Integral test
Statement
Let be a positive, decreasing, continuous function on with equal to for every integer . Then the series converges if and only if the improper integral converges.
Why is it true?
Many series, such as the -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 is decreasing, for every integer and we have . Integrating over that unit interval gives .
Step 2 (sum the bounds). Summing the right-hand inequality for gives ; summing the left-hand inequality for gives . So the partial sum is sandwiched between two integrals over intervals that both grow like .
Step 3 (convergence transfers one way). If converges, then is bounded above as , so by Step 2 the increasing sequence is bounded above, and a bounded increasing sequence of real numbers always converges (a form of the monotone convergence property of ); hence converges.
Step 4 (divergence transfers the other way). Conversely, if diverges (grows without bound), then as , and by the first inequality in Step 2, is bounded below by a quantity tending to infinity, so 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.