An infinite series in R is an expression ∞ P n=1 where (xn ) is a sequence in R. xn , An infinite series in R is an expression ∞ P xn , n=1 where (xn ) is a sequence in R. More formally, it is an ordered pair ((xn ), (sn )), where (xn ) is a sequence in R, and sn = x1 + · · · + xn for all n ∈ N. An infinite series in R is an expression ∞ P xn , n=1 where (xn ) is a sequence in R. More formally, it is an ordered pair ((xn ), (sn )), where (xn ) is a sequence in R, and sn = x1 + · · · + xn for all n ∈ N. xn : nth term of the series sn : nth partial sum of the series An infinite series in R is an expression ∞ P xn , n=1 where (xn ) is a sequence in R. More formally, it is an ordered pair ((xn ), (sn )), where (xn ) is a sequence in R, and sn = x1 + · · · + xn for all n ∈ N. xn : nth term of the series sn : nth partial sum of the series Convergence of series: ∞ P n=1 xn is convergent if (sn ) is convergent. ∞ P Otherwise xn is divergent (not convergent). n=1 Sum of a convergent series: ∞ P n=1 xn = lim sn n→∞ Sum of a convergent series: ∞ P n=1 xn = lim sn n→∞ Examples: 1. The geometric series ∞ P n=1 |r | < 1. ar n−1 (where a 6= 0) converges iff Sum of a convergent series: ∞ P xn = lim sn n=1 n→∞ Examples: 1. The geometric series ∞ P n=1 |r | < 1. 2. The series ∞ P n=1 1 n(n+1) ar n−1 (where a 6= 0) converges iff is convergent. Sum of a convergent series: ∞ P xn = lim sn n=1 n→∞ Examples: 1. The geometric series ∞ P n=1 |r | < 1. 2. The series ∞ P n=1 1 n(n+1) ar n−1 (where a 6= 0) converges iff is convergent. 3. The series 1 − 1 + 1 − 1 + · · · is not convergent. Sum of a convergent series: ∞ P xn = lim sn n=1 n→∞ Examples: 1. The geometric series ∞ P n=1 |r | < 1. 2. The series ∞ P n=1 1 n(n+1) ar n−1 (where a 6= 0) converges iff is convergent. 3. The series 1 − 1 + 1 − 1 + · · · is not convergent. Ex. If a, b ∈ R, show that the series a + (a + b) + (a + 2b) + · · · is not convergent unless a = b = 0. Algebraic operations on series: Let ∞ P xn and n=1 convergent with sums x and y respectively. ∞ P n=1 yn be Algebraic operations on series: Let ∞ P xn and n=1 convergent with sums x and y respectively. Then 1. ∞ P (xn + yn ) is convergent with sum x + y . n=1 ∞ P n=1 yn be Algebraic operations on series: Let ∞ P xn and n=1 ∞ P n=1 convergent with sums x and y respectively. Then 1. ∞ P (xn + yn ) is convergent with sum x + y . n=1 2. ∞ P n=1 αxn is convergent with sum αx , where α ∈ R. yn be Algebraic operations on series: Let ∞ P xn and n=1 ∞ P yn be n=1 convergent with sums x and y respectively. Then 1. ∞ P (xn + yn ) is convergent with sum x + y . n=1 2. ∞ P n=1 αxn is convergent with sum αx , where α ∈ R. Monotonic criterion: A series is convergent iff the ∞ P xn of non-negative terms n=1 sequence (sn ) is bounded above. Algebraic operations on series: Let ∞ P xn and n=1 ∞ P yn be n=1 convergent with sums x and y respectively. Then 1. ∞ P (xn + yn ) is convergent with sum x + y . n=1 2. ∞ P n=1 αxn is convergent with sum αx , where α ∈ R. Monotonic criterion: A series is convergent iff the Example: ∞ P n=1 1 n2 ∞ P xn of non-negative terms n=1 sequence (sn ) is bounded above. is convergent. Cauchy criterion: ∞ P xn is convergent iff for each ε > 0, there n=1 exists n0 ∈ N such that |xn+1 + · · · + xm | < ε for all m > n ≥ n0 . Cauchy criterion: ∞ P xn is convergent iff for each ε > 0, there n=1 exists n0 ∈ N such that |xn+1 + · · · + xm | < ε for all m > n ≥ n0 . Example: ∞ P n=1 1 n is not convergent. Cauchy criterion: ∞ P xn is convergent iff for each ε > 0, there n=1 exists n0 ∈ N such that |xn+1 + · · · + xm | < ε for all m > n ≥ n0 . Example: ∞ P n=1 Result: If ∞ P n=1 1 n is not convergent. xn is convergent, then xn → 0. Cauchy criterion: ∞ P xn is convergent iff for each ε > 0, there n=1 exists n0 ∈ N such that |xn+1 + · · · + xm | < ε for all m > n ≥ n0 . Example: ∞ P n=1 Result: If ∞ P n=1 1 n is not convergent. xn is convergent, then xn → 0. Hence if xn 6→ 0, then ∞ P n=1 xn cannot be convergent. Cauchy criterion: ∞ P xn is convergent iff for each ε > 0, there n=1 exists n0 ∈ N such that |xn+1 + · · · + xm | < ε for all m > n ≥ n0 . Example: ∞ P n=1 Result: If ∞ P n=1 1 n is not convergent. xn is convergent, then xn → 0. Hence if xn 6→ 0, then ∞ P xn cannot be convergent. n=1 Examples: The following series are not convergent. ∞ ∞ P P n2 +1 n (i) (ii) (−1)n n+2 (n+3)(n+4) n=1 n=1 Comparison test: Let (xn ) and (yn ) be sequences in R such that for some n0 ∈ N, 0 ≤ xn ≤ yn for all n ≥ n0 . Comparison test: Let (xn ) and (yn ) be sequences in R such that for some n0 ∈ N, 0 ≤ xn ≤ yn for all n ≥ n0 . Then ∞ ∞ P P (i) yn is convergent ⇒ xn is convergent. (ii) n=1 ∞ P n=1 n=1 xn is divergent ⇒ ∞ P n=1 yn is divergent. Comparison test: Let (xn ) and (yn ) be sequences in R such that for some n0 ∈ N, 0 ≤ xn ≤ yn for all n ≥ n0 . Then ∞ ∞ P P (i) yn is convergent ⇒ xn is convergent. (ii) n=1 ∞ P n=1 n=1 xn is divergent ⇒ ∞ P yn is divergent. n=1 Limit comparison test: Let (xn ) and (yn ) be sequences of positive real numbers such that xynn → ` ∈ R. Comparison test: Let (xn ) and (yn ) be sequences in R such that for some n0 ∈ N, 0 ≤ xn ≤ yn for all n ≥ n0 . Then ∞ ∞ P P (i) yn is convergent ⇒ xn is convergent. (ii) n=1 ∞ P n=1 n=1 xn is divergent ⇒ ∞ P yn is divergent. n=1 Limit comparison test: Let (xn ) and (yn ) be sequences of positive real numbers such that xynn → ` ∈ R. ∞ ∞ P P (i) If ` 6= 0, then xn is convergent iff yn is convergent. (ii) If ` = 0, then n=1 ∞ P n=1 yn is convergent ⇒ n=1 ∞ P n=1 xn is convergent. Cauchy’s condensation test: Let (xn ) be a decreasing ∞ P sequence of nonnegative real numbers. Then xn is convergent iff ∞ P n=1 n=1 2n x2n is convergent. Cauchy’s condensation test: Let (xn ) be a decreasing ∞ P sequence of nonnegative real numbers. Then xn is convergent iff ∞ P n=1 2n x2n is convergent. n=1 Examples: 1. p-series: ∞ P n=1 1 np is convergent iff p > 1. Cauchy’s condensation test: Let (xn ) be a decreasing ∞ P sequence of nonnegative real numbers. Then xn is convergent iff ∞ P n=1 2n x2n is convergent. n=1 Examples: 1. p-series: ∞ P n=1 2. ∞ P n=2 1 n(log n)p 1 np is convergent iff p > 1. is convergent iff p > 1. Ex. Examine whether the following series are convergent. ∞ ∞ ∞ P