Professional Documents
Culture Documents
1 Sequences
Note 1.1. N = {n ∈ Z | n ≥ 0} = {0, 1, 2, 3, 4, . . .} and N∗ = N \ {0}
Definition 1.2.
A sequence function is a function whose domain is the set of natural numbers N.
A sequence is the ordered list of elements of the range of a sequence function.
The elements of an (infinite) sequence are called its terms.
Note 1.3.
Notation: If f : N → R is a sequence function and an = f (n), then the resulting sequence is {an }+∞
n=0 =
{a0 , a1 , a2 , . . . , an , . . .} or simply (if there is no ambiguity) {an }.
Variation: For any k ∈ N, {an }+∞ n=k = {ak , ak+1 , ak+2 , . . . , an , . . .}.
Remark 1.5. The sequences {an } and {bn } are equal if an = bn , for every n.
Definition 1.6. The limit of a sequence {an } is the number L, and we write
lim an = L,
n→+∞
if we can make an as close to L as we like by taking n sufficiently large. In this case, the sequence is said to
be convergent or converges to L. Otherwise, the sequence is said to be divergent.
Theorem 1.7. Let f be a function defined on [k, +∞) for some k ∈ N and let an = f (n), for all n ∈ N with
n ≥ k. Then
lim an = lim f (x).
n→+∞ x→+∞
1. If {an } and {bn } are convergent sequences and c, p are constants, then
Definition 1.10. An increasing (resp., decreasing) sequence in which any two consecutive terms are distinct
is said to be strictly increasing (resp., strictly decrasing).
Remark 1.12. To show that the sequence {an } is increasing (resp. decreasing),
1. bounded below if there exists m ∈ R s.t. an ≥ m for all n, and m is called a lower bound for the
sequence.
2. bounded above if there exists M ∈ R s.t. an < M for all n, and M is called an upper bound for the
sequence.
Remark 1.14. An increasing sequence is bounded below by its first term, while a decreasing sequence is bounded
above by its first term.
Theorem 1.15 (Bounded Monotone Convergence Theorem or Monotonic Sequence Theorem). Ev-
ery bounded, monotonic sequence is convergent.
Remark 1.16.
1. Suppose the sequence {an } is monotonic. Then it is convergent if and only if it is bounded.
+∞
X m
X
an = lim an = lim Sm .
m→∞ m→∞
n=1 n=1
Definition 2.3.
X X
1. A series an is said to be absolutely convergent if the series of absolute values |an | is convergent.
n n
X X X
2. If an is convergent but |an | is divergent, then an is said to be conditionally convergent.
n n n
2. Special Series:
(a) A telescoping series is any series where nearly every term cancels with a preceding or following
term. It has a form of
+∞
X +∞
X
f (n) − f (n + 1) or f (n − 1) − f (n).
n=1 n=1
Note 2.4. Not all telescoping series converges.
+∞
X
(b) An arithmetic series an diverges.
n=1
+∞
X 1 1 1
(c) The harmonic series = 1 + + + · · · is divergent.
n 2 3
n=1
+∞
X
(d) A geometric series arn−1 = a + ar + ar2 + · · ·, where a, r ∈ R, is
n=1
+∞
X 1
i. convergent if |r| < 1. Moreover, arn−1 = .
1−r
n=1
ii. divergent if |r| ≥ 1.
+∞
X 1
(e) A p-series , where p is a a positive constant, is
np
n=1
i. convergent when p > 1, and
ii. divergent when 0 < p ≤ 1.
(f) An alternating series is a series whose terms are alternately positive and negative. It is of form
X X
(−1)n bn or (−1)n−1 bn ,
n n
3. Ratio Test
+∞
X
Suppose that an is a series with nonzero terms and L ∈ R.
n
an+1
(a) If lim
= L < 1, then the series is absolute convergent, and therefore, convergent.
n→+∞ an
an+1 an+1
(b) If lim = L > 1 or lim = +∞, then the series is divergent.
n→+∞ an n→+∞ an
an+1
(c) If lim
= 1, then no conclusion can be made regarding convergence or divergence.
n→+∞ an
Comment.
(a) Useful if an involves factorials or nth powers.
(b) If an > 0 for every n, then the absolute value sign may be discarded.
