Proof in The Integral Test











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Theorem: Assume there is an $Ninmathbb{N}$ so that $f:[N,infty)to mathbb{R}$ is non-negative, continuous and decreasing. Define $a_n=f(n)$ for $nin mathbb{N}$ with $ngeq N$. Then, $sum_{n=N}^{infty}a_n$ converges if and only if $int_{N}^{infty}f(x),dx$ converges.




Proof: Since $f$ is decreasing, we find that
$$
a_{n+1}=f(n+1)leq int_{n}^{n+1}f(x),mathrm{d}xleq f(n)=a_n
$$

for all $ngeq N$. Defining $b_n=int_{n}^{n+1}f(x),mathrm{d}x$ for $ngeq N$, it follows from the Comparison Test that $sum_{n=N}^{infty}a_n$ converges if and only if $sum_{n=N}^{infty}b_n$ converges.




Question: Is $$
sum_{n=N}^{infty}b_n textrm{ converges}implies int_{N}^{infty}f(x),dx textrm{ converges}?
$$




I am asking this, because of the definition
$$
int_{N}^{infty}f(x),dx:=lim_{Atoinfty}int_{N}^{A}f(x),dx
$$

where $A$ is a real number.



Edit: Found something in LINK, on the last page, in particular Lemma 3. Note that
$$
sum_{n=N}^{M}b_n=int_{N}^{M+1}f(x),mathrm{d}x
$$

for all integers $Mgeq N$. So, if $sum_{n=N}^{infty}b_n$ converges, the partial sums of it is bounded above by some positive number $K$. Therefore $int_{N}^{M+1}f(x),mathrm{d}x<K$ for all $Mgeq N$. I am wondering, if this implies $int_{N}^{A+1}f(x),mathrm{d}x<K$ for all real numbers $Ageq N$ ...










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  • The equality in the edit should be an inequality...
    – Michael Burr
    Nov 14 at 11:49















up vote
2
down vote

favorite













Theorem: Assume there is an $Ninmathbb{N}$ so that $f:[N,infty)to mathbb{R}$ is non-negative, continuous and decreasing. Define $a_n=f(n)$ for $nin mathbb{N}$ with $ngeq N$. Then, $sum_{n=N}^{infty}a_n$ converges if and only if $int_{N}^{infty}f(x),dx$ converges.




Proof: Since $f$ is decreasing, we find that
$$
a_{n+1}=f(n+1)leq int_{n}^{n+1}f(x),mathrm{d}xleq f(n)=a_n
$$

for all $ngeq N$. Defining $b_n=int_{n}^{n+1}f(x),mathrm{d}x$ for $ngeq N$, it follows from the Comparison Test that $sum_{n=N}^{infty}a_n$ converges if and only if $sum_{n=N}^{infty}b_n$ converges.




Question: Is $$
sum_{n=N}^{infty}b_n textrm{ converges}implies int_{N}^{infty}f(x),dx textrm{ converges}?
$$




I am asking this, because of the definition
$$
int_{N}^{infty}f(x),dx:=lim_{Atoinfty}int_{N}^{A}f(x),dx
$$

where $A$ is a real number.



Edit: Found something in LINK, on the last page, in particular Lemma 3. Note that
$$
sum_{n=N}^{M}b_n=int_{N}^{M+1}f(x),mathrm{d}x
$$

for all integers $Mgeq N$. So, if $sum_{n=N}^{infty}b_n$ converges, the partial sums of it is bounded above by some positive number $K$. Therefore $int_{N}^{M+1}f(x),mathrm{d}x<K$ for all $Mgeq N$. I am wondering, if this implies $int_{N}^{A+1}f(x),mathrm{d}x<K$ for all real numbers $Ageq N$ ...










share|cite|improve this question
























  • The equality in the edit should be an inequality...
    – Michael Burr
    Nov 14 at 11:49













up vote
2
down vote

favorite









up vote
2
down vote

favorite












Theorem: Assume there is an $Ninmathbb{N}$ so that $f:[N,infty)to mathbb{R}$ is non-negative, continuous and decreasing. Define $a_n=f(n)$ for $nin mathbb{N}$ with $ngeq N$. Then, $sum_{n=N}^{infty}a_n$ converges if and only if $int_{N}^{infty}f(x),dx$ converges.




Proof: Since $f$ is decreasing, we find that
$$
a_{n+1}=f(n+1)leq int_{n}^{n+1}f(x),mathrm{d}xleq f(n)=a_n
$$

for all $ngeq N$. Defining $b_n=int_{n}^{n+1}f(x),mathrm{d}x$ for $ngeq N$, it follows from the Comparison Test that $sum_{n=N}^{infty}a_n$ converges if and only if $sum_{n=N}^{infty}b_n$ converges.




