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    II Series-1

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    Iduncare
    The document defines real series and provides examples of convergent and divergent series. It introduces the Cauchy criterion for convergence of series and states limit rules. It discusses geometric series, telescoping series, positive series, and the comparison test. Integral comparison test and Riemann series are also covered. Estimates of remainders are given for convergent series.

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    II Series-1

    Uploaded by

    Iduncare
    13 views15 pages
    The document defines real series and provides examples of convergent and divergent series. It introduces the Cauchy criterion for convergence of series and states limit rules. It discusses geometric series, telescoping series, positive series, and the comparison test. Integral comparison test and Riemann series are also covered. Estimates of remainders are given for convergent series.

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    The document defines real series and provides examples of convergent and divergent series. It introduces the Cauchy criterion for convergence of series and states limit rules. It discusses geometric series, telescoping series, positive series, and the comparison test. Integral comparison test and Riemann series are also covered. Estimates of remainders are given for convergent series.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    13 views15 pages

    II Series-1

    Uploaded by

    Iduncare
    The document defines real series and provides examples of convergent and divergent series. It introduces the Cauchy criterion for convergence of series and states limit rules. It discusses geometric series, telescoping series, positive series, and the comparison test. Integral comparison test and Riemann series are also covered. Estimates of remainders are given for convergent series.

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    Real Series

    Oon Shea Ming

    Institute of Mathematical Sciences


    University of Malaya
    oonsm@um.edu.my

    2020

    Oon Shea Ming Real Series


    Oon Shea Ming Real Series
    Definition

    Let (an )n∈N be a real sequence. Define for n ∈ N,


    n
    X
    An = ak .
    k=1

    This new sequence is the real series with general term an .


    P
    An is the partial sum of the series an .
    The limit of the series (if exists) is called its sum, denoted by

    X ∞
    X
    ak or ak .
    k>1 k=1

    ∞
    X
    In case of convergence, the remainder term is Rn = ak .
    k=n+1

    Oon Shea Ming Real Series


    Examples

    P1
    n
    P (−1)n
    n
    P 1
    n2
    P 1
    n(n + 1)
    P sin n
    n

    Oon Shea Ming Real Series


    Cauchy Criterion

    Theorem (Cauchy criterion for series)


    P
    A real series an is convergent iff

    Xm
    ∀ε > 0, ∃N ∈ N, ∀n, m ∈ N, m > n > N ⇒ an 6 ε.


    k=n

     If
    P
    an converges, then an → 0.

    Oon Shea Ming Real Series


    Limit Rules

    (−1)n diverges.
    P
    Example The series

    P n
    Example The series diverges.
    n+1

    P1
    Example The series diverges.
    n

    In case of convergence, we also have limit rules:

    X X X
    (an + bn ) = an + bn .

    Oon Shea Ming Real Series


    Geometric Series

    xn−1 is called geometric series


    P
    Let x ∈ R. The series

    We have An − xAn = 1 − xn . Hence if x 6= 1,


    xn − 1
    An = .
    x−1

    1
    xn is convergent if |x| < 1 with the sum
    P
    The series .
    1−x

    If x > 1, the an > n and the series diverges to infinity.

    Oon Shea Ming Real Series


    Telescoping series

    X 1
    Consider , we can write
    n(n + 1)
    1 1 1
    = −
    n(n + 1) n n+1
    and thus the partial sum

    1
    An = 1 − .
    n+1

    Hence, the series is convergent and its sum is 1.

    Oon Shea Ming Real Series


    Another Example
    X 1
    Study the series .
    n3 −n
    n>3

    We can write for n > 3


    2 1 2 1
    = − +
    n3 −n n−1 n n+1

    X 1 1h 1 2 1 1 2 1 1 2 1 i
    3
    = − + + − + + − + + ···
    n −n 2 2 3 4 3 4 5 4 5 6
    n>3
    1 1 2 1
     
    = − +
    2 2 3 3
    1
    = .
    12

    Oon Shea Ming Real Series


    Positive series

    Theorem (Comparison Test)


    P P
    Let an and bn be two positive series and C > 0 a constant.

    Pfor large n ∈ N, an P
    If 6 Cbn (a fortiori an = o(bn )) and
    1

    bn converges, then an converges.


    an P
    2 If → α > 0 (in particular an ∼ bn ), then an and
    P bn P
    bn have samePnature. Hence, if an 6 Cbn and an
    diverges, then bn diverges.

    Oon Shea Ming Real Series


    Example

    P 1
    Study the series .
    n2

    We know that
    1 1
    2
    6 .
    (n + 1) n(n + 1)
    P 1
    By comparison test, is convergent.
    n2
    π2
    The sum is , more subtle to obtain.
    6

    Oon Shea Ming Real Series


    Example

    P n2
    Study the series .
    2n

    It is easy to prove, for example by mathematical induction, that


    for all n > 16, n4 6 2n or

    n2 1
    n
    6 2.
    2 n
    Hence by comparison test, the series converges.

    Oon Shea Ming Real Series


    Comparison with Integral

    Theorem (Integral Comparison Test)


    Let f : [1, +∞[ → R+ be a piecewise continuous P function which
    is decreasing
    R n+1 on its domain. Then the series an with
    an := n f − f (n + 1) is convergent. In particular, the series
    P R +∞
    f (n) converges iff the improper integral 1 f exists.

    Oon Shea Ming Real Series


    Riemann Series

    P 1
    Study the series for α ∈ R.
    nα

    1
    For α > 0, the function f (x) = is decreasing on R∗+ .
    xα
    +∞
    x1−α
    Z
    dx
    If α 6= 1, = , ···
    1 xα 1−α

    P 1
    Conclusion : converges iff α > 1.
    nα

    Oon Shea Ming Real Series


    Remainder

    P ln n
    Example :
    n

     Estimate on Remainder in case of convergence

    Z ∞ ∞
    X Z ∞
    f6 f (n) 6 f
    n+1 n+1 n

    ∞
    1 X 1 1
    6 6
    n+1 n2 n
    n+1

    Oon Shea Ming Real Series

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