpose of above discussion is simply to show that the rational number
system has certain gaps, in spite of the fact that the set of rationals is dense i.e. we
can always find a rational between any two given rational numbers. These gaps are
r+s
filled by the irrational number. (e.g. if r < s then r < < s .) q
2
Í Order on a set
Let S be a non-empty set. An order on a set S is a relation denoted by “ < ” with
the following two properties
(i) If x ∈ S and y ∈ S ,
then one and only one of the statement x < y , x = y , y < x is true.
(ii) If x, y, z ∈ S and if x < y , y < z then x < z .

Í Ordered Set
A set S is said to be ordered set if an order is defined on S.
Í Bound
Let S be an ordered set and E ⊂ S . If there exists a β ∈ S such that
x ≤ β ∀ x ∈ E , then we say that E is bounded above, and β is known as upper
bound of E.
Lower bound can be define in the same manner with ≥ in place of ≤ .
Í Least Upper Bound (Supremum)
Suppose S is an ordered set, E ⊂ S and E is bounded above. Suppose there
exists an α ∈ S such that
(i) α is an upper bound of E.
(ii) If γ < α then γ is not an upper bound of E.
Then α is called the least upper bound of E or supremum of E and is written as
sup E = α .
In other words α is the least member of the set of upper bound of E.
We can define the greatest lower bound or infimum of a set E , which is bounded
below, in the same manner. q
Í Example
Consider the sets
A = { p : p ∈ ¤ ∧ p 2 < 2}
B = { p : p ∈ ¤ ∧ p 2 > 2}
where ¤ is set of rational numbers.
Then the set A is bounded above. The upper bound of A are the exactly the members
of B. Since B contain no smallest member therefore A has no supremum in ¤ .
Similarly B is bounded below. The set of all lower bounds of B consists of A and
r ∈¤ with r ≤ 0 . Since A has no largest member, therefore, B has no infimum in ¤ .
Í Example
If α is supremum of E then α may or may not belong to E.
Let E1 = {r : r ∈ ¤ ∧ r < 0}
E2 = {r : r ∈ ¤ ∧ r ≥ 0}
then sup E1 = inf E2 = 0 and 0 ∉ E1 and 0 ∈ E2 . q
Ch. 01 - Real Number System - 3

Í Example
1
Let E be the set of all numbers of the form , where n is the natural numbers.
n
 1 1 1 
i.e. E = 1, , , ,.........
 2 3 4 
Then sup E = 1 which is in E, but inf E = 0 which is not in E. q
Í Least Upper Bound Property
A set S is said to have the least upper bound property if the followings is true
(i) S is non-empty and ordered.
(ii) If E ⊂ S and E is non-empty and bounded above then supE exists in S.
Greatest lower bound property can be defined in a similar manner. q
Í Example
Let S be set of rational numbers and
E = { p : p ∈ ¤ ∧ p 2 < 2}
then E ⊂ ¤ , E is non-empty and also bounded above but supremum of E is not in S,
this implies that ¤ the set of rational numbers does not posses the least upper bound
property. q
Í Theorem
Suppose S is an ordered set with least upper bound property. B ⊂ S , B is non-
empty and is bounded below. Let L be set of all lower bounds of B then α = sup L
exists in S and also α = inf B .
In particular infimum of B exists in S.
OR
An ordered set which has the least upper bound property has also the greatest
lower bound property.
Proof
Since B is bounded below; therefore, L is non-empty.
Since L consists of exactly those y ∈ S which satisfy the inequality.
y≤x ∀ x∈B
We see that every x ∈ B is an upper bound of L.
⇒ L is bounded above.
Since S is ordered and non-empty therefore L has a supremum in S. Let us call it α .
If γ < α , then γ is not upper bound of L.
⇒ γ ∉B L B
⇒ α≤x ∀ x∈ B ⇒ α ∈L γ α
Now if α < β then β ∉ L because α = sup L .
We have shown that α ∈ L but β ∉ L if β > α . In other words, α is a lower
bound of B, but β is not if β > α . This means that α = inf B . q

………………………
Ch. 01 - Real Number System - 4

Í Field
A set F with two operations called addition and multiplication satisfying the
following axioms is known to be field.
Axioms for Addition:
(i) If x, y ∈ F then x + y ∈ F . Closure Law
(ii) x + y = y + x ∀ x, y ∈ F . Commutative Law
(iii) x + ( y + z ) = ( x + y ) + z ∀ x, y, z ∈ F . Associative Law
(iv) For any x ∈ F , ∃ 0 ∈ F such that x + 0 = 0 + x = x Additive Identity
(v) For any x ∈ F , ∃ − x ∈ F such that x + (− x ) = (− x) + x = 0 +tive Inverse
Axioms for Multiplication:
(i) If x, y ∈ F then x y ∈ F . Closure Law
(ii) x y = y x ∀ x, y ∈ F Commutative Law
(iii) x ( y z ) = ( x y ) z ∀ x, y, z ∈ F
(iv) For any x ∈ F , ∃ 1∈ F such that x ⋅1 = 1⋅ x = x Multiplicative Identity
1 1 1
(v) For any x ∈ F , x ≠ 0 , ∃ ∈ F , such that x   =   x = 1 × tive Inverse.
x x x
Distributive Law
For any x, y , z ∈ F , (i) x ( y + z ) = xy + xz
(ii) ( x + y ) z = xz + yz q
Í Theorem
The axioms for addition imply the following:
(a) If x + y = x + z then y = z
(b) If x + y = x then y = 0
(c) If x + y = 0 then y = − x .
(d) −(− x) = x
Proof
(a) Suppose x + y = x + z .
Since y = 0 + y
= ( − x + x) + y Q −x+x=0
= − x + ( x + y) by Associative law
= − x + ( x + z) by supposition
= (− x + x ) + z by Associative law
= (0) + z Q −x+x=0
=z
(b) Take z = 0 in (a)
x+ y = x+0
⇒ y =0
(c) Take z = − x in (a)
x + y = x + ( − x)
⇒ y = −x
(d) Since (− x) + x = 0
then (c) gives x = −(− x) q
Ch. 01 - Real Number System - 5

Í Theorem
Axioms of multiplication imply the following.
(a) If x ≠ 0 and x y = x z then y = z .
(b) If x ≠ 0 and x y = x then y = 1 .
1
(c) If x ≠ 0 and x y = 1 then y = .
x
1
(d) If x ≠ 0 , then = x.
1
x
Proof
(a) Suppose x y = x z
1  1
Since y = 1 ⋅ y =  ⋅ x  y Q ⋅x =1
x  x
1
= ( x y) by associative law
x
1
= (x z) Qxy = xz
x
1 
=  ⋅ xz by associative law
x 
= 1⋅ z = z
(b) Take z = 1 in (a)
x y = x ⋅1 ⇒ y =1
1
(c) Take z = in (a)
x
1
x y = x⋅ i.e. x y = 1
x
1
⇒ y=
x
1
(d) Since ⋅ x =1
x
then (c) give
1
x= q
1
x
Í Theorem
The field axioms imply the following.
(i) 0 ⋅ x = 0
(ii) if x ≠ 0 , y ≠ 0 then xy ≠ 0 .
(iii) (− x) y = − ( xy ) = x (− y )
(iv) (− x)(− y ) = xy
Proof
(i) Since 0 x + 0 x = (0 + 0) x
⇒ 0x + 0x = 0x
⇒ 0x = 0 Qx+ y=x ⇒ y=0
(ii) Suppose x ≠ 0, y ≠ 0 but x y = 0
1
Since 1 = ⋅xy
( x)( y )
Ch. 01 - Real Number System - 6

1
⇒ 1= (0) Q xy = 0 , x ≠ 0 , y ≠ 0
( x)( y )
⇒ 1= 0 from (i) Q x 0 = 0
a contradiction, thus (ii) is true.
(iii) Since (− x) y + xy = (− x + x ) y = 0 y = 0 …….. (1)
Also x (− y ) + xy = x (− y + y ) = x 0 = 0 ……… (2)
Also − ( xy ) + xy = 0 …………. (3)
Combining (1) and (2)
(− x) y + xy = x (− y ) + xy
⇒ (− x) y = x (− y ) ………… (4)
Combining (2) and (3)
x (− y ) + xy = − ( xy ) + xy
⇒ x(− y ) = − xy …………. (5)
From (4) and (5)
(− x) y = x (− y ) = − xy
(iv) (− x)(− y ) = − [ x(− y ) ] = − [ − xy ] = xy using (iii) q

7⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅⋅8
Ch. 01 - Real Number System - 7

Í Ordered Field
An ordered field is a field F which is also an ordered set such that
i) x + y < x + z if x, y , z ∈ F and y < z .
ii) xy > 0 if x, y ∈ F , x > 0 and y > 0 .
e.g. the set ¤ of rational number is an ordered field. q

Í Theorem
The following statements are true in every ordered field.
i) If x > 0 then − x < 0 and vice versa.
ii) If x > 0 and y < z then xy < xz .
iii) If x < 0 and y < z then xy > xz .
iv) If x ≠ 0 then x 2 > 0 in particular 1 > 0 .
1 1
v) If 0 < x < y then 0 < < .
y x
Proof
i) If x > 0 then 0 = − x + x > − x + 0 so that − x < 0 .
If x < 0 then 0 = − x + x < − x + 0 so that − x > 0 .
ii) Since z > y we have z − y > y − y = 0
which means that z − y > 0 , Also x > 0
∴ x( z − y) > 0
⇒ xz − xy > 0
⇒ xz − xy + xy > 0 + xy
⇒ xz + 0 > 0 + xy
⇒ xz > xy

iii) Since y < z⇒ −y + y < −y + z


⇒ z− y>0
Also x < 0 ⇒ − x > 0
Therefore − x( z − y ) > 0
⇒ − xz + xy > 0 ⇒ − xz + xy + xz > 0 + xz
⇒ xy > xz

iv) If x > 0 then x ⋅ x > 0 ⇒ x 2 > 0


If x < 0 then − x > 0 ⇒ (− x)(− x) > 0 ⇒ (− x) 2 > 0 ⇒ x2 > 0
i.e. if x > 0 then x 2 > 0 , since 12 = 1 then 1 > 0 .

