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Exercises: Convergence criteria for series – "Math for Non-Geeks"

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Application of convergence criteria

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Exercise (Convergence proof training 1)

Investigate, whether the following series are divergent, convergent or even absolutely convergent.

  1. ∑k=1∞(kk)2k(k2)
  2. ∑k=1∞(k!)2(2k)!
  3. ∑k=1∞k1+k2
  4. ∑k=1∞(kk+1)k
  5. ∑k=1∞(kk+1)k2
  6. ∑k=1∞(−1)k(k+1−k)
  7. ∑k=1∞(−1)kkk
  8. ∑k=1∞(−1)k(1+1k)kk
Solution (Convergence proof training 1)

1. Root test: The k in the exponents is tedious. We can remove it from one exponent by taking the k-th root: |ak|k=|(kk)2k(k2)|k=k2kkk(k2)k=k2kk=1kk−2⟶0<1 The root test now tells us that the series converges absolutely. Intuitively, the exponent (⋅)k2 produces a much faster growth than (⋅)2k . So fast that |ak| decays faster than a geometric series bk=qk,0≤q<1.

2. Ratio test: By which factor do the sequence elements |ak| increase, if we go from |ak| to |ak+1|? If that factor is lower than some constant q<1, we have absolute convergence:

|ak+1ak|=((k+1)!)2(2k+2)!(k!)2(2k)!=((k+1)!)2(2k)!(k!)2(2k+2)!=k!k!(k+1)2(2k)!k!k!(2k)!(2k+1)(2k+2)=k2+2k+14k2+6k+2=1+2k+1k24+6k+2k2⟶14<1

So the increase factor is smaller than q=1/4 and the series converges absolutely.

3. Direct comparison test: For large k, the series elements essentially behave like ak≈kk2=1k, which is a divergent harmonic series. So we suspect that this series also diverges. In fact, the +1 in the denominator makes ak smaller than 1k. But for k→∞, ak will approach it arbitrarily close and get larger that c⋅1k for any 0≤c<1. For convenience, we choose c=1/2 and get that eventually:

  • |ak|=k1+k2≥kk2+k2=k2k2=12k
  • But the harmonic series ∑k=1∞12k diverges.

The series ak is "even larger" and therefore also diverges.

4. Term test: What happens for k→∞? Actually, the series elements get close to a constant:

ak=(kk+1)k=1(k+1k)k=1(1+1k)k→1e≠0.

The series would intuitively evaluate to ∑kak≈1e∞=∞ and is in mathematical words divergent by the term test.

5. Root test: For large k, we have seen in 4., that (kk+1)k goes like 1e. So (kk+1)k2 should behave like 1ek, which is a geometric series and hence convergent. We can verify this convergence by the root criterion:

|ak|k=(kk+1)k=1(k+1k)k=1(1+1k)k→1e<1.

Hence, the series converges absolutely.

6. Alternating series test:

The (−1)k suggests that we have to deal with an alternating series. And since k+1−k is always positive, this is indeed true. Further, the two square roots are moving very close together for high k. For instance 1−0=1, but 101−100≈0.05 and 1000001−1000000≈0.0005 (you may verify this yourself by taking the first-order Taylor approximation or a pocket calculator). We therefore suspect k+1−k to be monotonically decreasing, which we will prove in the following:

k+1−k=(k+1−k)(k+1+k)k+1+k=k+1−kk+1+k=1k+1+k

So

  • ak=1k+1+k is indeed monotonically decreasing, since k+2+k+1≥k+1+k⟺1k+2+k+1≤1k+1+k ∀k∈ℕ
  • (ak) is a null sequence, since 0≤ak≤12k=121k→0.

So the series converges.

