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Contents

1 SEQUENCES AND SERIES 2


1.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.1 Real Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.2 Limit of a Sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.3 Limit Point of a Sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.4 Bounded and Unbounded Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.5 Convergent, Divergent and Oscillatory Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.6 Monotonic Sequences and Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.1 Innite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.2 Behavior of Innite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.3 Cauchys General Principle of Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.4 Necessary Condition for Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2.5 Behavior of Geometric Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.6 Comparison Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.7 Behavior of Hyper harmonic or p-series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.8 DAlemberts Ratio Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.9 Cauchys Root Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.10 Raabes Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.11 Logarithmic Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.12 Cauchys Integral Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.13 Alternating Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2.14 Leibnitzs Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2.15 Absolute and Conditional Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2.16 Tips for applying dierent tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1
Chapter 1
SEQUENCES AND SERIES
1.1 Sequences
A fair understanding of sequences is necessary for series.
Therefore, in this section, we start with the study of se-
quences.
1.1.1 Real Sequences
A sequence is a function whose domain is the set of natural
numbers and range is any set.
Let N be the set of natural numbers and S be any set. If
for each n N, there corresponds a unique f(n) S, that
is, f : N S is a function, then f is a sequence in S and
is denoted by < f(n) > or < f
n
> or {f
n
}. We call f
1
, the
rst term; f
2
, the second term;..... and f
n
, the nth term of
the sequence < f
n
>.
If S = R, the set of real numbers, then f is called a real
sequence. So f : N R is a real sequence. For example,
<
1
n
>= 1,
1
2
,
1
3
, .........,
< n
2
>= 1
2
, 2
2
, 3
2
, .........,
< (1)
n
>= 1, 1, 1, 1, .........,
all are real sequences. In what follows, we shall deal with
real sequences only.
Remarks:
1. A sequence always contains innitely many members.
2. The set of all distinct members of a sequence is called its
range set. The range set of a sequence may be nite or
innite. For example, range set of the sequence < n
2
>
is

1
2
, 2
2
, 3
2
, .........

, an innite set while the range


set of the sequence < (1)
n
> is {1, 1}, a nite set.
1.1.2 Limit of a Sequence
The limit of a sequence < a
n
> as n is said to be l (a
denite real number), if for any given > 0 (however small),
there exists a positive integer m (depending on ) such that
|a
n
l| < n m ,
that is, all members of the sequence < a
n
> lie in the interval
(l , l + ) for n m. Symbolically, we write
lim
n
a
n
= l.
For example, consider the sequence <
1
n
>. We shall show
that <
1
n
> approaches the limit 0 as n , that is,
lim
n
1
n
= 0.
For this it is sucient to prove that given > 0, there
exists a positive integer m (depending on ) such that

1
n
0

< n m ,
Let us choose = 1. Then, we see that

1
n
0

< 1 n 2 .
Thus, for = 1, we get m = 2 satisfying the required condi-
tion.
If we choose = 0.3, then

1
n
0

< 0.3 n 4 .
Therefore, m = 4 works for = 0.3.
In general, for any > 0, we can nd a natural number
m such that m > 1 or >
1
m
, by Archimedean property of
real numbers. Further,
1
n
<
1
m
for all n m. It follows that
given > 0, there exists a positive integer m (depending on
) such that

1
n
0

< n m .
lim
n
1
n
= 0.
1.1.3 Limit Point of a Sequence
Let be any real number and < a
n
> be any sequence.
Then for any > 0, the open interval ( , + ) denes
a neighborhood of . If every neighborhood of contains
innitely many members of < a
n
>, then is said to be a
limit point or cluster point of the sequence < a
n
>.
For example, 0 is a limit point of the sequence <
1
n
>. For,
given any > 0, there exists a positive integer m such that