1 1
v) If y > 0 and v ≤ 0 then y v ≤ 0 , But y   = 1 > 0 ⇒ >0
 y y
1
Likewise > 0 as x > 0
x
 1  1 
If we multiply both sides of the inequality x < y by the positive quantity   
 x  y 
 1  1   1  1 
we obtain     x <     y
 x  y   x  y 
1 1
i.e. <
y x
1 1
finally 0< < q
y x
Ch. 01 - Real Number System - 8

Í Existence of Real Field


There exists an ordered field ¡ (set of reals) which has the least upper bound
property and it contain ¤ (set of rationals) as a subfield. q
Í Theorem
a) If x ∈ ¡ , y ∈ ¡ and x > 0 then there exists a positive integer n such that
nx > y . (Archimedean Property)
b) If x ∈ ¡ , y ∈ ¡ and x < y then there exists p ∈ ¤ such that x < p < y .
i.e. between any two real numbers there is a rational number or ¤ is dense in ¡ .
Proof
a) Let A = {nx : n ∈ ¢ + ∧ x > 0, x ∈ ¡}
Suppose the given statement is false i.e. nx ≤ y .
⇒ y is an upper bound of A.
Since we are dealing with a set of reals, therefore, it has the least upper bound
property.
Let α = sup A
⇒ α − x is not an upper bound of A.
⇒ α − x < mx where mx ∈ A for some positive integer m.
⇒ α < (m + 1) x where m + 1 is integer, therefore (m + 1) x ∈ A
Which is impossible because α is least upper bound of A i.e. α = sup A .
Hence we conclude that the given statement is true i.e. nx > y .
b) Since x < y , therefore y − x > 0
⇒ ∃ a +ive integer n such that
n ( y − x) > 1 (by Archimedean Property)
⇒ ny > 1 + nx …………… (i)
We apply (a) part of the theorem again to obtain two +ive integers m1 and m2
such that m1 ⋅ 1 > nx and m2 ⋅1 > − nx
⇒ − m2 < nx < m1
then there exists an integers m(− m2 ≤ m ≤ m1 ) such that
m − 1 ≤ nx < m
⇒ nx < m and m ≤ 1 + nx
⇒ nx < m < 1 + nx
⇒ nx < m < ny from (i)
m
⇒ x< < y
n
⇒ x < p < y where p = m is a rational. q
n
Í Theorem
Given two real numbers x and y, x < y there is an irrational number u such that
x<u< y
Proof
Take x > 0, y > 0
Then ∃ a rational number q such that
x y
0< <q< where α is an irrational.
α α
⇒ x < αq < y
⇒ x<u< y
Where u = α q is an irrational as product of rational and irrational is irrational. q
Ch. 01 - Real Number System - 9

Í Theorem
For every real number x there is a set E of rational number such that x = sup E .
Proof
Take E = {q ∈ ¤ : q < x} where x is a real.
Then E is bounded above. Since E ⊂ ¡ therefore supremum of E exists in ¡ .
Suppose sup E = λ .
It is clear that λ ≤ x .
If λ = x then there is nothing to prove.
If λ < x then ∃ q ∈ ¤ such that λ < q < x
Which can not happen. Hence we conclude that real x is supE. q
Í Theorem
For every real x > 0 and every integer n > 0 , there is one and only one real y such
that y n = x .
1
This number y is written n x or x n .
Proof
Take y1 , y2 ∈ ¡ such that 0 < y1 < y2 . Then y1n < y2n i.e. there is at most one y ∈ ¡
such that y n = x . This shows the uniqueness of y.
Let us suppose E be the set of all positive real numbers t such that t n < x .
i.e. E = {t : t ∈ ¡ ∧ t n < x}
x
Take t = then 0 < t < 1 .
1+ x
Hence t n < t and we have t n < x
⇒ tn < t < x
⇒ t ∈ E and E is non-empty .
If t > 1 + x then t n > t > x so that t ∉ E .
Thus 1 + x is an upper bound of E.
Since E is non-empty and bounded above therefore sup E exists.
Take y = sup E
To show that y n = x we will show that each of the inequality y n < x and y n > x
leads to contradiction.
Consider
bn − a n = (b − a)(b n−1 + bn −2 a + bn−3a 2 + ⋅⋅ ⋅⋅ ⋅⋅ ⋅⋅ ⋅⋅ + a n −1 ) where n ∈¢ + .
Which yields the inequality (each a is replaced by b on R.H.S of above)
bn − a n < (b − a)(nbn −1 ) ..................(i) where 0 < a < b .
Now assume y n < x
x − yn
Choose h so that 0 < h < 1 and h <
n( y + 1)n −1
Put a = y and b = y + h in (i)
( y + h) − y n < nh ( y + h )
n n−1
Then
< nh( y + 1) n−1 Q h <1
< x − yn
⇒ ( y + h) < x
n

⇒ y + h∈E
Since y + h > y therefore it contradict the fact that y is sup E .
Hence y n < x is impossible.
Ch. 01 - Real Number System - 10

Now suppose y > x n

yn − x
Put k = , then 0 < k < y
ny n−1
Now if t ≥ y − k we get
y n − t n < y n − ( y − k )n < y n − ( y n − nky n −1 ) by binomial expansion
n−1
< kny = y − x n

⇒ − t < − x ⇒ t n > x and t ∉ E


n

It follows that y − k is an upper bound of E but y − k < y , which contradict the


fact that y is sup E .
Hence we conclude that y n = x . q
Í The Extended Real Numbers
The extended real number system consists of real field ¡ and two symbols + ∞
and − ∞ , We preserve the original order in ¡ and define
−∞ < x < +∞ ∀ x ∈ ¡ .
The extended real number system does not form a field. Mostly we write + ∞ = ∞ .
We make following conventions
x x
i) If x is real then x + ∞ = ∞ , x − ∞ = − ∞ , = =0
∞ −∞
ii) If x > 0 then x (∞) = ∞ , x(− ∞) = − ∞ .
iii) If x < 0 then x (∞) = − ∞ , x(− ∞) = ∞ .

Í Euclidean Space
For each positive integer k, let ¡ k be the set of all ordered k-tuples
x = ( x1 , x2 ,............., xk )
where x1 , x2 ,............, xk are real numbers, called the coordinates of x . The elements
of ¡ k are called points, or vectors, especially when k > 1 .
If y = ( y1 , y2 ,..........., yn ) and α is a real number, put
x + y = ( x1 + y1 , x2 + y2 ,.............., xk + yk )
and α x = (α x1 ,α x2 ,...........,α xk )
So that x + y ∈ ¡ k and α x ∈ ¡ k . These operations make ¡ k into a vector space
over the real field.
The inner product or scalar product of x and y is defined as
k
x . y = ∑ xi yi = ( x1 y1 + x2 y2 + .......... + xk yk )
i =1
And the norm of x is defined by
1
 k 2
x = ( x ⋅ x ) =  ∑ xi2 
1
2

 1 
The vector space ¡ k with the above inner product and norm is called
Euclidean k-space. q
š…………………..…………..›
Ch. 01 - Real Number System - 11

Í Theorem
Let x , y ∈ ¡ n then
= x⋅x
2
i) x
ii) x ⋅ y ≤ x y (Cauchy-Schwarz’s inequality)
Proof
1
i) Since x = ( x ⋅ x ) 2 therefore x = x⋅x
2

ii) For λ ∈ ¡ we have


( )( )
2
0≤ x−λy = x−λy ⋅ x−λy
= x ⋅ ( x − λ y ) + ( −λ y ) ⋅ ( x − λ y )
= x ⋅ x + x ⋅ (−λ y ) + (−λ y ) ⋅ x + (−λ y ) ⋅ (−λ y )
2
= x − 2λ ( x ⋅ y ) + λ 2 y
2

x⋅ y
Now put λ = 2 (certain real number)
y

( x ⋅ y )( x ⋅ y ) + ( x ⋅ y ) (x ⋅ y)
2 2
2
⇒ 0≤ x −2 ⇒ 0≤ x −
2 2
2 4
y 2
y y y
2 2
⇒ 0≤ x − x⋅ y
2
y
⇒ 0≤ ( x y + x⋅ y )( x y − x⋅ y )
Which hold if and only if
0≤ x y − x⋅ y
i.e. x ⋅ y ≤ x y q

