Consider These Two Convergent Series:

1 1 1 1 1 1 1 1 1 1 1
1− + − + − + − + − + − + ... = ln 2
2 3 4 5 6 7 8 9 10 11 12
1 1 1 1 1 1 1
− + − + − + ... = ln 2
2 4 6 8 10 12 2
Add these to get still another convergent series:
1 1 1 1 1 1 1 1 3
1 + − + + − + + − + ... = ln 2,
3 2 5 7 4 9 11 6 2
the same terms as the first series, but with a different sum.

Commutativity is not guaranteed for series.

As a matter of fact, this series can be rearranged
to converge to any number,
to diverge to ±∞,
or to do nothing special at all.
 To rearrange for convergence to the number 13, for example,
we can do the following:
Line up the positive and negative terms separately,
larger before smaller:
1 1 1 1 1 1 1
1+ + + + + + + + ...
3 5 7 9 11 13 15
1 1 1 1 1 1 1
− − − − − − − − ...
2 4 6 8 10 12 14
Starting from a sum equal to zero, with no terms at all,

add the first positive term(s) until the sum passes 13:
1 1 1
1 + + + ... + = 13.000000000015178452,
3 5 54947122713
13
then add the first negative term(s) until the sum is below 13:
1 1 1
1 + + + ... +
3 5 54947122713
1
− = 12.50000000001517845
2
then add the next positive term(s) until the sum is above 13
1 1 1
again: 1 + + + ... +
3 5 54947122713
1
−
2
1 1
+ + ... + = 13.00000000000320933
54947122715 149361765195
13
then add the next negative term(s) until the sum is below 13
again:
1 1 1
1 + + + ... +
3 5 54947122713
1
−
2
1 1
+ + ... +
54947122715 149361765195
1
− = 12.75000000000320933
4
13
then add the next positive term(s) until the sum is above 13
again:
1 1 1
1 + + + ... +
3 5 54947122713
1
−
2
1 1
+ + ... +
54947122715 149361765195
1
−
4
1 1
+ + ... + = 13.0000000000032838
149361765197 246255919307
13
Each zig-zag cycle will use
at least one previously unused positive term,
and at least one previously unused negative term.

Ultimately, each term in the original series will be used once,

and only once.

After each cycle is completed,

the sums will lie forever within the interval
between 13 minus the last negative term just used, on the left,
and 13 plus the last positive term just used, on the right.

Since the terms approach zero, the sums eventually will be

confined to the interval (13 − , 13 + ), for any positive .
The sum of the positive terms above diverges to ∞,
and the sum of the negative terms above diverges to −∞.

These facts were useful in guaranteeing that each zig and each
zag would be sure to cross over to the other side of 13.
This is a constructive use of divergence.

The convergence of the terms to zero, was important also.

Convergence of the original series was made possible by the

cancellation which took place between its positive terms and its
negative terms.
The sum depended on their order.
Using the procedure of the example it is possible to prove the

Theorem of Riemann.
Every series, whether convergent or not,
having positive terms with a separate sum which diverges,
having negative terms with a separate sum which diverges,
and having its terms converge to zero,
can be rearranged
to converge to any real number, to diverge to ±∞, or whatever.
(1990’s Wording)

There are infinitely many rearrangements possible

which converge to any desired sum.
For example, start with any finite set of terms, in any order,
and then continue on the other terms with the above procedure.
Theorem of Riemann.
Every series, whether convergent or not,
having positive terms with a separate sum which diverges,
having negative terms with a separate sum which diverges,
and having its terms converge to zero,
can be rearranged
to converge to any real number, to diverge to ±∞, or whatever.

Any of these series which converges

shall be called “Conditionally Convergent”,
the condition being the ordering of the terms.

The rest of these series should probably be called “Condition-

ally Divergent”.
On the other hand, consider a series of nonnegative terms.
Recall that it either converges or diverges to infinity,
depending on whether or not
its partial sums have an upper bound.

