Dirichlet's test


In mathematics, Dirichlet's test is a method of testing for the convergence of a series. It is named after its author Peter Gustav Lejeune Dirichlet, and was published posthumously in the Journal de Mathématiques Pures et Appliquées in 1862.

Statement

The test states that if is a sequence of real numbers and a sequence of complex numbers satisfying
where M is some constant, then the series
converges.

Proof

Let and.
From summation by parts, we have that. Since is bounded by M and, the first of these terms approaches zero, as.
We have, for each k,. But, if is decreasing,
which is a telescoping sum, that equals and therefore approaches as. Thus, converges. And, if is increasing,
which is again a telescoping sum, that equals and therefore approaches as. Thus, again, converges.
So, converges as well by the direct comparison test. The series converges, as well, by the absolute convergence test. Hence converges.

Applications

A particular case of Dirichlet's test is the more commonly used alternating series test for the case
Another corollary is that converges whenever is a decreasing sequence that tends to zero.

Improper integrals

An analogous statement for convergence of improper integrals is proven using integration by parts. If the integral of a function f is uniformly bounded over all intervals,
and g is a monotonically decreasing non-negative function, then the integral of fg is a convergent improper integral.