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I had a previous question here, which I'm quoting:

How can I prove that the following summation converges? $$\sum_{n=0}^\infty \sum_{k=0}^n \frac{(-1)^n}{(k+1) (n-k+1)}$$

I tried to prove that by proving that the following summation in in absolute value converges so the original one converges too, but that's incorrect.

And the answer was:

$$\sum_{n=0}^\infty \sum_{k=0}^n \frac{(-1)^n}{(k+1) (n-k+1)} = \sum_{n=0}^\infty \sum_{k=0}^n \frac{(-1)^k}{(k+1)}\cdot\frac{(-1)^{n-k}}{(n-k+1)}$$

Then this is the Cauchy product (discrete convolution) of $\sum_{k=0}^\infty \frac{(-1)^k}{(k+1)}$ with itself. We know that $\ln(1+x)=\sum_{k=1}^\infty \frac{(-1)^{k+1}x^k}{k}$, by changing the index $k \rightarrow k+1$ we get $\ln(1+x)=\sum_{k=0}^\infty \frac{(-1)^{k}x^{k+1}}{k+1}$ and we have $\ln(2)=\ln(1+1)=\sum_{k=0}^\infty \frac{(-1)^{k}}{k+1}$ and we can conclude that

$$\sum_{n=0}^\infty \sum_{k=0}^n \frac{(-1)^n}{(k+1) (n-k+1)} = \left(\ln(2)\right)^2$$

While this answer finds the value to which the summations converges (if it converges) it doesn't prove that the summation converges at all. According to what I read on Cauchy product (From wikipedia):

Let $(a_n)_{n\ge 0}$ and $(b_n)_{n\ge 0}$ be real or complex sequences. It was proved by Franz Mertens[citation needed] that, if the series $a_n$ converges to A and the series $b_n$ converges to B and at least one of them converges absolutely, then their Cauchy product converges to AB.

But after doing some checks I can confirm that non of them converges absolutely

Exodd
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Daniel98
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  • @saulspatz corrected – Exodd May 22 '20 at 12:18
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    @metamorphy He has actually posted three questions that are duplicates of one another. I have already flagged the latest one for moderator attention, hoping that the questions can be merged in some way. – Calum Gilhooley May 22 '20 at 16:44
  • @CalumGilhooley: I see. It makes me check the question history of every user before even thinking about an answer. Now it's a bit late... and, looking at his behaviour, it's definitely not the major issue ;) – metamorphy May 22 '20 at 17:02
  • @metamorphy I shall try to learn the same lesson. – Calum Gilhooley May 22 '20 at 17:13

2 Answers2

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I'll start much as in Exodd's answer, but diverge a bit.

The series is $\sum_{n=0}^\infty(-1)^na_n,$ where $$ a_n = \sum_{k=0}^n\frac1{(k + 1)(n - k + 1)} = \frac1{n + 2}\sum_{k=0}^n\left(\frac1{k + 1} + \frac1{n - k + 1}\right) = \frac{2H_{n + 1}}{n + 2}, $$ where $$ H_m = \sum_{k=1}^m\frac1k \quad (m \geqslant 1). $$ By the alternating series test, $\sum_{n=0}^\infty(-1)^na_n$ converges if the sequence $(a_n)$ decreases to zero (it doesn't have to be strictly decreasing) as $n$ tends to infinity. Therefore, it is enough to prove that $$ \frac{H_m}{m + 1} \searrow 0 \text{ as } m \to \infty \quad (m \geqslant 1). $$ It is straightforward to prove that the sequence $\left(\frac{H_m}{m + 1}\right)$ is decreasing: \begin{gather*} mH_m = mH_{m - 1} + 1 \leqslant (m + 1)H_{m - 1} \quad (m \geqslant 2), \\ \therefore\ \frac{H_m}{m + 1} \leqslant \frac{H_{m - 1}}m. \end{gather*} Here is a simple proof from first principles that $\frac{H_m}{m + 1} \to 0$ as $m \to \infty$: \begin{gather*} H_m \leqslant \sum_{k=1}^m\frac1{\sqrt{k}} < 2\sum_{k=1}^m\frac1{\sqrt{k} + \sqrt{k - 1}} = 2\sum_{k=1}^m\left(\sqrt{k} - \sqrt{k - 1}\right) = 2\sqrt{m}, \\ \therefore\ \frac{H_m}{m + 1} < \frac2{\sqrt{m + 1}} \to 0 \text{ as } m \to \infty. \end{gather*}

Optional Extra

It seems a shame not to evaluate the sum, and I shall prove that it is $(\log2)^2,$ as expected.

