The Direct Comparison Test, worked line by line
Suppose 0 \le a_n \le b_n for all n, and
that the larger series \sum b_n converges. We show
\sum a_n converges.
Step 1 — partial sums are increasing. Every term
a_n \ge 0, so adding more terms only grows the partial sum
s_n = \sum_{k=1}^{n} a_k:
s_1 \le s_2 \le s_3 \le \cdots
Step 2 — bound them above, term by term. Since
a_k \le b_k for each k, the sum of the
small terms is at most the sum of the big ones, which is at most the whole convergent total
B = \sum_{k=1}^{\infty} b_k:
s_n = \sum_{k=1}^{n} a_k \;\le\; \sum_{k=1}^{n} b_k \;\le\; \sum_{k=1}^{\infty} b_k = B.
Step 3 — invoke monotone convergence. The sequence
(s_n) is increasing (Step 1) and bounded above by
B (Step 2). An increasing sequence with a ceiling must converge to
a limit no larger than that ceiling:
\sum_{n=1}^{\infty} a_n = \lim_{n\to\infty} s_n \le B < \infty.
The divergence half is the contrapositive: if \sum a_n = \infty,
the bigger \sum b_n cannot be finite either.
A concrete direct comparison
Test \sum_{n=1}^{\infty} \dfrac{1}{n^2 + 1}. For every
n the denominator is bigger than n^2, so
the term is smaller than the corresponding p-series term:
0 \le \frac{1}{n^2 + 1} \le \frac{1}{n^2}.
The yardstick \sum 1/n^2 converges (it is a p-series with
p = 2 > 1), so by direct comparison the smaller series converges too.
The Limit Comparison Test, worked line by line
Direct comparison needs a clean inequality, which is fiddly when the terms only
behave like a known series. The limit comparison test removes the fuss: if the terms
are eventually proportional, the series share a fate. Let
a_n, b_n > 0 and suppose
\lim_{n\to\infty} \frac{a_n}{b_n} = c, \qquad 0 < c < \infty.
Step 1 — turn the limit into a two-sided bound. The ratio settling on a
positive c means that, past some index N,
the ratio is trapped in a band around c — say between
\tfrac{c}{2} and 2c:
\frac{c}{2} \;<\; \frac{a_n}{b_n} \;<\; 2c \qquad \text{for all } n \ge N.
Step 2 — multiply through by b_n > 0. This sandwiches
the terms a_n between two constant multiples of
b_n:
\frac{c}{2}\, b_n \;<\; a_n \;<\; 2c\, b_n \qquad \text{for all } n \ge N.
Step 3 — apply direct comparison both ways. A nonzero constant multiple does
not change whether a series converges, so:
\sum b_n \text{ converges} \;\overset{a_n < 2c\,b_n}{\Longrightarrow}\; \sum a_n \text{ converges}, \qquad \sum b_n \text{ diverges} \;\overset{a_n > \frac{c}{2}\,b_n}{\Longrightarrow}\; \sum a_n \text{ diverges}.
Step 4 — conclude the shared fate. Both implications run, so the two series
stand or fall together:
\sum a_n \text{ converges} \;\iff\; \sum b_n \text{ converges}.
A concrete limit comparison
Test \sum_{n=1}^{\infty} \dfrac{3n + 5}{n^3 - 2n + 4}. For large
n the term behaves like
3n / n^3 = 3/n^2, so compare with
b_n = 1/n^2:
\frac{a_n}{b_n} = \frac{(3n+5)/(n^3 - 2n + 4)}{1/n^2} = \frac{(3n + 5)\,n^2}{n^3 - 2n + 4} = \frac{3n^3 + 5n^2}{n^3 - 2n + 4} \;\xrightarrow[n\to\infty]{}\; 3.
The limit c = 3 is finite and positive, and
\sum 1/n^2 converges — so the original series converges too, no
inequality-juggling required.
Let a_n, b_n \ge 0. Then:
-
Direct comparison. If 0 \le a_n \le b_n for
all n, then
\sum b_n converges \Rightarrow \sum a_n
converges, and \sum a_n diverges
\Rightarrow \sum b_n diverges.
-
Limit comparison. If a_n, b_n > 0 and
\displaystyle\lim_{n\to\infty} a_n/b_n = c with
0 < c < \infty, then
\sum a_n and \sum b_n
both converge or both diverge.
-
Edge cases. If c = 0 only the "converges"
direction survives (\sum b_n conv.
\Rightarrow \sum a_n conv.); if
c = \infty only the "diverges" direction survives.
The art is picking b_n. The reliable instinct: keep only
the fastest-growing term on top and bottom, and let the rest fall away. For a
ratio of polynomials, that leaves a power of n:
a_n = \frac{3n + 5}{n^3 - 2n + 4} \;\approx\; \frac{3n}{n^3} = \frac{3}{n^2} \;\sim\; \frac{1}{n^2}.
So compare with the p-series 1/n^2; the leftover constant
3 is exactly the finite, positive c
that limit comparison wants. The rule of thumb: a rational term of degree
d on the bottom over degree e on top
behaves like 1/n^{\,d - e}, so it converges iff
d - e > 1. This is why limit comparison is the workhorse for
"messy fractions of polynomials".