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    Infinite Series
    Infinite Series
    Infinite Series
    Ebook215 pages2 hours

    Infinite Series

    By Isidore Isaac Hirschman

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    About this ebook

    This text for advanced undergraduate and graduate students presents a rigorous approach that also emphasizes applications. Encompassing more than the usual amount of material on the problems of computation with series, the treatment offers many applications, including those related to the theory of special functions. Numerous problems appear throughout the book.
    The first chapter introduces the elementary theory of infinite series, followed by a relatively complete exposition of the basic properties of Taylor series and Fourier series. Additional subjects include series of functions and the applications of uniform convergence; double series, changes in the order of summation, and summability; power series and real analytic functions; and additional topics in Fourier series. The text concludes with an appendix containing material on set and sequence operations and continuous functions.
    LanguageEnglish
    PublisherDover Publications
    Release dateJan 1, 2010
    ISBN9780486798240
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      Book preview

      Infinite Series - Isidore Isaac Hirschman

      SERIES

      [ 1 ]

      Tests for Convergence and Divergence

      1. Sequences

      Since infinite series are studied by means of sequences, this first section is devoted to a very brief review of sequences. An infinite sequence is simply a succession of numbers,

      indexed by consecutive integers. Here the ... always written in just this way stands for the remaining terms: s4, s5, etc., sn being the term of index n. Alternatively we can write

      A sequence need not begin with the term of index 1 but may start with any index. In more technical language a sequence whose initial index is m,

      is a real valued function on the set (m, m + 1, m + 2, ···), the value of this function at n being tn.

      We shall be particularly concerned with limits. In the first part of this section our discussion will be somewhat informal. A parallel formal development of this same subject is given Sec. 1* which follows.

      DEFINITION 1a. Let sn (n = 1, 2, ···) be a sequence. We say that the limit of the sequence sn (n = 1, 2, ···) is s, if sn is arbitrarily close to s for all sufficiently large n.

      For example,

      Some sequences do not have limits; for example, the sequences

      and

      do not have limits. When limits exist, they may be combined in various ways. The following discussion includes only a few of these ways, but these few are so important that they deserve special attention. Let

      be a sequence and c a constant. Then from these ingredients we can manufacture a new sequence whose terms are

      sn csn exists, and

      sn = 7 and c = 2. Then for n very large, sn is very near 7, and therefore 2sn is very near 14.

      Again given two sequences (with the same initial index)

      we can form a new sequence whose terms are

      sn tn (sn + tn.

      sn tn = 11. Then if n is very large, sn is close to 7 and tu is close to 11, and thus sn + tn is close to 18.

      sn tn sntn sntn .

      sn = s and s 1/sn = 1/s.

      A moment’s reflection shows that these results too are intuitively obvious.

      PROBLEMS

      1. (a) If in the sequence

      0, 3, 8, 15, 24, 35, ···

      0 is counted as the term of index 2, what is the term of index 5 ?

      (b) If sn = (n² + 1)−1 (n = 2, 3, ···), what is the term of index 2n + 1 ?

      In each of the following problem state whether the indicated sequence has a limit, and give the limit when it exists.

      2.

      3.

      4.

      5.

      1*. Limits

      In sn = s was informally defined. This definition was then amplified by some examples. In the present section we shall state the definition of limit precisely.

      DEFINITION la. Let sn (n sn = s > 0 there is an integer N, such that | sn − s if n N.

      This definition is, of course, nothing more than a precise statement of the informal definition given in Sec. 1. The latter asserts that sn will be arbitrarily close to s if n > 0. A natural measure of closeness is to require that sn of s; that is, | sn — s . To say that sn must be this close to s if n is large enough is just to say that there must be some integer N such that | sn − s if n N. Finally if sn is to be arbitrarily close to s if n is large enough, we must be able to find an N . This however is just Definition 1a.

      sn = s may also be expressed by saying that the sequence sn has the limit s. Not every sequence has a limit, of course.

      EXAMPLE 1.  Prove that

      We have (2n² + 1)²/n⁴ = 4 + 4/n² + 1/n> 0, let us choose N so large that 5/N. If n N, then

      Now that a precise definition of limit has been given, it is possible to prove the theorems of Sec. 1 which were justified there only by an appeal to intuition.

      sn = scsn = cs.

      Proof. If c = 0, our conclusion is trivial; we may therefore restrict our attention to the case c > 0 be given. We shall prove that there exists an integer N such that if n N, then | csn − cs . To do this, let δ /| c |. Since δ > 0, there is by assumption an integer N such that | sn − s | < δ if n N. If n N, then

      as desired.

      sn = s tn = t(sn + tn) = s + t.

      First Proof/2 > 0, there exists by assumption an integer N1 such that | sn − s /2 if n N1, and there exists an integer N2 such that |tn − t /2 if n N/2 = δ etc., but the proof is just as clear and slightly shorter without this.) Let N be the greater of N1 and N2, N = max (N1, N2). If n N, then n N1 and n N2. Consequently if n N,

      as desired.

      Second Proof> 0 be given. By assumption there exists an integer N1 such that | sn − s /5 if n N1 and an integer N2 such that | tn − t /5 if n ≥ N2. Let N = max (N1, N2). If n N, then

      The reason for the inclusion here of this second proof is to throw into relief the underlying idea.

      sn = s tn = tsntn = st.

      Proof. Let us choose a constant r such that r > | s |, r > | t sn = s, there is an integer N1 such that | sn | < r if n N> 0, there is an integer N2 such that | sn − s /2r if n N2, and there is an integer N3 such that | tn − t /2r if n N3. Let N = max (N1, N2, N3). We assert that | sntn − st if n N. To see this note that

      sn = s and s 1/sn = 1/s.

      Proof. Let us chose a constant r(0 < r < | s sn = s, there is an integer N1 such that | sn | > r if n N> 0, there is an integer N2 such that | sn − s | < rif n N2. Let N = max (N1, N2); then

      as desired.

      PROBLEMS

      In the following problems you are permitted to use (and should use) the theorems of Sec. 1 *.

      1. sn = stn = t, and if t (sn/tn) = s/t.

      2. (a) Prove by induction that if m s = s (sn)m = sm.

      (b) Deduce that if P(x) = a0 + a1x + ··· + amxm sn = s P(sn) = P(s).

      3. sn = s and if s0 ≤ s1 ≤ s2 ···, then sn ≤ s for n = 0, 1, ···.

      4. Prove that if sn ≤ tn for n sn = stn = t, then s ≤ t. Deduce that if sn M (n sn = s, then s M.

      5. Let sn sn too.

      ¹/α; then chose N so large that | sn | < δ for n ≥ N, etc.

      2. Convergence

      Almost everyone knows that

      However since one cannot add infinitely many numbers in the way in which one adds finitely many numbers, the relation (1) is evidently not exactly comparable to the relation

      To see what (1) means, consider the table of partial sums:

      From this we see that as we add more and more terms from (1), the partial sums so obtained become closer and closer to 1 the further out we go. This is of course what (1) really means, and it suggests the right definition for the general case.

      Consider the infinite series

      From the series we form the sequence of partial sums

      DEFINITION 2a. The series (3) is said to converge to the sum s sn = s. In this case we write

      The reader should immediately note one important difference between infinite series (infinite sums) and finite series (finite sums). Every finite series such as sn may not exist. This possibility is taken care of by the following definition:

      DEFINITION

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