For each finite set $F$ of ordered pairs of positive integers, define the finite sum: $$ \mu(F) = \sum_{(i, j) \in F}\frac{(-1)^{i + j}}{ij}. $$ For each positive integer $p,$ the $p^\text{th}$ partial sum of the given series is: \begin{gather*} \sum_{n=0}^{p-1}\sum_{k=0}^n\frac{(-1)^n}{(k + 1)(n - k + 1)} = \mu(F_p), \text{ where:} \\ F_p = \{ (i, j) \colon i + j \leqslant p + 1 \}). \end{gather*} We have proved that $\mu(F_p)$ tends to a limit $l$ as $p \to \infty.$ Therefore: $$ \mu(F_{4r - 1}) \to l \text{ as } r \to \infty. $$

For each positive integer $r,$ define this "square" set of pairs of integers: $$ K_r = \{ (i, j) \colon i \leqslant 2r \text{ and } j \leqslant 2r \} \subset F_{4r - 1}. $$ Then: $$ \mu(K_r) = \left(\sum_{i=1}^{2r}\frac{(-1)^{i-1}}{i}\right)\left(\sum_{j=1}^{2r}\frac{(-1)^{j-1}}{j}\right) \to (\log2)^2 \text{ as } r \to \infty. $$ We have $F_{4r-1} = K_r \sqcup L_r \sqcup M_r,$ a disjoint union, where: \begin{align*} L_r & = \{ (i, j) \colon i < 2r < j \text{ and } i + j \leqslant 4r \}, \\ M_r & = \{ (i, j) \colon j < 2r < i \text{ and } i + j \leqslant 4r \}. \end{align*} Clearly $\mu(M_r) = \mu(L_r),$ so we have: $$ \mu(F_{4r-1}) = \mu(K_r) + 2\mu(L_r). $$ We now only need to show that $\mu(L_r) \to 0$ as $r \to \infty,$ and it will follow that $l = (\log2)^2.$ \begin{align*} \mu(L_r) & = \sum_{j=2r+1}^{4r-1}\frac{(-1)^{j-1}}{j}\sum_{i=1}^{4r-j}\frac{(-1)^{i-1}}{i} \\ & = \sum_{j=2r+1}^{4r-1}\frac{(-1)^{j-1}}{j}\sum_{i=1}^{4r-j+1}\frac{(-1)^{i-1}}{i} + \sum_{j=2r+1}^{4r-1}\frac1{j(4r-j+1)}. \end{align*} When $j$ is odd, $4r-j+1$ is even. When $j$ is even, $4r-j+1$ is odd. By the theory of convergent alternating series with non-zero terms, if the first term of the series is positive, the odd-numbered partial sums are greater than the infinite sum, and the even-numbered partial sums are less than the infinite sum. Hence: \begin{align*} \mu(L_r) & < (\log2)\!\sum_{j=2r+1}^{4r-1}\frac{(-1)^{j-1}}{j} + \frac1{4r+1}\sum_{j=2r+1}^{4r-1}\left(\frac1j + \frac1{4r-j+1}\right) \\ & = (\log2)\left(\sum_{j=1}^{4r-1}\frac{(-1)^{j-1}}{j} - \sum_{j=1}^{2r}\frac{(-1)^{j-1}}{j}\right) + \frac{H_{4r-1} - 1}{4r+1} \\ & \to 0 \text{ as } r \to \infty. \end{align*} The first term tends to zero because of the convergence of the series $\sum_{j=1}^\infty\frac{(-1)^{j-1}}{j},$ and the second term tends to zero because, as shown above, $H_{4r-1} < 2\sqrt{4r+1}.$ $\ \square$

Corollary. $$ \sum_{n=1}^\infty\frac{(-1)^{n+1}H_n}{n+1} = \frac{(\log2)^2}{2}. $$ (I've seen many similar but more complicated equations posted on Maths.SE, so this one is bound to have been posted before, probably with a much nicer proof, but it seemed worth mentioning.)

[Update]

This must be the simplest equation that comes under the heading of Euler sums. In spite of much searching, however, I haven't found it written down anywhere in such a simple form.