Í Question
Suppose x , y , z ∈ ¡ n the prove that
a) x + y ≤ x + y
b) x − z ≤ x − y + y − z
Proof
( )( )
2
a) Consider x+ y = x+ y ⋅ x+ y
= x⋅x + x⋅ y + y⋅x + y⋅ y

( )
2
= x + 2 x⋅ y + y
2

2
≤ x +2 x y + y Q x
2
y ≥ x. y

( )
2
= x + y
⇒ x+ y ≤ x + y …………. (i)
b) We have x−z = x− y+ y−z
≤ x− y + y−z from (i) q
Ch. 01 - Real Number System - 12

Í Question
If r is rational and x is irrational then prove that r + x and r x are irrational.
Proof
Let r + x be rational.
a
⇒ r+x= where a , b ∈ ¢ , b ≠ 0 such that ( a, b ) = 1
b
a
⇒ x= −r
b
c
Since r is rational therefore r = where c, d ∈¢ , d ≠ 0 such that ( c, d ) = 1
d
a c ad − bc
⇒ x= − ⇒ x=
b d bd
Which is rational, which can not happened because x is given to be irrational.
Similarly let us suppose that r x is rational then
a
rx= for some a , b ∈ ¢ , b ≠ 0 such that ( a, b ) = 1
b
a 1
⇒ x= ⋅
b r
c
Since r is rational therefore r = where c, d ∈¢ , d ≠ 0 such that ( c, d ) = 1
d
a 1 a d ad
⇒ x= ⋅ = ⋅ =
b c b c bc
d
Which shows that x is rational, which is again contradiction; hence we conclude
that r + x and r x are irrational. q

Í Question
If n is a positive integer which is not perfect square then prove that n is irrational
number.
Solution
There will be two cases
Case I. When n contain no square factor greater then 1.
Let us suppose that n is a rational number.
p
⇒ n= where p, q ∈¢ , q ≠ 0 and ( p, q ) = 1
q
p2
⇒ n = 2 ⇒ p 2 = nq 2 ...............(i )
q
p2
⇒ q2 =
n
⇒ n p 2 ⇒ n p ................(ii) ( n p means “ n divides p” )
p
Now suppose = c where c∈ ¢
n
⇒ p = nc ⇒ p 2 = n2c 2
Putting this value of p 2 in equation (i)
n 2c 2 = nq 2
q2
⇒ nc 2 = q 2 ⇒ c 2 =
n
⇒ n q2 ⇒ n q .................(iii)
Ch. 01 - Real Number System - 13

From (ii) and (iii) we get p and q both have common factor n i.e. ( p, q ) = n
Which is a contradiction.
Hence our supposition is wrong.
Case II When n contain a square factor greater then 1.
Let us suppose n = k 2 m > 1
⇒ n =k m
Where k is rational and m is irrational because m has no square factor greater than
one, this implies n , the product of rational and irrational, is irrational. q
Í Question
Prove that 12 is irrational.
Proof
Suppose 12 is rational.
p
⇒ 12 = where p, q ∈¢ , q ≠ 0 and ( p, q ) = 1
q
p2
⇒ 12 = 2 ⇒ p 2 = 12q 2 ………….. (i)
q
p2 p2
⇒ q2 = ⇒ q2 = 2
12 2 ⋅3
⇒ 22 p 2 and 3 p 2
⇒ 2 p and 3 p
⇒ 2 and 3 are prime divisor of p.
⇒ 2 ⋅ 3 p i.e. 6 p
p
⇒ = c , where c is an integer.
6
⇒ p = 6c
Put this value of p in equation (i) to get
36 c 2 = 12 q 2
q2
⇒ 3c 2 = q 2 ⇒ c 2 =
3
⇒ 3q 2
⇒ 3q
⇒ ( p, q ) = 3 , which is a contradiction.
Hence 12 is an irrational number. q
Í Question
Let E be a non-empty subset of an ordered set, suppose α is a lower bound of E
and β is an upper bound then prove that α ≤ β .
Proof
Since E is a subset of an ordered set S i.e. E ⊆ S .
Also α is a lower bound of E therefore by definition of lower bound
α ≤ x ∀ x ∈ E …………… (i)
Since β is an upper bound of E therefore by the definition of upper bound
x ≤ β ∀ x ∈ E …………… (ii)
Combining (i) and (ii)
α ≤ x≤β
⇒ α ≤ β as required. q
Ch. 01 - Real Number System - 14

References: (1) Lectures (2003-04)


Prof. Syed Gull Shah
Chairman, Department of Mathematics.
University of Sargodha, Sargodha.
(2) Book
Principles of Mathematical Analysis
Walter Rudin (McGraw-Hill, Inc.)

Collected and Composed by: Atiq ur Rehman ([email protected])


Available online at http://www.mathcity.org in PDF Format.
Page Setup used Legal ( 8′′ 1 2 × 14′′ )
Printed: February 20, 2004. Updated: October 20, 2005
Chapter 2 – Sequences and Series
Subject: Real Analysis Level: M.Sc.
Source: Syed Gul Shah (Chairman, Department of Mathematics, UoS Sargodha)
Collected & Composed by: Atiq ur Rehman([email protected]), http://www.mathcity.org

Sequence
A sequence is a function whose domain of definition is the set of natural
numbers.
Or it can also be defined as an ordered set.
Notation:
An infinite sequence is denoted as

{S n } or {Sn : n ∈ ¥} or {S1, S2 , S3 ,...........} or simply as {Sn }
n=1

e.g. i) {n} = {1, 2,3,..........}


1  1 1 
ii)   = 1, , ,...............
n  2 3 
iii) {(−1) } = {1, −1,1, −1,.............}
n+1

Subsequence
It is a sequence whose terms are contained in given sequence.
∞ ∞
A subsequence of {S n } is usually written as {S nk } .
n=1

Increasing Sequence
A sequence {Sn } is said to be an increasing sequence if S n +1 ≥ S n ∀ n ≥ 1 .
Decreasing Sequence
A sequence {Sn } is said to be an decreasing sequence if S n +1 ≤ S n ∀ n ≥ 1 .

Monotonic Sequence
A sequence {Sn } is said to be monotonic sequence if it is either increasing or
decreasing.
S
{Sn } is monotonically increasing if Sn+1 − Sn ≥ 0 or n+1 ≥ 1, ∀ n ≥ 1
Sn
S
{Sn } is monotonically decreasing if Sn − Sn+1 ≥ 0 or n ≥ 1, ∀ n ≥ 1
S n+1
Strictly Increasing or Decreasing
{Sn } is called strictly increasing or decreasing according as
S n+1 > S n or S n+1 < S n ∀ n ≥ 1 .
Bernoulli’s Inequality
Let p ∈ ¡ , p ≥ −1 and p ≠ 0 then for n ≥ 2 we have
(1 + p ) > 1 + np
n

Proof:
We shall use mathematical induction to prove this inequality.
If n = 2
L.H.S = (1 + p) 2 = 1 + 2 p + p 2
R.H.S = 1 + 2 p
⇒ L.H .S > R.H .S
Sequences and Series -2-

i.e. condition I of mathematical induction is satisfied.

Suppose (1 + p ) > 1 + kp .................. (i ) where k ≥ 2


k

(1 + p ) = (1 + p )(1 + p )
k +1 k
Now
> (1 + p )(1 + kp ) using (i)
= 1 + kp + p + kp 2

= 1 + (k + 1) p + kp 2
≥ 1 + (k + 1) p ignoring kp 2 ≥ 0
⇒ (1 + p ) > 1 + ( k + 1) p
k +1

Since the truth for n = k implies the truth for n = k + 1 therefore condition II of
mathematical induction is satisfied. Hence we conclude that (1 + p ) > 1 + np .
n

Example
n
 1
Let S n = 1 +  where n ≥ 1
 n
−1
To prove that this sequence is an increasing sequence, we use p = , n ≥ 2 in
n2
Bernoulli’s inequality to have
n
 1  n
1 − 2  > 1 − 2
 n  n
n
  1  1   1
⇒  1 − 1 +   > 1 −
  n  n   n
1− n 1− n n−1 n −1
 n −1
n
 1  1  n   1 
⇒ 1 +  > 1 −  =   =  = 1 + 
 n  n  n   n −1  n −1 
⇒ Sn > S n −1 ∀ n ≥1
which shows that {Sn } is increasing sequence.

