7.2. DISCONTINUITIES AT END POINTS 299
Then F (b) − F (a) represents the percentage of normally distributed data that
lies between a and b. This percentage is given by
b
f (x)dx.
a
Furthermore,
µ+bσ b √1 e−x2/2dx.
a 2π
f (x)dx =
µ+aσ
Proof. The proof of this theorem is omitted.
Exercises 7.1 None available.
7.2 Discontinuities at End Points
Definition 7.2.1 (i) Suppose that f is continuous on [a, b) and
lim f (x) = +∞ or − ∞.
x→b−
Then, we define
b x
f (x)dx = lim f (x)dx.
a x→b− a
If the limit exists, we say that the improper integral converges; otherwise we
say that it diverges.
(ii) Suppose that f is continuous on (a, b] and
lim f (x) = +∞ or − ∞.
x→a+
Then we define,
b b
f (x)dx = lim f (x)dx.
a x→a+ x
If the limit exists, we say that the improper integral converges; otherwise we
say that it diverges.
Exercises 7.2
1. Suppose that f is continuous on (−∞, ∞) and g (x) = f (x). Then define
each of the following improper integrals:
300CHAPTER 7. IMPROPER INTEGRALS AND INDETERMINATE FORMS
+∞
(a) f (x)dx
a
b
(b) f (x)dx
−∞
+∞
(c) f (x)dx
−∞
2. Suppose that f is continuous on the open interval (a, b) and g (x) = f (x)
on (a, b). Define each of the following improper integrals if f is not
continuous at a or b:
x
(a) f (x)dx, a ≤ x < b
a
b
(b) f (x)dx, a < x ≤ b
x
b
(c) f (x)dx
a
+∞
3. Prove that e−xdx = 1
0
4. Prove that 1 √ 1 π
dx =
0 1 − x2 2
5. Prove that +∞ 1 dx = π
−∞ 1 + x2
∞1 1
6. Prove that xp dx = p − 1 , if and only if p > 1.
1
+∞ ∞
e−x2dx = 2 e−x2dx. Use the comparison between
7. Show that
−∞ 0
+∞
e−x and e−x2. Show that e−x2dx exists.
−∞
1 dx
8. Prove that 0 xp converges if and only if p < 1.
7.2. DISCONTINUITIES AT END POINTS 301
+∞
9. Evaluate e−x sin(2x)dx.
0
+∞
10. Evaluate e−4x cos(3x)dx.
0
+∞
11. Evaluate x2e−xdx.
0
+∞
12. Evaluate xe−xdx.
0
∞
13. Prove that sin(2x)dx diverges.
0
∞
14. Prove that cos(3x)dx diverges.
0
15. Compute the volume of the solid generated when the area between the
graph of y = e−x2 and the x-axis is rotated about the y-axis.
16. Compute the volume of the solid generated when the area between the
graph of y = e−x, 0 ≤ x < ∞ and the x-axis is rotated
(a) about the x-axis
(b) about the y-axis.
17. Let A represent the area bounded by the graph y = 1 1 ≤ x < ∞
,
x
and the x-axis. Let V denote the volume generated when the area A is
rotated about the x-axis.
(a) show that A is +∞
(b) show that V = π
(c) show that the surface area of V is +∞.
(d) Is it possible to fill the volume V with paint and not be able to paint
its surface? Explain.
18. Let A represent the area bounded by the graph of y = e−2x, 0 ≤ x < ∞,
and y = 0.
302CHAPTER 7. IMPROPER INTEGRALS AND INDETERMINATE FORMS
(a) Compute the area of A.
(b) Compute the volume generated when A is rotated about the x-axis.
(c) Compute the volume generated when A is rotated about the y-axis.
19. Assume that +∞ (π/8). Compute +∞ s√in x dx.
sin(x2)dx =
0 0x
+∞ e−x2 √
π.
20. It is known that =
−∞
(a) Compute +∞
(b) Compute
(c) Compute e−x2 dx.
0
+∞ e√−x dx.
0x
+∞
e−4x2 dx.
0
Definition 7.2.2 Suppose that f (t) is continuous on [0, ∞) and there exist
some constants a > 0, M > 0 and T > 0 such that |f (t)| < M eat for all
t ≥ T . Then we define the Laplace transform of f (t), denoted L{f (t)}, by
∞
L{f (t)} = e−stf (t)dt
0
for all s ≥ s0. In problems 21–34, compute L{f (t)} for the given f (t).
21. f (t) = 1 if t ≥ 0 22. f (t) = t
0 if t < 0
23. f (t) = t2 24. f (t) = t3
25. f (t) = tn, n = 1, 2, 3, · · · 26. f (t) = ebt
27. f (t) = tebt 28. f (t) = tnebt, n = 1, 2, 3, · · ·
7.2. DISCONTINUITIES AT END POINTS 303
eat − ebt aeat − bebt
29. f (t) = 30. f (t) =
a−b a−b
1 32. f (t) = cos(bt)
31. f (t) = sin(bt) 34. f (t) = cosh(bt)
b
1
33. f (t) = sinh(bt)
b
Definition 7.2.3 For x > 0, we define the Gamma function Γ(x) by
+∞
Γ(x) = tx−1e−tdt.
0
+∞ e−x2 1 √
π.
In problems 35–40 assume that Γ(x) exists for x > 0 and =
02
√ 36. Show that Γ(1) = 1
35. Show that Γ(1/2) = π
37. Prove that Γ(x + 1) = xΓ(x) √
3π
38. Show that Γ =
22
5 3√ 40. Show that Γ(n + 1) = n!
39. Show that Γ = π
24
In problems 41–60, evaluate the given improper integrals.
+∞ +∞ dx
42.
41. 2xe−x2dx
1 x3/2
0
+∞ dx 44. +∞ 4x
43. 1 + x2 dx
x5/2 1
4
+∞ x +∞ 4
45. (1 + x2)3/2 dx 46. x2 − 4 dx
1 16
+∞ 1 +∞ 1
47. dx 48. dx, p > 1
2 x(ln x)2 2 x(ln x)p
304CHAPTER 7. IMPROPER INTEGRALS AND INDETERMINATE FORMS
1 2
49. 3xe−x2dx 50. ex dx
−∞ −∞
∞2 ∞ dx
51. 0 ex + e−x dx 52.
−∞ x2 + 9
53. 2 √ dx 54. 4 x dx
0 4 − x2
√
0 16 − x2
5x 56. +∞ √ dx
55. dx 2 x x2 − 4
0 (25 − x2)2/3 58. ∞ dx
57. +∞ e√−√x dx
√
0x 0 x(x + 25)
∞ e−x +∞
dx
59. 60. x2e−x3dx
1 − (e−x)2
0 0
7.3
Theorem 7.3.1 (Cauchy Mean Value Theorem) Suppose that two functions
f and g are continuous on the closed interval [a, b], differentiable on the open
interval (a, b) and g (x) = 0 on (a, b). Then there exists at least one number
c such that a < c < b and
f (c) = f (b) − f (a)
g (c) g(b) − .
g(a)
Proof. See the proof of Theorem 4.1.6.
Theorem 7.3.2 Suppose that f and g are continuous and differentiable on
an open interval (a, b) and a < c < b. If f (c) = g(c) = 0, g (x) = 0 on (a, b)
and
f (x)
lim = L
x→c g (x)
then
f (x)
lim = L.
x→c g(x)
7.3. 305
Proof. See the proof of Theorem 4.1.7.
Theorem 7.3.3 (L’Hˆopital’s Rule) Let lim represent one of the limits
lim, lim , lim , lim , or lim .
x→c x→c+ x→c− x→+∞ x→−∞
Suppose that f and g are continuous and differentiable on an open interval
(a, b) except at an interior point c, a < c < b. Suppose further that g (x) = 0
on (a, b), lim f (x) = lim g(x) = 0 or lim f (x) = lim g(x) = +∞ or −∞. If
lim f (x) = L, +∞ or − ∞
g (x)
then
f (x) f (x)
lim = lim .
g(x) g (x)
Proof. The proof of this theorem is omitted.
