# Chapter 3

Sequences
3.1 Basic Properties
Deﬁnition 3.1.1. A sequence is a function a : N ÷R.
Instead of using the standard function notation of a(n) for sequences, it is
usually more convenient to write the argument of the function as a subscript,
a
n
.
Example 3.1.1. Let the sequence a
n
= 1 ÷ 1/n. An easy calculation shows
a
1
= 0, a
2
= 1/2, a
3
= 2/3, etc.
Example 3.1.2. Let the sequence b
n
= 2
n
. It’s easy to see b
1
= 2, b
2
= 4, b
3
= 8,
etc.
Example 3.1.3. Some sequences are not deﬁned by an explicit formula, but are
deﬁned recursively. This is an inductive method of deﬁnition in which successive
terms of the sequence are deﬁned by using other terms of the sequence. The most
famous of these is the Fibonacci sequence. To deﬁne the Fibonacci sequence,
f
n
, let f
1
= 0, f
2
= 1 and for n > 2, let f
n
= f
n2
+ f
n1
. The ﬁrst few terms
are 0, 1, 1, 2, 3, 5, 8, . . . . There actually is a simple formula that directly gives
f
n
, but we leave its derivation as an exercise.
It’s often inconvenient for the domain of a sequence to be N, as required by
Deﬁnition 3.1.1. For example, the sequence beginning 1, 2, 4, . . . can be written
2
0
, 2
1
, 2
2
, . . . and the sequence function written as 2
n1
with domain N, or 2
n
with domain !. The second is simpler, and is usually chosen as the better
representation. As long as there is a simple substitution to write the sequence
function in the form of Deﬁnition 3.1.1, there’s no reason to adhere to the letter
of the law. In general, the domain of a sequence can be any set of the form
{n ¸ Z : n _ N} for some N ¸ Z.
Deﬁnition 3.1.2. A sequence a
n
is bounded if {a
n
: n ¸ N} is a bounded set.
This deﬁnition is extended in the obvious way to bounded above and bounded
below.
3-1
3-2 CHAPTER 3. SEQUENCES
The sequence of Example 3.1.1 is bounded, but the sequence of Example
3.1.2 is not, although it is bounded below.
Deﬁnition 3.1.3. A sequence a
n
converges to L ¸ R if for all " > 0 there exists
an N ¸ N such that whenever n _ N, then |a
n
÷L| < ". If a sequence does not
converge, then it is said to diverge.
When a
n
converges to L, we write lim
n!1
a
n
= L, or often, more simply,
a
n
÷L.
Example 3.1.4. Let a
n
be as in Example 3.1.1. We claim a
n
÷ 1. To see this,
let " > 0 and choose N ¸ N such that 1/N < ". Then, if n _ N
|a
n
÷1| = |(1 ÷1/n) ÷1| = 1/n _ 1/N < ",
so a
n
÷1.
Example 3.1.5. The sequence b
n
of Example 3.1.2 diverges. To see this, suppose
not. Then there is an L ¸ R such that b
n
÷ L. If " = 1, there must be an
N ¸ N such that |b
n
÷ L| < " whenever n _ N. Choose n _ N. |L ÷ 2
n
| < 1
implies L < 2
n
+ 1. But, then
b
n+1
÷L = 2
n+1
÷L > 2
n+1
÷(2
n
+ 1) = 2
n
÷1 _ 1 = ".
This violates the condition on N. We conclude that for every L ¸ R there
exists an " > 0 such that for no N ¸ N is it true that whenever n _ N, then
|b
n
÷L| < ". Therefore, b
n
diverges.
Deﬁnition 3.1.4. A sequence a
n
diverges to · if for every B > 0 there is an
N ¸ N such that n _ N implies a
n
> B. The sequence a
n
is said to diverge to
÷· if ÷a
n
diverges to ·.
When a
n
diverges to ·, we write lim
