Series

of real numbers
Calculus - Lectures
by
Dipankar Ghosh
IIT Hyderabad

December 5, 2020

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

MA1110 Calculus - I Syllabus for ‘Series of real numbers’

P
Series of real numbers: 1 n=1 an = a1 + a2 + a3 + · · ·
Infinite series, positive series, tests for convergence and divergence,
integral test, alternating series, Leibniz test.

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Series of real numbers

Definition
Consider a sequence {xn } of real numbers.
1
X
A series of real numbers is an infinite formal sum xn .
n=1

Remark
1 In this course, by a ‘series’, we mean a ‘series of real numbers’.
2 Sometimes, a series is denoted by x1 + x2 + x3 + · · · .
3 Roughly speaking, a series is an “infinite summation” of real numbers.
4 There is no guarantee that such a potentially infinite summation could
produce a finite quantity.
i If it produces a finite quantity, then we call that the series is convergent.
ii Otherwise, if this infinite summation does not exist (including the cases that
the summation is 1 or 1), we call that the series is divergent.
5 The statement (4) can be explained better using the concept of a limit.

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

The sequence of partial sums of a series

1
X
Let xn be a series of real numbers.
n=1

Definition
1
X
1 The quantity xn is called the nth term of the series xn .
n=1
1
X
2 The nth partial sum sn of a series xn is defined to be the sum of the
n=1
first n terms of the series, i.e.,
X n
sn = xi for all n 2 N.
i=1
1
X
3 {sn } is called the sequence of partial sums of the series xn .
n=1

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Convergence and divergence of a series

Finitely many real numbers can be added one by one. How can you add
infinitely many real numbers? This can be answered using the notion of limits.

Definition
1
X
For a series xn , define the sum of the series to be the limit of the
n=1
sequence {sn } of partial sums, i.e., the sum of the series is
1 n
!
X X
xn := lim sn = lim xi .
n!1 n!1
n=1 i=1

1 If the limit exists and lim sn = L, then we say that the series is
n!1
1
X
convergent, and the series converges to L. We write xn = L.
n=1
2 If the limit does not exist (including the cases, lim sn = 1 or 1), then
n!1
we say that the series is divergent.

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Example 1: Sequence of partial sums and convergence / divergence

Example (1)
X1
1 1
1 Consider the series whose nth term is .
n=1
n n
2 The nth partial sum sn of the series is given by
sn = 1 + 1
2
+ 1
3
+ ··· + 1
n
for all n 2 N.
3 In Lecture 9 (Cauchy sequence), at the end, we proved that the
X1
1
sequence {sn } is divergent. Hence the series is divergent.
n=1
n
4 Since {sn } is an increasing sequence and it is divergent, hence one can
conclude that the sequence is unbounded above.
X 1
1
5 It follows that lim sn = sup{sn } = 1. Hence = 1.
n!1
n=1
n

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Example 2: Sequence of partial sums and convergence / divergence

Example (2)
1
X
1 Consider the series ( 1)n whose nth term is ( 1)n .
n=1
2 The nth partial sum sn of the series is given by
(
1 if n is odd
sn =
0 if n is even
3 The sequence {sn } has two distinct subsequential limits 1 and 0, hence
lim sn does not exist. Therefore {sn } is divergent.
n!1 { San } → o
ash → a
1
X
4 Hence the series ( 1)n is divergent. ⇐ zone , } →

n=1

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Example 3: Sequence of partial sums and convergence / divergence

Example (3)
1
X 1 1 1 1
1 Consider the series = + + + ···.
n=1
n · (n + 1) 1·2 2·3 3·4
2 The nth partial sum sn of the series is given by
sn = 1
1·2
+ 1
2·3
+ 1
3·4
+ ··· + 1
n·(n+1)
for all n 2 N.
3 Since 1
n·(n+1)
= 1
n
1
(n+1)
,
the nth partial sum sn is same as
⇣ ⌘
I 11
sn = 1 12 + 12 1
3
+ l
✓
1
3 l1
4
+ ·
◆
· · + l 1
n
1
(n+1)
= 1 (n+1) 1
.