Question: Is $$
sum_{n=N}^{infty}b_n textrm{ converges}implies int_{N}^{infty}f(x),dx textrm{ converges}?
$$




I am asking this, because of the definition
$$
int_{N}^{infty}f(x),dx:=lim_{Atoinfty}int_{N}^{A}f(x),dx
$$

where $A$ is a real number.



Edit: Found something in LINK, on the last page, in particular Lemma 3. Note that
$$
sum_{n=N}^{M}b_n=int_{N}^{M+1}f(x),mathrm{d}x
$$

for all integers $Mgeq N$. So, if $sum_{n=N}^{infty}b_n$ converges, the partial sums of it is bounded above by some positive number $K$. Therefore $int_{N}^{M+1}f(x),mathrm{d}x<K$ for all $Mgeq N$. I am wondering, if this implies $int_{N}^{A+1}f(x),mathrm{d}x<K$ for all real numbers $Ageq N$ ...










share|cite|improve this question
















Theorem: Assume there is an $Ninmathbb{N}$ so that $f:[N,infty)to mathbb{R}$ is non-negative, continuous and decreasing. Define $a_n=f(n)$ for $nin mathbb{N}$ with $ngeq N$. Then, $sum_{n=N}^{infty}a_n$ converges if and only if $int_{N}^{infty}f(x),dx$ converges.




Proof: Since $f$ is decreasing, we find that
$$
a_{n+1}=f(n+1)leq int_{n}^{n+1}f(x),mathrm{d}xleq f(n)=a_n
$$

for all $ngeq N$. Defining $b_n=int_{n}^{n+1}f(x),mathrm{d}x$ for $ngeq N$, it follows from the Comparison Test that $sum_{n=N}^{infty}a_n$ converges if and only if $sum_{n=N}^{infty}b_n$ converges.




Question: Is $$
sum_{n=N}^{infty}b_n textrm{ converges}implies int_{N}^{infty}f(x),dx textrm{ converges}?
$$




I am asking this, because of the definition
$$
int_{N}^{infty}f(x),dx:=lim_{Atoinfty}int_{N}^{A}f(x),dx
$$

where $A$ is a real number.



Edit: Found something in LINK, on the last page, in particular Lemma 3. Note that
$$
sum_{n=N}^{M}b_n=int_{N}^{M+1}f(x),mathrm{d}x
$$

for all integers $Mgeq N$. So, if $sum_{n=N}^{infty}b_n$ converges, the partial sums of it is bounded above by some positive number $K$. Therefore $int_{N}^{M+1}f(x),mathrm{d}x<K$ for all $Mgeq N$. I am wondering, if this implies $int_{N}^{A+1}f(x),mathrm{d}x<K$ for all real numbers $Ageq N$ ...







real-analysis convergence improper-integrals






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edited Nov 13 at 21:36

























asked Nov 13 at 16:50









UnknownW

958822




958822












  • The equality in the edit should be an inequality...
    – Michael Burr
    Nov 14 at 11:49


















  • The equality in the edit should be an inequality...
    – Michael Burr
    Nov 14 at 11:49
















The equality in the edit should be an inequality...
– Michael Burr
Nov 14 at 11:49




The equality in the edit should be an inequality...
– Michael Burr
Nov 14 at 11:49










1 Answer
1






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0
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(1) For your second question in the edit: suppose there is a real number $A geq N$ such that
$$
int_N^{A+1} f(x), dx geq K.
$$

Since $f$ is non-negative, the integral of $f$ from $A+1$ to $lceil A+1 rceil$ is non-negative as well. Therefore
$$
int_N^{lceil A+1rceil} f(x), dx = int_N^{A+1} f(x), dx + int_{A+1}^{lceil A+1rceil} f(x), dx geq K + int_{A+1}^{lceil A+1rceil} f(x), dx geq K.
$$

But since $lceil A+1 rceil$ is a natural number, we have a contradiction.