However, the series does not converge absolutely, since we can write ∑k|ak| as a divergent telescoping series

∑k=1∞(k+1−k)=limn→∞∑k=1n(k+1−k)=telescopingsumlimn→∞n+1−1=∞

7. Term test: For large k, the expression kk converges to 1. So we expect the absolute value of ak=(−1)kkk to converge to 1 and the series should diverge by means of the term test. Now, every second element ak is negative, so we have to restrict to a subsequence of positive elements: ak=(−1)kkk ⇒a2l=12l2l⟶11=1 (since kk→1) Indeed, the subsequence (a2l) of (ak) doesn't converge to 0, so (ak) cannot be a null sequence and by means of the term test, the series ∑kak is divergent.

Note: The (−1)k may tempt one to assume that the alternating series test is a good tool to use. However, the alternating series test can only prove convergence and as the series is divergent, any attempt using it bound to fail! Indeed, (bk)=(1kk) is not a null sequence, which is why the alternating series test doesn't work.

8. alternating series test: The (k+1k)k converges to e, so the series elements behave like ak≈(−1)kek for large k. This is an alternating harmonic series, so we suspect ∑kak to converge, but not absolutely. We prove this using the alternating series test: For ak=(1+1k)kk=(k+1k)k1k there is

  • ak+1ak=(k+2k+1)k+11k+1(k+1k)k1k=(k+2k+1)k+1(k+1k)kk+1k=(k+2k+1k+1k)k+1=((k+2)k(k+1)2)k+1=(k2+2kk2+2k+1)k+1≤1 , so ak is monotonically decreasing.
  • ak=(1+1k)kk→0, since (1+1k)k→e. So (ak) is a null sequence.

Therefore, the series converges.

To show that it does not converge absolutely, we compare |ak| to a smaller but still divergent harmonic series (direct comparison test):

  • |ak|=(1+1k)kk≥(1+11)1k=2k, since a~k=(1+1k)k is monotonically increasing.
  • ∑k=1∞2k still diverges. (harmonic series)

And hence, the series of absolute values ∑k=1∞|ak|=∑k=1∞(1+1k)kk diverges.

Exercise (Convergence proof training 2)

Investigate, whether the following series are divergent, convergent or even absolutely convergent.

  1. ∑k=2∞ln⁡kk3
  2. ∑k=2∞1ln⁡k
  3. ∑k=1∞k4exp⁡(−k)
  4. ∑k=1∞(−1)k+1cos⁡(1k)
  5. ∑k=1∞(−1)k+1sin⁡(1k)
  6. ∑k=1∞1cosh⁡k
  7. ∑k=1∞(−1)k+1sin⁡kk2
Solution (Convergence proof training 2)

1. Direct comparison test: It is useful to know that ln⁡k eventually grows slower than any of the polynomials k,k0.5,k0.1,k0.01,..., i.e. any kε with ε>0. We can generously take ϵ=1 and estimate ln⁡k≤k :

  • |ak|=ln⁡kk3≤kk3=1k2
  • ∑k=1∞1k2=ζ(2)=π26<∞

So the series elements grow slower than 1k2 and the series converges absolutely.

Note: For ε>0 , there is ln⁡k≤cεkε and we could even get |ak|≤1k3−ε.


2. Direct comparison test: Since ln⁡k≤k, the series elements grow slower than

  • ak=|ak|=1ln⁡k≥1k
  • but ∑k=1∞1k diverges (harmonic series)

So the series diverges.

3. Ratio test: We write ak=k4exp⁡(−k)=k4ek . Both k4 and ek grow fast at high k. But eventually, the exponential ek "wins" against all polynomial functions ,such that ak→0 and even ∑kak<∞. Mathematically, this can be proven by considering the ratio between two subsequent elements: |ak+1||ak|=(k+1)4ek+1k4ek=(k+1)4k4ekek+1=(1+1k)41e→1e<1 So the series converges absolutely.

Note: We could have done the same proof with a~k=knek for any n≥1 (not just n=4). The exponential always "wins" against the polynomial.

Alternative: Root est: |ak|k=k4ekk=k4kekk=kk4e→1e<1 So the series converges absolutely.

