Convergence of sequences and different modes of convergence.

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Limit of Convergent Sequence Property Proof Help

I have a question about this property: Let $\lim\limits_{n\to\infty} a_n = a$, then $\lim\limits_{n\to\infty}(ca_n) = ca$ for all $c \in \mathbb R$ If we consider when $c$ doesnt equal $0$, my ...
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0answers
25 views

what does this mean $n\delta$ where $n\rightarrow \infty$ and $\delta \rightarrow 0$

$\lim_{n \rightarrow \infty} sup_{\delta \rightarrow 0} (n \delta)^{-1} |T_n(\theta)_{ij}| < \infty$ a.s, $1 \leq i \leq p$, $1\leq j \leq p$ what does the multiplication of $n$ and $delta$ mean, ...
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3answers
50 views

How can i prove that this integral is convergent/divergent

This is my equation: $$\int_0^{\pi/4} \frac{dx}{x\sin2x}$$ I wish to prove that it's convergent or divergent, by $P$ test and/or comparison test, but it does not seem to be applicable... Is it ...
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3answers
41 views

Finding $\lim\limits_{n\to \infty}({1\over n+1}+{1\over n+2}+…+{1\over n+n})$ using integrals [duplicate]

Finding $\lim\limits_{n\to \infty}\left({1\over n+1}+{1\over n+2}+\dots+{1\over n+n}\right)$. I tried many things but it would work out. I am now studying calculus 2 (In my country the first calculus ...
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1answer
20 views

CDF and Convergence of Maximum of Sequence of i.i.d. R.V. of Random Length

Let $X_1,X_2,...$ be i.i.d random variable $U(0,1)$ distributed. Let $N_m$ be $Poisson(m)$ and independent of each $X_i$. i)Find the cumulative density function of ...
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0answers
14 views

limiting distribution of a function of joint normals

Let $Z_n=(X_{1,n},X_{2,n})\sim N(\mu,\Sigma_n)$ where $\mu=(0,0)'$ and $$\Sigma_n=\begin{bmatrix}a^2+\frac1n & ab \\ab & b^2+\frac1n\end{bmatrix}$$ Then where does ...
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1answer
52 views

Boundedness of the function

Let $x\in(0,1)$ and $S_{n-1}=\sum\limits_{k=0}^{n-1}x^k$. Then define $f$ as the following :$$f(x)=\sum_{n=1}^{\infty}\left(\frac{nx^n}{S_{n-1}}-1\right)$$ I need to show that ...
2
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1answer
42 views

Prove that $\prod_1^{\infty}(1-a_i) > 0$ iff $\sum_1^{\infty}{a_i} < \infty$

Suppose $\{a_i\}_1^{\infty} \subset (0,1)$ a) $\prod_1^{\infty}(1-a_i) > 0$ iff $\sum_1^{\infty}{a_i} < \infty$ b) Given $\beta \in (0,1)$, exhibit a sequence $\{a_i\}$ such that ...
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1answer
26 views

Characteristic Function and Convergence in Distribution of Sequence of R.V.

I am trying to solve the following: Let $X_1,X_2,...$ be a sequence of random variables with $P(X_n=\frac{k}{n})=\frac{1}{n}, k=0,1,2,...,n$. Find the characteristic function of $X_n$ and show that ...
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How do I determine $r$ in this geometric series $a+ar+ar^2+\cdots$? [on hold]

The geometric series $a+ar+ar^2+\cdots$ has a sum of $12$, and the terms involving odd powers of $r$ have a sum of 5. What is $r$? Thank you for any help .
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3answers
33 views

Convergence of Sequence Proof Question

I have just learned about the convergence of a sequence with the epsilon definition. So when we try to prove a limit of the sequence, what are we doing essentially (with respect to the definition)? ...
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3answers
80 views

How do I evaluate this : $\int_{0}^{\infty} \ln \left( 1 + \frac{a^{2}}{x^{2}}\right)\ dx $ for $a > 0$?

How do I evaluate this integral if I supposed that : $a > 0$ $$\int_{0}^{\infty} \ln \left( 1 + \frac{a^{2}}{x^{2}}\right)\ dx .$$ For $a=2$ I have got : $2\pi$ I think the result will be : ...
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0answers
41 views

Is the field of real algebraic numbers a complete field?

