[The Comparison Test for Series (2.7.4)] Assume \(a_n\) and \(b_n\) are sequences satisfying \(0 \leq a_n \leq b_n\) for all \(n \in \mathbf{N}\).
  1. If \(\sum_{n=1}^{\infty} b_n\) converges, then \(\sum_{n=1}^{\infty} a_n\) converges.
  2. 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

$$ \begin{align*} |b_{m+1} + b_{m+2} + ... + b_n| < \epsilon \quad \text{whenever $n, m \geq N$}. \end{align*} $$

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

$$ \begin{align*} |b_{m+1} + b_{m+2} + ... + b_n| &< \epsilon \\ a_{m+1} + a_{m+2} + ... + a_n \leq b_{m+1} + b_{m+2} + ... + b_n &< \epsilon \\ \end{align*} $$

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). \(\blacksquare\)

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