The Comparison Test for Series
- If \(\sum_{n=1}^{\infty} b_n\) converges, then \(\sum_{n=1}^{\infty} a_n\) converges.
- If \(\sum_{n=1}^{\infty} a_n\) diverges, then \(\sum_{n=1}^{\infty} b_n\) diverges.
For the absolute value function definition and other properties see here.
For the definitions of sequences and what it means to for a sequence to converge, see this, for subsequences see this.
For the definitions of series, and what it means to for a series to converge, see this.
For the “show the limit” template and an example, see this.
Formal Proof
Let \((a_n)\) and \((b_n)\) be sequences such that \(0 \leq a_n \leq b_n\) for all \(n \in \mathbf{N}\). For (i), we are given that \(\sum_{n=1}^{\infty} b_n\) converges. Therefore, by the Cauchy criterion for series, we know that there exists a number \(N \in \mathbf{N}\) such that
but \(b_n \geq 0\) by assumption so we can drop the absolute value from the term. Moreover, we know that each term \(b_n\) is greater than \(a_n\) for all \(n \in \mathbf{N}\) and so
From this we can see that \(|a_{m+1} + a_{m+2} + ... + a_n| < \epsilon\) which means that the series \(\sum_{n=1}^{\infty} a_n\) must converge by the Cauchy criterion for series. For (ii), note that it is the contrapositive of (i). \(\blacksquare\)
References: