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MATH F214 Module 3

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18 views88 pages

MATH F214 Module 3

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f20221084
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MATH F214 (Elementary Real Analysis)

Dr. Sangita Yadav


Department of Mathematics
BITS Pilani
Pilani Campus BITS Pilani, Pilani Campus, Rajasthan
Module 3: Sequence of Real Numbers
Definition
A sequence is a function f : N → R. We write
xn = f (n) and call xn the n-th term of the sequence.
We will usually denote f as {xn } or (xn ) or as an infinite
tuple (x1 , x2 , . . . , xn , . . .).

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 3 / 52
Bounded Sequence
Definition (Bounded Sequence)
A sequence (xn ) is said to be bounded if the range
{xn : n ∈ N} is a bounded set.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 4 / 52
Bounded Sequence
Definition (Bounded Sequence)
A sequence (xn ) is said to be bounded if the range
{xn : n ∈ N} is a bounded set.
The above definition is equivalent to: “(xn ) is said to be
bounded if there exists a real number M > 0 such that
|xn | ≤ M for all n.”

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 4 / 52
Bounded Sequence
Definition (Bounded Sequence)
A sequence (xn ) is said to be bounded if the range
{xn : n ∈ N} is a bounded set.
The above definition is equivalent to: “(xn ) is said to be
bounded if there exists a real number M > 0 such that
|xn | ≤ M for all n.”

Example
If xn = (−1)n , then (xn ) is bounded.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 4 / 52
Bounded Sequence
Definition (Bounded Sequence)
A sequence (xn ) is said to be bounded if the range
{xn : n ∈ N} is a bounded set.
The above definition is equivalent to: “(xn ) is said to be
bounded if there exists a real number M > 0 such that
|xn | ≤ M for all n.”

Example
If xn = (−1)n , then (xn ) is bounded.
If xn = (−1)n n, then (xn ) is not bounded.
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 4 / 52
Convergence

Definition (Convergent Sequence)


A sequence (xn ) converges to a limit x if for every ε > 0
there is N ∈ N such that

|xn − x| < ε if n ≥ N. (1)

In this case we say that (xn ) is convergent and write

lim xn = x.
n→∞

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 5 / 52
Convergence

Definition (Convergent Sequence)


A sequence (xn ) converges to a limit x if for every ε > 0
there is N ∈ N such that

|xn − x| < ε if n ≥ N. (1)

In this case we say that (xn ) is convergent and write

lim xn = x.
n→∞

A sequence that does not converge is said to diverge.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 5 / 52
Proving Convergence

1 Scratch Work: Start with |xn − x| < ε and find n.


This will give you a N to proceed for the proof of
xn → x.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 6 / 52
Proving Convergence

1 Scratch Work: Start with |xn − x| < ε and find n.


This will give you a N to proceed for the proof of
xn → x.
2 For actual proof, let ε > 0.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 6 / 52
Proving Convergence

1 Scratch Work: Start with |xn − x| < ε and find n.


This will give you a N to proceed for the proof of
xn → x.
2 For actual proof, let ε > 0.
3 Let N be the value obtained from the scratch work
and assume n > N.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 6 / 52
Proving Convergence

1 Scratch Work: Start with |xn − x| < ε and find n.


This will give you a N to proceed for the proof of
xn → x.
2 For actual proof, let ε > 0.
3 Let N be the value obtained from the scratch work
and assume n > N.
4 Redo the scratch work (without ε) and use the
value of N to show that |xn − x| < ε.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 6 / 52
Theorem
The limit of a convergent sequence is unique.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 7 / 52
Theorem
The limit of a convergent sequence is unique.

Theorem
A convergent sequence is bounded.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 7 / 52
Theorem
The limit of a convergent sequence is unique.