Example
n+1
 1
Let tn = 1 +  ; n ≥1
 n
then the sequence is decreasing sequence.
1
We use p = 2 in Bernoulli’s inequality.
n −1
n
 1  n
 1 +  >1+ 2 ……….. (i)
 n −1 n −1
2

where
1 n2  n  n 
1+ 2 = 2 =  
n − 1 n − 1  n − 1  n + 1 
 1  n + 1   n 
⇒ 1 + 2  =  …………… (ii)
 n − 1  n   n − 1 
n n
 1   n 
Now tn−1 = 1 +  = 
 n −1   n −1 
n
 1  n + 1  
=  1 + 2   from (ii)
  n − 1  n  
Sequences and Series -3-

1   n +1
n n

= 1 + 2   
 n −1  n 
n  n + 1 
n

> 1 + 2   from (i)
 n − 1  n 
 1  n + 1 
n
n n 1
> 1 +   Q 2 > 2=
 n  n  n −1 n n
n+1
 n +1
=  = tn
 n 
i.e. tn−1 > t n
Hence the given sequence is decreasing sequence.
Bounded Sequence
A sequence {Sn } is said to be bounded if there exists a positive real number λ
such that Sn < λ ∀ n ∈ ¥
If S and s are the supremum and infimum of elements forming the bounded
sequence {Sn } we write S = sup S n and s = inf S n
All the elements of the sequence S n such that Sn < λ ∀ n ∈ ¥ lie with in the
strip { y : − λ < y < λ} . But the elements of the unbounded sequence can not be
contained in any strip of a finite width.
Examples
 (−1)n 
(i) {U n} =   is a bounded sequence
 n 
(ii) {Vn } = {sin nx} is also bounded sequence. Its supremum is 1 and infimum is −1 .
(iii) The geometric sequence {ar n −1} , r > 1 is an unbounded above sequence. It is
bounded below by a.
 nπ 
(iv)  tan  is an unbounded sequence.
 2 
Convergence of the Sequence
A sequence {Sn } of real numbers is said to convergent to limit ‘s’ as n → ∞ , if
for every positive real number ε > 0 , however small, there exists a positive integer n0 ,
depending uponε , such that Sn − s < ε ∀ n > n0 .

Theorem
A convergent sequence of real number has one and only one limit (i.e. Limit of
the sequence is unique.)
Proof:
Suppose {Sn } converges to two limits s and t, where s ≠ t .
s−t
Put ε = then there exits two positive integers n1 and n2 such that
2
Sn − s < ε ∀ n > n1
and Sn − t < ε ∀ n > n2
⇒ Sn − s < ε and Sn − t < ε hold simultaneously ∀ n > max(n1 , n2 ) .
Thus for all n > max(n1 , n2 ) we have
s − t = s − S n + Sn − t
Sequences and Series -4-

≤ Sn − s + S n − t
< ε + ε = 2ε
 s−t 
⇒ s − t < 2 
 2 
⇒ s −t < s −t
Which is impossible, therefore the limit of the sequence is unique.
Note: If {Sn } converges to s then all of its infinite subsequence converge to s.
Cauchy Sequence
A sequence { xn } of real number is said to be a Cauchy sequence if for given
positive real number ε , ∃ a positive integer n0 (ε ) such that
xn − xm < ε ∀ m, n > n0

Theorem
A Cauchy sequence of real numbers is bounded.
Proof
Let {Sn } be a Cauchy sequence.
Take ε = 1 , then there exits a positive integers n0 such that
Sn − Sm < 1 ∀ m, n > n0 .
Fix m = n0 + 1 then
Sn = S n − S n0 +1 + S n0 +1
≤ S n − S n0 +1 + S n0 +1
< 1 + S n0 +1 ∀ n > n0
<λ ∀ n > 1 , and λ = 1 + S n0 +1 ( n0 changes as ε changes)
Hence we conclude that {Sn } is a Cauchy sequence, which is bounded one.
Note:
(i) Convergent sequence is bounded.
(ii) The converse of the above theorem does not hold.
i.e. every bounded sequence is not Cauchy.
Consider the sequence {Sn } where Sn = (−1)n , n ≥ 1 . It is bounded sequence because
(−1) n = 1 < 2 ∀ n ≥1
But it is not a Cauchy sequence if it is then for ε = 1 we should be able to find a
positive integer n0 such that Sn − Sm < 1 for all m, n > n0
But with m = 2k + 1 , n = 2k + 2 when 2 k + 1 > n0 , we arrive at
Sn − S m = (−1)2 n+2 − (−1) 2 k +1
= 1 + 1 = 2 < 1 is absurd.
Hence {Sn } is not a Cauchy sequence. Also this sequence is not a convergent
sequence. (it is an oscillatory sequence)

……………………………
Sequences and Series -5-

Divergent Sequence
A {Sn } is said to be divergent if it is not convergent or it is unbounded.
e.g. { n } is divergent, it is unbounded.
2

(ii) {(−1) } tends to 1 or -1 according as n is even or odd. It oscillates finitely.


n

(iii) {(−1) n} is a divergent sequence. It oscillates infinitely.


n

Note: If two subsequence of a sequence converges to two different limits then the
sequence itself is a divergent.

Theorem
If S n < U n < t n ∀ n ≥ n0 and if both the {Sn } and {tn } converge to same limits as
s, then the sequence {U n } also converges to s.
Proof
Since the sequence {Sn } and {tn } converge to the same limit s, therefore, for
given ε > 0 there exists two positive integers n1 , n2 > n0 such that
Sn − s < ε ∀ n > n1
tn − s < ε ∀ n > n2
i.e. s − ε < S n < s + ε ∀ n > n1
s − ε < tn < s + ε ∀ n > n2
Since we have given
Sn < U n < tn ∀ n > n0
∴ s − ε < Sn < U n < tn < s + ε ∀ n > max(n0 , n1 , n2 )
⇒ s − ε < Un < s + ε ∀ n > max(n0 , n1 , n2 )
i.e. Un − s < ε ∀ n > max(n0 , n1 , n2 )
i.e. lim U n = s
n→∞

Example
1
Show that lim n n = 1
n→∞

Solution
Using Bernoulli’s Inequality
n
 1  n
 1 +  ≥1+ ≥ n ≥1 ∀ n.
 n n
Also
2

1   1  n
2 n

( n)
2 1

1 +  =  1 +   > > nn ≥1
n

 n   n  
2
 1 
1
⇒ 1 ≤ n n < 1 + 
 n
2
 1 
1
⇒ lim1 ≤ lim n n < lim 1 + 
n→∞ n→∞ n→∞
 n
1
⇒ 1 ≤ lim n < 1 n
n→∞
1
i.e. lim n n = 1 .
n→∞
……………………..
Sequences and Series -6-

Example
 1 1 1 
Show that lim  + + ............ + =0
n→∞ ( n + 1) 2
(n + 2) 2
(2 n)2 

Solution
We have
 1 1 1 
Sn =  + + ............ +
 (n + 1)
2
(n + 2) 2
(2n) 2 
and
n n
2
< Sn < 2
(2n) n
1 1
⇒ < Sn <
4n n
1 1
⇒ lim < lim S n < lim
n→∞ 4n n→∞ n→∞ n

⇒ 0 < lim S n < 0


n→∞
⇒ lim S n = 0
n→∞

Theorem
If the sequence {Sn } converges to s then ∃ a positive integer n
1
such that Sn > s .
2
Proof
1
We fix ε = s > 0
2
⇒ ∃ a positive integer n1 such that
Sn − s < ε for n > n1
1
⇒ Sn − s < s
2
Now
1 1
s = s − s
2 2
< s − Sn − s ≤ s + ( S n − s )
1
⇒ s < Sn
2
Theorem
Let a and b be fixed real numbers if {Sn } and {tn } converge to s and t
respectively, then
(i) {aSn + btn } converges to as + bt.
(ii) {Sn tn } converges to st.
S  s
(iii)  n  converges to , provided tn ≠ 0 ∀ n and t ≠ 0 .
 tn  t
Proof
Since {Sn } and {tn } converge to s and t respectively,
∴ Sn − s < ε ∀ n > n1 ∈ ¥
Sequences and Series -7-

tn − t < ε ∀ n > n2 ∈ ¥
Also ∃ λ > 0 such that Sn < λ ∀ n > 1 ( Q {Sn } is bounded )
(i) We have
( aSn + btn ) − ( as + bt ) = a ( Sn − s ) + b ( tn − t )
≤ a ( S n − s ) + b ( tn − t )
< a ε+ bε ∀ n > max (n1 , n2 )
= ε1 Where ε1 = a ε + b ε a certain number.
This implies {aSn + btn } converges to as + bt.
(ii) Sn tn − st = Sn tn − Sn t + Sn t − s t
= S n ( tn − t ) + t ( S n − s ) ≤ S n ⋅ ( tn − t ) + t ⋅ ( S n − s )
< λε + t ε ∀ n > max (n1 , n2 )
= ε2 where ε 2 = λ ε + t ε a certain number.
This implies {Sn tn } converges to st.
1 1 t − tn
(iii) − =
tn t tn t
tn − t ε 1
= < 1 ∀ n > max (n1 , n2 ) Q tn > t
tn t 2 t t 2
ε ε
= = ε3 where ε 3 = a certain number.
1 t 2 1 t
2
2 2
1 1
This implies   converges to .
 n
t t
S   1 1 s
Hence  n  =  Sn ⋅  converges to s ⋅ = . ( from (ii) )
 n 
t t n t t

Theorem
For each irrational number x, there exists a sequence {rn } of distinct rational
numbers such that lim rn = x .
n→∞

