Infinite Series

Definition: Let {𝑎𝑛 } be a sequence. Then the infinite sum

∞

෍ 𝑎𝑛 = 𝑎1 + 𝑎2 + ⋯ + 𝑎𝑛 + ⋯
𝑛=1
is called an infinite series, or, simply, series.
Definition: The partial sums of the series are given by
𝑛

𝑆𝑛 = ෍ 𝑎𝑛 = 𝑎1 + 𝑎2 + ⋯ + 𝑎𝑛
𝑛=1
where 𝑆𝑛 is called the 𝑛th partial sum of the series.
Theorem: If the partial sums {𝑆𝑛 } converge to 𝐿 as 𝑛 → ∞, then we say that the infinite series converges to 𝐿:
∞

෍ 𝑎𝑛 = 𝐿, 𝑖𝑓 lim 𝑆𝑛 = 𝐿.
𝑛→∞
𝑛=1
Otherwise we say that the series σ∞
𝑛=1 𝑎𝑛 diverges.
Properties of Convergent Series
Let σ∞ ∞
𝑛=1 𝑎𝑛 = 𝐴 and σ𝑛=1 𝑏𝑛 = 𝐵 be convergent series and let 𝑐 be a real number. Then
• σ∞
𝑛=1(𝑎𝑛 +𝑏𝑛 ) = 𝐴 + 𝐵
• σ∞
𝑛=1 𝑐𝑎𝑛 = 𝑐𝐴

Theorem: (nth term test) If the series σ∞

𝑛=1 𝑎𝑛 is convergent, then lim 𝑎𝑛 = 0.
𝑛→∞

Important!
The converse of this theorem is false. The convergence of an to zero does not imply that the
∞ 1
series σ∞ 𝑎
𝑛=1 𝑛 converges. For example, the harmonic series σ𝑛=1 diverges, although lim 𝑎𝑛 = 0.
𝑛 𝑛→∞
Equivalently, if lim 𝑎𝑛 ≠ 0 or this limit does not exist, then the series σ∞
𝑛=1 𝑎𝑛 is divergent.
𝑛→∞
 1
Example: Investigate convergence of the series σ∞
𝑛=1 .
𝑛+𝜋 𝑛+𝜋+1
We see that
1 1 1
= − .
𝑛+𝜋 𝑛+𝜋+1 𝑛+𝜋 𝑛+𝜋+1
Then the 𝑛th partial sum is
𝑛
1
𝑆𝑛 = ෍
𝑘+𝜋 𝑘+𝜋+1
𝑘=1

1 1 1 1 1 1 1 1
= − + − + ⋯+ − = − .
1+𝜋 2+𝜋 2+𝜋 3+𝜋 𝑛+𝜋 𝑛+𝜋+1 1+𝜋 𝑛+𝜋+1
Calculate the limit of 𝑆𝑛 as 𝑛 → ∞:
1 1 1
lim 𝑆𝑛 = lim − = .
𝑛→∞ 𝑛→∞ 1 + 𝜋 𝑛+𝜋+1 1+𝜋
Hence, the series converges.
 1 1
Example: Investigate convergence of the series σ∞
𝑛=0 + .
3𝑛 5𝑛
The 𝑛th partial sum is
𝑛 𝑛 𝑛
1 1 1 1
𝑆𝑛 = ෍ 𝑘 + 𝑘 = ෍ 𝑘 + ෍ 𝑘
3 5 3 5
𝑘=0 𝑘=0 𝑘=0

𝑛+1 𝑛+1
2 𝑛 2 𝑛 1 1
1 1 1 1 1 1 1− 1−
= 1+ + + ⋯+ + 1+ + + ⋯+ = 3 + 5 .
3 3 3 5 5 5 1 1
1− 1−
3 5
Calculate the limit of 𝑆𝑛 as 𝑛 → ∞:
𝑛+1 𝑛+1
1 1
1− 1− 1 13 5 11
lim 𝑆𝑛 = lim 3 + 5 = + = + = .
𝑛→∞ 𝑛→∞ 1 1 1 1 2 4 4
1− 1− 1− 1−
3 5 3 5
Hence, the series converges.
 𝑛+2
Example: Investigate convergence of the series σ∞
𝑛=0 𝑙𝑛 .
𝑛+1
The 𝑛th partial sum is
𝑛 𝑛
𝑛+2
𝑆𝑛 = ෍ 𝑙𝑛 = ෍ (ln 𝑛 + 2 − ln(𝑛 + 1))
𝑛+1
𝑛=0 𝑛=0

= 𝑙𝑛2 − 𝑙𝑛1 + 𝑙𝑛3 − 𝑙𝑛2 + 𝑙𝑛4 − 𝑙𝑛3 + ⋯ + ln 𝑛 + 1 − ln 𝑛 + (ln 𝑛 + 2 − ln 𝑛 + 1 )

= −𝑙𝑛1 + ln 𝑛 + 2 = ln(𝑛 + 2).

Calculate the limit of 𝑆𝑛 as 𝑛 → ∞:
lim 𝑆𝑛 = lim ln(𝑛 + 2) = ∞.
𝑛→∞ 𝑛→∞
Hence, the series diverges.
 𝑒 𝑛
Example: Investigate convergence of the series σ∞
𝑛=1 𝑛2 .