1
n
0

< for all n m, that is,


1
n
(, ) for all n m.
2
So the neighborhood (, ) of 0 contains innitely members
of <
1
n
>.
Similarly, 1 and 1 are limit points of the sequence <
(1)
n
>. For, given any > 0, (1)
n
(1 , 1 +) when n
is even and (1)
n
(1 , 1 + ) when n is odd. Thus,
the neighborhoods (1 , 1 + ) and (1 , 1 + ) of 1
and 1 respectively, contain innitely many members of the
sequence < (1)
n
>.
Remarks:
1. In view of the denitions of limit and limit point of a
sequence, we observe that Limit of a sequence is always
a limit point of the sequence. However, converse need
not be true. For example, 1 and 1 are limit points
of the sequence < (1)
n
>. But limit of the sequence
< (1)
n
> does not exist.
2. Let S be the range set of < a
n
>. If every neighborhood
of contains innitely many members of S, then is said
to be a limit point or cluster point of S. Obviously, a
limit point of S is also a limit point of < a
n
>. However,
a limit point of < a
n
> need not be a limit point of S.
For example, 1 and 1 are limit points of the sequence
< (1)
n
> but not of its range set {1, 1}.
1.1.4 Bounded and Unbounded Sequences
A sequence < a
n
> is said to be
(i) bounded above, if there exists a real number K such
that a
n
K for all n.
(ii) bounded below, if there exists a real number k such
that k a
n
for all n.
(iii) bounded, if there exists two real numbers k and K such
that k a
n
K for all n.
(iv) unbounded, if it is not bounded above or bounded
below.
For example, the sequence < n > is bounded above since
n < 0 for all n N. The sequence < n
2
> is bounded below
since n
2
> 0 for all n N. The sequence <
1
n
> is bounded
since 0 <
1
n
1 for all n N. The sequences < n >,
< n
2
>, < n(1)
n
> etc. are unbounded sequences.
Similarly, the range set S of a sequence < a
n
> is said to
be bounded if there exists two real numbers k and K such
that k x K for all x S.
Further, a real number is said to be a least upper bound
of S if x for all x S and given any > 0, there exists
at least one x S such that x > .
Similarly, a real number is said to be a greatest lower
bound of S if x for all x S and given any > 0, there
exists at least one x S such that x < .
For example, the least upper bound of the set {1,
1
2
,
1
3
, ......}
is 1 and greatest lower bound is 0.
The completeness axiom of real numbers states that every
non-empty and bounded above subset of real numbers has
least upper bound.
Theorem 1.1. (Bolzano-Weierstrass Theorem)
Every bounded sequence has a cluster point.
Proof. Let < a
n
> be a bounded sequence and S be its range
set. Then S is also bounded.
If S is nite, then for innitely many values of n, we have
a
n
= , where is some real number. Therefore, every neigh-
borhood of contains innitely many members of the se-
quence < a
n
>. Hence, is a cluster point of of the sequence
< a
n
>.
Now, suppose S is innite. Since S is bounded, there exists
two real numbers k and K such that k x K for all x S.
Let us dene
A = {x : x R and x exceeds at the most only a nite
number of elements of S}.
Then, k A and x < K for all x A. Therefore, A in non-
empty and bounded above. So, by completeness property of
real numbers, A has a least upper bound (say). We shall
show that is a cluster point of < a
n
>.
Let > 0 be given. Since is least upper bound of A,
there exists at least one x A such that such that x > .
Again, x A implies that x exceeds at the most a nite
number of elements of S. Therefore, at the most a nite
number of elements of S are less than . Also, + does
not belong to A since is the least upper bound of A. So
by denition of A, + exceeds innitely many elements of
S. Therefore, it follows that innitely many members of S
and hence of < a
n
> lie in the interval ( , + ). Thus,
every neighborhood of contains innitely many members
of the sequence < a
n
>. Hence, is a cluster point of of the
sequence < a
n
>.
1.1.5 Convergent, Divergent and Oscilla-
tory Sequences
Let < a
n
> be a sequence such that lim
n
a
n
= l, a nite
number. Then we say that the sequence < a
n
> converges
to l. Thus, a sequence with nite limit is called a convergent
sequence. For example, <
1
n
> converges to 0.
If limit of < a
n
> is innite, that is, lim
n
a
n
=
+ or , then < a
n
> is called as a divergent se-
quence. For example, < n
2
> is a divergent sequence since
lim
n
n
2
= +.
If a sequence neither converges nor diverges, it is said to be
oscillatory. For example, the sequence < (1)
n
> oscillates
nitely between the limits 1 and 1 since
lim
n
(1)
2n
= 1 and lim
n
(1)
2n+1
= 1 .
The sequence < (1)
n
n > oscillates innitely since
lim
n
(1)
2n
(2n) = and lim
n
(1)
2n+1
(2n+1) = .
1.1.6 Monotonic Sequences and Conver-
gence
A sequence is said to be monotonic if either it is increasing
or decreasing. More precisely, a sequence < a
n
> is said
to be monotonically increasing or decreasing according as
a
n
a
n+1
or a
n
a
n+1
for all n N. We call < a
n
> as a
strictly monotonically increasing or decreasing according as
a
n
< a
n+1
or a
n
> a
n+1
for all n N.
3
Theorem 1.2. A monotonically increasing and bounded
above sequence is always convergent.
Proof. Let < a
n
> monotonically increasing and bounded
above sequence. Then range set of < a
n
> is also bounded
above. Let be the least upper bound of the range set of
< a
n
>. So for any given > 0, there exists some positive
integer m such that a
m
> . But a
n
a
m
for all n m,
since < a
n
> is monotonically increasing. So a
n
> for
all n m. Again, + > and is the least upper bound
of the range set of < a
n
>. So a
n
< + for all n. Hence,
it follows that a
n
( , + ) for all n m. Therefore,
< a
n
> converges to .
Remark:
A monotonically decreasing and bounded below sequence is
also convergent. But a monotonically increasing and un-
bounded above sequence diverges to while a monotoni-
cally decreasing and unbounded below sequence diverges to
.
For example, the monotonically decreasing and bounded
below sequence <
1
n
> converges to 0 whereas the mono-
tonically increasing and unbounded above sequence < n
2
>
diverges to .
Non-monotonic sequences exhibit oscillatory behavior. For
example, the sequence < (1)
n
> is not monotonic and it
oscillates between 1 and 1.
1.2 Series
In this section, we shall study innite series.
1.2.1 Innite Series
Let < a
n
> be any sequence. Then the expression a
1
+a
2
+
a
3
+ ......, is called as an innite series and is denoted by

n=1
a
n
or

a
n
.
In what follows, we shall use the notation

a
n
. The term
a
n
is called nth or general term of the series

a
n
.
If a
n
> 0 for all n, that is, all the terms of the series are
positive, then

a
n
is said to be series of positive terms. For
example,

n
2
= 1
2
+ 2
2
+ 3
2
+ .........,
is a series of positive terms.
1.2.2 Behavior of Innite Series
Let

a
n
be an innite series. Then the sequence < S
n
>,
where S
n
= a
1
+ a
2
+ a
3
+ ..... + a
n
, is called sequence of
partial sums of the series

a
n
.
The series

a
n
is said to be convergent if < S
n
> is
convergent. For example, consider the series

