Convergence of sequences and different modes of convergence.

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Prove convergence of $\int_1^\infty \frac 1 {x(\sqrt x + 1)} dx$

Prove the convergence of $\int_1^\infty \frac 1 {x(\sqrt x + 1)} dx$ This was a question on an exam. I needed to prove that the above integral converges using the comparison test. I thought about ...
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172 views

Help with Convergence of a series with sin and log

I tried to figured it out if the follwing series converges or not $$\sum_{n=1}^{\infty} \frac{\sin(\frac{1}{n})}{\ln^2n}\ (-1)^{n}$$ I tried to show that $\sin(\frac{1}{n})$ is a monotonic but I'm ...
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1answer
52 views

Converging integral $\int_1^\infty {\frac{\sqrt{x}\cos{x}}{x+2013}}dx$

I want to show that $$\int_1^\infty {\frac{\sqrt{x}\cos{x}}{x+2013}}dx$$ is converging. I tried $${\frac{\sqrt{x}\cos{x}}{x+2013}}\leq {\frac{\sqrt{x}\cos{x}}{x}}\leq \frac{1}{\sqrt{x}}$$ but it ...
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1answer
48 views

What are conditions under which convergence in quadratic mean implies convergence in almost sure sense?

What are the conditions on the sequence on $\{X_n\}$ (apart from the degenerate random variable), under which it can be claim that $||X_n-X||_{L^2(\mathbb{R})}\rightarrow 0$ implies $X_n\rightarrow ...
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22 views

Radius of Convergence

Is the radius of convergence of $$\frac{n(x+3)^n}{4^n}$$ equals 4? I got $|x+3|\lt 4$ as the final result. How do you know, what is the radius from here?
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41 views

Should I use the comparison test for the following series?

Given the following series $$\sum_{k=0}^\infty \frac{\sin 2k}{1+2^k}$$ I'm supposed to determine whether it converges or diverges. Am I supposed to use the comparison test for this? My guess would ...
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57 views

Question about the Riemann-Lebesgue Lemma proof

Ok, so one of the formulations of the Riemann-Lebesgue Lemma says: $$ f\in L^1(\mathbb{R}) \implies \hat{f}(\omega)\to 0\;\mbox{ when } \;|\omega|\to\infty.$$ I get all the steps of the proof, except ...
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70 views

Using the ratio test when the limit of ratio is infinity

If the limit in ratio test is infinity. Does the sequence converge? I suspect not as it is infinity and not some finite value but I'm not sure. Any help?
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58 views

Does $\int_0^\infty \frac{1}{1+(x\sin x)^2}\ dx$ converge?

Does the integral $$\int_0^\infty \frac{1}{1+(x\sin x)^2} \ \, \mathrm{d}x$$ converge? I know that I need to look at: $$\sum_{n=0}^\infty \int_{n\pi}^{(n+1)\pi} \frac{1}{1+(x\sin x)^2}\ \, ...
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38 views

Proving that the Gamma function $\Gamma(y)$ converges for $y>0$.

How can I justify that $$\Gamma(y)=\int_0^\infty t^{y-1}e^{-t} \, \mathrm{d}t$$ exists for all $y>0$? I'm struggling to compare it to a known convergent integral.
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94 views

Two divergent series such that their product is convergent

I faced a series question it goes something like give an example of 2 divergent series such that when the 2 series are multiplied to each other, the new series becomes convergent, although it looks ...
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50 views

Improper integrals - Showing convergence.

