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− | The Cauchy criterion for the convergence of a series: Given a series <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c0208401.png" /> with non-negative real terms, if there exists a number <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c0208402.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c0208403.png" />, such that, for all sufficiently large <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c0208404.png" />, one has the inequality <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c0208405.png" />, which is equivalent to the condition <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c0208406.png" />, then the series is convergent. Conversely, if for all sufficiently large <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c0208407.png" /> one has the inequality <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c0208408.png" />, or even the weaker condition: There exists a subsequence <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c0208409.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084010.png" /> with terms satisfying the inequality <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084011.png" />, then the series is divergent.
| + | {{MSC|40A05}} |
| + | {{TEX|done}} |
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− | In particular, if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084012.png" /> exists and is <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084013.png" />, then the series <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084014.png" /> is convergent; if it is <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084015.png" />, then the series <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084016.png" /> is divergent. This was proved by A.L. Cauchy . In the case of a series <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084017.png" /> with terms <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084018.png" /> of arbitrary sign, the condition <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084019.png" /> implies that the series is divergent; if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084020.png" />, the series is absolutely convergent.
| + | The term is used for several tests which can be used to determine whether a series of real numbers converges or diverges. These tests are sometimes called Cauchy criteria. However, the latter term is most commonly used for a characterization of convergent sequences in the Euclidean space (and in general in complete metric spaces, see [[Cauchy criteria]]). |
− | | |
− | The integral Cauchy test, or the Cauchy–MacLaurin integral criterion: Given a series <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084021.png" /> with non-negative real terms, if there exists a non-increasing non-negative function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084022.png" />, defined for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084023.png" />, such that <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084024.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084025.png" /> then the series is convergent if and only if the integral <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084026.png" /> is convergent. This test was first presented in a geometrical form by C. MacLaurin [[#References|[2]]], and later rediscovered by A.L. Cauchy [[#References|[3]]].
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− | | |
− | ====References====
| |
− | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> A.L. Cauchy, "Analyse algébrique" , Gauthier-Villars (1821) pp. 132–135 (German translation: Springer, 1885)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> C. MacLaurin, "Treatise of fluxions" , '''1''' , Edinburgh (1742) pp. 289–290</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> A.L. Cauchy, "Sur la convergence des séries" , ''Oeuvres complètes Ser. 2'' , '''7''' , Gauthier-Villars (1889) pp. 267–279</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> S.M. Nikol'skii, "A course of mathematical analysis" , '''1''' , MIR (1977) (Translated from Russian)</TD></TR></table>
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| | | |
| + | ====Cauchy criterion==== |
| + | A series $\sum a_i$ of real numbers converges if and only if for every $\varepsilon$ there is an $N$ such that |
| + | \[ |
| + | \left|\sum_{i=m}^n a_i\right| < \varepsilon \qquad \forall m, n \geq N\, . |
| + | \] |
| | | |
| + | ====Root test==== |
| + | Let $\sum a_i$ be a series. If |
| + | \[ |
| + | \limsup_{n\to\infty} \left|a_n\right|^{1/n} < 1 |
| + | \] |
| + | then the series converges absolutely. If |
| + | \[ |
| + | \limsup_{n\to \infty} \left|a_n\right|^{1/n} > 1 |
| + | \] |
| + | then the series diverges. |
| | | |
− | ====Comments====
| + | When |
− | See also [[Cauchy criteria|Cauchy criteria]]. The following is also known as Cauchy's condensation test or Cauchy's convergence theorem (criterion): If the terms <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084027.png" /> of a series <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084028.png" /> form a monotone decreasing sequence, then <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084029.png" /> and
| + | \[ |
| + | \limsup_{n\to \infty} |a_n|^{a/n} = 1 |
| + | \] |
| + | it is possible that the series diverges, converges (but not absolutely) and converges absolutely. In particular, consider the series |
| + | \begin{eqnarray} |
| + | &\sum_{n=1}^\infty \frac{1}{n}\label{e:harmonic}\\ |
| + | &\sum_{n=1}^\infty (-1)^n \frac{1}{n}\label{e:harmonic_-}\\ |
| + | &\sum_{n=1}^\infty \frac{1}{n^2}\, . |
| + | \end{eqnarray} |
| + | In all these cases |
| + | \[ |
| + | \lim_{n\to \infty} |a_n|^{1/n} =1\, . |
| + | \] |
| + | However the first series diverges, the second converges, but not absolutely, and the third converges absolutely. |
| | | |
− | <table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/c/c020/c020840/c02084030.png" /></td> </tr></table>
| + | ====Cauchy-MacLaurin integral test==== |
| + | Let $f: [0, \infty[\to \mathbb R$ be a nonincreasing nonnegative function. Then the series $\sum f(n)$ converges if and only if the integral |
| + | \[ |
| + | \int_0^\infty f(x)\, dx |
| + | \] |
| + | is finite. |
| | | |
− | are [[Equiconvergent series|equiconvergent series]], i.e. both converge or both diverge (cf. [[#References|[a1]]], [[#References|[a2]]]).
