4.4.

MONOTONE SEQUENCES AND CAUCHY SEQUENCES 131

4.4 Monotone Sequences and Cauchy Sequences
4.4.1 Monotone Sequences
The techniques we have studied so far require we know the limit of a sequence
in order to prove the sequence converges. However, it is not always possible
to nd the limit of a sequence by using the denition, or the limit rules. This
happens when the formula dening the sequence is too complex to work with.
It also happens with sequences dened recursively. Furthermore, it is often the
case that it is more important to know if a sequence converges than what it
converges to. In this section, we look at two ways to prove a sequence converges
without knowing its limit.
We begin by looking at sequences which are monotone and bounded. These
terms were dened at the beginning of this chapter.
You will recall that in order to show that a sequence is increasing, several
methods can be used.
1. Direct approach, simply show that a
n+1
_ a
n
for every n.
2. Equivalently, show that a
n+1
a
n
_ 0 for every n.
3. Equivalently, show that
a
n+1
a
n
_ 1 for every n if both a
n
and a
n+1
are
positive.
4. If a
n
= f (n), one can show a sequence (a
n
) is increasing by showing that
f is increasing that is by showing that f
0
(x) _ 0.
5. By induction.
We now state and prove an important theorem about the convergence of
increasing sequences.
Theorem 344 An increasing sequence (a
n
) which is bounded above converges.
Furthermore, lim
n!1
a
n
= supa
n
.
Proof. We need to show that given > 0, there exists N such that n _ N ==
[a
n
A[ < where A is the limit. Let > 0 be given. Since (a
n
) is bounded
above, by theorem 158, a
n
has a supremum. Let A = supa
n
. Let > 0 be
given. then, A < A. By theorem 151, there exists an element of a
n
, call
it a
N
, such that A < a
N
_ A. Since (a
n
) is increasing, we have a
n
_ a
N
for every n _ N. Therefore, if n _ N,
A < a
n
_ A == < a
n
A _ 0
==0 _ Aa
n
<
==[a
n
A[ <
132 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
Corollary 345 A decreasing sequence (a
n
) which is bounded below converges.
Furthermore, lim
n!1
a
n
= inf a
n
.
Proof. The proof is similar to the proof of the theorem.
Theorem 346 A monotone sequence converges if and only if it is bounded.
Proof. The proof follows from results proven in the previous section and the
previous theorem and its corollary. Suppose we have a monotone sequence (x
n
).
If we assume that (x
n
) converges, then it follows that it is bounded by theorem
312 that it is bounded. Conversely, if we assume that (x
n
) is bounded then
it is both bounded above and below. Since (x
n
) is monotone, then it is either
increasing or decreasing. If it is increasing, it will converge by the previous
theorem since it is also bounded above. If it is decreasing, then it will converge
by the corollary since it is bounded below.
Example 347 Prove that the sequence whose general term is a
n
=
n
P
k=0
1
k!
con-
verges.
We try to establish this result by showing that this sequence is non-decreasing
and bounded above.
(a
n
) is increasing: a
n
= 1 + 1 +
1
2
+
1
3!
+ ::: +
1
n!
. Therefore,
a
n+1
a
n
=
1
(n + 1)!
> 0
(a
n
) is bounded above. For this, we use the fact that n! _ 2
n1
for every
n _ 1. The proof of this fact is left as an exercise. Therefore,
1 + 1 +
1
2
+
1
3!
+ ::: +
1
n!
< 1 + 1 +
1
2
+
1
2
2
+ ::: +
1
2
n1
< 1 +

1
2

0
+

1
2

1
+

1
2

2
+ ::: +

1
2

n1
< 1 +
1

1
2

n
1
1
2
< 1 +
1
1
1
2
< 3
Since (a
n
) is bounded above and increasing, it must converge. We will call
the limit e
0
.
4.4. MONOTONE SEQUENCES AND CAUCHY SEQUENCES 133
Example 348 Find lim
n!1
a
n
where (a
n
) is dened by:
a
1
= 2
a
n+1
=
1
2
(a
n
+ 6)
If we knew the limit existed, nding it would be easy. We must rst establish that
it exists. We do this by showing that this sequence is increasing and bounded
above. This part is left as an exercise. Once this fact has been established, then
we know the sequence must converge. Let L be its limit, we must nd L. Before
proceeding, we will recall the following fact: lima
n+1
= lima
n
. Therefore, if for
every n we have a
n+1
=
1
2
(a
n
+ 6), then we must also have:
lima
n+1
= lim
1
2
(a
n
+ 6)
L =
1
2
(lima
n
+ 6)
L =
1
2
(L + 6)
2L = L + 6
L = 6
Example 349 Let a
n
=

