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Sunday, 24 November 2013

A little analysis problem

Recently I've been reading Springer GTM on hyperreals, but I'm not good enough to take any of these into the discussions here. I'm going to discuss a nice little problem here but due to the competitive nature of this question I am not going to disclose the source of it (maybe till the competition being due).

Question. Suppose {an}N strictly increasing. Show that i=1ai+1aiai diverges.

A geometric interpretation gives you the conclusion immediately:

Solution. i=1ai+1aiaii=1ai+11j=aij1=i=a1i1

That clearly converges as indicated by the comparison test since the last one is a partial harmonic series. Please note that the above expression should be avoided as the sign is vague due to the divergence nature of the series.

Now...

Question 2. Suppose {an}R+ strictly increasing. Will i=1ai+1aiai converge?

Extending the above proof to R seems to be a nice idea. To do this we shall compare the term ai+1aiai with the integral ai+1aix1dx. We can show that they are usually asymptotically equivalent. Why usually? Let's bound them as the following:

The lower bound is clear (we use that for divergence). Suppose the sequence is unbounded then

i=1ai+1aiaii=1ai+1aix1dx=a1x1dx

Of course if it is bounded then it converges to kR then the series is lowerly bounded by kaix1dx=ln(k)ln(a1).

What bothers us is the upper bound. Since {an} strictly increasing we use the convention that k being limit of the sequence {an}, which is infinity if it diverges.

Define Ni=ai+1ai. Then if {Ni} upperly bounded by N then the series is also upperly bounded by ka1Nx1dx=N(lnkln1), so if Ni and ai bounded then the series is bounded as well.

Is it possible that ai bounded but N being unbounded? The answer is clear: no. Suppose ai upperly bounded by A. Then Ni=ai+1aiAa1 so that it is also upperly bounded.

Solution. The series converges if and only if the sequence {an} converges. i.e. iff the sequence is bounded above.

Define f(x):R+R+ that f(x)=i:aixai+1aiai. Then it would be nice to do some asymptotic analysis over the function f given that ai diverges.

From our previous analysis, if Ni bounded then f(x)logx. What if N unbounded? If we think about how Ni is defined we can make up this example: an=n! then ai+1aiai=n .

Then it is clear that Ni unbounded as Ni=i+1 with f(n!)n2, but if Ni bounded we have f(n!)log(n!)nlogn by Stirling's formula, which has a different growth rate.

Foods for thought:

Given strictly increasing sequence {an} where an0nN, define bi=ai+1aiai.

1) Given a sequence {an}R/{0}. Give the condition that the series bi converges.

2) Repeat Q1 if {ai}R+ is increasing

3) For kN, Define bi,k=ai+kaiai where {ai}R+ strictly increasing. Determine the condition of convergence for ibi,k.

4) Back to the original question. How fast can f(x) grow? Are there any asymptotical boundings?

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