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Class notes Sept.

25
Some examples on limits of sequences
Exercise 2.3.3. (Squeeze Theorem):
lim xn lim zn l , then lim yn l as well.
n
n
n

If

xn yn zn , for all n N ,

and

if

Proof: Let 0 . Since the sequences {xn } and {zn } converge, there exits n0 N such

that for all n n0 , | xn l | , and | zn l | .


2
2
zn xn ) 0 , and moreover, zn xn 0 for all n N .
Now, by Theorem 2.3.3, lim(
n
Therefore, for 0 there exists n1 N such that for all n n1 , zn xn

(we dont
2

need in absolute value since the difference is positive).


Lets then take n max{n0 , n1} . We have
| yn l || yn xn | | xn l | zn xn | xn l |
yn l .
proving that lim
n


,
2 2

Exercise 2.3.4. (Uniqueness of the limit of a sequence) If a sequence an converges, then


its limit is unique.
an l1 and lim an l2 , and suppose l1 l2 . Then either l1 l2 , or
Proof: Assume lim
n
n
l1 l2 . The two cases are similar so we will only analyze one of them. Suppose l1 l2 .
an l1 and lim an l2 , for d there must exist n0 N
Let d l2 l1 0 . Since lim
n
n
4
such that | an l1 | , and | an l2 | for all n n0 .
d
We have d l2 l1 | l2 an | | an l1 | 2 , impossible! Therefore the limit has to be
2
unique.
Exercise 2.3.11. Csaro Means: If ( xn ) is a convergent sequence, then the sequence
x x ... xn
given by the averages yn 1 2
converges to the same limit.
n
xn l . Here is the idea of the proof: since the sequence ( xn )
Proof: Denote lim
n
converges, for a given 0 we will find a rank, say m N such that for
n m, | xn l | 1 (1), where 1 will be defined shortly. We need to look at
n

| yn l ||

x
j 1

l ||

(x
j 1

l)
|

. We will split the sum in the numerator into the sum up

n
n
to m 1 and the rest of the terms. We have:

m 1

| yn l ||

(x j l)
j 1

| x j l |
j 1

| x
j m

l |

(2)

| x

l |

(3).
(n m 1)1
1
n
n
Since ( xn ) converges, it must be bounded (see Theorem 2.3.2), therefore there exists
M 0 , such that | xn | M for all n N . Moreover, it follows that the limit is bounded
by M as well, so | l | M . Again, using the triangle inequality,
Now, according to (1), and the triangle inequality,

m 1

| x j l |

m 1

(| x

j m

| | l |)

2(m 1) M (4).
n
n
n
2(m 1) M
1 can be
So in order to prove that ( yn ) converges we need to show that
n
made arbitrarily small. But if we evaluate what we have in the above expression, M is a
fixed number, m will be again a fix number once we give ourselves 0 , but the

denominator n can get arbitrarily large. Therefore, if we define 1 , we can find


2
2(m 1) M

n0 N , such that for all n n0 ,


1 (5). Putting together (3), (4) and (5),
n
2

yn l .
the inequality in (2) becomes: | yn l | , for all n n0 , proving that lim
n
2 2
Now let us look at the second part of the exercise: it basically says that if the Csaro
means of a sequence converge, the sequence must not necessarily converge. We will
n
show this by constructing a counterexample. Let xn (1) . We have:
j 1

j 1

1
x1 x2 ... xn , if n is odd
yn
n
n
0, if n is even
yn 0 , but the sequence ( xn ) does not converge.
Then lim
n
1
.
4 xn
We can try to calculate a few terms to get a feel of the sequence. We have
1
3
x2 1, x3 , x4 . It looks like the terms are getting smaller and smaller. We see that
3
11
x2 x1 . We will conjecture that the sequence is decreasing, but before we prove it we will
show that it is bounded.
We prove that 0 xn 3, for all n 1 . This is obviously true for n 1 . Let us assume that
the inequality holds true for some n, that is, we have 0 xn 3 . Then
Exercise 2.4.2. We are given the sequence defined by x1 3, xn 1

1
1
1
xn 1
, and therefore 0 xn 1 3 . So we proved that for
4
4 xn 1
0 xn 3, for all n 1 .
Next we show that the sequence is decreasing, xn 1 xn , for all n 1 .
We already checked the statement for n 1 . Let us assume that it holds true for some n,
that is, we have xn 1 xn .
1
We have xn 2
. Since we proved that the sequence is bounded above by 3, we
4 xn 1
4 xn 1 0 ,
have
and
by
the
induction
assumption
1
1
xn 1 xn , therefore

xn 1 , so xn 2 xn1 . It then follows that the


4 xn 1 4 xn
sequence is decreasing.
Now, by the Monotone Convergence Theorem (Theorem 2.4.2), the sequence converges,
xn . Since the limit exists, we may take the limit in the
so there must exist l lim
n
1 4 xn 4, so

