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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 x∈ℝ≠1 and k∈ℕ0 ∑n=0kxn=1−xk+11−x
Let S=∑n=0kxn, then xS−S=xk+1−x0 therefore S=xk+1−1x−1, so also S=1−xk+11−x 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=1−x11−x assume it holds true for j∈ℕ0 and we want to prove that it holds true for j+1 ∑n=0j+1xn=∑n=0jxn+xj+1=1−xj+11−x+xj+1(1−x)1−x=1−xj+1+xj+1(1−x)1−x=1−xj+21−x as needed.
Geometric Summation with Offset
For any x∈ℝ≠1 and k∈ℕ0 we have ∑n=mkxn=xm(1−xk−m+11−x)
Once we've proven the generalized factoring for arbitrary sums then we have ∑n=mkxn=xm(∑n=0k−m+1xn)=xm(1−xk−m+11−x)

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=0∞ai:=limn→∞⁡Sn

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

Harmonic Series Diverges
∑n=1∞1n diverges to ∞
We claim that S2k≥k+22=k2+1 for all k∈ℕ0, for the base case we see that S20=S1=11≥02+1 so it holds true, now suppose its true for some j∈ℕ0 we want to prove that S2j+1≥j+12+1 S2k+1=S2k+∑m=2k+12k+11m≥(k2+1)+∑m=2k+12k+11m≥(k2+1)+∑m=2k+12k+112k+1≥(k2+1)+∑m=2k+12k+112k+1=(k2+1)+2k(12k+1)=(k2+1)+12=k+12+1 Thus since S2k≥k2+1 and limk→∞⁡k2+1=∞ then we know that ∑k→∞S2k=∞ and thus since a subsequence Sn diverges then we know that Sn diverges
Geometric Power Series
for |x|<;1 we have ∑n=0∞xn=11−x

By definition we know that ∑n=0∞xn=limk→∞⁡∑n=0kxn= limk→∞⁡1−xk+11−x

exponent limit lemma if |x|<;1 then limk→∞⁡xk+1 becomes zero and we get limk→∞⁡1−xk+11−x=11−x
Geometric Power Series with Offset
For |x|<1 we have ∑n=m∞xn=xm1−x
By the geometric summation with offset we know that ∑n=m∞xn=limk→∞⁡xm(1−xk−m+11−x)=xm1−x
Series of Halves is Bounded
∑n=0∞12n=11−12=2
In the above proposition take x=12.
geometric sum with incrementing factor
Given t∈ℝ≠0, the following holds: ∑i=1niti=t1−tn(1−t)2−ntn+11−t
We want to find the sum defined by
S(t):=t+2t2+3t3+…+(n−1)tn−1+ntn,
But then we know that
t⋅S(t)=t2+2t3+3t4+…+(n−1)tn+ntn+1
⟺
S(t)−tS(t)=t+t2+t3+…+tn−ntn+1
⟺
(1−t)S(t)=t+t2+t3+…+tn−ntn+1
Now since we know that t+t2+t3+…+tn=t1−tn1−t, then we have
(1−t)S(t)=t1−tn1−t−ntn+1
⟺
S(t)=t1−tn1−t−ntn+11−t
⟺
S(t)=t1−tn(1−t)2−ntn+11−t
geometric series with incrementing factor
Suppose that |t|<1, then ∑i=1∞iti=t(1−t)2

We know that ∑i=1∞iti=limn→∞⁡∑i=1niti = limn→∞⁡t1−tn(1−t)2−ntn+11−t

Now since |t|<1, then limn→∞⁡tn=0 and limn→∞⁡ntn+1=0, therefore limn→∞⁡t1−tn(1−t)2−ntn+11−t=t(1−t)2 as needed.

Convergent Series Implies Sequence goes to Zero
If ∑n=1∞an is convergent then limn→∞⁡an=0
Let (Sn)n=1∞ be so defined such that Sn=∑i=0nai, observe that Sn−Sn−1=an for all n≥2 so then limn→∞⁡an=limn→∞⁡(sn−sn−1)=limn→∞⁡sn−limn→∞⁡sn−1=0
Cauchy Criterion for Series
Suppose that ∑n=1∞an is a series, then the following are equivalent:
  1. The series converges
  2. ∀ϵ∈ℝ+,∃N∈ℕ0 st ∀n∈ℕ0,n≥N⟹|∑k=n+1∞ak|<ϵ
  3. ∀ϵ∈ℝ+,∃N∈ℕ0 st ∀n,m∈ℕ0,n,m≥N⟹|∑k=n+1mak|<ϵ

We start by proving that 1⟹2 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 N∈ℕ0 such that for all n≥N,|Sn−L|<ϵ, note that L−Sn=(limm→∞⁡Sm)−Sn=limm→∞⁡(Sm−Sn)=limm→∞⁡∑k=n+1mak=∑k=n+1∞ak then it follows that |∑k=n+1∞ak|=|Sn−L|<ϵ as needed.


Now we'll prove that 2⟹3 so to show this is true, let ϵ∈ℝ+ therefore by considering ϵ2 in our assumption we get an N∈ℕ1 such that for any n≥N we have that |∑k=n+1∞ak|≤ϵ2

Now let a,b≥N and we'll prove that |∑k=a+1bak|<ϵ, to do this note the following |∑k=a+1bak|=|∑k=a+1bak+∑k=b+1∞ak−∑k=b+1∞ak|=|∑k=a+1∞ak−∑k=b+1∞ak|≤|∑k=a+1∞ak|+|∑k=b+1∞ak|<ϵ2+ϵ2=ϵ as needed.