Definition 7.3.1 (Extended Arithmetic) For the sake of convenience in deal-
ing with indeterminate forms, we define the following arithmetic operations
with real numbers, +∞ and −∞. Let c be a real number and c > 0. Then
we define
+ ∞ + ∞ = +∞, −∞ − ∞ = −∞, c(+∞) = +∞, c(−∞) = −∞
(−c)(+∞) = −∞, (−c)(−∞) = +∞, c −c c
+∞ = 0, +∞ = 0, −∞ = 0,
−c
−∞ = 0, (+∞)c = +∞, (+∞)−c = 0, (+∞)(+∞) = +∞, (+∞)(−∞) = −∞,
(−∞)(−∞) = +∞.
Definition 7.3.2 The following operations are indeterminate:
0 +∞ +∞ −∞ −∞ ∞ − ∞, 0 · ∞, 00, 1∞, ∞0.
, +∞ , −∞ −∞ , +∞ ,
0
Remark 23 The L’Hoˆpital’s Rule can be applied directly to the 0 and ±∞
0 ±∞
0 ±∞
forms. The forms ∞−∞ and 0·∞ can be changed to the 0 or ±∞ by
using arithmetic operations. For the 00 and 1∞ forms we use the following
procedure:
lim(f (x))g(x) = lim eg(x) ln(f(x)) = elim ln(f (x))
.(1/g(x))
It is best to study a lot of examples and work problems.
306CHAPTER 7. IMPROPER INTEGRALS AND INDETERMINATE FORMS
Exercises 7.3
1. Prove the Theorem of the Mean: Suppose that a function f is continuous
on a closed and bounded interval [a, b] and f exists on the open interval
(a, b). Then there exists at least one number c such that a < c < b and
f (b) − f (a) (2) f (b) = f (a) + f (c)(b − a).
(1) b − a = f (c)
2. Prove the Generalized Theorem of the Mean: Suppose that f and g are
continuous on a closed and bounded interval [a, b] and f and g exist
on the open interval (a, b) and g (x) = 0 for any x in (a, b). Then there
exists some c such that a < c < b and
f (b) − f (a) = f (c)
g(b) − g(a) g .
(c)
3. Prove the following theorem known as l’Hˆopital’s Rule: Suppose that f
and g are differentiable functions, except possibly at a, such that
lim f (x) = 0, lim g(x) = 0, and lim f (x) = L.
x→a x→a x→a g(x)
Then
f (x) f (x)
lim = lim = L.
x→a g(x) x→a g (x)
4. Prove the following theorem known as an alternate form of l’Hˆopital’s
Rule: Suppose that f and g are differentiable functions, except possibly
at a, such that
lim f (x) = ∞, lim g(x) = ∞, and lim f (x) = L.
x→a x→a x→a g (x)
Then
f (x) f (x)
lim = lim = L.
x→a g(x) x→a g (x)
7.3. 307
5. Prove that if f and g exist and
lim f (x) = 0, lim g(x) = 0, and lim f (x) = L,
x→+∞ x→+∞ x→+∞ g (x)
then f (x)
lim = L.
x→+∞ g(x)
6. Prove that if f and g exist and
lim f (x) = 0, lim g(0) = 0, and lim f (x) = L,
x→−∞ x→+∞ x→−∞ g (x)
then f (x)
lim = L.
x→−∞ g(x)
7. Prove that if f and g exist and
lim f (x) = ∞, lim g(x) = ∞, and f (x)
lim = L,
x→+∞ x→+∞ x→+∞ g (x)
then f (x)
lim = L.
x→+∞ g(x)
8. Prove that if f and g exist and
lim f (x) = ∞, lim g(x) = ∞, and lim f (x) = L,
x→−∞ x→−∞ x→−∞ g (x)
then f (x)
lim = L.
x→+∞ g(x)
9. Suppose that f and f exist in an open interval (a, b) containing c. Then
prove that
f (c + h) − 2f (c) + f (c − h)
lim = f (c).
h→0 h2
308CHAPTER 7. IMPROPER INTEGRALS AND INDETERMINATE FORMS
10. Suppose that f is continuous in an open interval (a, b) containing c.
Then prove that
f (c + h) − f (c − h)
lim = f (c).
h→0 2h
11. Suppose that f (x) and g(x) are two polynomials such that
f (x) = a0xn + a1xn−1 + · · · + an−1x + an, a0 = 0,
g(x) = b0xm + b1xm−1 + · · · + bm−1x + bm, b0 = 0.
Then prove that
if m > n
0 if m < n
f (x) if m = n
lim = +∞ or − ∞
x→+∞ g(x) a0/b0
12. Suppose that f and g are differentiable functions, except possibly at c,
and
lim f (x) = 0, lim g(x) = 0 and lim g(x) ln(f (x)) = L.
x→c x→c
x→c
Then prove that
lim (f (x))g(x) = eL.
x→c
13. Suppose that f and g are differentiable functions, except possibly at c,
and
lim f (x) = +∞, lim g(x) = 0 and lim g(x) ln(f (x)) = L.
x→c x→c
x→c
Then prove that
lim (f (x))g(x) = eL.
x→c
14. Suppose that f and g are differentiable functions, except possibly at c,
and
lim f (x) = 1, lim g(x) = +∞ and lim g(x) ln(f (x)) = L.
x→c x→c
x→c
Then prove that
lim (f (x))g(x) = eL.
x→c
7.3. 309
15. Suppose that f and g are differentiable functions, except possibly at c,
and
lim f (x) = 0, lim g(x) = +∞ and lim f (x) = L.
x→c x→c x→c (1/g(x))
Then prove that
lim f (x)g(x) = L.
x→c
1
16. Prove that lim (1 + x) x = e.
x→0
17. Prove that lim (1 − x) 1 = 1
x .
x→0 e
xn
18. Prove that lim = 0 for each natural number n.
x→+∞ ex
19. Prove that lim sin x − x = 0.
x→0+ x sin x
π
20. Prove that lim − x tan x = 1.
2x→π
2
In problems 21–50 evaluate each of the limits.
