ΘρϵηΠατπ

Harmonic Number
We define the n -th harmonic number as Hn:=1+12+13++1n=k=1n1k
Closed form of a Geometric Summation
For any x1 and k0 n=0kxn=1xk+11x
Let S=n=0kxn, then xSS=xk+1x0 therefore S=xk+11x1, so also S=1xk+11x by factoring -1 from the numerator and the denominator, as needed
Or instead it can be proven inductively as follows, in the base case we get n=00xn=x0=1=1x11x assume it holds true for j0 and we want to prove that it holds true for j+1 n=0j+1xnamp;=n=0jxn+xj+1amp;=1xj+11x+xj+1(1x)1xamp;=1xj+1+xj+1(1x)1xamp;=1xj+21x as needed.
Geometric Summation with Offset
For any x1 and k0 we have n=mkxn=xm(1xkm+11x)
Once we've proven the generalized factoring for arbitrary sums then we have n=mkxn=xm(n=0km+1xn)=xm(1xkm+11x)

Note that when x=1 the sum simply yields k+1.

Series
Given a sequence (an)n=1 and defining Sk=i=1kak then we define i=0ai:=limnSn

Note that because it is defined as a limit we can ask if i=0an converges or not.

Harmonic Series Diverges
n=11n diverges to
We claim that S2kk+22=k2+1 for all k0, for the base case we see that S20=S1=1102+1 so it holds true, now suppose its true for some j0 we want to prove that S2j+1j+12+1 S2k+1amp;=S2k+m=2k+12k+11mamp;(k2+1)+m=2k+12k+11mamp;(k2+1)+m=2k+12k+112k+1amp;(k2+1)+m=2k+12k+112k+1amp;=(k2+1)+2k(12k+1)amp;=(k2+1)+12amp;=k+12+1 Thus since S2kk2+1 and limkk2+1= then we know that kS2k= and thus since a subsequence Sn diverges then we know that Sn diverges
Geometric Power Series
for |x|<;1 we have n=0xn=11x

By definition we know that n=0xn=limkn=0kxn= limk1xk+11x

exponent limit lemma if |x|<;1 then limkxk+1 becomes zero and we get limk1xk+11x=11x
Geometric Power Series with Offset
For |x|<1 we have n=mxn=xm1x
By the geometric summation with offset we know that n=mxn=limkxm(1xkm+11x)=xm1x
Series of Halves is Bounded
n=012n=1112=2
In the above proposition take x=12.
geometric sum with incrementing factor
Given t0, the following holds: i=1niti=t1tn(1t)2ntn+11t
We want to find the sum defined by
S(t):=t+2t2+3t3++(n1)tn1+ntn,
But then we know that
tS(t)=t2+2t3+3t4++(n1)tn+ntn+1
S(t)tS(t)=t+t2+t3++tnntn+1
(1t)S(t)=t+t2+t3++tnntn+1
Now since we know that t+t2+t3++tn=t1tn1t, then we have
(1t)S(t)=t1tn1tntn+1
S(t)=t1tn1tntn+11t
S(t)=t1tn(1t)2ntn+11t
geometric series with incrementing factor
Suppose that |t|<1, then i=1iti=t(1t)2

We know that i=1iti=limni=1niti = limnt1tn(1t)2ntn+11t

Now since |t|<1, then limntn=0 and limnntn+1=0, therefore limnt1tn(1t)2ntn+11t=t(1t)2 as needed.

Convergent Series Implies Sequence goes to Zero
If n=1an is convergent then limnan=0
Let (Sn)n=1 be so defined such that Sn=i=0nai, observe that SnSn1=an for all n2 so then limnan=limn(snsn1)=limnsnlimnsn1=0
Cauchy Criterion for Series
Suppose that n=1an is a series, then the following are equivalent:
  1. The series converges
  2. ϵ+,N0 st n0,nN|k=n+1ak|<ϵ
  3. ϵ+,N0 st n,m0,n,mN|k=n+1mak|<ϵ

We start by proving that 12 so assume that series converges. Let Sn:=k=1nak be the sequence of partial sums, therefore we know that for any ϵ there is an N0 such that for all nN,|SnL|<ϵ, note that LSnamp;=(limmSm)Snamp;=limm(SmSn)amp;=limmk=n+1makamp;=k=n+1ak then it follows that |k=n+1ak|=|SnL|<ϵ as needed.


