Convergence of P-Series/Lemma

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Lemma for Convergence of P-Series

Let $p = x + i y$ be a complex number where $x, y \in \R$ such that:

$x > 0$
$x \ne 1$


Then:

$\ds \sum_{n \mathop = 1}^\infty \frac 1 {n^x}$ converges if and only if $\ds \lim_{P \mathop \to \infty} \dfrac {P^{1 - x} } {1 - x}$ converges.


Proof

Let $p = x + i y$.

Then:

\(\ds \sum_{n \mathop = 1}^\infty \size {n^{-p} }\) \(=\) \(\ds \sum_{n \mathop = 1}^\infty \frac 1 {\size {n^x n^{i y} } }\)
\(\ds \) \(=\) \(\ds \sum_{n \mathop = 1}^\infty \frac 1 {\size {n^x e^{-i y \, \map \log n} } }\)
\(\ds \) \(=\) \(\ds \sum_{n \mathop = 1}^\infty \frac 1 {\size {n^x} \size {e^{-i y \, \map \log n} } }\)
\(\ds \) \(=\) \(\ds \sum_{n \mathop = 1}^\infty \frac 1 {\size {n^x} }\)

by Euler's Formula.

Now since $x > 0$, and all $n \ge 1$, all terms are positive and we may do away with the absolute values.


Then by the Cauchy Integral Test:

$\ds \sum_{n \mathop = 1}^{\to \infty} \frac 1 {n^x}$ converges if and only if $\ds \int_1^\infty \frac {\d t} {t^x}$ converges.


First let $x \ne 1$:

\(\ds \int_1^{\to \infty} \frac {\d t} {t^x}\) \(=\) \(\ds \lim_{P \mathop \to \infty} \int_1^P \dfrac {\d t} {t^x}\)
\(\ds \) \(=\) \(\ds \lim_{P \mathop \to \infty} \intlimits {\dfrac {t^{1 - x} } {1 - x} } 1 P\) Primitive of Power
\(\ds \) \(=\) \(\ds \lim_{P \mathop \to \infty} \paren {\dfrac {P^{1 - x} } {1 - x} - \dfrac {1^{1 - x} } {1 - x} }\)
\(\ds \) \(=\) \(\ds \lim_{P \mathop \to \infty} \paren {\dfrac {P^{1 - x} } {1 - x} } - \dfrac {1^{1 - x} } {1 - x}\)


Hence:

$\ds \int_1^{\to \infty} \frac {\d t} {t^x} = \lim_{P \mathop \to \infty} \paren {\dfrac {P^{1 - x} } {1 - x} } - \dfrac {1^{1 - x} } {1 - x}$

if and only if:

$\ds \int_1^{\to \infty} \frac {\d t} {t^x} + \dfrac {1^{1 - x} } {1 - x} = \lim_{P \mathop \to \infty} \paren {\dfrac {P^{1 - x} } {1 - x} }$


and so:

$\ds \sum_{n \mathop = 1}^\infty \size {n^{-p} }$ converges

if and only if:

$\ds \lim_{P \mathop \to \infty} \dfrac {P^{1 - x} } {1 - x}$ converges.


For $x = 1$:

\(\ds \int_1^{\to \infty} \frac {\d t} t\) \(=\) \(\ds \lim_{P \mathop \to \infty} \int_1^P \dfrac {\d t} t\)
\(\ds \) \(=\) \(\ds \lim_{P \mathop \to \infty} \bigintlimits {\ln x} 1 P\) Primitive of Reciprocal
\(\ds \) \(=\) \(\ds \lim_{P \mathop \to \infty} \ln P\) Logarithm of 1 is 0

which diverges.

$\blacksquare$


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