21. lim sin(x2) 22. lim 1 − cos x2
x→0 x→0
x2 x2
sin(ax) tan(mx)
23. lim 24. lim
x→0 sin(bx) x→0 tan(nx)
e3x − 1 26. lim (1 + 2x)3/x
25. lim x→0
x→0 x
ln(x + h) − ln(x) 28. lim ex+h − ex
27. lim
h→0 h
h→0 h
29. lim (1 + mx)n/x 30. lim ln(100 + x)
x→0
x→∞ x
310CHAPTER 7. IMPROPER INTEGRALS AND INDETERMINATE FORMS
31. lim (1 + sin mx)n/x 32. lim (sin x)x
x→0 x→0+
x4 − 2x3 + 10
33. lim (x)sin x
x→0+ 34. lim
x→∞ 3x4 + 2x3 − 7x + 1
35. lim tan(2x) ln(x) 36. lim x sin 2π
x→0+
x→+∞ x
37. lim (x + ex)2/x 3 + 2x x
x→0 38. lim
39. lim (1 + sin mx)n/x x→∞ 4 + 2x
x→0
40. lim (x)sin(3x)
x→0+
41. lim (e3x − 1)2/ ln x 42. lim 1 − cos 4x
x→0+ x→0 x2 x2
cot(ax) ln x
43. lim 44. lim
x→0+ cot(bx) x→+∞ x
x 12
45. lim 46. lim −
x→0+ ln x x→0+ x ln x
2x + 3 sin x 48. lim x(b1/x − 1), b > 0, b = 1
47. lim x→+∞
x→+∞ 4x + 2 sin x
49. lim bx+h − bx , b > 0, b = 1 50. lim logb(x + h) − logb x b > 0, b = 1
,
h→0 h h→0 h
(ex − 1) sin x 52. lim x ln x+1
51. lim
x→+∞ x−1
x→0 cos x − cos2 x
sin 5x 2x − 3x6 + x7
53. lim 54. lim
x→0+ 1 − cos 4x x→1 (1 − x)3
55. lim ex ln ex + 1 56. lim tan x − sin x
x→+∞ ex x→0 x3
7.3. 311
x3 sin 2x 5x − 3x
57. lim 58. lim
x→0 (1 − cos x)2 x→0 x2
1 1+x arctan x − x
59. lim ln 60. lim
x→0 x 1−x x→0 x3
sin(π cos x) 62. lim ln(1 + xe2x)
61. lim
x→+∞ x2
x→0 x sin x
63. lim (ln x)n , n = 1, 2, · · · 64. lim √1 ln x + e2x
x→+∞ x x
x→+∞ x
65. lim ln x ln(tan 3x)
66. lim
x→+∞ (1 + x3)1/2
x→0+ ln(tan 4x)
67. lim (1 − 3−x)−2x 68. lim sin x 1/x2
x→0+ x→0 x
3 x2
69. lim (e−x + e−2x)1/x 70. lim cos x
x→+∞ x→+∞
1 x 1 x2
71. lim ln x 72. lim 1 + 2x
x→0+ x→+∞
73. lim 1 + 1 3x+ln x 74. lim 1 − 1
x→0 x sin 2x
x→+∞ 2x
√ 76. lim x 1 x − 1
75. lim x x2 + b2 − x x→0 sin x2
x→+∞
1 − 5 11
77. lim − +x 78. lim − ln
x→2 x 2 x2 − 6 x→0+ x x
1 11
79. lim cot x − 80. lim x2 − tan2 x
x→0
x→0 x
312CHAPTER 7. IMPROPER INTEGRALS AND INDETERMINATE FORMS
81. lim e−x − 1 82. lim x − sin x
x→0 x −
ex 1 x→∞ x
83. lim x2 sin 1 84. lim x sin 1
x
x→0 sin x x→∞ x
e − (1 + x)1/x ln(ln x)
85. lim 86. lim
x→0 x x→+∞ ln(x − ln x)
11 1 x ln t
87. lim x2 − x ln x 88. lim dt
x→0+ x→+∞ x 1 1 + t
89. lim (ln(1 + ex) − x) 1 x
x→+∞ 90. lim
sin2 x dx
x→+∞ x2
0
91. Suppose that f is defined and differentiable in an open interval (a, b).
Suppose that a < c < b and f (c) exists. Prove that
f (c) = lim f (x) − f (c) − (x − c)f (c) .
x→c
((x − c)2/2!)
92. Suppose that f is defined and f , f , · · · , f (n−1) exist in an open interval
(a, b). Also, suppose that a < c < b and f (n)(c) exists
(a) Prove that
f (x) − f (c) − (x − c)f (c) − · · · − (x−c)n−1 f n−1 (c)
(n−1)!
f (n)(c) = lim (x−c)n .
x→c
n!
(b) Show that there is a function En(x) defined on (a, b), except possibly
at c, such that
f (x) = f (c) + (x − c)f (c) + · · · + (x − c)n−1 f (n−1)(x)
(n − 1)!
+ (x − c)n f (n)(c) + En(x) (x − c)nEn(x)
n! n!
7.3. 313
and lim En(x) = 0. Find E2(x) if c = 0 and
n→c
f (x) = x4 sin 1 , x=0
x
0 , x=0
(c) If f (c) = · · · = f (n−1)(c) = 0, n is even, and f has a relative mini-
mum at x = c, then show that f (n)(c) ≥ 0. What can be said if f has
a relative maximum at c? What are the sufficient conditions for a rel-
ative maximum or minimum at c when f (c) = · · · = f (n−1)(c) = 0?
What can be said if n is odd and f (c) = · · · = f (n−1)(c) = 0 but
f (n)(c) = 0.
93. Suppose that f and g are defined, have derivatives of order 1, 2, · · · , n−1
in an open interval (a, b), a < c < b, f (n)(c) and g(n)(c) exist and g(n)(c) =
0. Prove that if f and g, as well as their first n − 1 derivatives are 0,
then
f (x) f (n)(c)
lim g(x) = g(n)(c) .
x→c
Evaluate the following limits:
94. lim x2 sin 1 95. lim cos π cos x
x 2
x→0
x→0 x sin2 x
96. lim x( 1 ) 97. lim x(ln(x))n, n = 1, 2, 3, · · ·
1−x x→0+
x3/2 ln x
x→1
99. lim
xx − x x→+∞ (1 + x4)1/2
98. lim
x→1+ 1 − x + ln x
100. lim xn ln 1 + ex , n = 1, 2, · · ·
x→+∞ ex
101. lim x x e−t2 dx
0
x→0
1 − e−x2
314CHAPTER 7. IMPROPER INTEGRALS AND INDETERMINATE FORMS
7.4 Improper Integrals
1. Suppose that f is continuous on (−∞, ∞) and g (x) = f (x). Then define
each of the following improper integrals:
Chapter 8
Infinite Series
8.1 Sequences
Definition 8.1.1 An infinite sequence (or sequence) is a function, say f ,
whose domain is the set of all integers greater than or equal to some integer
m. If n is an integer greater than or equal to m and f (n) = an, then we
express the sequence by writing its range in any of the following ways:
1. f (m), f (m + 1), f (m + 2), . . .
2. am, am+1, am+2, . . .
3. {f (n) : n ≥ m}
4. {f (n)}∞n=m
5. {an}n∞=m
Definition 8.1.2 A sequence {an}∞n=m is said to converge to a real number
L (or has limit L) if for each > 0 there exists some positive integer M such
that |an − L| < whenever n ≥ M . We write,
lim an = L or an → L as n → ∞.
n→∞
If the sequence does not converge to a finite number L, we say that it diverges.
315
316 CHAPTER 8. INFINITE SERIES
Theorem 8.1.1 Suppose that c is a positive real number, {an}∞n=m and {bn}∞n=m
are convergent sequences. Then
(i) nl→im∞(can) = c lim an
n→∞
(ii) nl→im∞(an + bn) = lim an + lim bn
n→∞ n→∞
(iii) nl→im∞(an − bn) = lim an − lim bn
n→∞ n→∞
(iv) lim (anbn) = lim an lim bn
n→∞ n→∞ n→∞
(v) lim an = limn→∞ an , if lim bn = 0.
n→∞ bn limn→∞ bn
n→∞
(an)c c
(vi) lim = lim an
n→∞ n→∞
(vii) lim (ean ) = elimn→∞ an
n→∞
(viii) Suppose that an ≤ bn ≤ cn for all n ≥ m and
lim an = lim cn = L.
n→∞ n→∞
Then
lim bn = L.
n→∞
Proof. Suppose that {an}∞n=m converges to a and {bn}∞n=m converges to b.
Let 1 > 0 be given. Then there exist natural numbers N and M such that
|an − a| < 1 if n ≥ N, (1)
|bn − b| < 1 if n ≥ M. (2)
Part (i) Let > 0 be given and c = 0. Let 1 = 2|c| and n ≥ N + M . Then
by the inequalities (1) and (2), we get
|can − ca| = |c| |an − a|
< |c| 1
<.
8.1. SEQUENCES 317
This completes the proof of Part (i).
Part (ii) Let > 0 be given and 1 = . Let m ≥ N + M . Then by the
2
inequalities (1) and (2), we get
|(an + bn) − (a + b)| = |(an − a) + (bn − b)|
≤ |an − a| + |bn − b|
< 1+ 1
=.
This completes the proof of Part (ii).
Part (iii)
nl→im∞(an − bn) = lim (an + (−1)bn)
n→∞
= lim an + lim [(−1)bn] (by Part (ii))
n→∞
n→∞
= lim an + (−1) lim bn (by Part (i))
n→∞
n→∞
= a + (−1)b
= a − b.
Part (iv) Let > 0 be given and 1 = min 1, 1 + |a| + |b| . If n ≥ N + M ,
then by the inequalities (1) and (2) we have
|anbn − ab| = |[(an − a) + a][(bn − b) + b] − ab|
= |(an − a)(bn − b) + (an − a)b + a(bn − b|
≤ |an − a| |bn − b| + |b| |an − a| + |a| |bn − b|
< 2 + |b| 1 + |a| 1
1
= 1( 1 + |b| + |a|)
≤ 1(1 + |b| + |a|)
≤.
