Math 2.0

statement proposition

Comparison of a series and an integral

Statement

Let aa be a real number, let nn be a natural number, and let f ⁣:[a,a+n]→Rf \colon [a, a + n] \to \mathbb{R} be a decreasing function. Then ∑i=1nf(a+i)≤∫aa+nf(x) dx≤∑i=0n−1f(a+i).\sum_{i=1}^{n} f(a + i) \le \int_a^{a+n} f(x)\, dx \le \sum_{i=0}^{n-1} f(a + i).

Remarks

On each interval [a+i,a+i+1][a + i, a + i + 1] we have f(a+i+1)≤f(x)≤f(a+i)f(a + i + 1) \le f(x) \le f(a + i). Integrate and add over ii. The integral exists because monotone functions are Riemann integrable. With f(x)=1/xf(x) = 1/x and a=1a = 1 it gives ln⁡(n+1)≤Hn≤1+ln⁡n\ln(n + 1) \le H_n \le 1 + \ln n for the harmonic numbers. Mathlib states the first inequality as AntitoneOn.sum_le_integral.

Explanations

L1 human

The sum of the values at the right ends of unit intervals is an area of rectangles below the graph of a decreasing function. The sum of the values at the left ends is an area of rectangles above it.

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  1. Partition of an interval definition
  2. Mesh of a partition definition
  3. Riemann sum definition
  4. Riemann integrable function definition
  5. Riemann integral definition
  6. Comparison of a series and an integral statement

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Sources

  1. Web https://en.wikipedia.org/wiki/Integral_test_for_convergence, Proof