analisis real

© All Rights Reserved

8 views

analisis real

© All Rights Reserved

- Math 142 Series Notes
- Infinite Series
- Chapter_1_MAT455[1].pdf
- MIB.LECTURE9
- Chapter 10 Infinite Series
- Lectures 1 4
- Chapter 1
- cristian neculescu - cursuri
- 16_2
- Lecture24 Handout
- ap calc essay 4
- Sequences and Series - Is the Sum of Sin(n)_n Convergent or Divergent_ - Mat
- What is..... Abel Summability?!
- 01-Series-Basic Concepts.ppt
- Chapter 2 Series
- w7
- fyc20
- Unit VI, Real Series CALCULUS 3
- lecturen2
- 16_2.pdf

You are on page 1of 9

2.1

Series

In this part of the course, we will be concerned with how one can formalise the idea of

summing an infinite list of numbers

a1 + a2 + a3 + . . . .

As you would expect, this will once again involve the notion of a limit. We begin with a

basic definition:

Definition 2.1 Let (an )

n=1 be a sequence. For each n 1, let

sn = a1 + a2 + . . . + an =

n

X

ak .

k=1

P

The series with nth term an , denoted

an , is, formally, the sequence (sn ). an is called

the nth term of the series and sn is called the nth partial sum of the series.

P

an .

We denote a series by the notation

Note that, as far as we are concerned, a series involves an infinite list of numbers. We do

not discuss finite series, since there are no convergence issues there.

Lets consider an example.

P

Example (1)n .

The nth term is (1)n and the nth partial sum sn is 1 if n is odd and 0 if n is even.

2.2

Convergence of series

P

Definition 2.2 Let

an be a series. If the sequence (sn ) of partial sums converges to L

(finite), thenPwe say that the series converges to L, or has sum L. If (sn ) diverges, then

we say that

an diverges.

If a series

an converges to L, we write

Theorem 2.3 If

n=1 an

= L.

P that its converse is false: an

tending to 0 does not necessarily mean that the series

an converges. Finding sufficient

conditions for a series to converge is the P

main aim in what follows, and its not easy. Life

would be simple if it were the case that

an converges if and only if an 0, but it isnt

so.

2.3

Special series

Theorem 2.4 (Geometric Series) Let a, r R. Then

P n1

a

1.

ar

converges to 1r

if |r| < 1.

P n1

2.

ar

diverges if |r| 1.

Theorem 2.5 The harmonic series

1/n diverges.

Theorem 2.6 The series

There are also exist some Algebra of Limits results which can be proved directly from

the corresponding results for sequences:

P

P

P

P

Theorem 2.7 Suppose

an and

bn converge,Pand that

= L and

n=1 anP

n=1 bn =

M

.

Then,

for

any

real

number

c,

the

series

(a

+

b

)

and

ca

converge,

and

n

n

n

P

P

(a

+

b

)

=

L

+

M

and

ca

=

cL.

n

n

n=1 n

n=1

For example, if an = (1)n / n,

P not hold for products. P

then, as we willP

shortly see,

an converges. However, (an an ) diverges. This latter

1

series is simply

n , the harmonic series.

6

2.4

A series is nonnegative if all its terms are nonnegative. (Later we look at series which

have some negative terms, but its easiest at the moment to stick to nonnegative series.)

The aim now is to develop a range of tests for convergence.

2.4.1

Comparison Test

Theorem 2.8 (Comparison Test) Let (an ), (bn ) be nonnegative sequences such that

an bn for all n. Then

P

P

P

bn converges, then

an does also, and

n=1 an

n=1 bn .

P

P

2. If

an diverges, then

bn diverges.

1. If

Pto use it in the right direction. Suppose,

for example,

you want to use it to show that

an converges. Then you need to find a

P

series

bn that you know converges and

which

satisfies 0 an bn for all n. IfPyou

P

wanted to use it to show that a series

cn diverges, you need a divergent series

dn

with cn dn .

The Comparison Test can be weakened slightly as follows. (Here, what weve done is

replace for all n with for all sufficiently large n.)

Theorem 2.9 Let (an ), (bn ) be nonnegative sequences such that there is some N such that

an bn for all n > N . Then

P

bn converges, then

an does also.