Part (v) First we assume that b > 0 and prove that
11
lim = .
n→∞ bn b
318 CHAPTER 8. INFINITE SERIES
By taking 1 = 1 b and using inequality (2) for n ≥ M, we get
2
|bn − b| < 1 b, −1 b < bn − b < 1 b,
2 2 2
1 3 2 12
b < bn < b, 0< < < .
2 2 3b bn b
Then, for n ≥ M , we get
11 = b − bn
− b − nb
bn b
11
= |bn − b| · b · bn
< |bn − b| · 2 (3)
.
b2
b b2
Let > 0 be given. Choose 2 = min , . There exists some natural
22
number N such that if n ≥ N , then
|bn − b| < 2. (4)
If n ≥ N + M , then the inequalities (3) and (4) imply that
1 −1 < |bn − b| 2
bn b b2
2
< 2 b2
≤.
It follows that
11
lim =
n→∞ bn b
lim an = lim (an) · lim 1
bn bn
n→∞ n→∞ n→∞
=a· 1
b
a
=.
b
8.1. SEQUENCES 319
If b < 0, then
lim an = lim (−an) · lim 1
bn −bn
n→∞ n→∞ n→∞
= (−a) 1
−b
a
=.
b
This completes the proof of Part (v).
Part (vi) Since f (x) = xc is a continuous function,
(an)c c = ac.
lim = lim an
n→∞ n→∞
Part (vii) Since f (x) = ex is a continuous function,
lim ean = elimn→∞ an = ea.
n→∞
Part (viii) Suppose that an ≤ bn ≤ cn for all n ≥ m and
lim an = L = lim cn = L.
n→∞ n→∞
Let > 0 be given. Then there exists natural numbers N and M such that
|an − L| < 2 , − < an − L < 2 for n ≥ N,
2 for n ≥ M.
−
|cn − L| < 2 , 2 < cn − L < 2
If n ≥ N + M , then n > N and n > M and, hence,
− < an − L ≤ bn − L ≤ cn − L < .
2 2
It follows that
lim bn = L.
n→∞
This completes the proof of this theorem.
320 CHAPTER 8. INFINITE SERIES
8.2 Monotone Sequences
Definition 8.2.1 Let {tn}n∞=m be a given sequence. Then {tn}n∞=m is said
to be
(a) increasing if tn < tn+1 for all n ≥ m;
(b) decreasing if tn+1 < tn for all n ≥ m;
(c) nondecreasing if tn ≤ tn+1 for all n ≥ m;
(d) nonincreasing if tn+1 ≤ tn for all n ≥ m;
(e) bounded if a ≤ tn ≤ b for some constants a and b and all n ≥ m;
(f) monotone if {tn}∞n=m is increasing, decreasing, nondecreasing or nonin-
creasing.
(g) a Cauchy sequence if for each > 0 there exists some M such that
|an1 − an2| < whenever n1 ≥ M and n2 ≥ M .
Theorem 8.2.1 (a) A monotone sequence converges to some real number if
and only if it is a bounded sequence.
(b) A sequence is convergent if and only if it is a Cauchy sequence.
Proof.
Part (a) Suppose that an ≤ an+1 ≤ B for all n ≥ M and some B. Let L be
the least upper bound of the sequence {an}∞n=m. Let > 0 be given. Then
there exists some natural number N such that
L − < aN ≤ L.
Then for each n ≥ N , we have
L − < aN ≤ an ≤ L.
By definition {an}n∞=m converges to L.
Similarly, suppose that B ≤ an+1 ≤ an for all n ≥ M . Let L be the
greatest lower bound of {an}∞n=m. Then {an}∞n=m converges to L. It follows
that a bounded monotone sequence converges. Conversely, suppose that a
8.2. MONOTONE SEQUENCES 321
monotone sequence {an}n∞=m converges to L. Let = 1. Then there exists
some natural number N such that if n ≥ N , then
|an − L| <
− < an − L <
L − < an < L + .
The set {an : m ≤ n ≤ N } is bounded and the set {an : n ≥ N } is bounded.
It follows that {an}n∞=m is bounded. This completes the proof of Part (a) of
the theorem.
Part (b) First, let us suppose that {an}n∞=m converges to L. Let > 0 be
given. Then > 0 and hence there exists some natural number N such that
2
for all natural numbers p ≥ N and q ≥ N , we have
|ap − L| < 2 and |aq − L| < 2
|ap − aq| = |(ap − L) + (L + aq)|
≤ |ap − L| + |a1 − L|
<+
22
=.
It follows that {an}∞n=m is a Cauchy sequence.
Next, we suppose that {an}n∞=m is a Cauchy sequence. Let S = {an : m ≤
n < ∞}. Suppose > 0. Then there exists some natural number N such
that for all p ≥ 1
|aN+p − aN | < , aN − < aN+p < aN + 2 (1)
2 2
It follows that S is a bounded set. If S is an infinite set, then S has some
limit point q and some subsequence {ank}∞k=1 of {an}∞n=m that converges to
q. Since > 0, there exists some natural number M such that for all k ≥ M ,
we have
|ank − q| < 2 (2)
322 CHAPTER 8. INFINITE SERIES
Also, for all k ≥ N + M , we get nk ≥ k ≥ N + M and
|ak − q| = |ak − ank + ank − q|
≤ |ank − ak| + |ank − q|
< +2 (by (1) and (2))
2
=.
It follows that the sequence {an}n∞=m converges to q. If S is a finite set, then
some ak is repeated infinite number of times and hence some subsequences of
{an}∞n=m converges to ak. By the preceding argument {an}∞n=m also converges
to ak. This completes the proof of this theorem.
Theorem 8.2.2 Let {f (n)}∞n=m be a sequence where f is a differentiable
function defined for all real numbers x ≥ m. Then the sequence {f (n)}∞n=m
is
(a) increasing if f (x) > 0 for all x > m;
(b) decreasing if f (x) < 0 for all x > m;
(c) nondecreasing if f (x) ≥ 0 for all x > m;
(d) nonincreasing if f (x) ≤ 0 for all x > m.
Proof. Suppose that m ≤ a < b. Then by the Mean Value Theorem for
derivatives, there exists some c such that a < c < b and
f (b) − f (a)
b − a = f (c),
f (b) = f (a) + f (c)(b − a).
The theorem follows from the above equation by considering the value of
f (c). In particular, for all natural numbers n ≥ m,
f (n + 1) = f (n) + f (c),
for some c such that n < c < n + 1.
Part (a). If f (c) > 0, then f (n + 1) > f (n) for all n ≥ m.
Part (b). If f (c) < 0, then f (n + 1) < f (n) for all n ≥ m.
Part (c). If f (c) ≥ 0, then f (n + 1) ≥ f (n) for all n ≥ m.
Part (d). If f (c) ≤ 0, then f (n + 1) ≤ f (n) for all n ≤ m.
This completes the proof of this theorem.
8.3. INFINITE SERIES 323
8.3 Infinite Series
Definition 8.3.1 Let {tn}∞n=1 be a given sequence. Let
n
s1 = t1, s2 = t1 + t2, s3 = t1 + t2 + t3, · · · , sn = tk,
k=1
for all natural number n. If the sequence {sn}∞n=1 converges to a finite number
L, then we write
∞
L = t1 + t2 + t3 + · · · = tk.
k=1
n
We call tk an infinite series and write
k=1
∞n
tk = lim tk = L.
k=1 n→∞ k=1
We say that L is the sum of the series and the series converges to L. If a
series does not converge to a finite number, we say that it diverges. The
sequence {sn}n∞=1 is called the sequence of the nth partial sums of the series.
Theorem 8.3.1 Suppose that a and r are real numbers and a = 0. Then
the geometric series
∞ a
,
a + ar + ar2 + · · · = ark = 1−r
k=0
if |r| < 1. The geometric series diverges if |r| ≥ 1.
