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$\bf命题1:$设正项级数$\sum\limits_{n = 1}^\infty {{a_n}} $发散,且${s_n} = \sum\limits_{k = 1}^n {{a_k}} $,试讨论级数$\sum\limits_{n = 1}^\infty {\frac{{{a_n}}}{{{s_n}^\alpha }}} \ $的敛散性
证明:$\left( 1 \right)$当$\alpha = 1$时,由正项级数$\sum\limits_{n = 1}^\infty{{a_n}} $发散知,$\lim \limits_{n \to \infty } {s_n} = + \infty $且$\left\{ {{s_n}} \right\}$严格递增,于是
\begin{align*}
\sum\limits_{k = m}^n {\frac{{{a_k}}}{{{s_k}}}} &\ge \frac{1}{{{s_n}}}\sum\limits_{k = m}^n {{a_k}} \\&
= \frac{1}{{{s_n}}}\sum\limits_{k = m}^n {\left( {{s_k} - {s_{k - 1}}} \right)} \\&
= \frac{1}{{{s_n}}}\left( {{s_n} - {s_{m - 1}}} \right) > \frac{1}{{{s_n}}}\left( {{s_n} - {s_m}} \right)
\end{align*}即对任意$n > m > 0$,固定$m$,有\[\sum\limits_{k = m}^n {\frac{{{a_k}}}{{{s_k}}}} > \frac{{{s_n} - {s_m}}}{{{s_n}}}\]
由$\lim \limits_{n \to \infty } {s_n} = + \infty $知,
\[\mathop {\lim }\limits_{n \to \infty } \frac{{{s_n} - {s_m}}}{{{s_n}}} = \mathop {\lim }\limits_{n \to \infty } \left( {1 - \frac{{{s_m}}}{{{s_n}}}} \right) = 1\]
从而由极限的保号性知,存在$N > 0$,当$n > N$时,有
\[\frac{{{s_n} - {s_m}}}{{{s_n}}} > \frac{1}{2}\]
即$\sum\limits_{k = m}^n {\frac{{{a_k}}}{{{s_k}}}} > \frac{1}{2}$,由$\bf{Cauchy收敛准则}$知,级数$\sum\limits_{n = 1}^\infty {\frac{{{a_n}}}{{{s_n}}}} $发散
$\left( 2 \right)$当$\alpha < 1$时,由$\lim \limits_{n \to \infty } {s_n} = + \infty $知,对任意$\varepsilon > 0$,存在$N > 0$,当$n > N$时,有\[{s_n} > \varepsilon \]
特别地,取$\varepsilon = 1$,则${s_n} > 1$,从而可知当$n > N$时,有
\[\frac{{{a_n}}}{{{s_n}^\alpha }} > \frac{{{a_n}}}{{{s_n}}}\]
而$\sum\limits_{n = 1}^\infty {\frac{{{a_n}}}{{{s_n}}}}$发散,由$\bf比较判别法$知,$\sum\limits_{n = 1}^\infty {\frac{{{a_n}}}{{{s_n}^\alpha }}} $发散
$\left( 3\right)$当$\alpha > 1$时,设$f\left( x \right) = {x^{1 - \alpha }}$,则由微分中值定理知,存在${\xi _n} \in \left( {{s_{n -1}},{s_n}} \right)$,使得
\[{s_n}^{1 - \alpha } - {s_{n - 1}}^{1 - \alpha } = \left( {1 - \alpha } \right){\xi _n}^{ - \alpha }\left( {{s_n} - {s_{n - 1}}} \right)\]
从而可知\[\frac{{{a_n}}}{{{s_n}^\alpha }} < {\xi _n}^{ - \alpha }\left( {{s_n} - {s_{n - 1}}} \right) = \frac{1}{{\alpha - 1}}\left( {{s_{n - 1}}^{1 - \alpha } - {s_n}^{1 - \alpha }} \right)\]于是\[0 < \sum\limits_{k = 1}^n {\frac{{{a_k}}}{{{s_k}^\alpha }}} \le \frac{{{a_1}}}{{{s_1}^\alpha }} + \frac{1}{{\alpha - 1}}\left( {{s_1}^{1 - \alpha } - {s_n}^{1 - \alpha }} \right) < \frac{\alpha }{{\alpha - 1}}{a_1}^{1 - \alpha }\]
从而由正项级数收敛的基本定理知,级数$\sum\limits_{n = 1}^\infty {\frac{{{a_n}}}{{{s_n}^\alpha }}} $收敛
$\bf注1:$正项级数收敛的基本定理:正项级数收敛当且仅当其部分和数列有界
$\bf注2:$我们可得到下面命题:设正项级数$\sum\limits_{n = 1}^\infty {{a_n}} $发散,则存在收敛于$0$的正项数列$\left\{ {{b_n}} \right\}$,使得级数$\sum\limits_{n = 1}^\infty {{a_n}{b_n}} $仍发散