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Series
Series
We call a normed space (X, ||) a Banach space provided that every Cauchy
sequence (x
n
) in X converges. For example, R with the norm || = [[ is an
example of Banach space. Now let (x
n
) be a sequence in X. Dene a new
sequence (s
n
) in X by
s
n
=
n
k=1
x
k
, n N.
The sequence (s
n
) is called a series in X and is written as
x
k
or
k
x
k
.
The n-th term s
n
of the sequence (s
n)
is called the nth partial sum and x
k
is called the kth summand of the series
k
x
k
.
Denition 6.1. The series
k
x
k
converges or is convergent if the sequence
(s
n
) of partial sums converges. The limit lim
n
s
n
is called the value of
the series
k
x
k
and is written as
k=1
x
k
Finally,
k
x
k
diverges or is
divergent if the sequence (s
n
) diverges in X.
Proposition 6.2 (Necessary condition for convergence). If the series
x
k
converges, then x
n
0.
Proof. Denoting by s
n
the nth partial sum of the series
x
k
, we have
s
n
x for some x. Since
x
n
= s
n+1
s
n
x x = 0,
the result follows.
Example 6.3. The series
k=0
1/k! =
e.
Example 6.4. The series
1/k
2
converges in R. Indeed, if s
n
=
n
k=1
1/k
2
,
then
s
n
=
n
k=1
1/k
2
1 +
n
k=2
1
k(k 1)
= 1 +
n
k=2
_
1
k 1
1
k
_
= 1 + 1
1
n
< 2.
So, the sequence (s
n
) of partial sums is bounded in R and since it is also
increasing, it converges.
Example 6.5. The harmonic series
n
k=1
1/k,
then
[s
2n
s
n
[ =
1
n + 1
+. . . +
1
2n
n
2n
=
1
2
showing that (s
n
) is not a Cauchy sequence and this implies that
k
1/k is
dirvergent.
30
Example 6.6. The geometric series
a
k
, where a R satises [a[ < 1,
converges. Indeed,
s
n
=
n
k=0
a
k
=
a
k+1
1
a 1
and since [a[ < 1, we have a
k+1
0 showing that
lim
n
s
n
=
k=0
a
k
=
1
1 a
.
If [a[ 1, then
k
a
k
diverges.
Proposition 6.7. Let
a
k
and
b
k
be convergent series in a Banach
space X and let R. Then
The series
(a
k
+ b
k
) converges and
k=1
(a
k
+ b
k
) =
k=1
a
k
+
k=1
b
k
.
The series
k=1
(a
k
) converges and
k=1
(a
k
) =
k=1
a
k
.
Theorem 6.8 (Cauchy criterion). For a series
x
k
in a Banach space
(X, ||) the following conditions are equaivalent.
(a) The series
x
k
converges.
(b) For every > 0 there is N N such that
_
_
_
_
_
m
k=n+1
x
k
_
_
_
_
_
<
for all m > n N.
Proof. Let s
n
=
n
k=1
x
k
be the nth partial sum. Then s
m
s
n
=
m
k=n+1
x
k
if m > n.Thus (s
n
) is Cauchy in X if and only if the condition (b) holds
true. By assumption, (X, ||) is a Banach space and the result follows.
Theorem 6.9. If
a
k
is a series in R and a
k
0 for all k N, then
a
k
converges if and only if the sequence (s
n
) of partial sums is bounded. In this
case, the series has the value equal to sup
nN
s
n
.
Proof. Since a
k
0 for all k N, the sequence (s
n
) of partial sums is
increasing. Hence (s
n
) converges if and only if (s
n
) is bounded.
31
6.1 Alternating series
Denition 6.10. A series
a
k
in R is called alternating if a
k
and a
k+1
have opposite signs. Any such series can be written as
(1)
k
a
k
with
a
k
0 for all k N.
Theorem 6.11 (Leibniz criterion). Let (a
k
) be a decreasing null sequence
such that a
k
0 for all k N. Then the alternating series
(1)
k
a
k
converges in R.