Proof. For each natural number n, let
sn = a + ar + · · · + arn−1.
On multiplying both sides by r, we get
rsn = ar + ar2 + · · · + arn−1 + arn
sn − rsn = a − arn
(1 − r)sn = a(1 − rn)
sn = 1 a r − a rn.
− 1−r
324 CHAPTER 8. INFINITE SERIES
If |r| < 1, then
lim sn = a − a lim rn = a
− − .
n→∞ 1 r 1 r n→∞ 1−r
If |r| > 1, then lim rn is not finite and so the sequence {sn}n∞=1 of nth partial
n→∞
sums diverges.
If r = 1, then sn = na and lim na is not a finite number.
n→∞
This completes the proof of the theorem.
∞
Theorem 8.3.2 (Divergence Test) If the series tk converges, then lim tn =
k=1 n→∞
0. If lim tn = 0, then the series diverges.
n→∞
Proof. Suppose that the series converges to L. Then
n n−1
lim an = lim ak − ak
n→∞
n→∞ k=1 k=1
n n−1
= lim ak − lim ak
n→∞
n→∞
k=1 k=1
=L−L
= 0.
The rest of the theorem follows from the preceding argument. This completes
the proof of this theorem.
Theorem 8.3.3 (The Integral Test) Let f be a function that is defined,
continuous and decreasing on [1, ∞) such that f (x) > 0 for all x ≥ 1. Then
∞ ∞
f (n) and f (x)dx
n=1 1
either both converge or both diverge.
Proof. Suppose that f is decreasing and continuous on [1, ∞), and f (x) > 0
for all x ≥ 1. Then for all natural numbers n, we get,
n+1 n+1 n
f (k) ≤ f (x)dx ≤ f (k)
k=2 1 k=1
8.3. INFINITE SERIES 325
graph
It follows that, ∞∞ ∞
f (k) ≤ f (x)dx ≤ f (k).
k=2 1 k=1
Since f (1) is a finite number, it follows that
∞ ∞
f (k) and f (x)dx
k=1 1
either both converge or both diverge. This completes the proof of the theo-
rem.
Theorem 8.3.4 Suppose that p > 0. Then the p-series
∞1
np
n=1
converges if p > 1 and diverges if 0 < p ≤ 1. In particular, the harmonic
∞
series n=1 1 diverges.
n
Proof. Suppose that p > 0. Then
∞1 ∞
1 xp dx =
x−pdx
1
x1−p ∞
= 1−p 1
1 lim x1−p − 1 .
= 1−p
x→∞
It follows that the integral converges if p > 1 and diverges if p < 1. If p = 1,
then ∞ 1 dx = ln x ∞ = ∞.
1x 1
Hence, the p-series converges if p > 1 and diverges if 0 < p ≤ 1. This
completes the proof of this theorem.
326 CHAPTER 8. INFINITE SERIES
Exercises 8.1
1. Define the statement that the sequence {an}n∞=1 converges to L.
2. Suppose the sequence {an}n∞=1 converges to L and the sequences {bn}n∞=1
converges to M . Then prove that
(a) {can}n∞=1 converges to cL, where c is constant.
(b) {an + bn}∞n=1 converges to L + M .
(c) {an − bn}n∞=1 converges to L − M .
(d) {anbn}∞n=1 converges to LM .
an ∞ L
converges to , if M = 0.
(e) bn n=1 M
3. Suppose that 0 < an ≤ an+1 < M for each natural number n. Then
prove that
(a) {an}n∞=1 converges.
(b) {−an}∞n=1 converges.
(c) ank ∞ converges for each natural number k.
n=1
4. Prove that xn ∞ converges to 0 for every real number x.
n! n=1
5. Prove that n! ∞ converges to 0.
nn n=1
6. Prove that for each natural number n ≥ 2,
(a) 1 + 1 + ··· + 1 < ln(n) < 1 + 1 + ··· + n 1 .
2 3 n 2 − 1
(b) 1 + 1 + ··· + 1 < n1 dt < 1+ 1 + ··· + 1 for each
2p 3p np 1 tp 2p (n − 1)p
p > 0.
n ∞ ∞1
(c) 1 converges if and only if 1 tp dt converges. De-
kp n=1 ∞
k=1 1
n
termine the numbers p for which kp converges.
n=1 n=1
8.4. SERIES WITH POSITIVE TERMS 327
7. Prove that n∞
rk converges if and only if |r| < 1.
k=0 n=1
8. Prove that n1 ∞
9. Prove that k
diverges.
k=1
n=1
n ∞
1 diverges.
k=2 k ln k n=2
10. Prove that for each natural number m ≥ 2,
m m+1
(a) (ln t)dt < ln(m!) < (ln t)dt
11
(b) m(ln(m) − 1) < ln(m!) < (m + 1)(ln(m + 1) − 1).
mm (m + 1)m+1
(c) em−1 < m! < .
em
(d) lim (m!)1/m = +∞.
m→+∞
(e) lim (m!)1/m 1
=
m→+∞ m e
11. Prove that {(−1)n}n∞=1 does not converge.
12. Prove that sin(1/n) ∞ converges to 1.
(1/n) n=1
13. Prove that sin n ∞ converges to zero.
n n=1
8.4 Series with Positive Terms
Theorem 8.4.1 (Algebraic Properties) Suppose that ∞ ak and ∞ bk
k=1 k=1
are convergent series and c > 0. Then
∞ ∞∞
(i) (ak + bk) = ak + bk
k=1 k=1 k=1
328 CHAPTER 8. INFINITE SERIES
∞ ∞∞
(ii) (ak − bk) = ak − bk
k=1 k=1 k=1
∞∞
(iii) c ak = c ak
k=1 k=1
(iv) If m is any natural number, then the series
∞ and ∞
ck ck
k=1 k=m
either both converge or both diverge.
Proof.
Part (i)
∞n
(ak ± bk) = lim (ak ± bk)
k=1 n→∞ k=1
nn
= lim ak ± lim bk
n→∞
k=1 n→∞ k=1
∞∞
= ak ± bk.
k=1 k=1
Part (ii) This part also follows from the preceding argument.
Part(iii) We see that
∞n
c ak = lim c ak
k=1 n→∞ k=1
n
= c lim ak
n→∞
k=1
∞
= c ak.
k=1
8.4. SERIES WITH POSITIVE TERMS 329
Part (iv) We observe that
∞ m−1 ∞
ak = ak + ak.
k=1 k=1 k=1
Therefore,
∞n
ak = lim ak
k=1 n→∞ k=1
m−1 n
= ak + lim ak.
k=1 n→∞ k=m
It follows that the series
∞ and ∞
ak ak
k=1 k=m
either both converge or both diverge. This completes the proof of this theo-
rem.
Theorem 8.4.2 (Comparison Test) Suppose that 0 < an ≤ bn for all natural
numbers n ≥ 1.
(a) If there exists some M such that n ak ≤ M, for all natural numbers
k=1
∞
n, then k=1 ak converges. If there exists no such M , then the series
diverges.
(b) If ∞ bk converges, then ∞ ak converges.
(c) If k=1 k=1
∞ ak diverges, then ∞ bk diverges.
k=1 k=1
(d) If cn > 0 for all natural numbers n, and
lim cn = L, 0 < L < ∞,
n→∞ an
then the series ∞ ak and ∞ ck either both converge or both diverge.
k=1 k=1
330 CHAPTER 8. INFINITE SERIES
nn
Proof. Let An = ak, Bn = bk, 0 < an ≤ bn for all natural numbers
k=1 k=1
nAup. rpTeephrrebessoeeuqnnutdetnhocefe{sleB{aAnst}nn∞u}=p∞n1=p1eranbdou{nBdn}o∞nf={1Aanr}en∞s=t1riacntldy
increasing sequence. Let
let B represent the least
Part (a) If An ≤ M for all natural numbers, then {An}n∞=1 is a bounded
and strictly increasing sequence. Then A is a finite number and {An}∞n=1
converges to A and
∞
A = ak.
k=1
∞∞
Part (b) If bk converges, then bk = B and An ≤ Bn ≤ B for all
k=1 k=1
∞
natural numbers n. By Part (a), ak converges to A.
k=1
∞
Part (c) If ak diverges, then the sequence {An}∞n=1 diverges. Since {An}n∞=1
k=1
is strictly increasing and divergent, for every M there exists some m such
that
M < An ≤ Bn
for all natural numbers n ≥ m. It follows that {Bn}∞n=1 diverges.
