Chapter 2

Infinite Series
2.1

Sequences

A sequence of complex numbers {zn }

n=1 is a countably infinite set of numbers,
z1 , z2 , z3 , . . . , zn , . . . .

(2.1)

That is, for every positive integer k, there is a number, the kth term of the
sequence, zk , in the set {zn }
n=1 . Mathematically, a sequence is a complexvalued function defined on the positive integers.
We say that the sequence possesses a limit l,
lim zn = l,

or zn l

as

n ,

(2.2)

if, for every > 0, no matter how small, there exists a number N for which
|zn l| <

for all n > N.

(2.3)

(The number N will depend on .) That is, {zn }

n=N +1 all lie within a circle of
radius centered on the point l in the complex plane.
A necessary and sufficient condition for a sequence {zn }
n=1 to converge to
a limit is Cauchys criterion: A sequence {zn }
possesses
a limit if and only
n=1
if for every > 0, no matter how small, it is possible to find a number N such
that
|zn zm | < for all n, m > N.
(2.4)

(Note that the difference |n m| may be arbitrarily large.) Thus, all elements
of the sequence {zn }
n=N +1 lie within a disk of radius . Briefly, we say that the
Cauchy condition is
|zn zm | 0

for all n, m

sufficiently large.

(2.5)

Sequences having this property are called Cauchy sequences. Every Cauchy
sequence of complex numbers possesses a limit (which is, of course, a complex
number)this property means that the complex numbers form a complete space.
7 Version of August 24, 2016

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2.2

CHAPTER 2. INFINITE SERIES

Series

Suppose we have a sequence {ak }

k=1 from which we construct the finite sums
sn =

n
X

ak ,

n = 1, 2, 3, . . . .

(2.6)

k=1

The set of all these sums, {sn }

n=1 , itself forms a sequence. If this latter sequence
has a limit S,
sn S as n ,
(2.7)

then we say that the infinite series

ak = lim

k=1

n
X

ak

(2.8)

k=1

possesses the limit S (or converges to S),

ak = S.

(2.9)

k=1

By the Cauchy criterion, this will be true if and only if

 n

X 


ak  <




(2.10)

k=m

for any fixed > 0, whenever n m > N, N a number depending on .

Obviously, a necessary condition for

ak

(2.11)

k=1

to converge is for ak 0 as k . However, this is not sufficient, as the

following example shows.

2.3
2.3.1

Examples
Harmonic series

Consider the sum of the reciprocals of the integers,

X
1
1 1
.
1 + + + ... =
2 3
n
n=1

(2.12)

Note that if the nth term of the series is denoted an = 1/n, we have for the sum
of n adjacent terms
 
1
1
1
1
+ ...+
>n
(2.13)
= ,
an+1 + . . . + a2n =
n+1
2n
2n
2
no matter how large n is. This violates Cauchys criterion, so the harmonic
series diverges.

2.4. ABSOLUTE AND CONDITIONAL CONVERGENCE9 Version of August 24, 2016

2.3.2

Geometric series

Consider the series

arm ,

(2.14)

m=0

where a is a constant and r 0. For r 6= 1, the nth partial sum is

sn =

n
X

arm = a

m=0

so
S = lim sn =
n

while the series diverges if r 1.

2.4

a
1r

1 rn+1
,
1r
if r < 1,

(2.15)

(2.16)

Absolute and Conditional Convergence

P
P
Suppose we have a convergent series n=1 an . If also n=1 |an | converges, we
say that the original series converges absolutely. Otherwise, the original series
is conditionally convergent. (That is, it converges because of sign alternations.)
A sufficient condition for (at least) conditional convergence is provided by the
following theorem due to Leibnitz:
If the terms of a series are of alternating sign and in addition their absolute
values tend to zero, |an | 0, monotonically, i.e., |an | > |an+1 | for sufficiently
large n, then

X
an converges.
(2.17)
n=1

In absolutely convergent series one can rearrange the terms without affecting
the value of the sum. With conditionally convergent series, one cannot rearrange
terms; in fact, such rearrangements can make a conditionally convergent series
converge to any desired value, or to diverge!

