SEQUENCES
6.1 Sequences
A sequence is a function whose domain is the set of natural numbers N. If s is a
as
instead of
s (n) . We may
refer to the
ambiguous though, since a sequence is an ordered set, and should not be confused with
N.
Sequences are sometimes also expressed in what we call recursive form. This
6.2 Convergence
for all
nN
{sn }
and
>0
n N , d (sn , s) < .
is said to
converge
if
such that
76
Sequences
sequence {sn } ,
and write
Remark 225 Notice that for a sequence to be convergent the definition requires its
limit to belong to X, the set in which the sequence is defined. Take for example the
sequence {1/n}. Even though it converges
to 0 in X = R, it fails
to do so in X= R++ .
xn + 2
In the same fashion, the sequence x
x
, x = 1 converges to 2 in R
n
n+1
2 xn
Q.
Example 226 The sequence {sn} with sn = 1 for all n N converges to 1 in R.
,but it fails to converge in
The proof is trivial since
0.
/n
R,
>
)
= 0 in (
n
gence, we find that there exists a number M such that 1 + (1) s < 1. If n > M
n
and n is odd, then 1 + (1) s = s < 1, so that 1 < s < 1. On the other hand, if
n
n > M and n is even, then we have 1 + (1) s = 2 s < 1, so that 1 < s < 3.
Since s cannot satisfy both inequalities, we have reached a contradiction. Thus the
sequence {sn } must be divergent.
find an and establish whether the definition was satisfied or not. However, for
more complicated cases such a simple technique may not work.
sn
= 0
sn
2
n
= nn3+2
5 .
2
3
be very messy, so we try to find some estimate of how large the left hand side can
be. To do this we seek an upper bound for the numerator and a lower bound for the
denominator. On the one hand we have n2 + 2n < a n2 for some a > 1 if n > (a2 1) .
for some
2
3
b>1
3
n>
if
5 bb 1
3
5 bb 1 .
we have that
ann = abn .
2
Taking an arbitrary
Convergence
77
The right hand side can be easily made less than any . Just pick n ab . So
now we are ready
this into a formal proof. Given > 0, take M =
3 bto organize
2
ab
max 3, (a1) 5 b1 , . Then for all n N and n > M we have
,
Hence
lim
n2 + 2n
n2 + 2n
0 = n3 5
n3 5
a n2
n3
ab
<
n
= 0.
n2 +2n
n3 5
Exercise 230
Suppose that
lim sn = 0.
If {tn }
Theorem 231
sin(n )
=0
Let {sn } and {an } be sequences of real numbers and let s R . If for
sn s k an  ,
for all
lim
and
an
s.
= 0
lim
sn
let N = max
Thus
n>m
m, N1} .
s.
is fixed, limn
for
n > M,
where
78
Sequences
Theorem 234
If a sequence
Proof.
n N,n > N
we have
and
n2 > N
we
+
2 2 = .
Exercise 235 Prove that the reciprocal may not be true. That is, prove that you can
have a sequence whose terms are arbitrarily close for n sufficiently large, but still the
sequence does not converge.
6.2.2 Properties of Convergent Sequences
In this section we derive two important properties of convergent sequences. But first
we need a definition.
n N}is
= max
M 0
a bounded
such that
{
for all
N, so
sn }
is
bounded.
It is easy to see that the converse of this theorem is not true. We saw in a
previous example the sequence
{1 + (1)n },
Theorem 238 (Uniqueness) If a sequence {sn} converges, then its limit is unique.
Proof. Let {sn} be a sequence and suppose that it converges both to x and y,
with x = y . Let x y = d > 0 be the distance between x and y. Convergence of
sn to x implies that for any > 0, there exists N1 R such that
sn x < ,
n > N1.
= d3 Similarly, convergence of {sn } to y implies that for

for every
any
> 0,
there exists
N2
R such that
sn y < ,
for every
n > N2,
and thus
d < 23 d,
x = y.
d > 0.
So it must be
Convergence
79
it contained all
its accumulation points. Here we will present the same result based on the theory of
sequences. But in order to do that, we have first to prove two other theorems. The
first one states that if
{xn} .
contains infinitely
E
in E.
radius has at least one (hence infinitely many) elements of {xn}. Hence there must
be at most only finitely many elements of {xn} outside any neighborhood of x.
Suppose now that every neighborhood of x contains {xn} for all but finitely
many n. Hence for each neighborhood N (x, ), N R such that for all n N,
n > N, xn N (x, ). This suffices to conclude that {xn } converges to x.
Theorem 240 Let E X . Then x E if and only if there exists a sequence {xn}
in E such that x
n xn .
= lim
Then x E.
Then x E or x bd E. This implies that for every
Suppose now that x E.
> 0, N (x, ) E = . We cantherefore construct a sequence {xn} in E , being xn
any point such that xn N x, n1 E. By the Archimedean property of the reals, for
all > 0 there exists N N such that 1/N < , and by construction of the sequence
there exists xN {xn } such that xN x < 1/N < . Therefore x = limn xn.