Part (d) Suppose that 0 < an and 0 < cn, 0 < L < ∞, L
= and
2
lim cn = L.
n→∞ an
Then there exists some natural number m such that
cn −L 1
<
an 2
8.4. SERIES WITH POSITIVE TERMS 331
for all natural numbers n ≥ m. Hence, for all n ≥ m, we have
−L < cn −L < L L < cn < 3 L
,
2 an 2 2 an 2
L an ≤ cn ≤ 3
2 L an.
2
L n mck ≤ 3 n
2 L
ak ≤ ak
2
k=m k=m k=m
n∞ Lm n∞
If ak diverges, then ak diverges and, hence ck
2
k=1 n=∞1 k=m k=m n=m
n
and ck both diverge.
k=1 ∞ k=1 3 n∞
n
If ak converges, then L ak converges and, hence,
2
k=1 ∞ k=1 k=m n=m
n∞
ck and ck both converge.
k=m n=m k=1 n=1
This completes the Proof of Theorem 8.4.2.
Theorem 8.4.3 (Ratio Test) Suppose that 0 < an for every natural number
n and lim an+1 = r.
n→∞ an
Then the series ∞ ak
k=1
(a) converges if r < 1;
(b) diverges if r > 1;
(c) may converge or diverge if r = 1; the test fails.
Proof. Suppose that 0 < an for every natural number n and
lim an+1 = r.
n→∞ an
332 CHAPTER 8. INFINITE SERIES
Let > 0 be given. Then there exists some natural number M such that
an+1 − r < , − + r < an+1 < r + (1)
an an
(r − )an < an+1 < (r + )an
for all natural numbers n ≥ M .
Part (a) Suppose that 0 ≤ r < 1 and = (1 − r)/2. Then for each natural
number k, we have
am+k < (r + )kam = 1+r k (2)
2 am . . .
Hence, by (2), we get
∞ m−1 ∞
an = an + am+k
n=1 n=1 k=0
m−1 ∞ 1+r k
2
< an + am
n=1 k=0
= m−1 an + am
n=1
1 − 1+r
2
m−1 2am
1−r
= an +
n=1
< ∞.
∞
It follows that the series an converges.
n=1
Part (b) Suppose that 1 < r, = (r − 1)/2. Then by (1) we get
3r − 1
an < 2 an < an+1
for all n ≥ m. It follows that
0 < am ≤ lim am+k = lim an.
k→∞ n→∞
8.4. SERIES WITH POSITIVE TERMS 333
∞
By the Divergence test, the series an diverges.
n=1
∞1 ∞1
Part (c) For both series and ,
n n2
n=1 n=1
lim an+1 = 1.
n→∞ an
∞1 ∞1
But, by the p-series test, diverges and converges. Thus, the
n n2
n=1 n=1
ratio test fails to test the convergence or divergence of these series when
r = 1.
This completes the proof of Theorem 8.4.3.
Theorem 8.4.4 (Root Test) Suppose that 0 < an for each natural number
n and
nl→im∞(an)1/n = r.
Then the series ∞ ak
k=1
(a) converges if r < 1;
(b) diverges if r > 1;
(c) may converge or diverge if r = 1; the test fails.
Proof. Suppose that 0 < an for each natural number n and
lim (an)1/n = r.
n→∞
Let > 0 be given. Then there exists some natural number m such that
(an)1/n − r < (3)
r − < (an)1/n < r + . . .
for all natural numbers n ≥ m.
Part (a) Suppose r < 1 and = 1+r . Then, by (3), for each natural number
n ≥ m, we have 2
(an)1/n < 1 + r and an < 1−r n
2 .
2
334 CHAPTER 8. INFINITE SERIES
it follows that
∞ m−1 ∞
ak = an + an
n=1 n=1 n=m
m−1 ∞ 1+r n
2
< an +
n=1 n=m
m−1 1+r m 1
2
= an + 1− 1+r
2
n=1
m−1 1+r m 2
2 1−r
= an +
n=1
< ∞.
∞ = (r − 1)/2. Then, by (3), for each natural
Therefore, ak converges.
n=1
Part (b) Suppose r > 1 and
number n ≥ m, we have
1+r < (an)1/n
1< =r+
2
1+r n
1< < an.
2
∞
It follows that lim an = 0 and, by the Divergence test, the series an
n→∞ n=1
diverges.
∞1 ∞1
Part (c) For each of the series and n2 we have r = 1, where
n
n=1 n=1
r = lim (an)1/n.
n→∞
∞1 ∞1
But the series diverges and the series converges by the p-series
n n2
n=1 n=1
test. Therefore, the test fails to determine the convergence or divergence for
these series when r = 1. This completes the proof of Theorem 8.4.4.
8.4. SERIES WITH POSITIVE TERMS 335
Exercises 8.2
∞
1. Define what is meant by ak.
k=1
2. Define what is meant by the sequence of nth partial sums of the series
∞
ak.
k=1
∞ a
1−r
3. Suppose that a = 0. Prove that ark converges to if |r| < 1.
k=0
∞1 3
4. Prove that the series converges to .
k(k + 2) 4
k=1
5. Prove that ∞1 converges to 1 if p > 1 and diverges otherwise.
k=1 kp p − 1
6. Prove that n∞ ∞n
is an increasing sequence and the series ln
n + 1 n=1 n+1
n=1
diverges.
∞ 1 if |x| < 1.
7. Prove that (−1)kxk converges to 1+x
k=0
8. ∞ x2k converges to 1 if |x| < 1.
1 − x2
Prove that
k=0
∞ 1 if |x| < 1.
9. Prove that (−1)kx2k converges to 1 + x2
k=0
∞
10. Prove that if ak converges, then lim ak = 0. Is the converse true?
k→∞
k=0
Explain your answer.
∞∞
11. Suppose that if ak converges to L and bk converges to M . Prove
k=0 k=0
that
336 CHAPTER 8. INFINITE SERIES
∞
(a) (c ak) converges to cL for each constant c.
k=0
∞
(b) (ak + bk) converges to L + M .
k=0
∞
(c) (ak − bk) converges to L − M .
k=0
∞
(d) akbk may or may not converge to LM .
k=0
∞1 ∞1
12. Prove that kp converges if and only if tp dt converges. Deter-
1
k=1
mine the values of p for which the series converges.
13. Suppose that f (x) is continuous and decreasing on the interval [a, +∞).
∞
Let ak = f (k) for each natural number k. Then the series ak con-
∞ k=1
verges if and only if f (x)dx converges.
a
n
14. Suppose that 0 ≤ ak ≤ ak+1 for each natural number k, and sn = ak.
k=1
∞
Prove that if sn ≤ M for some M and all natural numbers n, then ak
converges. k=1
15. Suppose that 0 ≤ ak ≤ bk for each natural number k. Prove that
∞∞
(a) if bk converges, then ak converges.
k=1 k=1
∞∞
(b) if ak diverges, then bk diverges.
k=1 k=1
∞
(c) if lim ak = 0, then ak diverges.
k→∞
k=1
8.4. SERIES WITH POSITIVE TERMS 337
∞
(d) if lim ak = 0, then ak may or may not converge.
k→∞
k=1
16. Suppose that 0 < ak for each natural number k. Prove that if lim (ak+1/ak) <
k→∞
∞
1, then ak converges.
k=1
17. Suppose that 0 < ak for each natural number k. Prove that if lim (ak+1/ak) >
k→∞
∞
1, then ak diverges.
k=1
18. Suppose that 0 < ak for each natural number k. Prove that if kl→im∞(ak+1/ak) =
∞
1, then ak may or may not converge.
k=1
19. Suppose that 0 < ak and 0 < bk for each natural number k. Prove that
∞∞
if 0 < lim (ak/bk) < ∞, then ak converges if and only if bk
k→∞
k=1 k=1
converges.
