Question 4.T.7: (Limit Comparison Test) Suppose (xn) and (yn) are positive s...

(Limit Comparison Test)

Suppose (x_{n}) and (y_{n}) are positive sequences such that lim (x_{n}/y_{n}) exists.

(i) If lim (x_{n}/y_{n}) ≠ 0, the series \sum{x_{n}} and \sum{y_{n}} either both converge or they both diverge.

(ii) If lim (x_{n}/y_{n}) = 0 and the series \sum{y_{n}}  converges, then \sum{x_{n}} also converges.

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In case (i) we know that lim x_{n}/y_{n} must be a positive number. According to Theorems 3.2 and 3.3, the sequence (x_{n}/y_{n}) is bounded away from 0, that is, there are two positive constants M and K and a positive integer N such that

n ≥ N ⇒ M ≤ \frac{x_{n}}{y_{n}} ≤ K

My_{n} ≤ x_{n} ≤ Ky_{n}.

Using the comparison test, we now conclude that the convergence of one of the two series implies the convergence of the other.

In case (ii) there is a positive integer N such that

n ≥ N ⇒ 0 ≤ \frac{x_{n}}{y_{n}} ≤ 1

0 ≤ x_{n} ≤ y_{n},

so, again by the comparison test, \sum{x_{n}} converges if \sum{y_{n}} converges.

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