P P 1+sin n 1 √ 1 (ii) (iii) (i) 2 2n +n n=1 (iv) 1+n n=1 ∞ √ √ P ( n + 1 − n) n=1 n=2 (v) ∞ P n=1 1 n! n(n−1) (vi) ∞ P n=1 n 4n3 −2 Ex. Examine whether the following series are convergent. ∞ ∞ ∞ P P P 1+sin n 1 √ 1 (ii) (iii) (i) 2 2n +n n=1 (iv) 1+n n=1 ∞ √ √ P ( n + 1 − n) n=1 Definitions: convergent. ∞ P n=1 n=2 (v) ∞ P n=1 1 n! n(n−1) (vi) ∞ P n=1 n 4n3 −2 xn is called absolutely convergent if ∞ P n=1 |xn | is Ex. Examine whether the following series are convergent. ∞ ∞ ∞ P P P 1+sin n 1 √ 1 (ii) (iii) (i) 2 2n +n n=1 (iv) 1+n n=1 ∞ √ √ P ( n + 1 − n) n=1 Definitions: ∞ P n=2 (v) ∞ P n=1 1 n! n(n−1) (vi) ∞ P n=1 n 4n3 −2 xn is called absolutely convergent if n=1 ∞ P n=1 |xn | is convergent. ∞ ∞ P P xn is called conditionally convergent if xn is convergent n=1 but ∞ P n=1 n=1 |xn | is divergent. Result: Every absolutely convergent series is convergent. Result: Every absolutely convergent series is convergent. Ratio test: Let (xn ) be a sequence of nonzero real numbers x such that | n+1 xn | → `. Result: Every absolutely convergent series is convergent. Ratio test: Let (xn ) be a sequence of nonzero real numbers x such that | n+1 xn | → `. (i) If ` < 1, then ∞ P xn is absolutely convergent. (ii) If ` > 1, then n=1 ∞ P xn is divergent. n=1 Result: Every absolutely convergent series is convergent. Ratio test: Let (xn ) be a sequence of nonzero real numbers x such that | n+1 xn | → `. (i) If ` < 1, then ∞ P xn is absolutely convergent. (ii) If ` > 1, then n=1 ∞ P xn is divergent. n=1 Examples: (i) ∞ P n=1 n 2n (ii) ∞ P n=1 n! nn (iii) ∞ P n=1 (2n)! (n!)2 Result: Every absolutely convergent series is convergent. Ratio test: Let (xn ) be a sequence of nonzero real numbers x such that | n+1 xn | → `. (i) If ` < 1, then ∞ P xn is absolutely convergent. (ii) If ` > 1, then n=1 ∞ P xn is divergent. n=1 Examples: (i) ∞ P n=1 n 2n (ii) ∞ P n=1 n! nn Ex. Find all real values of x for which (iii) ∞ P n=1 ∞ P n=1 xn n! (2n)! (n!)2 converges. 1 Root test: Let (xn ) be a sequence in R such that |xn | n → `. 1 Root test: Let (xn ) be a sequence in R such that |xn | n → `. (i) If ` < 1, then ∞ P xn is absolutely convergent. (ii) If ` > 1, then n=1 ∞ P xn is divergent. n=1 1 Root test: Let (xn ) be a sequence in R such that |xn | n → `. (i) If ` < 1, then ∞ P xn is absolutely convergent. (ii) If ` > 1, then n=1 ∞ P xn is divergent. n=1 Examples: (i) (iv) ∞ P n=1 ∞ P n=1 5n 3n +4n (n!)n nn2 (ii) ∞ P n=1 n n ( n+1 ) 2 (iii) ∞ P n=1 nn 2n 2 1 Root test: Let (xn ) be a sequence in R such that |xn | n → `. (i) If ` < 1, then ∞ P xn is absolutely convergent. (ii) If ` > 1, then n=1 ∞ P xn is divergent. n=1 Examples: (i) (iv) ∞ P n=1 ∞ P n=1 (n!)n nn2 (ii) ∞ P n=1 n n ( n+1 ) 2 (iii) ∞ P n=1 nn 2n 2 5n 3n +4n Ex. Test the convergence of the series 1 + 2x + x 2 + 2x 3 + x 4 + 2x 5 + x 6 + 2x 7 + · · · , where x ∈ R. Leibniz’s test: Let (xn ) be a decreasing sequence of positive real numbers such that xn → 0. Leibniz’s test: Let (xn ) be a decreasing sequence of positive real numbers such that xn → 0. ∞ P Then the alternating series (−1)n+1 xn is convergent. n=1 Leibniz’s test: Let (xn ) be a decreasing sequence of positive real numbers such that xn → 0. ∞ P Then the alternating series (−1)n+1 xn is convergent. n=1 Examples: (i) (iii) ∞ P (−1)n+1 n1p , p ∈ R n=1 √ n+1 (−1)n+1 n+1 n=1 ∞ P (ii) ∞ P (−1)n+1 n3n+1 n=1 Leibniz’s test: Let (xn ) be a decreasing sequence of positive real numbers such that xn → 0. ∞ P Then the alternating series (−1)n+1 xn is convergent. n=1 Examples: (i) (iii) ∞ P (−1)n+1 n1p , p ∈ R n=1 √ n+1 (−1)n+1 n+1 n=1 (ii) ∞ P (−1)n+1 n3n+1 n=1 ∞ P Result: Grouping of terms of a convergent series does not change the convergence and the sum. Leibniz’s test: Let (xn ) be a decreasing sequence of positive real numbers such that xn → 0. ∞ P Then the alternating series (−1)n+1 xn is convergent. n=1 Examples: (i) (iii) ∞ P (−1)n+1 n1p , p ∈ R n=1 √ n+1 (−1)n+1 n+1 n=1 (ii) ∞ P (−1)n+1 n3n+1 n=1 ∞ P Result: Grouping of terms of a convergent series does not change the convergence and the sum. However, a divergent series can become convergent after grouping of terms. Result: Rearrangement of terms does not change the convergence and the sum of an absolutely convergent series. Result: Rearrangement of terms does not change the convergence and the sum of an absolutely convergent series. Example: 1 − 1 2 + 1 3 − 1 4 + 1 5 − 1 6 + ··· = s Result: Rearrangement of terms does not change the convergence and the sum of an absolutely convergent series. Example: 1 − 1 2 + 1 3 − 1 4 + 1 5 − 1 6 + ··· = s 1+ 1 3 − 1 2 + 1 5 + 1 7 − 1 4 + 1 9 + · · · = 32 s Result: Rearrangement of terms does not change the convergence and the sum of an absolutely convergent series. Example: 1 − 1 2 + 1 3 − 1 4 + 1 5 − 1 6 + ··· = s 1+ 1 3 − 1 2 + 1 5 + 1 7 − 1 4 + 1 9 + · · · = 32 s Riemann’s rearrangement theorem: Let ∞ P n=1 conditionally convergent series. xn be a Result: Rearrangement of terms does not change the convergence and the sum of an absolutely convergent series. Example: 1 − 1 2 + 1 3 − 1 4 + 1 5 − 1 6 + ··· = s 1+ 1 3 − 1 2 + 1 5 + 1 7 − 1 4 + 1 9 + · · · = 32 s Riemann’s rearrangement theorem: Let ∞ P xn be a n=1 conditionally convergent series. (i) If s ∈ R, then there exists a rearrangement of terms of ∞ P xn such that the rearranged series has the sum s. n=1 Result: Rearrangement of terms does not change the convergence and the sum of an absolutely convergent series. Example: 1 − 1 2 + 1 3 − 1 4 + 1 5 − 1 6 + ··· = s 1+ 1 3 − 1 2 + 1 5 + 1 7 − 1 4 + 1 9 + · · · = 32 s Riemann’s rearrangement theorem: Let ∞ P xn be a n=1 conditionally convergent series. (i) If s ∈ R, then there exists a rearrangement of terms of ∞ P xn such that the rearranged series has the sum s. n=1 (ii) There exists a rearrangement of terms of ∞ P n=1 the rearranged series diverges. xn such that Power series: A series of the form ∞ P n=0 an (x − x0 )n , where x0 , an ∈ R for n = 0, 1, 2, ... and x ∈ R. Power series: A series of the form ∞ P n=0 an (x − x0 )n , where x0 , an ∈ R for n = 0, 1, 2, ... and x ∈ R. It is sufficient to consider the series ∞ P n=0 an x n . Power series: A series of the form ∞ P n=0 an (x − x0 )n , where x0 , an ∈ R for n = 0, 1, 2, ... and x ∈ R. It is sufficient to consider the series ∞ P an x n . n=0 Convergence - Examples: ∞ n ∞ P P x (i) (ii) n!x n n! n=0 n=0 (iii) ∞ P n=0 xn Power series: A series of the form ∞ P n=0 an (x − x0 )n , where x0 , an ∈ R for n = 0, 1, 2, ... and x ∈ R. It is sufficient to consider the series ∞ P an x n . n=0 Convergence - Examples: ∞ n ∞ P P x (i) (ii) n!x n n! n=0 n=0 Result: (i) If ∞ P n=0 (iii) ∞ P xn n=0 an x n converges for x = x1 6= 0, then it converges absolutely for all x ∈ R satisfying |x| < |x1 |. Power series: A series of the form ∞ P n=0 an (x − x0 )n , where x0 , an ∈ R for n = 0, 1, 2, ... and x ∈ R. It is sufficient to consider the series ∞ P an x n . n=0 Convergence - Examples: ∞ n ∞ P P x (i) (ii) n!x n n! n=0 n=0 Result: (i) If ∞ P n=0 (iii) ∞ P xn n=0 an x n converges for x = x1 6= 0, then it converges absolutely for all x ∈ R satisfying |x| < |x1 |. ∞ P (ii) If an x n diverges for x = x2 , then it diverges for all x ∈ R n=0 satisfying |x| > |x2 |. Radius of convergence: For every power series ∞ P an x n , there n=0 exists a unique R satisfying 0 ≤ R ≤ ∞ such that the series converges absolutely if |x| < R and diverges if |x| > R. Radius of convergence: For every power series ∞ P an x n , there n=0 exists a unique R satisfying 0 ≤ R ≤ ∞ such that the series converges absolutely if |x| < R and diverges if |x| > R. The series may or may not converge for |x| = R. Radius of convergence: For every power series ∞ P an x n , there n=0 exists a unique R satisfying 0 ≤ R ≤ ∞ such that the series converges absolutely if |x| < R and diverges if |x| > R. The series may or may not converge for |x| = R. Methods to find the interval of convergence: Radius of convergence: For every power series ∞ P an x n , there n=0 exists a unique R satisfying 0 ≤ R ≤ ∞ such that the series converges absolutely if |x| < R and diverges if |x| > R. The series may or may not converge for |x| = R. Methods to find the interval of convergence: Ex. Find the radius of convergence of the power series mentioned earlier. Radius of convergence: For every power series ∞ P an x n , there n=0 exists a unique R satisfying 0 ≤ R ≤ ∞ such that the series converges absolutely if |x| < R and diverges if |x| > R. The series may or may not converge for |x| = R. Methods to find the interval of convergence: Ex. Find the radius of convergence of the power series mentioned earlier. Ex. Find the interval of convergence of the following power series. ∞ n ∞ n ∞ P P P (−1)n x x n (ii) (iii) (i) 2 n n·4n (x − 1) n n=1 n=0 n=1 Radius of convergence: For every power series ∞ P an x n , there n=0 exists a unique R satisfying 0 ≤ R ≤ ∞ such that the series converges absolutely if |x| < R and diverges if |x| > R. The series may or may not converge for |x| = R. Methods to find the interval of convergence: Ex. Find the radius of convergence of the power series mentioned earlier. Ex. Find the interval of convergence of the following power series. ∞ n ∞ n ∞ P P P (−1)n x x n (ii) (iii) (i) 2 n n·4n (x − 1) n n=1 n=0 n=1 Term-by-term operations on power series:
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