n!1
a
n
= ·, or often, more simply,
a
n
÷·.
A common mistake is to forget that a
n
÷ · actually means the sequence
diverges in a particular way. Don’t be fooled by the suggestive notation into
treating · as a number!
Example 3.1.6. It is easy to prove that the sequence of Example 3.1.2 diverges
to ·.
Theorem 3.1.1. If a
n
÷L, then L is unique.
Proof. Suppose a
n
÷ L
1
and a
n
÷ L
2
. Let " > 0. According to Deﬁnition
3.1.2, there exist N
1
, N
2
¸ N such that n _ N
1
implies |a
n
÷ L
1
| < "/2 and
n _ N
2
implies |a
n
÷L
2
| < "/2. Set N = max{N
1
, N
2
}. If n _ N, then
|L
1
÷L
2
| = |L
1
÷a
n
+ a
n
÷L
2
| _ |L
1
÷a
n
| + |a
n
÷L
2
| < "/2 +"/2 = ".
Since " is an arbitrary positive number an application of Problem 2.7 shows
L
1
= L
2
.
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3.1. BASIC PROPERTIES 3-3
Theorem 3.1.2. a
n
÷ L i↵ for all " > 0, the set {n : a
n
/ ¸ (L ÷ ", L + ")} is
ﬁnite.
Proof. (=) Let " > 0. According to Deﬁnition 3.1.2, there is an N ¸ N such that
{a
n
: n _ N} ⇢ (L÷", L+"). Then {n : a
n
/ ¸ (L÷", L+")} ⇢ {1, 2, . . . , N÷1},
which is ﬁnite.
(=) Let " > 0. By assumption {n : a
n
/ ¸ (L ÷ ", L + ")} is ﬁnite, so let
N = max{n : a
n
/ ¸ (L ÷", L + ")} + 1. If n _ N, then a
n
¸ (L ÷", L + "). By
Deﬁnition 3.1.2, a
n
÷L.
Corollary 3.1.3. If a
n
converges, then a
n
is bounded.
Proof. Suppose a
n
÷L. According to Theorem 3.1.2 there are a ﬁnite number
of terms of the sequence lying outside (L ÷ 1, L + 1). Since any ﬁnite set is
bounded, the conclusion is obvious.
The converse of this theorem is not true. For example, a
n
= (÷1)
n
is
bounded, but does not converge. The main use of Corollary 3.1.3 is as a quick
ﬁrst check to see whether a sequence might converge. It’s usually pretty easy
to determine whether a sequence is bounded. If it isn’t, it must diverge.
The following theorem lets us analyze some complicated sequences by break-
ing them down into combinations of simpler sequences.
Theorem 3.1.4. Let a
n
and b
n
be sequences such that a
n
÷ A and b
n
÷ B.
Then
(a) a
n
+ b
n
÷A + B,
(b) a
n
b
n
÷AB, and
(c) a
n
/b
n
÷A/B as long as b
n
,= 0 for all n ¸ N and B ,= 0.
Proof. (a) Let " > 0. There are N
1
, N
2
¸ N such that n _ N
1
implies |a
n
÷
A| < "/2 and n _ N
2
implies |b
n
÷ B| < "/2. Deﬁne N = max{N
1
, N
2
}.
If n _ N, then
|(a
n
+ b
n
) ÷(A + B)| _ |a
n
÷A| + |b
n
÷B| < "/2 +"/2 = ".
Therefore a
n
+ b
n
÷A + B.
(b) Let " > 0 and ↵ > 0 be an upper bound for |a
n
|. Choose N
1
, N
2
¸ N such
that n _ N
1
== |a
n
÷ A| < "/2(|B| + 1) and n _ N
2
== |b
n
÷ B| <
"/2↵. If n _ N = max{N
1
, N
2
}, then
|a
n
b
n
÷AB| = |a
n
b
n
÷a
n
B + a
n
B ÷AB|
_ |a
n
b
n
÷a
n
B| + |a
n
B ÷AB|
= |a
n
||b
n
÷B| + ||B||a
n
÷A|
< ↵
"
2↵
+ |B|
"
2(|B| + 1)
< "/2 +"/2 = ".
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3-4 CHAPTER 3. SEQUENCES
(c) First, notice that it suces to show that 1/b
n
÷1/B, because part (b) of
this theorem can be used to achieve the full result.
Let " > 0. Choose N ¸ N so that the following two conditions are satisﬁed:
n _ N == |b
n
| > |B|/2 and |b
n
÷B| < B
2
"/2. Then, when n _ N,

