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TheoremProved

Integral test

Statement

Let f(x)f(x) be a positive, decreasing, continuous function on [1,∞)[1,\infty) with ana_n equal to f(n)f(n) for every integer nn. Then the series ∑n=1∞an\sum_{n=1}^{\infty} a_n converges if and only if the improper integral ∫1∞f(x) dx\int_1^{\infty} f(x)\,dx converges.

Why is it true?

Many series, such as the pp-series, have no closed-form partial sum, so a direct limit computation is out of reach; but if the terms come from a smooth decreasing function, the discrete sum and the continuous integral track each other closely, and integrals are usually far easier to evaluate or bound.

Proof sketch

Step 1 (bound each term by a strip of the integral). Since f(x)f(x) is decreasing, for every integer n≥1n\ge1 and x∈[n,n+1]x\in[n,n+1] we have f(n+1)≤f(x)≤f(n)f(n+1)\le f(x)\le f(n). Integrating over that unit interval gives f(n+1)≤∫nn+1f(x) dx≤f(n)f(n+1)\le\int_n^{n+1}f(x)\,dx\le f(n).

Step 2 (sum the bounds). Summing the right-hand inequality for n=1,…,Nn=1,\dots,N gives ∫1N+1f(x) dx≤∑n=1Nan=SN\int_1^{N+1}f(x)\,dx\le\sum_{n=1}^{N}a_n=S_N; summing the left-hand inequality for n=1,…,N−1n=1,\dots,N-1 gives SN−a1≤∫1Nf(x) dxS_N-a_1\le\int_1^{N}f(x)\,dx. So the partial sum SNS_N is sandwiched between two integrals over intervals that both grow like [1,N][1,N].

Step 3 (convergence transfers one way). If ∫1∞f(x) dx\int_1^{\infty} f(x)\,dx converges, then ∫1Nf(x) dx\int_1^{N}f(x)\,dx is bounded above as N→∞N\to\infty, so by Step 2 the increasing sequence SNS_N is bounded above, and a bounded increasing sequence of real numbers always converges (a form of the monotone convergence property of R\mathbb{R}); hence ∑n=1∞an\sum_{n=1}^{\infty} a_n converges.

Step 4 (divergence transfers the other way). Conversely, if ∫1∞f(x) dx\int_1^{\infty} f(x)\,dx diverges (grows without bound), then ∫1N+1f(x) dx→∞\int_1^{N+1}f(x)\,dx\to\infty as N→∞N\to\infty, and by the first inequality in Step 2, SNS_N is bounded below by a quantity tending to infinity, so SNS_N also diverges to infinity. Combining Steps 3 and 4 gives the full 'if and only if'.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.