Cauchy condensation test explained

Cauchy condensation test should not be confused with Cauchy's convergence test.

f(n)

of non-negative real numbers, the series \sum\limits_^ f(n) converges if and only if the "condensed" series \sum\limits_^ 2^ f(2^) converges. Moreover, if they converge, the sum of the condensed series is no more than twice as large as the sum of the original.

Estimate

The Cauchy condensation test follows from the stronger estimate, \sum_^ f(n) \leq \sum_^ 2^n f(2^n) \leq\ 2\sum_^ f(n),which should be understood as an inequality of extended real numbers. The essential thrust of a proof follows, patterned after Oresme's proof of the divergence of the harmonic series.

To see the first inequality, the terms of the original series are rebracketed into runs whose lengths are powers of two, and then each run is bounded above by replacing each term by the largest term in that run. That term is always the first one, since by assumption the terms are non-increasing.\begin\displaystyle\sum\limits_^ f(n) & = &f(1) & + & f(2) + f(3) & + & f(4) + f(5) + f(6) + f(7) & + & \cdots \\ & = &f(1) & + & \Big(f(2) + f(3)\Big) & + & \Big(f(4) + f(5) + f(6) + f(7)\Big) & + &\cdots \\ & \leq &f(1) & + & \Big(f(2) + f(2)\Big) & + & \Big(f(4) + f(4) + f(4) + f(4)\Big) & + &\cdots \\ & = &f(1) & + & 2 f(2) & + & 4 f(4)& + &\cdots = \sum\limits_^ 2^ f(2^)\end

To see the second inequality, these two series are again rebracketed into runs of power of two length, but "offset" as shown below, so that the run of 2 \sum_^ f(n) which begins with f(2^) lines up with the end of the run of \sum_^ 2^ f(2^) which ends with f(2^), so that the former stays always "ahead" of the latter.\begin\sum_^ 2^f(2^) & = f(1) + \Big(f(2) + f(2)\Big) + \Big(f(4) + f(4) + f(4) +f(4)\Big) + \cdots \\& = \Big(f(1) + f(2)\Big) + \Big(f(2) + f(4) + f(4) + f(4)\Big) + \cdots \\& \leq \Big(f(1) + f(1)\Big) + \Big(f(2) + f(2)\Big) + \Big(f(3) + f(3)\Big) + \cdots = 2 \sum_^ f(n)\end

Integral comparison

The "condensation" transformation f(n) \rarr 2^ f(2^) recalls the integral variable substitution x \rarr e^ yielding f(x)\,\mathrmx \rarr e^ f(e^)\,\mathrmx.

f

, that \sum\limits_^f(n) converges if and only if
infty
\displaystyle\int
1

f(x)dx

converges. The substitution x\rarr 2^x yields the integral

\displaystylelog

infty
2 \int
2

2xf(2x)dx

. We then notice that

\displaystylelog

infty
2 \int
2

2xf(2x)dx<log

infty
2 \int
0

2xf(2x)dx

, where the right hand side comes from applying the integral test to the condensed series \sum\limits_^ 2^f(2^). Therefore, \sum\limits_^ f(n) converges if and only if \sum\limits_^ 2^f(2^) converges.

Examples

The test can be useful for series where appears as in a denominator in . For the most basic example of this sort, the harmonic series \sum_^ 1/n is transformed into the series \sum 1, which clearly diverges.

As a more complex example, takef(n) := n^ (\log n)^ (\log \log n)^.

Here the series definitely converges for, and diverges for . When, the condensation transformation gives the series\sum n^ (\log n)^.

The logarithms "shift to the left". So when, we have convergence for, divergence for . When the value of enters.

This result readily generalizes: the condensation test, applied repeatedly, can be used to show that for

k=1,2,3,\ldots

, the generalized Bertrand series \sum_ \frac \quad\quad (N=\lfloor \exp^ (0) \rfloor+1) converges for

\alpha>1

and diverges for

0<\alpha\leq1

.[1] Here

f\circ

denotes the th iterate of a function

f

, so that f^ (x) := \beginf(f^(x)), & m=1, 2, 3,\ldots; \\x, & m = 0.\endThe lower limit of the sum,

N

, was chosen so that all terms of the series are positive. Notably, these series provide examples of infinite sums that converge or diverge arbitrarily slowly. For instance, in the case of

k=2

and

\alpha=1

, the partial sum exceeds 10 only after
10100
10
(a googolplex) terms; yet the series diverges nevertheless.

Schlömilch's generalization

A generalization of the condensation test was given by Oskar Schlömilch.[2] Let be a strictly increasing sequence of positive integers such that the ratio of successive differences is bounded: there is a positive real number, for which \ =\ \ <\ N \ \text n.

Then, provided that

f(n)

meets the same preconditions as in Cauchy's convergence test, the convergence of the series \sum_^ f(n) is equivalent to the convergence of\sum_^ \, f(u(n)) \ =\ \sum_^ \Big(u(n1)-u(n)\Big) f(u(n)).

Taking u(n) = 2^n so that \Delta u(n) = u(n1)-u(n) = 2^n, the Cauchy condensation test emerges as a special case.

References

External links

Notes and References

  1. Book: Rudin, Walter . Principles of Mathematical Analysis . McGraw-Hill . 1976 . 0-07-054235-X . New York . 62–63.
  2. Elijah Liflyand, Sergey Tikhonov, & Maria Zeltse (2012) Extending tests for convergence of number series page 7/28 via Brandeis University