1 +
1
n

n
. Show lima
n
exists. This limit is in fact
the number e, but we wont show that. Again, to show that (a
n
) converges, we
show that it is increasing and bounded above.
(a
n
) bounded above. To establish this, we use the following fact: If k is
an integer such that 1 < k _ n, then
n(n 1) (n 2) ::: (n k + 1)
n
k
=

1
1
n

1
2
n

:::

1
k 1
n

The proof of this is left as an exercise. Using the binomial theorem, we

have:
a
n
= 1 + n
1
n
+
n(n 1)
2!

1
n

2
+ ::: +
n(n 1) (n 2) ::: (n k + 1)
k!

1
n

k
+ ::: +
n!
n!

1
n

n
= 1 + 1 +
1
2!

1
1
n

+ ::: +
1
k!

1
1
n

1
2
n

:::

1
k 1
n

+ ::: +
1
n!

1
1
n

1
2
n

:::

1
n 1
n

< 1 + 1 +
1
2!
+ ::: +
1
n!
< e
0
where e
0
is the limit found in the exercise above. Thus, (a
n
) is bounded by
e
0
.
134 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
(a
n
) increasing. The kth term in the expansion of a
n
is
1
k!

1
1
n

1
2
n

:::

1
k 1
n

.
The kth term in the expansion of a
n+1
is
1
k!

1
1
n + 1

1
2
n + 1

:::

1
k 1
n + 1

.
Since
j
n + 1
<
j
n
, it follows that 1
j
n + 1
> 1
j
n
. Hence, a
n+1
> a
n
.
So, (a
n
) is increasing.
Since (a
n
) is increasing and bounded above, it follows that (a
n
) converges.
We dene this limit to be the number e.
4.4.2 Cauchy Sequences
Denition 350 (Cauchy Sequence) A sequence (x
n
) is said to be a Cauchy
sequence if for each > 0 there exists a positive integer N such that m; n _
N ==[x
m
x
n
[ < .
We begin with some remarks.
Remark 351 These series are named after the French mathematician Augustin
Louis Cauchy (1789-1857).
Remark 352 It is important to note that the inequality [x
m
x
n
[ < must be
valid for all integers m; n that satisfy m; n _ N. In particular, a sequence (x
n
)
satisfying [x
n+1
x
n
[ < for all n _ N may not be a Cauchy sequence.
Remark 353 A Cauchy sequence is a sequence for which the terms are even-
tually close to each other.
Remark 354 In theorem 313, we proved that if a sequence converged then it
had to be a Cauchy sequence. In fact, as the next theorem will show, there is a
stronger result for sequences of real numbers.
We now look at some examples.
Example 355 Consider (x
n
) where x
n
=
1
n
. Prove that this is a Cauchy
sequence.
Let > 0 be given. We want to show that there exists an integer N > 0 such
that m; n < N ==[x
m
x
n
[ < . That it we would like to have
[x
n
x
m
[ < ==

1
n

1
m

<
Since

1
n

1
m

<
1
n
+
1
m
If we make
1
n
+
1
m
< , the result will follow. This will happen if both
1
n
<

2
that is when n >
2

and
1
m
<

2
that is when n >
2

. So, we see that if N is an

integer larger than
2

then m; n > N ==[x

m
x
n
[ < .
4.4. MONOTONE SEQUENCES AND CAUCHY SEQUENCES 135
Example 356 Consider (x
n
) where x
n
=
n
X
k=1
1
k
2
Let > 0 be given. We want to show that there exists an integer N > 0 such
that m; n < N ==[x
m
x
n
[ < (without loss of generality, let us assume that
n > m). That it we would like to have
[x
n
x
m
[ < ==

n
X
k=1
1
k
2

m
X
k=1
1
k
2

<
==

n
X
k=m+1
1
k
2

<
Remembering telescoping sums and the fact that
1
k
2
<
1
k (k 1)
, we see that
[x
n
x
m
[ =

n
X
k=m+1
1
k
2

=
n
X
k=m+1
1
k
2
<
n
X
k=m+1

1
k 1

1
k

=
1
m

1
n
<
1
m
+
1
n
So, as we saw in the previous example, if N is an integer larger than