4. Root Test
+∞
X
Let an be a series and L ∈ R.
n
1
(a) If lim |an | n = L < 1, then the series is absolute convergent, and therefore, convergent.
n→+∞
1 1
(b) If lim |an | n = L > 1 or lim |an | n = +∞, then the series is divergent.
n→+∞ n→+∞
1
(c) If lim |an | = 1, then no conclusion can be made regarding convergence or divergence
n
n→+∞
Comment.
5. Integral Test
+∞
X
Given a series f (n) of positive terms, where f (n) = an for all n, and f is a function that is continuous,
n=k
positive-valued, and decreasing on [k, +∞), for some k ∈ N. Then, the series
Z +∞
(a) converges if the improper integral f (x) dx converges.
k
Z +∞ Z b
(b) diverges if the improper integral f (x) dx = +∞. lim f (x) dx diverges
k b→+∞ k
(a) Because convergence is not affected by the first few terms of the series, the integral and the series
need not start at n = 1. We can relax the condition on f : Suppose f is continuous, positive, and
decreasing in [N, ∞), where n ∈ N.
∞
X Z ∞
(b) The sum of the series is not equal to the integral: an 6= f (x) dx
n=1 1
6. Comparison Test
X X
Suppose an and bn are series of nonnegative terms.
n n
X X
(a) If an ≤ bn for all n ≥ k, for some k, and bn is convergent, then the series an is also convergent.
n n
X X
(b) If an ≥ bn for all n ≥ k, for some k, and bn is divergent, then the series an is also divergent.
n n
Remark 2.6. To use the Comparison Test. it is very important to know certain to know certain con-
vergent/divergent series. We cannot conclude anything regarding convergence or divergence of the series
if the conditions are not satisfied.
Comment. The comparison series is often a geometric or a p-series.
Remark 2.7.
+∞
an X
(a) No conclusion when lim = 0 and bn diverges.
n→+∞ bn
n
+∞
an X
(b) lim = +∞ and bn converges.
n→+∞ bn
n
+∞
X +∞
X +∞
X
(an ± bn ) = an ± bn .
n=1 n=1 n=1
+∞
X +∞
X +∞
X
2. If an is convergent and bn is divergent, then (an ± bn ) is divergent.
n=1 n=1 n=1
+∞
X +∞
X +∞
X
3. If an and bn are both divergent, then no immediate conclusion can be made for (an ± bn ).
n=1 n=1 n=1
+∞
X +∞
X +∞
X +∞
X
Theorem 2.9. 1. If c 6= 0 and an is convergent, then can is also convergent and can = c an .
n=1 n=1 n=1 n=1
+∞
X +∞
X
2. If c 6= 0 and an is divergent, then can is also divergent.
n=1 n=1
+∞
X +∞
X
Theorem 2.10. For any positive integer k, an = a1 + a2 + a3 + · · · and an = ak + ak+1 + ak+2 + · · ·
n=1 n=k
are both convergent or both divergent.
+∞
X
Theorem 2.11. If the series an is convergent, then lim an = 0.
n→+∞
n=1
+∞
X
Remark 2.12. The converse of the theorem is not true. That is, an infinite series an may be divergent
n=1
even if lim an = 0.
n→+∞
Note 2.13. The contrapositive of this theorem is known as the Divergence Test.
Theorem 2.14. Adding or subtracting a finite number of terms will not change the convergence or divergence
of a series.
Theorem 2.15. If all of the terms of a series are positive, regrouping the terms will not affect the convergence
of the series.
Theorem 2.16. If all the terms are positive, rearranging the terms will not affect the convergence of the series.
Theorem 2.17. If there are both positive and negative terms on the series, the previous remarks (2.14-2.16)
cannot be applied.
+∞
X
Theorem 2.18. If an is a given convergent series of positive terms, its terms can be grouped in any manner
n
and the resulting series also will be convergent and will have the same sum as the given series.
X
Theorem 2.19. If an is a series of positive terms, then |an | = an and so absolute convergence is the same
n
as convergence.
X X
Theorem 2.20. If an is absolutely convergent, then an is convergent.
n n
X X
Theorem 2.21. If an is divergent, then |an | is divergent.
n n
Theorem 2.22. The sum of a conditionally convergent series is different when the terms of the series are
rearranged.
Theorem 2.23. The sum of an absolutely convergent series is fixed even if the terms of the series are rear-
ranged.