1
b
n
÷
1
B

=

B ÷b
n
b
n
B

<

B
2
"/2
(B/2)B

= ".
Therefore 1/b
n
÷1/B.
It is often easier to prove that a sequence converges by comparing it with a
known sequence than it is to analyze it directly. For example, a sequence such
as a
n
= sin
2
n/n
3
can easily be seen to converge to 0 because it is dominated
by 1/n
3
. The following theorem makes this idea more precise. It’s called the
Sandwich Theorem here, but is also called the Squeeze, Pinching, Pliers or
Comparison Theorem in di↵erent texts.
Theorem 3.1.5 (Sandwich Theorem). Suppose a
n
, b
n
and c
n
are sequences
such that a
n
_ b
n
_ c
n
for all n ¸ N.
(a) If a
n
÷L and c
n
÷L, then b
n
÷L.
(b) If b
n
÷·, then c
n
÷·.
(c) If b
n
÷÷·, then a
n
÷÷·.
Proof. (a) Let " > 0. There is an N ¸ N large enough so that when n _ N,
then L ÷ " < a
n
and c
n
< L + ". These inequalities imply L ÷ " < a
n
_
b
n
_ c
n
< L +". Therefore, c
n
÷L.
(b) Let B > 0 and choose N ¸ N so that n _ N == b
n
> B. Then
c
n
_ b
n
> B whenever n _ N. This shows c
n
÷·.
(c) This is essentially the same as part (b).
3.2 Monotone Sequences
One of the problems with using the deﬁnition of convergence to prove that a
given sequence converges is that the limit of the sequence must be known in
order to verify that the sequence converges. This gives rise at best to a “chicken
and egg” problem and in the worst case there is no nice representation of the
limit to use. The next few sections are ultimately concerned with removing this
deﬁciency from Deﬁnition 3.1.2, but some interesting side-issues are explored
along the way.
Not surprisingly, we begin with the simplest case.
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3.2. MONOTONE SEQUENCES 3-5
Deﬁnition 3.2.1. A sequence a
n
is increasing, if a
n+1
_ a
n
for all n ¸ N. It
is strictly increasing if a
n+1
> a
n
for all n ¸ N.
A sequence a
n
is decreasing, if a
n+1
_ a
n
for all n ¸ N. It is strictly
decreasing if a
n+1
< a
n
for all n ¸ N.
If a
n
is any of the four types listed above, then it is said to be a monotone
sequence.
Notice the _ and _ in the deﬁnitions of increasing and decreasing sequences,
respectively. Many calculus texts use strict inequalities because they seem to
better match the intuitive idea of what an increasing or decreasing sequence
should do. For us, the non-strict inequalities are more convenient.
Theorem 3.2.1. A bounded monotone sequence converges.
Proof. Suppose a
n
is a bounded increasing sequence, L = lub {a
n
: n ¸ N} and
" > 0. Clearly, a
n
_ L for all n ¸ N. According to Theorem 2.3.3, there exists
an N ¸ N such that a
N
> L ÷ ". Then L _ a
n
_ a
N
> L ÷ " for all n _ N.
This shows a
n
÷L.
If a
n
is decreasing, let b
n
= ÷a
n
and apply the preceding argument.
The key idea of this proof is the existence of the least upper bound of the
sequence when viewed as a set. This means the Completeness Axiom implies
Theorem 3.2.1. In fact, it isn’t hard to show Theorem 3.2.1 also implies the
Completeness Axiom, showing they are equivalent statements. Because of this,
Theorem 3.2.1 is often used as the Completeness Axiom on R instead of the
least upper bound property we used in Axiom 8.
Example 3.2.1. The sequence e
n
=

1 +
1
n

n
converges.
Looking at the ﬁrst few terms of this sequence, e
1
= 2, e
2
= 2.25, e
3
⇡ 2.37,
e
4
⇡ 2.44, it seems to be increasing. To show this is indeed the case, ﬁx n ¸ N
and use the binomial theorem to expand the product as
e
n
=
n
X
k=0

n
k

1
n
k
(3.1)
and
e
n+1
=
n+1
X
k=0

n + 1
k

1
(n + 1)
k
. (3.2)
For 1 _ k _ n, the kth term of (3.1) is
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3-6 CHAPTER 3. SEQUENCES

n
k

1
n
k
=
n(n ÷1)(n ÷2) · · · (n ÷(k + 1))
k!n
k
=
1
k!

1 ÷
1
n
◆✓
1 ÷
2
n

· · ·

1 ÷
k + 1
n

<
1
k!