4 It follows that lim sn = lim 1

n!1 n!1
1
n+1
= 1. ammo . -
're I
X1 X 1
1 1
5 Hence is convergent, and the sum is = 1.
n=1
n · (n + 1) n=1
n · (n + 1)

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Recalling Cauchy sequence

Definition
A sequence {xn } is called a Cauchy sequence if for any ✏ > 0, there exists a
natural number N (depending on ✏) such that

|xm xn | < ✏ for all m, n > N.

Cauchy’s Criterion provides a necessary and sufficient condition for a

sequence to be convergent without having any prior knowledge of the limit.

Theorem
A sequence {xn } converges if and only if it is Cauchy.

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Cauchy’s Criterion for a series of real numbers

Theorem
P
A series 1n=1 xn is convergent if and only if for any ✏ > 0, there is a natural
P
number N so that | mk=n+1 xk | < ✏ for any natural numbers m > n > N.

Proof.
1
X
Let {sn } be the sequence of partial sums of the series xn . Then
f Kun n=1
Sn = alienee
- -
-

P1 Defn
The series n=1 xn is convergent () The sequence {sn } converges
Thm
() The sequence {sn } is cauchy,

i.e., for any ✏ > 0, there is a natural number N such that

|sm sn | < ✏ for all m, n > N.

It is equivalent to that for any ✏ > 0, there is a natural number N such that

|xn+1 + xn+2 + · · · + xm | < ✏ for all m > n > N.

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

A necessary condition for a series to be convergent

Theorem
1
X
If a series xn is convergent, then lim xn = 0.
n!1
n=1

Proof.
P P1
If the series 1 n=1 xn is convergent, then n=1 xn satisfies the Cauchy’s
Criterion, i.e., for any ✏ > 0, there is a natural number N such that

|xn+1 + xn+2 + · · · + xm | < ✏ for all m > n > N.

Hence, in particular, for any ✏ > 0, there is a natural number N 0 such that

|xn | < ✏ for all n > N 0 . (You may choose N 0 = N + 1).

'
H N
Therefore lim xn ¥7
E n >
= 0. ten
-
ol L
n!1

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Some remarks on the necessary condition for a series to be convergent

Theorem
1
X
If a series xn is convergent, then lim xn = 0.
n!1
n=1

Remark
1
The converse of the theorem is not true in general. For example, lim = 0,
n!1 n
X1
1
but the series is divergent.
n=1
n

Remark
The contrapositive statement of the theorem is the following:
1
X
If lim xn 6= 0, then the series xn is divergent.
n!1
n=1

Errant the series II ,

is
divergent .

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Geometric series

1
X
1 Let r be a real number. A geometric series is a series of the form rn ,
n=0
where the nth term is rn .
2 This is a series where each successive term is produced by multiplying
the previous term by a constant number r.

Theorem
1
X
1 A geometric series rn converges if and only if |r| < 1.
n=0
1
X 1
2 When |r| < 1, then the sum of the series is given by rn = .
n=0
1 r

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

 P1
Geometric series n=0 r
n converges if and only if |r| < 1

Theorem
1
X
1 A geometric series rn converges if and only if |r| < 1.
n=0
1
X 1
2 When |r| < 1, then the sum of the series is given by rn = .
n=0
1 r

Proof.
1
X
Case 1: Let |r| > 1. Since lim rn 6= 0, the series rn is divergent. then
n!1
n=0 Ifrs -1 ,

Case 2: Let |r| < 1. If r > I ,

then
finna rn D le'm n

If r=i ,
then s ,
1
X
= I # 0
Magtf not
enlist .

The sequence {sn } of partial sums of the series r , which is given by

n

n=0
1 rn rn
sn = 1 + r + r 2 + · · · + r n 1
= 1 r
= 1
1 r 1 r
for all n 2 N.
M

Since |r| < 1, it follows that lim r = 0 (Exercise!).n l r

y
-

n!1
Dae ? rn
-

1
di -

1 X 1
Hence lim sn = . Therefore n
r = .
n!1 1 r n=0
1 r
Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers
Example: Geometric series

X1
1 1
1 The series is a geometric series. It converges to 1
= 2.
n=0
2 n
1 2
X1
1
2 Thus 1 + 1
2
+ 1
4
+ 1
8
+ 1
16
+ ··· = = 2.
n=0
2n

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Series of positive terms

Definition
1
X
A series xn is called a series of positive real numbers if xn > 0 for all n.
n=1

Theorem
1
X
A series xn of positive real numbers is convergent if and only if the
n=1
sequence {sn } of partial sums is bounded above.

