Alternating series test
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In mathematical analysis, the alternating series test is the method used to prove that an alternating series with terms that decrease in absolute value is a convergent series. The test was used by Gottfried Leibniz and is sometimes known as Leibniz's test, Leibniz's rule, or the Leibniz criterion.
A series of the form
where either all an are positive or all an are negative, is called an alternating series.
Moreover, let L denote the sum of the series, then the partial sum
approximates L with error bounded by the next omitted term:
Suppose we are given a series of the form , where and for all natural numbers n. (The case follows by taking the negative.)
Proof of convergence
We will prove that both the partial sums with odd number of terms, and with even number of terms, converge to the same number L. Thus the usual partial sum also converges to L.
The odd partial sums decrease monotonically:
while the even partial sums increase monotonically:
both because an decreases monotonically with n.
Moreover, since an are positive, . Thus we can collect these facts to form the following suggestive inequality:
Now, note that a1 − a2 is a lower bound of the monotonically decreasing sequence S2m+1, the monotone convergence theorem then implies that this sequence converges as m approaches infinity. Similarly, the sequence of even partial sum converges too.
Finally, they must converge to the same number because
Call the limit L, then the monotone convergence theorem also tells us extra information that
for any m. This means the partial sums of an alternating series also "alternates" above and below the final limit. More precisely, when there is an odd (even) number of terms, i.e. the last term is a plus (minus) term, then the partial sum is above (below) the final limit.
This understanding leads immediately to an error bound of partial sums, shown below.
Proof of partial sum error bound
We would like to show by splitting into two cases.
When k = 2m+1, i.e. odd, then
When k = 2m, i.e. even, then
Both cases rely essentially on the last inequality derived in the previous proof.
For a generalization, see Dirichlet's test.
All of the conditions in the test, namely convergence to zero and monotonicity, should be met in order for the conclusion to be true. For example, take the series
The signs are alternating and the terms tend to zero. However, monotonicity is not present and we cannot apply the test. Actually the series is divergent. Indeed, for the partial sum we have which is twice the partial sum of the harmonic series, which is divergent. Hence the original series is divergent.
- ^ In practice, the first few terms may increase. What is important is that for all after some point.
- Konrad Knopp (1956) Infinite Sequences and Series, § 3.4, Dover Publications ISBN 0-486-60153-6
- Konrad Knopp (1990) Theory and Application of Infinite Series, § 15, Dover Publications ISBN 0-486-66165-2
- E. T. Whittaker & G. N. Watson (1963) A Course in Modern Analysis, 4th edition, §2.3, Cambridge University Press ISBN 0-521-58807-3