4. Term test: For ak=(−1)kcos⁡(1k) , the cos⁡(1k) approaches 1 as k→∞ . We select a subsequence consisting of only the positive entries: a2l=cos⁡(12l)→cos⁡(0)=1≠0 Therefore, (ak) cannot be a null sequence and the corresponding series diverges.

Note: The (−1)k+1 may trick you into taking the alternating series test for proving that the series converges. However, this doesn't work since bk=cos⁡(1k) is not a null sequence!

5. Alternating series test: This time, sin⁡(12l)→0 , as k→∞ . So we have a (−1)k+1 in front of a null sequence and may try the alternating series test:

  • bk+1=sin⁡(1k+1)≤sin⁡(1k)=bk, since sin is monotonically decreasing. Therefore, (bk) is also monotonically decreasing.
  • bk=sin⁡(1k)→sin⁡(0)=0, since sin is continuous. Therefore, (bk) is a null sequence.

By the alternating series test, the series converges.

Note: The series does not converge absolutely, since for large k, there is bk=sin⁡(1k)>12k. And b~k=12k is a divergent harmonic series.

6. Direct comparison test: The cosh can be written as ak=1cosh⁡k=1ek+e−k2=2ek+e−k. So it decays like 2ek (a geometric series). We compare ak to this geometric series

  • |ak|=2ek+e−k≤2ek=2⋅1ek, since e−k>0.
  • ∑k=1∞2⋅1ek=2⋅∑k=1∞(1e)k=2e1−1e<∞ (geometric series)

Therefore, the series converges absolutely.

7. Direct comparison test: The sin is oscillating with amplitude ≤1 (therefore staying bounded) and the 1k2 decays fast enough to get convergence. We can hence compare:

  • |ak|=|sin⁡k|k2≤1k2
  • ∑k=1∞1k2=ζ(2)=π26<∞

So the series converges absolutely.

Note: Even though the series is oscillating, the alternating series test doesn't work here, since bk=sin⁡kk2 is not monotonically decreasing!

Exercise (Series depending on parameters)

The following series depend on a parameter x∈R . For some x , they will converge, for others not. Your job is to investigate for which x∈ℝ , the series converges (absolutely) or diverges:

  1. ∑k=1∞xk(2k)!
  2. ∑k=1∞xkk2
  3. ∑k=1∞kxk
  4. ∑k=1∞xkk
Solution (Series depending on parameters)

1. Ratio test: Intuitively, a factorial k! grows faster than any exponential xk in a way that not just xkk!→0 , but even the series ∑kxkk! converges. This should also hold true if we replace k! by the larger expression (2k)! . We can verify this mathematically by the ratio test:

|ak+1||ak|=|x|k+1(2k+2)!|x|k(2k)!=|x|k+1|x|k⋅(2k)!(2k+2)!=|x|(2k+1)(2k+2)=|x|4k2+6k+2→0<1

So the series is absolutely convergent for all x∈ℝ.

2. Case distinction:

Case 1: |x|≤1

The series elements are smaller than |ak|=|x|kk2≤1k2 , which is known to be a convergent series: ∑n=1∞1k2=ζ(2)=π26<∞

So by the direct comparison test, the series converges absolutely.

Case 2: |x|>1

In this case, we expect the xk to "explode exponentially" in x, while k2 is growing only polynomially (and hence slower). So the series xkk2 should converge. Mathematically, this can be verified by the root test: |ak|k=|x|kk2k=|x|k2k=|x|kk2→|x|>1, since kk→1

So the series diverges.

3. Case distinction:

We now distinguish two cases:

Case 1: |x|<1

In that case, the xk decays exponentially, and therefore "wins" against the polynomially increasing k=k1/2. We use the ratio test to verify this:

|ak+1||ak|=k+1|x|k+1k|x|k=1+1k|x|→|x|<1

So indeed, the series diverges absolutely.

Case 2: |x|≥1

Here, the xk is constant (|x|=1) or exponentially increasing. Multiplying it by k we get sequence elements which are increasing and hence bigger than a constant. This suggests using the term test: |ak|=k|x|k≥k→∞. So (ak) is not a null sequence.

