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1 - Sequences and Series
1 - Sequences and Series
Nguyễn Anh Tú
natu@hcmiu.edu.vn
Contents
Section 1
Sequences
Sequences
a1 , a2 , a3 , a4 , . . . , an , . . .
Definition 1.1
A sequence of numbers is a function whose domain is the set
of positive integers.
For a sequence a : N → R, it is customary to denote an
instead of a(n) for the value of the function at the number n.
The number an is called the nth term of the sequence.
Sequences
A sequence can be pictured either by:
The sequence { n1 }.
Sequences
Descriptions of sequences
A sequence can be specified in three ways:
(i) List the first few terms followed by ... if the pattern is
obvious, e.g. 1, 1/4, 1/9, . . .
(ii) Provide a formula for the general term an , e.g.
an = (−1)n sin n.
(iii) Provide a formula for calculating the term an from
previous terms a1 , a2 , ..., an−1 , together with values of
enough initial terms. E.g. the Fibonacci sequence
a1 = a2 = 1, an = an−1 + an−2 , n > 2.
∞
Example: The sequence n1 n=1 can be described as
• 1, 12 , 13 , 41 , . . .
• an = n1 , n = 1, 2, . . . .
• a1 = 1, an+1 = a a+1 n
.
n
• a1 = 1, a2 = 2 , an+1 = 2aan an−1
1
.
n−1 −an
Section 2
Limits of Sequences
Limits of Sequences
Definition 1.3
• A sequence {an } converges to the number L, and we
write
lim an = L
n→∞
or
an → L as n → ∞
if for every ϵ > 0 there is a corresponding integer N such
that if n > N then |an − L| < ϵ. We call L the limit of
the sequence.
• If limn→∞ an exists, we say the sequence converges (or is
convergent). Otherwise, it diverges (or is divergent).
Remark: The limit of a sequence, if exists, is unique. It is
determined by the behavior of the sequence at infinity, hence it
does not change if we modify or drop finitely many terms of
the sequence.
Limits of Sequences
Limits of Sequences
1 (−1)n
Limits of n
and n
.
Examples
Example 2.1
1
lim =0 if α > 0.
n→∞ n α
Theorem 2.2
If limn→∞ an = L and the function f is continuous at L, then
Example: Find
3n2 − 12n + 7
lim cos( ).
n→∞ 5n2 + n − 9
Example: Find
lim n1/n .
n→∞
Properties of Limit
Then
lim bn = L.
n→∞
Corollary 2.1
(a) If |an | ≤ bn and bn → 0, then an → 0.
(b) an → 0 if and only if |an | → 0.
Bounded Sequences
Definition 2.3
• A sequence {an } is bounded above if there is a number M
such that
an ≤ M for all n.
In this case, the number M is an upper bound for the
sequence.
• {an } is bounded below if there is a number m such that
an ≥ m for all n.
Theorem
• If {an } converges then it is bounded.
• Conversely, an unbounded sequence is divergent.
Monotonic Sequences
Definition 2.2
A sequence {an } is called:
• increasing, if an < an+1 for all n, that is,
Example
• The sequence an = n is increasing.
• The sequence an = 2−n is decreasing.
(−1)n
• The sequence an = n − n+2
is increasing.
• The sequence an = sin n is not monotonic.
Monotonic Sequence Theorem
√
Example: Let a1 = 1 and an = 6 + an−1 for n > 1 . Prove
that {an } converges and find its limit.
Solution:
• We prove {an }√is increasing and an < 3 by induction.
We have 3 > 7 > 1, i.e. 3 > a2 > a1 . Suppose
3 > an+1 > an , then
√ p √
3 = 6 + 3 > 6 + an+1 > 6 + an ,
Definition 2.1
• The sequence {an } diverges to infinity if for every
positive number M there is an integer N such that for all
n larger than N, an > M. If this condition holds we write
lim an = ∞ or an → ∞.
n→∞
lim an = −∞ or an → −∞.
n→∞
Section 3
Series
Series
Definition 3.1
• Given a sequence of numbers {an }, an expression of the
form ∞
X
a1 + a2 + a3 + · · · + an + · · · or aj
j=1
is called a series.
The numbers a1 , a2 , ... are called the terms of the series.
The number an is the nth term or the general term of
the series.
• The nth partial sum of the series is
n
X
sn = ai = a1 + a2 + a3 + · · · + an .
i=1
Series
Definition 3.2
If the sequence {sn } converges to a finite limit s we say the
series ∞
P
a
n=1 n is convergent and write:
∞
X
an = s or a1 + a2 + a3 + · · · + an + · · · = s.
n=1
is divergent.
Series
Note
• Any letter may be used for the index. Thus,
∞
X ∞
X ∞
X
an = aj = aα .
n=1 j=1 α=1
Theorem 3.1
• If the series ∞
P
n=1 an is convergent, then an → 0.
• If limn→∞ an does not exist or if limn→∞ an ̸= 0, then the
P
series an diverges.
