Notes 04 - Sequences 1
Notes 04 - Sequences 1
03: SEQUENCES 1
Limit of a sequence
Notation:
The set of real numbers - R;
The set of rational numbers - Q;
The set of natural numbers - N;
The set of integers - Z;
The set of complex numbers - C.
Given:
is a/the (order) complete (Archimedean) ordered field.
Convergence of sequences is central to the concept of ‘limits’. In this note, our aim is to
introduce and list some of the most important properties of real sequences.
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1
A Definitions:
2
x n will denote the constant sequence where every entry (member/value) of the sequence is x.
....
We will use A, B, C, . . . to denote sequences. These are real valued functions with the set of
natural numbers as their domain. A a n denotes the function A n a n , n N.
....
A04 Subsequences:
Let A a n be a real sequence and N n k be a strictly increasing sequence of natural
numbers.
Then B A N is is called a subsequence of a n .
Thus, if a n is a real sequence and n k is a strictly increasing sequence of natural numbers, then
the sequence b k is called a subsequence of a n if b k a n k for each k.
....
A05 Note:
A05.02: n k k, k.
Given 0, M : n m M |a n am | .
Given 0, M : n M&p 0 |a n p an | .
Given 0, M : n M |a n aM | .
....
3
A07 Theorem:
If a n is a Cauchy sequence, then it is bounded.
Then M : n M |a n aM | 1.
Then n M |a n | |a n aM aM | |a n aM | |a M | 1 |a M |.
Thus |a n | max |a 1 |, |a 2 |, . . . , |a M |, 1 |a M | .
....
A08 The set of all sequences:
Let S denote the set of all real sequences.
A an , B bn , C c n , . . . are members of S.
For those familiar with linear algebra, it is trivial to see that S is a commutative algebra with
unity over R. Note:
A 1. A an ; A B an bn
....
A08.02: If a n 0, n, then 1 : 1
an .
A
4
A09 Examples:
Some examples of real sequences:
an 0, n N.
1 n even
an
1 n odd
a n is the natural number in the n th place (after the decimal) in the decimal expansion of .
....
Note: Given an ordered field F, we can replicate all the definitions and the results given above.
....
5
Exercises N031.01:
(ii) Show: A is a monotone increasing sequence (in an ordered field F) if and only if A is a
monotone decreasing sequence.
(iii) Show: If A and B are Cauchy sequences (in an ordered field F), then A B is also a Cauchy
sequence.
(iv) Show: If A and B are Cauchy sequences (in an ordered field F), then A. B is also a Cauchy
sequence.
(v) Show: If A is a Cauchy sequence (in an ordered field F) & F, then . A is also a Cauchy
sequence.
(vi) Show: If A and B are momotone increasing sequences (in an ordered field F), then A B is
also a momotone increasing sequence.
(vii) Show: If A and B are momotone increasing sequences of non-negative members (in an
ordered field F), then A. B is also a momotone increasing sequence.
(viii) Show: If A is a Cauchy sequence (in an ordered field F) & B is a subsequence, then B is
also a Cauchy sequence.
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6
B Limit of a sequence
B01 Limit:
Let a n be a real sequence.
We say, l is a limit of the sequence a n , if and only if
Given 0, M : n M |a n l| .
....
B02 Equivalent Definitions:
Some of the equivalent definitions of a limit of a sequence are:
B02.01: Given 0, M : n M l an l .
As, |a n l| l an l .
B02.02: Given 0, M : n M an l ,l .
As, |a n l| an l ,l .
B02.03: k 0 : Given 0, M : n M |a n l| k .
As, k : 0 : 0 .
B02.05: Given 0, M : n M l an l .
‘Greater than’ implies ‘Greater than or equal to’. Other way, work with /2.
B02.06: A similar change in all other definitions will still imply that l is a limit of the sequence.
For Example, this works - Given 0, M : n M |a n l| .
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B03 Theorem - Limit is unique:
If l & m are limits of the sequence a n , then l m.
Let M max M 1 , M 2 .
Then |a M l| & |a M m| .
7
But then,
3 l m |l m| |l aM aM m| |l aM | |a M m| 2 .
Contradiction.
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Theorem B03 states that - if a sequence has a limit, then it has only one (a unique) limit.
Thus the phrase ‘l is a limit of the sequence’ is generally written as ‘l is the limit of the
sequence’.
If the sequence a n does not have a limit, we say ‘the sequence a n diverges’ or ‘ a n is a
divergent sequence’.
Notation: All of the following notations are standard for the expression - l is the limit of the
sequence a n :
lim
n
a n l; lim a n l; a n l.
.....
A sequence is called a null sequence if its limit is zero.
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B04 Theorem - Convergent implies bounded:
If a n is a convergent sequence, then a n is a bounded sequence.
