The characteristic series whose behavior conveys the most information
about the behavior of series in general is the geometric series. This is a power
series in the variable x, and its terms are the powers of x:
G = 1 + x + x2 + ... + xn + ...
It has the nice property that if you subtract 1 from it, and divide by x you
get it back again:

This series has the property that it is absolutely convergent for |x| <
1, and has a singularity when x is 1. The formula for it is infinite at x = 1,
and the series itself becomes 1 + 1 + 1 + ..., which obviously diverges.
The most general method for determining whether a given series absolutely converges
is called the Comparison test: you compare your series to another series.
If that other series absolutely converges and each term in your series is smaller
in absolute value than the corresponding term in it, then your series will also
converge absolutely.
Likewise, if the other series is not absolutely convergent, and each term in
yours is larger in absolute value than the corresponding term in the other, then
your series will diverge as well.
The geometric series provides a basic comparison series for this test. Since
it converges for x < 1, we may conclude that a series
for which the ratio of successive terms
is always at most x for some x value with x < 1, will absolutely converge.
This statement defines the ratio test for absolute convergence.
It is also clear that when the ratio of successive terms just given always exceeds
1 then the series will not converge absolutely.
From now on let us assume that all the terms in our sequence are positive.
(This neither helps nor hurts absolute convergence.) With this assumption we can
talk about ordinary convergence and we are actually talking about absolute convergence.
The interesting problem occurs when the ratio of successive terms approaches
1 as n increases, or when it fluctuates around 1. The harmonic series provides
a good example of such a sequence.
Since its nth term is ,
the ratio of successive terms is This
is NOT small enough for convergence, since this series diverges.
Here is an easy way to see that it diverges. Notice that after the first term,
there is one more term that is 1/2 or larger (namely the second term), two more
that are 1/4 larger, four more that are 1/8 or larger, eight more that are 1/16th
or larger and so on. In general, doubling the length of a partial sequence from
n to 2n provides n new terms each of size at least 1/2n, so it increases the partial
sum by at least 1/2. The sum going on forever is therefore unbounded.
We can determine what happens to the partial sums of this series up to the
nth term as n increases by comparing partial sums to an integral. Here
is how.
We can represent the sum of the first n terms of any sequence of positive elements
by a histogram, the element aj corresponding to a rectangle of width
1 and height aj located between j-1 and j on the x axis.
The coordinates of the top right hand side of each rectangle are (j, aj)
which here are (j, 1/j). The coordinates of the left hand top of each rectangle
are similarly (j-1,1/j)
Now let us consider the integral from 1 to n of 
This integration can be performed and the answer is ln(n). The curve of obviously
lies above the histogram of the n-1 terms of this series after the first one.
We can conclude that 
On the other hand the left hand endpoints of the rectangles all meet the curve
.
And that the region under the curve carried from 0 to n-1 lies entirely within
the rectangles, from the first to the n-1st. But the integral from x = 0 to n-1
of
is the same as the integral from x = 1 to n of
and is ln(n).
So we may deduce

and therefore,

As n increases, ln(n) goes to infinity. We have therefore shown that the harmonic
series diverges, but its partial sums differ by an amount on the order of 1/2
from ln(n).
Exercise 30.4 The difference between sn and ln(n) is called Euler's constant
and is denoted by the Greek letter gamma, .
Use a spreadsheet to find the first 128 partial sums of this series, compare the
partial sums, s1, s2, s4, s8, ...,
s128. Use extrapolation to eliminate differences between these that
go down as factors of 2, 4, 16, 64, etc. Use these to estimate .
This approach to determining convergence can be applied similarly to any series
whose terms decrease. It is called the integral test. The
function that meets the upper left hand corners of the rectangles in the histogram
will lie under it, and the function that meets the upper right hand corners will
lie above it, after its first term, so that convergence of the series is equivalent
to convergence of the integral of the corresponding function.
It is clear from this example, that decline by a factor of
term to term is insufficient for convergence of a positive sequence. On the other
hand, this integral test shows that decline by a factor of
for any positive z is sufficient for convergence, since a corresponding integral
will converge.
Exercise 30.5 Verify this claim.
|