Convergence tests

Summary

In mathematics, convergence tests are methods of testing for the convergence, conditional convergence, absolute convergence, interval of convergence or divergence of an infinite series .

List of tests edit

Limit of the summand edit

If the limit of the summand is undefined or nonzero, that is  , then the series must diverge. In this sense, the partial sums are Cauchy only if this limit exists and is equal to zero. The test is inconclusive if the limit of the summand is zero. This is also known as the nth-term test, test for divergence, or the divergence test.

Ratio test edit

This is also known as d'Alembert's criterion.

Suppose that there exists   such that
 
If r < 1, then the series is absolutely convergent. If r > 1, then the series diverges. If r = 1, the ratio test is inconclusive, and the series may converge or diverge.

Root test edit

This is also known as the nth root test or Cauchy's criterion.

Let
 
where   denotes the limit superior (possibly  ; if the limit exists it is the same value).
If r < 1, then the series converges absolutely. If r > 1, then the series diverges. If r = 1, the root test is inconclusive, and the series may converge or diverge.

The root test is stronger than the ratio test: whenever the ratio test determines the convergence or divergence of an infinite series, the root test does too, but not conversely.[1]

Integral test edit

The series can be compared to an integral to establish convergence or divergence. Let   be a non-negative and monotonically decreasing function such that  . If

 
then the series converges. But if the integral diverges, then the series does so as well. In other words, the series   converges if and only if the integral converges.

p-series test edit

A commonly-used corollary of the integral test is the p-series test. Let  . Then   converges if  .

The case of   yields the harmonic series, which diverges. The case of   is the Basel problem and the series converges to  . In general, for  , the series is equal to the Riemann zeta function applied to  , that is  .

Direct comparison test edit

If the series   is an absolutely convergent series and   for sufficiently large n , then the series   converges absolutely.

Limit comparison test edit

If  , (that is, each element of the two sequences is positive) and the limit   exists, is finite and non-zero, then either both series converge or both series diverge.

Cauchy condensation test edit

Let   be a non-negative non-increasing sequence. Then the sum   converges if and only if the sum   converges. Moreover, if they converge, then   holds.

Abel's test edit

Suppose the following statements are true:

  1.   is a convergent series,
  2.   is a monotonic sequence, and
  3.   is bounded.

Then   is also convergent.

Absolute convergence test edit

Every absolutely convergent series converges.

Alternating series test edit

Suppose the following statements are true:

  •   are all positive,
  •   and
  • for every n,  .

Then   and   are convergent series. This test is also known as the Leibniz criterion.

Dirichlet's test edit

If   is a sequence of real numbers and   a sequence of complex numbers satisfying

  •  
  •  
  •   for every positive integer N

where M is some constant, then the series

 

converges.

Cauchy's convergence test edit

A series   is convergent if and only if for every   there is a natural number N such that

 

holds for all n > N and all p ≥ 1.

Stolz–Cesàro theorem edit

Let   and   be two sequences of real numbers. Assume that   is a strictly monotone and divergent sequence and the following limit exists:

 

Then, the limit

 

Weierstrass M-test edit

Suppose that (fn) is a sequence of real- or complex-valued functions defined on a set A, and that there is a sequence of non-negative numbers (Mn) satisfying the conditions

  •   for all   and all  , and
  •   converges.

Then the series

 

converges absolutely and uniformly on A.

Extensions to the ratio test edit

The ratio test may be inconclusive when the limit of the ratio is 1. Extensions to the ratio test, however, sometimes allows one to deal with this case.

Raabe–Duhamel's test edit

Let { an } be a sequence of positive numbers.

Define

 

If

 

exists there are three possibilities:

  • if L > 1 the series converges (this includes the case L = ∞)
  • if L < 1 the series diverges
  • and if L = 1 the test is inconclusive.

An alternative formulation of this test is as follows. Let { an } be a series of real numbers. Then if b > 1 and K (a natural number) exist such that

 

for all n > K then the series {an} is convergent.

Bertrand's test edit

Let { an } be a sequence of positive numbers.

Define

 

If

 

exists, there are three possibilities:[2][3]

  • if L > 1 the series converges (this includes the case L = ∞)
  • if L < 1 the series diverges
  • and if L = 1 the test is inconclusive.

Gauss's test edit

Let { an } be a sequence of positive numbers. If   for some β > 1, then   converges if α > 1 and diverges if α ≤ 1.[4]

Kummer's test edit

Let { an } be a sequence of positive numbers. Then:[5][6][7]

(1)   converges if and only if there is a sequence   of positive numbers and a real number c > 0 such that  .

(2)   diverges if and only if there is a sequence   of positive numbers such that  

and   diverges.

Abu-Mostafa's test edit

Let   be an infinite series with real terms and let   be any real function such that   for all positive integers n and the second derivative   exists at  . Then   converges absolutely if   and diverges otherwise.[8]

Notes edit

  • For some specific types of series there are more specialized convergence tests, for instance for Fourier series there is the Dini test.

Examples edit

Consider the series

 

(i)

Cauchy condensation test implies that (i) is finitely convergent if

 

(ii)

is finitely convergent. Since

 

(ii) is a geometric series with ratio  . (ii) is finitely convergent if its ratio is less than one (namely  ). Thus, (i) is finitely convergent if and only if  .

Convergence of products edit

While most of the tests deal with the convergence of infinite series, they can also be used to show the convergence or divergence of infinite products. This can be achieved using following theorem: Let   be a sequence of positive numbers. Then the infinite product   converges if and only if the series   converges. Also similarly, if   holds, then   approaches a non-zero limit if and only if the series   converges .

This can be proved by taking the logarithm of the product and using limit comparison test.[9]

See also edit

References edit

  1. ^ Wachsmuth, Bert G. "MathCS.org - Real Analysis: Ratio Test". www.mathcs.org.
  2. ^ František Ďuriš, Infinite series: Convergence tests, pp. 24–9. Bachelor's thesis.
  3. ^ Weisstein, Eric W. "Bertrand's Test". mathworld.wolfram.com. Retrieved 2020-04-16.
  4. ^ * "Gauss criterion", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
  5. ^ "Über die Convergenz und Divergenz der unendlichen Reihen". Journal für die reine und angewandte Mathematik. 1835 (13): 171–184. 1835-01-01. doi:10.1515/crll.1835.13.171. ISSN 0075-4102. S2CID 121050774.
  6. ^ Tong, Jingcheng (1994). "Kummer's Test Gives Characterizations for Convergence or Divergence of all Positive Series". The American Mathematical Monthly. 101 (5): 450–452. doi:10.2307/2974907. JSTOR 2974907.
  7. ^ Samelson, Hans (1995). "More on Kummer's Test". The American Mathematical Monthly. 102 (9): 817–818. doi:10.1080/00029890.1995.12004667. ISSN 0002-9890.
  8. ^ Abu-Mostafa, Yaser (1984). "A Differentiation Test for Absolute Convergence" (PDF). Mathematics Magazine. 57 (4): 228–231.
  9. ^ Belk, Jim (26 January 2008). "Convergence of Infinite Products".

Further reading edit

  • Leithold, Louis (1972). The Calculus, with Analytic Geometry (2nd ed.). New York: Harper & Row. pp. 655–737. ISBN 0-06-043959-9.