somewhere near the beginning.

Weierstrass’ criterion

Filed under: General — Alex @ 7:20 pm 8/13/2007

Here’s ‘an extremely far-reaching criterion’ that can be used to determine the convergence of a series (a proof can be found in Knopp’s Theory and Applications of Infinite Series):

A series \sum_{n=0}^\infty a_n of complex terms, for which

\displaystyle \frac{a_{n+1}}{a_n} = 1 - \frac{\alpha}{n} - \frac{A_n}{n^\lambda}

with A_n bounded– where \alpha is complex and arbitrary, and \lambda > 1– is absolutely convergent if, and only if, \Re{(\alpha)} > 1.

For \Re{(\alpha)} \leq 0 the series is invariably divergent. If 0 < \Re{(\alpha)} \leq 1, both the series

\displaystyle \sum_{n=0}^\infty |(a_n - a_{n+1})| \text{ and } \sum_{n=0}^\infty (-1)^n a_n

are convergent.

Furthermore, if \Re{(\alpha)} \leq 1, the series is divergent.

In itself, this is a useful result, but it is particularly useful for determining the convergence properties of a power series on its circle of convergence:

If, as in the preceding theorem,

\displaymath \frac{a_{n+1}}{a_n} = 1 - \frac{\alpha}{n} - \frac{A_n}{n^\lambda}

where \alpha is arbitrary, \lambda > 1, and (A_n) is bounded, the series \sum a_n z^n is absolutely convergent for |z| < 1, divergent for every |z| > 1, and for the points of the circumference |z| = 1, the series will

  1. converge absolutely, if \Re{(\alpha)} > 1
  2. converge conditionally, if 0 < \Re{(\alpha)} \leq 1 except for z=1 where it diverges
  3. diverge, if \Re{(\alpha)} \leq 0.

That’s a pretty powerful corollary. As an example, use it to show that the generalized harmonic series (my term for the series \sum_{n=0}^\infty \frac{z^n}{n}) diverges only at one point on the unit circle!

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