1 ÷
1
n + 1
◆✓
1 ÷
2
n + 1

· · ·

1 ÷
k + 1
n + 1

=
(n + 1)n(n ÷1)(n ÷2) · · · (n + 1 ÷(k + 1))
k!(n + 1)
k
=

n + 1
k

1
(n + 1)
k
,
which is the kth term of (3.2). Since (3.2) also has one more positive term in
the sum, it follows that e
n
< e
n+1
, and the sequence e
n
is increasing.
Since 1/k! _ 1/2
k1
for k ¸ N, equation (3.1) implies

n
k

1
n
k
<
1
k!
_
1
2
k1
, k ¸ N.
Substituting this into (3.1) yields
e
n
=
n
X
k=0

n
k

1
n
k
< 1 + 1 +
1
2
+
1
4
+ · · · +
1
2
n1
= 1 +
1 ÷
1
2
n
1 ÷
1
2
< 3,
so e
n
is bounded.
Since e
n
is increasing and bounded, Theorem 3.2.1 implies e
n
converges.
Of course, you probably remember from your calculus course that e
n
÷ e ⇡
2.71828.
Theorem 3.2.2. An unbounded monotone sequence diverges to · or ÷·,
depending on whether it is increasing or decreasing, respectively.
Proof. Suppose a
n
is increasing and unbounded. If B > 0, the fact that a
n
is unbounded yields an N ¸ N such that a
N
> B. Since a
n
is increasing,
a
n
_ a
N
> B for all n _ N. This shows a
n
÷·.
The proof when the sequence decreases is similar.
3.3 Subsequences and the Bolzano-Weierstrass
Theorem
Deﬁnition 3.3.1. Let a
n
be a sequence and : N ÷N be a function such that
m < n implies (m) < (n); i.e., is strictly increasing sequence of natural
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3.3. SUBSEQUENCES AND THE BOLZANO-WEIERSTRASS THEOREM 3-7
numbers. Then b
n
= a · (n) = a
(n)
is a subsequence of a
n
.
The idea here is that the subsequence b
n
is a new sequence formed from an
old sequence a
n
by possibly leaving terms out of a
n
. In other words, we see that
all the terms of b
n
must also appear in a
n
, and they must appear in the same
order.
Example 3.3.1. If a
n
= sin(n⇡/2), then some possible subsequences are
b
n
= a
4n+1
== b
n
= 1,
c
n
= a
2n
== c
n
= 0,
and
d
n
= a
n
2 == d
n
= (1 + (÷1)
n+1
)/2.
Theorem 3.3.1. a
n
÷L i↵ every subsequence of a
n
converges to L.
Proof. (=) Suppose : N ÷ N is strictly increasing, as in the preceding
deﬁnition. Clearly, (1) _ 1. Suppose (n) _ n for some n ¸ N. Then
(n + 1) > (n) _ n =(n + 1) _ n + 1. This simple induction argument has
established (n) _ n for all n ¸ N.
Now, suppose a
n
÷L and b
n
= a
(n)
is a subsequence of a
n
. If " > 0, there
is an N ¸ N such that n _ N implies a
n
¸ (L ÷ ", L + "). From the preceding
paragraph, it follows that when n _ N, then b
n
= a
(n)
= a
m
for some m _ n.
So, b
n
¸ (L ÷", L +") and b
n
÷L.
(=) Since a
n
is a subsequence of itself, it is obvious that a
n
÷L.
The main use of Theorem 3.3.1 is not to show that sequences converge, but,
rather to show they diverge. It gives two strategies for doing this: ﬁnd two
subsequences converging to di↵erent limits, or ﬁnd a divergent subsequence. In
Example 3.3.1, the subsequences b
n
and c
n
demonstrate the ﬁrst strategy, while
d
n
demonstrates the second.
Even if the original sequence diverges, it is possible there are convergent
subsequences. For example, consider the divergent sequence a
n
= (÷1)
n
. In
this case, a
n
diverges, but the two subsequences a
2n
= 1 and a
2n+1
= ÷1 are
constant sequences, so they converge.
Theorem 3.3.2. Every sequence has a monotone subsequence.
Proof. Let a
n