1
2
n
. In this
case,
S
n
=
1
2
+
1
2
2
+ ..... +
1
2
n
=
1
2
(1
1
2
n
)
1
1
2
= 1
1
2
n
.
lim
n
S
n
= 1.
So < S
n
> is convergent. Hence the series

1
2
n
is conver-
gent.
The series

a
n
is said to be divergent if < S
n
> is diver-
gent. For example, the series

n is divergent since
lim
n
S
n
= lim
n
(1 + 2 + ... + n) = lim
n
n(n + 1)
2
= .
The series

a
n
is said to be oscillatory if < S
n
> is
oscillatory. For example, the series

(1)
n
is oscillatory
since in this case < S
2n
>=< 1 > and < S
2n+1
>=< 1 >.
Remarks:
1. The behavior of an innite series depends on the behav-
ior of its sequence of partial sums.
2. If the sequence of partial sums < S
n
> of a series

a
n
converges to l(say), then we say that the series converges
to l. We also dene the limit l as the sum of the series

a
n
and write

a
n
= l.
3. The sequence of partial sums of a positive term series is
always monotonically increasing. Therefore, a positive
term series either converges or diverges to . In other
words, a positive term series can neither oscillate nor
diverge to .
Ex. 1.1. Test the behavior of the series
(i)

1
n(n+1)
(ii)

1

n+

n+1
Sol. (i) Converges to 1. (ii) Divergent.
1.2.3 Cauchys General Principle of Con-
vergence
An innite series

a
n
is convergent if and only if given
any > 0, there exists a positive integer m such that
|a
m+1
+ a
m+2
+ ..... + a
n
| < for all n m.
Proof. Let S
n
denote the nth partial sum of the series

a
n
.
Then, S
n
= a
1
+a
2
+.....+a
n
. Also,

a
n
is convergent if and
only if < S
n
> is convergent. Thus, to prove the Cauchys
General Principle of Convergence it is sucient to establish
that < S
n
> is convergent if and only if given any > 0,
there exists a positive integer m such that |S
n
S
m
| < for
all n m.
Suppose that the sequence < S
n
> converges to l. There-
fore, given any > 0, there exists a positive integer m such
that for all n m,
|S
n
l| <

2
.
In particular, for n = m
|S
m
l| <

2
.
4
Therefore,
|S
n
S
m
| = |S
n
l + l S
m
|
|S
n
l| +|S
m
l| <

2
+

2
= .
for all n m.
Conversely, assume that given any > 0, there exists a
positive integer m such that
|S
n
S
m
| < n m. (1.2.1)
So, for = 1, there exists some integer m
0
such that
|S
n
S
m
| < 1 n m
0
.
S
m
0
1 < S
n
< S
m
0
+ 1 n m
0
.
If k = min.{S
m
0
1, S
1
, S
2
, ....., S
m
0
+ 1} and
K = max.{S
m
0
1, S
1
, S
2
, ....., S
m
0
+ 1}, then
k S
n
K for all n. This shows that < S
n
> is bounded.
Therefore, by Bolzano-Weierstrass theorem, < S
n
> has a
cluster point (say). We shall prove that < S
n
> converges
to .
In view of (1.2.1), given any > 0, there exists a positive
integer m
1
such that
|S
n
S
m
1
| <

3
n m
1
. (1.2.2)
Since is a cluster point of < S
n
>, so for the above choice
of > 0 and m
1
, there exists a positive integer m
2
> m
1
such
that
|S
m
2
| <

3
n m
1
. (1.2.3)
Again, m
2
> m
1
. So from (1.2.2)
|S
m
2
S
m
1
| <

3
. (1.2.4)
In view of (1.2.2), (1.2.3) and (1.2.4), we have
|S
n
| = |S
n
S
m
1
+ S
m
1
S
m
2
+ S
m
2
|
|S
n
S
m
1
| +|S
m
1
S
m
2
| +|S
m
2
|
<

3
+

3
+

3
= , n m
1
.
Thus, < S
n
> converges to . This completes the proof.
Ex. 1.2. Using Cauchys general principle of convergence,
show that the series

1
n
is not convergent.
Sol. Let, if possible, the series

1
n
is convergent. Then,
Cauchys general principle of convergence, for any =
1
2
,
there exists a positive integer m such that

1
m + 1
+
1
m + 2
+ ..... +
1
n

<
1
2
n m.
Taking n = 2m, we have
1
m + 1
+
1
m + 2
+ ..... +
1
2m
<
1
2
.
But
1
m + 1
+
1
m + 2
+ ..... +
1
2m
>
1
m + m
+
1
m + m
+ ..... +
1
2m
=
m
2m
=
1
2
.
Thus, we reach at a contradiction. Hence, the series