(2) Now let's prove your original question. Assume the series converges to $L$. The argument in paragraph (1) shows that $L- int_N^{x+1}f(x),dx geq 0$ for every real $x$. Take $epsilon > 0$ arbitrary. Since the series converges, there is a natural number $M geq N$ such that
$$
L - int_N^{M+1} f(x),dx = L- sum_{n=N}^M b_n < epsilon.
$$

Note that the function $int_N^{x+1} f(x),dx$ is increasing since $f$ is non-negative. Therefore we have for every $xgeq M$ that
$$
L - int_N^{x+1} f(x),dx leq L - int_N^{M+1} f(x),dx < epsilon.
$$






share|cite|improve this answer























  • Thanks for your answer! Could you please show me how my original question follows from Lemma 2? Nice with proof by contradiction ...
    – UnknownW
    Nov 14 at 2:25










  • You're welcome. I have added the explanation in the answer.
    – Ernie060
    Nov 14 at 11:21










  • Thanks for your time ... I have thought similar to it. I will explain why I didn't follow this path. Lemma 2 tells us that if $lim_{xtoinfty} g(x)$ exists in $mathbb{R}$, let us call the limit $L$, then $lim_{mtoinfty}c_m=L$. This shows that if $int_{N}^{infty}f(x) dx$ converges, then $sum_{n=N}^{infty}b_n$ converges. That's the way I understand it. What I actually needed is to show the converse direction. That's why I picked Lemma 3, and then I would conclude by using Lemma 2. Unfortunately, I am stuck at "proving" if $g$ is in fact increasing before I could use Lemma 3.
    – UnknownW
    Nov 14 at 16:08












  • I see the problem. I assumed Lemma 2 was an equivalence, but it is indeed formulated as a one direction implication. I've adjusted my question, without using any result of the link.
    – Ernie060
    Nov 14 at 19:28













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(1) For your second question in the edit: suppose there is a real number $A geq N$ such that
$$
int_N^{A+1} f(x), dx geq K.
$$

Since $f$ is non-negative, the integral of $f$ from $A+1$ to $lceil A+1 rceil$ is non-negative as well. Therefore
$$
int_N^{lceil A+1rceil} f(x), dx = int_N^{A+1} f(x), dx + int_{A+1}^{lceil A+1rceil} f(x), dx geq K + int_{A+1}^{lceil A+1rceil} f(x), dx geq K.
$$

But since $lceil A+1 rceil$ is a natural number, we have a contradiction.



(2) Now let's prove your original question. Assume the series converges to $L$. The argument in paragraph (1) shows that $L- int_N^{x+1}f(x),dx geq 0$ for every real $x$. Take $epsilon > 0$ arbitrary. Since the series converges, there is a natural number $M geq N$ such that
$$
L - int_N^{M+1} f(x),dx = L- sum_{n=N}^M b_n < epsilon.
$$

Note that the function $int_N^{x+1} f(x),dx$ is increasing since $f$ is non-negative. Therefore we have for every $xgeq M$ that
$$
L - int_N^{x+1} f(x),dx leq L - int_N^{M+1} f(x),dx < epsilon.
$$






share|cite|improve this answer























  • Thanks for your answer! Could you please show me how my original question follows from Lemma 2? Nice with proof by contradiction ...
    – UnknownW
    Nov 14 at 2:25










  • You're welcome. I have added the explanation in the answer.
    – Ernie060
    Nov 14 at 11:21










  • Thanks for your time ... I have thought similar to it. I will explain why I didn't follow this path. Lemma 2 tells us that if $lim_{xtoinfty} g(x)$ exists in $mathbb{R}$, let us call the limit $L$, then $lim_{mtoinfty}c_m=L$. This shows that if $int_{N}^{infty}f(x) dx$ converges, then $sum_{n=N}^{infty}b_n$ converges. That's the way I understand it. What I actually needed is to show the converse direction. That's why I picked Lemma 3, and then I would conclude by using Lemma 2. Unfortunately, I am stuck at "proving" if $g$ is in fact increasing before I could use Lemma 3.
    – UnknownW
    Nov 14 at 16:08












  • I see the problem. I assumed Lemma 2 was an equivalence, but it is indeed formulated as a one direction implication. I've adjusted my question, without using any result of the link.
    – Ernie060
    Nov 14 at 19:28

















up vote
0
down vote



accepted










(1) For your second question in the edit: suppose there is a real number $A geq N$ such that
$$
int_N^{A+1} f(x), dx geq K.
$$

Since $f$ is non-negative, the integral of $f$ from $A+1$ to $lceil A+1 rceil$ is non-negative as well. Therefore
$$
int_N^{lceil A+1rceil} f(x), dx = int_N^{A+1} f(x), dx + int_{A+1}^{lceil A+1rceil} f(x), dx geq K + int_{A+1}^{lceil A+1rceil} f(x), dx geq K.
$$

But since $lceil A+1 rceil$ is a natural number, we have a contradiction.



