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
(we dont
2
,
2 2
 yn l 
x
j 1
l 
(x
j 1
l)

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
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
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 BolzanoWeierstarss 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 endpoints of the intervals, which is increasing
and bounded (for every k, M ak M , and the sequence (bk ) of right endpoints of the
intervals, which is decreasing and bounded (for every k, M bk M ). Moreover,
M
bk ak k
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