Subject - Statistics

Paper - Probability
Module - Series of real numbers I
In this module we are going to learn about series of real numbers and their
convergence and divergence. Some tests related to convergence will also be presented
here.

1 A Few Important Definitions and Results

Q A series of real numbers is an expression of the form
8
ÿ
a1 ` a2 ` ¨ ¨ ¨ or an
n“1
8
ř n
ř 8
ř
The n-th partial sum related to the series an is Sn “ ai . A series an is
n“1 i“1 n“1
said to converge (to s P <) if the sequence of partial sums tSn u converges (to s P <).
8
ř
If Sn converges to s, then an “ s. A series which does not converge is called a
n“1
divergent series.
8
ř
Definition 1 [Cauchy Criterion] The series an converges if and only if for
n“1
every ε ą 0 there exists an integer N such that
m
ÿ
|sm ´ sn | ă ε i.e. | an | ă ε if m ě n ě N
k“n
8
ř
Theorem 1 If an converges, then an Ñ 0, as n Ñ 8.
n“1

Proof 1 First note that an “ Sn ´ Sn´1 .

8
ř
Since an converges, an Ñ 0 as n Ñ 8. 
n“1

Converse of the above theorem may not be true. For example consider the in-
8
1
ř
finite series n
. This series is divergent but 1{n Ñ 0 as n Ñ 8. So it is clear
n“1
that the above theorem provides only a necessary condition (and not sufficient) for
convergence of a series.

1
Theorem 2 A series of non-negative terms converges if and only if its partial sums
form a bounded sequence.
8
ř n
ř
Proof 2 Consider the series an of non-negative numbers. Let Sn “ ai .
n“1 i“1
(If part) Since an ą 0 for all n, Sn`1 ´ Sn “ an`1 ą 0 so that Sn`1 ą Sn . Hence
Sn is a monotonic increasing sequence. Moreover Sn is bounded. Therefore Sn is
convergent and hence the proof. 
8
ř
(Only if part) an converges iff the partial sums Sn converges. Again the conver-
n“1
gence of Sn implies that Sn is bounded. This proves the only if part. 
8
ř
Theorem 3 Let a1 ě a2 ě ¨ ¨ ¨ ě 0 i.e. terms are decreasing. Then an converges
n“1
8
ř
if and only if 2k ak converges.
k“0

Proof 3 From Theorem 2 a series of non-negative terms converges if and only

if its partial sums form a bounded sequence. Let sn “ a1 ` a2 ` ¨ ¨ ¨ ` an and
bn “ a1 ` 2a2 ` ¨ ¨ ¨ ` 2k a2k . For n ď 2k ,

sn “ a1 ` pa2 ` a3 q ` pa4 ` a5 ` a6 ` a7 q ` ¨ ¨ ¨ ` pa2k ` ¨ ¨ ¨ ` a2k`1 ´1 q

ď a1 ` 2a2 ` 4a4 ` ¨ ¨ ¨ ` 2k a2k “ bk (since a1 ě a2 ě ¨ ¨ ¨ )

i.e. sn ď bk . (1)
For n ą 2k we can easily show that
1
sn ě bk i.e.2sn ě bk . (2)
2
(1) and (2) imply that either tsn u and tbn u are both bounded or both unbounded.
Hence by Theorem 2, the proof is complete.

2
Theorem 4 Suppose tan u is a sequence of positive terms such that an`1 ą an for
8
ř
all n P N. Then the series an diverges.
n“1

n
ř
Proof 4 Consider the partial sum Sn “ ai . Since an`1 ą an for all n P N we can
i“1
write Sn ą na1 . Therefore as n Ñ 8Sn Ñ 8. 
8
ř
Note: As an application of the above theorem we can show that the series an
n“1
n
diverges when an “ n`1
.

2 Geometric Series
8
ř
Let us consider the geometric series aq n´1 where ap‰ 0q, q P <. Note that
n“1
Sn “ a ` aq ` ¨ ¨ ¨ ` aq n´1 for all n P N. If a “ 0, then Sn “ 0 for all n P N. Then
"
na if q “ 1
Sn “ ap1´qn q
1´q
if q ‰ 1

• If q “ 1, the series is not convergent since tSn u is not bounded.

• If q “ ´1 then tSn u diverges.
"
a if n is odd
Sn “
0 if n is even

• If q ‰ 1 then
a |a|
|Sn ´ |“ |q|n
1´q |1 ´ q|
This implies, if |q| ă 1, the series converges and if |q| ą 1, tSn u is not bounded,
hence it diverges.

3 Few Interesting Series

8
ř
1. xn “ 1 ` x ` x2 ` x3 ` ¨ ¨ ¨ converges if 0 ď x ă 1
n“1
and diverges if x ě 1.

3
 n
1´xn`1
ř
Proof 5 If x ‰ 1, sn “ xk “ 1´x
.
k“0
Taking n Ñ 8, the result follows.
For x “ 1, sn “ 1 ` 1 ` 1 ¨ ¨ ¨ ` 1 “ n, which diverges.
8
1
ř
2. np
converges if p ą 1 and diverges if p ď 1.
n“1
Proof 6 We use Theorem 3 to prove this.
8 8 8
ÿ 1 ÿ ÿ 1
2k ¨ kp “ 2kp1´pq “
k“0
2 k“0 k“0
2kpp´1q
1
This is a geometric series with common ratio 2pp´1q
.
It converges if and only if p ą 1.
8
1
ř
3. nplog nqp
converges if p ą 1 and diverges if p ď 1.
n“1
! )
1
Proof 7 Monotonicity of logarithm function implies that n log n
decreases as
n increases. Hence, for p ą 1,
8 8 8
ÿ
k 1 ÿ
k 1 1 ÿ 1
2 ¨ k k p
“ 2 ¨ k p p
“
k“0
2 tlogp2 qu k“0
2 plog 2q k plog 2q k“0 k p
p

The result follows from previous example.

4 More on Convergence
Theorem 5 Let tan u and tbn u be sequences such that for some k P N, an “ bn @ n ě
8
ř ř8
k. Then an converges if and only if bn converges.
n“1 n“1
8
ř
Proof 8 If we construct a series bn by adding or omitting a finite number of
n“1
8
ř
terms to an , then
n“1
8
ÿ 8
ÿ
an converges ô bn converges
n“1 n“1
ÿ8 ÿ8
Particularly an converges ô an`k converges for any k P N. 
n“1 n“1

4
 8
ř 8
ř
Theorem 6 If an converges to s and bn converges to t, then for every
n“1 n“1
8
ř
α, β P <, pαan ` βbn q converges to αs ` βt
n“1

Proof 9
n
ÿ n
ÿ n
ÿ
pαak ` βbk q “ α ak ` β bk
k“1 k“1 k“1
8
ÿ 8
ÿ
Ñα ak ` β bk “ αs ` βt as n Ñ 8. 
k“1 k“1