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PROOF 38

Prove.

If the common ratio is less than 1, the infinite geometric series converges

On the real numbers ℝ.

A way to read this proof

First separate what is assumed from what is to be proved. At each step, ask which definition or earlier result permits the move. If it is unclear, return to that premise rather than skipping to the conclusion.

Definition D1

The value of the infinite geometric series a + ar + ar² + … is defined as the limit of the partial-sum sequence (Sₙ).

Proof.

(1)Set S₁ = a, Sₙ₊₁ = Sₙ + a rⁿ. Sₙ is the sum of the first n terms.convention
(2)The phrase “adding infinitely” has no meaning outside this convention. Whether a value exists depends on whether the limit exists.convention

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Definition D2

lim xₙ = L means the following. For every ε > 0 there is a natural number N such that |xₙ − L| < ε for every n ≥ N.

Proof.

If such an L exists, the sequence is said to converge; if no such L exists, it is said to diverge.convention

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Lemma L1

If |r| < 1, then lim rⁿ = 0

Proof.

(1)Set s = |r|. Then 0 ≤ s.convention, A10
(2)First consider the case r = 0. For every n, rⁿ = 0.A18, A13
(3)For every ε > 0, |rⁿ − 0| = |0| = 0 < ε, so lim rⁿ = 0.(2), A19, A11, D2
(4)Now suppose r ≠ 0. Then 0 < s < 1.assumption, (1), A11
(5)Setting t = 1/s gives s·t = 1 and 1 < t.(4), A9, A7
(6)There is an h > 0 with t = 1 + h.(5), A6
(7)Suppose ε with 0 < ε is given.assumption
(8)0 < hε.(6), (7), A3, A18
(9)There is a natural number N with N(hε) > 1.(8), A1
(10)If n ≥ N, then N(hε) ≤ n(hε), so 1 < n(hε).(9), A3, E, A4
(11)n(hε) = (nh)εA21
(12)(1+h)ⁿ ≥ 1 + nh and nh < 1 + nh, so nh < tⁿ.(6), A2, A5, A4
(13)sⁿtⁿ = (st)ⁿ = 1ⁿ = 1(5), A20
(14)0 < sⁿ(4), A3, A18, A13
(15)sⁿ(nh) < sⁿtⁿ = 1(12), (13), (14), A3, A22
(16)sⁿ(nh) < 1 < (nh)ε, so sⁿ(nh) < (nh)ε.(10), (11), (15), A4
(17)0 < 1 ≤ n and 0 < h, so 0 < nh.(6), A5, A4, A3, A18
(18)Therefore sⁿ < ε.(16), (17), A3, A22
(19)|rⁿ − 0| = |rⁿ| = |r|ⁿ = sⁿ < ε(18), A19, A12, A13
(20)For every ε > 0 such an N exists, so lim rⁿ = 0.(7), (9), (19), D2

∎

Theorem T1

If |r| < 1, the infinite geometric series converges and its value is a/(1 − r).

Proof.

(1)r ≤ |r| < 1, so r < 1. If r = 1, then 1 < 1, a contradiction, so r ≠ 1.assumption, A10, A4, A8, E
(2)Sₙ = a(1−rⁿ)/(1−r)(1), A14
(3)Setting C = a/(1−r) gives Sₙ = C(1 − rⁿ).(2), A23, convention
(4)C(1−rⁿ) = C×1 − C rⁿ = C − C rⁿA24, A25
(5)lim rⁿ = 0L1
(6)lim C rⁿ = C · lim rⁿ = C × 0 = 0(5), A15, A18
(7)lim Sₙ = lim(C − C rⁿ) = C − lim C rⁿ = C − 0 = C(3), (4), (6), A16, A19
(8)Therefore the series converges and its value is a/(1 − r).(7), D1

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Corollary C

If a ≠ 0 and 1 ≤ |r|, then (Sₙ) diverges.

Proof.

(1)Sₙ₊₁ − Sₙ = a rⁿD1, A26
(2)|a rⁿ| = |a| |r|ⁿA12, A13
(3)1 ≤ |r|, so 1 ≤ |r|ⁿ.assumption, A13, A3, E
(4)a ≠ 0, so 0 < |a|.assumption, A11, A10
(5)|a| = |a|×1 ≤ |a| |r|ⁿ(3), (4), A25, A3, E
(6)Suppose (Sₙ) converges to some L.assumption
(7)Then Sₙ₊₁ − Sₙ → 0.(6), A17
(8)Taking ε = |a| in D2, from some N onward |(Sₙ₊₁ − Sₙ) − 0| < |a|.(4), (7), D2
(9)But |(Sₙ₊₁ − Sₙ) − 0| = |a rⁿ| and |a| ≤ |a rⁿ|.(1), (2), (5), A19
(10)Then |a| < |a|, a contradiction. Therefore (Sₙ) does not converge.(8), (9), A4, A8

∎

Remark

Can A1 be removed from this proof?

That sⁿ keeps getting smaller and that it drops below a given ε are different statements. Find the line that joins the two.