Limit comparison test

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In mathematics, the limit comparison test (LCT) (in contrast with the related direct comparison test) is a method of testing for the convergence of an infinite series.

Statement

Suppose that we have two series Σnan and Σnbn with an0,bn>0 for all n. Then if limnanbn=c with 0<c<, then either both series converge or both series diverge.[1]

Proof

Because limnanbn=c we know that for every ε>0 there is a positive integer n0 such that for all nn0 we have that |anbnc|<ε, or equivalently

ε<anbnc<ε
cε<anbn<c+ε
(cε)bn<an<(c+ε)bn

As c>0 we can choose ε to be sufficiently small such that cε is positive. So bn<1cεan and by the direct comparison test, if nan converges then so does nbn.

Similarly an<(c+ε)bn, so if nbn diverges, again by the direct comparison test, so does nan.

That is, both series converge or both series diverge.

Example

We want to determine if the series n=11n2+2n converges. For this we compare it with the convergent series n=11n2=π26

As limn1n2+2nn21=1>0 we have that the original series also converges.

One-sided version

One can state a one-sided comparison test by using limit superior. Let an,bn0 for all n. Then if lim supnanbn=c with 0c< and Σnbn converges, necessarily Σnan converges.

Example

Let an=1(1)nn2 and bn=1n2 for all natural numbers n. Now limnanbn=limn(1(1)n) does not exist, so we cannot apply the standard comparison test. However, lim supnanbn=lim supn(1(1)n)=2[0,) and since n=11n2 converges, the one-sided comparison test implies that n=11(1)nn2 converges.

Converse of the one-sided comparison test

Let an,bn0 for all n. If Σnan diverges and Σnbn converges, then necessarily lim supnanbn=, that is, lim infnbnan=0. The essential content here is that in some sense the numbers an are larger than the numbers bn.

Example

Let f(z)=n=0anzn be analytic in the unit disc D={z:|z|<1} and have image of finite area. By Parseval's formula the area of the image of f is proportional to n=1n|an|2. Moreover, n=11/n diverges. Therefore, by the converse of the comparison test, we have lim infnn|an|21/n=lim infn(n|an|)2=0, that is, lim infnn|an|=0.

See also

References

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Further reading

  • Rinaldo B. Schinazi: From Calculus to Analysis. Springer, 2011, Template:Isbn, pp. 50
  • Michele Longo and Vincenzo Valori: The Comparison Test: Not Just for Nonnegative Series. Mathematics Magazine, Vol. 79, No. 3 (Jun., 2006), pp. 205–210 (JSTOR)
  • J. Marshall Ash: The Limit Comparison Test Needs Positivity. Mathematics Magazine, Vol. 85, No. 5 (December 2012), pp. 374–375 (JSTOR)

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