Infinite Series and Convergence

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An infinite series n=1an\sum_{n=1}^{\infty} a_n is defined as the limit of its partial sums SN=a1+a2++aNS_N = a_1 + a_2 + \dots + a_N. The series converges to SS exactly when the sequence (SN)(S_N) converges to SS; otherwise it diverges.

The cleanest case is the geometric series n=0arn\sum_{n=0}^{\infty} a\,r^{n}. When r<1|r| < 1 it converges, with the closed form

n=0arn=a1r.\sum_{n=0}^{\infty} a\,r^{n} = \frac{a}{1 - r}.

When r1|r| \ge 1 the terms do not shrink to 00 and the series diverges.

Worked example. n=0(12)n=1+12+14+\displaystyle \sum_{n=0}^{\infty} \left(\tfrac12\right)^{n} = 1 + \tfrac12 + \tfrac14 + \dots has a=1a = 1, r=12r = \tfrac12, so the sum is 1112=2\dfrac{1}{1 - \frac12} = 2.

Two workhorse tests: the nnth-term test (if an↛0a_n \not\to 0, the series diverges) and the pp-series fact (1np\sum \frac{1}{n^p} converges iff p>1p > 1). The harmonic series 1n\sum \frac1n is the famous knife-edge: its terms shrink to 00, yet it diverges.