be a sequence and T = {n ¸ N : m > n == a
m
_ a
n
}. There
are two cases to consider, depending on whether T is ﬁnite.
First, assume T is inﬁnite. Deﬁne (1) = min T and assuming (n) is
deﬁned, set (n + 1) = min T \ {(1), (2), . . . , (n)}. This inductively deﬁnes
a strictly increasing function : N ÷ N. The deﬁnition of T guarantees a
(n)
is an increasing subsequence of a
n
.
Now, assume T is ﬁnite. Let (1) = max T + 1. If (n) has been chosen for
some n > max T, then the deﬁnition of T implies there is an m > (n) such that
a
m
_ a
(n)
. Set (n + 1) = m. This inductively deﬁnes the strictly increasing
function : N ÷N such that a
(n)
is a decreasing subsequence of a
n
.
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3-8 CHAPTER 3. SEQUENCES
If the sequence in Theorem 3.3.2 is bounded, then the corresponding mono-
tone subsequence is also bounded. Recalling Theorem 3.2.1, we see the following.
Theorem 3.3.3 (Bolzano-Weierstrass). Every bounded sequence has a conver-
gent subsequence.
3.4 Lower and Upper Limits of a Sequence
There are an uncountable number of strictly increasing functions : N ÷N, so
every sequence a
n
has an uncountable number of subsequences. If a
n
converges,
then Theorem 3.3.1 shows all of these subsequences converge to the same limit.
It’s also apparent that when a
n
÷ · or a
n
÷ ÷·, then all its subsequences
diverge in the same way. When a
n
does not converge, the situation is a bit more
dicult.
Example 3.4.1. Let Q = {q
n
: n ¸ N} and ↵ ¸ R. Since every interval contains
an inﬁnite number of rational numbers, it is possible to choose (1) = min{k :
|q
k
÷ ↵| < 1}. In general, assuming (n) has been chosen, choose (n + 1) =
min{k > (n) : |q
k
÷ ↵| < 1/n}. Such a choice is always possible because
Q ¨ (↵ ÷ 1/n, ↵ + 1/n) \ {q
k
: k _ (n)} is inﬁnite. This induction yields a
subsequence q
(n)
of q
n
converging to ↵.
If a
n
is a sequence and b
n
is a convergent subsequence of a
n
with b
n
÷ L,
then L is called a limit point of a
n
. A convergent sequence has only one limit
point, but a divergent sequence may have many limit points, as shown above.
To make some sense out of this, suppose a
n
is a bounded sequence, and
T
n
= {a
k
: k _ n}. Deﬁne
`
n
= glb T
n
and µ
n
= lub T
n
.
Because T
n
¸ T
n+1
, it follows that for all n ¸ N,
`
1
_ `
n
_ `
n+1
_ µ
n+1
_ µ
n
_ µ
1
.
Theorem 3.2.1 implies both `
n
and µ
n
converge. If `
n
÷` and µ
n
÷µ, clearly
` _ µ. These numbers, ` and µ are lower and upper bounds for the limits of all
convergent subsequences of a
n
. These ideas are made precise by the following
deﬁnitions and theorems.
Deﬁnition 3.4.1. Let a
n
be a sequence. If a
n
is bounded below, then the lower
limit of a
n
is
liminf a
n
= lim
n!1
glb {a
k
: k _ n}.
If a
n
is bounded above, then the upper limit of a
n
is
limsupa
n
= lim
n!1
lub {a
k
: k _ n}.
When a
n
is unbounded, the lower and upper limits are set to appropriate inﬁnite
values, while recalling the usual warnings about · not being a number.
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3.5. THE NESTED INTERVAL THEOREM 3-9
The next theorem summarizes the observations presented above.
Theorem 3.4.1. If a
n
is a bounded sequence, then liminf a
n
_ limsupa
n
and
liminf a
n