Proof. Since
s
2n+2
s
2n
= a
2n+1
+a
2n+2
0,
the sequence (s
2n
) is decreasing. Similarly,
s
2n+3
s
2n+1
= a
2n+2
a
2n+3
0,
implying that (s
2n+1
) is increasing. Moreover, s
2n+1
s
2n
so that s
2n+1
s
2
and s
2n
0 for all n 1. Hence, there are s and t such that s
2n
s
and s
2n+1
t. Also
t s = lim
n
(s
2n+1
s
2n
) = lim
n
a
2n+1
= 0
implying that t = s. Take > 0. Then there are N
1
, N
2
N such that
[s
2n
s[ < , 2n N
1
and [s
2n+1
s[ < , 2n + 1 N
2
.
Thus, [s
n
s[ < for all n > 2 maxN
1
, N
2
.
Example 6.12. The assumption that (a
n
) is decreasing is necessary. For
example, set
a
2n
=
1
2n
and a
2n1
=
1
(2n 1)
2
.
Then a
2n1
=
1
(2n1)
2
1
2n1
so that 0 a
n
1
n
showing that a
n
0.
Since a
2n1
< a
2n
for n 2, the sequence (a
n
) is not decreasing. However,
the series
(1)
n
a
n
diverges. Arguing by contradiction we assume that the
sequence (s
n
) of partial sums converges. We have
s
2n
=
2n
k=1
(1)
k
a
k
=
n
k=1
(1)a
2k1
+
n
k=1
a
2k
=
n
k=1
1
(2k 1)
2
+
n
k=1
1
2k
= A
n
+B
n
,
32
where A
n
=
n
k=1
1
(2k1)
2
and B
n
=
n
k=1
1
2k
=
1
2
n
k=1
1
k
. Since the
series
k1
1
(2k1)
2
converges, the sequence (A
n
) converges. Consequently,
the sequence B
n
= s
n
+A
n
converges. But this contradicts the fact that the
series
k1
1
k
diverges.
6.2 Absolute convergence
Denition 6.13. The series
x
k
in a Banach space (X, ||) converges
absolutely or is absolutely convergent if the series
|x
k
| is convergent in R.
The series
x
k
is conditionally convergent if
x
k
converges but
|x
k
|
diverges.
Example 6.14. The alternating harmonic series
(1)
k
/k converges in
view of Leibniz criterion, however, the series of absolute values
1/k di-
verges. Hence the series
(1)
k
/k converges conditionally.
Proposition 6.15. Every absolutely convergent series converges.
Proof. The proposition is a consequence of Cauchy criterion and the triangle
inequality. Indeed,
_
_
_
_
_
m
k=n+1
x
k
_
_
_
_
_
m
k=n+1
|x
k
| .
a
k
and
b
n
be two se-
quences of nonnegative terms and assume that
a
n
b
n
for all n.
Then the following holds true,
(a) If
b
k
converges, then so is
a
k
.
(b) If
a
k
diverges, then so is
b
k
.
33
Example 6.17. Let m 2. Then the series
1/k
m
converges absolutely.
Recall from Example 6.4 that the series
1
k
2
converges. Since for m 2,
we have
1
k
m
1
k
2
for all k,
it follows from Proposition 6.16 that the series
1/k
m
is indeed convergent.
Proposition 6.18 (Limit comparison test). Let
a
k
and
b
n
be two
sequences of positive terms and assume that
a
n
b
n
L
(Clearly, L [0, ) or L = ). Then the following holds true,
(a) If L (0, ), then the convergence of
b
k
implies the convergence of
a
k
and the divergence of
a
k
implies the divergence of
b
k
.
(b) Assume that L = 0. Then
a
k
converges if
b
k
converges.
(c) Assume that L = . Then
a
k
diverges, if
b
k
diverges.
Proof. We only prove (a). If L (0, ), then there is N so that L/2 =
LL/2 < a
n
/b
n
< L+L/2 = 3L/2 for n N. So, (L/2)b
n
< a
n
< (3L/2)b
n
for n N and the result follows from Proposition 6.16.
Theorem 6.19 (Root test). Let
a
k
be a series of nonnegative real num-
bers and let
= limsup
n
_
[a
n
[.
Then
a
k
converges absolutely if < 1.
a
k
diverges if > 1.
If = 1, then both convergence and divergence of
a
k
are possible.
