Convergence and Divergence Theorems for Series

Convergence and Divergence Theorems for Series

We will now look at some other very important convergence and divergence theorems apart from the The Divergence Theorem for Series.

Theorem 1: The series $\sum_{n=1}^{\infty} a_n$ is convergent if and only if for any natural number $N \in \mathbb{N}$ the series $\sum_{n=N}^{\infty} a_n$ is also convergent.
  • Proof of Theorem 1: $\Rightarrow$ Suppose that $\sum_{n=1}^{\infty} a_n$ is convergent, that is $\lim_{n \to \infty} s_n = L$ for some $L \in \mathbb{R}$. We will proceed to prove this with mathematical induction. Let $P(N)$ be the statement that $\sum_{n=N}^{\infty} a_n$ is convergent.
  • For our base step, if $N = 1$, then we already know that $\sum_{n=1}^{\infty} a_n$ is convergent.
  • Now suppose that for some $k \in \mathbb{N}$, the statement $P(k) : \sum_{n=k}^{\infty} a_n$ is convergent to $S$ . We want to show that the statement $P(k+1) : \sum_{n=k+1}^{\infty} a_n$ is also convergent. Now notice that:
(1)
\begin{align} \sum_{n=k+1}^{\infty} a_n = \sum_{n=k}^{\infty} a_n - a_k \end{align}
  • Since $\sum_{n=k}^{\infty} a_n$ is convergent to some sum $S$ by the induction hypothesis, then $\sum_{n=k+1}^{\infty} a_n$ is convergent to $S - a_k$. Therefore $P(k+1)$ is true.
  • Therefore for any $n \in \mathbb{N}$, if $\sum_{n=1}^{\infty} a_n$ is convergent then $\sum_{n=N}^{\infty} a_n$ is convergent.
  • $\Leftarrow$ Suppose that the series $\sum_{n=N}^{\infty} a_n$ is convergent for any $n \in \mathbb{N}$. Then if $N = 1$, $\sum_{n=1}^{\infty} a_n$ is convergent, and we are done the proof $\blacksquare$
Theorem 2: If the sequence $\{ a_n \}$ is ultimately positive and the sequence of partial sums $\{ s_n \}$ is bounded above then the series $\sum_{n=1}^{\infty} a_n$ converges. If the sequence of partial sums is not bounded above then $\sum_{n=1}^{\infty} a_n$ diverges to $\infty$.
  • Proof of Theorem 2: Suppose that $\{ a_n \}$ is ultimately positive, that is for some $N \in \mathbb{N}$, if $n ≥ N$ then $a_n > 0$. Let $\{ s_n \}$ be the sequence of partial sums that is bounded above by $M \in \mathbb{R}$ such that $a_1 + a_2 + ... + a_n = s_n ≤ M$ for all $n \in \mathbb{N}$.
  • We note that $\{ s_n \}$ must then be ultimately increasing. Consider $s_N = a_1 + a_2 + ... + a_N$ and $s_{N+1} = a_1 + a_2 + ... + a_N + a_{N+1}$. Now we know that for some $N \in \mathbb{N}$ if $n ≥ N$ then $a_n > 0$. So therefore $a_{N+1} > 0$ and thus $s_N < s_{N+1}$.
  • Since $\{ s_n \}$ is ultimately increasing and bounded above, the sequence $\{ s_n \}$ must be convergent by the The Monotonic Sequence Theorem for Convergence and therefore $\sum_{n=1}^{\infty} a_n$ is convergent. $\blacksquare$

Example 1

Show that the series $\sum_{n=1}^{\infty} \frac{1 - n}{2 + n}$ is divergent.

We note that $\lim_{n \to \infty} \frac{1 - n}{2 + n} = \lim_{n \to \infty} \frac{\frac{1}{n} - 1}{\frac{2}{n} + 1} = -1$. Since $L < 0$, we reason that the series $\sum_{n=1}^{\infty} \frac{1 - n}{2 + n}$ is divergent to negative infinity.

Example 2

Show that the series $\sum_{n=1}^{\infty} \frac{n^2 - 1}{n}$ is divergent.

We note that $\lim_{n \to \infty} \frac{n^2 - 1}{n} = \lim_{n \to \infty} n - \frac{1}{n} = \infty$. So the series $\sum_{n=1}^{\infty} \frac{n^2 - 1}{n}$ is divergent to infinity.

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