Proof.
ee Rm
1 N , e Rse Sm e Nn #
-

X
n .

I
Sn =
S ne , =
Consider a series xn of positive real numbers.
th
n=1 Sn s Sme y
Then the sequence {sn } of partial sums is monotone increasing. as xie Eo
Hence, by the theory of monotone sequence (Lecture 7),
{sn } is convergent () {sn } is bounded above.
(see also Lecture 4).
Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers
Example 1: Convergent series of positive terms

Example (1)
1
X 1 1 1 1
1 Consider the series = + + + ···.
n=1
n · (n + 1) 1·2 2·3 3·4
2 In Lecture 11, we have proved that the above series is convergent.
3 Let’s argue in a different way. This is a series of positive real numbers.
4 The nth partial sum sn of the series is given by
sn = 1
1·2
+ 1
2·3
+ 1
3·4
+ ··· + 1
n·(n+1)
=1 1
(n+1)
for all n 2 N.
5 Hence the sequence {sn } of partial sums is bounded above.
X1
1
6 By the theorem, it follows that is convergent.
n=1
n · (n + 1)

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Example 2: Convergent series of positive terms

Example (2)
1
X
1 Consider a geometric series rn = 1 + r + r2 + r3 + · · · .
n=0
1
X
2 In Lecture 13, we have proved that rn converges if and only if |r| < 1.
n=0
3 Let r > 0. In this case, we can argue in a different way.

thesis
1
4 Since r > 0,
X
rn is a series of positive real numbers.#⇐ I
urgent
whenr 7
,

n=0 I
MI
5 The nth partial sum sn of the series is given by
⇣ n
s
⌘
=
oven
=
r l n

unbounded
II
'
-
is

sn = 1 + r + r2 + r3 + · · · + rn 1 = 11 rr when r 6= 1 for all n 2 N. hence

6 The sequence {s } is bounded above if and only if r < 1 (as r > 0). divergent
n

7 Thus, when r > 0, by the theorem (discussed today), it follows that

1
X
rn is convergent if and only if r < 1.
n=0

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Absolutely convergent series

Definition
1
X
A series xn is called an absolutely convergent series if the series of
n=0
1
X
absolute values |xn | converges.
n=0

Theorem
1
X
If xn converges absolutely, then it is convergent.
n=0

Proof.
1
X
Let ✏ > 0. Since |xn | converges, there exists N such that
n=0
||xn+1 | + |xn+2 | + · · · + |xm || < ✏ for all m > n > N.
It follows that |xn+1 + xn+2 + · · · + xm | 6 ||xn+1 | + |xn+2 | + · · · + |xm || < ✏ for all
X1
m > n > N. Hence the series xn is convergent.
n=0
Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers
Remarks on absolutely convergent series

Theorem
1
X
If xn converges absolutely, then it is convergent.
n=0

Remark
The converse to the above theorem is not true in general, i.e., a convergent
series need not be an absolutely convergent series. For example, the series
X1
( 1)n+1 1 1 1
=1 + + ···
n=1
n 2 3 4

is convergent, but it is not absolutely convergent because

X1
1 1 1 1
= 1 + + + + ··· is not convergent.
n=1
n 2 3 4

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Comparison Test
To test whether a series converges, sometimes it is useful to compare the
series term-by-term with another series whose convergence is understood.
Theorem
P P1
Consider the series 1 n=1 xn and n=1 yn . Let 0 6 xn 6 yn for all n.
X1 X1
1 If the series yn converges, then xn converges.
n=1 n=1
1
X 1
X
2 (The contrapositive statement) If xn diverges, then yn diverges.
n=1 n=1

Proof.
P1
Suppose n=1 yn converges to Ly (2 R). Sn = Nie - - -
realm
P1 Smet
Let {sn } be the sequence of partial sums of n=1 xn . =

P P P → me Kmel
Then sn = ni=1 xi 6 ni=1 yi 6 1 i=1 yi = Ly for all n. ANE IN .

