๐Ÿงฎ Brain Teaser

Olivier's Theorem: Decreasing Terms of a Convergent Series Are o(1/n)o(1/n)

Let (an)nโ‰ฅ1(a_n)_{n\ge 1} be a non-increasing sequence of real numbers such that โˆ‘n=1โˆžan\sum_{n=1}^\infty a_n converges.

(a) Prove that limโกnโ†’โˆžnโ€‰an=0.\lim_{n\to\infty} n\,a_n = 0.

(b) Show that monotonicity cannot be dropped. Give a sequence of positive terms with โˆ‘an<โˆž\sum a_n < \infty but nanโ†’ฬธ0n a_n \not\to 0.

(c) Show that the converse of (a) fails. Give a non-increasing positive sequence with nanโ†’0n a_n \to 0 but โˆ‘an=โˆž\sum a_n = \infty.

(Think for 5 minutes. The whole of (a) fits in one line once you see which block of terms to look at.)


Field: Real analysis (series)

Why it's interesting: Convergence of โˆ‘an\sum a_n alone only gives anโ†’0a_n \to 0, with no rate at all. Adding the purely qualitative hypothesis "monotone" upgrades this to a quantitative statement, an=o(1/n)a_n = o(1/n). This is the germ of Cauchy condensation, and it is the reason the harmonic series sits exactly at the boundary of convergence.

Difficulty: 2 / 5

seriesmonotone sequencesCauchy criterionCauchy condensationcounterexample

Answer: Olivier's Theorem: Decreasing Terms Are o(1/n)

Key Idea / Intuition

If the terms decrease, then ana_n is the smallest of the terms an/2+1,โ€ฆ,ana_{n/2+1},\dots,a_n. So the "block" of the last n/2n/2 terms is at least n2an\tfrac n2 a_n. Since the series converges, its tails are small (Cauchy criterion), so every such block tends to 00. That forces n2anโ†’0\tfrac n2 a_n \to 0.

Monotonicity is what lets one term "speak for" a whole block. Without it, a sparse set of large spikes can hide inside a convergent series.


Formal Proof / Solution

(a)

Step 1: the terms are non-negative. Since โˆ‘an\sum a_n converges, anโ†’0a_n \to 0. A non-increasing sequence converging to 00 satisfies anโ‰ฅlimโกkak=0a_n \ge \lim_k a_k = 0 for all nn.

Step 2: the block estimate. Fix nโ‰ฅ2n \ge 2 and let m=โŒŠn/2โŒ‹m = \lfloor n/2 \rfloor. The block am+1,โ€ฆ,ana_{m+1}, \dots, a_n has nโˆ’mโ‰ฅn/2n - m \ge n/2 terms. Since the sequence is non-increasing, each term is โ‰ฅanโ‰ฅ0\ge a_n \ge 0. Hence

0โ‰คn2โ€‰anโ€…โ€Šโ‰คโ€…โ€Š(nโˆ’m)โ€‰anโ€…โ€Šโ‰คโ€…โ€Šโˆ‘k=m+1nak.0 \le \frac{n}{2}\, a_n \;\le\; (n-m)\,a_n \;\le\; \sum_{k=m+1}^{n} a_k .

Step 3: the Cauchy criterion. Since โˆ‘ak\sum a_k converges, for every ฮต>0\varepsilon>0 there is NN such that โˆ‘k=p+1qak<ฮต\sum_{k=p+1}^{q} a_k < \varepsilon whenever q>pโ‰ฅNq > p \ge N. Take nโ‰ฅ2N+2n \ge 2N+2, so that m=โŒŠn/2โŒ‹โ‰ฅNm = \lfloor n/2\rfloor \ge N. Then

0โ‰คn2an<ฮต.0 \le \frac n2 a_n < \varepsilon .

Therefore nan<2ฮตn a_n < 2\varepsilon for all large nn, which shows nanโ†’0n a_n \to 0. โ– \blacksquare

(Equivalently, write SnS_n for the partial sums and SS for the sum. Then n2anโ‰คSnโˆ’SโŒŠn/2โŒ‹โ†’Sโˆ’S=0\tfrac n2 a_n \le S_n - S_{\lfloor n/2\rfloor} \to S - S = 0.)

(b) Monotonicity is essential

Define

an={1n,nย aย perfectย square,1n2,otherwise.a_n = \begin{cases} \dfrac{1}{n}, & n \text{ a perfect square},\\[2mm] \dfrac{1}{n^2}, & \text{otherwise}. \end{cases}
  • The terms are positive.
  • The series converges: โˆ‘nanโ‰คโˆ‘kโ‰ฅ11k2+โˆ‘nโ‰ฅ11n2<โˆž\displaystyle \sum_n a_n \le \sum_{k\ge1} \frac{1}{k^2} + \sum_{n\ge1}\frac1{n^2} < \infty, because the squares n=k2n=k^2 contribute โˆ‘k1/k2\sum_k 1/k^2.
  • Yet nan=1n a_n = 1 for every perfect square nn, so nanโ†’ฬธ0n a_n \not\to 0.

The spikes are too sparse to affect convergence, but each one individually is as large as 1/n1/n.

(c) The converse fails

Take an=1nlnโกna_n = \dfrac{1}{n\ln n} for nโ‰ฅ2n\ge 2.

  • The sequence is positive and decreasing.
  • nan=1lnโกnโ†’0n a_n = \dfrac{1}{\ln n} \to 0.
  • The series diverges. By the integral test, โˆซ2Xdxxlnโกx=lnโกlnโกXโˆ’lnโกlnโก2โ†’โˆž\displaystyle\int_2^X \frac{dx}{x\ln x} = \ln\ln X - \ln\ln 2 \to \infty. Alternatively, Cauchy condensation turns it into โˆ‘2kโ‹…12kklnโก2=1lnโก2โˆ‘1k=โˆž\sum 2^k \cdot \frac{1}{2^k k\ln 2} = \frac{1}{\ln 2}\sum \frac1k = \infty.

So an=o(1/n)a_n = o(1/n) is necessary for convergence of a monotone series, but not sufficient.

Remark

The block trick in (a) is exactly the "lower half" of Cauchy's condensation test. Grouping terms into dyadic blocks [2k,2k+1)[2^k, 2^{k+1}) and bounding each block above and below by its endpoint terms gives

โˆ‘an<โˆžโ€…โ€ŠโŸบโ€…โ€Šโˆ‘2ka2k<โˆž.\sum a_n < \infty \iff \sum 2^k a_{2^k} < \infty .

Olivier's theorem is the observation that the dyadic terms 2ka2k2^k a_{2^k} of a convergent series must tend to 00.