I think mathman may have misspoke when he said series, his sequence will work, all I needed was the absolute value of n(s_n-s_n-1) to increase without bound. Although for my ultimate purpose it turns out to be insufficient.
I'm taking a look at Cesaro summation: \sigma_n=\frac{s_0+s_1+...+s_n}{n+1}
and trying to find a case where \lim\sigma_n=\sigma while \lim s_n\neq\sigma.
And if I am interpreting my book correctly the condition for the sequence s_n given in my original post is a necessary condition for this to occur, but upon doing the computation with mathman's example it appears not sufficient:
Set\;\; s_0=0,\;\; define\;\; s_n=\sum_{k=1}^{n}\frac{(-1)^k}{\sqrt{k}}\;\; for\;\; n\geq 1,\;\; and\;\; assume\;\; that\;\; \sigma_n=\sigma.\;\;\;\; Then\;\;\sigma_n=\frac{1}{n+1}\sum_{i=1}^{n}\frac{(-1)^i(n-i+1)}{\sqrt{i}}=\frac{1}{n+1}\sum_{i=1}^{n}\frac{(-1)^i(n+1)}{\sqrt{i}}-\frac{1}{n+1}\sum_{i=1}^{n}\frac{(-1)^ii}{\sqrt{i}}=\sum_{i=1}^{n}\frac{(-1)^i}{\sqrt{i}}-\frac{1}{n+1}\sum_{i=1}^{n}\frac{(-1)^ii}{\sqrt{i}}=s_n+\frac{1}{n+1}\sum_{i=1}^{n}(-1)^i\sqrt{i}\rightarrow \lim s_n=\sigma\;\; as\;\; n\rightarrow\infty.
Where the penultimate equality follows by definition, and the ultimate by our assumption.
So I'm curious if either of you can come up with a sequence which does provide different limits for sigma_n and s_n.
P.S. does anyone know how to not automatically go down to the next line every time one codes in some latex, it used to not do that but I think physicsforum like changed their latex format and now it does, thanks.
Edit: Actually I'm not entirely sure that \lim_{n\rightarrow\infty}\frac{1}{n+1}\sum_{i=1}^{n}(-1)^i\sqrt{i}=0.
If not than mathman's sequence does work after all.