Proof: Let a n l.
Then M : n M |a n l| 1.
Thus |a n | |a n l l| |a n l| |l| l 1, n M.
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B05:
The converse of Theorem B04 is not true.
That is, there exist bounded sequences that do not converge.
Such a sequence is given in Example A09:
1 n even
an
1 n odd
We can show that this sequence does not converge as follows:
8
Then
2 |1 1 | |a 2M a 2M 1 |
|a 2M l l a 2M 1 |
|a 2M l| |l a 2M 1 |
2.
3
Contradiction.
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B06 Theorem:
The sequence a n converges (to l) if and only if every subsequence of a n converges (to l).
Proof: As every sequence is a subsequence of itself, the fact that every subsequence converges
implies that the sequence converges.
Let 0.
As a n l, M : n M |a n l| .
Now if k M, then as n k k (Note C02.02), we get |a n k l| .
Thus a n k l.
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B05 (Revisit):
1, 1, 1, 1, 1, . . . is not convergent as it has two subsequences a 2n & a 2n 1 converging to
different numbers, 1 & 1, respectively.
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B07 Theorem:
If a n is a convergent sequence, then a n is a Cauchy sequence.
Then, n, m M, we have
|a n am | |a n l l am |
|a n l| |l am |
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B08 Theorem:
If a n is a ultimately a constant sequence (where a n k, n K), then it converges (to k).
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B09 Theorem:
The sequence 1 is a null sequence.
n
Proof: Let 0.
Then n N n 1.
Thus 1n 1
n
1
n 0 whenever n N.
Thus 1n 0.
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B10 Note:
B10.03: As R is complete, every convergent sequence being bounded, has an infimum and a
supremum.
B10.04: But every bounded sequence is not convergent. So to guarantee convergence, a sequence
has to be a ‘little more’ than just being bounded.
B10.05: In the next section, we show that any bounded monotone sequence in R is convergent.
That is R has the MCT property. We note that ordered field F has the MCT property if and only if it
is a complete ordered field.
B10.06: In a later section, we show that a Cauchy sequence in R is convergent. This is that R is
Archimedean and has the CCC property. This is another equivalent characterization for an ordered
field to be a complete ordered field.
B10.07: In another section we show that R has the Bolzano - Weierstrass Property for
Sequences, that is, every bounded sequence has a convergent subsequence. Another equivalent
characterization for an ordered field to be a complete ordered field.
B10.08: We also indicate how the properties mentioned in B10.05 TO B10.07 are equivalent in
any ordered field.
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C R has the MCT property
C01 Theorem:
Let a n be a monotone increasing sequence in R.
Then, if a n is bounded above, then a n l where l sup a n .
Proof:
Let a n be bounded above.
We show a n l.
Let 0.
Then n N
l a n as l sup a n
a N (as a n is a monotone increasing sequence)
l .
Hence a n l.
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C02 Theorem:
Let a n be a monotone decreasing sequence. Then, if a n is bounded below, then a n l where
l inf a n .
Proof: Exactly similar to proof of Theorem C01.
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C03 Theorem - R has MCT:
Every bounded monotone sequence in R converges.
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C04 Note:
C04.01: We have already seen that convergent sequences are bounded but the converse is not
true.
For monotone sequences in R, (or in any complete ordered field) convergence is
equivalent to boundedness.
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C04.02: The existence of supremum (& infimum) is very crucial in the proofs of Theorems C01
& C02; and these follow from completeness of the ordered field R.
C04.03: Recall Exercise N011.03: Show that if MCT holds in an ordered field F, then F is
Archimedean.
C04.04: We shall see in a later section that if we assume that F ordered field where Theorem
C01 (and hence Theorems C02 (using algebra of limits) & C03) is true), then F is a complete
ordered field (has the SUP property).
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D R has the BWP for sequences
As a n is a bounded sequence and F has BWP property for sequences, a n has a convergent
subsequence.
We are through.
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D06 Note: The Bolzano - Weierstrass Theorem for sequences also guarantees the existence of
limit superior and limit inferior of sequences. Equivalent definitions and uses of limit superior and
limit inferior will be the matter for another set of notes.
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EA R is Archimedean and has the CCC (Cauchy Convergence Criterion)
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We shall also indicate how to show the equivalence of these characterizations by completing the
cycle - we will outline a proof of - If the ordered field F is Archimedean and has the CIP, then F has
the SUP property.
We have shown that if F has any one of the four properties - SUP, INF, MCT or BWP SEQS,
then F is Archimedean.
But we cant drop this condition for the remaining two characterizations.
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F Algebra of limits
Proof: Obviously, if (e) is proved, (d) will have a similar proof; and then all cases are done.
So let a n l&l 0.
Let l . Then 0.
2
As a n l, M : n M |a n l| .