Calculate the limit

𝑒𝑛
lim .
𝑛→∞ 𝑛2
Using L’Hopital’s rule, we find
𝑒𝑛 𝑒𝑛 𝑒𝑛
lim = lim = lim = ∞.
𝑛→∞ 𝑛2 𝑛→∞ 2𝑛 𝑛→∞ 2
Hence, the original series diverges by the 𝑛th term test.

The nth term test, generally speaking, does not guarantee convergence of a series. Convergence or divergence
of a series is proved using sufficient conditions. The comparison tests we consider below are just the sufficient
conditions of convergence or divergence of series.
Example: Investigate convergence of the series
∞

෍ 𝑥𝑘 .
𝑘=0
The 𝑛th partial sum is
𝑛
1 − 𝑥 𝑛+1
𝑆𝑛 = ෍ 𝑥 𝑘 = 1 + 𝑥 + 𝑥 2 + ⋯ + 𝑥 𝑛 = .
1−𝑥
𝑘=0

1−𝑥 𝑛+1 1
• If 𝑥 < 1, lim 𝑆𝑛 = lim = . Limit exists and convergent.
𝑛→∞ 𝑛→∞ 1−𝑥 1−𝑥
• If 𝑥 = 1, σ∞ 𝑘 ∞ 𝑘 ∞
𝑘=0 𝑥 = σ𝑘=0 1 = σ𝑘=0 1 𝑎𝑛𝑑 lim 𝑎𝑛 = 1 , then the series diverges by the 𝑛th term test.
𝑛→∞
• If 𝑥 = −1, σ∞ 𝑘 ∞ 𝑘
𝑘=0 𝑥 = σ𝑘=0(−1) 𝑎𝑛𝑑 lim 𝑎𝑛 = ±1 , then the series diverges by the 𝑛th term test.
𝑛→∞
1−𝑥 𝑛+1
• If 𝑥 > 1 and 𝑥 < −1, lim 𝑆𝑛 = lim = ±∞. divergent
𝑛→∞ 𝑛→∞ 1−𝑥
The Comparison Tests
Let σ∞ ∞
𝑛=1 𝑎𝑛 and σ𝑛=1 𝑏𝑛 be series such that 0 < 𝑎𝑛 ≤ 𝑏𝑛 for all 𝑛. Then the following comparison tests hold:
• If σ∞ ∞
𝑛=1 𝑏𝑛 is convergent, then σ𝑛=1 𝑎𝑛 is also convergent;
• If σ∞ ∞
𝑛=1 𝑎𝑛 is divergent, then σ𝑛=1 𝑏𝑛 is also divergent.

1
Remark: The so-called p-series σ∞
𝑛=1 converges for 𝑝 > 1 and diverges for 0 < 𝑝 ≤ 1.
𝑛𝑝

Example: Determine whether

∞ 1
𝑒𝑛
෍
𝑛2
𝑛=1
converges or diverges.
1
We easily can see that 0 < 𝑒 ≤ 𝑒 for 𝑛 > 1. Then, by the comparison test,
𝑛
∞ 1 ∞ ∞
𝑒𝑛𝑒 1
0 < ෍ 2 ≤ ෍ 2 = 𝑒෍ 2.
𝑛 𝑛 𝑛
𝑛=1 𝑛=1 𝑛=1
1
Since the series σ∞
𝑛=1 is convergent as a p-series with the power 𝑝 = 2, the original series also converges.
𝑛2
Example: Determine whether the series
∞
𝑛2
෍ 3
𝑛 −3
𝑛=1
converges or diverges.

Use the comparison test. Note that 𝑛3 − 3 < 𝑛3 for all integers 𝑛. Then

1 1 𝑛2 𝑛2 1
> ,⇒ 3 > = .
𝑛3 − 3 𝑛3 𝑛 − 3 𝑛3 𝑛

1
Since σ∞
𝑛=1 is the harmonic series, it diverges. Hence, the given series also diverges by the comparison test.
𝑛
Example: Determine whether the series
∞
1
෍
1 + 2𝑘
𝑘=0
converges or diverges.
∞ ∞
1 1 1 1
𝑘
< 𝑘⟹෍ 𝑘
<෍ 𝑘 .
1+2 2 1+2 2
𝑘=0 𝑘=0
1
Let us check the convergency of the upper bound. The 𝑛th partial sum of σ∞
𝑘=0 is
2𝑘 𝑛+1
𝑛 2 𝑛 1
1 1 1 1 1−
𝑆𝑛 = ෍ 𝑘 = 1 + + + ⋯+ = 2 .
2 2 2 2 1
𝑘=0 1−
2
1 𝑛+1
1−
lim 𝑆𝑛 = lim 2 = 2.
𝑛→∞ 𝑛→∞ 1
1−
2
1 1
Thus σ∞
𝑘=0 is convergent and σ∞
𝑘=0 𝑘 is also convergent.
2𝑘 1+2
Example: Determine whether the series
∞
1
෍
𝑘=1
𝑘(𝑘 + 1)
converges or diverges.
Since
1 1 1
< < ,
𝑘+1 𝑘(𝑘 + 1) 𝑘

∞ ∞ ∞
1 1 1
෍ <෍ <෍ .
𝑘+1 𝑘
𝑘=1 𝑘=1 𝑘 𝑘 + 1 𝑘=1

1 1
Since σ∞
𝑘=1 and σ∞
𝑘=1 are the harmonic series, it diverges.
𝑘+1 𝑘