Theorem
A convergent sequence is bounded.
Note: Converse of the above theorem is not true, i.e.,
every bounded sequence does not converge.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 7 / 52
Exercises

(−1)n
1 Check whether the sequence is convergent?
n
Is it bounded?
2 Let (an ) and (bn ) be two convergent sequences such
that lim an = a and lim bn = b. If an < bn for all n,
then either prove or disprove that a < b.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 8 / 52
Limit Theorems
Theorem (9.2-9.6)
Let
lim xn = x and lim yn = y, (2)
n→∞ n→∞
where x and y are finite. Then
a
lim (cxn ) = cx, where c ∈ R is a constant.
n→∞
b lim (xn + yn ) = x + y,
n→∞
c
lim (xn − yn ) = x − y
n→∞
d lim (xn yn ) = xy,
n→∞
xn x
e
lim = , if yn is nonzero for all n and y ̸= 0.
n→∞ yn y
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 9 / 52
Sequences Diverging to ±∞
Definition

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 10 / 52
Sequences Diverging to ±∞
Definition
We say that
lim xn = ∞
n→∞
if for any real number M > 0, there exists N ∈ N such
that xn > M for n > N .

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 10 / 52
Sequences Diverging to ±∞
Definition
We say that
lim xn = ∞
n→∞
if for any real number M > 0, there exists N ∈ N such
that xn > M for n > N . Similarly,

lim xn = −∞
n→∞

if for any real number M < 0, there exists N ∈ N such


that xn < M for n > N . We say that {xn } diverges to
∞ (−∞) if lim xn = ∞ (−∞).
n→∞

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 10 / 52
Theorem
For a sequence (xn ) of positive 
real numbers,

1
lim xn = +∞ if and only if lim = 0·
xn

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 11 / 52
Ratio Test for Sequence

Exercise 9.12
Assume that xn ̸= 0 for all n and lim xxn+1
n
exists. Let
xn+1
L= . Show that if L < 1, then lim xn = 0.
xn
Further show that if L > 1, then lim |xn | = +∞.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 12 / 52
Exercises

an
1 Show that lim = 0 for every a ∈ R.
n!

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 13 / 52
Exercises

an
1 Show that lim = 0 for every a ∈ R.
n!
2 For a ∈ R, find lim an .

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 13 / 52
Exercises

an
1 Show that lim = 0 for every a ∈ R.
n!
2 For a ∈ R, find lim an .
n
3 For every a ∈ R and p > 0, find lim anp .

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 13 / 52
Exercises

an
1 Show that lim = 0 for every a ∈ R.
n!
2 For a ∈ R, find lim an .
n
3 For every a ∈ R and p > 0, find lim anp .
4 Show that for every x ∈ R there exists a sequence
of rational numbers (rn ) such that rn → x.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 13 / 52
Some Basic Sequences

Theorem
1
1 lim = 0 for p > 0.
n→∞ np
2 lim an = 0 if |a| < 1.
n→∞
3 lim (n1/n ) = 1.
n→∞
4 lim (a1/n ) = 1 for a > 0.
n→∞

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 14 / 52
Definition (Monotonic Sequences)
A sequence (xn ) is said to be increasing(nondecreasing)
if xn+1 ≥ xn for all n. Similarly, (xn ) is said to be
decreasing(nonincreasing) if xn+1 ≤ xn for all n.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 15 / 52
Definition (Monotonic Sequences)
A sequence (xn ) is said to be increasing(nondecreasing)
if xn+1 ≥ xn for all n. Similarly, (xn ) is said to be
decreasing(nonincreasing) if xn+1 ≤ xn for all n.
A monotonic sequence is a sequence that is either
increasing or decreasing.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 15 / 52
Definition (Monotonic Sequences)
A sequence (xn ) is said to be increasing(nondecreasing)
if xn+1 ≥ xn for all n. Similarly, (xn ) is said to be
decreasing(nonincreasing) if xn+1 ≤ xn for all n.
A monotonic sequence is a sequence that is either
increasing or decreasing.
If xn+1 > xn for all n, then {xn } is called strictly
increasing, while if xn+1 < xn for all n, {xn } is called
strictly decreasing.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 15 / 52
Exercise
1
Show that the sequence s1 = 2 and sn+1 = 2 − ,
sn
n ≥ 1, is monotone.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 16 / 52
Exercise
1
Show that the sequence s1 = 2 and sn+1 = 2 − ,
sn
n ≥ 1, is monotone.

Theorem (10.2, Monotone Convergence Theorem)


Every bounded monotone sequence is convergent.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 16 / 52
Exercise
1
Show that the sequence s1 = 2 and sn+1 = 2 − ,
sn
n ≥ 1, is monotone.

Theorem (10.2, Monotone Convergence Theorem)


Every bounded monotone sequence is convergent.

