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Ratio test

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In mathematics, the ratio test is a test (or "criterion") for the convergence of a series

where each term is a real or complex number and an is nonzero when n is large. The test was first published by Jean le Rond d'Alembert and is sometimes known as d'Alembert's ratio test or as the Cauchy ratio test.[1]

The test

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Decision diagram for the ratio test

The usual form of the test makes use of the limit

(1)

The ratio test states that:

  • if L < 1 then the series converges absolutely;
  • if L > 1 then the series diverges;
  • if L = 1 or the limit fails to exist, then the test is inconclusive, because there exist both convergent and divergent series that satisfy this case.

It is possible to make the ratio test applicable to certain cases where the limit L fails to exist, if limit superior and limit inferior are used. The test criteria can also be refined so that the test is sometimes conclusive even when L = 1. More specifically, let

.

Then the ratio test states that:[2][3]

  • if R < 1, the series converges absolutely;
  • if r > 1, the series diverges; or equivalently if for all large n (regardless of the value of r), the series also diverges; this is because is nonzero and increasing and hence an does not approach zero;
  • the test is otherwise inconclusive.

If the limit L in (1) exists, we must have L = R = r. So the original ratio test is a weaker version of the refined one.

Examples

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Convergent because L < 1

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Consider the series

Applying the ratio test, one computes the limit

Since this limit is less than 1, the series converges.

Divergent because L > 1

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Consider the series

Putting this into the ratio test:

Thus the series diverges.

Inconclusive because L = 1

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Consider the three series

The first series (1 + 1 + 1 + 1 + ⋯) diverges, the second (the one central to the Basel problem) converges absolutely and the third (the alternating harmonic series) converges conditionally. However, the term-by-term magnitude ratios of the three series are       and   . So, in all three, the limit is equal to 1. This illustrates that when L = 1, the series may converge or diverge: the ratio test is inconclusive. In such cases, more refined tests are required to determine convergence or divergence.

Proof

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In this example, the ratio of adjacent terms in the blue sequence converges to L=1/2. We choose r = (L+1)/2 = 3/4. Then the blue sequence is dominated by the red sequence rk for all n ≥ 2. The red sequence converges, so the blue sequence does as well.

Below is a proof of the validity of the generalized ratio test.

Suppose that . We also suppose that has infinite non-zero members, otherwise the series is just a finite sum hence it converges. Then there exists some such that there exists a natural number satisfying and for all , because if no such exists then there exists arbitrarily large satisfying for every , then we can find a subsequence satisfying , but this contradicts the fact that is the limit inferior of as , implying the existence of . Then we notice that for , . Notice that so as and , this implies diverges so the series diverges by the n-th term test.
Now suppose . Similiar to the above case, we may find a natural number and a such that for . Then The series is the geometric series with common ratio , hence which is finite. The sum is a finite sum and hence it is bounded, this implies the series converges by the monotone convergence theorem and the series converges by the absolute convergence test.
When the limit exists and equals to then , this gives the original ratio test.

Extensions for L = 1

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As seen in the previous example, the ratio test may be inconclusive when the limit of the ratio is 1. Extensions to the ratio test, however, sometimes allow one to deal with this case.[4][5][6][7][8][9][10][11]

In all the tests below one assumes that Σan is a sum with positive an. These tests also may be applied to any series with a finite number of negative terms. Any such series may be written as:

where aN is the highest-indexed negative term. The first expression on the right is a partial sum which will be finite, and so the convergence of the entire series will be determined by the convergence properties of the second expression on the right, which may be re-indexed to form a series of all positive terms beginning at n=1.

Each test defines a test parameter (ρn) which specifies the behavior of that parameter needed to establish convergence or divergence. For each test, a weaker form of the test exists which will instead place restrictions upon limn->∞ρn.

All of the tests have regions in which they fail to describe the convergence properties of Σan. In fact, no convergence test can fully describe the convergence properties of the series.[4][10] This is because if Σan is convergent, a second convergent series Σbn can be found which converges more slowly: i.e., it has the property that limn->∞ (bn/an) = ∞. Furthermore, if Σan is divergent, a second divergent series Σbn can be found which diverges more slowly: i.e., it has the property that limn->∞ (bn/an) = 0. Convergence tests essentially use the comparison test on some particular family of an, and fail for sequences which converge or diverge more slowly.

De Morgan hierarchy

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Augustus De Morgan proposed a hierarchy of ratio-type tests[4][9]

The ratio test parameters () below all generally involve terms of the form . This term may be multiplied by to yield . This term can replace the former term in the definition of the test parameters and the conclusions drawn will remain the same. Accordingly, there will be no distinction drawn between references which use one or the other form of the test parameter.

1. d'Alembert's ratio test

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The first test in the De Morgan hierarchy is the ratio test as described above.

2. Raabe's test

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This extension is due to Joseph Ludwig Raabe. Define:

(and some extra terms, see Ali, Blackburn, Feld, Duris (none), Duris2)[clarification needed]

The series will:[7][10][9]

  • Converge when there exists a c>1 such that for all n>N.
  • Diverge when for all n>N.
  • Otherwise, the test is inconclusive.