Then l an l , n M.
Thus, n M an l l l l.
2 2
Take a l 0.
2
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F02 Observations:
Theorem F01(a) says that if a sequence has a non-zero limit, then it is ultimately non-zero.
Theorem F01(b) says that if a sequence has a positive limit, then it is ultimately positive.
Theorem F01(c) says that if a sequence has a negative limit, then it is ultimately negative.
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Thus, if the limit of a sequence a n is non-zero, then we can talk of the sequence 1
a n , in the
sense of Note A08.02.
Theorem F01(d & e) imply that if a sequence has a non-zero limit, then
a 0 & M : |a n | a, n M.
Thus if a convergent sequence has infinitely many non-negative and infinitely many non-positive
terms, then it is a null sequence.
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F03 Theorem - Algebra of limits:
Let A an , B b n , a n l, b n m, & R. Then,
(a) a n l.
(b) a n bn l m.
(c) a n b n lm.
(d) a n l
m if m 0.
bn
Proof: Let 0.
(a) As a n l, M : n M |a n l|
| | 1
Then n M
| an l| | ||a n l| | | .
| | 1
Thus a n l.
....
(b) As a n l, b n m, M :
n M |a n l| & |b n m|
Then n M
| an bn l m | |a n l| |b n m| 2 .
Thus, a n bn l m.
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(c) By Theorem B04, b n is a bounded sequence - let |b n | K, n.
As a n l, b n m, M : n M
|a n l| & |b n m|
2K 1 2|l| 1
Then n M
|a n b n lm| |a n b n lb n lb n lm|
|a n b n lb n | |lb n lm|
|a n l||b n | |b n m||l|
K|a n l| |b n m||l|
K |l|
2K 1 2|l| 1
.
Thus a n b n lm
.....
(d) We show 1 1
m if m 0. Then part (c) gives the required result.
bn
From Observations F02, b n is ultimately non-zero and bounded away from zero.
It also gives that a 0 & M : |b n | a, n M.
Then n M 1 1.
|b n | a
Then n max M, M
1 1 m bn
bn m mb n
|b n m|
|m||b n |
|b n m|
as n M
|m|a
a|m|
as n M
|m|a
Thus 1 1
m.
bn
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F04 Theorem - Order on limits:
Let a n l & b n m. Then
For (b), apply Part (a) and the algebra of limits to b n an.
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G The Sandwich Theorem
Arguably the most important result - it is the basis of almost all tests of convergence as well
as a handy tool in calculating limits.
Proof:
First Version: Let 0.
As a n 0, M : n M |a n | |a n 0|
|k| 1
Then n max M, K
|b n 0| |b n |
b n as n K bn 0
ka n as n K
|ka n 0|
|k||a n |
|k| as n M
|k| 1
.
Thus b n 0.
Second Version: Use the algebra of limits and apply the first version to the inequality
0 bn cn an cn, n K
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G02 Note:
G02.03: The converse is true if 0, i.e., |a n | 0 an 0. This follows from |x| ||x||.
G02.04: Thus, a n an 0 |a n | 0.
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G02.05: If a n , & a n 0, then a n .
It is clear that ‘a n 0’ can be replaced by ‘ a n is ultimately non-negative’.
0, by Theorem F04(a).
Let 0.
2
As a n 0 & an 0, M : n M an .
2
Then a n , n M.
So a n 0.
As a n , M:n M |a n | .
Then n max M, K
|a n | |a n |
| an |
an
G02.06: From a n & a n 0, all we can conclude is that 0 (and not 0). Look at the
sequence n . 1
Thus ‘after taking limits, strict inequalities may change to non-strict inequality’.
....
Exercise N031.05: A slightly different version of Theorem B06. Show
The sequence a n converges if and only if every subsequence of a n converges.
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EB R is Archimedean and has the CIP (Cantor’s Intersection Property)
As R has the MCT property a n & b n both converge, to their supremum (a) and infimum (b),
respectively.
So
a n a b b m ; n, m.
Now
bn an 0 b a
Thus
a an, bn ; n
Also
x y, x, y In 0 y x bn an; n
which implies
y x
Thus I n is a singleton.
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Proof 2: Using R is Archimedean and has the CCC -
Let x n I n an, bn .
(For example, take the mid-point in each case)
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Thus
|x n xm | bk a k ; n, m k.
bn an 0 x n is a Cauchy sequence.
As R has the CCC, x n , and every tail of it, converges. Let the limit be x.
As each I k is a closed set, and the k-tail of x n lies in it, x I k for each k.
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EB02 Note:
Our proofs show the following:
Let F be an ordered field. Then
EB03 Note:
The cycle of proof is now complete.
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We have shown that -
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H Infinite limits and properly divergent sequences.
H01 Definition:
Let a n be a sequence such that
Given K, M : n M a n K.