= limsup a
n
i↵ a
n
converges.
Suppose that a
n
is bounded above and both µ
n
and µ are as in the discussion
preceding the deﬁnition. Choose (1) so a
(1)
> µ
1
÷1. If (n) has been chosen
for some n ¸ N, then choose (n + 1) > (n) to satisfy
µ
(n)
_ a
(n+1)
> lub {a
k
: k _ (n)} ÷1/n = u
(n)
÷1/n.
This inductively deﬁnes a subsequence a
(n)
÷ µ, where the convergence is
guaranteed by the Sandwich Theorem. A similar argument can be made for
liminf a
n
. The following theorem has been proved.
Theorem 3.4.2. If a
n
is a sequence, then a
n
has subsequences b
n
and c
n
such
that b
n
÷ limsupa
n
and c
n
÷ liminf a
n
. Moreover, if d
n
is any convergent
subsequence of a
n
, then
liminf a
n
_ lim
n!1
d
n
_ limsupa
n
.
If L is the set of all limit points of a sequence a
n
, then the theorem shows
L ⇢ [liminf a
n
, limsupa
n
].
3.5 The Nested Interval Theorem
Deﬁnition 3.5.1. A collection of sets {S
n
: n ¸ N} is said to be nested, if
S
n+1
⇢ S
n
for all n ¸ N.
Theorem 3.5.1 (Nested Interval Theorem). If I
n
= [a
n
, b
n
] is a nested collec-
tion of closed intervals such that lim
n!1
(b
n
÷a
n
) = 0, then there is an x ¸ R
such that
T
n2N
I
n
= {x}.
Proof. Since the intervals are nested, it’s clear that a
n
is an increasing sequence
bounded above by b
1
and b
n
is a decreasing sequence bounded below by a
1
.
Applying Theorem 3.2.1 twice, we ﬁnd there are ↵, ¸ R such that a
n
÷ ↵
and b
n
÷.
We claim ↵ = . To see this, let " > 0 and use the “shrinking” condition
on the intervals to pick N ¸ N so that b
N
÷ a
N
< ". The nestedness of the
intervals implies a
N
_ a
n
< b
n
_ b
N
for all n _ N. Therefore
a
N
_ lub {a
n
: n _ N} = ↵ _ b
N
and a
N
_ glb {b
n
: n _ N} = _ b
N
.
This shows |↵ ÷ | _ |b
N
÷ a
N
| < ". Since " > 0 was chosen arbitrarily, we
conclude ↵ = .
Let x = ↵ = . It remains to show that
T
n2N
I
n
= {x}.
First, we show that x ¸
T
n2N
I
n
. To do this, ﬁx N ¸ N. Since a
n
increases
to x, it’s clear that x _ a
N
. Similarly, x _ b
N
. Therefore x ¸ [a
N
, b
N
]. Because
N was chosen arbitrarily, it follows that x ¸
T
n2N
I
n
.
July 24, 2012 http://math.louisville.edu/⇠lee/ira
3-10 CHAPTER 3. SEQUENCES
Next, suppose there are x, y ¸
T
n2N
I
n
and let " > 0. Choose N ¸ N such
that b
N
÷a
N
< ". Then {x, y} ⇢
T
n2N
I
n
⇢ [a
N
, b
N
] implies |x ÷y| < ". Since
" was chosen arbitrarily, we see x = y. Therefore
T
n2N
I
n
= {x}.
Example 3.5.1. If I
n
= (0, 1/n] for all n ¸ N, then the collection {I
n
: n ¸ N}
is nested, but
T
n2N
I
n
= O. This shows the assumption that the intervals be
closed in the Nested Interval Theorem is necessary.
Example 3.5.2. If I
n
= [n, ·) then the collection {I
n
: n ¸ N} is nested, but
T
n2N
I
n
= O. This shows that the assumption that the lengths of the intervals
be bounded is necessary. (It will be shown in Corollary 5.1.6 that when their
lengths don’t go to 0, then the intersection is nonempty, but the uniqueness of
x is lost.)
3.6 Cauchy Sequences
Often the biggest problem with showing that a sequence converges using the
techniques we have seen so far is that we must know ahead of time to what it
converges. This is the “chicken and egg” problem mentioned above. An escape
from this dilemma is provided by Cauchy sequences.