Theorem (10.4)
(i)
If (sn ) is an unbounded nondecreasing sequence,
then lim sn = +∞.
(ii)
If (sn ) is an unbounded nonincreasing sequence,
then lim sn = −∞.
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 16 / 52
Cauchy Sequence
Definition
A sequence (xn ) of real numbers is called a Cauchy
sequence if for each ε > 0 there exists a number N such
that
m, n ≥ N implies |xn − xm | < ε.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 17 / 52
Cauchy Sequence
Definition
A sequence (xn ) of real numbers is called a Cauchy
sequence if for each ε > 0 there exists a number N such
that
m, n ≥ N implies |xn − xm | < ε.

Theorem (10.9)
Every convergent sequence (xn ) is a Cauchy sequence.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 17 / 52
Cauchy Sequence
Definition
A sequence (xn ) of real numbers is called a Cauchy
sequence if for each ε > 0 there exists a number N such
that
m, n ≥ N implies |xn − xm | < ε.

Theorem (10.9)
Every convergent sequence (xn ) is a Cauchy sequence.

Lemma (10.10)
Cauchy sequences are bounded.
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 17 / 52
Subsequence

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 18 / 52
Subsequence
Definition (11.1 Subsequence)
Suppose (xn ) is a sequence. A subsequence of this
sequence is a sequence of the form (yk ), where for each
k there is a positive integer nk such that

n1 < n2 < . . . < nk < nk+1 < . . .

and
yk = xnk .
Thus (yk ) is just a selection of some [possibly all] of the
x′n s taken in order.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 18 / 52
Theorem (11.2)
If the sequence (xn ) converges, then its every
subsequence converges to the same limit.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 19 / 52
Theorem (11.2)
If the sequence (xn ) converges, then its every
subsequence converges to the same limit.

Theorem (11.3)
Every sequence (xn ) has a monotonic subsequence.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 19 / 52
Theorem (11.2)
If the sequence (xn ) converges, then its every
subsequence converges to the same limit.

Theorem (11.3)
Every sequence (xn ) has a monotonic subsequence.

Theorem (11.5 Bolzano-Weierstrass)


Every bounded sequence has a convergent subsequence.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 19 / 52
Theorem
Let (xn ) be a Cauchy sequence. If there exists a
convergent subsequence of (xn ), then (xn ) is convergent.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 20 / 52
Theorem
Let (xn ) be a Cauchy sequence. If there exists a
convergent subsequence of (xn ), then (xn ) is convergent.

Theorem
Every real Cauchy sequence is convergent.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 20 / 52
The axiom of completeness I
[Axiom of Completeness (AC)]: Every nonempty
subset S of R that is bounded above has a least
upper bound. In other words, sup S exists and is a
real number.
[Archimeadean Property (AP)]: If a > 0 and
b > 0, then for some positive integer n, we have
na > b.
[Nested Interval Property (NIP)]: Let
Ij = [aj , bj ], j ∈ N be collection of closed intervals
that are nested, i.e ∀i ∈ N, Ii+1 ⊆ Ii . Then,

T
Ij ̸= ϕ.
j=1
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 21 / 52
The axiom of completeness II

[Monotone Convergence Property (MCP)]:


Every bounded monotone sequence is convergent.

[Bolzano-Weierstrass Property (BWP)]: Every


bounded sequence has a convergent subsequence.

[Cauchy Criteria]: Every real Cauchy sequence


converges to a real number.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 22 / 52
Equivalence Result
Theorem
We have the following results:
1 AC ⇒ AP 4 NIP ̸⇒ AP
2 MCP ⇒ AP
3 BWP ⇒ AP 5 CC ̸⇒ AP

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 23 / 52
Equivalence Result
Theorem
We have the following results:
1 AC ⇒ AP 4 NIP ̸⇒ AP
2 MCP ⇒ AP
3 BWP ⇒ AP 5 CC ̸⇒ AP

Theorem
The following are equivalent:
1 AC 4 BWP
2 MCP
3 NIP and AP 5 CC and AP
For proofs, refer to “Real Analysis Foundations” by
Sergei Ovhinnikov.
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 23 / 52
Limit Superior and Limit Inferior
Let (xn ) be a bounded sequence in R. Define
uN = inf{xn : n ≥ N } and vN = sup{xn : n ≥ N }.
Observe that
u1 ≤ u2 ≤ u3 ≤ . . . and v1 ≥ v2 ≥ v3 ≥ . . . ;

