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Chapter 1

Series of Numbers

1.1 Preliminaries

We use the following notation:

= the empty set.

N

Z

Q

R

N

Examples are 2, 3 . 10110111011110 · · · etc.

Along with the usual laws of +, ·, <, R satises the Archimedian property :

If a > 0 and b > 0, then there exists an n N such that na b .

Also R satis es the completeness property :

Every nonempty subset of R having an upper bound has a least upper bound (lub ) in R .

Explanation: Let A be a nonempty subset of R . A real number u is called an upper bound of A i each element of A is less than or equal to u . An upper bound of A is called a least upper bound

i all upper bounds of A are greater than or equal to .

Notice that Q does not satisfy the completeness property. For example, the nonempty set A = { x

= { 1, 2, 3,

= {

}, the set of natural numbers.

., 2, 1, 0, 1, 2,

}, the set of integers.

= { p : p Z, q N }, the set of rational numbers.

q

= the set of real numbers.

Z Q R . The numbers in R \ Q is the set of irrational numbers.

Q : x 2 < 2 } has an upper bound, say, 2 . But its least upper bound is 2, which is not in Q .

Let A be a nonempty subset of R . A real number v is called a lower bound of A i each element of A is greater than or equal to v . A lower bound m of A is called a greatest lower bound iall lower bounds of A are less than or equal to m . The completeness property of R implies that

Every nonempty subset of R having a lower bound has a greatest lower bound ( glb ) in R .

When the lub ( A ) A, this lub is dened as the maximum of A and is denoted as max ( A) . Similarly,

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if

the glb ( A ) A, this glb is de ned as the minimum of A and is denoted by min ( A ) .

Moreover, both Q and R \ Q are dense in R . That is, if x < y are real numbers then there exist a rational number a and an irrational number b such that x < a < y and x < b < y .

These properties allow R to be visualized as a number line: From the archemedian property it follows that the greatest interger function is well dened. That is, for each x R, there corresponds, the number [ x ], which is the greatest integer less than or equal to x . Moreover, the correspondence x �→ [ x ] is a function.

Let a, b R, a < b .

[ a, b] = { x R : a

(

[

( a,

( −∞, b] = { x R : x b }, the closed in nite interval ( −∞, b] .

( −∞, b ) = { x R : x < b }, the open in nite interval ( −∞, b ) .

[ a, )

( a, ) = { x R

( −∞, ) = R .

We also write R + for ( 0, ) and R for ( −∞, 0 ) . These are, respectively, the set of all positive real numbers, and the set of all negative real numbers.

A neighbourhood of a point c is an open interval ( c δ, c + δ ) for some δ > 0 .

   

The absolute value of x R is de ned as | x | =

x b }, the closed interval [ a, b] .

a,

a,

b] = { x

R : a < x b }, the semi-open interval ( a, b] .

: a

x < b }, the semi-open interval [ a, b ) .

b ) = { x R

b ) = { x R : a < x < b }, the open interval ( a, b ) .

= { x R : x a }, the closed in nite interval [ a, ) .

: x b }, the open innite interval ( a, ) .

 x if x ≥ 0 − x if x < 0 .

Thus | x | = x 2 . And | a | = a for a 0; | x y | is the distance between real numbers x and y . Moreover, if a, b R, then

|

a | = | a |,

| ab | = | a | | b |,

a

b

=

| a |

| b |

if b 0,

| a + b | | a | + | b |,

Let x R and let a > 0 . The following are true:

|

| a | | b |

|

| a b | .

1. a i x = ± a .

| x | =

 2. | x | < a i ﬀ − a < x < a iﬀ x ∈ ( − a, a ) . 3. | x | ≤ a i ﬀ − a ≤ x ≤ a iﬀ x ∈ [ − a, a ] .

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4.

| x | > a ia < x or x > a i x ( −∞, a ) ( a, ) ix R \ [ a, a ] .

5. | x | a i a x or x a ix ( −∞, a ] [ a, ) i x R \ ( a, a ) .

6. For b R,

| x b | < a ib a < x < b + a .

The following statements are useful in proving equalities from inequalities:

Let a, b R .

 If for each � 1. > 0, | a | < � , then a = 0 . If for each � 2. > 0, 0 ≤ a < � , then a = 0 . 3. If for each � > 0, a < b + � , then a ≤ b .