Note 2.24.
2. To test for series of nonnegative terms use Integral Test, Comparison Test, Limit Comparison Test
3. To test for series of positive and negative terms use Alternating Series Test, Ratio Test, Root Test
3 Power Series
Definition 3.1. A power series about a (or centered at a) is a series of the form
+∞
X
cn (x − a)n = c0 + c1 (x − a) + c2 (x − a)2 + c3 (x − a)3 + · · · ,
n=0
Remark 3.2.
3. There is a positive number R such that the series converges absolutely if |x − a|< R and diverges if
|x − a|> R. .
Remark 3.4.
1. The number R mentioned in case (3) is called radius of convergence of the power series. The
interval of convergence (IoC) of all values of x for which the power series is convergent.
2. In case (1), R = 0 and IoC = {a} and case (2), R = ∞ and IoC = (−∞, +∞). In case (3), there are
four possibilities for the interval of convergence:
3. In most cases, the radius and interval of convergence can be obtained using Ratio Test or Root Test.
+∞
X
f (x) = cn (x − a)n ,
n=0
whose domain is the interval of convergence of the power series. That means, we can represent certain types
of functions as power series.
Note 4.2. This is useful for integrating functions that don’t have elementary antiderivatives, for solving
differential equations, and for approximating functions by polynomials.
+∞
X
Theorem 4.3. Let cn (x − a)n be a power series with positive radius of convergence R. If f is the function
n=0
+∞
X
defined by f (x) = cn (x − a)n and x is in the interval of convergence, then
n=0
+∞
X
1. f 0 (x) = ncn (x − a)n−1 = c1 + 2c2 (x − a) + 3c3 (x − a)2 + 4c4 (x − a)3 + · · ·
n=0
+∞
(x − a)n+1 (x − a)2 (x − a)3
Z X
2. f (x) dx = C + cn = C + c0 (x − a) + c1 + c2 + ···.
n+1 2 3
n=0
The radii of convergence of the power series in (i) an (ii) are both R.
Remark 4.4.
1. In this theorem, the lower index of the power series for f (x) is n = 0 while it is n = 1 for f 0 (x). This
doesn’t happen in general. This happens only when f has a constant term. Otherwise, the lower of the
power series for f 0 (x) is the same as that of f (x).
2. The radius of convergence of the derivative and integral of a power series is the same as that of the
original series, though not necessarily for the interval of convergence.
+∞ n
X x
2. ex = , x∈R
n!
n=0
Remark 5.2.
2. The series in Theorem 5.1 is called the Taylor series for g about a (Brook Taylor, 1685-1731).
3. The Taylor series centered at a = 0 is called the Maclaurin series for g (Collin Maclaurin, 1698-1746).
Remark 5.3.
1. If a function g is represented by a power series in x − a on some open interval containing a, then that
power series is the Taylor series for g about x = a.
Remark 5.4. It is sometimes true that a function is equal to its Taylor series at all points in the interval of
convergence of the series, but not always.
k
X f (n) (a) f 0 (a) f 00 (a) f (k) (a)
Pk (x) = (x − a)n = f (a) + (x − a) + (x − a)2 + . . . + (x − a)k .
n! 1! 2! k!
n=0
Definition 6.3. Define Rk (x) = f (x) − Pk (x), called the remainder function. Then
k
X f (n) (a)
Pk (x) = (x − a)n = lim Pk (x) = lim [f (x) − Rk (x)] = f (x) − lim Rk (x).
n! k→+∞ k→+∞ k→+∞
n=0
This means that f (x) is equal to its power series if and only if lim Rk (x) = 0. |Rk | is known as the error of
k→+∞
the approximation.
Theorem 6.4 (Langrange Form of Rk ). Let f be a function whose first k + 1 derivative exist in the open
interval I between x and a with f (k) continuous in the closed interval between x and a. Then for some z ∈ I,
with z dependent of k,
f (k+1) (z)
Rk (x) = (x − a)k+1 .
(k + 1)!
Remark 6.5. The previous theorem is a generalization of the Mean Value Theorem.
Corollary 6.6. Assume the hypothesis of the previous theorem. If there is a constant M satisfying f (k+1) (z) ≤
M for any x ∈ I, then
M
|Rk (x)| ≤ |x − a|k+1 .
(k + 1)!