For the limit version,[12] the series will:

  • Converge if (this includes the case ρ = ∞)
  • Diverge if .
  • If ρ = 1, the test is inconclusive.

When the above limit does not exist, it may be possible to use limits superior and inferior.[4] The series will:

  • Converge if
  • Diverge if
  • Otherwise, the test is inconclusive.
Proof of Raabe's test
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Defining , we need not assume the limit exists; if , then diverges, while if the sum converges.

The proof proceeds essentially by comparison with . Suppose first that . Of course if then for large , so the sum diverges; assume then that . There exists such that for all , which is to say that . Thus , which implies that for ; since this shows that diverges.

The proof of the other half is entirely analogous, with most of the inequalities simply reversed. We need a preliminary inequality to use in place of the simple that was used above: Fix and . Note that . So ; hence .

Suppose now that . Arguing as in the first paragraph, using the inequality established in the previous paragraph, we see that there exists such that for ; since this shows that converges.

3. Bertrand's test

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This extension is due to Joseph Bertrand and Augustus De Morgan.

Defining:

Bertrand's test[4][10] asserts that the series will:

  • Converge when there exists a c>1 such that for all n>N.
  • Diverge when for all n>N.
  • Otherwise, the test is inconclusive.

For the limit version, the series will:

  • Converge if (this includes the case ρ = ∞)
  • Diverge if .
  • If ρ = 1, the test is inconclusive.

When the above limit does not exist, it may be possible to use limits superior and inferior.[4][9][13] The series will:

  • Converge if
  • Diverge if
  • Otherwise, the test is inconclusive.

4. Extended Bertrand's test

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This extension probably appeared at the first time by Margaret Martin in 1941.[14] A short proof based on Kummer's test and without technical assumptions (such as existence of the limits, for example) was provided by Vyacheslav Abramov in 2019.[15]

Let be an integer, and let denote the th iterate of natural logarithm, i.e. and for any , .

Suppose that the ratio , when is large, can be presented in the form

(The empty sum is assumed to be 0. With , the test reduces to Bertrand's test.)

The value can be presented explicitly in the form

Extended Bertrand's test asserts that the series

  • Converge when there exists a such that for all .
  • Diverge when for all .
  • Otherwise, the test is inconclusive.

For the limit version, the series

  • Converge if (this includes the case )
  • Diverge if .
  • If , the test is inconclusive.

When the above limit does not exist, it may be possible to use limits superior and inferior. The series

  • Converge if
  • Diverge if
  • Otherwise, the test is inconclusive.

For applications of Extended Bertrand's test see birth–death process.

5. Gauss's test

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This extension is due to Carl Friedrich Gauss.

Assuming an > 0 and r > 1, if a bounded sequence Cn can be found such that for all n:[5][7][9][10]

then the series will:

  • Converge if
  • Diverge if

6. Kummer's test

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This extension is due to Ernst Kummer.

Let ζn be an auxiliary sequence of positive constants. Define

Kummer's test states that the series will:[5][6][10][11]

  • Converge if there exists a such that for all n>N. (Note this is not the same as saying )
  • Diverge if for all n>N and diverges.

For the limit version, the series will:[16][7][9]

  • Converge if (this includes the case ρ = ∞)
  • Diverge if and diverges.
  • Otherwise the test is inconclusive

When the above limit does not exist, it may be possible to use limits superior and inferior.[4] The series will

  • Converge if
  • Diverge if and diverges.
Special cases
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All of the tests in De Morgan's hierarchy except Gauss's test can easily be seen as special cases of Kummer's test:[4]

  • For the ratio test, let ζn=1. Then:
  • For Raabe's test, let ζn=n. Then:
  • For Bertrand's test, let ζn=n ln(n). Then:
Using and approximating for large n, which is negligible compared to the other terms, may be written:
  • For Extended Bertrand's test, let From the Taylor series expansion for large we arrive at the approximation

where the empty product is assumed to be 1. Then,

Hence,

Note that for these four tests, the higher they are in the De Morgan hierarchy, the more slowly the series diverges.

Proof of Kummer's test
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If then fix a positive number . There exists a natural number such that for every

Since , for every

In particular for all which means that starting from the index the sequence is monotonically decreasing and positive which in particular implies that it is bounded below by 0. Therefore, the limit

exists.

This implies that the positive telescoping series

is convergent,

and since for all

by the direct comparison test for positive series, the series is convergent.

On the other hand, if , then there is an N such that is increasing for . In particular, there exists an for which for all , and so diverges by comparison with .

Tong's modification of Kummer's test

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A new version of Kummer's test was established by Tong.[6] See also [8] [11][17] for further discussions and new proofs. The provided modification of Kummer's theorem characterizes all positive series, and the convergence or divergence can be formulated in the form of two necessary and sufficient conditions, one for convergence and another for divergence.

  • Series converges if and only if there exists a positive sequence , , such that
  • Series diverges if and only if there exists a positive sequence , , such that and

The first of these statements can be simplified as follows: [18]

  • Series converges if and only if there exists a positive sequence , , such that

The second statement can be simplified similarly:

  • Series diverges if and only if there exists a positive sequence , , such that and

However, it becomes useless, since the condition in this case reduces to the original claim

Frink's ratio test

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Another ratio test that can be set in the framework of Kummer's theorem was presented by Orrin Frink[19] 1948.