P

P

2. If

an diverges, then

bn diverges.

1. If

n2 + 1

. The nth term here behaves like 1/n3 , because the

n5 + n + 1

5

dominant term on the numerator is n2 and the dominant term in the denominator

P is3 n .

But this needs to be made precise. We can formally compare the series with

1/n by

noting that

n2 + n2

2

n2 + 1

= 3.

5

5

n +n+1

n

n

P

P

3

3

The series

2/n converges because

1/n does (this being a standard result from

above). Hence, by the Comparison Test, the given series converges also.

Example Consider

The following, more sophisticated, version of the Comparison Test, is more useful. We

could call it the Limiting Comparison Test, but well just call it the Comparison Test

(since it subsumes the previous versions).

Theorem 2.10 (Comparison Test) Suppose that

are positive and that an /bn

P(an ), (bn )P

L, where L 6= 0 (and L is finite) as n . Then

an and

bn either both converge or

both diverge: that is, they have the same behaviour with respect to convergence.

n2 + 1

. Using the limiting form of the Comparison Test

5

P n +3 n + 1

to compare the series with

1/n , we simply observe that, since

Example Consider again

n5 + n3

(n2 + 1)/(n5 + n + 1)

1 + n2

=

1 6= 0,

=

1/n3

n5 + n + 1

1 + n4 + n5

and since

2.4.2

Ratio Test

Theorem 2.11 (Ratio Test) Let

L = lim

an+1

an

(L = allowed).

Then

1. L < 1

an converges.

2. L > 1

Note that

if L = 1: in this case, the test is useless. In fact, consider the

P this saysPnothing

2

series

1/n and

1/n . In both cases, an+1 /an 1, yet the first series is divergent

and the second convergent. So the ratio test fails in the case L = 1 not because we cant

prove that it works, but because the limit of the ratio really tells us nothing at all about

convergence or divergence if that limit is 1.

Proof

We only prove (i). So suppose that L < 1. Evidently, we may choose an M such that

L < M < 1. Hence there exists N such that

nN

an+1

< M.

an

aN +n < M n aN .

P n

Now since the geometric

series

M aN converges (since

0 < M < 1), we have by the

P

P

Comparison Test that

aN +n converges, and hence

an converges.

X n7

. Letting an = n7 /6n , we have

Example Consider

6n

an+1

(n + 1)7 /6n+1

1 (n + 1)7

1

1 7

1

=

=

=

1+

.

7

n

7

an

n /6

6 n

6

n

6

This limit is less than 1, so the series converges.

2.4.3

Root Test

P

1/n

Theorem 2.12 (Root Test) Let

an be a nonnegative series, and suppose that an

L as n (where we allow L = ). Then,

1. L < 1

an converges.

2. L > 1

X n7

6n

a1/n

n

1/n

Now, n1/n 1, so an

. Here,

n7

6n

1/n

=

n7/n

(n1/n )7

=

.

6

6

Again, note that the Root Test says nothing about the case L = 1.

2.4.4

Integral Test

Theorem 2.13 (Integral Test) Let g be a positive,

R n decreasing, integrable (for

P example,

continuous) function on [1, ), and let G(n) = 1 g(x) dx. Then theP

series

g(n) converges if and only if the sequenceR(G(n)) converges. In other words,

g(n) converges if

In fact, the following slight generalisation is valid.

Theorem 2.14 (Integral Test) Suppose that a 1 is a fixed number. Let g be a positive,

decreasing, function defined

Rn

P on [a, ) and integrable on [a, ), and let G(n) =

g(x)

dx.

Then

the

series

g(n) converges if and only if the sequence (G(n))

a

R conP

verges. In other words,

g(n) converges if and only if the improper integral a g(x) dx

exists.

(This second version is useful when the integral exhibits improper behaviour near 1, as in

the following example.)

P

P

P

Example Consider

1/(n log n). We know that

1/n diverges and that

1/n2 converges. This series is between these two. To see whether it converges, we can use the

integral test. Let g(n) = 1/(n log n). Then, taking a = 2 in the general version of the

integral test, we have

Z n

Z n

Z log n

1

1

g(x) dx =

dx =

du,

2

2 x log x

log 2 u

where we have made the substitution u = log x. So

n

G(n) = [log u]log

log 2 = log log n log log 2.

because the integral of g(x) is not defined when x = 1.)