Let $\mathbb{R}_{alg}$ be the field of real algebraic numbers. Is there exist a metric $|\cdot|$ for which $(\mathbb{R}_{alg}, |\cdot|)$ is a complete field (i.e. any Cauchy sequence converges in ...
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2answers
64 views

find $\lim_n\frac{a^\frac1n}{n+1}+\frac{a^\frac 2n}{n+\frac 12}+…+\frac{a^\frac nn}{n+\frac 1n}$ using Riemann integral

Here is the question: prove that $S_n=\frac{a^\frac1n}{n+1}+\frac{a^\frac 2n}{n+\frac 12}+...+\frac{a^\frac nn}{n+\frac 1n}$ is convergent for $a>0$ then find its limit. My attempt: If we accept ...
7
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96 views

Does the harmonic series converge if you throw out the terms containing a $9$?

I found this very amusing comic on the internet the other day: The last frame seems to claim that the harmonic series converges if you throw out all the terms with a $9$ in the denominator. Is this ...
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3answers
58 views

Use the comparison test to find whether $\int_0^\infty 1/(x^2+1)^2\,dx$ converges or not

I was thinking what function I should compare it to. If I say whether a function is smaller or bigger than this one, then I must prove that. I was thinking of (x+1)^2 but I realized that this ...
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1answer
41 views

Showing Convergence in Distribution for Conditional Random Variable

I am trying to prove the following: Let $X$ and $Y$ be random variables such that $Y | X = x$ ~ $N(0, x)$ with $X$ ~ $Po(\lambda$). Show that $\frac{Y}{\sqrt{\lambda}} \to N(0,1)$ in distribution as ...
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4answers
125 views

Does this series converge, and if so to what value?: $\sum_{n=0}^\infty \left\{\frac{1}{(n+1)^2} \right\}\ln(2n+1)$

I've arrived at this series from a given sequence of terms, but now I'm at a loss as to how to proceed... How does one know which convergence test to use? This isn't a geometric series, so I don't ...
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1answer
25 views

If ${f_n}$ converges to $f$ in $L_p$ sense and to $f'$ point-wisely, does it mean $f=f' a.e.$?

The question came into my mind when I read a theorem from Kubrusly's "Measure Theory: a First Course", saying that if $f_n\rightarrow f'$ uniformly and $f_n\rightarrow f''$ in $L_p$ sense, then ...
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1answer
59 views

Showing Convergence in Distribution of Continuous Function of Sums of R.V.s

I am trying to solve the following: Let $X_1, X_2, . . .$ be i.i.d. r.v.s with mean $\mu$ and positive, finite variance $\sigma^2$, and set $Sn = \sum_{k=1}^{n} X_k, n ≥ 1$. Suppose that $g$ is twice ...
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1answer
46 views

Proving a Variation of the the Central Limit Theorem

I am trying to prove the following: Let $X1, X2, . . .$ be positive, i.i.d. r.v.s with mean $\mu$ and finite variance $\sigma^2$, and let $S_n = \sum_{k=1}^{n} X_k$ , $n \ge 1$. Show that $\frac{S_n ...
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1answer
52 views

Convergence of $\int _{-\infty}^{+\infty}\sin(cx)dx$

At this forum there is an abundance of questions regarding the convergence of integrals and sums of infinite series. The mathematicians who answer these questions emphasize that only under strict ...
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1answer
43 views

suppose n is a natural number , prove equation $x^n+nx-1=0$ exist an unique real positive root $x_n$

suppose n is a natural number prove : equation $x^n+nx-1=0$ exist an unique real positive root $x_n$ ; and when $a>1$,$\sum_{n=1}^{\inf}x^a_n$ converges.
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1answer
35 views

Convergence in Probability for a Sequence of Random Variables

I am trying to solve the following: Let $\{X_n, n ≥ 1\}$ be a sequence of i.i.d. random variables with density $f(x) = e^{−(x−a)}$, for $x ≥ a$ and $f(x) =0$, for $x < a$. Set $Y_n = \min(X_1, ...
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0answers
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Proving convergence in L1 of a sequence of functions given by integrals