(2) Now let's prove your original question. Assume the series converges to $L$. The argument in paragraph (1) shows that $L- int_N^{x+1}f(x),dx geq 0$ for every real $x$. Take $epsilon > 0$ arbitrary. Since the series converges, there is a natural number $M geq N$ such that
$$
L - int_N^{M+1} f(x),dx = L- sum_{n=N}^M b_n < epsilon.
$$

Note that the function $int_N^{x+1} f(x),dx$ is increasing since $f$ is non-negative. Therefore we have for every $xgeq M$ that
$$
L - int_N^{x+1} f(x),dx leq L - int_N^{M+1} f(x),dx < epsilon.
$$






share|cite|improve this answer























  • Thanks for your answer! Could you please show me how my original question follows from Lemma 2? Nice with proof by contradiction ...
    – UnknownW
    Nov 14 at 2:25










  • You're welcome. I have added the explanation in the answer.
    – Ernie060
    Nov 14 at 11:21










  • Thanks for your time ... I have thought similar to it. I will explain why I didn't follow this path. Lemma 2 tells us that if $lim_{xtoinfty} g(x)$ exists in $mathbb{R}$, let us call the limit $L$, then $lim_{mtoinfty}c_m=L$. This shows that if $int_{N}^{infty}f(x) dx$ converges, then $sum_{n=N}^{infty}b_n$ converges. That's the way I understand it. What I actually needed is to show the converse direction. That's why I picked Lemma 3, and then I would conclude by using Lemma 2. Unfortunately, I am stuck at "proving" if $g$ is in fact increasing before I could use Lemma 3.
    – UnknownW
    Nov 14 at 16:08












  • I see the problem. I assumed Lemma 2 was an equivalence, but it is indeed formulated as a one direction implication. I've adjusted my question, without using any result of the link.
    – Ernie060
    Nov 14 at 19:28















up vote
0
down vote



accepted







up vote
0
down vote



accepted






(1) For your second question in the edit: suppose there is a real number $A geq N$ such that
$$
int_N^{A+1} f(x), dx geq K.
$$

Since $f$ is non-negative, the integral of $f$ from $A+1$ to $lceil A+1 rceil$ is non-negative as well. Therefore
$$
int_N^{lceil A+1rceil} f(x), dx = int_N^{A+1} f(x), dx + int_{A+1}^{lceil A+1rceil} f(x), dx geq K + int_{A+1}^{lceil A+1rceil} f(x), dx geq K.
$$

But since $lceil A+1 rceil$ is a natural number, we have a contradiction.



(2) Now let's prove your original question. Assume the series converges to $L$. The argument in paragraph (1) shows that $L- int_N^{x+1}f(x),dx geq 0$ for every real $x$. Take $epsilon > 0$ arbitrary. Since the series converges, there is a natural number $M geq N$ such that
$$
L - int_N^{M+1} f(x),dx = L- sum_{n=N}^M b_n < epsilon.
$$

Note that the function $int_N^{x+1} f(x),dx$ is increasing since $f$ is non-negative. Therefore we have for every $xgeq M$ that
$$
L - int_N^{x+1} f(x),dx leq L - int_N^{M+1} f(x),dx < epsilon.
$$






share|cite|improve this answer














(1) For your second question in the edit: suppose there is a real number $A geq N$ such that
$$
int_N^{A+1} f(x), dx geq K.
$$

Since $f$ is non-negative, the integral of $f$ from $A+1$ to $lceil A+1 rceil$ is non-negative as well. Therefore
$$
int_N^{lceil A+1rceil} f(x), dx = int_N^{A+1} f(x), dx + int_{A+1}^{lceil A+1rceil} f(x), dx geq K + int_{A+1}^{lceil A+1rceil} f(x), dx geq K.
$$

But since $lceil A+1 rceil$ is a natural number, we have a contradiction.



(2) Now let's prove your original question. Assume the series converges to $L$. The argument in paragraph (1) shows that $L- int_N^{x+1}f(x),dx geq 0$ for every real $x$. Take $epsilon > 0$ arbitrary. Since the series converges, there is a natural number $M geq N$ such that
$$
L - int_N^{M+1} f(x),dx = L- sum_{n=N}^M b_n < epsilon.
$$

Note that the function $int_N^{x+1} f(x),dx$ is increasing since $f$ is non-negative. Therefore we have for every $xgeq M$ that
$$
L - int_N^{x+1} f(x),dx leq L - int_N^{M+1} f(x),dx < epsilon.
$$







