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Chap 02 Real Analysis: Sequences and Series

Chap 02 Real Analysis: Sequences and Series

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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 {}
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..................()
 p kp i
+ > +
where
2
 Now
( ) ( )( )
1
111
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
 p k p
+
+ > + +
 Since the truth for
n
=
implies the truth for
1
n
= +
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
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
nn 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
nn
+
+ = =  
 i.e.
1
n n
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
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
>
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
, where
s
.Put2
s
ε
=
then there exits two positive integers
1
n
and
2
n
such that
n
S s
ε
<
 
1
n n
>
 and
n
S
ε
<
 
2
n n
>
 
 
n
S s
ε
<
and
n
S
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
= − +
 

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