We'll prove that 3⟹1, since we assume 3 and use the notation for Sn as the partial sums, then we can see that |∑k=n+1m|=|Sm−Sn| 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=1∞an 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=Sm−Sn

Summable
We say that the sequence (an) is summable if the limit ∑n=1∞an exists.
Comparison Test
Consider two sequences of real numbers (an),(bn):ℕ1→ℝ with |an|≤bn for all n∈ℕ1, then if (bn) is summable then (an) is summable and |∑n=1∞an|≤∑n=1∞bn 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∈ℝ+, also since (bn) is summable, by 3 of the cauchy criterion we obtain some N∈ℕ1 such that for any n,m≥N 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=1∞an
Clearly |an|≤|an| for all n∈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 an≥0 for every n∈ℕ1 , then (an) is summable iff (Sn) is bounded above, where Sk:=∑n=1kan

We required that an≥0 because if you consider the series ∑n=1∞(−1)n+1 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):ℕ1→ℝ+ is monotone decreasing then ∑n=1∞an<∞⟺∑n=0∞2na2n<∞
Let's define Sn=∑k=1nak and Tn=∑k=0n2ka2k.

Assume that ∑n=0∞2na2n converges, which by definition means that (Tn) converges and is therefore bounded above, which means there is some M such that for any i∈ℕ0,Ti≤M, 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 S2n−1≤tn−1≤M

Base case n=1, S21−1=S1=a1=20a20=T0≤M as needed. Now asssume that it holds true for n∈ℕ1, which is to say that S2n−1≤Tn−1≤M and now let's prove that S2n+1−1≤Tn≤M

Note that in the induction step the following fact will be useful, which says for any n∈ℕ1 we have that Tn−Tn−1=2na2n Now continuing on, we note the following

S2n+1−1=S2n−1+∑i=2n2n+1−1ai≤Tn−1+∑i=2n2n+1−1ai≤Tn−1+2na2n=Tn−1+(Tn−Tn−1)=Tn≤M 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+1−1} that a2n≥ax additionally the the size of that set is 2n+1−1−2n+1=2n(2−1)=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=1∞an<∞

Now let's assume that ∑n=0∞2na2n 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+2∑i=22nan≥Tn Since (Sn) is bounded above by some M∈ℝ then by adding a1 to both sides we obtain 2S2n≥a1+Tn which is to say that 2M≥a1+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+2a2≥a1=T0 so it holds true. Now let n∈ℕ0 and suppose that a1+2∑i=22nan≥Tn we need to prove that a1+2∑i=22n+1an≥Tn+1, then notice that a1+2∑i=22n+1an=a1+2∑i=22nan+2∑i=2n+12n+1an≥Tn+2∑i=2n+12n+1an≥Tn+2(2na2n+1)=Tn+2n+1a2n+1=Tn+(Tn+1−Tn)=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 ax≥a2n+1 because (an) is monotone decreasing.

One over N to the p Convergence iff p is greater than One
∑n=1∞1np<∞⟺p≥1
Recall that ∑n=1∞1np converges iff ∑n=0∞2n1((2n)p)=∑n=0∞2n−np=∑n=0∞(21−p)n which converges iff 21−p∈(−1,1) since 21−p is always positive then we just need 21−p<1 which is the same as 1−p<log2⁡(1)=0 which is equivalent to 1<p
Root Test
Suppose that an≥0 for all n∈ℕ1 and let l=lim sup⁡(ann) if l<1 then ∑n=1∞an converges and if l>1 then ∑n=1∞ diverges
Suppose everything in the hypothesis is true, let's prove that ∑n=1∞an converges. Clearly we can pick an r∈(l,1) since l<1 and since lim sup⁡(ann)=l by using ϵ=r−l∈ℝ+, then we know that there is some N∈ℕ1 such that for all n≥N we have |sup⁡({akk:k≥n})−l|<ϵ since ann∈{akk:k≥n} then we must have ann≤sup⁡({akk:k≥n}) as it's an upper bound, thus |ann−l|<|sup⁡({akk:k≥n})−l|<ϵ so that ann<l+ϵ=l+(r−l)=r, in other words an<rn for all n≥N, then we construct the sequence by
  • bn:=an for n∈[1,…N−1]
  • bn:=rn if n≥N
thus by construction we have |ak|=ak≤bk for all k∈ℕ1 moreover we can confirm that (bn) is summable directly as ∑n=1∞bn=∑n=1N−1bn+∑n=N∞rn=∑n=1N−1bn+rN1−r 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=1∞an converges.
Ratio Test
Suppose that (an)n=1∞ is a sequence of positive terms. Show that if lim supn→∞⁡an+1an<1 then ∑n=1∞an converges
Alternating Sequence
A sequence is alternating if it has the form (−1)nan or (−1)n+1an where an≥0 for all n∈ℕ1.

This characterization simply states that consecutive terms change sign.

Alternating Series
A series ∑n=1∞an is said to be alternating if (an) is alternating.
Leibniz Alternating Series Test
Suppose that (an):ℕ1→ℝ is a monotone decreasing sequence and limn→∞⁡an=0 then the alternating series ∑n=1∞(−1)nan converges
Absolutely Convergent Series
A series ∑n=1∞an is said to be absolutely convergent if the series ∑n=1∞|an| converges.
Conditionally Convergent Series
A series ∑n=1∞an is said to be conditionally convergent if it converges but ∑n=1∞an 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=1∞aπ(n) where π is a permutation of ℕ1

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.