I am required to prove that $x\mapsto\int_x^{x+1/n} n f(y)dy$ converges in the $L^1$ sense to $f$, knowing that $f\in L^1$. My current attempt is: after a variable change, I've rewritten ...
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1answer
59 views

Show that $ Y/\sqrt{\lambda } \xrightarrow{d} N(0,1) $ as $ \lambda \rightarrow \infty $

Given that the characteristic function for Y is $$ \varphi_Y (t) = e^{\lambda (e^{-t^2/2}-1)} $$ Show that $$ Y/\sqrt{\lambda } \xrightarrow{d} N(0,1) $$ as $$ \lambda \rightarrow \infty $$ I've ...
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2answers
53 views

Convergence in Probability Proof

I am trying to show the following: Let $X_1, X_2, . . .$ be $U(0, 1)$-distributed random variables. Show that $max_{1\leq k\leq n}X_{k} \to 1$ as $n \to \infty$ in probability. I am not sure where ...
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1answer
70 views

Determine convergence of the series $\sum\limits_{n=2}^{\infty}\frac{\cos(\ln(\ln(n))}{\ln(n)}$

How to determine convergence of the series $\sum\limits_{n=2}^{\infty}\frac{\cos(\ln(\ln(n))}{\ln(n)}$ ? I tried to get somewhere with Integral criteria and with comparing to other series but ...
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2answers
43 views

When are both $\sum_{n=0}^\infty \log(a_n)$ and $\sum_{n=0}^\infty a_n$ convergent?

I'm new to this site. Can someone give me some examples of when both: $$\sum_{n=0}^\infty \log(a_n)\qquad \text{ and }\qquad \sum_{n=0}^\infty a_n$$ are convergent?
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1answer
38 views

Can anyone prove D'Alembert Criterion (Dalambert) criterion for converging positive sequences?

This will most likely be on the exam, but it is not given in the text book. In my notebook I have this proof which I will type out, but it makes no sense. Here it goes: $$\text{D'Alembert ...
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2answers
51 views

How do I show :$\sum_{n=0}^{\infty }\frac{(-1)^n}{n+1}=\ln2$? [closed]

How do i show this : $$\sum_{n=0}^{\infty }\frac{(-1)^n}{n+1}=\ln2\text{ ?}$$ Thank you for any help
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76 views
+50

Integrating an infinite sum (statement from paper)

Let us work on a bounded domain $\Omega$ with Neumann BCs, with $\varphi_k$ and $\lambda_k$ being the orthonormalised eigenvectors and eigenvalues of the Neumann Laplacian. Define $$v(x,y) = \sum_{k ...
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1answer
24 views

$u=\sum (u,\varphi_k)_{L^2}\varphi_k$ vs $u(x)=\sum (u,\varphi_k)_{L^2}\varphi_k(x)$ and related questions

I have some doubts after reading several threads. Let us work on a bounded domain $\Omega$ with Neumann BCs, with $\varphi_k$ and $\lambda_k$ being the orthonormalised eigenvectors and eigenvalues of ...
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1answer
33 views

Convergence rate of a function

I'm having a difficult time working out the details of the following problem. I'm hoping someone may be able to point me to a reference or suggest an approach. I have three matrices $(A, B, C)$ and ...
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1answer
27 views

Convergence of subsequence of partial sums implies full convergence?

Define $S_n = \sum_{j=1}^n a_j$ a sum of real numers. Suppose there is a subsequence such that $S_{n_j} \to S$ for some $S$, i.e., the infinite sum converges along this subsequence. Does this imply ...
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dominated convergence theorem application

Prove or disprove this statement: if $f_n : \mathbb R \to \mathbb R$ are integrable functions with $f_n \to 0$ pointwise and $|f_n(x)| \le \frac{1}{|x| + 1}$ for all $n$, $x$, then $\lim\limits_{n ...
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Almost sure convergence of $\max(X_1, X_2,\ldots,X_n)$.

