For a decreasing sequence of positive terms, you can learn whether $\sum a_n$ converges by sampling it only at powers of $2$. This test is a neat application of comparison and settles the $p$-series without integrals.
Key idea
Why it works
For the $p$-series, $2^{k} a_{2^{k}} = 2^{k}(2^{k})^{-p} = (2^{1 - p})^{k}$, a geometric series with ratio $2^{1 - p}$. It converges exactly when $2^{1 - p} < 1$, that is, $p > 1$. For $a_n = \frac{1}{n(\ln n)^{p}}$, $2^{k} a_{2^{k}} = \frac{1}{(k \ln 2)^{p}}$, a constant times a $p$-series in $k$: it converges exactly when $p > 1$. So $\sum \frac{1}{n \ln n}$ diverges, extremely slowly.
Why does sampling at powers of $2$ help? A decreasing sequence changes slowly, so all the terms between $2^{k}$ and $2^{k+1}$ are about the same size as $a_{2^{k}}$; there are $2^{k}$ of them, so the block is about $2^{k}a_{2^{k}}$. Condensing turns a series whose terms shrink like a power of $n$ into one whose terms shrink geometrically, or not at all, and geometric behavior is easy to judge. It also explains logarithms: substituting $n = 2^{k}$ turns $\ln n$ into $k \ln 2$, so one layer of logarithm becomes a power of $k$.
Worked examples
Worked example: The ratio of the condensed series
- $2^{k} a_{2^{k}} = \frac{2^{k}}{2^{3k/2}} = \left(2^{-1/2}\right)^{k}$.
- The ratio is $2^{-1/2} = \frac{\sqrt{2}}{2} \approx 0.707 < 1$.
Answer: Geometric with ratio $\frac{\sqrt{2}}{2}$, so the series converges.
Worked example: A bound for a sum
- $2^{k} a_{2^{k}} = 2^{k} \cdot 2^{-2k} = \left(\frac{1}{2}\right)^{k}$.
- $\sum_{k \ge 0} \left(\frac{1}{2}\right)^{k} = 2$.
Answer: $\sum \frac{1}{n^{2}} \le 2$ (the true value is $\frac{\pi^{2}}{6} \approx 1.645$).
Worked example: Logarithms in the denominator
- $a_{2^{k}} = \frac{1}{2^{k}(\ln 2^{k})^{2}} = \frac{1}{2^{k} k^{2} (\ln 2)^{2}}$.
- Multiply by $2^{k}$: $\frac{1}{(\ln 2)^{2} k^{2}}$.
Answer: $\frac{1}{(\ln 2)^{2} k^{2}}$: a convergent $p$-series, so the original series converges.
Common mistake