Therefore, the series diverges.

4. Case distinction:

Case 1: |x|<1

Here, |ak|=|x|kk≤|x|k and ∑n=1∞|x|k<∞ (geometric series)

So by the direct comparison test, the series converges absolutely.

Case 2: x=1

∑k=1∞1kk=∑k=1∞1k , which is a divergent harmonic series.

Case 3: x=−1

∑k=1∞(−1)kk is an alternating harmonic series, which converges but not absolutely, by the alternating series test.

Case 4: |x|>1

We have |ak|=|x|kk≥1k, where the geometric series ∑k=1∞1k diverges (direct comparison test).

Note: The cases |x|<1 and |x|>1 can also be treated by the root test or the ratio test.

Exercise (Direct comparison in asymptotic behaviour)

Investigate, whether the series

∑k=1∞7k7(1+1k)(k3−1)(k3+2)(2k5+1)(k2+8)2

converges or diverges.

Solution (Direct comparison in asymptotic behaviour)

We take a look at the asymptotic behaviour for k→∞:

ak=7k10(1+1k)(1−1k3)2k12(1+2k3)(1+12k5)(1+8k2)2=7k102k12⏟=721k2(1+1k)(1−1k3)(1+2k3)(1+12k5)(1+8k2)2⏟→1 for k→∞

So it might be useful to compare ak with a series scaling like bk=1k2. In fact,

limk→∞akbk=limk→∞72(1+1k)(1−1k3)(1+2k3)(1+12k5)(1+8k2)2=72(1+0)(1−0)(1+0)(1+0)(1+0)2=72

This convergence tells us that for high k , there must be a M∈ℕ with

|ak|≤2⋅72|bk|=7bk for all k≥M

So we can compare |ak| to 7bk=7k2 . Since the series ∑k=1∞7k2=7π26converges, we know by the direct comparison test that also ∑k=1∞ converges absolutely.

Term test - strengthened version

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Exercise (Term test - strengthened version)

The term test tells us that if (an)n∈ℕ is monotonically decreasing and ∑n=1∞an converges, then (an)n∈ℕ is a null sequence. Prove that in this case, even (nan)n∈ℕ must be a null sequence. (This means that it suffices to show that (nan)n∈ℕ is not a null sequence in order to conclude that ∑n=1∞an diverges.)

Solution (Term test - strengthened version)

The intuition behind this test is that (nan)n∈ℕ being not a null sequence means that (an) decays slower than or as fast as a harmonic sequence bn=1n, and ∑n=1∞bn diverges. A formal proof can be done by using the Cauchy criterion: Assume that ∑n=1∞an converges. Then, the sequence of partial sums (sk)k∈ℕ=∑n=1kan is a Cauchy sequence. We will first use this fact to bound all even elements of (an)n∈ℕ:

Proof step: (2ka2k)k∈ℕ is a null sequence

Since (sk)k∈ℕ=∑n=1kan is a Cauchy sequence, there must be an ϵ>0 and an N∈ℕ, such that for all k+1≥N there is

|sn−sk|=∑n=k+12kan=ak+1+ak+2+…+a2k−1+a2k<ϵ

Hence, for all k+1≥N:

12⋅2ka2k=ka2k=a2k+a2k+…+a2k+a2k↓ (an) decreases monotonically≤ak+1+ak+2+…+a2k−1+a2k<ϵ

So we know that (ka2k) and hence also (2ka2k) eventually falls below each ϵ>0 , so they are null sequences.

Now we are still missing the odd numbers:

Proof step: ((2k−1)a2k−1)k∈ℕ is a null sequence

The argumentation is the same as above: (sk)k∈ℕ=∑n=1kan is a Cauchy sequence, so for each ϵ>0 there is an N∈ℕ, such that for all k≥N there is

|s2k−1−sk−1|∑n=k2k−1an=ak+ak+1+…+a2k−2+a2k−1<ϵ

Hence, for all k≥N:

12⋅(2k−1)a2k−1≤12⋅2ka2k−1=ka2k−1=a2k−1+a2k−1+…+a2k−1+a2k−1↓ (an) decreases monotonically≤ak+ak+1+…+a2k−2+a2k−1<ϵ

So we know that (12⋅(2k−1)a2k−1) and hence also ((2k−1)a2k−1) are null sequences.

