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Next week we have our third exam, which will cover material through alternating series (you'll get notes on that subject today!).
We can think of it as a function $a(x)$, but with integers for arguments, and real numbers for values: \[ a: \mathbb{N} \rightarrow \mathbb{R} \]
It might be better simply to write it as $a(n)$, but mathematicians have adopted the alternative notation $a_n$, perhaps to make clear that this function has a domain restricted to integers.
And this is one of the reasons that we are not too surprised when we find ourselves comparing series and improper integrals.
This is completely analogous to the process of checking the convergence of an improper integral, however. I'll describe that process (good review for your exam next week!), and include in parentheses the analogue for checking series:
To check the convergence of the integral I (series S) of function $f(x)$ (sequence $a_k$) \[ I=\int_1^\infty f(x)\ dx \] e.g. $f(x)=\frac{1}{x^2}$, we construct function $g(R)$ (sequence $s_n$) \[ g(R)=\int_1^R\frac{1}{x^2}\ dx \]
and check the convergence of function $g(R)$ (sequence $s_n$) as its argument goes to $\infty$ ($R\to\infty$ for the integral, $n\to\infty$ -- by integers only -- for the sequence).
The primary difference is that one process occurs on the real numbers, and the other process occurs on the set of integers we call the natural numbers. To add up -- we might say "accumulate" -- real-valued functions, we use integrals; to add up sequences, we use sums.
Remember that it's all about the tail. In terms of convergence, we don't care about any handful of terms at the head of a series: \[ \sum_{k=1}^\infty a_k = \sum_{k=1}^m a_k + \sum_{k=m+1}^\infty a_k \]