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Nov 14 at 19:26

























answered Nov 13 at 22:56









Ernie060

2,520319




2,520319












  • Thanks for your answer! Could you please show me how my original question follows from Lemma 2? Nice with proof by contradiction ...
    – UnknownW
    Nov 14 at 2:25










  • You're welcome. I have added the explanation in the answer.
    – Ernie060
    Nov 14 at 11:21










  • Thanks for your time ... I have thought similar to it. I will explain why I didn't follow this path. Lemma 2 tells us that if $lim_{xtoinfty} g(x)$ exists in $mathbb{R}$, let us call the limit $L$, then $lim_{mtoinfty}c_m=L$. This shows that if $int_{N}^{infty}f(x) dx$ converges, then $sum_{n=N}^{infty}b_n$ converges. That's the way I understand it. What I actually needed is to show the converse direction. That's why I picked Lemma 3, and then I would conclude by using Lemma 2. Unfortunately, I am stuck at "proving" if $g$ is in fact increasing before I could use Lemma 3.
    – UnknownW
    Nov 14 at 16:08












  • I see the problem. I assumed Lemma 2 was an equivalence, but it is indeed formulated as a one direction implication. I've adjusted my question, without using any result of the link.
    – Ernie060
    Nov 14 at 19:28




















  • Thanks for your answer! Could you please show me how my original question follows from Lemma 2? Nice with proof by contradiction ...
    – UnknownW
    Nov 14 at 2:25










  • You're welcome. I have added the explanation in the answer.
    – Ernie060
    Nov 14 at 11:21










  • Thanks for your time ... I have thought similar to it. I will explain why I didn't follow this path. Lemma 2 tells us that if $lim_{xtoinfty} g(x)$ exists in $mathbb{R}$, let us call the limit $L$, then $lim_{mtoinfty}c_m=L$. This shows that if $int_{N}^{infty}f(x) dx$ converges, then $sum_{n=N}^{infty}b_n$ converges. That's the way I understand it. What I actually needed is to show the converse direction. That's why I picked Lemma 3, and then I would conclude by using Lemma 2. Unfortunately, I am stuck at "proving" if $g$ is in fact increasing before I could use Lemma 3.
    – UnknownW
    Nov 14 at 16:08












  • I see the problem. I assumed Lemma 2 was an equivalence, but it is indeed formulated as a one direction implication. I've adjusted my question, without using any result of the link.
    – Ernie060
    Nov 14 at 19:28


















Thanks for your answer! Could you please show me how my original question follows from Lemma 2? Nice with proof by contradiction ...
– UnknownW
Nov 14 at 2:25




Thanks for your answer! Could you please show me how my original question follows from Lemma 2? Nice with proof by contradiction ...
– UnknownW
Nov 14 at 2:25












You're welcome. I have added the explanation in the answer.
– Ernie060
Nov 14 at 11:21




You're welcome. I have added the explanation in the answer.
– Ernie060
Nov 14 at 11:21












Thanks for your time ... I have thought similar to it. I will explain why I didn't follow this path. Lemma 2 tells us that if $lim_{xtoinfty} g(x)$ exists in $mathbb{R}$, let us call the limit $L$, then $lim_{mtoinfty}c_m=L$. This shows that if $int_{N}^{infty}f(x) dx$ converges, then $sum_{n=N}^{infty}b_n$ converges. That's the way I understand it. What I actually needed is to show the converse direction. That's why I picked Lemma 3, and then I would conclude by using Lemma 2. Unfortunately, I am stuck at "proving" if $g$ is in fact increasing before I could use Lemma 3.
– UnknownW
Nov 14 at 16:08






Thanks for your time ... I have thought similar to it. I will explain why I didn't follow this path. Lemma 2 tells us that if $lim_{xtoinfty} g(x)$ exists in $mathbb{R}$, let us call the limit $L$, then $lim_{mtoinfty}c_m=L$. This shows that if $int_{N}^{infty}f(x) dx$ converges, then $sum_{n=N}^{infty}b_n$ converges. That's the way I understand it. What I actually needed is to show the converse direction. That's why I picked Lemma 3, and then I would conclude by using Lemma 2. Unfortunately, I am stuck at "proving" if $g$ is in fact increasing before I could use Lemma 3.
– UnknownW
Nov 14 at 16:08














I see the problem. I assumed Lemma 2 was an equivalence, but it is indeed formulated as a one direction implication. I've adjusted my question, without using any result of the link.
– Ernie060
Nov 14 at 19:28






I see the problem. I assumed Lemma 2 was an equivalence, but it is indeed formulated as a one direction implication. I've adjusted my question, without using any result of the link.
– Ernie060
Nov 14 at 19:28




















 

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