I have the following series: \begin{equation} \sum_{n=1}^{\infty}(-1)^n\frac{n\cos(x)^n}{n^2+2} \end{equation} I am restudying series and I'm really rusty, and do not know how to begin to study the convergence of this thing. It will depend of course on $x$. Do I have to set $\cos(x)=z$ and study the following power series, \begin{equation} \sum_{n=1}^{\infty}(-1)^n\frac{nz^n}{n^2+2} \end{equation} trying to find the radius of convergence? Any hints?
How to study convergence of this series?
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You need to distinguish 3 cases.
If $\cos x\ne \pm 1$, then you have
$$\Big|(-1)^n \frac{n(\cos x)^n}{n^2+2}\Big|\le |\cos x|^n$$
and
$$\sum_{n=1}^{\infty} |\cos x|^n=\frac{1}{1-|\cos x|}-1,$$
which shows that the series $\sum_{n=1}^{\infty} (-1)^n \frac{n(\cos x)^n}{n^2+2}$ converges absolutely in this case.
If $\cos x=-1$, then you get the series $$\sum_{n=1}^{\infty} \frac{n}{n^2+2},$$ which is divergent (basically the harmonic series).
If $\cos x=1$, then you get the series $$\sum_{n=1}^{\infty} (-1)^n\frac{n}{n^2+2},$$ which is not absolutely convergent. However, this series still converges because you can find $C>0$ such that
$$ \Big|\frac{n}{n^2+2}-\frac{n+1}{(n+1)^2+2} \Big| \le \frac{C}{n^2} \quad\forall n\ge 1.$$
If this is a calculus class, it is better to observe that $-1 \leq \cos x \leq 1$, giving four easily discerned behaviours.