2.4.1

Example

Consider the conditionally convergent series formed from the divergent harmonic
series by alternating every other sign:
1

1 1 1 1 1
+ + + . . . = ln 2,
2 3 4 5 6

(2.18)

which converges to the natural logarithm of 2. Multiply this equation term by

term by 1/2:
1
1
1 1 1 1
+ +
. . . = ln 2.
(2.19)
2 4 6 8 10
2

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CHAPTER 2. INFINITE SERIES

Add these two series:

1
1
3
1 1 1 1 1 1
+ . . . = ln 2.
(2.20)
1+ + + + +
3 2 5 7 4 9 11 6
2
Since the reciprocal of each integer occurs exactly once in the last series, we
would be tempted to rearrange the series to obtain
1 1 1 1 1
1 + + + . . . = ln 2,
(2.21)
2 3 4 5 6
which is identical to the original series. There is an obvious contradiction here!
In order to obtain the rearrangement (2.21), we have to go further and further
out in the series (2.20), which apparently is not permissible.

2.4.2

A Theorem About Absolutely Convergent Series

Not only can absolutely convergent series be rearranged without changing their
value, but they can be multiplied together term by term: If two series

S =

ui ,

(2.22a)

vi

(2.22b)

ui vj

(2.23)

i=1

T =

i=1

are both absolutely convergent, the series

P =

X
i=1
j=1

formed from the product of their terms written in any order, is absolutely convergent, and has a value equal to the product of of the individual series,
P = ST.

2.5

(2.24)

Convergence Tests

The following tests can determine whether a given series is absolutely convergent
or not.

2.5.1

Comparison test

If bn > 0 for all n and

n=1 bn

an

is convergent, and if |an | bn for all n, then

is absolutely convergent.

(2.25a)

n=1

Also, if |an | bn > 0 for all n, and

n=1

an

n=1 bn

diverges, then

is not absolutely convergent.

(2.25b)

11 Version of August 24, 2016

2.5. CONVERGENCE TESTS

2.5.2

Root test

The series

n=1

an converges absolutely if from a certain term onward

p
n
|an | q < 1,
(2.26)

where q 0 is independent of n.
P
n
Proof: If the inequality holds, |an | qP
. But n=1 q n converges for q < 1,

it being the geometric series, so by 2.5.1, n=1 |an | converges.

2.5.3

Ratio test

The series

n=1

an converges absolutely if from a certain term onward



 an+1 


(2.27)
 an  q < 1,

where q 0 is independent of n.
Proof: Without loss of generality, we may assume the inequality holds for
all n; otherwise, we renumber the {an } sequence so that 1 labels the first term
for which the inequality (2.27) holds. Then
  


  
 an   an   an1   an2   a2 
n1
 =


  
.
(2.28)
 a1   an1   an2   an3   a1  q

Convergence is again assured by comparison with the geometric series. (Whether

these tests are satisfied by the first few terms of a series is immaterial, since a
finite number of terms of an infinite seris has no effect on the convergence.)
Example
When does

n=1

nq n converge? If we use the root test, we examine

p

lim n |an | = |q| lim n n = |q|, 1

n

while if we use the ratio test, we look at



 an+1 
 = |q| lim n + 1 = |q|.
lim 
n
n
an 
n

(2.29a)

(2.29b)

In either case, we see that the series is absolutely convergent if |q| < 1, and
divergent otherwise.
The following are refinements of the ratio test, which fails (that is, fails to
reveal whether the tested series converges or not) when


 an+1 
 = 1.
(2.30)
lim 
n
an 
For example, this indeterminate limit results for the case an = 1/n, which
yields a divergent series, but also for an = 1/(n ln2 n), which corresponds to a
convergent sum (see Sec. 2.5.8).
1 Because

ln

n=

1
n

ln n, which tends to zero as n ,

n 1.

12 Version of August 24, 2016

2.5.4

CHAPTER 2. INFINITE SERIES

Kummers test

Choose a sequence of positive constants bn . If



 an 
 bn+1 C > 0,

bn 
an+1 

(2.31)

(2.32)

for all n N , where N and C are fixed numbers, then

an

converges absolutely.

n=1

On the other hand, if



 an 

 bn+1 0,
bn 
an+1 

and

(2.33)

b1
n

diverges,

(2.34)

|an | diverges.

(2.35)

n=1

then

n=1

Proof: If the inequality (2.31) holds, take l N , so that

C|al+1 | bl |al | bl+1 |al+1 |.

