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Series (mathematics)

Infinite sum

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Among the Ancient Greeks, the idea that a potentially infinite summation could produce a finite result was considered paradoxical, most famously in Zeno's paradoxes. Nonetheless, infinite series were applied practically by Ancient Greek mathematicians including Archimedes, for instance in the quadrature of the parabola. The mathematical side of Zeno's paradoxes was resolved using the concept of a limit during the 17th century, especially through the early calculus of Isaac Newton. The resolution was made more rigorous and further improved in the 19th century through the work of Carl Friedrich Gauss and Augustin-Louis Cauchy, among others, answering questions about which of these sums exist via the completeness of the real numbers and whether series terms can be rearranged or not without changing their sums using absolute convergence and conditional convergence of series.

In modern terminology, any ordered infinite sequence (a1,a2,a3,…) of terms, whether those terms are numbers, functions, matrices, or anything else that can be added, defines a series, which is the addition of the ⁠ai⁠ one after the other. To emphasize that there are an infinite number of terms, series are often also called infinite series to contrast with finite series, a term sometimes used for finite sums. Series are represented by an expression like a1+a2+a3+⋯, or, using capital-sigma summation notation, ∑i=1∞ai.

The infinite sequence of additions expressed by a series cannot be explicitly performed in sequence in a finite amount of time. However, if the terms and their finite sums belong to a set that has limits, it may be possible to assign a value to a series, called the sum of the series. This value is the limit as ⁠n⁠ tends to infinity of the finite sums of the ⁠n⁠ first terms of the series if the limit exists. These finite sums are called the partial sums of the series. Using summation notation, ∑i=1∞ai=limn→∞∑i=1nai, if it exists. When the limit exists, the series is convergent or summable and also the sequence (a1,a2,a3,…) is summable, and otherwise, when the limit does not exist, the series is divergent.

The expression ∑i=1∞ai denotes both the series—the implicit process of adding the terms one after the other indefinitely—and, if the series is convergent, the sum of the series—the explicit limit of the process. This is a generalization of the similar convention of denoting by a+b both the addition—the process of adding—and its result—the sum of ⁠a⁠ and ⁠b⁠.

Commonly, the terms of a series come from a ring, often the field R of the real numbers or the field C of the complex numbers. If so, the set of all series is also itself a ring, one in which the addition consists of adding series terms together term by term and the multiplication is the Cauchy product.

Definition

Series

A series or, redundantly, an infinite series, is an infinite sum. It is often represented as a0+a1+a2+⋯ora1+a2+a3+⋯, where the terms ak are the members of a sequence of numbers, functions, or anything else that can be added. A series may also be represented with capital-sigma notation: ∑k=0∞akor∑k=1∞ak.

It is also common to express series using a few first terms, an ellipsis, a general term, and then a final ellipsis, the general term being an expression of the ⁠n⁠th term as a function of ⁠n⁠: a0+a1+a2+⋯+an+⋯ or f(0)+f(1)+f(2)+⋯+f(n)+⋯. For example, Euler's number can be defined with the series ∑n=0∞1n!=1+1+12+16+⋯+1n!+⋯, where n! denotes the product of the n first positive integers, and 0! is conventionally equal to 1.

Partial sum of a series

Given a series s=∑k=0∞ak, its ⁠n⁠th partial sum is sn=∑k=0nak=a0+a1+⋯+an.

Some authors directly identify a series with its sequence of partial sums. Either the sequence of partial sums or the sequence of terms completely characterizes the series, and the sequence of terms can be recovered from the sequence of partial sums by taking the differences between consecutive elements, an=sn−sn−1.

Partial summation of a sequence is an example of a linear sequence transformation, and it is also known as the prefix sum in computer science. The inverse transformation for recovering a sequence from its partial sums is the finite difference, another linear sequence transformation.

Partial sums of series sometimes have simpler closed form expressions, for instance an arithmetic series has partial sums sn=∑k=0n(a+kd)=a+(a+d)+(a+2d)+⋯+(a+nd)=(n+1)(a+12nd), and a geometric series has partial sums sn=∑k=0nark=a+ar+ar2+⋯+arn=a1−rn+11−r if ⁠r≠1⁠ or simply ⁠sn=a(n+1)⁠ if ⁠r=1⁠.

Sum of a series

Strictly speaking, a series is said to converge, to be convergent, or to be summable when the sequence of its partial sums has a limit. When the limit of the sequence of partial sums does not exist, the series diverges or is divergent. When the limit of the partial sums exists, it is called the sum of the series or value of the series: ∑k=0∞ak=limn→∞∑k=0nak=limn→∞sn. A series with only a finite number of nonzero terms is always convergent. Such series are useful for considering finite sums without taking care of the numbers of terms. When the sum exists, the difference between the sum of a series and its nth partial sum, s−sn=∑k=n+1∞ak, is known as the nth truncation error of the infinite series.

An example of a convergent series is the geometric series 1+12+14+18+⋯+12k+⋯.

It can be shown by algebraic computation that each partial sum sn is ∑k=0n12k=2−12n. As one has limn→∞(2−12n)=2, the series is convergent and converges to ⁠2⁠ with truncation errors 1/2n.

By contrast, the geometric series ∑k=0∞2k is divergent in the real numbers. However, it is convergent in the extended real number line, with +∞ as its limit and +∞ as its truncation error at every step.

When a series's sequence of partial sums is not easily calculated and evaluated for convergence directly, convergence tests can be used to prove that the series converges or diverges.

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