1
n
is divergent.
1.2.4 Necessary Condition for Convergence
If a positive term series

a
n
is convergent, then
lim
n
a
n
= 0.
Proof. Let S
n
denote the nth partial sum of the series

a
n
.
Then, we have S
n
= a
1
+ a
2
+ ..... + a
n
,
S
n+1
= a
1
+ a
2
+ ..... + a
n
+ a
n+1
.
a
n
= S
n+1
S
n
.
Suppose the series

a
n
converges to l. Then,
lim
n
S
n
= l. Therefore,
lim
n
a
n
= lim
n
S
n
lim
n
S
n+1
= l l = 0.
Remark: If lim
n
a
n
= 0,, then the series

a
n
need not
be convergent. For example, consider the series

1
n
. In this
case, lim
n
1
n
= 0. But the series

1
n
is divergent since
it is a p-series with p = 1.
On the other hand, if lim
n
a
n
= 0, then the series

a
n
will be divergent. For example, the series

n
2
is divergent
since lim
n
n
2
= 0.
Theorem 1.3. Let

a
n
and

b
n
be two series converging
to l and l

, respectively. If c is any constant, then prove that


(i) the series

(a
n
+ b
n
) converges to l + l

.
(ii) the series

(a
n
b
n
) converges to l l

.
(iii) the series

(ca
n
) converges to cl.
Proof. Let S
n
, S

n
and T
n
be the nth partial sums of

a
n
,

b
n
,

(a
n
+ b
n
), respectively. Therefore,
S
n
= a
1
+ a
2
+ ..... + a
n
,
S

n
= b
1
+ b
2
+ ..... + b
n
,
T
n
= (a
1
+ b
1
) + (a
2
+ b
2
) + ..... + (a
n
+ b
n
).
T
n
= S
n
+ S

n
. Since

a
n
and

b
n
converge to l and
l

, so lim
n
S
n
= l and lim
n
S

n
= l

. It follows that
lim
n
T
n
= l + l

. Hence, the series



(a
n
+ b
n
) converges
to l + l

.
The reader can similarly prove (ii) and (iii).
Remarks:
1. The above theorem suggests that if any two convergent
series are added or subtracted term by term, the result-
ing series is also convergent. Similarly, if each term of a
convergent series is multiplied by a constant, the result-
ing series is convergent.
2. The sum of two non-convergent series may be conver-
gent. For example,

(1)
n
and

(1)
n1
are non-
convergent series. But the series

(1)
n
+ (1)
n1

converges to 0.
3. The sum of a convergent series and a divergent series is
always divergent.
5
Theorem 1.4. Addition or omission of a nite number of
terms in an innite series does not alter its behavior.
Proof. To prove the theorem it is sucient to show that the
series
a
1
+ a
2
+ ..... + a
m
+ a
m+1
+ a
m+2
+ .....
and
a
m+1
+ a
m+2
+ .....
have same behavior.
Let S
n
and T
n
denote the nth partial sums of the two
series. Then,
S
n
= a
1
+ a
2
+ ..... + a
n
and
T
n
= a
m+1
+ a
m+2
+ ..... + a
m+n
.
Obviously, T
n
= S
n+m
S
m
. Here S
m
is a constant, being
sum of nite number of terms. Therefore,
lim
n
T
n
= lim
n
S
n+m
S
m
= lim
n
S
n
S
m
.
This shows that lim
n
T
n
is nite or innite or it does
not exist according as lim
n
S
n
is nite or innite or it
does not exist. Therefore, the sequences < T
n
> and < S
n
>
converge, diverge or oscillate together. This completes the
proof.
1.2.5 Behavior of Geometric Series
The series

ar
n1
= a+ar +ar
2
+..... is a geometric series
or geometric progression (G.P.) with common ratio r. In this
case, we have
S
n
= a+ar +ar
2
+... +ar
n1
=

a(1r
n
)
1r
if r = 1
na if r = 1
lim
n
S
n
=

a
1r
if 1 < r < 1
if r 1
0 or a if r = 1
or if r < 1
This shows that the geometric series

ar
n1
is convergent
for |r| < 1, divergent for r 1, oscillates nitely for r = 1
and oscillates innitely for r < 1.
Ex. 1.3. Examine the convergence of the series
(i)

3
4

n1
(ii)
3
5
+
4
5
2
+
3
5
3
+
4
5
4
+ ....
Sol. (i) Convergent. (ii) Convergent to 19/24.
1.2.6 Comparison Tests
(1) If

a
n
and

b
n
are two positive term series a
n
b
n
for all n, then convergence of

b
n
implies the convergence
of

a
n
and divergence of

a
n
implies the divergence of

b
n
.
Proof. Let < S
n
> and < S

n
> be the sequences of partial
sums so that
S
n
= a
1
+ a
2
+ ..... + a
n
S

n
= b
1
+ b
2
+ ..... + b
n
Since a
n
b
n
, therefore S
n
S

n
, and consequently
lim
n
S
n
lim
n
S

n
. (1.2.5)
If

b
n
is convergent, then lim
n
S

n
is nite. Therefore,
(1.2.5) suggests that lim
n
S
n
is nite. Hence,

a
n
is also
convergent.
If

a
n
is divergent, then lim
n
S
n
= . Therefore,
(1.2.5) suggests that lim
n
S

n
is innite. Hence,

b
n
is
divergent.
(2) Let

a
n
and

b
n
be two positive term series such that
lim
n
a
n
b
n
= l .
(i) If l is nite and non-zero, then

