Ration Test

Given a series sn=∑k∈[n]ans_n = \sum_{k \in [n]} a_n with an≠0a_n \neq 0, the Ratio Test states that if (an)(a_n) satisfies

lim⁡∣an+1an∣=r≤1 \lim \left| \frac{a_{n + 1} }{ a_n } \right| = r \le 1

then (sn)(s_n) converges absolutely.

Proof. The condition implies that

∃N>0,s.t.,∃r≤r′<1,∀n≥N,an+1≤r′an \exists N > 0, s.t., \exists r \le r' < 1, \forall n \ge N, a_{n + 1} \le r' a_n

It follows that for n>m≥Nn > m \ge N,

∣sn−sm∣=∣am+1+am+1+...+an∣≤∣aN∣∑k=0n−m−1(r′)m−N+k≤∣aN∣∑k=0∞(r′)m−N+k≤∣aN∣1−(r′)(r′)m−N \begin{aligned} |s_n - s_m| &= | a_{m + 1} + a_{m + 1} + ... + a_n| \\ &\le |a_N| \sum_{k = 0}^{n - m - 1} (r')^{m - N + k} \\ &\le |a_N| \sum_{k = 0}^{ \infty } (r')^{m - N + k} \\ &\le \frac{|a_N| }{1 - (r') } (r')^{m - N} \end{aligned}

If mm is sufficient large, then ∣sn−sm∣|s_n - s_m| is arbitrary small. It concludes that (sn)(s_n) is Cauchy sequence.

□\square

Abel's Test

If the series sn=∑k∈[n]ans_n = \sum_{k \in [n]} a_n converges and if (bn)(b_n) is a sequence satisfying

b1≥b2≥b3≥...≥0 b_1 \ge b_2 \ge b_3 \ge ... \ge 0

then the series ∑k≥1akbk\sum_{k \ge 1} a_k b_k converges.

Lemma: Partial Sum

Define s0=0s_0 = 0, then

∑k∈[n]xkyk=∑k∈[n](sk−sk−1)bk=∑k∈[n]skbk−∑k∈[n−1]skbk+1=snbn+∑k∈[n−1]sk(bk−bk+1). \begin{aligned} \sum_{k \in [n]} x_k y_k &= \sum_{k \in [n]} (s_k - s_{k - 1}) b_k \\ &= \sum_{k \in [n]} s_k b_k - \sum_{k \in [n-1]} s_k b_{k + 1} \\ &= s_n b_n + \sum_{k \in [n-1]} s_k (b_k - b_{k + 1}). \end{aligned}

Proof. (bn)(b_n) is monotone and bounded, therefore (bn)(b_n) converges. Since both (sn)(s_n) and (bn)(b_n) converges, (snbn)(s_n b_n) converges.

It remains to prove ∑k∈[n−1]sk(bk−bk+1)\sum_{k \in [n-1]} s_k (b_k - b_{k + 1}) converges. We show it is a Cauchy sequence. We know the convergent sequence (sn)(s_n) is bounded. Let ∣sn∣≤M| s_n | \le M. Thus, for n>mn > m,

∣∑k=mn−1sk(bk−bk+1)∣≤M∑k=mn−1(bk−bk+1)=M(bm−bn) \left| \sum_{k = m}^{n - 1} s_k (b_k - b_{k + 1}) \right| \le M \sum_{k = m}^{n - 1} (b_k - b_{k + 1} ) = M (b_m - b_n)

The fact (bn)(b_n) converges implies that bm−bn→0b_m - b_n \rightarrow 0 for large mm and so, ∣∑k=mn−1sk(bk−bk+1)∣→0|\sum_{k = m}^{n - 1} s_k (b_k - b_{k + 1})| \rightarrow 0.

□\square

Dirichlet's Test

If the series sn=∑k∈[n]ans_n = \sum_{k \in [n]} a_n is bounded (but not necessary convergent), and if (bk)(b_k) is a sequence satisfying

{b1≥b2≥b3≥...≥0andlim⁡bk=0 \begin{cases} b_1 \ge b_2 \ge b_3 \ge ... \ge 0 \quad and \\ \lim b_k = 0 \end{cases}

then the series ∑k≥1akbk\sum_{k \ge 1} a_k b_k converges.

Proof. Let ∣sn∣≤M|s_n| \le M. As (bn)→0(b_n) \rightarrow 0, (snbn)→0(s_n b_n) \rightarrow 0. The proof for the convergence of ∑k∈[n−1]sk(bk−bk+1)\sum_{k \in [n-1]} s_k (b_k - b_{k + 1}) is exactly the same as that of Abel's test.

□\square

Reference

[1]. Stephen Abbott, Understanding Analysis, Second Edition.