Now we'll prove that 23 so to show this is true, let ϵ+ therefore by considering ϵ2 in our assumption we get an N1 such that for any nN we have that |k=n+1ak|ϵ2

Now let a,bN and we'll prove that |k=a+1bak|<ϵ, to do this note the following |k=a+1bak|amp;=|k=a+1bak+k=b+1akk=b+1ak|amp;=|k=a+1akk=b+1ak|amp;|k=a+1ak|+|k=b+1ak|amp;<ϵ2+ϵ2=ϵ as needed.


We'll prove that 31, since we assume 3 and use the notation for Sn as the partial sums, then we can see that |k=n+1m|=|SmSn| and thus assuming 3 is the same as assuming that Sn is cauchy, but we know that any cauchy sequence is convergent and thus Sn converges, which shows that n=1an converges.

Note that 2 informally says that tails converge and are arbitrarily small, and 3 essentially says that Sn is a cauchy sequence because k=n+1mak=SmSn

Summable
We say that the sequence (an) is summable if the limit n=1an exists.
Comparison Test
Consider two sequences of real numbers (an),(bn):1 with |an|bn for all n1, then if (bn) is summable then (an) is summable and |n=1an|n=1bn while if (an) is not summable, then (bn) is not summable.
Assume our hypothesis, and we'll show that (an) is summable, to do this we'll use 2 of the cauchy criterion, so let ϵ+, also since (bn) is summable, by 3 of the cauchy criterion we obtain some N1 such that for any n,mN we have |k=n+1mbk|<ϵ, but recall the inequalities we've assumed between (an),(bn), which shows us that |k=n+1mak|n=k+1m|ak|k=n+1mbk<ϵ The first follows from the generalized triangle inequality, the second follows from our assumed inequality. Thus (an) is summable.
Suppose that (an) is not summable, we'll show that (bn) is not summble, for if it were then by part one of the proof then (an) would be which is a contradiction.
If the Absolute Valued Series Converges then so does the Original
If n=1|an| converges then so does n=1an
Clearly |an||an| for all n1 thus by considering bn=|an| in the comparison test we have that (an) is summable.
Non-Negative Series Converges iff Partial Sums are Bounded Above
Suppose that an0 for every n1 , then (an) is summable iff (Sn) is bounded above, where Sk:=n=1kan

We required that an0 because if you consider the series \sum _ { n = 1 } ^ \infty \left( -1 \right) ^ \left( n + 1 \right) ParseError: Got function '\left' with no arguments as superscript at position 47: …( -1 \right) ^ \̲l̲e̲f̲t̲( n + 1 \right) that has a sequence of partial sums of the form 1,0,1,0,1,0, which is clearly bounded but the limit doesn't exist.

Monotone Increasing Sequence with a Subsequence which is Bounded Above Implies Entire Sequence is Bounded Above
Suppose that (an) is monotone increasing, and there is some subsequence (aσ(n)) that is bounded above, then (an) is bounded above.
Cauchy Condensation Test
Suppose that (an):1+ is monotone decreasing then n=1an<n=02na2n<
Let's define Sn=k=1nak and Tn=k=0n2ka2k.

Assume that n=02na2n converges, which by definition means that (Tn) converges and is therefore bounded above, which means there is some M such that for any i0,TiM, we'll use this fact to show that (Sn) is bounded above by showing that it has a subsequence which is bounded above. Namely we will prove that S2n1tn1M

Base case n=1, S211=S1=a1=20a20=T0M as needed. Now asssume that it holds true for n1, which is to say that S2n1Tn1M and now let's prove that S2n+11TnM

Note that in the induction step the following fact will be useful, which says for any n1 we have that TnTn1=2na2n Now continuing on, we note the following

S2n+11amp;=S2n1+i=2n2n+11aiamp;Tn1+i=2n2n+11aiamp;Tn1+2na2namp;=Tn1+(TnTn1)amp;=TnM Note that going from the second line to the third comes from the fact that (an) is decreasing which means for any x{2n,,2n+11} that a2nax additionally the the size of that set is 2n+112n+1=2n(21)=2n, which allow us to upper bound that summation by 2na2n, which shows the induction step true. Thus we've proven that Sn is bounded above, and so by the MCT it converges which is to say that n=1an<

Now let's assume that n=02na2n converges, and show that the other one does as well, we'll follow a similar structure that in we show that Tn is bounded above. Specifically we will show that a1+2i=22nanTn Since (Sn) is bounded above by some M then by adding a1 to both sides we obtain 2S2na1+Tn which is to say that 2Ma1+Tn which shows that Tn is bounded above, and since it is increasing we would know that it converges by the MCT.