a
n
and

b
n
converge
or diverge together.
(ii) If l = 0 and

b
n
converges, then

a
n
also converges.
(iii) If l = and

a
n
diverges, then

b
n
also diverges.
Proof. (i) Given that
lim
n
a
n
b
n
= l.
Therefore given > 0, there exists a positive integer m
such that for all n m

a
n
b
n
l

<
or
(l )b
n
< a
n
< (l + )b
n
. (1.2.6)
Given that l is non-zero limit of the sequence <
a
n
b
n
>,
where a
n
and b
n
are positive for all n. It follows that l
is also positive. Therefore, we can choose > 0 such that
l > 0. Let l = k and l + = K. So (1.2.6) becomes
kb
n
< a
n
< Kb
n
. (1.2.7)
Now if

a
n
converges, then in view of comparison test
(1), left inequality in (1.2.7), that is, kb
n
< a
n
suggests that

b
n
also converges. Similarly, the right inequality in (1.2.7),
that is, a
n
< Kb
n
implies that if

b
n
converges, then

a
n
converges.
If

a
n
diverges, then right inequality in (1.2.7) shows that

b
n
also diverges. Again left inequality in (1.2.7) reveals
that divergence of

b
n
implies the divergence of

a
n
.
Hence,

a
n
and

b
n
converge or diverge together.
(ii) If l = 0, then (1.2.7) leads to
b
n
< a
n
< b
n
.
Here in view of the right inequality, we conclude that
convergence of

b
n
implies the convergence of

a
n
.
(iii) In case l = , we have lim
n
b
n
a
n
= 0 . Therefore,
given > 0, there exists a positive integer m
0
such that for
all n m
0
,
a
n
< b
n
< a
n
.
Again, the right inequality suggests that divergence of

b
n
implies the divergence of

a
n
.
6
Remark: If there exists two positive numbers k and K,
and a positive integer m such that kb
n
< a
n
< Kb
n
for all
n m, then the series

a
n
and

b
n
converge or diverge
together.
(3) Let

a
n
and

b
n
be two positive term series such that
a
n+1
a
n
<
b
n+1
b
n
. Then convergence of

b
n
implies the conver-
gence of

a
n
and divergence of

a
n
implies the divergence
of

b
n
.
Proof. Let S
n
and S

n
denote the partial sums of the series

a
n
and

b
n
, respectively. Then, we have
S
n
= a
1
+ a
2
+ a
3
+ ..... + a
n
= a
1

1 +
a
2
a
1
+
a
3
a
1
+ ..... +
a
n
a
1

= a
1

1 +
a
2
a
1
+
a
3
a
2
.
a
2
a
1
+ ..... +
a
n
a
n1
.
a
n1
a
n2
...
a
2
a
1

< a
1

1 +
b
2
b
1
+
b
3
b
2
.
b
2
b
1
+ ..... +
b
n
b
n1
.
b
n1
b
n2
...
b
2
b
1

= a
1

1 +
b
2
b
1
+
b
3
b
1
+ ..... +
b
n
b
1

a
n+1
a
n
<
b
n+1
b
n

=
a
1
b
1
(b
1
+ b
2
+ b
3
+ ..... + b
n
)
=

a
1
b
1

n
,
Thus, S
n
<

a
1
b
1

n
. Now, if

b
n
is convergent, then
limit of S

n
is nite. It follows that limit of S
n
is nite.
Hence, the series

a
n
is convergent.
Similarly, if

a
n
is divergent, then limit of S
n
is innite
and consequently limit of S

n
is innite. Therefore,

b
n
is
divergent.
1.2.7 Behavior of Hyper harmonic or p-
series
The series

1
n
p
, where p is any real number, is known as
hyper harmonic or p-series. This series converges for p > 1
and diverges for p 1.
Proof. Let p > 1. Then we have

1
n
p
= 1 +
1
2
p
+
1
3
p
+ ....
= 1 +

1
2
p
+
1
3
p

1
4
p
+
1
5
p
+
1
6
p
+
1
7
p

+ ....
< 1 +

1
2
p
+
1
2
p

1
4
p
+
1
4
p
+
1
4
p
+
1
4
p

+ ....
= 1 +
2
2
p
+
4
4
p
+ ....
= 1 +
1
2
p1
+

1
2
p1

2
+ ....


1
n
p
<

1
2
p1

n1
.
The series

1
2
p1

n1
is a G.P. with common ratio
1
2
p1
< 1, since p > 1. Therefore,

1
2
p1

n1
is conver-
gent. Hence, by comparison test,

1
n
p
is convergent.
If p = 1, then the series becomes

1
n
= 1 +
1
2
+
1
3
+ ....
= 1 +
1
2
+

1
3
+
1
4

1
5
+
1
6
+
1
7
+
1
8

+ ....
>
1
2
+

1
4
+
1
4

1
8
+
1
8
+
1
8
+
1
8

+ ....
=
1
2
+
1
2
+
1
2
+ ....