We can claim the following

Rearrangement Theorems:
A convergent series of nonnegative terms will still converge
to the same sum under any rearrangement.
A divergent series of nonnegative terms will still diverge
to ∞ under any rearrangement.
 ∞
X ∞
X
Proof: Let bj be any rearrangement of ai, in which
j=1 i=1
each term ai is moved to the σ(i)-th position to become bσ(i).
(Note that we have each j equal to σ(i) for some i.)
X∞ ∞
X ∞
X
ai = bσ(i) is also a rearrangement of bj .
i=1 i=1 j=1
m n(m)
X X
Now, for each positive integer m, we have ai ≤ bj ,
where n(m) equals max1≤i≤m σ(i), i=1 j=1

the maximum of σ(1), σ(2), ..., σ(m),

the largest value that σ(i) takes on as i goes from 1 to m,
the index of the farthest-out of bσ(1), bσ(2), ..., bσ(m),
the farthest-out position that any of the terms a1, a2, ..., am
is moved to in the rearranged series.
 m
X
Then the terms of the partial sum ai are included,
i=1
possibly along with some of the later ai-terms,
n(m)
X
among the terms of the partial sum bj .
j=1
m n(m)
X X
Since the all terms are nonnegative, we have ai ≤ bj .
i=1 j=1
∞
X
If ai were to diverge, then for any L > 0
i=1
m n(m)
X X
there would be an m for which L < ai ≤ bj .
i=1 j=1
∞
X
This would be enough to make bj diverge also.
j=1
 ∞
X
If bj were to converge,
j=1
m m n(m) ∞
X X X X
then any partial sum ai would satisfy ai ≤ bj ≤ bj
i=1 i=1 j=1 j=1
∞
X
and thus would be bounded, so that ai would also converge,
i=1
∞
X ∞
X
and we would have ai ≤ bj .
i=1 j=1

Since the a’s are also a rearrangement of the b’s we could now
∞
X ∞
X X∞ X∞
reverse their roles to get bj ≤ ai and ai = bj .
j=1 i=1 i=1 j=1
Any series with positive and/or negative terms can be written
as a difference of nonnegative series:
X X X
an = pn − qn .


a , if a ≥ 0,
n n
For each n, simply let pn equal
0, if an < 0,

0, if an ≥ 0,
and let qn equal
−an, if an < 0,

so that each an equals pn − qn and |an| equals pn + qn.

 P P
If pn and qn both converge,
P P P
then so does |an| = pn + qn .

P P P
Conversely, if |an| converges, then so do pn and qn ,
P P P P
because we have pn ≤ |an| and qn ≤ |an|.

P
The convergence of |an|
P
is called the “Absolute Convergence” of an .

P P P
The subtraction of convergent series, pn − qn = an ,
P
gives us the convergence also of an, itself, and yields the

Theorem:
An absolutely convergent series converges.
Example: A Geometric Series
∞  k
X 1 1 1 8
− = 1

= 1 =
n=0
8 1− − 8
1+ 8
9

Is the convergence absolute?

∞  k  ∞  k
 −1 = 1 1 8
X   X
= 1 = . Yes!
n=0
 8 
n=0
8 1− 8
7

∞  k
X 1 8
We shall say that − converges absolutely to ,
n=0
8 9
8
not to .
7
 A Triangle Inequality for Absolutely Convergent Series:

X X X X X X
− pn − qn ≤ pn − qn ≤ pn + qn
X X X
− |an| ≤ an ≤ |an|

P  P
Theorem:  an ≤
 |an|.

In the previous example

∞  k  ∞  k 
1  8 8 1 
X X
 
 − = < =  −

n=0
8  9 7 n=0
 8 
 X X X
ai = pi − qi

X X
qi < ∞ qi = ∞

X
X ai X
pi < ∞ ai = −∞
Converges
Absolutely

X
ai X
ai = −∞
Converges
X
pi = ∞
X
ai = ∞ Conditionally
X
ai = ∞
 X X X
ai = pi − qi

X X
qi < ∞ qi = ∞

X
X ai X
pi < ∞ ai = −∞
Converges
Absolutely

X
ai X
ai = −∞
Converges
X
pi = ∞
X
ai = ∞ Conditionally
X
ai = ∞
Addition still commutes for absolutely convergent series:

Theorem:
An absolutely convergent series always has the same sum
under any rearrangement.