1.2 Sequences

A sequence of real numbers is a function f : N R . The values of the function are f ( 1 ), f ( 2 ), f ( 3 ), These are called the terms of the sequence . With f ( n ) = x n , the n th term of the sequence, we write the sequence in many ways such as

( x n ) = ( x n ) = 1 = { x n } = 1 = { x n } = ( x 1 , x 2 , x 3 ,

n

n

)

showing explicitly its terms. For example, x n = n de nes the sequence

f : N R with f ( n ) = n,

that is, the sequence is ( 1, 2, 3, 4, sequence x n = n .

The sequence x n = 1/ n is the sequence ( 1,

The sequence x n = 1/ n 2 is the sequence ( 1/ n 2 ), or ( 1,

The constant sequence ( c ) for a given real number c is the constant function f : N R, where

f ( n ) = c for each n N . It is ( c, c, c,

Let ( x n ) be a sequence. Let a R . We say that ( x n ) converges to a ifor each > 0, there exists an m N such that if n m is any natural number, then | x n a | < .

), the sequence of natural numbers. Informally, we say “the

1

1

1

) ; formally, ( 1/ n ) .

1

1

4 , 9 ,

1

16

,

) .

2 , 3 , 4 ,

) .

When ( x n ) converges to a, we write lim

x n a .

n

x n = a ; we also write it as “ x n a as n → ∞ ” or as

Example 1.1. Show that the sequence ( 1/ n ) converges to 0 .

Let > 0 . Take m = [1/ ] + 1 . That is, m is the natural number such that m 1 1/ < m . Then 1/ m < . Moreover, if n > m, then 1/ n < 1/ m < . That is, for any such given > 0, there exists an m, (we have de ned it here) such that for every n m, we see that | 1/ n 0 | < . Therefore, ( 1/ n ) converges to 0 .

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Notice that in Example 1.1, we could have resorted to the Archimedian principle and chosen any natural number m > 1/ .

Convergence behaviour of a sequence does not change if rst nite number of terms are changed.

For a constant sequence x n = c, suppose > 0 is given. We see that for each n N, | x n c | = 0 < . Therefore, the constant sequence ( c ) converges to c .

Sometimes,

A sequence thus converges to a implies the following:

it is easier to use the condition | x n a | < as a < x n < a + or as x ( a , a + ) .

1. Each neighbourhood of a contains a tail of the sequence.

2. Every tail of the sequence contains numbers arbitrarily close to a .

We say that a sequence ( x n ) converges i it converges to some a . A sequence diverges i it does not converge to any real number.

There are two special cases of divergence.

Let ( x n ) be a sequence. We say that ( x n ) diverges to i for every r > 0, there exists an m N such that if n > m is any natural number, then x n > r .

We call an open interval ( r , ) a neighbourhood of . A sequence thus diverges to implies the following:

1. Each neighbourhood of contains a tail of the sequence.

2. Every tail of the sequence contains arbitrarily large positive numbers.

In this case, we write lim

n

x n = ; we also write it as “ x n → ∞ as n → ∞ ” or as

x n → ∞ .

We say that ( x n ) diverges to −∞ i for every r > 0, there exists an m N such that if n > m is any natural number, then x n < r .

Calling an open interval ( −∞, r ) a neighbourhood of −∞, we see that a sequence diverges to −∞ implies the following:

1. Each neighbourhood of −∞ contains a tail of the sequence.

2. Every tail of the sequence contains arbitrarily small negative numbers.

In

We use a uni ed notation for convergence to a real number and divergence to ± .

For R { −∞, }, the notations

this case, we write lim

n x n

= −∞; we also write it as “ x n → −∞ as n → ∞ ” or as x n → −∞ .

lim x n = ,

n

lim x n = ,

x n as n → ∞,

x n

all stand for the phrase limit of ( x n ) is . When R, the limit of ( x n ) is means that ( x n ) converges to ; and when = ± , the limit of ( x n ) is means that ( x n ) diverges to ± .

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Example 1.2. Show that (a) lim n = ; (b) lim ln ( 1/ n ) = −∞ .

(a) Let r

(b) Let r > 0 . Choose a natural number m > e r . Let n > m . Then 1/ n < 1/ m < e r . Consequently, ln ( 1/ n ) < ln e r = r . Therefore, ln ( 1/ n ) → −∞ .