We see that the limits u = limN →∞ uN and


v = limN →∞ vN both exist, and u ≤ v.
If lim xn exists then, we must have u ≤ lim xn ≤ v.
The numbers u and v are denoted lim inf xn and
lim sup xn , respectively.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 24 / 52
Definition (10.6)
Let (xn ) be a sequence in R. We define

lim sup xn = lim sup{xn : n ≥ N }


N →∞

and
lim inf xn = lim inf{xn : n ≥ N }.
N →∞

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 25 / 52
Theorem (10.7)
Let (xn ) be a sequence in R.
1 If lim xn is defined (as a real number, +∞ or
−∞), then

lim inf xn = lim xn = lim sup xn .


2 If lim inf xn = lim sup xn , then lim xn is defined
and
lim xn = lim inf xn = lim sup xn .

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 26 / 52
Exercises I
1 If lim xn and lim yn exist and xn ≤ yn for all
n ≥ N0 , then show that lim xn ≤ lim yn .
2 If xn ≤ yn for all n ≥ N0 , then show that

lim sup xn ≤ lim sup yn and lim inf xn ≤ lim inf yn .


3 (i) Let (sn ) be a sequence such that

|sn+1 − sn | < 2−n for all n ∈ N.

Prove that (sn ) is a Cauchy sequence.


1
(ii) Let (sn ) be a sequence such that |sn+1 − sn | <
n
for all n ∈ N. Is the sequence (sn ) a Cauchy sequence?
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 27 / 52
Exercises II
4 Let (sn ) and (tn ) be two sequences defined as

(sn ) = (0, 1, 2, 1, 0, 1, 2, 1, 0, 1, 2, 1, 0, 1, 2, 1, . . .),

(tn ) = (2, 1, 1, 0, 2, 1, 1, 0, 2, 1, 1, 0, 2, 1, 1, 0, . . .).


Find
(i) lim inf(sn + tn )
(ii) lim inf(sn ) + lim inf(tn )
(iii) lim sup(sn + tn )
(iv) lim sup(sn ) + lim sup(tn )
5 Show that
(i) lim sup(xn + yn ) ≤ lim sup xn + lim sup yn
(ii) lim inf(xn + yn ) ≥ lim inf xn + lim inf yn .
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 28 / 52
Exercises III
6 If (xn ) is a sequence of nonzero real numbers.
Then, we have
xn+1 1
lim inf ≤ lim inf |xn | n
xn
1 xn+1
≤ lim sup |xn | n ≤ lim sup
xn
1
7 If lim xxn+1
n
exists (and is equal to L) then lim |xn | n
exists (and is equal to L).

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 29 / 52
Subsequential limit

Definition (11.6)
Let (xn ) be a sequence in R. A subsequential limit is any
real number or symbol +∞ or −∞ that is the limit of
some subsequence of (xn ).

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 30 / 52
Subsequential limit

Definition (11.6)
Let (xn ) be a sequence in R. A subsequential limit is any
real number or symbol +∞ or −∞ that is the limit of
some subsequence of (xn ).
Consider the following sequences:
1 xn = (−1)n
2 xn = (−1)n n2
3 xn = sin(nπ/3)
4 (xn ) be list of all rational numbers.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 30 / 52
Corrolary (11.4)
Let (xn ) be any sequence. There exists a monotonic
subsequence whose limit is lim sup xn , and there exists a
monotonic subsequence whose limit is lim inf xn .

Theorem (11.7)
Let (xn ) be any sequence in R, and let S denote the set
of subsequential limits of (xn ).
(i)
S is nonempty.
(ii)
sup S = lim sup xn and inf S = lim inf xn .
(iii)
lim xn exists if and only if S has exactly one
element, namely lim xn .
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 31 / 52
Infinite Series
If (an ) is a sequence of real numbers, the symbol

X
an
n=1

is called an infinite series.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 32 / 52
Infinite Series
If (an ) is a sequence of real numbers, the symbol

X
an
n=1

is called an infinite series. We define a sequence (sn ) as


s n = a1 + . . . + an , n ≥ 1.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 32 / 52
Infinite Series
If (an ) is a sequence of real numbers, the symbol

X
an
n=1

is called an infinite series. We define a sequence (sn ) as


s n = a1 + . . . + an , n ≥ 1.