An Easy Proof, using the rearrangeability of positive series and

the subtraction of convergent series:
X X X X X X
aσ(n) = pσ(n) − qσ(n) = pn − qn = an .
Example:
∞
X 1 1 1 1
=1+ + + + ...
n=1
n2 4 9 16
converges absolutely, because
∞  ∞
1 1 1 1 1
X  X
 = =1+ + + + ...
 n2  n 2 4 9 16
n=1 n=1
converges.

(also because the sum of the positive terms converges,

and the sum of the negative terms converges).

Any convergent positive series converges absolutely.

Example:
∞
X (−1)n 1 1 1
= −1 + − + − ...
n=1
n2 4 9 16
converges absolutely, because
∞  n ∞
 (−1)  1 1 1 1
X  X
 = =1+ + + + ...
 n2  n 2 4 9 16
n=1 n=1
converges.
∞
X (−1)n
The series could also be proven to converge by the
n=1
n2
alternating series test, but that would not have proved that the
convergence was absolute.
Example:
∞
X (−1)n 1 1 1
√ = −1 + √ − √ + − . . .
n=1
n 2 3 2
does not converge absolutely, because
∞  n ∞
 (−1)  1 1 1 1
X  X
 √ = √ = 1 + √ + √ + + ...
n=1
 n 
n=1
n 2 3 2
diverges.
∞
X (−1)n
However, the series √ can be proven to converge
n=1
n
by the alternating series test,
but this convergence is only conditional.
Example:

∞
X sin nθ sin 2θ sin 3θ sin 4θ
= sin θ + + + + ...
n=1
n2 4 9 16

converges absolutely, because

∞  ∞
 sin nθ  1 1 1 1
X  X
 ≤ =1+ + + + ...
 n2  n 2 4 9 16
n=1 n=1

converges.
 π
Example: Let θ be any angle between 0 and .
2
∞
X sin nθ sin 2θ sin 3θ sin 4θ
√ = sin θ + √ + √ + + ...
n=1
n 2 3 2

does not converge absolutely, but it does converge conditionally.

The proof would require a series analogue of integration by

parts
which is not included here.

This example is included to show that there can be conditionally

convergent series which are not alternating.
 X
Recommended procedure for dealing with (−1)k ak ,
if each ak is positive:
X X
k

Check convergence of (−1) ak  = ak
X X
If ak converges, then (−1)k ak converges absolutely.
X X
If ak diverges, then (−1)k ak does not converge
X
absolutely, but you can try to see whether (−1)k ak is
an alternating
X series, anyway.
If (−1)k ak satisfies the alternating series test,
then
X it converges, but only conditionally.
If (−1)k ak doesn’t satisfy the alternating test,
more sophisticated tests may be needed.
 ∞
Y n
Y
A Related Idea: An Infinite Product ak = lim ak
n→∞
k=a k=a

∞  ∞ n
1 k+1 k+1
Y  Y Y
Example: 1− = = lim
k=0
k + 2 k=0
k + 2 n→∞
k=0
k+2
1 2 3 n+1 1
     
= lim ··· = lim = 0.
n→∞ 2 3 4 n+2 n→∞ n + 2
Example:
∞ 
1
Y 
1−
k=0
(k + 2)2
∞
Y (k + 1)(k + 3)
=
k=0
(k + 2)2
n
Y (k + 1)(k + 3)
= lim 2
n→∞
k=0
(k + 2)
1·3 2·4 (n + 1)(n + 3)
    
= lim ···
n→∞ 22 32 (n + 2)2
1(n + 3) 1
= lim = .
n→∞ 2(n + 2) 2
Note:
Assume that all ak ≥ 0 or that all ak satisfy −1 < ak ≤ 0.

Since ln (1 + ak ) ∼ ak as ak → 0,
Q
(1 + ak ) converges to a limit > 0
P
iff ln (1 + ak ) converges,
P
iff | ln (1 + ak )| converges,
P
iff |ak | converges.