Theorem 6.20 (Ratio test). Let
a
k
be a series of real numbers such
that a
k
,= 0 for all k N. Then
If
lim
k
a
k+1
a
k
< 1,
then
a
k
converges absolutely.
34
If
lim
k
a
k+1
a
k
> 1,
then
a
k
diverges.
If lim
k
a
k+1
a
k
a
k
are
possible.
Proposition 6.21 (Cauchys condensation test). Let (a
k
) be a sequence
of nonnegative and decreasing terms. Then
a
k
converges if and only if
the series
2
k
a
2
k converges.
Proof. Denote by s
n
=
n
k=1
and t
n
=
n
k=1
2
k
a
2
k. Then, if n < 2
m
, we
have
s
n
a
1
+ (a
2
+a
3
) +. . . + (a
2
m +. . . +a
2
m+1
1
)
a
1
+ 2a
2
+. . . + 2
m
a
2
m = t
m
.
If
2
k
a
2
k converges, then the sequence (t
m
) is bounded and above estimate
shows that (s
n
) is bounded. Hence
a
k
converges. For the converse, note
that if n > 2
m
, then
s
n
a
1
+a
2
+ (a
3
+a
4
) +. . . + (a
2
m1
+1
+. . . +a
2
m)
1
2
a
1
+a
2
+ 2a
4
+. . . + 2
m1
a
2
m =
1
2
t
m
.
This shows that if
a
k
converges, then the sequence (t
m
) is bounded so
that
2
k
a
2
k converges.
Example 6.22. Consider the series
1
n
p
with p > 0. Then the conden-
sation test implies that
1
n
p
converges if and only if
2
n
2
np
=
_
1
2
p1
_
n
converges. We already know that the geometric series
_
1
2
p1
_
n
converges
if and only if
1
2
p1
< 1, i.e., p > 1.
The next theorem is a generalization of the condensation test.
Theorem 6.23 (Schl omlich theorem). Let (g
k
) be a strictly increasing
sequence of positive integers such that g
k+1
g
k
C(g
k
g
k1
) for some
C > 0 and all k N. If (a
k
) is a decreasing sequence of nonnegative
numbers, then
a
k
converges if and only if
(g
k+1
g
k
)a
g
k
converges.
35
Proof. The proof is similar to the proof of the condensation test. Let (S
n
)
be the sequence of the partial sums of the series
a
k
and (T
n
) the sequence
of the partial sums of the series
(g
k+1
g
k
)a
g
k
. Now, if n < g
k
, then
S
n
S
g
k
(a
1
+. . . +a
g
1
1
) + (a
g
1
+. . . +a
g
2
1
) +. . . + (a
g
k
+. . . +a
g
k+1
1
)
(a
1
+. . . +a
g
1
1
) + (g
2
g
1
)a
g
1
+. . . + (g
k+1
g
k
)a
g
k
(a
1
+. . . +a
g
1
1
) +T
k
.
Consequently, if the sequence (T
k
) converges and hence is bounded, then
the sequence (S
n
) is bounded so that
a
k
converges. Conversely, assume
that
a
k
converges. If n > g
k
, then
CS
n
CS
g
k
C(a
g
1
+1
+. . . +a
g
2
) +. . . +C(a
g
k1
+1
+. . . +a
g
k
C(g
2
g
1
)a
g
2
+. . . +C(g
k
g
k1
)a
g
k
(g
3
g
2
)a
g
2
+. . . + (g
k+1
g
k
)a
g
k
= T
k
(g
2
g
1
)a
g
1
.
Consequently, the sequence (T
k
) is bounded and the series
(g
k+1
g
k
)a
g
k
converges.
Example 6.24. Take g
k
= 3
k
. Then the sequence (g
k
) satises the as-
sumptions of the above theorem and g
k+1
g
k
= 3
k+1
3
k
= 2 3
k
. So, the
following holds true. Assume that (a
k
) is a decreasing sequence of nonneg-
ative numbers, then
a
k
converges if and only if
3
k
a
3
k converges.
Now consider the series
1
3
ln n
. Since the sequence (
1
3
ln n
) is decreasing
and converges to 0,
1
3
ln n
converges if and only if
3
n
3
ln 3
n =
3
n
3
nln 3
=
_
1
3
ln 31
_
n
converges. Since ln 3 > 1, it follows that 3
ln 31
> 1 and
1
3
ln 31
< 1 so that the series
_
1
3
ln 31
_
n
converges. Hence
1
3
ln n
con-
verges.
