Module 9 :  Infinite Series, Tests of Convergence,  Absolute and Conditional Convergence, Taylor and Maclaurin Series
Lecture 26 :  Absolute convergence [Section 26.1]
26.1.6

Theorem (Integral Test):

 

Let be a positive continuous decreasing function with
            
Then either both
            
converge or diverge.

  Proof
 

For , consider the interval with the partition
          .
Then, since is decreasing,
         
Thus, if
         
then
                       ---------(*)
In case is convergent, we have for
        
Since is positive, is monotonically increasing and hence it is convergent. Conversely, if exists, then by the Sandwich theorem, (*) implies that is convergent.                          
              

 
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