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For $n\in\mathbb{N}^*$, define $a_n=\left(1+\frac{1}{2}+\frac{1}{3}+\cdots+\frac{1}{n}\right)/n$. Does the sequence $(a_n)$ converge and how to prove it?

user122424
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8 Answers8

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Let $a_n=\frac{1}{n}\sum\limits_{k=1}^n\frac{1}{k}$.

Thus, $$0<a_n<\frac{1}{n}\int\limits_1^{n+1}\frac{1}{x}dx=\frac{\ln(n+1)}{n}\rightarrow0,$$ which says that $$\lim_{n\rightarrow+\infty}a_n=0.$$

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The Stolz_Cesaro Theorem with $a_n=\sum_{k=1}^n \frac1k$ and $b_n=n$ guarantees that

$$\begin{align} \lim_{n\to\infty}\frac{\sum_{k=1}^n \frac1k}{n}&=\lim_{n\to\infty}\frac{\sum_{k=1}^{n+1}\frac1k -\sum_{k=1}^{n}\frac1k}{(n+1)-n}\\\\ &=\lim_{n\to\infty}\frac{1}{n+1}\\\\ &=0 \end{align}$$

And we are done!

Mark Viola
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For $2^k\le n\lt2^{k+1}$ we have

\begin{align} {1+{1\over2}+\cdots+{1\over n}\over n}&\le{1+{1\over2}+{1\over3}+\cdots+{1\over2^{k+1}-1}\over2^k} \\&\le{1+\left({1\over2}+{1\over2}\right)+\left({1\over4}+{1\over4}+{1\over4}+{1\over4}\right)+\cdots+\left({1\over2^k}+\cdots+{1\over2^k}\right)\over2^k}={k+1\over2^k}\to0 \end{align}

Barry Cipra
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As harmonic series diverges to $\log(n)$ this limit should converge to $0$.

OmG
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    You probably thought about the asymptotic equation. The harminic series diverges!!! – szw1710 Dec 24 '17 at 20:30
  • Oh yes, decreasing sequence which is bounded below. :) The OP's question was not clear. I have answered the divergence of the series. :) Read the last sentence? Is the sum computable, what criterion and so on. :) – szw1710 Dec 24 '17 at 20:42
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Taking into account the Euler-Mascheroni constant $\gamma$, we have asymptotically that $$\frac{1+\frac{1}{2}+\dots+\frac{1}{n}}{n}\approx\frac{\ln n}{n}.$$ The series with this term on the right diverges (integral test). So, the series in question also diverges. To formalize it you could use the limit comparison test with two above series. Compute the limit of their ratio. This is one (use the definition of $\gamma$). So, since $$\sum_{n=1}^{\infty}\frac{\ln n}{n}$$ diverges, our series

$$\sum_{n=1}^{\infty}\frac{1+\frac{1}{2}+\dots+\frac{1}{n}}{n}$$

also diverges.

szw1710
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Notice that the $n$-th term of the given sequence is the average of the first $n$ terms of the sequence $(1/n)$. A well-known homework problem in advanced calculus states that if the original sequence converges to a real number, the average sequence also converges to the same limit. Therefore the given sequence converges to $0$.

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In general we know (I remember that it was an exercise of Walter Rudin book , Principles of Mathematical Analysis ) if $x_n$ converges then $$\lim_{n\to\infty}\frac{x_1+x_2+...+x_n}{n}=\lim_{n\to\infty}x_n$$, now take $x_n=\frac{1}{n}$, since $\lim_{n\to\infty} \frac{1}{n}=0$, hence we get the desired result.

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$$\left(1+\frac{1}{2}+\frac{1}{3}+\cdots+\frac{1}{n}\right)\frac1n=\frac1n+\frac{1}{2n}+\frac{1}{3n}+\cdots+\frac{1}{n^2}\le n\frac1n=1$$

user
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