Bourbaki

Proposition 3 (Cauchy-Maclaurin criterion)

Tag 08G1, permanent. Cite it as [Bourbaki, Tag 08G1].

Functions of a Real Variable, chapter V, § 4. APPLICATION TO SERIES WITH POSITIVE TERMS

If ff is a function ≥0\geq 0 and decreasing on [x0,+∞[[x_0, +\infty[, then the series with general term vn=f(n)v_n = f(n) converges if and only if the integral ∫x0+∞f(t) dt\int_{x_0}^{+\infty} f(t)\,dt converges.

To prove this it is sufficient to note that if vv is the step function associated with the series (vn)(v_n) then v(x+1)≤f(x)≤v(x)v(x+1) \leq f(x) \leq v(x) for every x≥x0x \geq x_0 since ff is decreasing; the proposition is thus a consequence of the comparison principle (II, p. 66, prop. 3).

Since the functions which feature in the logarithmic convergence criteria for integrals (V, p. 229, prop. 2, 3 and 4) are decreasing on an interval [x0,+∞[[x_0, +\infty[, applying prop. 1 and 3 of V, p. 237, gives the following criteria:

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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