Friday, 17 July 2015

limits - Prove that the alternating series converges.




Given that
lim,
show that
\sum_{n=1}^{\infty}{\left(-1\right)^{n}b_{n}}\left(b_{n}>0\right)

converges.




Using the definition of limit of sequence, I can prove that \left\{b_n\right\} is monotonically decreasing when n is large enough. But how to prove \lim_{n\rightarrow\infty}b_n=0?


Answer



Given 0 < r < \lambda, there exists N such that if n \geqslant N we have



n \left(\frac{b_n}{b_{n+1}}-1 \right)> r \\ \implies \frac{b_n}{b_{n+1}} > 1 + \frac{r}{n}.



Hence for all m > N it follows that




\frac{b_N}{b_m} > \prod_{k=N}^{m-1}\left(1 + \frac{r}{k} \right).



The infinite product on the RHS diverges to + \infty as m \to \infty since \sum 1/k diverges. Therefore, b_m converges to 0.


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