(2.36)

So we have the inequality

n
X

l=N +1

|al |

bN |aN |
bN |aN | bn |an |

.
C
C
C

(2.37)

Hence, the nth partial sum, for n > N , is

sn =

n
X
i=1

|ai |

N
X
i=1

|ai | +

bN |aN |
.
C

(2.38)

The right-hand side of this inequality is a constant, independent of n. Therefore, the positive sequence of increasing terms {sn } is bounded above, and consequently possesses a limit. The series is absolutely convergent.
If the inequality (2.33) holds,
|aN |bN
, n > N,
bn
P
diverges, so does
n=1 |an |.
|an |

so since

1
n=1 bn

(2.39)

13 Version of August 24, 2016

2.5. CONVERGENCE TESTS

2.5.5

Raabes test

Raabes criterion for absolute convergence is




 an 


1 K > 1,
n 
an+1 

for all n N , where N and K are fixed. And if




 an 


n 
1 1,
an+1 
then

n=1

|an | diverges.

(2.40)

(2.41)

(2.42)

Proof: In Kummers test put bn = n.

2.5.6
If

Gauss test


 an 
h B(n)


 an+1  = 1 + n + n2 ,

(2.43)

where
P h is a constant and the function B(n) is bounded as n , then
n=1 |an | converges for h > 1 and diverges for h 1.
Proof: For h 6= 1 we can use Raabes test:


h B(n)
lim n
= h.
(2.44)
+
n
n
n2
For h = 1, Raabes test is indeterminate. In that case use Kummers test with
bn = n ln n: for large n,


h B(n)
n ln n 1 + +
(n + 1) ln(n + 1)
n
n2




h B(n)
1
n ln n 1 + +
(n + 1) ln n +
n
n2
n


B(n)
ln n ln n 1
h+
n
(h 1) ln n 1 < 0, if h 1.
(2.45)
Because

1
diverges
n
ln
n
n=2
P
(see homework), the series
n=1 |an | diverges.

(2.46)

14 Version of August 24, 2016

CHAPTER 2. INFINITE SERIES

1 2 3 4 5 6 7 8 9 10
Figure 2.1: Bounds on a monotone series provided by an integral.

2.5.7

Integral test

If f (x) is a continuous, monotonically decreasing real function of x such that

f (n) = |an |,
then

n=1

|an | converges if

(2.47)

dx f (x) < ,

(2.48)

dx f (x) + f (1),

(2.49)

and diverges otherwise.

Proof: It is geometrically obvious that
Z

dx f (x) <
1

f (n) <

n=1

for this follows merely from the geometrical meaning of the integral as the area
under the curve of the function. See Fig. 2.1.

2.5.8

Examples

The Riemann zeta function is defined by the series

X
1
= ().
n
n=1

We can test for convergence using Gauss test, by examining




n+1
1+
for large n.
n
n

(2.50)

(2.51)

Thus the series converges if > 1, and diverges if 1.

Consider the series

1
.
(ln
n)
n=1

(2.52)

15 Version of August 24, 2016

2.6. SERIES OF FUNCTIONS

Lets use Raabes test:

 



ln n + ln(1 + 1/n)
ln(n + 1)
=
1+
.
ln n
ln n
n ln n

(2.53)

Because

 

0
=
n ln n
ln n
we conclude that the series is divergent.
n

as n ,

(2.54)

To test for convergence of

1
,
n(ln n)
n=2
let us use the integral test:
Z
Z
d(ln x)
dx
=

x(ln
x)
(ln
x)
ln 2
2



1
1

, 6= 1,
1 (ln x)1 
=


x=2
ln(ln x)x=2 ,
=1

finite > 1,
=
1.

(2.55)

(2.56)

Thus the series converges if > 1 and diverges for other real .

2.6
2.6.1

Series of Functions
Continuity

A (complex-valued) function f (z) of a complex variable is continuous at z0 if

f (z) f (z0 )

as z z0

(2.57)

from any direction. That is, given > 0 we may find a > 0 such that
|f (z) f (z0 )| <

whenever |z z0 | < .

(2.58)

In other words, z lies within a circle of radius around z0 .

2.6.2

Uniform Convergence

Consider the infinite series

f (z) =

X
i=1

gi (z)

(2.59)

16 Version of August 24, 2016

CHAPTER 2. INFINITE SERIES

f
=f
= fn
x
Figure 2.2: Uniform convergence of the partial sum fn (x) to the limit f (x). For
all x, fn (x) is within a band of width 2 about f (x).
constructed from the sequence of functions {gi }
i=1 . The condition that this
series converge is expressed in terms of the partial sums,
fn (z) =

n
X

gi (z)

(2.60)

i=1

thusly: given > 0 we can find an integer N so that for n > N

|fn+p (z) fn (z)| < for all p > 0.