Proof
Since x and x + 1 are two different real numbers
Q ∃ a rational number r1 such that
x < r1 < x + 1
Similarly ∃ a rational number r2 ≠ r1 such that
 1
x < r2 < min  r1 , x +  < x + 1
 2
Continuing in this manner we have
 1
x < r3 < min  r2 , x +  < x + 1
 3
 1
x < r4 < min  r3 , x +  < x + 1
 4
……………………………..........
……………………………..........
……………………………..........
 1
x < rn < min  rn−1 , x +  < x + 1
 n
Sequences and Series -8-

This implies that ∃ a sequence {rn } of the distinct rational number such that
1 1
x − < x < rn < x +
n n
Since
 1  1
lim  x −  = lim  x +  = x
n→∞
 n n →∞
 n
Therefore
lim rn = x
n→∞

Theorem
Let a sequence {Sn } be a bounded sequence.
(i) If {Sn } is monotonically increasing then it converges to its supremum.
(ii) If {Sn } is monotonically decreasing then it converges to its infimum.
Proof
Let S = sup S n and s = inf S n
Take ε > 0
(i) Since S = sup S n
∴ ∃ Sn0 such that S − ε < Sn0
Since {Sn } is ↑ ( ↑ stands for monotonically increasing )
∴ S − ε < Sn0 < Sn < S < S + ε for n > n0
⇒ S − ε < Sn < S + ε for n > n0
⇒ Sn − S < ε for n > n0
⇒ lim S n = S
n→∞
(ii) Since s = inf S n
∴ ∃ Sn1 such that Sn1 < s + ε
Since {Sn } is ↓ . ( ↓ stands for monotonically decreasing )
∴ s − ε < s < Sn < Sn1 < s + ε for n > n1
⇒ s − ε < Sn < s + ε for n > n1
⇒ Sn − s < ε for n > n1
Thus lim S n = s
n→∞

Note
A monotonic sequence can not oscillate infinitely.
Example:
 1 n 
Consider {S n } = 1 +  
 n  
As shown earlier it is an increasing sequence
2n
 1 
Take S 2 n = 1 + 
 2n 
n
 1 
Then S 2 n = 1 + 
 2n 
n n
1  2n  1  1 
⇒ =  ⇒ =  1 − 
S 2 n  2n + 1  S 2 n  2n + 1 
Using Bernoulli’s Inequality we have
Sequences and Series -9-

n
Q  1 −
1 n n 1 1  n
⇒ ≥ 1− > 1− =  ≥ 1−
S2 n 2n + 1 2n 2  2n + 1  2n + 1
⇒ S2n < 2 ∀ n = 1,2,3,..........
⇒ S2n < 4 ∀ n = 1,2,3,..........
⇒ Sn < S2 n < 4 ∀ n = 1,2,3,..........
Which show that the sequence {Sn } is bounded one.
Hence {Sn } is a convergent sequence the number to which it converges is its
supremum, which is denoted by ‘e’ and 2 < e < 3 .
Recurrence Relation
A sequence is said to be defined recursively or by recurrence relation if the
general term is given as a relation of its preceding and succeeding terms in the sequence
together with some initial condition.
Example
1
Let t1 > 0 and let {tn } be defined by tn+1 > 2 − ; n ≥1
tn
⇒ tn > 0 ∀ n ≥1
1
Also tn − tn+1 = tn − 2 +
tn
( t − 1) > 0
2
tn2 − 2tn + 1
= = n
tn tn
⇒ tn > tn+1 ∀ n ≥1
This implies that tn is monotonically decreasing.
Since tn > 1 ∀ n ≥1
⇒ t n is bounded below ⇒ tn is convergent.
Let us suppose lim t n = t
n→∞
Then lim tn+1 = lim tn
n→∞ n→∞

 1
⇒ lim  2 −  = lim tn
n→∞ t n  n→∞

1 2t − 1
⇒ 2− =t ⇒ =t ⇒ 2t − 1 = t 2 ⇒ t 2 − 2t + 1 = 0
t t
⇒ ( t − 1) = 0 ⇒ t =1
2

Example
Let {Sn } be defined by S n +1 = S n + b ; n ≥ 1 and S1 = a > b .
It is clear that S n > 0 ∀ n ≥ 1 and S 2 > S1 and
Sn2+1 − Sn2 = ( Sn + b ) − ( Sn−1 + b )
= S n − S n−1
⇒ ( Sn+1 + Sn )( Sn +1 − Sn ) = Sn − Sn−1
S − S n −1
⇒ S n+1 − Sn = n
S n+1 + S n
Since S n +1 + S n > 0 ∀ n ≥ 1
Therefore S n +1 − S n and S n − S n−1 have the same sign.
i.e. S n+1 > S n if and only if S n > S n−1 and
S n+1 < S n if and only if S n < S n−1 .
Sequences and Series - 10 -

But we know that S 2 > S1 therefore S3 > S 2 , S 4 > S3 , and so on.


This implies the sequence is an increasing sequence.
( )
2
Also S n2+1 − S n2 = Sn + b − S n2 = Sn + b − S n2
= − ( S n2 − S n − b )
Since S n > 0 ∀ n ≥ 1 , therefore S n is the root (+ive) of the
Sn2 − Sn − b = 0
1 + 1 + 4b
Take this value of S n as α where α = For equation ax 2 + bx + c = 0
2
−b The product of roots is αβ = c
the other root of equation is therefore a
α c
Since S n+1 > S n ∀ n ≥ 1 i.e. the other root β =

 b
Also − ( S n − α )  S n +  = Sn +1 − S n > 0
2 2

 α
b
∴ S n + > 0 or − ( Sn − α ) ≥ 0
α
⇒ Sn < α ∀ n ≥ 1
which shows that S n is bounded and hence it is convergent.
Suppose lim S n = s
n→∞

Then lim( S n+1 )2 = lim( S n + b)


n→∞ n→∞

⇒ s2 = s + b ⇒ s2 − s − b = 0
1 + 1 + 4b
Which shows that α = is the limit of the sequence.
2
Theorem
Every Cauchy sequence of real numbers has a convergent subsequence.
Proof
Suppose {Sn } is a Cauchy sequence.
Let ε > 0 then ∃ a positive integer n0 ≥ 1 such that
ε
Snk − Snk −1 < k ∀ nk , nk −1 , k = 1,2,3,.........
2
Put ( ) ( ) (
bk = S n1 − S n0 + S n2 − S n1 + ............ + S nk − S nk −1 )
⇒ bk = (S n1 − S n0 ) + ( S − S ) + ............ + ( S − S )
n2 n1 nk nk −1

≤ (S n1 − S n0 ) + ( S − S ) + ............ + ( S − S )
n2 n1 nk nk −1

ε ε ε
< + 2 + ............ + k
2 2 2
1 1 1
 1 1 − 1k
= ε  + 2 + ............ + k  = ε 
2 2 ( )  = ε 1 − 1 
 
2 2 2   1 − 12   2k 
 
⇒ bk < ε ∀ k ≥1
⇒ {bk } is convergent
Q bk = Snk − Sn0 ∴ Snk = bk + Sn0
Where Sn0 is a certain fix number therefore S nk { } which is a subsequence of {S } is
n

convergent.
Sequences and Series - 11 -

Theorem (Cauchy’s General Principle for Convergence)


A sequence of real number is convergent if and only if it is a Cauchy sequence.
Proof
Necessary Condition
Let {Sn } be a convergent sequence, which converges to s .
Then for given ε > 0 ∃ a positive integer n0 , such that
ε
Sn − s < ∀ n > n0
2
Now for n > m > n0
Sn − S m = S n − s + S m − s
≤ Sn − s + Sm − s
ε ε
< + =ε
2 2
Which shows that {Sn } is a Cauchy sequence.
Sufficient Condition
Let us suppose that {Sn } is a Cauchy sequence then for ε > 0 , ∃ a positive
integer m1 such that
ε
Sn − S m < ∀ n, m > m1 ……….. (i)
2
Since {Sn } is a Cauchy sequence
therefore it has a subsequence S nk{ } converging to s (say).
⇒ ∃ a positive integer m2 such that
ε
S nk − s < ∀ n > m2 ……….. (ii)
2
Now
Sn − s = S n − S nk + S nk − s
≤ S n − S nk + S nk − s
ε ε
<
+ =ε ∀ n > max(m1 , m2 )
2 2
which shows that {Sn } is a convergent sequence.
Example
Let {Sn } be define by 0 < a < S1 < S 2 < b and also
S n +1 = Sn ⋅ S n −1 , n > 2 ………. (i)
Here S n > 0 , ∀ n ≥ 1 and a < S1 < b
Let for some k > 2
a < Sk < b
then a 2 < a Sk < Sk Sk −1 = ( Sk +1 )2 < b2 Q Sn +1 = Sn S n−1
i.e. a < S < b
2 2
k +1
2

⇒ a < S k +1 < b
⇒ a < Sn < b ∀ n ∈ ¥
S a
Q n >
Sn +1 b
Sn a
∴ +1 > +1
Sn +1 b
Sequences and Series - 12 -

S n + S n+1 a+b
⇒ >
S n +1 b
S + S n+1 a+b
⇒ n > S n +1 is replace by S n ∴ S n < S n+1
Sn b
And Sn2+1 − Sn2 = Sn ⋅ Sn−1 − Sn2 Q Sn +1 = Sn S n−1
= Sn ( Sn−1 − Sn )
Sn
⇒ S n+1 − Sn = S n−1 − S n
S n + S n+1
b
< S n−1 − S n
a+b
b
⇒ S n+1 − Sn < Sn − S n−1 Q S n−1 − S n = S n − S n−1
a+b
2
 b 
<  S n−1 − S n−2
a+b
3
 b 
<  S n − 2 − S n −3
a+b
………………………
………………………
………………………
n −1
 b 
<  (b − a )
a+b
b
Take r = <1
a+b
Then for n > m we have
Sn − Sm = Sn − Sn −1 + Sn −1 − Sn −2 + .............. + Sm+1 − Sm
≤ Sn − Sn−1 + Sn−1 − Sn−2 + .............. + Sm+1 − Sm
< ( r n −2 + r n −3 + ............... + r m−1 ) (b − a )

This implies that {Sn } is a Cauchy sequence, therefore it is convergent.