We have therefore seen that any limit point of E can be expressed as a limit
of a convergent sequence in E. So, this theorem tells us that any nonempty closed
set contains convergent sequences. Moreover, we know that if in a given set E every
convergent sequence has a limit in the set, then the set is closed. Therefore we can
define the closedness of a set in a metric space using convergent sequences.
Theorem 241 A set E X is closed if and only if every convergent sequence in X
80
Sequences
Theorem 242 Consider two sequences {xn} and {yn} such that xn x and yn y.
Then the following properties hold:
1) xn + yn x + y ;
2) xn yn xy ;
3) If xn =
0, n and x = 0, then yn /xn y/x.
Proof. 1) Using the triangular inequality, we know that xn + yn x y
xn x + yn y. Now given > 0, since xn x there exists N1 R such
n > N1 implies xn x < 2 Similarly there exists such N2 R such that
n > N2 implies yn y  < 2 . Thus, if we let N = max{N1 , N2 }, then n > N implies
.
that
that
) =
)+
that
Thus
That
xn yn xy
yn y + xn x ) .
and y y  <
xn x < 2M
n
2M
{ x y }. Then
implies
= max N , N
n>N
M ( yn y + xn x )
< M 2M + M 2M = .
xy.
3) Since yn /xn = yn (1/xn), it suffices from (2) to show that lim (1/xn) = 1/x.
is, given > 0, we must make
lim
xn yn
x xn
=
<
xn x
xn x
1
1
n sufficiently large.
x = 0,
there exists
have
81
x xn  <
 
x
and
x xn xn x
=
<
xn x xn  x
2 xn x
x2
But since xn x, for every > 0 there exists also N2 such that for n > N2 we have
xn x < x2 . Let N = max {N1, N2} . Then n > N implies
x xn
2
<
x x <
x x
x2 n
n
 
Hence
is
lim 1
axn
/xn = 1/x.
ax, a R
when
xn
a + xn
x .
x, a
Theorem 243
and
lim
zn
6.3.1
xn
x ,
and of (3)
Suppose that {yn } and {zn } are convergent sequences with lim yn = s
z. If yn
Exercise 244
when
Infinite Limits
The sequence sn = n is clearly not convergent, since it is not bounded. But its
behavior is not the least erratic: the terms get larger and larger. Although there is
no real number that the terms approach, we would like to say that sn goes to .
We make this precise in the following definition.
xn = +. A sequence
{xn } diverges to if M > 0, N > 0 such that n > N, xn < M. We write
xn or limn xn = .
that
n > N, xn > M.
We write
xn
+
if
0 such
or limn
The technique of developing proofs for infinite limits is similar to that for finite
limits, and is closely related to theorem243. We leave the proof as an exercise.
82
Sequences
Theorem 246
Suppose that {sn } and {tn } are sequences such that sn tn for all
lim
lim
.
.
tn = +
sn =
lim
n+1 n
4
2) lim n2n+13
5 +3 =
n
!
3) lim nn = 0
= 0
xn+1 > xn ) n
xn+1 < xn ), n N and
increasing if
N; decreasing
monotone
if
xn+1
xn (strictly decreasing if
Example 250
{1/n}
x1 = x2 = ... = 1
Example 251 The sequence {(1)n } is bounded, but it is not monotone. The sequence {2n } is monotone but it is not bounded. None of them converge.
As you may have imagined, we can generalize these examples in a theorem
Theorem 252 (Monotone Convergence Theorem) A monotone sequence of real
numbers {xn} converges if and only if it is bounded.
83
xn x < x
or equivalently
for all n
N. Hence
xn x <
lim
xn
{xn}
xn : xn+1 =
x2n +2
2xn , x1
=1
In particular, show
xn n 2 (try induction)
. Thus we know that {xn }
that {xn } converges to
(Hint: use theorem 234).
that
2 < xn+1 <
is convergent in
R.
Show also
When a sequence is convergent, we saw in theorem 234 that the terms get close to each
other as n gets large. It turns out that this property ( called the Cauchy property)
is actually sufficient to imply convergence.
in some cases
d(xn , xm ) < .
Example 255 The sequence {1/n} R++ is Cauchy. For each > 0 take M = 2 ,
1
implying that for all n,m N and n, m > M , 1/n 1 /m < 1 /n + 1 /m < 2
M <
. Then the sequence is Cauchy. However, it is not convergent since 0 does not belong
to R++.
Exercise 256 Prove that the sequence {( ni=1 1/n)} is not Cauchy.
As we saw in theorem 234, convergence is a sufficient condition for a sequence
to be a Cauchy sequence.
Theorem 257
Proof.
Exercise 258
84
Sequences
in
is called
complete
converges in
Theorem 260
Proof.
R, d) is complete.