2.5

Alternating series

A series is alternating

if its terms are alternately positive and negative. Such a series takes

P

the form (1)n+1 cn , where cn 0.

P

P

Theorem 2.15 (Leibniz Alternating Series Test) Suppose that an = (1)n+1 cn

is an alternating series, where

cn 0. Then, if (cn ) is a decreasing sequence and

P

limn cn = 0, the series

an converges.

10

Corollary 2.16

P (1)n+1

converges for s > 0.

ns

Note: this test says that if the sequence (cn ) is decreasing and tends to 0, then the series

converges. It says nothing at all if one of these two conditions fails to hold. This does not

mean that these two conditions are necessary for convergence of the alternating series: it

just means that the Leibniz test doesnt work in those situations.

2.6

2.6.1

Absolute convergence

Definition of absolute convergence

P

Definition 2.17 Let

an be P

a series (in which some of the P

terms may be negative).

P

P If

|an | converges,

we

say

that

a

converges

absolutely.

If

a

converges

but

|an |

n

n

P

diverges, then

an is said to converge conditionally.

Absolute convergence implies convergence.

Theorem 2.18 If a series is absolutely convergent, then it is convergent.

Note that if

convergent.

P n1

From what we saw earlier, the geometric series

ar

converges absolutely if

|r| < 1.

P

P

The previous corollary and the fact that

1/n diverges, show that the series

(1)n /n converges conditionally.

2.6.2

Theorem 2.19 (Comparison Test) Let (an ), (bn ) be sequences such that |an | |bn | for

all n. Then

P

P

P

bn converges absolutely, then

an does also and

n=1 |an |

n=1 |bn |.

P

P

2. If

|an | diverges, then

|bn | diverges.

1. If

11

L = lim

|an+1 |

|an |

(L = allowed).

Then

1. L < 1

an converges absolutely

2. L > 1

an diverges.

P

Theorem 2.21 (Root Test) Let

an be a series, and suppose that |an |1/n L as

n (where we allow L = ). Then,

1. L < 1

an converges absolutely.

2. L > 1

2.7

Power Series

P

n , where x is a real variable.

For our purposes, a power series is a series of the form

an xP

Perhaps the most important example of a power series is

xn /n!, used to define the

exponential function. It turns out that, for any real number x, this series converges, and

we may define the exponential function by

X

xn

exp(x) =

n=1

n!

There isnt enough time to cover power series in very great detail, but we look at how our

convergence tests apply to power series.

Lets take the exponential series first. Its easy to show that this converges absolutely for

all x. We simply observe that

n+1

x

/(n + 1)!

|x|

=

0,

|xn /n!|

n+1

for any x, and so, by the Ratio Test, absolute convergence follows.

Heres a less straightforward example.

Example Lets determine exactly those values of x for which the series

vergent. Taking an = xn /n, the ratio |an+1 |/|an | is

n+1

x

/(n + 1)

n

= |x|

|x|.

|xn /n|

n+1

12

xn /n is con-

The ratio test therefore tells us that the series converges absolutely if |x| < 1, and that it

diverges if |x| > 1. But what if |x| = 1? Here, the ratio test is useless and we have to be

more sophisticated. Well, |x| = 1 corresponds to two cases: x = 1P

and x = 1. We treat

each separately. When x = 1, the series isPthe harmonic series

1/n, which we know

diverges. When x = 1, we have the series (1)n /n. This is convergent, by the Leibniz

Alternating Series Test. (Check this!) So we have now determined exactly the values of x

where the series converges: it converges for 1 x < 1 and diverges for all other values

of x.

A general result about power series is as follows.

P

Theorem 2.22 For every sequence (an ), there is an R such that the series

an xn converges absolutely for all x (R, R), and diverges for all x with |x| > R. (It is possible

that R = ).

In the case in which R is finite, what happens at R is not determined by this theorem,

and has to be considered separately. The name radius of convergence is given to R.