Example
Let {tn } be defined by
1 1 1
tn = 1 + + + ............... +
2 3 n
For m, n ∈ ¥ , n > m we have
1 1 1
tn − tm = + + ............. +
m +1 m + 2 n
1 m
> ( n − m) = 1 −
n n
In particular if n = 2m then
1
tn − tm >
2
This implies that {tn } is not a Cauchy sequence therefore it is divergent.
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Sequences and Series - 13 -

Theorem (nested intervals)


Suppose that {I n } is a sequence of the closed interval such that I n = [ an , bn ] ,
I n+1 ⊂ I n ∀ n ≥ 1 , and ( bn − an ) → 0 as n → ∞ then I I n contains one and only one
point.
Proof
Since I n+1 ⊂ I n
∴ a1 < a2 < a3 < ............. < an−1 < an < bn < bn−1 < .......... < b3 < b2 < b1
{an } is increasing sequence, bounded above by b1 and bounded below by a1 .
And {bn } is decreasing sequence bounded below by a1 and bounded above by b1 .
⇒ {an } and {bn } both are convergent.
Suppose {an } converges to a and {bn } converges to b.
But a − b = a − an + an − bn + bn − b
≤ an − a + an − bn + bn − b → 0 as n → ∞ .
⇒ a=b
and an < a < bn ∀ n ≥ 1 .
Theorem (Bolzano-Weierstrass theorem)
Every bounded sequence has a convergent subsequence.
Proof
Let {Sn } be a bounded sequence.
Take a1 = inf S n and b1 = sup S n
Then a1 < S n < b1 ∀ n ≥ 1 .
Now bisect interval [ a1 , b1 ] such that at least one of the two sub-intervals contains
infinite numbers of terms of the sequence.
Denote this sub-interval by [ a2 , b2 ] .
If both the sub-intervals contain infinite number of terms of the sequence then choose
the one on the right hand.
Then clearly a1 ≤ a2 < b2 ≤ b1 .
Suppose there exist a subinterval [ ak , bk ] such that
a1 ≤ a2 ≤ ........... ≤ ak < bk ≤ ........... ≤ b2 ≤ b1
1
⇒ ( bk − ak ) = k ( b1 − a1 )
2
Bisect the interval [ ak , bk ] in the same manner and choose [ ak +1 , bk +1 ] to have
a1 ≤ a2 ≤ ........... ≤ ak ≤ ak +1 < bk +1 ≤ bk ≤ ........... ≤ b2 ≤ b1
1
and bk +1 − ak +1 = k +1 ( b1 − a1 )
2
This implies that we obtain a sequence of interval [ an , bn ] such that
1
bn − an = n (b1 − a1 ) → 0 as n → ∞ .
2
⇒ we have a unique point s such that
s = I [ an , bn ]
there are infinitely many terms of the sequence whose length is ε > 0 that contain s.
For ε = 1 there are infinitely many values of n such that
Sn − s < 1
Let n1 be one of such value then
S n1 − s < 1
Sequences and Series - 14 -

Again choose n2 > n1 such that


1
S n2 − s <
2
Continuing in this manner we find a sequence S nk { } for each positive integer k such
that nk < nk +1 and
1
S nk − s < ∀ k = 1, 2,3,............
k
Hence there is a subsequence S nk { } which converges to s.

Limit Inferior of the sequence


Suppose {Sn } is bounded then we define limit inferior of {Sn } as follow
lim ( inf S n ) = lim U k where U k = inf {Sn : n ≥ k }
n→∞ n→∞
If S n is bounded below then
lim ( inf S n ) = − ∞
n→∞

Limit Superior of the sequence


Suppose {Sn } is bounded above then we define limit superior of {Sn } as follow
lim ( sup S n ) = lim Vk where Vk = inf {Sn : n ≥ k }
n→∞ n→∞
If S n is not bounded above then we have
lim ( sup S n ) = + ∞
n→∞

Note:
(i) A bounded sequence has unique limit inferior and superior
(ii) Let {Sn } contains all the rational numbers, then every real number is a
subsequencial limit then limit superior of S n is + ∞ and limit inferior of S n is −∞
 1
(iii) Let {S n } = (−1)n 1 + 
 n
then limit superior of S n is 1 and limit inferior of S n is −1 .
(iv) Let U k = inf {Sn : n ≥ k }
 1   1   1  
= inf 1 +  cos kπ , 1 +  cos( k + 1)π ,  1 +  cos(k + 2)π ,................
 k   k +1  k +2 
 1 
 1 + k  cos kπ if k is odd
=  
1 + 1  cos(k + 1)π if k is even
 k + 1 
⇒ lim ( inf Sn ) = lim U k = −1
n→∞ n→∞

Also Vk = sup{Sn : n ≥ k }
 1 
1 + k + 1  cos(k + 1)π if k is odd
=  
 1 
1 +  cos kπ if k is even
 k 
⇒ lim ( inf Sn ) = lim Vk = 1
n→∞ n→∞

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Sequences and Series - 15 -

Theorem
If {Sn } is a convergent sequence then
lim S n = lim ( inf S n ) = lim ( sup S n )
n→∞ n→∞ n→∞

Proof
Let lim S n = s then for a real number ε > 0 , ∃ a positive integer n0 such that
n→∞

Sn − s < ε ∀ n ≥ n0 ……….. (i)


i.e. s − ε < Sn < s + ε ∀ n ≥ n0
If Vk = sup{Sn : n ≥ k }
Then s − ε < Vn < s + ε ∀ k ≥ n0
⇒ s − ε < lim Vn < s + ε ∀ k ≥ n0 …………. (ii)
k →∞
from (i) and (ii) we have
s = lim sup {S n }
k →∞

We can have the same result for limit inferior of {Sn } by taking
U k = inf {Sn : n ≥ k }

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Sequences and Series - 16 -

Infinite Series

Given a sequence {an } , we use the notation ∑a
i =1
n or simply ∑an to denotes the

sum a1 + a2 + a3 + .............. and called a infinite series or just series.


n
The numbers S n = ∑ ak are called the partial sum of the series.
k =1

If the sequence {Sn } converges to s, we say that the series converges and write

∑a
n=1
n = s , the number s is called the sum of the series but it should be clearly

understood that the ‘s’ is the limit of the sequence of sums and is not obtained simply
by addition.
If the sequence {Sn } diverges then the series is said to be diverge.
Note:
The behaviors of the series remain unchanged by addition or deletion of the certain
terms
Theorem

If ∑a
n=1
n converges then lim an = 0 .
n→∞

Proof
Let S n = a1 + a2 + a3 + .......... + an
Take lim S n = s = ∑ an
n→∞
Since an = Sn − S n −1
Therefore lim an = lim ( S n − S n−1 )
n→∞ n→∞
= lim S n − lim S n−1
n→∞ n→∞
=s−s=0
Note:
The converse of the above theorem is false
Example

1
Consider the series ∑n.
n=1
1 1 1
We know that the sequence {Sn } where S n = 1 + + + ............. + is divergent
2 3 n

1
therefore ∑n
n=1
is divergent series, although lim an = 0 .
n→∞

This implies that if lim an ≠ 0 , then


n→∞
∑a n is divergent.
It is know as basic divergent test.
Theorem (General Principle of Convergence)
A series ∑ an is convergent if and only if for any real number ε > 0 , there exists a
positive integer n0 such that

∑a
i = m +1
i <ε ∀ n > m > n0

Proof
Let S n = a1 + a2 + a3 + ............. + an
then {Sn } is convergent if and only if for ε > 0 ∃ a positive integer n0 such that
Sequences and Series - 17 -

Sn − Sm < ε ∀ n > m > n0



⇒ ∑a
i = m +1
i = Sn − Sm < ε

Example

1
If x < 1 then ∑x
n= 0
n
=
1− x

And if x ≥ 1 then ∑x
n =0
n
is divergent.