1
n
>

1
2
.
The series

1
2
being a G.P. with common ratio 1 is diver-
gent. Hence, by comparison test,

1
n
is also divergent.
If p < 1, then
1
n
p

1
n
for all n. But the series

1
n
is divergent. Therefore, by comparison test,

1
n
p
is also
divergent.
Ex. 1.4. Examine the convergence of the series
(i)

1
n!
(ii)

1
log n
(iii)

n+1
n(2n1)
(iv)

(

n
4
+ 1

n
4
1)
(v)
1
2
2
+1
+

2
3
2
+1
+

3
4
2
+1
+ ......
(vi)

1
n
sin

1
n

(vii)

x
n1
1+x
n
, (x > 0)
Sol. (i) Convergent (n! > 2
n1
)
(ii) Divergent (log n < n n 2)
(iii) Convergent (b
n
=
1
n
) (iv) Convergent (b
n
=
1
n
2
)
(v) Convergent (a
n
=

n
(n+1)
2
+1
, b
n
=
1
n
3/2
)
(vi) Convergent (b
n
=
1
n
2
) (vi) Convergent for 0 < x < 1,
(b
n
= x
n
) and diverges for x 1 (a
n
= 1/2 and 1/x 0).
1.2.8 DAlemberts Ratio Test
A positive term series

a
n
is convergent if lim
n
a
n
a
n+1
> 1
and divergent if lim
n
a
n
a
n+1
< 1.
Proof. Let lim
n
a
n
a
n+1
= l. Then by denition of limit,
given any > 0, there exists a positive integer m such that
for all n m,
l <
a
n
a
n+1
< l +
or
1
l
>
a
n+1
a
n
>
1
l +
7
or
(l )
n
(l )
n+1
>
a
n+1
a
n
>
(l + )
n
(l + )
n+1
or
b
n+1
b
n
>
a
n+1
a
n
>
c
n+1
c
n
, (1.2.8)
where b
n
=
1
(l)
n
and c
n
=
1
(l+)
n
.
If l > 1, then we can choose > 0 such that l > 1.
Therefore, the series

b
n
=

1
(l)
n
being a G.P. with
common ratio
1
l
< 1, is convergent. Also, from (1.2.9), we
have
a
n+1
a
n
<
b
n+1
b
n
. Then by comparison test (3), it follows
that the series

a
n
is convergent.
If l < 1, then one can choose > 0 such that l + < 1.
Therefore, the series

c
n
=

1
(l+)
n
being a G.P. with
common ratio
1
l+
> 1, is divergent. Again, from (1.2.7), we
have
a
n+1
a
n
>
c
n+1
c
n
. Therefore, by comparison test (3),

a
n
is divergent.
Remark: The ratio test fails in the case lim
n
a
n
a
n+1
= 1.
For example, consider the series

1
n
and

1
n
2
. For the rst
series,
lim
n
a
n
a
n+1
= lim
n
n + 1
n
= 1.
For the second series
lim
n
a
n
a
n+1
= lim
n
(n + 1)
2
n
2
= 1.
But the series

1
n
being a p-series with p = 1, is diver-
gent, whereas the series

1
n
being a p-series with p = 2, is
divergent.
Ex. 1.5. Examine the convergence of the series
(i)

n!
n
n
(ii)
1
2
+
1.3
2.5
+
1.3.5
2.5.8
+ ......
(iii) 1 +
x
2
2
+
x
4
4
+
x
6
6
+ ......
Sol. (i) Convergent (e > 1)
(ii) Convergent (a
n
=
1.3.5...(2n1)
2.5.8...(3n1)
, 3/2 > 1)
(iii) Convergent for x
2
< 1 and div. for x
2
1 (a
n
=
x
2n
2n
)
1.2.9 Cauchys Root Test
If a positive term series

a
n
is convergent if lim
n
a
1
n
n
< 1
and divergent if lim
n
a
1
n
n
> 1.
Proof. Let lim
n
a
n
a
n+1
= l. Then by denition of limit,
given any > 0, there exists a positive integer m such that
for all n m,
l < a
1
n
n
< l +
or (l )
n
< a
n
< (l + )
n
or b
n
< a
n
< c
n
, (1.2.9)
where b
n
= (l )
n
and c
n
= (l + )
n
.
If l < 1, then one can choose > 0 such that l + < 1.
Therefore, the series

c
n
=

(l + )
n
being a G.P. with
common ratio l + < 1, is convergent. Again, from (1.2.9),
we have a
n
< c
n
. Therefore, by comparison test (1),

a
n
is
convergent.
If l > 1, then we can choose > 0 such that l > 1.
Therefore, the series

b
n
=

(l )
n
being a G.P. with
common ratio l > 1, is divergent. Also, from (1.2.9), we
have a
n
> b
n
. Then by comparison test (1), it follows that
the series

a
n
is divergent.
Remark: The root test is inconclusive in the case
lim
n
a
1
n
n
= 1. For example, consider the series

1
n
and

1
n
2
. For the rst series,
lim
n
a
1
n
n
= lim
n
1
n
1
n
= 1,
and for the second one
lim
n
a
1
n
n
= lim
n

1
n
1
n

2
= 1.
But the series

1
n
2
is convergent, whereas the series

1
n
is
divergent.
Ex. 1.6. Examine the convergence of the series
(i)

n
n
2
(n+1)
n
2
(ii)

