19.

1 Sequences and Series

Introduction Much of the theory of complex sequences and series is analogous to that encountered in real calculus. In this section we explore the definitions of convergence and divergence for complex sequences and complex infinite series. In addition, we give some tests for convergence of infinite series. You are urged to pay special attention to what is said about geometric series since this type of series will be important in the later sections of this chapter. Sequences A sequence {zn} is a function whose domain is the set of positive integers; in other words, to each integer n 1, 2, 3, , we assign a complex number zn. For example, the sequence {1 in} is 1 i, c n 1, 0, c n 2, 1 i, c n 3, 2, 1 i, c c n 4, n 5, .

(1)

If limn S q zn L we say the sequence {zn} is convergent. In other words, {zn} converges to the number L if, for each positive number e, an N can be found such that |zn L| e whenever n N. As shown in FIGURE 19.1.1, when a sequence {zn} converges to L, all but a finite number of the terms of the sequence are within every e-neighborhood of L. The sequence {1 i n} illustrated in (1) is divergent, since the general term zn 1 i n does not approach a fixed complex number as n S q. Indeed, the first four terms of this sequence repeat endlessly as n increases.

FIGURE 19.1.1 If {zn} converges to L, all but a finite number of terms are in any e-neighborhood of L
y i 4

EXAMPLE 1

A Convergent Sequence
in11 f converges, since n lim
n Sq

The sequence e

n11

1 5

1 3

5 0.

As we see from

i 1 i 1 21, 2 , , , 2 , p , 2 3 4 5

i 2

and FIGURE 19.1.2, the terms of the sequence spiral toward the point z 0. The following theorem should make intuitive sense: Theorem 19.1.1 Criterion for Convergence
FIGURE 19.1.2 The terms of the sequence spiral toward 0 in Example 1

A sequence {zn} converges to a complex number L if and only if Re(zn) converges to Re(L) and Im(zn) converges to Im(L).

EXAMPLE 2

Illustrating Theorem 19.1.1

ni f converges to i. Note that Re(i) 0 and Im(i) 1. Then from n 1 2i zn 5 ni 2n n2 5 2 1i 2 , n 1 2i n 14 n 14

The sequence e

we see that Re(zn) 2n/(n2 4) S 0 and Im(zn) n2 /(n2 4) S 1 as n S q. Series An infinite series of complex numbers
q k51

a zk z1 z2 z3

zn

19.1 Sequences and Series

819

is convergent if the sequence of partial sums {Sn}, where Sn z1 z2 z3 zn, converges. If Sn S L as n S q, we say that the sum of the series is L. Geometric Series For the geometric series
q k51

a az

k21

a az az2 azn1

(2)

the nth term of the sequence of partial sums is Sn a az az2 azn1. (3)

By multiplying Sn by z and subtracting this result from Sn, we obtain Sn zSn a azn. Solving for Sn gives Sn 5 a 1 1 2 zn2 . 12z (4)

Since zn S 0 as n S q, whenever |z| 1 we conclude from (4) that (2) converges to a 12z when |z| 1; the series diverges when |z| 1. The special geometric series 1 1 z z2 z3 12z and 1 1 z z2 z3 11z 1 2 zn 1 z z2 z3 zn1 12z in the alternative form 1 zn 1 z z2 z3 zn1 12z 12z in the proofs of the two principal theorems of this chapter. (8) (5) (6)

valid for |z| 1, will be of particular usefulness in the next two sections. In addition, we shall use (7)

EXAMPLE 3
The series

Convergent Geometric Series

q k51

1 1 1 2i2 k 5k

1 1 1 2i2 3 1 1 1 2i2 2 1 1 2i 1 1p 1 5 52 53

is a geometric series with a (1 2i)/5 and z (1 2i)/5. Since |z| 25/5 1, the series converges and we can write 1 1 1 2i2 k 5k 1 1 2i 5 i 5 5 . 1 1 2i 2 12 5

q k51

Theorem 19.1.2 If
q gk5 1

Necessary Condition for Convergence

zk converges, then limnS q zn 0.