The case distinction was actually only necessary since for even numbers K=2k, we had to sum over k=K2 and for odd numbers K=2k−1 over k=K+12 elements. Since both for even (2ka2k) and odd indices ((2k−1)a2k−1) , the elements tend to zero as k→∞, the sequence (nan) must also tend to zero, i.e. it is a null sequence.

Cauchy criterion: an application

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Exercise (Alternating harmonic series)

Using the Cauchy criterion, prove that the alternating harmonic series ∑k=1∞(−1)k+11k converges. (note: the harmonic series ∑k=1∞1k does not converge!)

Solution (Alternating harmonic series)

Our aim is to show that the sequence of partial sums sn=∑k=1n(−1)k+11k is a Cauchy sequence. That means, we have to put a bound on |sn−sm−1|=|∑k=mn(−1)k+11k|=|(−1)m+11m+(−1)m+21m+1+(−1)m+31m+2+(−1)m+41m+3+(−1)m+51m+4+…|=|(−1)m+1|⏟=1|1m−(1m+1−1m+2)⏟≤0−(1m+3−1m+4)⏟≤0−…⏟≤0⏞≥0|≤|1m|=1m

The sequence (1m)m∈ℕ is definitely null. So for each ϵ>0 we can choose an N∈ℕ, such that |sn−sm−1|=|∑k=mn(−1)k+11k|≤|1m|<ϵ for all n≥m≥N. So (sn)n∈ℕ is a Cauchy sequence implying that limn→∞sn=∑k=1∞(−1)k+11k converges, which was to be shown.

Root and ratio test: estimate of errors

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In some cases, the infinite sum s=∑k=1∞ak cannot be computed explicitly. We can try to approximate it by sn=∑k=1nak. The following exercises are devoted to giving upper bounds on the approximation error |s−sn|:

Exercise (Error estimate for the root test)

Let (an)n∈ℕ be a sequence and q<1. Further, |an|n≤q for all n≥N. Then, the series ∑k=1∞ak=s converges absolutely by the root test. Show that it can be approximated by sn=∑k=1nak with n≥N−1 up to a maximal error of

|s−sn|≤qn+11−q
Solution (Error estimate for the root test)

The idea is that the root test bounds ∑k|ak| by a geometric series ∑kqk and ∑k=n+1∞qk=qn+11−q This bounding can be explicitly shown by using the root test criterion:

|ak|k≤q⟺|ak|≤qk

So for n≥N−1⟺n+1≥N, we can sum up:

|s−sn|=|∑n+1∞ak|↓ generalized triangle inequality≤∑k=n+1∞|ak|≤∑k=n+1∞qk↓ index shift=∑k=0∞qn+1+k=∑k=0∞qn+1⋅qk↓ factorization rule=qn+1⋅∑k=0∞qk↓ geometric series=qn+1⋅11−q=qn+11−q

Exercise (Error estimate for the ratio test)

Let (an)n∈ℕ be a sequence and q<1. Further, let an≠0 and |an+1an|≤q for all n≥N. By the ratio test, the series ∑k=1∞ak=s converges absolutely. Show that it can be approximated by sn=∑k=1nak with n≥N−1 up to a maximal error of

|s−sn|≤|an+1|1−q
Solution (Error estimate for the ratio test)

Again, we bound the series ∑k=1∞ak by a geometric series. But this time, the factor of qn+1 is replaced by |an+1|. By assumption:

|ak+1ak|≤q⟺|ak+1|≤q⋅|ak|

For any n≥N−1⟺n+1≥N, we can conclude by iteration:

|an+2|≤q⋅|an+1|⟹|an+3|≤q⋅|an+2|≤q2⋅|an+1|⟹|an+4|≤q3⋅|an+1|↓ (k−3)-fold iteration of the inequality⟹|an+1+k|≤qk⋅|an+1|