1 +
1
n

n
x
n
Sol. (i) Convergent (1/e < 1)
(ii) Convergent for x < 1 and divergent for x 1
1.2.10 Raabes Test
A positive term series

a
n
is convergent if lim
n
n

a
n
a
n+1
1

> 1
and divergent if lim
n
n

a
n
a
n+1
1

< 1.
Proof. Let lim
n
n

a
n
a
n+1
1

= l. If l > 1, we can choose


a number p such that l p > 1. Then the p-series

1
n
p
=

b
n
(say) is convergent.
By comparison test, the series

a
n
is convergent
if
a
n+1
a
n
<
b
n+1
b
n
,
that is, if
a
n+1
a
n
<
n
p
(n + 1)
p
,
that is, if
a
n
a
n+1
>

1 +
1
n

p
,
that is, if
a
n
a
n+1
> 1 +
p
n
+
p(p 1)
2
.
1
n
2
+ .... ,
8
that is, if n

a
n
a
n+1
1

> p +
p(p 1)
2
.
1
n
+ .... ,
that is, if lim
n
n

a
n
a
n+1
1

p ,
that is, if l p ,
which is true. Therefore,

a
n
is convergent.
If l < 1, one can choose a number p such that l p < 1.
Then the p-series

1
n
p
=

b
n
(say) is divergent. Again,
by comparison test, the series

a
n
is divergent
if
a
n+1
a
n
>
b
n+1
b
n
.
Proceeding in a way similar to the previous case, we can
obtain
l p ,
which is true. Therefore,

a
n
is divergent.
Remark: The root test is does not yield any information in
the case lim
n
n

a
n
a
n+1
1

= 1. For example, consider


the series

1
n
and

1
n(log n)
2
(n = 1). For the rst series,
lim
n
n

a
n
a
n+1
1

= lim
n
n

n + 1
n
1

= 1,
and for the second one
lim
n
n

a
n
a
n+1
1

= 1,
But the series

1
n
is divergent, whereas the series

1
n(log n)
2
is convergent.
Ex. 1.7. Test the convergence of the series
(i)
1
2
.
x
2
2
+
1.3
2.4
.
x
4
4
+
1.3.5
2.4.6
.
x
6
6
+ ......
(ii) 1 +
a
1!
+
a(a+1)
2!
+
a(a+1)(a+2)
3!
+ ......
Sol. (i) Convergent x
2
1 and divergent for x
2
> 1
(a
n
=
1.3.5...(2n1)
2.4.6...2n
.
x
2n
2n
)
(ii) Convergent for a 0 and divergent for a > 0
1.2.11 Logarithmic Test
A positive term series

a
n
is convergent if
lim
n
nlog
a
n
a
n+1
> 1 and divergent if lim
n
nlog
a
n
a
n+1
<
1.
Proof. Let lim
n
nlog
a
n
a
n+1
= l. If l > 1, we can choose a
number p such that l p > 1. Then the p-series

1
n
p
=

b
n
(say) is convergent.
By comparison test, the series

a
n
is convergent
if
a
n+1
a
n
<
b
n+1
b
n
,
that is, if
a
n+1
a
n
<
n
p
(n + 1)
p
,
that is, if
a
n
a
n+1
>

1 +
1
n

p
,
that is, if log
a
n
a
n+1
> p log

1 +
1
n

,
that is, if log
a
n
a
n+1
> p

1
n

1
n
2
+ ....

,
that is, if nlog
a
n
a
n+1
> p

1
1
n
+ ....

,
that is, if lim
n
nlog
a
n
a
n+1
p ,
that is, if l p ,
which is true. Therefore,

a
n
is convergent.
If l < 1, one can choose a number p such that l p < 1.
Then the p-series

1
n
p
=

b
n
(say) is divergent. Again,
by comparison test, the series

a
n
is divergent
if
a
n+1
a
n
>
b
n+1
b
n
.
Proceeding in a way similar to the previous case, we can
obtain
l p ,
which is true. Therefore,

a
n
is divergent.
Remarks:
1. The logarithmic test does not yield any information in
the case lim
n
nlog
a
n
a
n+1
= 1.
2. The logarithmic test is applied when the ratio test fails
and the limit of ratio test involves e.
Ex. 1.8. Examine the convergence of the series
1 +
x
2
+
2!
3
2
x
2
+
3!
4
3
x
3
+ ......(x > 0).
Sol. (i) Convergent x < e and divergent for x e.
1.2.12 Cauchys Integral Test
Let f be a continuous, non-negative and a decreasing func-
tion of x, for all x 1. If a
n
= f(n) for all n 1, then series

a
n
and the sequence < I
n
>, where I
n
=

n
1
f(x)dx, both
converge or diverge together.
Proof. For a natural number n, we can choose a real number
x such that
n + 1 x > n.
Since f is a decreasing function of x, so
f(n + 1) f(x) < f(n).

n+1
n
f(n +1)dx

n+1
n
f(x)dx <

n+1
n
f(n)dx.
f(n + 1)

n+1
n
f(x)dx < f(n).
9
a
n+1

n+1
n
f(x)dx < a
n
.
Substituting n = 1, 2, 3, ..., n 1 and adding the resulting
inequalities, we get
a
2
+ a
3
+ ... + a
n

n
1
f(x)dx < a
1
+ a
2
+ ... + a
n1
.
S
n
a
1
I
n
< S
n
a
n
, where S
n
= a
1
+a
2
+... +a
n
.
Since a
n
0, so S
n
a
n
S
n
. Therefore,
S
n
a
1
I
n
< S
n
. (1.2.10)
If

a
n
is convergent, then limit of S
n
is nite. So second
part of the inequality (1.2.10) suggests that limit of I
n
is
nite. So I
n
is also convergent.
If I
n
is also convergent, that is, limit of I
n
is nite, then
from the rst part of the inequality (1.2.10) we see that limit
of S
n
is nite, which in turn implies that

a
n
is convergent.
Thus,

a
n
and I
n
converge together. Similarly, again us-
ing the inequality (1.2.10), we can that

a
n
and I
n
diverge
together.
Ex. 1.9. Using integral test, discuss the behavior of the
series
(i)