(2.61)

This is Cauchys criterion. In general the N required for this to occur will depend
on the point z. If, however, Eq. (2.61) holds for all z if n > N independent of
z, we say that the series converges uniformly throughout the region of interest.
Equivalently, there exists a function f (z) such that
|f (z) fn (z)| <

for all n > N,

independent of z.

(2.62)

That is, the partial sum fn is everywhere uniformly close to f , the limiting
function. This situation is illustrated in Fig. 2.2 for a real function of a real
variable.
Contrast absolute and uniform convergence through the following examples.
The series

X
(1)n
(2.63)
n + z2
n=1
is only conditionally convergent, because asymptotically the terms become (1)n /n.
On the other hand, for real z it is uniformly convergent because
 N +p

 X (1)n 
1
1


,
(2.64)

<

n + z2  N + z2
N
n=N +1

which is the Cauchy criterion with = 1/N .

In contrast, consider, for real z, the series
S(z) =

z2
(1 + z 2 )n
n=0

(2.65)

17 Version of August 24, 2016

2.6. SERIES OF FUNCTIONS

which converges absolutely. For z = 0, S(0) = 0; and for z 6= 0,

S(z) = z

z2
1
=
= 1 + z2.
1
2
n
(1
+
z
)
1

1+z 2
n=0

(2.66)

Thus S(z) is discontinuous at z = 0. The following theorem shows that this

series cannot be uniformly convergent there.
Theorem
If a series of continuous functions of z is uniformly convergent for all values of
z in a given closed domain, the sum is continuous throughout the domain.
Proof: Let
n
X
gi (z).
(2.67)
fn (z) =
i=1

Since
fn (z) f (z) uniformly,

(2.68)

we can find, for any > 0, a value of n such that

|fn (z) f (z)| <

for all z

(2.69)

throughout the domain. Then

|f (z) f (z )| = |f (z) fn (z) + fn (z) f (z ) + fn (z ) fn (z )|
|f (z) fn (z)| + |f (z ) fn (z )| + |fn (z) fn (z )|.(2.70)
Since the fn s are continuous, we can find a for any given such that
|fn (z) fn (z )| < whenever |z z | < .

(2.71)

|f (z) f (z )| < 3 whenever |z z | < .

(2.72)

Therefore,
QED.
Even if the limit function is continuous, convergence to it need not be uniform, as the following example shows:
Example
Consider the sequence of continuous functions,

nx,
0 x 1/n,

fn (x) = (2/n x)n, 1/n x 2/n,

0,
otherwise.

(2.73)

This function in sketched in Fig. 2.3. Note that the maximum of the function

18 Version of August 24, 2016

CHAPTER 2. INFINITE SERIES

1/n
2/n
x
0
Figure 2.3: Sketch of the function fn (x) given by Eq. 2.73).
fn (x) is 1. On the other hand, for all x,
lim fn (x) = 0,

(2.74)

which is certainly a continuous limit function. But the convergence to this limit
is not uniform, for there is always a point, x = 1/n, for which

 


0 fn 1  = 1
(2.75)

n 
no matter how large n is. So the convergence is nonuniform.

Properties of Uniformly Convergent Series

Consider the series of functions of a real variable,
f (x) =

gn (x).

(2.76)

n=1

1. If the gn are continuous, we can integrate term by term if

formly convergent over the domain of integration:
Z

dx f (x) =

Z
X

n=1

n gn

is uni-

dx gn (x).

(2.77)

d
2. If the gn and gn = dx
gn are continuous, and
gent, then we can differentiate term by term:

f (x) =

gn (x).

n gn

is uniformly conver-

(2.78)

n=1

Condition for Uniform Convergence

The following condition is sufficient, but not necessary, to ensure that a series
is uniformly convergent.

19 Version of August 24, 2016

2.7. POWER SERIES

If |gn (z)| < aP

n , where {an } is a sequence of constants such that

converges, then n=1 gn (z) converges uniformly and absolutely.

Proof: The hypothesis implies
 N +p
 N +p
X

X


an ,
gn (z) <




n=1

an

(2.79)

n=N

n=N

PN +p
so that if N is chosen so that n=N an < , then
 N +p

X



gn (z) < z.




(2.80)

n=N

2.7

Power Series

By a power series, we mean a series of the form,

cn z n = c0 + c1 z + c2 z 2 + . . . ,

(2.81)

n=0

where the cn s form a sequence of complex constants, and z is a complex variable.