X
If the sequence (sn ) converges to A, we say that an
n=1
converges to A, and write
X∞
an = A.
n=1
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 32 / 52
The sequence
P∞ (sn ) is called the sequence of partial
sums of n=1 an .

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 33 / 52
The sequence
P∞ (sn ) is called the sequence of partial
sums of n=1 an .

X
If (sn ) diverges, we say that an diverges.
n=1

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 33 / 52
The sequence
P∞ (sn ) is called the sequence of partial
sums of n=1 an .

X
If (sn ) diverges, we say that an diverges.
n=1
In particular, if limn→∞ sn = ∞ (−∞), we say that
P ∞
n=1 an diverges to ∞ (−∞).

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 33 / 52
The sequence
P∞ (sn ) is called the sequence of partial
sums of n=1 an .

X
If (sn ) diverges, we say that an diverges.
n=1
In particular, if limn→∞ sn = ∞ (−∞), we say that
P ∞
n=1 an diverges to ∞ (−∞).
A divergent infinite series that does not diverge to
±∞ is said to oscillate, or be oscillatory .

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 33 / 52
The sequence
P∞ (sn ) is called the sequence of partial
sums of n=1 an .

X
If (sn ) diverges, we say that an diverges.
n=1
In particular, if limn→∞ sn = ∞ (−∞), we say that
P ∞
n=1 an diverges to ∞ (−∞).
A divergent infinite series that does not diverge to
±∞ is said to oscillate, or be oscillatory .
While dealing with infinite series the standard
operations such as “=”, “+”, “−′′ should be
handled carefully.
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 33 / 52
Example
(−1)n . If we write
P
Consider the infinite series
S = (−1)n .
P
S = 1 − 1 + 1 − 1 + 1 − 1 + ...
S = 1 − S =⇒ S = 1/2

S = (1 − 1) + (1 − 1) + (1 − 1) + . . .
= 0 + 0 + 0 + . . . = 0.

S = 1 + (−1 + 1) + (−1 + 1) + (−1 + 1) + . . .


= 1 + 0 + 0 + . . . = 1.

Thus we see that “+” is not associative in this setting.


Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 34 / 52
Theorem (Geometric Series)

X
The series arn converges if |r| < 1, and diverges
n=0
otherwise.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 35 / 52
Algebra of Series

Theorem
1 Let ∞ ∞
X X
an = A and bn = B,
n=1 n=1
where A and B are finite. Then, for a constant c,

X ∞
X
(can ) = cA, (an + bn ) = A + B.
n=1 n=1

2 Sum of a convergent series is unique.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 36 / 52
Cauchy’s Convergence Criterion

Theorem
P
A series an converges if and only if its sequence of
partial sums (sn ) is a Cauchy sequence.
P This is
equivalent to saying that a series an converges if and
only if for every ε > 0 there is an integer N such that
n
X
ak < ε if n ≥ m ≥ N.
k=m+1

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 37 / 52
Corollary
P
If an converges, then lim an = 0.
n→∞

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 38 / 52
Corollary
P
If an converges, then lim an = 0.
n→∞

Theorem (Cauchy Condensation Test)


Let (an ) be a decreasing sequence of nonnegative
P terms,
i.e., a1 ≥ a2 ≥ . . . ≥ 0. Then the series an converges
X∞
if and only if the series 2n a2n converges.
n=0

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 38 / 52
Theorem
X 1
The series converges if p > 1 and diverges if
np
p ≤ 1.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 39 / 52
Theorem
X 1
The series converges if p > 1 and diverges if
np
p ≤ 1.

∞ ∞
X 1 π2 X 1 π4
2
= , =
n=1
n 6 n=1
n4 90

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 39 / 52
Theorem
X 1
The series converges if p > 1 and diverges if
np
p ≤ 1.