Consider g
k
= k
2
, then the sequence (g
k
) satises the assumptions of the
theorem. Then the following is true. If (a
k
) is a decreasing sequence of
nonnegative numbers, then
a
k
converges if and only if
ka
k
2 converges.
Indeed, since (k +1)
2
k
2
) = 2k +1, it follows from Theorem ?? that
a
k
converges if and only if
(2k +1)a
k
2 converges. Since ka
k
2 (2k +1)a
k
2
36
3ka
k
2, the comparison test shows that
(2k +1)a
k
2 converges if and only if
ka
k
2 converges. showing our claim. Now consider the series
1
2
n
. Since
the sequence 1/2
n
) is decreasing and converges to 0, the series
1
2
n
converges if and only if the series
n
2
n
2
=
n
2
n
converges. Using the
ratio test, we see that
n
2
n
converges and so
1
2
n
converges.
6.4 The Dirichlet and Abel Test
We start with the following lemma.
Lemma 6.25 (Abels lemma). Let (x
n
) and (y
n
) be two sequences of real
numbers. Let (s
n
) be a sequence of partial sums of (y
n
) and s
0
= 0. Then
m
k=n+1
x
k
y
k
= (x
m
s
m
x
n+1
s
n
) +
m1
k=n+1
(x
k
x
k+1
)s
k
.
Proof. Note that y
k
= s
k
s
k1
. So,
m
k=n+1
x
k
y
k
=
m
k=n+1
x
k
(s
k
s
k1
)
= x
n+1
(s
n+1
s
n
) +x
n+2
(s
n+2
s
n+1
) +. . . +x
m
(s
m
s
m1
)
= x
m
(x
m
x
n+1
s
n
) +s
n+1
(x
n+1
x
n+2
) +. . . +s
m1
(x
m1
x
m
)
= x
m
(x
m
x
n+1
s
n
) +
m1
k=n+1
x
k
(s
k
s
k1
)
x
k
y
k
.
Theorem 6.26 (Dirichlets test). Suppose that (x
n
) is a decreasing se-
quence such that x
n
0 and the sequence (s
n
) of the partial sums of (y
n
)
is bounded. Then the series
x
k
y
k
converges.
Proof. Since (s
n
) is bounded, [s
n
[ C for all n 1. Since (x
k
) is decreasing,
x
k
x
k+1
0. Thus, by the above lemma,
k=n+1
x
k
y
k
[x
m
s
m
[ +[x
n+1
s
n
[ +
m1
k=n+1
(x
k
x
k+1
) [s
k
[
((x
n+1
+x
m
) + (x
n+1
x
m
))C = 2x
n+1
C.
37
Example 6.27. Consider
(1)
n
x
n
where x
n
is a decreasing sequence of
nonnegative numbers converging to 0. Then the series converges in view
of alternating series test. However, this also follows from Dirichlets test.
Indeed, let y
n
= (1)
n
. Then s
n
=
n
k=1
b
k
=
n
k=1
(1)
k
is equal to 1 if
n is odd and is equal to 0 if n is even. Hence the sequence (s
n
) is bounded,
and Dirichlets test implies that the series
(1)
n
a
n
converges.
Example 6.28. One can show, using for example the principle of mathe-
matical induction, that
sin
2
(cos + cos 2 +. . . + cos n) = cos
(n + 1)
2
sin
n
2
.
Hence if ,= 2k for all k Z, then
[cos + cos 2 +. . . + cos n[ =
cos
(n+1)
2
sin
n
2
sin
2
sin
2
.
Similarly,
sin
2
(sin + sin 2 +. . . + sin n) = sin
(n + 1)
2
sin
n
2
which implies that
[sin + sin2 +. . . + sin n[
1
sin
2
x
n
cos n and
x
n
sinn converge.
Theorem 6.30 (Abels test). If (x
n
) is a monotone convergent sequence
and the series
y
k
converges, then
x
k
y
k
converges.
Proof. Without loss of generality, we may assume that (x
n
) is decreasing.
