Limit comparison test

{{Short description|Method of testing for the convergence of an infinite series}}

{{Calculus|Series}}

In mathematics, the limit comparison test (LCT) (in contrast with the related direct comparison test) is a method of testing for the convergence of an infinite series.

Statement

Suppose that we have two series \Sigma_n a_n and \Sigma_n b_n with a_n\geq 0, b_n > 0 for all n.

Then if \lim_{n \to \infty} \frac{a_n}{b_n} = c with 0 < c < \infty , then either both series converge or both series diverge.{{citation|first=Earl|last=Swokowski|title=Calculus with analytic geometry|edition=Alternate|year=1983|publisher=Prindle, Weber & Schmidt|isbn=0-87150-341-7|page=[https://archive.org/details/calculuswithanal00swok/page/516 516]|url-access=registration|url=https://archive.org/details/calculuswithanal00swok/page/516}}

Proof

Because \lim_{n \to \infty} \frac{a_n}{b_n} = c we know that for every \varepsilon > 0 there is a positive integer n_0 such that for all n \geq n_0 we have that \left| \frac{a_n}{b_n} - c \right| < \varepsilon , or equivalently

: - \varepsilon < \frac{a_n}{b_n} - c < \varepsilon

: c - \varepsilon < \frac{a_n}{b_n} < c + \varepsilon

: (c - \varepsilon)b_n < a_n < (c + \varepsilon)b_n

As c > 0 we can choose \varepsilon to be sufficiently small such that c-\varepsilon is positive.

So b_n < \frac{1}{c-\varepsilon} a_n and by the direct comparison test, if \sum_n a_n converges then so does \sum_n b_n .

Similarly a_n < (c + \varepsilon)b_n , so if \sum_n a_n diverges, again by the direct comparison test, so does \sum_n b_n .

That is, both series converge or both series diverge.

Example

We want to determine if the series \sum_{n=1}^{\infty} \frac{1}{n^2 + 2n} converges. For this we compare it with the convergent series \sum_{n=1}^{\infty} \frac{1}{n^2} = \frac{\pi^2}{6}

As \lim_{n \to \infty} \frac{1}{n^2 + 2n} \frac{n^2}{1} = 1 > 0 we have that the original series also converges.

One-sided version

One can state a one-sided comparison test by using limit superior. Let a_n, b_n \geq 0 for all n. Then if \limsup_{n \to \infty} \frac{a_n}{b_n} = c with 0 \leq c < \infty and \Sigma_n b_n converges, necessarily \Sigma_n a_n converges.

Example

Let a_n = \frac{1-(-1)^n}{n^2} and b_n = \frac{1}{n^2} for all natural numbers n . Now

\lim_{n\to\infty} \frac{a_n}{b_n} = \lim_{n\to\infty}(1-(-1)^n) does not exist, so we cannot apply the standard comparison test. However,

\limsup_{n\to\infty} \frac{a_n}{b_n} = \limsup_{n\to\infty}(1-(-1)^n) =2\in [0,\infty) and since \sum_{n=1}^{\infty} \frac{1}{n^2} converges, the one-sided comparison test implies that \sum_{n=1}^{\infty}\frac{1-(-1)^n}{n^2} converges.

Converse of the one-sided comparison test

Let a_n, b_n \geq 0 for all n. If \Sigma_n a_n diverges and \Sigma_n b_n converges, then necessarily

\limsup_{n\to\infty} \frac{a_n}{b_n}=\infty , that is,

\liminf_{n\to\infty} \frac{b_n}{a_n}= 0 . The essential content here is that in some sense the numbers a_n are larger than the numbers b_n .

Example

Let f(z)=\sum_{n=0}^{\infty}a_nz^n be analytic in the unit disc D = \{ z\in\mathbb{C} : |z|<1\} and have image of finite area. By Parseval's formula the area of the image of f is proportional to \sum_{n=1}^{\infty} n|a_n|^2. Moreover,

\sum_{n=1}^{\infty} 1/n diverges. Therefore, by the converse of the comparison test, we have

\liminf_{n\to\infty} \frac{n|a_n|^2}{1/n}= \liminf_{n\to\infty} (n|a_n|)^2 = 0 , that is,

\liminf_{n\to\infty} n|a_n| = 0 .

See also

References

{{reflist}}

Further reading

  • Rinaldo B. Schinazi: From Calculus to Analysis. Springer, 2011, {{isbn|9780817682897}}, pp. [https://books.google.com/books?id=VybcUbhGvjsC&pg=PA50 50]
  • Michele Longo and Vincenzo Valori: The Comparison Test: Not Just for Nonnegative Series. Mathematics Magazine, Vol. 79, No. 3 (Jun., 2006), pp. 205–210 ([https://www.jstor.org/stable/27642937 JSTOR])
  • J. Marshall Ash: The Limit Comparison Test Needs Positivity. Mathematics Magazine, Vol. 85, No. 5 (December 2012), pp. 374–375 ([https://www.jstor.org/stable/pdf/10.4169/math.mag.85.5.374.pdf JSTOR])