Deﬁnition 3.6.1. A sequence a
n
is a Cauchy sequence if for all " > 0 there is
an N ¸ N such that n, m _ N implies |a
n
÷a
m
| < ".
Theorem 3.6.1. A sequence converges i↵ it is a Cauchy sequence.
Proof. (=) Suppose a
n
÷ L and " > 0. There is an N ¸ N such that g _ N
implies |a
n
÷L| < "/2. If m, n _ N, then
|a
m
÷a
n
| = |a
m
÷L + L ÷a
n
| _ |a
m
÷L| + |L ÷a
m
| < "/e +"/2 = ".
This shows a
n
is a Cauchy sequence.
(=) Let a
n
be a Cauchy sequence. First, we claim that a
n
is bounded. To
see this, let " = 1 and choose N ¸ N such that n, m _ N implies |a
n
÷a
m
| < 1.
In this case, a
N
÷1 < a
n
< a
N
+1 for all n _ N, so {a
n
: n _ N} is a bounded
set. The set {a
n
: n < N}, being ﬁnite, is also bounded. Since {a
n
: n ¸ N} is
the union of these two bounded sets, it too must be bounded.
Because a
n
is a bounded sequence, Theorem 3.3.3 implies it has a convergent
subsequence b
n
= a
(n)
÷ L. Let " > 0 and choose N ¸ N so that n, m _ N
implies |a
n
÷a
m
| < "/2 and |b
n
÷L| < "/2. If n _ N, then (n) _ n and
|a
n
÷L| = |a
n
÷b
n
+ b
n
÷L| _ |a
n
÷b
n
| + |b
n
÷L| < "/2 +"/2 = ".
Therefore, a
n
÷L.
According to this theorem, we can prove that a sequence converges without
ever knowing precisely to what it converges. An example of the usefulness of
this idea is contained in the following deﬁnition and theorem.
1
July 24, 2012 c Lee Larson (LLarson@Louisville.edu)
July 24, 2012 http://math.louisville.edu/⇠lee/ira
3: Cauchy Sequences 3-11
Deﬁnition 3.6.2. A sequence x
n
is contractive if there is a c ¸ (0, 1) such that
|x
k+1
÷x
k
| _ c|x
k
÷x
k1
| for all k > 1. c is called the contraction constant.
Theorem 3.6.2. If a sequence is contractive, then it converges.
Proof. Let x
k
be a contractive sequence with contraction constant c ¸ (0, 1).
We ﬁrst claim that if n ¸ N, then
|x
n
÷x
n+1
| _ c
n1
|x
1
÷x
2
|. (3.3)
This is proved by induction. When n = 1, the statement is |x
1
÷x
2
| _ c
0
|x
1
÷
x
2
| = |x
1
÷x
2
|, which is trivially true. Suppose that |x
n
÷x
n+1
| _ c
n1
|x
1
÷x
2
|
for some n ¸ N. Then, from the deﬁnition of a contractive sequence and the
inductive hypothesis,
|x
n+1
÷x
n+2
| _ c|x
n
÷x
n+1
| _ c(c
n1
|x
1
÷x
2
|) = c
n
|x
1
÷x
2
|.
This shows the claim is true in the case n + 1. Therefore, by induction, the
claim is true for all n ¸ N.
To show x
n
is a Cauchy sequence, let " > 0. Since c
n
÷ 0, we can choose
N ¸ N so that
c
N1
(1 ÷c)
<
"
|x
1
÷x
2
|
. (3.4)
Let n > m _ N. Then
|x
n
÷x
m
| = |x
n
÷x
n1
+ x
n1
÷x
n2
+ x
n2
÷· · · ÷x
m+1
+ x
m+1
÷x
m
|
_ |x
n
÷x
n1
| + |x
n1
÷x
n2
| + · · · + |x
m+1
÷x
m
|
Now, use (3.3) on each of these terms.
_ c
n2
|x
1
÷x
2
| + c
n3
|x
1
÷x
2
| + · · · + c
m1
|x
1
÷x
2
|
= |x
1
÷x
2
|(c
n2
+ c
n3
+ · · · + c
m1
)
Apply the formula for a geometric sum.
= |x
1
÷x
2
|c
m1
1 ÷c
nm
1 ÷c
< |x
1
÷x
2
|
c
m1
1 ÷c
Use (3.4) to estimate the following.
_ |x
1
÷x
2
|
c
N1
1 ÷c
< |x
1
÷x
2
|
"
|x
1
÷x
2
|
= "
This shows x
n
is a Cauchy sequence.
July 24, 2012 http://math.louisville.edu/⇠lee/ira
3-12 CHAPTER 3. SEQUENCES
Example 3.6.1. Let ÷1 < r < 1 and deﬁne the sequence s
n
=
P
n
k=0
r
k
. If r = 0,
the convergence of s
n
is trivial. So, suppose r ,= 0. In this case,
|s
n+1
÷s
n
|
|s
n
÷s
n1
|
=

