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Sequences and Series

# Sequences and Series

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04/19/2013

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2 Sequences and series
We will ﬁrst deal with sequences, and then study inﬁnite series in terms of the associated sequence of partial sums.
2.1 Sequences
By a
sequence
, we will mean a collection of numbers
a
1
,a
2
,a
3
,...,a
n
,a
n
+1
,...,
which is indexed by the set
N
of natural numbers. We will often denote itsimply as
{
a
n
}
.A simple example to keep in mind is given by
a
n
=
1
n
, which appears todecrease towards zero as
n
gets larger and larger. In this case we would liketo have 0 declared as the
limit of the sequence
. A quick example of a sequencewhich does not tend to any limit is given by the sequence
{
1
,
1
,
1
,
1
,...
}
,because it just oscillates between two values; for this sequence,
a
n
= (
1)
n
+1
,which is certainly bounded.
Deﬁnition 2.1
A sequence
{
a
n
}
is said to converge, i.e., have a limit
A
,iﬀ for any
ε >
0
there exists
=
(
ε
)
>
0
s.t. for all
n
we have
|
a
n
A
|
< ε
. Notation:
lim
n
→∞
a
n
=
A
, or
a
n
A
as
n
→ ∞
.Two Remarks
:(i) It is immediate from the deﬁnition that for a sequence
{
a
n
}
to converge,it is
necessary
that it be bounded. However, it is
not suﬃcient
, i.e.,
{
a
n
}
could be bounded without being convergent. Indeed, look at theexample
a
n
= (
1)
n
+1
considered above.(ii) It is only the
tail
of the sequence which matters for convergence. Oth-erwise put, we can throw away any number of the terms of the sequenceoccurring at the beginning without upsetting whether or not the laterterms bunch up near a limit point.
Lemma 2.2
If
lim
n
→∞
a
n
=
A
and
lim
n
→∞
b
n
=
B
, then
1

1)
lim
n
→∞
(
a
n
+
b
n
) =
A
+
B
2)
lim
n
→∞
(
ca
n
) =
cA
, for an
c
R
3)
lim
n
→∞
a
n
b
n
=
AB
4)
lim
n
→∞
a
n
/b
n
=
A/B
, if
B
̸
= 0
.
Proof of 1)
For any
ε >
0, choose
1
and
2
so that for
n
1
1
,
n
2
2
,
|
a
n
1
A
|
< ε/
2,
|
b
n
B
|
< ε/
2. Then for
n
max
{
1
,
2
}
, wehave
|
a
n
+
b
n
A
B
|
<
ε
2
+
ε
2
=
ε.
Hence
A
+
B
is the limit of
a
n
+
b
n
as
n
→ ∞
.
2
Proofs of the remaining three assertions are similar. For the last one,note that since
{
b
n
}
converges to a non-zero number
B
, eventually all theterms
b
n
will necessarily be non-zero, as they will be very close to
B
. So, inthe sequence
a
n
/b
n
, we will just throw away some of the initial terms when
b
n
= 0, which doesn’t aﬀect the limit as the
b
n
occurring in the tail will allbe non-zero.
2
Example
: We have lim
n
→∞
1
n
= 0. Indeed, given
ε >
0, we may choosean
N
such that
N >
1
ε
, because
N
is unbounded. This implies that for
n
, we have
|
1
n
0
|
1
< ε
. Hence
{
1
n
}
converges to 0.
2
Deﬁnition
A sequence is said to be
monotone increasing
, denoted
a
n
,if
a
n
+1
a
n
for all
n
1, and
monotone decreasing
, denoted
a
n
, if
a
n
+1
a
n
for
n
1. We say
{
a
n
}
is monotone (or monotonic) if it is of oneof these two types.
Theorem 2.3
A bounded, monotonic sequence converges.
Proof
. Assume bounded and
a
n
. Let
A
= sup
{
a
n
}
. (We write
sup
for
supremum
, which is the same as the least upper bound, and
inf
for
inﬁmum
,which is the greatest lower bound.) For any
ε >
0,
A
ε
is not an upperbound
a
> A
ε
. But
a
n
a
for
n
ε < a
n
A
0 for all
n
. Hence
{
a
n
}
converges with limit
A
.If
{
a
n
}
is (bounded and) monotone decreasing, then look at
{
b
n
}
, with
b
n
=
a
n
. Then this new sequence is monotone increasing and has a limit
B
, which is the sup of
{
b
n
}
. Then
A
=
B
is the inf of
{
a
n
}
, and
a
n
A
as
n
→ ∞
.2

2
Example
: lim
n
→∞
12
n
= 0. Indeed, the sequence is bounded and mono-tone decreasing, hence
A
such that lim
n
→∞
1
/
2
n
=
A
. Note that if wemultiply the terms of the sequence by 2, then this new sequence also con-verges to
A
. On the other hand, by Lemma 1.2, part 2), this limit should be2
A
. Then 2
A
=
A
, implying that
A
= 0.
2
This example is a special case of a more general phenomenon:
Lemma 2.4
Let
y
be a positive real number. The
{
y
n
}
is unbounded if
y >
1
, while
lim
n
→∞
y
n
= 0 i
y <
1
.
Proof of Lemma
. Suppose
y >
1. Write
y
= 1 +
t
with
t >
0. Thenby the binomial theorem (which can be proved by induction),
y
n
= (1 +
t
)
n
=
n
k
=0
(
nk
)
t
k
,
which is
1 +
nt
(as
t >
0). Since 1 +
nt
is unbounded, i.e, larger than anynumber for a big enough
n
,
y
n
is also unbounded.Now let
y <
1. Then
y
1
is
>
1 and hence
{
y
n
}
is unbounded. Thisimplies that, for any
ϵ >
0,
y
n
is
< ϵ
for large enough
n
. Hence the sequence
y
n
converges to 0.
2
As an exercise, try to extend this Lemma and prove that for any
y
R
with
|
y
|
<
1, the sequence
{
y
n
}
converges to 0.Here is an example. Deﬁne a sequence
{
s
n
}
by putting
s
n
= 1 +11!+12!+
...
+1(
n
1)!
.
It is not hard to see that this sequence is bounded. Try to give a proof.(In fact one can show that it is bounded by 3, but we do not need the bestpossible bound at this point.) Clearly,
s
n
+1
> s
n
, so the sequence is alsomonotone increasing. So we may apply Theorem 1.3 above and concludethat it converges to a limit
e
, say, in
R
. But it should be remarked that onecan show with more work that
e
is irrational. So there is a valuable lessonto be learned here. Even though
{
a
n
}
is a bounded, monotone sequence of rational numbers, there is no limit in
Q
; one has to go to the enlarged numbersystem
R
.3