Theorem
Let ∑ an be an infinite series of non-negative terms and let {Sn } be a sequence of
its partial sums then ∑ an is convergent if {Sn } is bounded and it diverges if {Sn } is
unbounded.
Proof
Since an ≥ 0 ∀ n ≥ 0
S n = S n−1 + an > S n−1 ∀ n≥0
therefore the sequence {Sn } is monotonic increasing and hence it is converges if
{Sn } is bounded and it will diverge if it is unbounded.
Hence we conclude that ∑a n is convergent if {Sn } is bounded and it divergent if
{Sn } is unbounded.
Theorem (Comparison Test)
Suppose ∑ an and ∑ bn are infinite series such that an > 0 , bn > 0 ∀ n . Also
suppose that for a fixed positive number λ and positive integer k , an < λ bn ∀ n ≥ k
Then ∑a n converges if ∑b n is converges and ∑b n is diverges if ∑a n is diverges.
Proof
Suppose ∑b n is convergent and
an < λ bn ∀ n ≥ k …………. (i)
then for any positive number ε > 0 there exists n0 such that
n
ε

i = m +1
bi <
λ
n > m > n0

from (i)
n n

∑ ⇒
i =m +1
ai < λ ∑ b <ε
i = m +1
i , n > m > n0

⇒ ∑a n is convergent.
Now suppose ∑ a is divergent then {Sn } is unbounded.
n

⇒ ∃ a real number β > 0 such that


n

∑ b >λβ
i = m +1
i , n>m

from (i)
n n
1
⇒ ∑b >λ ∑a >β
i =m +1
i
i =m +1
i , n>m

⇒ ∑ b is convergent.
n
Sequences and Series - 18 -

Example
1
We know that ∑n is divergent and

n≥ n ∀ n ≥1
1 1
⇒ ≤
n n
1 1
⇒ ∑
n
is divergent as ∑n is divergent.

Example
1
The series ∑n α
is convergent if α > 1 and diverges if α ≤ 1 .

1 1 1
Let Sn = 1 + α
+ α + .................. + α
2 3 n
If α > 1 then
1 1
Sn < S2n and α
<
n (n − 1)α
 1 1 1 1 
Now S 2 n = 1 + α + α + α ............ +
 2 3 4 (2n)α 
 1 1 1  1 1 1 1 
= 1 + α + α + ............ + α 
+  α + α + α + ............ +
 3 5 (2n − 1)   2 4 6 (2n)α 
 1 1 1  1  1 1 1 
= 1 + α + α + ............ + α 
+ α 1 + α + α + ............ + α 
 3 5 (2n − 1)  2  2 3 ( n) 
 1 1 1  1
< 1 + α + α + ............ + α 
+ Sn
 2 4 (2n − 2)  2α
replacing 3 by 2, 5 by 4 and so on.
1  1 1  1
=1 +α 
1 + α + ............ + +
(n − 1)α  2α
Sn
2  2
1 1 1 1
=1 + α Sn −1 + α S n =1 + α S 2 n + α S2 n Q Sn −1 < S n < S 2 n
2 2 2 2
2
=1 + α S 2 n
2
1
⇒ S 2 n < 1 + α −1 S 2 n
2
 1   2α −1 − 1  2α −1
⇒ 1 − α −1  S 2 n < 1 ⇒  α −1  S 2 n < 1 ⇒ S 2 n < α −1
 2   2  2 −1
2α −1
i.e. S n < S 2 n <
2α −1 − 1
1
⇒ {Sn } is bounded and also monotonic. Hence we conclude that ∑n α
is
convergent when α > 1 .
If α ≤ 1 then
nα ≤ n ∀ n ≥ 1
1 1
⇒ α ≥ ∀ n ≥1
n n
1 1
Q ∑ is divergent therefore ∑n α
is divergent when α ≤ 1.
n
Sequences and Series - 19 -

Theorem
an
Let an > 0 , bn > 0 and lim
n→∞ b
= λ ≠ 0 then the series ∑a n and ∑b n behave alike.
n

Proof
an
Since lim =λ
n→∞ bn
an
⇒ − λ < ε ∀ n ≥ n0 .
bn
λ
Use ε =
2
a λ
⇒ n −λ < ∀ n ≥ n0 .
bn 2
λ a λ
⇒ λ− < n <λ+
2 bn 2
λ an 3λ
⇒ < <
2 bn 2
then we got
3λ 2
an < bn and bn < an
2 λ
Hence by comparison test we conclude that ∑a n and ∑b n converge or diverge
together.
Example
1 x
To check ∑ n sin n
2
diverges or converges consider
1 x 1
an = sin 2 and take bn = 3
n n n
an x
then = n 2 sin 2
bn n
2
x 2  x
sin  sin 
= n = x2 n
1  x 
 
n2  n 
Applying limit as n → ∞
2 2
 x  x
 sin sin
a
lim n = lim x 2  n  = x 2  lim n
 n→∞ x  = x (1) = x
2 2
n→∞ b n→∞ x 
n    
 n   n 
⇒ ∑ an and ∑ bn have the similar behavior ∀ finite values of x except x = 0.
1
Since ∑n 3
is convergent series therefore the given series is also convergent for
finite values of x except x = 0.

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Sequences and Series - 20 -

Theorem ( Cauchy Condensation Test )


Let an ≥ 0 , an > an +1 ∀ n ≥ 1 , then the series ∑ an and ∑2 n −1
a2n −1 converges or
diverges together.
Proof
Let us suppose
S n = a1 + a2 + a3 + ............... + an
and tn = a1 + 2a2 + 2 2 a22 + ................ + 2 n−1 a2n−1 .
Q an ≥ 0 and n < 2n−1 < 2n − 1
∴ Sn < S2n−1 < S2n −1 for n > 2
then
S2n −1 = a1 + a2 + a3 + ...... + a2n −1
(
= a1 + ( a2 + a3 ) + ( a4 + a5 + a6 + a7 ) + ....... + a2n−1 + a2n −1+1 + a2n −1+ 2 + ..... + a2n −1 )
< a1 + ( a2 + a2 ) + ( a4 + a4 + a4 + a ) + ....... + ( a
4 2n −1
+ a2n −1 + a2n−1 + ..... + a2n−1 )
< a1 + 2 a2 + 22 a4 + ....... + 2 n−1 a2n −1 = tn
⇒ S n < tn
⇒ Sn < tn < 2S2n …………. (i)
Now consider
S2n = a1 + a2 + a3 + ............... + a2n
(
= a1 + a2 + ( a3 + a4 ) + ( a5 + a6 + a7 + a8 ) + ....... + a2n−1+1 + a2n−1+ 2 + a2n−1+3 + .... + a2n )
1
(
> a1 + a2 + ( a4 + a4 ) + ( a8 + a8 + a8 + a8 ) + ...... + a2n + a2n + a2n + ..... + a2n
2
)
1
= a1 + a2 + 2 a4 + 2 2 a8 + ................ + 2 n−1 a2n
2
1
(
= a1 + 2 a2 + 2 3a4 + 23 a8 + ................ + 2 n a2n
2
)
1
⇒ S 2 n > t n ………… (ii)
2
⇒ 2 S 2 n > tn
From (i) and (ii) we see that the sequence S n and tn are either both bounded or both
unbounded, implies that ∑a n and ∑2 n −1
a2n −1 converges or diverges together.

Example
1
Consider the series ∑n p

1
If p ≤ 0 then lim ≠0
n→∞ np
therefore the series diverges when p ≤ 0 .
If p > 0 then the condensation test is applicable and we are lead to the series
∞ ∞
1 1

k =0
2 k
k p
(2 )
= ∑
k =0 2
kp − k

∞ ∞ k
1  1 
=∑ = ∑  ( p −1) 
k =0 2( p −1) k k =0  2 

= ∑2
k =0
(1− p ) k

Now 21− p < 1 iff 1 − p < 0 i.e. when p > 1


Sequences and Series - 21 -

And the result follows by comparing this series with the geometric series having
common ratio less than one.
The series diverges when 21− p = 1 ( i.e. when p = 1 )
The series is also divergent if 0 < p < 1.
Example

∑ n (ln n)
1
If p > 1 , p
converges and
n= 2

If p ≤ 1 the series is divergent.


 1 
Q {ln n} is increasing ∴   decreases
 n ln n 
and we can use the condensation test to the above series.
1
We have an =
n ( ln n )
p

1 1
⇒ a2n = ⇒ 2 n a2n =
( ) ( n ln 2 )
p p
2 n ln 2 n
⇒ we have the series
1 1 1
∑ 2n a2n = ∑ (n ln 2) p = ( ln 2 ) p ∑ n p
which converges when p > 1 and diverges when p ≤ 1 .
Example
1
Consider ∑ ln n
 1 
Since {ln n} is increasing there   decreases.
 ln n 
And we can apply the condensation test to check the behavior of the series
1 1
Q an = ∴ a2n =
ln n ln 2 n
2n 2n
so 2 n a2n = ⇒ 2 n
a n =
ln 2n 2
n ln 2
n
2 1
since > ∀ n ≥1
n n
1
and ∑ is diverges therefore the given series is also diverges.
n

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Sequences and Series - 22 -

Alternating Series
A series in which successive terms have opposite signs is called an alternating series.
(−1)n +1 1 1 1
e.g. ∑ = 1 − + − + ............... is an alternating series.
n 2 3 4
Theorem (Alternating Series Test or Leibniz Test)
Let {an } be a decreasing sequence of positive numbers such that lim an = 0 then the
n→∞

alternating series ∑ (−1)
n=1
n+1
an = a1 − a2 + a3 − a4 + ................ converges.

