Convergence tests

Limit of the summand

If the limit of the summand is undefined or nonzero, that is lim n → ∞ a n ≠ 0 , 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.

Ratio test

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

Suppose that there exists r such that lim n → ∞ | a n + 1 a n | = r . 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

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

Let where "lim sup" denotes the limit superior (possibly ∞; if the limit exists it is the same value). If r < 1, then the series converges. 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 more powerful than the 'ratio test'

Integral test

The series can be compared to an integral to establish convergence or divergence. Let f : [ 1 , ∞ ) → R + be a non-negative and monotone decreasing function such that f ( n ) = a n .

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

Direct comparison test

If the series ∑ n = 1 ∞ b n is an absolutely convergent series and | a n | ≤ | b n | for sufficiently large n , then the series ∑ n = 1 ∞ a n converges absolutely.

Limit comparison test

If { a n } , { b n } > 0 , and the limit lim n → ∞ a n b n exists, is finite and is not zero, then ∑ n = 1 ∞ a n converges if and only if ∑ n = 1 ∞ b n converges.

Cauchy condensation test

Let { a n } be a positive non-increasing sequence. Then the sum A = ∑ n = 1 ∞ a n converges if and only if the sum A ∗ = ∑ n = 0 ∞ 2 n a 2 n converges. Moreover, if they converge, then A ≤ A ∗ ≤ 2 A holds.

Abel's test

Suppose the following statements are true:

1. ∑ a n is a convergent series,
2. {b_n} is a monotone sequence, and
3. {b_n} is bounded.

Then ∑ a n b n is also convergent.

Alternating series test

Suppose the following statements are true:

1. ∑ n = 1 ∞ a n is a series whose terms alternate from positive to negative,
2. lim n → ∞ a n = 0 ,
3. the absolute value of each term is less than the absolute value of the previous term.

Then ∑ n = 1 ∞ a n is convergent.

Remark: This is also known as the Leibniz criterion.

Dirichlet's test

If { a n } is a sequence of real numbers and { b n } a sequence of complex numbers satisfying

a n ≥ a n + 1

lim n → ∞ a n = 0

| ∑ n = 1 N b n | ≤ M for every positive integer N

where M is some constant, then the series

∑ n = 1 ∞ a n b n

converges.

Raabe–Duhamel's test

Let { a_n } > 0.

Define

b n = n ( a n a n + 1 − 1 ) .

If

L = lim n → ∞ b n

exists there are three possibilities:

if L > 1 the series converges

if L < 1 the series diverges

and if L = 1 the test is inconclusive.

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

| a n + 1 a n | ≤ 1 − b n

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

Bertrand's test

Let { a_n } > 0.

Define

b n = l n ( n ) ( n ( a n a n + 1 − 1 ) − 1 ) .

If

L = lim n → ∞ b n

exists there are three possibilities:

if L > 1 the series converges

if L < 1 the series diverges

and if L = 1 the test is inconclusive.

More information about Bertrand's test (Page 24).

Notes

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

Comparison

The root test is stronger than the ratio test (it is more powerful because the required condition is weaker): whenever the ratio test determines the convergence or divergence /of an infinite series, the root test does too, but not conversely.

For example, for the series

1 + 1 + 0.5 + 0.5 + 0.25 + 0.25 + 0.125 + 0.125 + ... = 4

convergence follows from the root test but not from the ratio test.

Examples

Consider the series

( ∗ ) ∑ n = 1 ∞ 1 n α . .

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

( ∗ ∗ ) ∑ n = 1 ∞ 2 n ( 1 2 n ) α

is finitely convergent. Since

∑ n = 1 ∞ 2 n ( 1 2 n ) α = ∑ n = 1 ∞ 2 n − n α = ∑ n = 1 ∞ 2 ( 1 − α ) n

(**) is geometric series with ratio 2 ( 1 − α ) . (**) is finitely convergent if its ratio is less than one (namely α > 1 ). Thus, (*) is finitely convergent if and only if α > 1 .

Convergence of products

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 { a n } n = 1 ∞ be a sequence of positive numbers. Then the infinite product ∏ n = 1 ∞ ( 1 + a n ) converges if and only if the series ∑ n = 1 ∞ a n converges. Also similarly, if 0 < a n < 1 holds, then ∏ n = 1 ∞ ( 1 − a n ) approaches a non-zero limit if and only if the series ∑ n = 1 ∞ a n converges .

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