$X_1, X_2,\ldots, X_n$ are independent with uniform distribution on $[0,a]$. Prove that $\max(X_1, X_2,\ldots,X_n) \rightarrow a$ almost surely. Ar first I look for the probability distribution i.e. ...
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0answers
35 views

Limit of integrals of simple functions over a finite measure

We are given a sequence of simple functions $f_n:\mathbb{R}^2\rightarrow \mathbb{R}$ which converge pointwise to a continuous limiting function $f$. We also have a bunch of positive, finite measures ...
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1answer
28 views

How do I find the interval of convergence?

Suppose I have: $$\sum \cfrac{(-1)^n}{\sqrt{n}}x^n$$ If I use the ratio test, I get $$\cfrac{1}{\sqrt{1+\frac{1}{n}}}|x|$$ Why can it be said the radius of convergence here is $1$? Disregard the ...
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0answers
16 views

Limits and Convergence of sequences in the form of $(k, k^2, 1/k)$

I'm dealing with proving the convergence and limits of sequences that are defined by multiple points, such as $$ \left(k, k^2, \frac{1}{k}\right) $$ and I'm not sure how to go about doing it. I'm ...
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1answer
163 views

How do I evaluate this sum :$\sum_{n=0}^{\infty} \frac{\sin(n!)}{\cos(n!)}$?

How do I evaluate this sum :$$\displaystyle\sum_{n=0}^{\infty} \frac{\sin(n!)}{\cos(n!)}$$ Note : I used many criterions of convergence to show if it converges but i didn't up. Thank you for any ...
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1answer
35 views

find the interval of convergence for all x [closed]

$$\sum_{n=1}^\infty \frac{(x+5)^n}{(-3)^n \sqrt{n}}$$ I have been asked to find the interval of convergence. I don't know how go about this problem.
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4answers
545 views

Integral of odd function doesn't converge?

When I look up $$\int_{-1}^1 \dfrac{1}{x} dx$$ on Wolfram Alpha, it says it doesn't converge. While this is a sum of two diverging integrals, the two areas are clearly symmetric, and I'd assume the ...
0
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1answer
24 views

Convergence of Series for tangent (only convergence or divergence)

$$\sum_{n=17}^{\infty}\left(\tan\left(\frac{1}{n}\right)\right)^2 \ \ $$ My first guess is to write the series as integral. And use the substitution for u=1/n. That changes my upper and lower ...
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1answer
36 views

Prove completeness of a metric space

Let $\mathcal{K} = \{A \subset \mathbb{R}^N| A \neq \emptyset, A \text{ closed and bounded with respect to the euclidean metric} \}$ Let us define $A_\epsilon = \bigcup_{x \in A}U_\epsilon(x)$, where ...
0
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2answers
53 views

Find radius of convergence for the given sequence: $\sum_{1}^{\infty} \frac{(-1)^n}{n!}x^n$

I've been trying to realize how to find the radius of convergence for this sequence: $$\sum_{1}^{\infty} \frac{(-1)^n}{n!}x^n$$ I know that it converges for any given $x$, but can someone explain me ...
5
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2answers
58 views

Show that the sequence $\langle b_n\rangle$ Converges to $1$

The following question was asked in my Masters entrance examination but unfortunately I was unable to answer this. Please tell me how to approach this problem correctly. Suppose $\langle ...
0
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0answers
16 views

correlated random vectors converge to an independent random vector

Suppose $(X_k,Y_k)_{k\geq 1}$ is a sequence of random vectors. $X_k,Y_k$ have support $[0,1]$ and a joint density function $ f_k(x,y)$ being positive for all $x,y\in [0,1]$ and continuous everywhere. ...
2
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3answers
68 views

Integral test for convergence of $\frac{1}{\ln x}$ [closed]

I want to know if $$\int_0^1 \frac{1}{\ln x}\, dx$$ converges or not.
5
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3answers
61 views

Determine convergence of the series $\sum_{n=1}^{\infty}\frac{(2n-1)!!}{(2n)!!}$

I tried to use D'Alambert theorem to determine convergence of the series $\sum_{n=1}^{\infty}\frac{(2n-1)!!}{(2n)!!}$ . $\lim_{n \to \infty} \frac{a_{n+1}}{a_{n}} = \lim_{n \to \infty} ...