It is a special case of equation (2.33) in Ce Xu, Explicit evaluation of harmonic sums (2017).

Euler's equation $\sum_{n=1}^\infty\frac1{n^2} = \frac{\pi^2}6$ gives $\sum_{n=1}^\infty\frac{(-1)^{n-1}}{n^2} = \frac{\pi^2}{12},$ whence: $$ \sum_{n=1}^\infty\frac{(-1)^{n-1}H_n}n = \frac{\pi^2}{12} - \frac{(\log2)^2}{2}. $$ Simple proofs of the latter more complex equation (it's still very simple, by the standards of results in this area!) have been requested more than once in Maths.SE:

I'm reluctant to make a fool of myself by straying ignorantly into this area of exquisite expertise. (Browse the tag just given, and you'll see what I mean.) If nevertheless it is worth polishing and simplifying my proof, I'll do so in a separate question.

  • $m$ is a bound variable; it doesn't have a specific value. It would be been more confusing (although not strictly incorrect) if I had used $n$ instead of $m.$ If it helps, simply replace $m$ with $n + 1$ in the appropriate places, e.g. $$\frac{H_{n + 1}}{n + 2} \searrow 0 \text{ as } n \to \infty \quad (n \geqslant 0).$$ – Calum Gilhooley May 22 '20 at 16:40
  • I expected the reader to supply the step $H_m < 2\sqrt{m} < 2\sqrt{m + 1}.$ – Calum Gilhooley May 22 '20 at 18:02
  • Thanks, last thing, could you explain how you thought about all of this? I mean writing k^0.5 + (k-1)^0.5 it's not trivial to me – Daniel98 May 22 '20 at 18:26
  • Because $H_m$ is a lot smaller than $m+1$ as $n\to\infty,$ I wanted to see if there is room to replace it with something bigger and still have the quotient by $m+1$ go to $0.$ I vaguely recalled seeing an inequality for $H_m$ involving square roots, so I tried the simplest thing I could think of, which was to replace $\frac1k$ by $\frac1{\sqrt{k}}$ and do some familiar jiggery-pokery to get a telescoping series, which could be summed explicitly. By the way, I think you're right to question whether it has been proved that the series sums to $(\log2)^2.$ I expect it does; I'll try to prove it. – Calum Gilhooley May 22 '20 at 18:34
  • The proof I've just given can probably be simplified, perhaps by using $H_{4r+1}$ instead of $H_{4r-1},$ because this might obviate the need to fiddle around with the last terms of the partial sums in order to get the inequalities to go the right way round. But it hardly seems worth bothering to polish the argument; I just wanted to see some proof, never mind if it's a bit hairy. – Calum Gilhooley May 22 '20 at 23:19
  • This answer goes above and beyond all expectations. Well done. – K.defaoite May 23 '20 at 01:11
  • Borwein et al., "Explicit evaluation of Euler sums", Proc. Edin. Math. Soc. (1995) 38, pp. 277-294: $$ \alpha_h(1, 1) = \frac{\ln^22}2. $$ – Calum Gilhooley May 24 '20 at 21:32
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Notice that you only have to prove $$ \sum_{k=0}^n \frac{1}{(k+1) (n-k+1)}\to 0 $$ to get the convergence, but $$ \sum_{k=0}^n \frac{1}{(k+1) (n-k+1)} =\frac 1{n+2}\sum_{k=0}^n \frac{1}{k+1} + \frac{1}{n-k+1} \\=\frac 2{n+2}\sum_{k=1}^{n+1} \frac{1}{k} \sim \frac{\log(n)}{n}\to 0 $$

Exodd
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  • Actually the lim is ln(2)^2 and not 0 – Daniel98 May 22 '20 at 15:32
  • @Daniel98 Yes, in fact I am not proving that the limit is zero, I am just proving that the whole series converges – Exodd May 22 '20 at 15:59
  • for example take sigma of n=0 to inf of 1/n. 1/n ---> 0 but the summation doesn't converge – Daniel98 May 22 '20 at 16:08
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    @Exodd: No, just the limit being zero is not enough (to apply the alternating series test; counterexamples are well-known). But, in our case, the sequence is decreasing (when $n>0$), which is easy to prove; and this is sufficient. – metamorphy May 22 '20 at 16:31
  • why 1/k is log(n) that's not true or accurate – Daniel98 May 22 '20 at 16:33