820

CHAPTER 19 Series and Residues

An equivalent form of Theorem 19.1.2 is the familiar nth term test for divergence of an infinite series. Theorem 19.1.3 If limnS q zn The nth Term Test for Divergence 0, then the series g k 5 1 zk diverges.
q q

For example, the series g k 5 1 (k 5i)/k diverges since zn (n 5i)/n S 1 as n S q. The geometric series (2) diverges when |z| 1, since, in this case, limnS q |zn| does not exist. Denition 19.1.1 Absolute Convergence An infinite series g k 5 1 zk is said be absolutely convergent if g k 5 1 Z zk Z converges.
q q

EXAMPLE 4

Absolute Convergence

The series (ik /k2) is absolutely convergent since |i k /k2 | 1/k2 and the real series q q 2 g k 5 1 (1/k ) converges. Recall from calculus that a real series of the form g k 5 1 (1/k p) is called a p-series and converges for p 1 and diverges for p 1. As in real calculus, Absolute convergence implies convergence. Thus in Example 4, the absolutely convergent series
q ik 1 i p a k2 5 i 2 22 2 32 1 k51

q gk5 1

converges. The following two tests are the complex versions of the ratio and root tests that are encountered in calculus: Theorem 19.1.4 Suppose
q gk5 1

Ratio Test zk is a series of nonzero complex terms such that lim 2 zn 1 1 2 5 L. zn (9)

n Sq

(i) If L 1, then the series converges absolutely. (ii) If L 1 or L q, then the series diverges. (iii) If L 1, the test is inconclusive.

Theorem 19.1.5 Suppose

q gk5 1

Root Test zk is a series of complex terms such that lim 2Z zn Z 5 L.

n

(10)

n Sq

(i) If L 1, then the series converges absolutely. (ii) If L 1 or L q, then the series diverges. (iii) If L 1, the test is inconclusive. We are interested primarily in applying these tests to power series. 19.1 Sequences and Series 821

Power Series The notion of a power series is important in the study of analytic functions. An infinite series of the form
q k50

k 2 a ak (z z0) a0 a1(z z0) a2(z z0) ,

(11)

y |zz0| = R convergence z0 R

where the coefficients ak are complex constants, is called a power series in z z0. The power series (11) is said to be centered at z0, and the complex point z0 is referred to as the center of the series. In (11), it is also convenient to define (z z0)0 1 even when z z0. Circle of Convergence Every complex power series has radius of convergence R. Analogous to the concept of an interval of convergence in real calculus, when 0 R q, a complex power series (11) has a circle of convergence defined by |z z0| R. The power series converges absolutely for all z satisfying |z z0| R and diverges for |z z0| R. See FIGURE 19.1.3. The radius R of convergence can be
x

divergence

FIGURE 19.1.3 A power series converges at all points within the circle of convergence

(i) zero (in which case (11) converges at only z z0), (ii) a finite number (in which case (11) converges at all interior points of the circle |z z0| R), or (iii) q (in which case (11) converges for all z). A power series may converge at some, all, or none of the points on the actual circle of convergence.

EXAMPLE 5

Circle of Convergence
q

Consider the power series g k 5 1 (zk1/k). By the ratio test (9), zn 1 2 n11 n Z z Z 5 Z z Z. lim 4 n 1 1 4 5 lim n Sq n Sq n 1 1 z n

Thus the series converges absolutely for |z| 1. The circle of convergence is |z| 1 and the radius of convergence is R 1. Note that on the circle of convergence, the series does not converge absolutely, since the series of absolute values is the well-known divergent harmonic q series g k 5 1 (1/k). Bear in mind this does not say, however, that the series diverges on the q circle of convergence. In fact, at z 1, g k 5 1 ((1)k1/k) is the convergent alternating harmonic series. Indeed, it can be shown that the series converges at all points on the circle |z| 1 except at z 1. It should be clear from Theorem 19.1.4 and Example 5 that for a power series g k 5 0 ak(z z0)k, the limit (9) depends on only the coefficients ak. Thus, if an 1 1 (i) lim 2 2 L 0, the radius of convergence is R 1/L; an n Sq
q

(ii) lim 2
n Sq

an 1 1 2 0, the radius of convergence is q; an

an 1 1 2 q, the radius of convergence is R 0. an n Sq n Similar remarks can be made for the root test (10) by utilizing limn Sq 2Z an Z . (iii) lim 2

EXAMPLE 6

Radius of Convergence
q k51

Consider the power series a

1 212 k 1 1 1 z 2 1 2 i2 k . Identifying an (1)n1/n!, we have k! 1 212 n 1 2 1 n 1 12 ! 1 212 n!

n11

n Sq

lim 4

4 5 lim

n Sq

1 5 0. n11

822

CHAPTER 19 Series and Residues

Thus the radius of convergence is q; the power series with center 1 i converges absolutely for all z.

EXAMPLE 7

Radius of Convergence

q 6k 1 1 k 6n 1 1 n Consider the power series a a b 1 z 2 2i2 k . With an a b , the root test in 2n 1 5 k 5 1 2k 1 5 the form 6n 1 1 n lim 2Z an Z 5 lim 53 n Sq n Sq 2n 1 5 shows that the radius of convergence of the series is R 1 3 . The circle of convergence is 1 |z 2i| 1 3 ; the series converges absolutely for |z 2i| 3 .