Thus, since the sequence {sn } of partial sums is bounded above and
P1
n=1 xn is a series non-negative terms, by the theorem (proved in
P
Lecture 14), the series 1 n=1 xn is convergent.
Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers
Example: Comparison Test

Example
X1
1
Let p 6 1 be a real number. Then the series is divergent.
n=1
n p

Proof.
Since p 6 1, we have np 6 n. Hence 0 < 1n 6 n1p for all n.
X1 X 1
1 1
Since is divergent, by the Comparison Test, is divergent.
n=1
n n=1
n p -

1
X 1
Furthermore, since is a series of positive terms, it follows that
n=1
np
X1
1
= 1.
n=1
n p
sues
that

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

 Limit Comparison Test

Theorem
P1 P1 xn
For the series n=1 xn and n=1 yn of positive real numbers, let lim = l.
n!1 yn
1
X 1
X
1 If 0 < l < 1, then xn converges if and only if yn converges.
-

- n=1 n=1

(
1
X 1
X the
(Equivalently) the series xn diverges if and only if yn diverges. from
test
It follows
.

n=1 n=1

comparison
1
X 1
X

:*÷÷÷÷e
If l = 0, then yn converges =) xn converges.
:*
2

n=1 n=1

¥
X1 X1
3 If l = 1, then xn converges =) yn converges.
n=1 n=1
" : FEEL
(
Sketch of the proof.
I Since lim
xn
= l, for every ✏ > 0, there exists N such that lazy Ignis corner

Then choose n!1 yn

C- 7 O S t l E >o
o e l ✏ < xynn < l + ✏ for all n > N.
-
-
.

H n > N
→ K @ E) Ln
e
Next apply the Comparison↳
Test. (l
an
an > N
- E ) yn L Nm
Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers
Example: Limit Comparison Test

Example
X1
1
The series is convergent.
n=1
n2

Proof.
1 1
Let xn = and yn = 2 for all n 2 N.
n(n + 1) n
xn n2 n
Note that lim = lim = lim = 1.
n!1 yn n!1 n(n + 1) n!1 (n + 1)

X1 X1
1
In Lecture 11, we have proved that xn = is convergent.
n=1 n=1
n(n + 1)
1
X X1
1
Hence, by the Limit Comparison Test, yn = is convergent.
n=1 n=1
n2

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

D’Alembert’s Ratio Test

Theorem (Ratio Test)

P1 |xn+1 |
Consider a series n=1 xn of real numbers. Let lim = l.
n!1 |xn |
1
X
1 If l < 1, then the series xn is convergent.
n=1
X1
2 If l > 1, then the series xn is divergent.
n=1
3 If l = 1, then the series can be convergent or divergent.

Example
1
X
For r 2 R, the geometric series rn converges if and only if |r| < 1.
n=0

Proof using Ratio Test.

The case |r| = 1, i.e., r = 1 or 1 can be studied separately. When |r| =
6 1,
|rn+1 |
since lim = |r|, the proof follows from the Ratio Test.
n!1 |r n |

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Cauchy’s Root Test

Theorem (Root Test)

P 1
Consider a series 1n=1 xn of real numbers. Let lim |xn | = l.
n
n!1
1
X
1 If l < 1, then the series xn is convergent.
n=1
X1
2 If l > 1, then the series xn is divergent.
n=1
3 If l = 1, then the series can be convergent or divergent.

Example
1
X
For r 2 R, the geometric series rn converges if and only if |r| < 1.
n=0

Proof using Root Test.

The case |r| = 1, i.e., r = 1 or 1 can be studied separately. When |r| =
6 1,
1
since lim |rn | n = |r|, the proof follows from the Root Test.
n!1

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Ratio and Root Tests fail when the limit is 1

1
X |xn+1 | 1
For a series xn of real numbers, when lim = 1 or lim |xn | n = 1,
n=1
|xn| n!1 n!1

then both Ratio and Root Tests fail to give a decision.