Answer: a 1+r
1−r
.
Properties of Series
Theorem 3.2
P P
If
P an and bn are convergent
Pseries, then so are
P the series
can (where c is a constant), (an + bn ), and (an − bn ),
and
P P
(i) can = c an ;
P P P
(ii) (an + bn ) = an + bn ;
P P P
(iii) (an − bn ) = an − bn .
Section 4
Tests of Convergence
Nonnegative Series
Definition
A nonnegative series is a series whose terms are all
nonnegative.
Theorem 4.1
A nonnegative series converges if and only if its partial sums
are bounded from above.
Theorem 5.1
Suppose f is a continuous, positive, non-increasing function on
[N, ∞) and an = f (n). Then the Rseries ∞
P
a
n=1 n converges if
∞
and only if the improper integral 1 f (x)dx converges.
In other words,
R∞ P∞
(i) N f (x)dx converges ⇐⇒ n=N an converges ,
R∞ P∞
(ii) N f (x)dx diverges ⇐⇒ n=N an diverges .
Example 4.2 Determine if the following series converges
∞
X 1
.
n=2
n ln n
p -Series and Harmonic Series
The series ∞
X 1 1 1 1
p
= p + p + p + ···
n=1
n 1 2 3
is a p -series, where p is a positive constant.
For p = 1, the series
∞
X 1 1 1 1
= + + + ···
n=1
n 1 2 3
That is ∞
X 1
< ∞ ⇐⇒ p > 1.
n=1
np
Comparison Test
The Comparison Test
P P
Let an and bn be series with nonnegative terms such
that an ≤ bn for all n ≥ N.
P P
(a) If bn is convergent, then an is also convergent.
P P
(b) If an is divergent, then bn is also divergent.
In words,
(i) Convergence of larger series implies convergence of
smaller series,
(ii) Divergence of smaller series implies divergence of larger
series.
Example 5.1 Determine if the following series converges
∞ ∞
X ln n X 1 + sin n
and 2
.
n=1
n n=1
n
Limit Comparison Test
Theorem 5.2
P P
Suppose that an and bn are series with nonnegative
terms. If
an
lim =K
n→∞ bn
Theorem 6.1
∞
X
(−1)n+1 cn = c1 − c2 + c3 − c4 + · · · + (−1)n+1 cn + · · ·
n=1
satisfies
(i) 0 < cn+1 ≤ cn for all n and
(ii) limn→∞ cn = 0,
then the series is convergent.
Furthermore, the sum s of the series satisfies |s − sn | < cn+1 .
Alternating Series
Example 6.1 The alternating harmonic series
∞
1 1 1 (−1)n+1 X (−1)n+1
1 − + − + ··· + + ··· =
2 3 4 n n=1
n
satisfies
1
i) 0 < cn+1 < cn because n+1
< n1 ;
ii) cn = n1 → 0.
Thus, it converges by the Alternating Series Test.
Example 6.2 Similarly, the alternating p−series
∞
X (−1)n+1
n=1
np
Definition 7.1
P
A series an converges Pabsolutely (is absolutely
convergent) if the series |an |, converges.
Theorem 7.1
If a series is absolutely convergent, then it is convergent.
is convergent or divergent.
Conditional Convergence
Definition 7.2
P
A series an converges conditionally (isPconditionally
convergent) if it converges but the series |an |, diverges.
converges
• absolutely if p > 1,
• conditionally if 0 < p ≤ 1.
Ratio Test
Then
(a) the series absolutely converges if ρ < 1,
(b) the series diverges if ρ > 1,
(c) the series may converge or it may diverge if ρ = 1.
P∞ 1
Example 7.3 Prove that n=0 n! converges.
Solution We compute the limit ρ. Let an = 1/n!. Then
Then
(i) the series absolutely converges if ρ < 1,
(ii) the series diverges if ρ > 1,
(iii) the test is not conclusive if ρ = 1.
2n+3 n
Example 7.4 Determine whether ∞
P
n=1 3n+2 converges.
Note If ρ = 1 in the Ratio Test, don’t try the Root Test
because ρ will again be 1.
Guidelines for Testing a Series for Convergence
Power Series
Power Series
Definition 8.1
A power series about x = 0 is a series of the form
∞
X
cn x n = c0 + c1 x + c2 x 2 + c3 x 3 + · · · + cn x n + · · ·
n=0
whose domain is the set of all x for which the series converges.
The domain contains a since the power series converges for
x = a.
Power Series
Thus,
∞
X 1
xn = 1 + x + x2 + x3 + · · · + xn + · · · = , −1 < x < 1.
n=0
1−x
Power Series
Theorem 8.1
For a given power seriesP
∞
n=0 cn (x − a)n
one of the following three possibilities holds:
(i) The series converges only when x = a.
(ii) The series converges for all x.
(iii) There is a positive number R such that the series
absolutely converges if |x − a| < R and diverges if
|x − a| > R.
In Case (i), set R = 0, and in Case (ii), set R = ∞. We call R
the radius of convergence of the power series.