Again, we sum up the geometric series bounds:

|s−sn|=|∑n+1∞ak|↓ generalized triangle inequality≤∑k=n+1∞|ak|↓ index shift=∑k=0∞|an+1+k|≤∑k=0∞qk⋅|an+1|↓ factorization rule=|an+1|⋅∑k=0∞qk↓ geometric series=|an+1|⋅11−q=|an+1|1−q

Exercise (showing that a sequence is null)
  1. Let (an)n∈ℕ be a sequence and 0<q<1. Further, let an≠0 and limn→∞|an+1an|=q or limn→∞|an|n=q. Show that we then have a null sequence limn→∞an=0.
  2. Conclude that limn→∞(nk)qn=0 for 0<q<1 and k∈ℕ0.
Solution (showing that a sequence is null)
  1. Both limn→∞|an+1an|=q<1 (ratio test) and limn→∞|an|n=q<1 (root test) imply that the series ∑n=1∞an converges. But by means of the term test , the sequence limn→∞an=0 has to be a null sequence.
  2. We specifically consider the sequence an=(nk)qn . It satisfies the ratio test criterion:

limn→∞|an+1an|=limn→∞(n+1k)qn+1(nk)qn=limn→∞(n+1)n(n−1)⋅…⋅((n+1)−k+1)k!⋅q⋅qnn(n−1)⋅…⋅(n−k+1)k!⋅qn=limn→∞(n+1)n(n−1)⋅…⋅(n−k+2)n(n−1)⋅…⋅(n−k+2)(n−k+1)⋅q=limn→∞n+1n−k+1⋅q=limn→∞1+1n⏞→01−kn⏟→0+1n⏟→0⋅q=q<1

So the series ∑n=1∞an converges and by part 1 of the exercise, (an)n∈ℕ is a null sequence, i.e. limn→∞(nk)qn=0.

Alternating series test with error bounds

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Exercise (Alternating series test with error bounds)

First, show that the series

∑k=1∞(−1)k+12k+1kk+2=:∑k=1∞ak=:S

converges. Then, determine an index n0∈ℕ, such that the partial sum Sn=∑k=1n(−1)k+12k+1kk+2 for n≥n0 approximates S up to a precision of |S−SN|1100 .

Solution (Alternating series test with error bounds)

Proof step: The series converges

For bk=|ak|=k(2k+1)(k+2) we can estimate

bk+1bk=k+1(2k+3)(k+3)k(2k+1)(k+2)=(k+1)(2k+1)(k+2)k(2k+3)(k+3)=2k3+7k2+7k+22k3+9k2+9k=2k3+7k2+7k+22k3+7k2+7k+2k2+2k=2k3+7k2+7k+22k3+7k2+7k+2(k2+k)↓ k2+k≥1≤2k3+7k2+7k+22k3+7k2+7k+2=1

So (bk)k∈ℕ is monotonically decreasing. Further

limk→∞bk=limk→∞k(2k+1)(k+2)=limk→∞k2k2+5k+2=limk→∞1k2+5k+2k2↓ calculus for sequences≤02+0+0=0

So (bk) is even a null sequence. By means of the alternating series test, the series ∑k=1∞ak hence converges.

Proof step: Finding n0

For the alternating series test, there is an error bound:

|∑k=1∞bk−∑k=1nbk|<bn+1

With bn+1=n+1(2n+3)(n+3). It saves a lot of calculation work to just give a coarse upper bound for this expression:

bn+1=n+1(2n+3)(n+3)≤n+3(2n+3)(n+3)=12n+3

Now, if 12n+3<1100, then there is also bn+1<1100. Hence,

12n+3<1100⟺2n+3>100⟺2n>97⟺n>49∈ℕ

So n+1=49 (and any bigger n) leads to a precise enough approximation. For n0=n=48 the approximation precision is therefore better than |S−SN|≤1100 .