If a power series converges for one point, z = z0 , it converges uniformly and
absolutely for all z satisfying
|z| ,
(2.82)
where is any positive
less than |z0 |.
P number
n
converges,
it must be true that the terms are
Proof: Since
c
z
n
0
n=0
bounded,
|cn z0n | < M,
(2.83)
where M is independent of n (but not of |z0 |). Hence if Eq. (2.82) is satisfied,
n


X
X
X

n
n
< ,
(2.84)
|cn z |
|cn | < M
|z0 |
n=0
n=0
n=0
since /|z0 | < 1. This proves absolute convergence. Uniform convergence follows
from the theorem above.

2.7.1

Radius of Convergence

Use the root test to determine where the power series

cn z n

(2.85)

n=0

converges. That test says if

p
lim n |cn ||z| < 1,
n

the series converges,

(2.86a)

20 Version of August 24, 2016

CHAPTER 2. INFINITE SERIES

z-plane

Figure 2.4: Circle of convergence of a power series. The series (2.85) converges
inside the circle, and diverges outside. The radius of convergence is given by
Eq. (2.87).
while if
lim

p
n
|cn ||z| > 1,

the series diverges.

(2.86b)

Therefore, the power series converges within a circle of convergence of radius ,

the radius of convergence, where
=

1
p
,
limn n |cn |

(2.87)

and diverges outside that circle, as shown in Fig. 2.4. More detailed examination
is required to determine whether or not the series converges on the circle of
convergence.

2.7.2

Properties of Power Series Within the Circle of Convergence

1. The function defined by the power series is continuous. [This follows from
the theorem in Sec. 2.6.2.]
2. It may be differentiated or integrated term by term.
follows from
P [This
n
the theorem
above,
togther
with
the
fact
that
if
c
z
converges,
so
n=0 n
P
n1
does
nc
z
,
by
the
ratio
test,
n
n=0




 (n + 1)cn+1 z n  n + 1  cn+1 
=
 |z|.


(2.88)
 ncn z n1 
n  cn 
Now if z lies within the circle of convergence,


 cn+1 
 |z| < 1.
lim 
n
cn 

(2.89)

Since limn (n + 1)/n = 1, convergence of the differentiated series is

assured.]

21 Version of August 24, 2016

2.7. POWER SERIES

3. Two such power series may be multiplied together term by term, within the
smaller of the two circles of convergence. [This follows from the theorem
in Sec. 2.4.2.]
4. The power series is unique. [It suffices to show that if
f (z) =

cn z n = 0

z,

n=0

cn = 0 n.

(2.90)

Indeed,
f (0) = c0 = 0,

(2.91a)

2.7.3

f (0) = c1 = 0,
...,

(2.91b)

f (n) (0) = n! cn = 0.]

(2.91c)

Taylor Expansion

The Taylor expansion for a real function of a real variable is obtained from the
above argument. If we write a function as a power series,

cn xn ,

(2.92)

1 (n)
f (0).
n!

(2.93)

f (x) =

n=0

then
cn =

Hence, the power series is the Taylor series of the function it represents,
f (x) =

2.7.4

X
1 (n)
f (0)xn .
n!
n=0

(2.94)

Hypergeometric Function

The hypergeometric function F is defined by the power series

F (a, b; c; z) =

n=0

An z n =

X
(a)n (b)n z n
.
(c)n n!
n=0

(2.95)

Here the coefficients are defined in terms of the Pochhammer symbol,

(a)n = a(a + 1)(a + 2) (a + n 1) =

(a + n)
.
(a)

(2.96)

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CHAPTER 2. INFINITE SERIES

To determine convergence, we examine

(c + n + 1)
(n + 1)! z n
(a + n)(b + n)
An z n
=
An+1 z n+1
(c + n)
(a + n + 1)(b + n + 1) n! z n+1




c
1
1+ n 1+ n 1




=
1 + na 1 + nb z

 
1
1
1
=
1 + (c + 1 a b) + O
,
(2.97)
z
n
n2
where O(1/n2 ) means that the next term goes to zero as n at least as
fast as 1/n2 . According to the ratio test, the radius of convergence of this series
is |z| = 1; that is, the series diverges for |z| > 1, and converges uniformly and
absolutely for any z such that |z| < 1. The remaining question is what
happens on the circle of convergence, |z| = 1. According to Gauss test, the
series is then absolutely convergent if c > a + b [if the constants are complex,
if Re (c a b) > 0]. For the point z = 1 the series is certainly divergent if
this condition is not satisfied; however, if 1 < Re (c a b) 0 the series
is conditionally convergent on the unit circle except for the exceptional point
z = 1. On the other hand, if Re (c a b) 1 the series is divergent on the
unit circle because the terms in the series increase in magnitude.