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Chap 02 Real Analysis: Sequences and SeriesRatings:

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https://www.scribd.com/doc/19211023/Chap-02-Real-Analysis-Sequences-and-Series

08/10/2013

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Sequence

A sequence is a function whose domain of definition is the set of naturalnumbers.Or it can also be defined as an ordered set.

Notation:

An infinite sequence is denoted as

1

{}

nn

S

∞=

or

{ }

:

n

S n

∈

¥

or

{ }

123

,,,...........

S S S

or simply as

{ }

n

S

e.g. i)

{ } { }

1,2,3,..........

n

=

ii)1111,,,...............23

n

=

iii)

{ }

{ }

1

(1)1,1,1,1,.............

n

+

− = − −

Subsequence

It is a sequence whose terms are contained in given sequence.A subsequence of

1

{}

nn

S

∞=

is usually written as {}

k

n

S

∞

.

Increasing Sequence

A sequence

{ }

n

S

is said to be an increasing sequence if

1

1

n n

S S n

+

≥ ∀ ≥

.

Decreasing Sequence

A sequence

{ }

n

S

is said to be an decreasing sequence if

1

1

n n

S S n

+

≤ ∀ ≥

.

Monotonic Sequence

A sequence

{ }

n

S

is said to be monotonic sequence if it is either increasing ordecreasing.

{ }

n

S

is monotonically increasing if

1

0

n n

S S

+

− ≥

or

1

1

nn

SS

+

≥

, 1

n

∀ ≥

{ }

n

S

is monotonically decreasing if

1

0

n n

S S

+

− ≥

or

1

1

nn

SS

+

≥

, 1

n

∀ ≥

Strictly Increasing or Decreasing

{ }

n

S

is called strictly increasing or decreasing according as

1

n n

S S

+

>

or

1

n n

S S

+

<

1

n

∀ ≥

.

Bernoulli’s Inequality

Let

p

∈

¡

, 1

p

≥ −

and 0

p

≠

then for

2

n

≥

we have

( )

11

n

p np

+ > +

Proof:

We shall use mathematical induction to prove this inequality.If

n

= 2

L.H.S

22

(1)12

p p p

= + = + +

R.H.S

12

p

= +

....

L H S R H S

⇒ >

Chapter 2 – Sequences and Series

Subject:

Real Analysis

Level:

M.Sc.

Source:

Syed Gul Shah (Chairman, Department of Mathematics, UoS Sargodha)

Collected & Composed by:

Sequences and Series

- 2 -

i.e. condition

I

of mathematical induction is satisfied.Suppose

( )

11..................()

k

p kp i

+ > +

where

2

k

≥

Now

( ) ( )( )

1

111

k k

p p p

+

+ = + +

( )( )

11

p kp

> + +

using (

i

)

2

1

kp p kp

= + + +

2

1(1)

k p kp

= + + +

1(1)

k p

≥ + +

ignoring

2

0

kp

≥

( ) ( )

1

111

k

p k p

+

⇒ + > + +

Since the truth for

n k

=

implies the truth for

1

n k

= +

therefore condition

II

of mathematical induction is satisfied. Hence we conclude that

( )

11

n

p np

+ > +

.

Example

Let11

nn

Sn

= +

where

1

n

≥

To prove that this sequence is an increasing sequence, we use

2

1

pn

−=

,

2

n

≥

inBernoulli’s inequality to have

22

111

n

nn n

− > −

111111

n

n n n

⇒ − + > −

1111

111111111

n n n n n

n nn n n n n

− − − −

− ⇒ + > − = = = + − −

1

n n

S S

−

⇒ >

1

n

∀ ≥

which shows that

{ }

n

S

is increasing sequence.

Example

Let

1

11

nn

t n

+

= +

;

1

n

≥

then the sequence is decreasing sequence.We use

2

11

pn

=−

in Bernoulli’s inequality.

22

11111

n

nn n

+ > + − −

……….. (

i

)where

222

111111

n n nn n n n

+ = = − − − +

2

11111

n nn n n

+⇒ + =

− −

…………… (

ii

)Now

1

1111

n nn

nt n n

−

= + = − −

2

1111

n

nn n

+ = + −

from (

ii

)

Sequences and Series

- 3 -

2

1111

n n

nn n

+ = + −

2

111

n

n nn n

+ > + −

from (

i

)111

n

nn n

+> +

22

11

n nn n n

> =−

Q

1

1

nn

nt n

+

+ = =

i.e.

1

n n

t t

−

>

Hence the given sequence is decreasing sequence.

Bounded Sequence

A sequence

{ }

n

S

is said to be bounded if there exists a positive real number

λ

such that

n

S n

λ

< ∀ ∈

¥

If

S

and

s

are the supremum and infimum of elements forming the boundedsequence

{ }

n

S

we write sup

n

S S

=

and inf

n

s S

=

All the elements of the sequence

n

S

such that

n

S n

λ

< ∀ ∈

¥

lie with in thestrip

{ }

:

y y

λ λ

− < <

. But the elements of the unbounded sequence can not becontained in any strip of a finite width.

Examples(i)

{ }

(1)

nn

U n

−=

is a bounded sequence

(ii)

{ } { }

sin

n

V nx

=

is also bounded sequence. Its supremum is 1 and infimum is 1

−

.

(iii)

The geometric sequence

{ }

1

n

ar

−

, 1

r

>

is an unbounded above sequence. It isbounded below by

a

.

(iv)

tan2

n

π

is an unbounded sequence.

Convergence of the Sequence

A sequence

{ }

n

S

of real numbers is said to convergent to limit ‘

s

’ as

n

→∞

, if for every positive real number

0

ε

>

, however small, there exists a positive integer

0

n

,depending upon

ε

, such that

n

S s

ε

− <

0

n n

∀ >

.

Theorem

A convergent sequence of real number has one and only one limit (i.e. Limit of the sequence is unique.)

Proof:

Suppose

{ }

n

S

converges to two limits

s

and

t

, where

s t

≠

.Put2

s t

ε

−=

then there exits two positive integers

1

n

and

2

n

such that

n

S s

ε

− <

1

n n

∀ >

and

n

S t

ε

− <

2

n n

∀ >

⇒

n

S s

ε

− <

and

n

S t

ε

− <

hold simultaneously

12

max(,)

n n n

∀ >

.Thus for all

12

max(,)

n n n

>

we have

n n

s t s S S t

− = − + −

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