1)Show that for all $n\in\mathbb{N}$ the following is true: $\int_{\pi}^{n\pi}|\frac{\sin(x)}{x}|dx\geq C\cdot \sum_{k=1}^{n-1}\frac{1}{k+1}$ for a constant $C>0$ and conclude that ...
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405 views

Is there a function that can be subtracted from the sum of reciprocals of primes to make the series convergent

The gamma constant is defined by an equation where the harmonic series is subtracted by the natural logarithm: $$\gamma = \lim_{n \rightarrow \infty }\left(\sum_{k=1}^n \frac{1}{k} - \ln(n)\right)$$ ...
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1answer
73 views

Bizarre definition of convergent sequences

I've recently begun studying Analysis I, specifically the sequence and series part. I've just come across the definition of convergence: A sequence $(a_n)$ converges to a real number $a$ if, ...
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89 views

If $x_{n+1}\leq x_n + 1/n^2$ then $x_n$ converges [duplicate]

Let $x_n$ be a sequence of non-negative real numbers such that $\forall n, x_{n+1}\leq x_n+ \frac{1}{n^2}$ Prove that $x_n$ converges. The problem is trivial whenever $x_{n}$ is an ...
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37 views

Determining Probability Generating Function from Probability Mass Function and Convergence

I am trying to solve the following: Suppose $X_{nk}, k=1,2,\ldots,n, n≥ 2$ are i.i.d. random variables $$P(X_{nk}=0)=1-\frac{1}{n}-\frac{1}{n^2}\\P(X_{nk}=1)=\frac{1}{n}\\P(X_{nk}=2)=\frac{1}{n^2}$$ ...
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42 views

Struggling with the integrability of $\int_{\frac{\pi}{2}}^{\pi}(\tan(x))^{\frac{1}{3}}\text{d}x$

I know quite a lot tools to determine the integrability of functions, but in this case I really don't know where to start: $$\int_{\frac{\pi}{2}}^{\pi}(\tan(x))^{\frac{1}{3}}\text{d}x$$
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95 views

Investigate the convergence of $\int _0^\infty \frac{\sin x^2}{x} \ dx$

Investigate the convergence of $$\int_0^\infty \frac{\sin x^2}{x} \, \mathrm{d}x$$ Is it converging? Converging absolutely? I want to use Dirichlet's test for integrals. Let $f(x) = \frac 1 x$ ...
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39 views

How can I solve this integral with the comparison theorem?

I have an integral that I am not sure how to solve with the comparison theorem to see if it is divergent or convergent. $$\int_1^\infty\frac{e^{-2x}}{\sqrt{x+16}}\;dx$$ How can I solve this with ...
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61 views

Conditional convergence and Riemann's series theorem

There are tests to determine whether an integral or sum is convergent. There are test to determine whether an integral or sum is absolutely convergent. An integral or series is said to be $\mathbf ...
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34 views

suppose $a_n>1$ $a_n$is non-decreasing and bounded. prove: $\sum_{n=-1}^{\infty}(1-\frac{a_n}{a_{n+1}})\frac{1}{\sqrt{a_{n+1}}}$ converges

suppose $a_n>1$, $\{a_n\}$ is non-decreasing and bounded. prove: $\sum_{n=-1}^{\infty}\left(1-\frac{a_n}{a_{n+1}}\right)\frac{1}{\sqrt{a_{n+1}}}$ converges I don't have any idea about how to ...
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Question about the Fourier Inversion Formula

We have $$\hat{f}(\xi)=\mathcal{F}f(\xi):= \int_{-\infty}^{\infty}f(x)e^{-2\pi i\xi x}dx,$$ with $f\in L^{1}$, and the Fourier inversion formula says that ...
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97 views

Limit of given expression

Let $\sum a_k=s$. I want to show that $$\lim\limits_{x\to 1^-}(1-x)\sum\limits_{k=1}^{\infty}\frac{ka_kx^k}{1-x^k}=s$$ where $x\in(0,1)$. Thanks for your helps.
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31 views

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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38 views

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

$\lim_\limits{n \rightarrow \infty} \sup\limits_{\delta \rightarrow 0} \left(n \delta\right)^{-1} \left|T_n(\theta)_{ij}\right| < \infty$ a.s, $1 \leq i \leq p$, $1\leq j \leq p$ what does the ...
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56 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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48 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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28 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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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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73 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 ...
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45 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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29 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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35 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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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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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 ...
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117 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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60 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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44 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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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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28 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
72 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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56 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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55 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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53 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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36 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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25 views

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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59 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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71 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
45 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?