If x = limx
n
, set u
n
= x
n
x is decreasing and converging to 0. Thus,
x
n
= x + u
n
and x
n
y
n
= xy
n
+ u
n
y
n
. Now note that the series
xy
k
converges since
y
k
converges and the series
u
n
y
n
converges in view of
the Dirichlets test. Hence, the series
x
n
y
n
converges.
38
6.5 Cauchy Product
Denition 6.31. The Cauchy product of two series
n0
a
n
and
n0
b
n
is the series
n0
c
n
where
c
n
=
n
k=0
a
k
b
nk
. n 0.
Example 6.32. Let
n0
c
n
be the Cauchy product of the alternating
series
(1)
n
n+1
with itself. That is,
c
n
=
n
k=0
(1)
k
k + 1
(1)
nk
_
(n k) + 1
= (1)
n
n
k=0
1
_
(k + 1)(n k)
.
Note that , in view of the alternating series test, the series
(1)
n
n+1
converges
conditionally. However, the Cauchy product diverges. To see this we show
that the sequence (c
n
) does not converge to 0. Indeed, we have
(n k + 1)(k + 1) =
_
n
2
+ 1
_
2
_
n
2
k
_
2
and hence
_
(n k + 1)(k + 1) =
_
(n/2 + 1)
2
(n/2 k)
2
_
n/2 + 1)
2
=
n
2
+ 1.
Using this we nd that
[c
n
[ =
n
k=0
1
_
(k + 1)(n k)
k=0
1
n/2 + 1
= (n + 1)
2
n + 2
1
showing that the sequence (c
n
) does not converge to 0.
Theorem 6.33 (Mertens theorem). Assume that
n0
converges abso-
lutely,
n=0
a
n
= A,
n=0
b
n
= B, and
n0
is the Cauchy product of
n0
a
n
and
n0
b
n
. Then
n0
c
n
converges and
n=0
c
n
= AB.
Proof. Dene
A
n
=
n
k=0
a
n
, B
n
=
n
k=0
b
n
, C
n
=
n
k=0
c
n
,
n
= B
n
B.
39
Then
C
n
= c
0
+c
1
+. . . +c
n
= a
0
b
0
+ (a
0
b
1
+a
1
b
0
) +. . . + (a
0
b
n
+a
1
b
n1
+. . . +a
n
b
0
)
= a
0
(b
0
+b
1
+. . . +b
n
) +a
1
(b
0
+b
1
+. . . +b
n1
) +. . . +a
n
b
0
= a
0
B
n
+a
1
B
n1
+. . . +a
n
B
0
= a
0
(
n
+B) +a
1
(
n1
+B) +. . . +a
n
(
0
+B)
= (a
0
+. . . +a
n
)B + (a
0
n
+a
1
n1
+. . . +a
n
n
)
= A
n
B +
n
where we have abbreviated
n
= a
0
n
+a
1
n1
+. . . +a
n
n
.
Since A
n
B AB, it suces to show that
n
0. In order to show that
n
0, pick > 0. Then, since
n
0, there is N such that
[
n
[ < for all n N.
Let
A =
n=0
[a
n
[ and [
n
[ M.
(The series
n0
[a
n
[ converges and (
n
) is bounded since it converges.)
Then
[
n
[ = [a
0
n
+a
1
n1
+. . . +a
n
0
[
[a
0
n
+a
1
n1
+. . . +a
nN
N
[
+[a
nN+1
N1
+a
nN+2
N2
+. . . +a
n
0
[
A+M ([a
nN+1
[ +[a
nN+2
[ +. . . +[a
n
[)
Keeping N xed and letting n , we get
limsup[
n
[
A
since a
n
0. Since > 0 was arbitrary, we conclude that
limsup [
n
[ = 0
which implies that lim
n
= 0 as claimed
Theorem 6.34 (Abels theorem). If
n=0
a
n
= A,
n=0
b
n
= B, and
n=0
c
n
= C, where c
n
=
n
k=0
a
k
b
nk
for all n 0, then C = AB.
40
6.6 Double Sums
Let (X, ||) be a normed space, let (a
ij
)
(i,j)NN
be a double sequence in X,
and the double series
a
ij
. We have a function a : NN N, (j, k) a
jk
.
