The simplest and most common conditionally convergent series are what is known as alternating series, series whose terms are alternately positive and negative. The convergence of the most important series of this type is established by the following theorem.

If ϕ(n) is a positive function of n which tends steadily to zero as n, then the series ϕ(0)ϕ(1)+ϕ(2) is convergent, and its sum lies between ϕ(0) and ϕ(0)ϕ(1).

Let us write ϕ0, ϕ1, … for ϕ(0), ϕ(1), …; and let sn=ϕ0ϕ1+ϕ2+(1)nϕn. Then s2n+1s2n1=ϕ2nϕ2n+10,s2ns2n2=(ϕ2n1ϕ2n)0. Hence s0, s2, s4, …, s2n, … is a decreasing sequence, and therefore tends to a limit or to , and s1, s3, s5, …, s2n+1, … is an increasing sequence, and therefore tends to a limit or to . But lim(s2n+1s2n)=lim(1)2n+1ϕ2n+1=0, from which it follows that both sequences must tend to limits, and that the two limits must be the same. That is to say, the sequence s0, s1, …, sn, … tends to a limit. Since s0=ϕ0, s1=ϕ0ϕ1, it is clear that this limit lies between ϕ0 and ϕ0ϕ1.

Example LXXVIII
1. The series 112+1314+,112+1314+,(1)n(n+a),(1)nn+a,(1)n(n+a),(1)n(n+a)2, where a>0, are conditionally convergent.

2. The series (1)n(n+a)s, where a>0, is absolutely convergent if s>1, conditionally convergent if 0<s1, and oscillatory if s0.

3. The sum of the series of § 188 lies between sn and sn+1 for all values of n; and the error committed by taking the sum of the first n terms instead of the sum of the whole series is numerically not greater than the modulus of the (n+1)th term.

4. Consider the series (1)nn+(1)n, which we suppose to begin with the term for which n=2, to avoid any difficulty as to the definitions of the first few terms. This series may be written in the form [{(1)nn+(1)n(1)nn}+(1)nn] or {(1)nn1n+(1)nn}=(ψnχn), say. The series ψn is convergent; but χn is divergent, as all its terms are positive, and limnχn=1. Hence the original series is divergent, although it is of the form ϕ2ϕ3+ϕ4, where ϕn0. This example shows that the condition that ϕn should tend steadily to zero is essential to the truth of the theorem. The reader will easily verify that 2n+11<2n+1, so that this condition is not satisfied.

5. If the conditions of § 188 are satisfied except that ϕn tends steadily to a positive limit l, then the series (1)nϕn oscillates finitely.

6. Alteration of the sum of a conditionally convergent series by rearrangement of the terms. Let s be the sum of the series 112+1314+, and s2n the sum of its first 2n terms, so that lims2n=s.

Now consider the series (1)1+1312+15+1714+ in which two positive terms are followed by one negative term, and let t3n denote the sum of the first 3n terms. Then t3n=1+13++14n1121412n=s2n+12n+1+12n+3++14n1.

Now lim[12n+112n+2+12n+3+14n114n]=0, since the sum of the terms inside the bracket is clearly less than n/(2n+1)(2n+2); and lim(12n+2+12n+4++14n)=12lim1nr=1n11+(r/n)=1212dxx, by § 156 and § 158. Hence limt3n=s+1212dxx, and it follows that the sum of the series is not s, but the right-hand side of the last equation. Later on we shall give the actual values of the sums of the two series: see § 213 and Ch. IX, Misc. Ex. 19.

It can indeed be proved that a conditionally convergent series can always be so rearranged as to converge to any sum whatever, or to diverge to or to . For a proof we may refer to Bromwich’s Infinite Series, p. 68.

7. The series 1+1312+15+1714+ diverges to . [Here t3n=s2n+12n+1+12n+3++14n1>s2n+n4n1, where s2n=112+12n, which tends to a limit as n.]


186–187. Conditionally convergent series Main Page 189. Abel’s and Dirichlet’s Tests of Convergence