Suppose is a sequence in ,

  • If , then the series converges absolutely.
  • If there is such that for all , then diverges.

This result reduces to a comparison of with a power series , and can be seen to be related to Raabe's test.[20]

Ali's second ratio test

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A more refined ratio test is the second ratio test:[7][9] For define:

By the second ratio test, the series will:

  • Converge if
  • Diverge if
  • If then the test is inconclusive.

If the above limits do not exist, it may be possible to use the limits superior and inferior. Define:

Then the series will:

  • Converge if
  • Diverge if
  • If then the test is inconclusive.

Ali's mth ratio test

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This test is a direct extension of the second ratio test.[7][9] For and positive define:

By the th ratio test, the series will:

  • Converge if
  • Diverge if
  • If then the test is inconclusive.

If the above limits do not exist, it may be possible to use the limits superior and inferior. For define:

Then the series will:

  • Converge if
  • Diverge if
  • If , then the test is inconclusive.

Ali--Deutsche Cohen φ-ratio test

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This test is an extension of the th ratio test.[21]

Assume that the sequence is a positive decreasing sequence.

Let be such that exists. Denote , and assume .

Assume also that

Then the series will:

  • Converge if
  • Diverge if
  • If , then the test is inconclusive.

See also

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Footnotes

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  1. ^ Weisstein, Eric W. "Ratio Test". MathWorld.
  2. ^ Rudin 1976, §3.34
  3. ^ Apostol 1974, §8.14
  4. ^ a b c d e f g h Bromwich, T. J. I'A (1908). An Introduction To The Theory of Infinite Series. Merchant Books.
  5. ^ a b c Knopp, Konrad (1954). Theory and Application of Infinite Series. London: Blackie & Son Ltd.
  6. ^ a b c Tong, Jingcheng (May 1994). "Kummer's Test Gives Characterizations for Convergence or Divergence of all Positive Series". The American Mathematical Monthly. 101 (5): 450–452. doi:10.2307/2974907. JSTOR 2974907.
  7. ^ a b c d e f Ali, Sayel A. (2008). "The mth Ratio Test: New Convergence Test for Series". The American Mathematical Monthly. 115 (6): 514–524. doi:10.1080/00029890.2008.11920558. S2CID 16336333. Retrieved 4 September 2024.
  8. ^ a b Samelson, Hans (November 1995). "More on Kummer's Test". The American Mathematical Monthly. 102 (9): 817–818. doi:10.2307/2974510. JSTOR 2974510.
  9. ^ a b c d e f g h Blackburn, Kyle (4 May 2012). "The mth Ratio Convergence Test and Other Unconventional Convergence Tests" (PDF). University of Washington College of Arts and Sciences. Retrieved 27 November 2018.
  10. ^ a b c d e f Ďuriš, František (2009). Infinite series: Convergence tests (Bachelor's thesis). Katedra Informatiky, Fakulta Matematiky, Fyziky a Informatiky, Univerzita Komenského, Bratislava. Retrieved 28 November 2018.
  11. ^ a b c Ďuriš, František (2 February 2018). "On Kummer's test of convergence and its relation to basic comparison tests". arXiv:1612.05167 [math.HO].
  12. ^ Weisstein, Eric W. "Raabe's Test". MathWorld.
  13. ^ Weisstein, Eric W. "Bertrand's Test". MathWorld.
  14. ^ Martin, Margaret (1941). "A sequence of limit tests for the convergence of series" (PDF). Bulletin of the American Mathematical Society. 47 (6): 452–457. doi:10.1090/S0002-9904-1941-07477-X.
  15. ^ Abramov, Vyacheslav M. (May 2020). "Extension of the Bertrand–De Morgan test and its application". The American Mathematical Monthly. 127 (5): 444–448. arXiv:1901.05843. doi:10.1080/00029890.2020.1722551. S2CID 199552015.
  16. ^ Weisstein, Eric W. "Kummer's Test". MathWorld.
  17. ^ Abramov, Vyacheslav, M. (21 June 2021). "A simple proof of Tong's theorem". arXiv:2106.13808 [math.HO].{{cite arXiv}}: CS1 maint: multiple names: authors list (link)
  18. ^ Abramov, Vyacheslav M. (May 2022). "Evaluating the sum of convergent positive series" (PDF). Publications de l'Institut Mathématique. Nouvelle Série. 111 (125): 41–53. doi:10.2298/PIM2225041A. S2CID 237499616.
  19. ^ Frink, Orrin (October 1948). "A ratio test". Bulletin of the American Mathematical Society. 54 (10): 953–953.
  20. ^ Stark, Marceli (1949). "On the ratio test of Frink". Colloquium Mathematicum. 2 (1): 46–47.
  21. ^ Ali, Sayel; Cohen, Marion Deutsche (2012). "phi-ratio tests". Elemente der Mathematik. 67 (4): 164–168. doi:10.4171/EM/206.

References

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