Suppose that {sn } R is a Cauchy sequence and let S = {sn : n N}
The metric space
be the range of the sequence. We consider two cases, depending on whether S is finite
or infinite.
If S is finite, then the minimum distance between distinct points of S is
positive. Since {sn } is Cauchy, there exists a number N such that m, n > N implies
that sn sm  < . Let n0 be the smallest integer greater than N. Given any m > N ,
sm and sn0 are both in S, so if the distance between them is less than , it must be
zero (since is the minimum distance between distinct points in S). Thus sm
sn 0
for all n > N. It follows that lim sn
sn0 .
Now suppose that S is infinite. From the previous exercise we know that S
is bounded. Thus from the Bolzano Wierestrass theorem, there exists a point s in
> 0,
S.
We claim that
{sn }
converges to
s.
Given any
infinitely many
of S. Thus in particular there exists an integer
points
that m
n>N
2 .
N s,
sn s
we have
sn sm sm s
sn sm  sm s <
=
and lim sn
implies that
Corollary 261
m>N
such
R is convergent.
Note that in the proofs of both theorem, the completeness axiom of R is the
key factor. So, you can naturally guess that these theorems do not hold for a sequence
of Q, as it is the case.
Every Cauchy sequence in
6.5 Subsequences
is the
composition of
That is,
sn k
instead of
k, not nk
s (n (k )) .
and not
n.
It is
Subsequences
85
Example 263
subsequence
Exercise 264 Let {nk }k=1 be a sequence of natural numbers such that nk < nk+1 for
all k N. Use induction to show that nk k for all k N.
Theorem 265 A sequence {sn} converges to a real number s if, and only if, every
subsequence of {sn } also converges to s.
Proof. Let {sn} converge to s and take any subsequence {snk }. We know that
for each > 0 there exists a number N such that n > N implies d(sn ,s) < . Thus
when k > N, we apply the result of the previous exercise to obtain that nk k > N
and therefore d(snk , x) < .
Suppose now that every subsequence {snk } converges to s. Hence {sn } con
Example 266
x1/n+1 x1/n
then
{sn }
= x1/n+1 1 x nn+1
is an increasing sequence.
> 0,
for all
{sn } converges to some number, say s. Now, for each n, s2n = x1/(2n) = sn . Since
{s2n } is a subsequence of {sn } then it also converges to s. Moreover, we have that
lim
sn = lim sn , and this implies
= lim
sn
= lim
s2n
= lim
sn
=
lim
sn
s.
It follows that
s2
= 0
lim
then lim
sn
lim
sn .
Example 268 Another application of the previous theoremn is in showing that a sequence is divergent. For example, if the sequence sn = (1) were convergent to some
number s, then every subsequence would also converge to s. But s2n } converges to 1
and {s2n+1} converges to 1. We conclude that {sn } is not convergent.
86
Sequences
Theorem 269 Every bounded sequence of real numbers has a convergent subsequence.
Proof. The proof is essentially the same as the BolzanoWeierstrass theorem
6.5.1
Definition 271
{ }
sn
lim sup
= sup
S.
of {sn } to be
limit inferior
sn = inf S.
lim inf
{sn }
1)
and inf
{sn }
is bounded.
The
/n). Then
+ (1
lim sup
{sn}
{sn }
sn
= 1
sn = 1.
lim inf
if
{ }
Subsequences
87
lim inf n
sn = s.
Proof.
sn =
Theorem 274
Proof.
0
X <
y
n > n,
Y <
lim inf
sin
n .
2
Unbounded sequences
There are some occasions when we wish to generalize the notion of the limit superior and the limit inferior to apply to unbounded sequences. There are two cases
to consider for the limit superior, with analogous definitions applying to the limit
inferior.
1. Suppose that {sn} is unbounded above. Then exercise 270 implies that there exists a subsequence having + as its limit. This prompt us to define lim supn sn =
+ .
{ }
2. Suppose that sn is bounded above but not below. If some subsequence converges to a finite number, we define lim supn sn to be the supremum of the set
of subsequential limits. Essentially, this coincides with the original definition. If
no subsequence converges to a finite number, then we must have lim sn =
,
so we define lim supn sn =
.
{ }
Thus for any sequence sn , lim supn sn always exists as either a real number, + or
. When k
R and = lim supn sn , then writing > k means
that is a real number greater than k or that = + . Similarly, < k means that
is a real number less than k or that =
.
88
Sequences
The following are very common sequences. You need to be able to prove the results
stated.
Exercise 276
2. If
3.
p>0
limn
4. If
p>0
5. If
 
n n = 1; n n p
then lim
and
x < 1,
R,
then
limn
then
= 1;
limn
xn
= 0.
(1+p)n
= 0;
6.6 References
S.R. Lay, Analysis with an Introduction to Proof .Chapter 4. Third Edition. Prentice Hall.
A. Matozzi, Lecture Notes Econ 897 University of Pennsylvania Summer
2001.
Rudin, Principles of Mathematical Analysis . Chapter 3.