1
. Solving for l in the previous equation we
4l
find two solutions, l1 2 3, and l2 2 3 . Now, both of them cannot be the limit of
recurrence relation, which gives us: l

our sequence, and since we proved that 0 xn 3, for all n 1 , l1 2 3 cannot be the
xn 2 3 .
limit of the sequence. Therefore lim
n
Exercise 2.5.1 (Theorem 2.5.2) Any subsequence of a convergent sequence converges to
the same limit as the original sequence.
Proof:
Let ( xn ) be a convergent sequence, and let x lim xn . Let ( xnk ) be a subsequence of
( xn ) . For any 0 there exists a rank N 0 such that for any n N 0 :| xn x | . Now,
since ( xnk ) is a subsequence the indices nk are positive integers, so there must exist an
index l 1 such that nl N 0 (more precisely, define l min{k : nk N 0 } , that is, nl is
the first index greater or equal to N 0 ). Then, for all k l , | xnk x | , and therefore the
subsequence ( xnk ) has the same limit x.
Below we will provide a more detailed proof of the Bolzano-Weierstarss Theorem.
Theorem 2.5.5 (in Abbott) Every bounded sequence contains a convergent subsequence.
Proof:
Let ( xn ) be a bounded sequence. Therefore there exists M 0 :| xn | M for all n 1 , or
M xn M , for all n 1 . Consider the two subintervals [ M , 0] and [0, M ] . At least
on of them must contain infinitely many terms of the sequence ( xn ) . Call that interval
I1 [a1 , b1 ] (this is just a notation; of course we either have a1 M , b1 0 or
a1 0, b1 M ). Now we define the first term in the subsequence to be the first in the

original sequence that belongs to the interval I1 , that is, let n1 min{n : xn I1} . So we
have xn1 I1 .
Repeat the procedure for the interval I1 : consider the closed subintervals
a b a b
[a1 , 1 1 ],[ 1 1 , b1 ] . At least one of the subintervals contains infinitely many terms of
2
2
the sequence ( xn ) . Select the subinterval that does, and denote it I 2 [a2 , b2 ] . Define the
second term in the subsequence xn2 I 2 , where n2 min{n n1 : xn I 2 } .
We obtain in this way a recurrent definition of the intervals I k [ak , bk ] satisfying
1
I k I k 1 , and also bk ak (bk 1 ak 1 ) . Since b1 a1 M , it follows (by a simple
2
M
induction argument) that bk ak k 1 .
2
We also obtain the subsequence ( xnk ), ak xnk bk , k 1 . We claim that this is a
convergent subsequence.
Let us first prove that the family of closed nested intervals I1 I 2 ... I k ... has a
nonempty intersection, that is we prove there exists x :{x} I I k .
Indeed, we have the sequence (ak ) of left end-points of the intervals, which is increasing
and bounded (for every k, M ak M , and the sequence (bk ) of right end-points of the
intervals, which is decreasing and bounded (for every k, M bk M ). Moreover,
M
bk ak k

0 . Therefore, by the Monotone Convergence Theorem (theorem


2 1 k
2.4.2), both sequences have limits: there exist a lim ak , b lim bk , and a b . But since
bk ak 0 , it follows that a b (details of this conclusion are shown in Lemma 1). So
we found a point x a b in the intersection of the sets. Lemma 1 will also show that
this is the only element of the intersection.
We now prove that the subsequence ( xnk ) converges to x. Let 0 . There exists k 1
1
1
such that bk ak k 1 (indeed, just consider k 1 log 2 ). Then, for any
2

l k :| xnl x | bk ak , therefore lim xnk x .


QED
I

I
,
k

1
Lemma 1. Let k
be the intervals constructed in Theorem 2.5.5. Then there
k 1
exists x :{x} I I k .
Proof: We proved in Theorem 2.5.5 that there exist a lim ak b lim bk , where
I k [ak , bk ] . If a b it follows that ak a b bk , for all k 1 , so [a, b] I I k . Since
1
1
bk ak k 1 0 , there must exist some k 1 such that k 1 b a , but this
2
2
contradicts the fact that ak a b bk , for all k 1 . Therefore a b and the intersection
I I k contains a single point.
QED