1
n
p
(p > 0)
(ii)

1
n(log n)
p
(p > 0)
Sol. Converges for p > 1 and diverges for p 1.
1.2.13 Alternating Series
A series of the form

n=1
(1)
n1
a
n
= a
1
a
2
+ a
3
a
4
+ ..... ,
where a
n
> 0 for all n, is called an alternating series. There-
fore, in an alternating series, positive and negative terms
appear alternatively.
In what follows, we discuss a test given by Leibnitz for the
convergence of an alternating series.
1.2.14 Leibnitzs Test
An alternating series

(1)
n1
a
n
converges if < a
n
>
monotonically decreases to 0 as n .
Proof. Let S
n
denote the nth partial sum of the series

(1)
n1
a
n
so that
S
2n
= a
1
a
2
+ a
3
a
4
+ ..... + a
2n1
a
2n
= a
1
[(a
2
a
3
) + (a
4
a
5
)+
..... + (a
2n2
a
2n1
) + a
2n
]
a
1
( a
n
> 0 and a
n
a
n+1
n)
Thus, < S
2n
> is bounded above.
Also, S
2n+2
S
2n
= a
2n+1
a
2n+2
0 for all n. Therefore,
< S
2n
> is monotonically increasing.
We know that a monotonically increasing and bounded
above sequence is convergent. Therefore, < S
2n
> is conver-
gent. Let limit of S
2n
be l. Also, given that limit of a
n
is 0.
Therefore, we have
lim
n
S
2n+1
= lim
n
(S
2n
+ a
2n+1
) = l + 0 = l.
Thus, both the sequences < S
2n
> and < S
2n+1
> converge
to l. Therefore, given > 0, there exist positive integers m
1
and m
2
such that
|S
2n
l| < n m
1
,
|S
2n+1
l| < n m
2
.
If we choose m =maxi.{m
1
, m
2
}, then
|S
n
l| < n m .
So the sequence < S
n
> also converges to l. Hence, the
series

(1)
n1
a
n
is convergent.
Ex. 1.10. Determine the behavior of the series
(i)

(1)
n1
n
10n1
(ii)
log 2
2
2

log 3
3
2
+
log 4
4
2
.......
Sol. (i) Divergent (ii) Convergent (f(x) = log x/x
2
decreases
if x > e
1/2
. )
1.2.15 Absolute and Conditional Conver-
gence
A series

a
n
is said to be absolutely convergent if

|a
n
| is
convergent.
For example, the series

(1)
n1 1
n
2
is absolutely conver-
gent since

(1)
n1 1
n
2

=

1
n
2
is convergent.
If

a
n
is convergent but

|a
n
| is not convergent, then
the series

a
n
is said to be conditionally convergent or non-
absolutely convergent or semi-convergent.
For example, the series

(1)
n1 1
n
is conditional con-
vergent since

(1)
n1 1
n

=

1
n
is divergent but

(1)
n1 1
n
is convergent.
Theorem 1.5. Every absolutely convergent series is conver-
gent.
Proof. Let

a
n
be an absolutely convergent series. Then,

|a
n
| is convergent. So by Cauchys principle of conver-
gence, given any > 0, there exists a positive integer m such
that
|a
m
| +|a
m+1
| + ..... +|a
n
| < n m
|a
m
+ a
m+1
+ ..... + a
n
| < n m
( |a
m
+ a
m+1
+ ... + a
n
| |a
m
| +|a
m+1
| + ... +|a
n
|)
Hence, by Cauchys principle of convergence, the series

a
n
is convergent.
Ex. 1.11. Discuss the absolute convergence of the series
(i) 1 +
x
1!
+
x
2
2!
+ ......
10
(ii) x
x
3
3
+
x
5
5
.......
(iii)

(1)
n1
sin
1
n
(iv)

(1)
n
(x+1)
n
2
n
n
2
Sol. (i) Absolutely convergent (ii) Convergent if 1 x 1
and absolutely convergent if 1 < x < 1 (iii) Conditionally
convergent (iv) Absolutely convergent if 3 x 1.
1.2.16 Tips for applying dierent tests
Here, we give some useful tips for applying dierent tests of
convergence.
If nth term of a series of positive terms does not tend to
0, then the series is divergent.
If nth term of a series of positive terms tends to 0 and
does not involve factorials or exponents involving n, one
should apply comparison test.
If it seems dicult to apply comparison test or the nth
term of the series of positive terms involves factorials,
the ratio test is applied.
If nth term of a series of positive terms contains expo-
nents involving n, the root test is suitable.
If the ratio test fails and its limit does not involve e,
Raabes test can be tried. In case, the limit of ratio test
involves e, we apply the logarithmic test.
To test the behavior of an arbitrary termed series, one
should apply the ratio test. In case the ratio test fails
and the series contains positive and negative terms al-
ternatively, the Leibnitzs test is suggested.
11