Example
X1
1
The series is divergent (Proved in Lecture 11). Note that
n=1
n

|xn+1 | 1
lim = 1 and lim |xn | n = 1, where xn = 1n .
n!1 |xn | n!1

Example
X1
( 1)n+1
The series is convergent (Exercise!). Note that
n=1
n Flem a [Assignment
2)
|xn+1 | 1 ( 1)n+1
lim = 1 and lim |xn | n = 1, where xn = n
.
n!1 |xn | n!1

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Integral test

Theorem In
If f (x) is a positive monotone decreasing function defined on the interval F- fln)
[1, 1) with f (n) = an for all n 2 N. Then
X
if Z 1 I 7

the series an converges if and only if the integral f (x) dx is finite.

x

n = I 1

Example
X1
1
For a real number p, the p-series is convergent if and only if p > 1.
np
n=1
(not satisfying the
cast fo so enigma nip to necessary
?
coma for
Proof. convergence

We have already verified that

X 1

n=1
1
n p
is divergent if p 6 1.
In caste Fitton
this case
we can use test integral if
Though ‘Integration’ will be discussed in the next course Calculus 2, let’s
feo
.

1
verify the example by integral test. Set f (x) := p for all x 2 [1, 1).
Z 1x
1
The proof can be verified from the fact that dx is finite () p > 1.
1 xp
Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers
Example: Integral test

Example
X1
1
For a real number p, the p-series is convergent if and only if p > 1.
n=1
np

Proof.
1
Set f (x) :=
xp
for all x 2 [1, 1). Let’s use the Integral Test.
Z 1
Let fro
1
It is enough to verify that dx is finite () p > 1.
1 x p

Case 1. Let p = 1.

[emend ?
- = a

f In dm =

Case 2. Let p 6= 1.

S ah
-
din -
-
Hpd]?
f- Insane
-
-

iff f
.
> I
is Semite
Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers
Alternating series and Leibnitz’s test

Definition
P1
A series of the form n=1 ( 1)n+1 an (with an > 0) is called an alternating series.

Theorem (Leibnitz)
P
Let 1n=1 ( 1)
n+1
an (with an > 0) be an alternating series. Then
-

the sequence {an } is monotone decreasing and it converges to 0

P
=) the series 1 n=1 ( 1)
n+1
an is convergent.
monotone bounded
Sketch of the proof. lecture Every
F '

sequence is convergent
.

Let sn = a1 a2 + a3 a4 + · · · + ( 1)n+1 an be the nth partial sum.

Increasing
→ monotone
.

For the subsequence {s2n }, we have s2n+2 s2n = a2n+1 a2n+2 > 0 for all n.
- sounded above
Also s2n = a1 (a2 a3 ) (a4 a5 ) · · · (a2n 2 a2n 1 ) a2n < a1 for all n.
→
monotone decreasing
For the subsequence {s2n+1 }, we have s2n+3 s2n+1 = a2n+3 a2n+2 6 0 for all n.
.

- bounded below .

Also s2n+1 = (a1 a2 ) + (a3 a4 ) + · · · + (a2n 1 a2n ) + a2n+1 > (a1 a2 ).

Note that lim (s2n+1 s2n ) = lim a2n+1 = 0. Hence lim s2n+1 = lim s2n .
n!1 n!1 n!1 n!1
So {sn } converges. Thus the series is convergent.
Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers
Examples: Use of Leibnitz’s test

Example (1)
The sequence { 1n } is a monotone decreasing sequence of positive real
numbers, and it converges to 0. By Leibnitz’s test,
X1
( 1)n+1
the series is convergent.
n=1
n

Example (2)
Let a be a real number. Then the sequence { n+a
1
2 } is a monotone decreasing

sequence of positive real numbers, and it converges to 0. By Leibnitz’s test,

X1
( 1)n+1
the series is convergent.
n=1
n + a2

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers

Thank you!

Dipankar Ghosh (IIT Hyderabad) Sequence of real numbers