| + | ====Cauchy condensation test==== |
| + | Let $\{a_n\}$ be a monotone vanishing sequence of nonnegative real numbers. Then $\sum_n a_n$ converges if and only if the following series converges |
| + | \[ |
| + | \sum_{n=0}^\infty 2^n a_{2^n}\, . |
| + | \] |
| | | |
| ====References==== | | ====References==== |
− | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> K. Knopp, "Theorie und Anwendung der unendlichen Reihen" , Springer (1964) (English translation: Blackie, 1951 & Dover, reprint, 1990)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> G.H. Hardy, "A course of pure mathematics" , Cambridge Univ. Press (1975)</TD></TR></table>
| + | {| |
| + | |- |
| + | |valign="top"|{{Ref|Ca1}}|| A.L. Cauchy, "Analyse algébrique" , Gauthier-Villars (1821) (German translation: Springer, 1885) |
| + | |- |
| + | |valign="top"|{{Ref|Ca2}}|| A.L. Cauchy, "Sur la convergence des séries" , ''Oeuvres complètes Ser. 2'' , '''7''' , Gauthier-Villars (1889) pp. 267–279 |
| + | |- |
| + | |valign="top"|{{Ref|Ha}}|| G.H. Hardy, "A course of pure mathematics" , Cambridge Univ. Press (1975) |
| + | |- |
| + | |valign="top"|{{Ref|Kn}}|| K. Knopp, "Theorie und Anwendung der unendlichen Reihen" , Springer (1964) (English translation: Blackie, 1951 & Dover, reprint, 1990) |
| + | |- |
| + | |valign="top"|{{Ref|ML}}|| C. MacLaurin, "Treatise of fluxions" , '''1''' , Edinburgh (1742) pp. 289–290 |
| + | |- |
| + | |valign="top"|{{Ref|Ni}}|| S.M. Nikol'skii, "A course of mathematical analysis" , '''1–2''' , MIR (1977) (Translated from Russian) |
| + | |- |
| + | |} |
2020 Mathematics Subject Classification: Primary: 40A05 [MSN][ZBL]
The term is used for several tests which can be used to determine whether a series of real numbers converges or diverges. These tests are sometimes called Cauchy criteria. However, the latter term is most commonly used for a characterization of convergent sequences in the Euclidean space (and in general in complete metric spaces, see Cauchy criteria).
Cauchy criterion
A series $\sum a_i$ of real numbers converges if and only if for every $\varepsilon$ there is an $N$ such that
\[
\left|\sum_{i=m}^n a_i\right| < \varepsilon \qquad \forall m, n \geq N\, .
\]
Root test
Let $\sum a_i$ be a series. If
\[
\limsup_{n\to\infty} \left|a_n\right|^{1/n} < 1
\]
then the series converges absolutely. If
\[
\limsup_{n\to \infty} \left|a_n\right|^{1/n} > 1
\]
then the series diverges.
When
\[
\limsup_{n\to \infty} |a_n|^{a/n} = 1
\]
it is possible that the series diverges, converges (but not absolutely) and converges absolutely. In particular, consider the series
\begin{eqnarray}
&\sum_{n=1}^\infty \frac{1}{n}\label{e:harmonic}\\
&\sum_{n=1}^\infty (-1)^n \frac{1}{n}\label{e:harmonic_-}\\
&\sum_{n=1}^\infty \frac{1}{n^2}\, .
\end{eqnarray}
In all these cases
\[
\lim_{n\to \infty} |a_n|^{1/n} =1\, .
\]
However the first series diverges, the second converges, but not absolutely, and the third converges absolutely.
Cauchy-MacLaurin integral test
Let $f: [0, \infty[\to \mathbb R$ be a nonincreasing nonnegative function. Then the series $\sum f(n)$ converges if and only if the integral
\[
\int_0^\infty f(x)\, dx
\]
is finite.
Cauchy condensation test
Let $\{a_n\}$ be a monotone vanishing sequence of nonnegative real numbers. Then $\sum_n a_n$ converges if and only if the following series converges
\[
\sum_{n=0}^\infty 2^n a_{2^n}\, .
\]
References
[Ca1] |
A.L. Cauchy, "Analyse algébrique" , Gauthier-Villars (1821) (German translation: Springer, 1885)
|
[Ca2] |
A.L. Cauchy, "Sur la convergence des séries" , Oeuvres complètes Ser. 2 , 7 , Gauthier-Villars (1889) pp. 267–279
|
[Ha] |
G.H. Hardy, "A course of pure mathematics" , Cambridge Univ. Press (1975)
|
[Kn] |
K. Knopp, "Theorie und Anwendung der unendlichen Reihen" , Springer (1964) (English translation: Blackie, 1951 & Dover, reprint, 1990)
|
[ML] |
C. MacLaurin, "Treatise of fluxions" , 1 , Edinburgh (1742) pp. 289–290
|
[Ni] |
S.M. Nikol'skii, "A course of mathematical analysis" , 1–2 , MIR (1977) (Translated from Russian)
|