20. Suppose that 0 < ak for each natural number k. Prove that if lim (ak)1/k <
k→∞
∞
1, then ak converges.
k=1
21. Suppose that 0 < ak for each natural number k. Prove that if lim (ak)1/k >
k→∞
∞
1, then ak diverges.
k=1
22. Suppose that 0 < ak for each natural number k. Prove that if lim (ak)1/k =
k→∞
∞
1, then ak may or may not converge.
k=1
∞∞
23. A series ak is said to converge absolutely if |ak| converges. Sup-
k=1 k=1
pose that lim |ak+1/ak | = p. Prove that
k→∞
338 CHAPTER 8. INFINITE SERIES
∞
(a) ak converges absolutely if p < 1.
k=1
∞
(b) ak does not converge absolutely if p > 1.
k=1
∞
(c) ak may or may not converge absolutely if p = 1.
k=1
∞∞
24. A series ak is said to converge absolutely if |ak| converges. Sup-
k=1 k=1
pose that lim (|ak|)1/k = p. Prove that
k→∞
∞
(a) ak converges absolutely if p < 1.
k=1
∞
(b) ak does not converge absolutely if p > 1.
k=1
∞
(c) ak may or may not converge absolutely if p = 1.
k=1
∞
25. Prove that if ak converges absolutely, then it converges. Is the
k=1
converse true? Justify your answer.
26. Suppose that ak = 0, bk = 0 for any natural number k and lim ak = p.
k→∞ bk
∞
Prove that if 0 < p < 1, then the series ak converges absolutely if
k=1
∞
and only if bk converges absolutely.
k=1
∞∞
27. A series ak is said to converge conditionally if ak converges but
k=1 k=1
8.4. SERIES WITH POSITIVE TERMS 339
∞ ∞ (−1)n+1
converges
|ak| diverges. Determine whether the series
n
k=1 n=1
conditionally or absolutely.
28. Suppose that 0 < ak and |ak+1| < |ak| for every natural number k. Prove
∞∞
that if lim ak = 0, then the series (−1)k+1ak and (−1)kak are
k→+∞ k=1 k=1
both convergent. Furthermore, show that if s denotes the sum of the
series, then s is between the nth partial sum sn and the (n + 1)st partial
sum sn+1 for each natural number n.
∞ n
3n
29. Determine whether the series (−1)n converges absolutely or condi-
n=1
tionally.
∞ (2n)!
n10
30. Determine whether the series (−1)n converges absolutely or con-
n=1
ditionally.
In problems 31–62, test the given series for convergence, conditional conver-
gence or absolute convergence.
∞ n! 32. ∞ (−1)n+1 5n
5n n!
31. (−1)n
n=1
n=1
33. ∞ 4n 34. ∞ 4n
(−1)nn 5 (−1)n+1n2 5
n=1 n=1
∞ (−1)n ∞ (−1)n+1
35. 36.
n3/2 n1/2
n=1 n=1
∞ (−1)n ∞ (−1)n+1
37. , 0 < p < 1 38. , 1 < p
np np
n=1 n=1
∞ (n + 1) ∞ (n + 1)2
n2 +2 3n
39. (−1)n 40. (−1)n+1
n=1 n=1
340 CHAPTER 8. INFINITE SERIES
∞ (n + 2)2 ∞ 3n
(n + 1)3
41. (−1)n+1 42. (−1)n−1 2
n=1 n=1 n2
∞ (−1)n(4/3)n ∞ (−4)n
43. 44.
n4 (n!)n
n=1 n=1
∞ n ∞ (n + 1)!
5· ·· (2n
45. (−3)n (2n)! 46. (−1)n 1 · 3 · + 1)
n=1 n=1
47. ∞ (−1)n (n!)22n ∞ (n − 1)
(2n)! n3/2
48. (−1)n+1
n=1
n=1
49. ∞ (−1)n(n!)2 4n ∞ 2 · 4 · · · (2n + 2)
(2n)! · 4 · 7 · · · (3n + 1)
50. (−1)n 1
n=1
n=1
∞ 5n+1 52. ∞ (−1)n+1 (n + 1)
24n (n + 3)
51. (−1)n−1
n=1
n=1
∞ (n + 2) ∞ (n + 2)
n5/4 n7/4
53. (−1)n+1 54. (−1)n
n=1 n=1
∞ (3n2 + 2n − 1) ∞ (−1)n
2n3 56.
55. (−1)n
n(ln n)
n=1
n=2
57. ∞ (−1)n (ln n) ∞ (ln n)
n n2
58. (−1)n+1
n=2
n=1
∞ n! 60. ∞ (−1)n np , 0 < p < 1
np n!
59. (−1)n , 0 < p < 1
n=1
n=1
∞ n! 62. ∞ (−1)n np , 1 < p
np n!
61. (−1)n , 1 < p
n=1
n=1
8.5. ALTERNATING SERIES 341
∞
63. Suppose that 0 < ak for each natural number k and ak converges.
∞ k=1
Prove that apk converges for every p > 1.
k=1
∞
64. Suppose that 0 < ak for each natural number k and ak diverges.
∞ k=1
Prove that apk, for 0 < p < 1.
k=1
65. Suppose that 0 < r < 1 and |ak+1/ak| < r for all k ≥ N . Prove that
∞
ak converges absolutely.
k=1
∞ an
+ bn
66. Prove that (−1)n 3 converges absolutely if 0< a< b.
k=1
8.5 Alternating Series
Definition 8.5.1 Suppose that for each natural number n, bn is positive or
∞
negative. Then the series k=1 bk is said to converge
(a) absolutely if the series ∞ |bk| converges;
k=1
(b) conditionally if the series ∞ bk converges but ∞ |bk| diverges.
k=1 k=1
Theorem 8.5.1 If a series converges absolutely, then it converges.
∞
Proof. Suppose that |bk| converges. For each natural number k, let
k=1
ak = bk + |bk| and ck = 2|bk|. Then 0 ≤ ak ≤ ck for each k. Since
∞∞ ∞
ck = 2|bk| = 2 |bk|,
k=1 k=1 k=1
342 CHAPTER 8. INFINITE SERIES
∞∞
the series ck converges. by the comparison test ak also converges. It
k=1 k=0
follows that
∞∞
bk = (ak − |bk|)
k=1 k=1 ∞
∞
= ak − |bk|
k=1 k=1
∞
and the series bk converges. This completes the proof of the theorem.
k=1
Definition 8.5.2 Suppose that for each natural number n, an > 0. Then an
alternating series is a series that has one of the following two forms:
n
(a) a1 − a2 + a3 − · · · + (−1)n+1an + · · · = (−1)k+1ak
k=1
∞
(b) −a1 + a2 − a3 + · · · + (−1)nan + · · · = (−1)kak.
k=1
Theorem 8.5.2 Suppose that 0 < an+1 < an for all natural numbers m, and
lim an = 0. Then
n→∞
∞∞
(a) (−1)nan and (−1)n+1an both converge.
n=1 n=1
∞n
(b) (−1)k+1an − (−1)k+1an < an+1, for all n;
k=1 k=1
∞∞
(c) (−1)kak − (−1)kak < an+1, or all n.
k=1 k=1
Proof.
8.5. ALTERNATING SERIES 343
n
Part (a) For each natural number n, let sn = (−1)k+1ak. Then,
k=1
2n+2 2n
s2n+2 − s2n = (−1)k+1ak − (−1)k+1ak
k=1 k=1
= (−1)2n+3a2n+2 + (−1)2n+2a2n+1
= a2n+1 − a2n+2 > 0.
Therefore, s2n+2 > s2n and {s2n}∞n=1 is an increasing sequence. Similarly,
s2n+3 − s2n+1 = (−1)2n+4a2n+3 − (−1)2n+2a2n+1 = a2n+3 − a2n+1 < 0.