Since N N is countable, there is a bijection : N N N. If is such
bijection, the series
n
a
(n)
is called an ordering of the double series
a
jk
.
If we x j N (or k N ), then the series
a
jk
is called the jth row series
(or the kth column series). If every row series (or column series) converges,
then we may consider the series of row sums
j
(
k=0
a
jk
) (or the series of
column sums
k
(
j=0
a
jk
)). Finally, the double series
a
jk
is summable
if
sup
n
n
j,k
[a
jk
[ < .
Theorem 6.35. Let
a
jk
be a summable double series. Then
(a) Every ordering
n
a
(n)
of
a
jk
is converges absolutely to a value
s X which is independent of .
(b) The series of row sums
j
(
k=0
a
jk
) and the series of column sums
k
(
j=0
a
jk
) converge absolutely and
j=0
(
k=0
a
jk
) =
k
(
j=0
a
jk
).
To prove (a) we will need the following result. Let
a
n
be a series and
let : N N be a bijection. Dene b
n
= a
(n)
. Then the series
b
n
is
called a rearrangement of of
a
n
.
Proposition 6.36. Assume that
a
n
converges absolutely. Then any re-
arrangement of
a
n
converges absolutely. (They all converge to the same
value).
Proof. Assume that
a
n
converges absolutely. Take a bijection : N N
and consider
b
n
with b
n
= a
(n)
. Denote by (A
n
) and (B
n
) the sequences
of partial sums of
a
n
and
b
n
, respectively. Since
a
n
converges abso-
lutely, given > 0, there is N such that
m
k=n
[a
k
[ < (1)
41
for all m > n N. Let K be such that 1, . . . , N (1), . . . , (K).
Take n > K and consider the dierence [A
n
B
n
[ Note that the terms
a
1
, . . . , a
N
appear in both partial sums A
n
and B
n
. So, by (1)
[A
n
B
n
[ < .
Hence limA
n
= limB
n
, proving that
b
n
converges to the same value as
a
n
. The same argument in which A
n
and B
n
are partial sums of
[a
n
[
and
[b
n
[, respectively, shows that
b
n
converges absolutely.
Proof of Theorem 6.35. (a) Abbreviate M =
n
j,k=0
[a
jk
[. Let :
N N N be a bijection and let N N. Then there is some K N such
that
(0), . . . , (N) (0, 0), (1, 0), . . . , (K, 0), . . . , (K, K). (2)
Together with the summability of
a
jk
this imples
N
n=0
a
(n)
j,k=0
[a
jk
[ M.
This implies that
n
a
(n)
converges absolutely. Let : N N N be
another bijection. Then =
1
: N N is a bijection. Set y
m
= x
(m)
.
Then
b
(n)
= a
((n))
= a
(n)
, n N.
Thus
n
a
(n)
is a rearrangement of
n
a
(n)
. Since
n
a
(n)
converges
absolutely, the series
n
a
(n)
also converges absolutely.
(b) The row series
k=0
a
jk
, j N, and the column series
j=0
a
jk
,
k N, converge absolutely. This follows from the summability of
a
jk
.
So, the series of row series
j
(
k=0
a
jk
) and the series of column series
k
(
j=0
a
jk
). To see that these series converge absolutely, consider the
following inequalities,
l
j=0
k=0
a
jk
j=0
m
k=0
[a
jk
[
m
j,k
[a
jk
[ M, l m.
Taking the limit m , we get
l
j=0
[
k=0
a
jk
[ M, l N. This
proves the absolute convergence of the series of row series
j
(
k=0
a
jk
).
A similar argument proves the absolute convergence of the series of column
series
k
(
j=0
a
jk
).
42
Now let : N N N be a bijection and let s =
n
a
(n)
. Then for
every > 0, there is N N such that
n=N+1
a
(n)
j=0
m
k=0
a
jk
N
n=0
a
(n)
n=N+1
a
(n)
< /2, l, m K.
Taking the limit m and l , we get
j=0
k=0
a
jk
N
n=0
a
(n)
n=N+1
a
(n)
/2.
Applying the triangle inequality to
s
N
n=0
a
(n)
n=N+1
a
(n)
< /2,
we get
j=0
k=0
a
jk
s
.
A similar argument shows that the value of
k
(
j=0
a
jk
) is also s.
43