Proof
Looking at the odd numbered partial sums of this series we find that
S 2 n +1 = (a1 − a2 ) + (a3 − a4 ) + (a5 − a6 ) + ........... + (a2 n−1 − a2 n ) + a2 n+1
Since {an } is decreasing therefore all the terms in the parenthesis are non-negative
⇒ S 2 n +1 > 0 ∀ n
Moreover
S 2 n +3 = S 2 n+1 − a2 n+2 + a2 n+3
= S2 n +1 − ( a2 n +2 − a2 n+3 )
Since a2 n+ 2 − a2 n +3 ≥ 0 therefore S 2 n +3 ≤ S 2 n +1
Hence the sequence of odd numbered partial sum is decreasing and is bounded below
by zero. (as it has +ive terms)
It is therefore convergent.
Thus S 2 n+1 converges to some limit l (say).
Now consider the even numbered partial sum. We find that
S 2 n +2 = S2 n+1 − a2 n+ 2
and
lim S 2 n+ 2 = lim ( S 2 n+1 − a2 n +2 )
n→∞ n→∞
= lim S 2 n+1 − lim a2 n+2
n→∞ n→∞
=l −0 =l Q lim an = 0
n→∞
so that the even partial sum is also convergent to l .
⇒ both sequences of odd and even partial sums converge to the same limit.
Hence we conclude that the corresponding series is convergent.
Absolute Convergence
∑ an is said to converge absolutely if ∑a n converges.

Theorem
An absolutely convergent series is convergent.
Proof:
If ∑ an is convergent then for a real number ε > 0 , ∃ a positive integer n0 such that
n n


i = m +1
ai < ∑
i = m +1
ai < ε ∀ n, m > n0

⇒ the series ∑a n is convergent. (Cauchy Criterion has been used)

Note
The converse of the above theorem does not hold.
(−1)n +1 1
e.g. ∑ is convergent but ∑ is divergent.
n n
Sequences and Series - 23 -

Theorem (The Root Test)


1
Let lim Sup an n
=p
n→∞

Then ∑a n converges absolutely if p < 1 and it diverges if p > 1 .


Proof
Let p < 1 then we can find the positive number ε > 0 such that p + ε < 1
1
⇒ an n
< p +ε < 1 ∀ n > n0
⇒ an < ( p + ε ) < 1
n

Q ∑ ( p + ε ) is convergent because it is a geometric series with


n
r < 1.
∴ ∑ a is convergent
n

⇒ ∑ a converges absolutely.
n

Now let p > 1 then we can find a number ε1 > 0 such that p − ε1 > 1 .
1
⇒ an n
> p +ε > 1
⇒ an > 1 for infinitely many values of n.
⇒ lim an ≠ 0
n→∞

⇒ ∑a n is divergent.
Note:
The above test give no information when p = 1 .
1 1
e.g. Consider the series ∑ and ∑ 2 .
n n
1 1
For each of these series p = 1 , but ∑ is divergent and ∑n 2
is convergent.
n
Theorem (Ratio Test)
The series ∑ an
an+1
(i) Converges if lim Sup <1
n→∞ an
an +1
(ii) Diverges if > 1 for n ≥ n0 , where n0 is some fixed integer.
an
Proof
If (i) holds we can find β < 1 and integer N such that
an +1
< β for n ≥ N
an
In particular
a N +1
< β
aN
⇒ aN +1 < β aN
⇒ aN +2 < β aN +1 < β 2 aN
⇒ a N +3 < β 3 a N
…………………….
…………………….
…………………….
⇒ a N + p < β p aN
Sequences and Series - 24 -

⇒ an < β n − N aN we put N + p = n .
−N
i.e. an < aN β β n
for n ≥ N .
Q ∑β n
is convergent because it is geometric series with common ration < 1 .
Therefore ∑a n is convergent (by comparison test)
Now if
an+1 ≥ an for n ≥ n0
then lim an ≠ 0
n→∞

⇒ ∑a n is divergent.
Note
an +1
The knowledge = 1 implies nothing about the convergent or divergent of series.
an

Example
−n
 n  n  
n+1

Consider the series ∑ an with an =  −  


 n + 1  n + 1  
n
Q <1 ∴ an > 0 ∀ n .
n +1
−1
1  n  n  
n+1

Also ( an ) n =  −  
 n + 1  n + 1  
−1 −1
 n +1   n    n +1   n +1 
n −n

=   1 −    =   1 −   
 n    n + 1    n    n  
−1
 1   1 
−n

= 1 +  1 − 1 +  
 n    n  
−1
 1   1 
−n

lim an = lim 1 +  1 − 1 +  
n→∞ n→∞
 n    n  
−1
 1   1 − n 
= lim 1 +  lim 1 − 1 +  
n→∞
 n  n→∞   n  
−1 −1
−1  1  e − 1  e 
= 1 ⋅ 1 − e −1  = 1 −  =   =  >1
 e  e   e − 1 
⇒ the series is divergent.

Theorem (Dirichlet)
Suppose that {Sn } , S n = a1 + a2 + a3 + ............. + an is bounded. Let { bn } be positive
term decreasing sequence such that lim bn = 0 , then
n→∞
∑an bn is convergent.
Proof
Q {Sn } is bounded
∴ ∃ a positive number λ such that
Sn < λ ∀ n ≥ 1.
Then ai bi = ( Si − Si −1 ) bi for i ≥ 2
= Si bi − Si−1 bi
= Si bi − Si−1 bi + Si bi +1 − Si bi +1
Sequences and Series - 25 -

= Si ( bi − bi+1 ) − Si −1 bi + Si bi +1
n n
⇒ ∑ a b = ∑ S (b − b ) − ( S
i = m +1
i i
i = m +1
i i i +1 m bm+1 − S n bn +1 )

Q { bn } is decreasing
n n
∴ ∑ab
i = m +1
i i = ∑ S (b − b ) − S
i = m+1
i i i +1 m bm+1 + Sn bn+1
n
< ∑ { S (b − b )} +
i = m +1
i i i +1 S m bm+1 + S n bn +1
n
< ∑ {λ (b − b )} + λ b
i = m +1
i i +1 m +1 + λ bn+1 Q Si < λ

 n 
= λ  ∑ ( bi − bi+1 ) + bm+1 + bn +1 
 i =m+1 
= λ ( ( bm+1 − bn+1 ) + bm+1 + bn +1 ) = 2λ ( bm+1 )
n
⇒ ∑ab
i = m +1
i i <ε where ε = 2λ ( bm+1 ) a certain number

⇒ The ∑a n bn is convergent. ( We have use Cauchy Criterion here. )

Theorem
Suppose that ∑a n is convergent and that { bn } is monotonic convergent sequence
then ∑a n bn is also convergent.
Proof
Suppose { bn } is decreasing and it converges to b .
Put cn = bn − b
⇒ cn ≥ 0 and lim cn = 0
n→∞

Q ∑a n is convergent
∴ {Sn } , S n = a1 + a2 + a3 + ................. + an is convergent
⇒ It is bounded
⇒ ∑ an cn is bounded.
Q an bn = an cn + an b and ∑a n cn and ∑a n b are convergent.
∴ ∑a n bn is convergent.
Now if { bn } is increasing and converges to b then we shall put cn = b − bn .
Example
1
∑ (n ln n) α
is convergent if α > 1 and divergent if α ≤ 1.

To see this we proceed as follows


1
an =
(n ln n)α
2n 2n
Take bn = 2 n a2n = =
(2 ln 2n ) (2 n ln 2 )
n α n α

2n 1
= =
( ln 2 ) ( ln 2 )
nα α α nα −n α α
2 n 2 n
Sequences and Series - 26 -

(α −1) n
1
 
⋅ α
1 2
=
( ln 2 )
α
n
(α −1) n
1 1
Since ∑ α is convergent when α > 1 and   is decreasing for α > 1 and it
n 2
converges to 0. Therefore ∑ bn is convergent
⇒∑ a is also convergent.
n

Now ∑ b is divergent for α ≤ 1 therefore ∑ a


n n diverges for α ≤ 1.

Example
1
To check ∑n α
ln n
is convergent or divergent.

1
We have an = α
n ln n
2n 2n
Take bn = 2n a2n = n α
= nα
(2 ) (ln 2 n ) 2 (n ln 2)
(α −1) n
1
1 2 (1−α ) n
1  2 
= ⋅ = ⋅
ln 2 n ln 2 n
1  1 n (α −1) 
Q ∑ is divergent although    is decreasing, tending to zero for α > 1
n  2  
therefore ∑ bn is divergent.
⇒ ∑ an is divergent.
The series also divergent if α ≤ 1.
i.e. it is always divergent.

References: (1) Lectures (2003-04)


Prof. Syyed Gull Shah
Chairman, Department of Mathematics.
University of Sargodha, Sargodha.
(2) Book
Principles of Mathematical Analysis
Walter Rudin (McGraw-Hill, Inc.)

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Printed: October 20, 2004. Updated: October 11, 2005

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