2
, then
m; n < N ==[x
m
x
n
[ < .
We now look at important properties of Cauchy sequences.
Theorem 357 Every Cauchy sequence is bounded.
Proof. See problems.
Theorem 358 A sequence of real numbers converges if and only if it is a
Cauchy sequence.
Proof. We have already proven one direction. Let (x
n
) be a sequence of real
numbers.
If (x
n
) converges, then we know it is a Cauchy sequence by theorem 313.
Assume (x
n
) is a Cauchy sequence. We must prove that it converges. By
theorem 357, we know that x
n
is bounded. Therefore, by the complete-
ness axiom, for each n, the number
a
n
= inf x
n
; x
n+1
; x
n+2
; :::
136 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
exists. Furthermore, the sequence (a
n
) is increasing and bounded (why?).
Therefore, by theorem 346, (a
n
) converges. Let a = lima
n
. We prove
that limx
n
= a. Let > 0 be given. Since (x
n
) is a Cauchy sequence, we
can nd N > 0 such that m; n _ N == [x
n
x
m
[ <

2
: It follows that
both (x
n
) and (a
n
) are contained in the interval
h
x
N


2
; x
N
+

2
i
(why).
Thus, the limit a is also in this interval. Therefore, for all n _ N, we
have:
[x
n
a[ _ [x
n
x
N
[ +[x
N
a[
<
This proves that limx
n
= a, thus (x
n
) converges.
Remark 359 The key to this theorem is that we are dealing with a sequence of
real numbers. The fact that a Cauchy sequence of real number converges is linked
to the fact that R is complete. In fact, this is sometimes used as a denition of
completeness. Some texts say that a set is complete if every Cauchy sequence
converges in that set. It is possible to nd a Cauchy sequence of rational numbers
which does not converge in Q.
We nish this section with an important theorem.
Denition 360 A nested sequence of intervals is a sequence I
n
of in-
tervals with the property that I
n+1
_ I
n
for all n.
Theorem 361 (Nested Intervals) If [a
n
; b
n
] is a nested sequence of closed
intervals then there exists a point z that belongs to all the intervals. Furthermore,
if lima
n
= limb
n
then the point z is unique.
Proof. We provide a sketch of the proof and leave the details as homework.
First, prove that a
n
and b
n
are monotone and bounded. Thus, they must
converge. Let a = lima
n
and b = limb
n
. Then, explain why a _ b. Conclude
from this.
4.4.3 Exercises
1. Prove that n! _ 2
n1
for every n _ 1
2. Prove that if k is an integer such that 1 < k _ n, then
n(n 1) (n 2) ::: (n k + 1)
n
k
=

1
1
n

1
2
n

:::

1
k 1
n

3. Prove that the sequence given by

a
1
= 2
a
n+1
=
1
2
(a
n
+ 6)
is increasing and bounded above by 6. (hint: use induction for both).
4.4. MONOTONE SEQUENCES AND CAUCHY SEQUENCES 137
4. Show that the sequence dened by
a
1
= 1
a
n+1
= 3
1
a
n
is increasing and satises a
n
< 3 for all n. Then, nd its limit.
5. Let a and b be two positive numbers such that a > b. Let a
1
be their
arithmetic mean, that is a
1
=
a + b
2
. Let b
1
be their geometric mean, that
is b
1
=
_
ab. Dene a
n+1
=
a
n
+ b
n
2
and b
n+1
=
_
a
n
b
n
.
(a) Use mathematical induction to show that a
n
> a
n+1
> b
n+1
> b
n
.
(b) Deduce that both (a
n
) and (b
n
) converge.
(c) Show that lima
n
= limb
n
. Gauss called the common value of these
limits the arithmetic-geometric mean.
6. Prove theorem 357.
7. Answer the why? parts in the proof of theorem 358.
8. Finish proving theorem 361.
138 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
4.5 Subsequences
Discuss subsequences, the Bolzano-Weierstrass theorem, limit sup and inf.
4.5.1 Exercises