r
n+1
r
n

= |r| < 1
and s
n
is contractive. Theorem 3.6.2 implies it converges.
Example 3.6.2. Suppose f(x) = 2 + 1/x, a
1
= 2 and a
n+1
= f(a
n
) for n ¸ N.
It is evident that a
n
_ 2 for all n. Some algebra gives

a
n+1
÷a
n
a
n
÷a
n1

=

f(f(a
n1
)) ÷f(a
n1
)
f(a
n1
) ÷a
n1

=
1
1 + 2a
n1
_
1
5
.
This shows a
n
is a contractive sequence and, according to Theorem 3.6.2, a
n
÷
L for some L _ 2. Since, a
n+1
= 2 + 1/a
n
, taking the limit as n ÷ · of
both sides gives L = 2 + 1/L. A bit more algebra shows L = 1 +
_
2. In fact,
a
11
÷1 ⇡ 1.414213562 is
_
2 accurate to 10 decimal places.
One of the mistakes made by students new to Cauchy sequences is to think
it’s enough to show that |a
n
÷a
n+1
| becomes small. In the following example,
|a
n
÷a
n+1
| ÷0 even though a
n
÷·.
Example 3.6.3. Suppose a
n
=
P
n
k=1
1/k for n ¸ N. There’s a trick for showing
the sequence a
n
diverges. First, note that a
n
is strictly increasing. For any
n ¸ N, consider
a
2
n
1
=
2
n
1
X
k=1
1
k
=
n1
X
j=0
2
j
1
X
k=0
1
2
j
+ k
>
n1
X
j=0
2
j
1
X
k=0
1
2
j+1
=
n1
X
j=0
1
2
=
n
2
÷·
Hence, the subsequence a
2
n
1
is unbounded and the sequence a
n
diverges. (To
see how this works, write out the ﬁrst few sums of the form a
2
n
1
.)
The convergence of Cauchy sequences is equivalent to the Completeness
Axiom. In fact, this is the deﬁnition of completeness used most often because it
allows completeness to be deﬁned on a space using only metric properties and
not requiring order.
3.7 Exercises
3.1. Show that the sequence a
n
=
3n + 1
2n + 3
converges.
3.2. Let a
n
be a sequence such that a
2n
÷ A and a
2n
÷ a
2n1
÷ 0. Then
a
n
÷A.
July 24, 2012 http://math.louisville.edu/⇠lee/ira
3.7. EXERCISES 3-13
3.3. If a
n
÷L, then what can you say about

n
=
a
1
+ a
2
+ · · · + a
n
n
?
Is there a divergent sequence a
n
such that
n
converges?
3.4. Determine the limit of a
n
=
n
_
n!. (Hint: If n is even, then n! > (n/2)
n/2
.)
3.5. A sequence a
n
converges to 0 i↵ |a
n
| converges to 0.
3.6. Deﬁne the sequence a
n
=
_
n for n ¸ N. Show that |a
n+1
÷ a
n
| ÷ 0, but
a
n
is not a Cauchy sequence.
3.7. Show that
n
_
n! ÷·. (Hint: When n is even n! >

n
2

n/2
.)
3.8. Show that n
1/n
÷1. (Hint: x
n
÷1 = (x ÷1)(x
n1
+ x
n2
+ · · · + 1).)
3.9. If a
n
is a sequence such that
an1
an+1
÷0, then does lim
n!1
a
n
exist?
3.10. Suppose a sequence is deﬁned by a
1
= 0, a
1
= 1 and a
n+1
=
1
2
(a
n
+a
n1
)
for n _ 2. Prove a
n
converges, and determine its limit.
3.11. The golden ratio is the number = (1 +
_
5)/2. Prove that
f
n
=

n1
÷(1 ÷)
n1
_
5
is a closed-form expression for the Fibonacci sequence of Example 3.1.3.
3.12. Prove that the sequence a
n
= n
3
/n! converges.
3.13. Let a
n
and b
n
be sequences. Prove that both sequences a
n
and b
n
converge
i↵ both a
n
+ b
n
and a
n
÷b
n
converge.
3.14. A sequence a
n
converges in the mean if a
n
=
1
n
P
n
k=1
a
k
converges. Prove
that if a
n
÷L, then a
n
÷L, but the converse is not true.
3.15. Find a sequence x
n
such that for all n ¸ N there is a subsequence of x
n
converging to n.
3.16. Let a
n
be a sequence with range {0, 1, 2, 3, 4, 5, 6, 7, 8, 9}. Prove that
P
1
n=1
a
n
10
n
converges.
3.17. If a
n
is a sequence such that every subsequence of a
n
has a further sub-
sequence converging to 0, then a
n
÷0.
3.18. If a
n
_ 0 for all n ¸ N and a
n
÷L, then
_
a
n
÷
_
L.
3.19. If a
n
is a Cauchy sequence and b
n
is a subsequence of a
n
such that b
n
÷L,
then a
n
÷L.
July 24, 2012 http://math.louisville.edu/⇠lee/ira
3-14 CHAPTER 3. SEQUENCES
3.20. If a
n
÷L ¸ R and : N ÷N is a bijection, then b
n
= a
(n)
converges to
L. (The new sequence b
n
is sometimes called a rearrangement of a
n
. Note that
b
n
might not be a subsequence of a
n
.)
3.21. If x
n
and y
n
are sequences such that lim
n!1
x
n
= L ,= 0 and lim
n!1
x
n
y
n
exists, then lim
n!1
y
n
exists.
3.22. If a
n
is a sequence, then there is a subsequence b
n
of a
n
such that
lim
n!1
b
n
= limsup a
n
.
3.23. a
n
= 1/n is not contractive.
3.24. Approximate a solution of x
3
÷5x+1 = 0 to within 10
4
using a Cauchy
sequence.
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