We then say ‘a n tends to infinity ( )’ or ‘a n properly diverges to infinity ( )’ or ‘the limit of a n
is infinity ( )’.
We write lim a n or a n .
H02.04: a n has a subsequence which tends to if and only if a n is not bounded above.
H02.05: a n has a subsequence which tends to if and only if a n is not bounded below.
H02.10: It can be shown that a n does not have a limit in R if and only if there exist in R
which are limits of subsequences of a n . Such sequences are called oscillating sequences.
....
H03 Note on extension of the algebra of limits:
H03.01: Let a n & bn . If R or , then a n b n .
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H03.03: If a n & bn , then we cannot predict the behaviour of a n bn .
If a n n , bn n, then a n b n .
If a n 2n, b n n, then a n b n .
If a n n, b n 2n, then a n b n .
If a n n 1 n, bn n, then a n b n oscillates.
...
This is why ‘ ’ is called an ‘indeterminate form’.
H03.09: If a n , then |a n | .
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H03.12: If a n 0, then 1/a n may not even be defined.
Even if ultimately, a n 0, we cannot predict the behaviour of 1/a n .
If a n 1/n, then 1/a n .
If a n 1/n, then 1/a n .
If a n 1 n /n, then 1/a n oscillates.
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Exercises N031.08:
Show
(i) a n bn; n K; & a n bn .
(xiii) a n has a subsequence which tends to if and only if a n is not bounded below.
(xiv) a n has a subsequence which tends to if and only if a n is not bounded above.
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I Divergent Monotone sequences
I01 Theorem:
Let a n be a monotone increasing sequence. Then, if a n is not bounded above, then a n .
Proof:
Let a n be unbounded above and let K R.
Then n N an aN K.
Thus, a n .
....
I02 Theorem:
Let a n be a monotone decreasing sequence. If a n is not bounded below, then a n .
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J Some convergent sequences
Let 0.
Let p 1 h. Then h 0.
Let a n 1 h n . Then h n 0.
Then p a nn 1 hn n
1 nh n . . . 1 nh n .
p 1
Thus 0 hn n
Thus a n 1 hn 1.
If p 1, then p 1/n 1 1.
If p 1, then as 1p 1, 11/n 1
p
1/n
1.
p
30
J02: lim n 1/n 1.
Proof: Let 0.
Let a n n 1/n 1 hn .
Then n 2, h n 0.
Let a nn n 1 hn n.
Then n 2,
n
n hk nn 1
n 1 hn n
1 nh n h 2n .
k n 2
k 0
Thus 0 h 2n 2
n 1
Thus a n 1 hn 1.
....
31
J03:
We define (1)
an : 1 1 1 ... 1
1! 2! n!
& (2)
n
en : 1 1
n
Then (3)
n
en 1 1
n
n
n 1
r nr
r 0
n
1 nn 1 ... n r 1
nr r!
r 0
n
1 1 1 1 ... 1 r 1
r! n n
r 1
Therefore (4)
n 1
en 1 1 1 1 1 ... 1 r 1
r! n 1 n 1
r 1
As (5)
1 k 1 k
n 1 n; k n
&
1 1 1 ... 1 n 0
n 1! n 1 n 1
we get (6)
en en 1
Also. as (7)
1 k 1; k n
n
we get (8)
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n
en 1 1 1 1 ... 1 r 1
r! n n
r 1
1 1 1 ... 1
1! 2! n!
an.
Thus, (11)
an 1 1 1 ... 1
1! 2! n!
1 1 1 ... 1
1 22 1 2n 1
1 1 1 ... 1
2 2n 1
1 1
1 2n
1 1
2
3
Thus, both a n & e n (increasing sequences) are bounded above (by 3).
Hence they converge. (12)
Let (13)
lim a n a & lim e n e.
Then (14)
2 e a 3
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Fix k 1. (15)
For n k, (16)
n
en 1 1
n
n
n 1
r nr
r 0
k
1 nn 1 ... n r 1
nr r!
r 0
k
1 1 1 1 ... 1 r 1
r! n n
r 1
Let (17)
k
cn 1 1 1 1 ... 1 r 1
r! n n
r 1
As (18)
1 1 1 ... 1 r 1 1 . 1. 1. . . 1 1
r! n n r! r!
we have (19)
k
cn 1 1 1 1 ... 1 r 1
r! n n
r 1
k
1 1 ak
r!
r 1
Thus (21)
e a
Hence (22)
e a
Therefore (23)
n
e lim 1 1 lim 1 1 1 ... 1
n 1! 2! n!
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Edited:
2005
26 Jan 2018
29 Jan 2018
11 Feb 2018
15 May 2019
14 Dec 2019
25 Jun 2022
26 Jun 2022
12 July 2022
13 July 2022
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