Conditional convergence

{{Short description|A property of infinite series}}

In mathematics, a series or integral is said to be conditionally convergent if it converges, but it does not converge absolutely.

Definition

More precisely, a series of real numbers \sum_{n=0}^\infty a_n is said to converge conditionally if

\lim_{m\rightarrow\infty}\,\sum_{n=0}^m a_n exists (as a finite real number, i.e. not \infty or -\infty), but \sum_{n=0}^\infty \left|a_n\right| = \infty.

A classic example is the alternating harmonic series given by 1 - {1 \over 2} + {1 \over 3} - {1 \over 4} + {1 \over 5} - \cdots =\sum\limits_{n=1}^\infty {(-1)^{n+1} \over n}, which converges to \ln (2), but is not absolutely convergent (see Harmonic series).

Bernhard Riemann proved that a conditionally convergent series may be rearranged to converge to any value at all, including ∞ or −∞; see Riemann series theorem. Agnew's theorem describes rearrangements that preserve convergence for all convergent series.

The Lévy–Steinitz theorem identifies the set of values to which a series of terms in Rn can converge.

Indefinite integrals may also be conditionally convergent. A typical example of a conditionally convergent integral is (see Fresnel integral)

\int_{0}^{\infty} \sin(x^2) dx,

where the integrand oscillates between positive and negative values

indefinitely, but enclosing smaller areas each time.

See also

References

  • Walter Rudin, Principles of Mathematical Analysis (McGraw-Hill: New York, 1964).

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Category:Series (mathematics)

Category:Integral calculus

Category:Convergence (mathematics)

Category:Summability theory