Introduction to Series

An series is an infinite sum, which we think of as the sum of the terms of a sequence, $a_1 + a_2 + a_3 + \ldots.$  We write a series using summation notation as $$\sum_{n=1}^\infty a_n=a_1 + a_2 + a_3 + \cdots.$$DO:  Convince yourself that  $\displaystyle\sum_{i=1}^\infty a_i=\sum_{k=1}^\infty a_k=\sum_{n=1}^\infty a_n=a_1+a_2+a_3+\cdots $.  The $i,k$, and $n$ are just indices.
Notice: 
a sequence is a list of infinitely many terms $a_1,a_2,a_2\ldots$, but 
a series
is a sum of infinitely many terms $a_1 + a_2 + a_3 + \cdots$.

Addition is something we do to finitely many numbers, not to infinitely many - how can we add infinitely many numbers?  Consider a series $\displaystyle\sum_{i=1}^\infty a_i=a_1 + a_2 + a_3 + \cdots.$  Instead of worrying about adding infinitely many $a_i$, we take (finite) partial sums $s_n$, where $s_n$ is the sum of the first $n$ terms of the series.$$\begin{eqnarray*}s_1&=&a_1\\s_2&=&a_1+a_2\\s_3&=&a_1+a_2+a_3\\&\vdots&\\s_n&=&a_1+a_2+\cdots+a_{n-1}+a_n\\   \end{eqnarray*}$$A partial sum makes perfect sense as a sum of finitely many numbers.  We can, of course, write each of these partial sums in summation notation; for example  $$ s_2=\sum_{i=1}^2a_i, \qquad s_5=\sum_{i=1}^5 a_i,\qquad s_n=\sum_{i=1}^n a_i, \quad\text{ etc.}$$Notice that as $n$ gets larger and larger, $\displaystyle s_n=\sum_{i=1}^n=a_1+a_2+\cdots+a_n$ gets closer and closer to the infinite sum $\displaystyle \sum_{i=1}^\infty a_i$. 

Since we cannot add infinitely many things, we make sense of the series by taking a limit.  We define the series as the limit of the partial sums as $n$ goes to infinity.

Let $\displaystyle\displaystyle\sum_{i=1}^\infty a_i$ be a series, and let $\displaystyle s_n = \sum_{i=1}^n a_i$ be its  $n^{th}$ partial sum
We define $\displaystyle\sum_{i=1}^\infty a_i = \lim_{n \to \infty} s_n.$
If this limit exists and is finite and equal to $s$, we say the series is convergent and that $\displaystyle\sum_{i=1}^\infty a_i=s$.  Otherwise, we say the series is divergent.
Often, we can tell that a series converges, but cannot tell what value it converges to.  For most of these modules on series, we will be sharpening our notions of convergence of series.

Warning:  It may be confusing, but we often say $\displaystyle \sum_{n=1}^\infty a_n = \lim_{n \to \infty} s_n$, where the indicies $n$ on the left and on the right are not the same.  It is normal for us to define a series $\sum a_n$ in terms of $n$ and partial sums $s_n$ in terms of $n$ as well, but the $n$'s are used differently.

In the video, much of this will be discussed.

Note: There is an error at the 8:05 mark of the video. The voice-over is correct, but what is written is a little different. The correct values are $s_4=-2$, $s_5=3$ and $s_6=-3$. This doesn't affect the point being made about divergence.