For the base case of n=0 we have a1+2a2a1=T0 so it holds true. Now let n0 and suppose that a1+2i=22nanTn we need to prove that a1+2i=22n+1anTn+1, then notice that a1+2i=22n+1anamp;=a1+2i=22nan+2i=2n+12n+1anamp;Tn+2i=2n+12n+1anamp;Tn+2(2na2n+1)amp;=Tn+2n+1a2n+1amp;=Tn+(Tn+1Tn)amp;=Tn+1 In this case the 3rd line follows by a similar argument to the previous induction step, but this team using the fact that for all x{2n+1,,2n+1} we have axa2n+1 because (an) is monotone decreasing.

One over N to the p Convergence iff p is greater than One
n=11np<p1
Recall that n=11np converges iff n=02n1((2n)p)=n=02nnp=n=0(21p)n which converges iff 2 ^ \left( 1 - p \right) \in \left( -1, 1 \right) ParseError: Got function '\left' with no arguments as superscript at position 5: 2 ^ \̲l̲e̲f̲t̲( 1 - p \right)… since 2 ^ \left( 1 - p \right) ParseError: Got function '\left' with no arguments as superscript at position 5: 2 ^ \̲l̲e̲f̲t̲( 1 - p \right) is always positive then we just need 2 ^ \left( 1 - p \right) \lt 1 ParseError: Got function '\left' with no arguments as superscript at position 5: 2 ^ \̲l̲e̲f̲t̲( 1 - p \right)… which is the same as 1p<log2(1)=0 which is equivalent to 1<p
Root Test
Suppose that an0 for all n1 and let l=lim sup(ann) if l<1 then n=1an converges and if l>1 then n=1 diverges
Suppose everything in the hypothesis is true, let's prove that n=1an converges. Clearly we can pick an r(l,1) since l<1 and since lim sup(ann)=l by using ϵ=rl+, then we know that there is some N1 such that for all nN we have |sup({akk:kn})l|<ϵ since ann{akk:kn} then we must have annsup({akk:kn}) as it's an upper bound, thus |annl|<|sup({akk:kn})l|<ϵ so that ann<l+ϵ=l+(rl)=r, in other words an<rn for all nN, then we construct the sequence by
  • bn:=an for n[1,N1]
  • bn:=rn if nN
thus by construction we have |ak|=akbk for all k1 moreover we can confirm that (bn) is summable directly as n=1bn=n=1N1bn+n=Nrn=n=1N1bn+rN1r the final equality comes from a geometric series with an offset since the right hand side is the sum of two finite things then (bn) is summable and thus by the comparison test we conclude that n=1an converges.
Ratio Test
Suppose that (an)n=1 is a sequence of positive terms. Show that if lim supnan+1an<1 then n=1an converges
Alternating Sequence
A sequence is alternating if it has the form (1)nan or \left( -1 \right) ^ \left( n + 1 \right) a _ n ParseError: Got function '\left' with no arguments as superscript at position 21: …( -1 \right) ^ \̲l̲e̲f̲t̲( n + 1 \right)… where an0 for all n1.

This characterization simply states that consecutive terms change sign.

Alternating Series
A series n=1an is said to be alternating if (an) is alternating.
Leibniz Alternating Series Test
Suppose that (an):1 is a monotone decreasing sequence and limnan=0 then the alternating series n=1(1)nan converges
Absolutely Convergent Series
A series n=1an is said to be absolutely convergent if the series n=1|an| converges.
Conditionally Convergent Series
A series n=1an is said to be conditionally convergent if it converges but n=1an does not.

Recall that n=1(1)n+1n converges to ln(2) and is conditionally convergent because the harmonic series diverges.

Series Rearrangement
A rearrangment of a series n=1 is another series n=1aπ(n) where π is a permutation of 1

The above definition formalizes the idea of taking a series and then looking at it with the same terms in a different order. Also note that the definition of a series is the limit of the partial sums, which is an entirely different thing than the + operation, thus we have no idea whether or not the new series will have the same limit, or even exist.

Every Rearrangment of an Absolutely Convergent Series converges to the same Limit
As per title.