∞ ∞
X 1 π2 X 1 π4
2
= , =
n=1
n 6 n=1
n4 90

Theorem

X 1
The series converges if p > 1 and diverges
n=2
n(log n)p
if p ≤ 1.
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 39 / 52
Comparison Test
Theorem
P
Let an be a series such that an ≥ 0.
P
1 If an converges and suppose that there exists
N ∈ N such that
|bn | ≤ an , n ≥ N,
P
then bn converges.
P
2 If an diverges and suppose that there exists
N ∈ N such that
bn ≥ an , n ≥ N,
P
then bn diverges.
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 40 / 52
Limit Comparison Test

Theorem
Suppose that an > 0 and bn > 0 for all n ∈ N.
an P P
1 If lim = c > 0, then an and bn both
bn
converge or both diverge.
an P P
2 If lim = 0 and bn converges, then an
bn
converges.
an P P
3 If lim = +∞ and bn diverges, then an
bn
diverges.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 41 / 52
Absolutely Convergent

Definition
P
A series
P an is said to be absolutely convergent if
|an | is convergent.

Theorem
Every absolutely convergent series is convergent.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 42 / 52
Ratio Test

Theorem
P
A series an of nonzero terms
an+1
1 converges absolutely if lim sup < 1,
an
an+1
2 diverges if lim inf an > 1,
3 otherwise lim inf aan+1
n
≤ 1 ≤ lim sup an+1
an and
test gives no information.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 43 / 52
Root Test

Theorem
P 1
Let
P a n be a series and α = lim sup |a n | n . The series

an
1 converges absolutely if α < 1,
2 diverges if α > 1,
3 otherwise α = 1 and test gives no information.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 44 / 52
Alternating Series

Theorem
If a1 ≥ a2 ≥ . . . ≥ an P
≥ . . . ≥ 0 and lim an = 0, then
the alternating series (−1)n+1 an converges.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 45 / 52
Integral Test

Theorem
Let (an ) be a sequence of positive terms. Suppose that
an = f (n), where f is a continuous, positive, decreasing
function of x for all x ≥ N (N is a positive integer).
X∞ Z ∞
Then the series an and the integral f (x)dx both
n=N N
converge or both diverge.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 46 / 52
Power Series
Let (an ) be a sequence of real numbers. Then, the series

X
an x n
n=0

is called a power series. an are called coefficients of


series. ∞
X
Given a power series an xn , put
n=0
1 1
α = lim sup |an | n , R = .
α

X
Then an xn converges if |x| < R, and diverges if
n=0
|x| > R. R is called radius of convergence.
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 47 / 52
Theorem (Riemann)
P
Let an be a series of real numbers which converges,
but not absolutely. Suppose

−∞ ≤ α ≤ β ≤ ∞.
P ′
Then there exists a rearrangement an with partial

sums sn such that

lim inf s′n = α, lim sup s′n = β.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 48 / 52
Decimal Form

Definition
A nonnegative decimal form is an infinite series of the
form
a1 a2 an
a0 + + 2 + ... + n + ...,
10 10 10
denoted by a0 .a1 a2 a3 . . . , where a0 is a nonnegative
integer and 0 ≤ ai ≤ 9 is an integer for each i = 1, 2, . . ..

Theorem
Every nonnegative decimal form converges to a
nonnegative real number.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 49 / 52
Remark
Similarly, we can define a non-positive decimal form and
show that it converges to a non-positive real number.

Theorem
Every nonnegative real number has a nonnegative
decimal representation.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 50 / 52
Theorem
A real number x has exactly one decimal expansion or
else x has two decimal expansions, one ending in a
sequence of all 0’s and the other ending in a sequence of
all 9’s.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 51 / 52
Repeating Decimal
An expression of the form

K.d1 d2 · · · dℓ dℓ+1 · · · dℓ+r

represents the decimal expansion in which the block


dℓ+1 · · · dℓ+r is repeated indefinitely:

K.d1 d2 · · · dℓ dℓ+1 · · · dℓ+r dℓ+1 · · · dℓ+r dℓ+1 · · · dℓ+r · · ·

We call such an expansion a repeating decimal.

Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 52 / 52
Repeating Decimal
An expression of the form

K.d1 d2 · · · dℓ dℓ+1 · · · dℓ+r

represents the decimal expansion in which the block


dℓ+1 · · · dℓ+r is repeated indefinitely:

K.d1 d2 · · · dℓ dℓ+1 · · · dℓ+r dℓ+1 · · · dℓ+r dℓ+1 · · · dℓ+r · · ·

We call such an expansion a repeating decimal.


Theorem
A real number x is rational if and only if its decimal
expansion is repeating.
Dr. Sangita Yadav (BITS Pilani) MATH F241 (Elementary Real Analysis) October 6, 2023 52 / 52

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