Cauchy condensation test

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Exercise (A double logarithm)

Determine, for which α>0 the following series converges:

∑k=1∞1kln⁡(k)ln⁡(ln⁡(k))α

Solution (A double logarithm)

The Cauchy condensation test is useful to resolve the double logarithm: if in 1ln⁡(ln⁡(n)) we only consider the elements n=2k (i.e. 2, 4, 8, 16, ...), we get a single logarithm in k instead of a double logarithm: 1ln⁡(ln⁡(n))=1ln⁡(ln⁡(2k))=1ln⁡(kln⁡2). As in our sequence, ak=1kln⁡(k)ln⁡(ln⁡(k))α is monotonically decreasing, the Cauchy condensation test yields that it converges if and only if the following series converges:

∑k=1∞2k12kln⁡(2k)ln⁡(ln⁡(2k))α=∑k=1∞1ln⁡(2k)ln⁡(ln⁡(2k))α ↓ ln⁡(xy)=yln⁡(x)=∑k=1∞1kln⁡(2)ln⁡(kln⁡(2))α ↓ ln⁡(xy)=ln⁡(x)+ln⁡(y)=∑k=1∞1kln⁡(2)(ln⁡(k)+ln⁡(ln⁡(2)))α

In the article "Cauchy condensation test", there is an exercise proving that ∑n=2∞1n(ln⁡(n))α converges for α>1 and diverges for 0<α≤1. This can be used for a direct comparison:

Case 1: α>1

Here,

1kln⁡(2)(ln⁡(k)+ln⁡(ln⁡(2)))α≤1kln⁡(2)ln⁡(k)α=1ln⁡(2)1kln⁡(k)α

and 1ln⁡(2)∑k=1∞1kln⁡(k)α<∞. So by direct comparison, our series converges for all α>1.

Case 2: 0<α≤1

Here,

1kln⁡(2)(ln⁡(k)+ln⁡(ln⁡(2)))α≥1kln⁡(2)(ln⁡(k)+ln⁡(k))α=1kln⁡(2)(2ln⁡(k))α=1kln⁡(2)2αln⁡(k)α=12αln⁡(2)1kln⁡(k)α

and 12αln⁡(2)∑k=1∞1kln⁡(k)α diverges. So by direct comparison, the series diverges for all 0<α≤1.

Further convergence criteria

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Exercise (Series with products)

Let (ak)k∈ℕ and (bk)k∈ℕ be two real sequences. Prove:

  1. Whenever the series ∑k=1∞ak converges absolutely and (bk)k∈ℕ is bounded, then also ∑k=1∞akbk converges absolutely.
  2. There are pairs of a series ∑k=1∞ak , which converges and a sequence (bk)k∈ℕ which is bounded, such that ∑k=1∞akbk does not converge. So the above statement does only hold true for absolute convergence, but not for convergence in general.
Solution (Series with products)

Part 1:

Way 1: Boundedness of partial sums

Since ∑k=1∞ak converges absolutely, the sequence of partial sums (∑k=1n|ak|)n∈ℕ must be bounded. Further, (bk)k∈ℕ is bounded. That means, there is an upper bound S>0 with |bk|≤S for all k∈ℕ and therefore

∑k=1n|akbk|≤∑k=1n|ak|⋅S=S⋅∑k=1n|ak|

But now, (∑k=1n|ak|)n∈ℕ is bounded, so (S⋅∑k=1n|ak|)n∈ℕ is bounded as well. The sequence (∑k=1n|akbk|)n∈ℕ is smaller than (S⋅∑k=1n|ak|)n∈ℕ and therefore also bounded, i.e. ∑k=1∞akbk converges absolutely.

Way 2: Direct comparison test

As above, (bk)k∈ℕ has an upper bound S>0 , meaning that |bk|≤S for all k∈ℕ. Hence,

|akbk|=|ak|⋅|bk|≤S⋅|ak|

Now, the series ∑k=1∞|ak| converges, as well as S⋅∑k=1∞|ak| . We use the direct comparison test: ∑k=1∞|akbk| is smaller than S⋅∑k=1∞|ak| and hence converges.