Therefore, s2n+3 < s2n+1 and {s2n+1}∞n=0 is a decreasing sequence. Further-
more,
s2n = a1 − a2 + a3 − a4 + · · · + (−1)2n+1a2n
= a1 − (a2 − a3) − (a4 − a5) − · · · − (a2n−2 − a2n−1) − a2n < a1.
TThhuerse, fo{rse2,n{}sn∞=2n1}n∞is=1acnoninvcerregaessintog sequence which is bounded above by a1.
some number s ≤ a1. Then
lim s2n+1 = lim s2n + lim a2n+1
n→∞ n→∞ n→∞
= lim s2n
n→∞
= s.
It follows that
lim sn = s
n→∞
∞∞
and the series (−1)n+1ak converges to s and the series (−1)nak con-
n=1 n=1
verges to −s.
Part (b) In the proof of Part (a) we showed that
s2n < s < s2n+1 < s2n−1 . . . (1)
for each natural number n. It follows that
0 < s − s2n < s2n+1 − s2n = a2n+1
344 CHAPTER 8. INFINITE SERIES
and ∞ 2n
Similarly,
(−1)k+1ak − (−1)k+1ak < a2n+1.
k=1 k=1
s2n − s2n−1 < s − s2n−1
s2n−1 − s2n > s2n−1 − s
s − s2n−1 < s2n−1 − s2n = a2n
∞ 2n−1
(−1)k+1ak − (−1)k+1ak < a2n.
k=1 k=1
It follows that for all natural numbers n,
∞n
(−1)k+1ak − (−1)k+1ak < an+1.
k=1 k=1
∞n
Part (c) (−1)kak − (−1)kak
k=1 k=1
∞n
= (−1) (−1)k+1ak − (−1)k+1ak
k=1 k=1
∞n
= (−1)k+1ak − (−1)k+1ak < a2n+1.
k=1 k=1
This concludes the proof of this theorem.
Theorem 8.5.3 Consider a series ∞ ak. Let
k=1
lim an+1 =L , lim |an|1/n = M
an
n→∞ n→∞
(a) If L < 1, then the series ∞ ak converges absolutely.
(b) If L > 1, then the series k=1
(c) If M < 1, then the series
∞ ak does not converge absolutely.
k=1
∞ ak converges absolutely.
k=1
8.5. ALTERNATING SERIES 345
(d) If M > 1, then the series ∞ ak does not converge absolutely.
k=1
(e) If L = 1 or M = 1, then the series ∞ ak may or may not converge
k=1
absolutely.
∞
Proof. Suppose that for a series ak,
k=1
lim an+1 = L and lim |an|1/n = M.
n→∞ an
n→∞
∞
Part (a) If L < 1, then the series |ak| converges to the ratio test, since
k=1
lim |an+1| = lim an+1 = L < 1.
|an| an
n→∞ n→∞
∞
Hence, the series ak converges absolutely.
k=1
∞
Part (b) As in Part (a), the series |ak| diverges by the ratio test if L > 1,
k=1
since |an+1| an+1
|an| an
lim = lim = L > 1.
n→∞ n→∞
∞
Part (c) If M < 1, then the series |ak| converges by the root test, since
k=1
lim |ak |1/n = M < 1.
n→∞
∞
Part (d) If M > 1, then the series |ak| diverges by the root test as in
k=1
Part (c).
∞1 ∞1 ∞1
Part (e) For the series and k2 , L = M = 1, but diverges
k k
k=1 k=1 k=1
∞1
and k2 converges by the p-series test. Thus, L = 1 and M = 1 fail to
k=1
determine convergence or divergence.
346 CHAPTER 8. INFINITE SERIES
This completes the proof of Theorem 8.5.3.
Exercises 8.3 Determine the region of convergence of the following series.
∞ (−1)nxn ∞ (−1)n(x + 2)n
71. 72.
2n 3nn2
n=1 n=1
∞ (−1)n(x − 1)n ∞ (−1)nn!(x − 1)n
73. 74.
n! 5n
n=1 n=1
∞ ∞ (x + 2)n
76.
75. (−2)nxn
2nn2
n=0
n=1
∞ (x + 1)n
3nn3 ∞ (−1)n(x − 3)n
77. (−1)n 78. n3/2
n=1 n=1
∞ (2x)n ∞ (−1)nxn
79. 80.
n! (2n)!
n=1 n=1
∞ (n + 1)!(x − 1)n ∞ (−1)n(2n)!xn
81. 4n 82.
n=1 n!
n=1
∞ ∞ (−1)nn!(x − 1)n
84. 1 · 3 · · · 5 · · · (2n + 1)
83. n2(x + 1)n
n=1
n=1
∞ (−1)n3nxn
∞ (−1)n(n!)2(x − 1)n 86.
85.
23n
3n(2n)!
n=1
n=1
∞ ln(n + 1)2n(x + 1)n
∞ (−1)n(x + 1)n 88.
87.
n+2
(n + 1) ln(n + 1)
n=1
n=1
90. ∞ (−1)n1 · 3 · 5 · · · (2n + 1) xn
∞ (−1)n(ln n)3nxn 2 · 4 · 6 · · · (2n + 2)
89.
n=1
4nn2
n=1
8.6. POWER SERIES 347
8.6 Power Series
Definition 8.6.1 If a0, a1, a2, . . . is a sequence of real numbers, then the
∞
series k=1 ak xk is called a power series in x. A positive number r is called
the radius of convergence and the interval (−r, r) is called the interval of
convergence of the power series if the power series converges absolutely for
all x in (−r, r) and diverges for all x such that |x| > r. The end point x = r is
∞
included in the interval of convergence if k=1 ak rk converges. The end point
x = −r is included in the interval of convergence if the series ∞ (−1)kak rk
k=1
converges. If the power series converges only for x = 0, then the radius of
convergence is defined to be zero. If the power series converges absolutely
for all real x, then the radius of convergence is defined to be ∞.
∞
Theorem 8.6.1 If the series cnxn converges for x = r = 0, then the
n=1
∞
series cnxn converges absolutely for all numbers x such that |x| < |r|.
n=0
∞
Proof. Suppose that cnrn converges. Then, by the Divergence Test,
n=0
lim cnrn = 0.
n→∞
For = 1, there exists some natural number m such that for all n ≥ m,
|cnrn| < = 1.
Let
M = max{|cnrn| + 1 : 1 ≤ n ≤ m}.
Then, for each x such that |x| < |r|, we get |x/r| < 1 and
∞ ∞ xn
r
|cnxn| = |cnrn| ·
n=0 n=0
∞ xn
≤M
r
n=0
M < ∞.
=
1− x
r
348 CHAPTER 8. INFINITE SERIES
∞
By the comparison test the series |cnxn| converges for x such that |x| <
n=0
|r|. This completes the proof of Theorem 8.6.1.
∞
Theorem 8.6.2 If the series cn(x − a)n converges for some x − a =
n=0
∞
r = 0, then the series cn(x − a)n converges absolutely for all x such that
n=0
|x − a| < |r|.
∞
Proof. Let x−a = u. Suppose that cnun converges for some u = r. Then
n=0
∞
by Theorem 8.6.1, the series cnun converges absolutely for all u such that
n=0 ∞
|u| < |r|. It follows that the series cn(x − a)n converges absolutely for all
n=0
x such that |x − a| < |r|. This completes the proof of the theorem.
∞
Theorem 8.6.3 Let cnxn be any power series. Then exactly one of the
n=0
following three cases is true.
(i) The series converges only for x = 0.
(ii) The series converges for all x.
(iii) There exists a number R such that the series converges for all x with
|x| < R and diverges for all x with |x| > R.
Proof. Suppose that cases (i) and (ii) are false. Then there exist two
∞∞
nonzero numbers p and q such that cnpn converges and cnqn diverges.
n=0 n=0
By Theorem 8.6.1, the series converges absolutely for all x such that |x| < |p|.
Let
∞
A = {p : cnpn converges}.
n=0