13

- Math 142 Series NotesUploaded bytibarion
- Infinite SeriesUploaded byShubham
- Chapter_1_MAT455[1].pdfUploaded byaleeyakamal
- MIB.LECTURE9Uploaded bymrtfkhang
- Chapter 10 Infinite SeriesUploaded byanirudh
- Lectures 1 4Uploaded byalphabeta1729
- Chapter 1Uploaded bynarukiz
- cristian neculescu - cursuriUploaded byDiaconu Sergiu
- 16_2Uploaded byGuddu Balasubramaniyan
- Lecture24 HandoutUploaded byNg Ming
- ap calc essay 4Uploaded byapi-250366197
- Sequences and Series - Is the Sum of Sin(n)_n Convergent or Divergent_ - MatUploaded byEric Barnes
- What is..... Abel Summability?!Uploaded byAndrij Klein
- 01-Series-Basic Concepts.pptUploaded byMuhammad Anwar Habibi
- Chapter 2 SeriesUploaded byAlex Tan
- w7Uploaded byPooja Sinha
- fyc20Uploaded bynigerianhacks
- Unit VI, Real Series CALCULUS 3Uploaded byTigst Tigst Yzachew
- lecturen2Uploaded byS.m. Chandrashekar
- 16_2.pdfUploaded byNelsonMoseM
- CalcII-Slides8.2Uploaded bynou channarith
- SeriesUploaded byshahbazalam4a5
- Applied Math IIUploaded byyeshi janexo
- Series Summary CompleteUploaded byFrantz Clermont
- Third_Sem_BSc_Mathematics_Core_Course_Calculus_and_Analytic_Geometry_on29oct2015.pdfUploaded byUsama Shahnawaz
- 4-Series With Nonnegative TermsUploaded byAhmadMoaaz
- Series Convergence Tests BlackpenredpenUploaded byKarolina Padilla Valdez
- test of comparisonUploaded byAtifAliZafar
- Lecture on Series.Uploaded byzeel
- Series and seriesUploaded byVishal Yadav

- Steps Involved in Capstone ProjectUploaded byNipul Bafna
- Statistical Signal ProcessingUploaded bychegu.balaji
- 165851529 Solution Manual Elementary Classical Analysis Marsden Chap 1 to 4Uploaded byMun Su Park
- Tutorial 2018 OptimizationUploaded byburhan
- Chapter 18Uploaded byPRIYANKA H MEHTA
- 141Uploaded byFilippin
- Institute NotesUploaded byFernando Esteban Castro Roman
- SPECTROPHOTOMETRIC DETERMINATION OF AN EQUILIBRIUM CONSTANT OF A REACTIONUploaded byGabriella Angluben
- 2.0 PEMBELAJARAN GEOMETRI_Nota Ringkas Kuliah 2Uploaded byQuek Quekquek
- Lebesgue Criterion for Riemann IntegrabilityUploaded byFeyn Fan
- IntroRealAnal-ch04Uploaded bySouparna Banerjee
- reportUploaded byapi-462678804
- gPCAUploaded bywaitlong75
- NasdaqUploaded byAditya Kursan Kurian
- C3 Differentiation WorkbookUploaded byBrian Patton
- Mathematics-3-Calculus (1).pdfUploaded bynoth
- logrithmic averageUploaded byfaroo28
- 417-420mathematics-xiiUploaded byapi-259591583
- As 2134.2-1999 Recommended Practice for Chemical Analysis by Atomic Absorption Spectrometry Graphite FurnaceUploaded bySAI Global - APAC
- A Manual for System IdentificationUploaded byJulián Salazar
- jose7-2Uploaded byPerfil Web Jdcortestweb
- ODEUploaded byGiuliana Parejaguzman
- Laplace Table ProofsUploaded byJom Agullana
- Fluids for Games 2-10.pdfUploaded byJhonny Nascimento
- PID Controller back upUploaded byluli_pedrosa
- Multiscale Seismic Waveform InversionUploaded bysrinivas
- Numerical Method for engineers-chapter 25Uploaded byMrbudakbaek
- Hw1 PostedUploaded byAndrzej Borzecki
- hyperbolic.pdfUploaded byIrma Dena
- Accident Models and Risk AnalysisUploaded byGary Hook

## Much more than documents.

Discover everything Scribd has to offer, including books and audiobooks from major publishers.

Cancel anytime.