Power Series
Definition 1
The set of x for which the power series ∞ n
P
n=0 cn (x − a)
converges is called interval of convergence of the power
series.
It is an interval of length R centered at a. The interval can be
open, closed, or half-open.
Theorem
Let
L = lim |cn+1 |/|cn |
n→∞
or
L = lim |cn |1/n ,
n→∞
then
1
R= .
L
Power Series
How to Find the Interval of Convergence
Note
1. It follows from the first part of Theorem 9.1 that
we get
1
= 1 + 2x + 3x 2 + 4x 3 + · · · + (n + 1)x n + · · ·
(1 − x)2
X∞ X∞
n−1
= nx = (n + 1)x n , −1 < x < 1.
n=1 n=0
f (n) (a)
cn = .
n!
Taylor and Maclaurin Series
Definition
Let f be an indefinitely differentible function. The series
∞
X f (n) (a) f ′ (a) f ′′ (a)
(x − a)n = f (a) + (x − a) + (x − a)2 + · · ·
n=0
n! 1! 2!
Definition
The Taylor series of f at a = 0
∞
X f (n) (0) f ′ (0) f ′′ (0) 2
f (x) = x n = f (0) + x+ x + ···
n=0
n! 1! 2!
Definition 10.1
The Taylor polynomial of order n of f at a is
f ′′ (a)
Tn (x) = f (a) + f ′ (a)(x − a) + (x − a)2 +
2!
f (n) (a)
+ ··· + (x − a)n .
n!
Thus, Tn is the n-th partial sum of the Taylor series of f at a.
Taylor and Maclaurin Series
If we let
Rn (x) = f (x) − Tn (x)
then Rn (x) is called the remainder of the Taylor series and
(1) is equivalent to
Theorem 10.3
Let f (x) be an infinitely differentiable function on the open
interval I = (a − R, a + R) with R > 0. Assume there exists a
constant K ≥ 0 such that for all n,
(n)
f (x) ≤ K for all x ∈ I .
x x2 x3 xn
ex = 1 + + + + ··· + + · · · , −∞ < x < ∞ .
1! 2! 3! n!
Letting x = 1 gives
1 1 1 1
e =1+ + + + ··· + + ··· .
1! 2! 3! n!
Example 10.5 Find the Taylor series for ln x in powers of
x − 2. Where does the series converge to ln x?
Answer:
∞
X (−1)n−1
ln x = ln 2 + (x − 2)n , 0 < x ≤ 4.
n=1
n2n
Binomial Series
The Binomial Theorem states that for any natural number
k,
k k k k−1 k k−2 2
(a + b) = a + a b+ a b + ···
1 2
k
+ ab k−1 + b k .
k −1
Setting a = 1 and b = x, we obtain an expansion of
f (x) = (1 + x)k :
k k k 2
(1 + x) = 1 + x+ x + ···
1 2
k
+ x k−1 + x k .
k −1
Binomial Series
Consider the function f (x) = (1 + x)k without assuming that
k ∈ N. To find the Maclaurin series for f , we first compute
f (n) (0)
k(k − 1) · · · (k − n + 1) k
= = .
n! n! n
∞
X k k(k − 1) 2 k(k − 1)(k − 2) 3
x n = 1 + kx + x + x +
n 2! 3!
n=0
k(k − 1)(k − 2) · · · (k − n + 1) n
+ ··· + x + ···
n!
Theorem
If k ∈ R and |x| < 1, then
∞
k
X k
(1 + x) = xn
n=0
n
∞
X k(k − 1) · · · (k − n + 1) n
= x
n=0
n!
Section Exercises
11.1 (p. 724) 4, 12, 17, 29, 37, 38, 40, 41, 47, 52, 64, 80
11.2 (p. 735) 19, 33, 35, 36, 41, 44, 48, 52, 60, 73, 83, 84
11.3 (p. 744) 8, 16, 29, 30, 34
11.4 (p. 750) 7, 8, 10, 13, 25, 28, 31
11.5 (p. 755) 7, 8, 10, 20
11.6 (p. 761) 1, 4, 6, 7, 10, 14, 15, 16, 23, 26, 30, 36
11.7 (p. 764) 8, 14, 16, 18, 27, 33
11.8 (p. 769) 4, 8, 14, 17, 20, 26, 30, 39
11.9 (p. 775) 4, 8, 13, 18, 20
11.10 (p. 789) 2, 4, 6, 9, 10, 13, 15, 18, 19, 26, 44, 46
HW 1
Section Exercises
11.1 (p. 724) 47, 52, 64, 80
11.2 (p. 735) 60, 73, 83
11.3 (p. 744) 16, 30
11.4 (p. 750) 25, 28, 31
11.5 (p. 755) 8, 10, 20
11.6 (p. 761) 26, 30, 36
11.8 (p. 769) 17, 20, 26
11.9 (p. 775) 8, 13, 18,
11.10 (p. 789) 6, 9, 19