Part 2: We know that the harmonic series ∑k=1∞1k diverges, but can be made convergent by putting a minus sign in front of every second element ∑k=1∞(−1)kk<∞ . The idea is now to "reverse" this process: we take the convergent alternating series ak=(−1)kk and make it again divergent, turning every second element positive:

(−1)kk⏟=ak(−1)k⏟=bk=(−1)2k1k=1k

The "reversing sequence" (bk)k∈ℕ is bounded, as |bk|=|(−1)k|=1≤1=S. So ∑k=1∞ak=∑k=1∞(−1)kk converges and (bk)k∈ℕ=((−1)k)k∈ℕ is bounded, but ∑k=1∞akbk=∑k=1∞1k diverges as a harmonic series.

Note: other counter-examples are also possible.

Exercise (Raabe criterion)
  1. Let (an)n∈ℕ and (bn)n∈ℕ be two real sequences. Prove:

    If for almost all n∈ℕ , there is an≠0 (all except for a finite number of elements). Then, if

    • |an+1an|≤1−cn+1 for some c>1, then ∑n=1∞an converges absolutely.
    • |an+1an|≥1−1n+1 then ∑n=1∞an diverges.
    • Use this so-called Raabe criterion, to prove that the following series for any s>0 :
    ∑n=1∞(sn)
Solution (Raabe criterion)

Part 1:

  • For convergence, we equivalently transform

|an+1an|≤1−cn+1⟺⋅(n+1)|an|(n+1)|an+1|≤(n+1)|an|−c|an| ↓  add (c−1)|an| and subtract (n+1)|an+1| on both sides⟺(c−1)|an|≤n|an|−(n+1)|an+1| ↓  divide both sides by c−1>0⟺|an|≤1c−1⋅(n|an|−(n+1)|an+1|)

This works for almost all n∈ℕ . So we can find an n0∈ℕ, such that the re-formulation works for all n≥n0 . We take the sum of both sides starting from n0 up to some N>n0:

∑n=n0N|an|≤1c−1⋅∑n=n0N(n|an|−(n+1)|an+1|) ↓  telescoping sum=1c−1⋅(n0|an0|−(N+1)|aN+1|)≤1c−1⋅n0|an0|

Therefore, the sequence of partial sums (∑n=n0N|an|)N∈ℕ is bounded. That means, the series ∑n=n0∞|an| converges absolutely. Adding a finite number of elements, we get that also ∑n=1∞an converges absolutely.

  • In the case, where divergence should hold, we can equivalently transform for all n≥n0 :

|an+1an|≥1−1n+1⟺⋅(n+1)|an|(n+1)|an+1|≥(n+1)|an|−|an|⟺(n+1)|an+1|≥n|an| ↓  subsequently apply the inequality⟺(n+1)|an+1|≥n|an|≥(n−1)|an−1|≥…≥n0|an0|

This is equivalent to

|an+1|≥n0|an0|⋅1n+1

The harmonic series ∑n=n0∞n0|an0|⏟fest⋅1n+1 diverges. By direct comparison, this implies that also ∑n=n0∞an diverges. Adding a finite number of elements, also ∑n=1∞an diverges, which was to be shown.

Part 2: Here, an=(sn), which means

|an+1an|=(sn+1)(sn)=|s(s−1)⋅…⋅(s−n+1)(s−(n+1)+1⏞=s−n)⋅n!(n+1)!s(s−1)⋅…⋅(s−n+1)n!|=|s(s−1)⋅…⋅(s−n+1)(s−n)n!s(s−1)⋅…⋅(s−n+1)⋅(n+1)n!|=|s−n|n+1 ↓  for n>s=n−sn+1=n+1−s−1n+1=1−s+1n+1≤1−s+1n+1

So c=s+1>1 is a suitable constant to use the Raabe criterion and imply absolute convergence of the series ∑n=1∞(sn).