> 0 . Choose an m > r 2 . Let n > m . Then n > m > r . Therefore, lim n = .

Theorem 1.1. Limit of a sequence is unique.

Proof. Let ( x n ) be a sequence with lim x n = and lim x n = r , where both , r R { , −∞ } . Suppose that r . We consider the following exhaustive cases.

Case 1 : , r R . Then | r | > 0 . Choose = | r | /2 . We have k , m N such that

for every n > k , | x n | <

and for every n > m, | x n

r | < .

Fix one such n, say M = max { k , m } + 1 . Both the above inequalities hold for n = M . Then

| r | = | s x M + x M | | x M r | + | x M | <

2 = | r | .

Case 2 : R and r = . Consider = 1 . There exist k , m N such that

for every n > k , | x n | < 1

and

for every n > m,

x n > + 1 .

Now, x M = max { k , m } + 1 . Then both of the above hold for this n = M . So,

x M < + 1 and

x M > + 1 .

Case 3 : R and r = −∞ . It is similar to Case 2. Choose “less than 1”.

Case 4 : = , r = −∞ . Again choose an M so that x n is both greater than 1 and also less than 1

We state some results concerning a limit of a sequence, and connecting this to the limit notion of a function.

Theorem 1.2. (Sandwich Theorem) : Let the terms of the sequences ( x n ), ( y n ), and ( z n ) satisfy x n y n z n for all n greater than some m . If x n and z n , then y n .

Theorem 1.3. (Limits of sequences to limits of functions) : Let a < c < b . Let f : D R be a function where D contains ( a, c ) ( c, b ) . Let R . Then lim c f ( x ) = ifor each non-constant

x

sequence ( x n ) converging to c, the sequence of functional values f ( x n ) converges to .

Theorem 1.4. (Limits of functions to limits of sequences) : Let k N . Let f ( x ) be a function dened for all x k . Let ( a n ) be a sequence of real numbers such that a n = f ( n ) for all n k . If

x

f ( x ) = , then lim

n

lim

a n = .

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For instance, the function ln x is de ned on [1, ) . Using L’ Hospital’s rule, we have

ln x

1

lim x = lim x = 0 .

x →∞

x →∞

Therefore, lim

ln n

= lim

ln x

= 0 .

n

→∞

n

x →∞

x

In what follows, we will use the algebra of limits without mention. That is, suppose ( a n ) and ( b n )

are sequences of real numbers with lim a n = a R { , −∞ } , lim b n = b R { , −∞ }, and c is

a real number. Then

lim ( a n ± b n ) = a ± b,

lim ( ca n ) = ca,

lim ( a n b n ) = ab,

lim ( a n / b n ) = a / b .

In the rst case, we assume that a ± b is not in the form ∞ − ∞, and in the last one, we assume that

b n 0 for any n, and b 0 .

1.3 Series

A series is an in nite sum of numbers. We say that the series x n is convergent i the sequence

( s n ) is convergent, where the n th partial sum s n is given by s n = n k = 1 x n .

We say that the series x n converges to R ifor each > 0, there exists an m N such that

for each

Further, we say that the series x n converges ithe series converges to some R .

The series is said to be divergent or to diverge i it is not convergent.

The series x n diverges to i for each r > 0, there exists m N such that for each n m,

n k = 1 x k > r .

Similarly, the series x n diverges to −∞ i for each r > 0, there exists m N such that for each

n

We say that a series a n sums to R { , −∞ }, when either the series converges to the real number or it diverges to ± . In all these cases we write a n = .

n m, | n k = 1 x k | < . In this case, we write x n = .

m, n k = 1 x k < r .

There can be series which diverge but neither to nor to −∞ .

Example 1.3.

(a) The series

n =1

1

n sums to 1 . Because, if ( s n ) is the sequence of partial sums, then

2

s n =

n

k =1

1

k = 1

2

·

1 ( 1/2 ) n 1 1/2

2

1

= 1 2 n

1 .

(b) The series 1 +

n terms. Let r > 0 . Choose m = 2 k with k N, k > 2r ; for example, k = [2r ] + 1 . We show that

4 + · · · sums to . To see this, let s n = = 1 1 j be the partial sum up to

1

2 +

1

3 + 1

n

j

s m > r . It is as follows:

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