Mathematical Analysis Course

Contents

Chapter 1. Notions of set theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1. Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2. Binary relations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3. Real and extended real numbers sets. Intervals . . . . . . . . . . . . . . . . 5
1.4. Neighbourhoods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.5. Interior point of a set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.6. Cluster point of a set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.7. Isolated point of a set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.8. Adherent point of a set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.9. Boundary point of a set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.10. Real functions of a real variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
Chapter 2. Real sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1. Definitions and notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.2. Monotone sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.3. Bounded sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.4. Subsequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.5. Convergent sequences. Limit point of a sequence . . . . . . . . . . . . . . 16
2.6. Convergence tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.7. Existence results for limit of a sequence . . . . . . . . . . . . . . . . . . . . . . . 20
2.8. Operations with sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.9. Study of undeterminate forms of limits . . . . . . . . . . . . . . . . . . . . . . . . 26
2.10. Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
Chapter 3. Real series. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.1. Definitions and notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.2. Convergence tests for series with positive terms . . . . . . . . . . . . . . . 41
3.3. Convergence tests for series with real terms . . . . . . . . . . . . . . . . . . . 44
3.4. Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

3
 CHAPTER 1

Notions of set theory

1.1. Sets
The notion of the set, fundamental in mathematics, represents a collection
of different objects. These objects are called elements of the set.
For example, one can consider the set of all students of a group. Then
the students are the elements of this set. If one considers the set of all prime
numbers, then 2, 3, 5, and 11 are elements of this set.
The sets are conventionally denoted with capital letters: A, B, C, M, X
etc., while the elements of a set are usually denoted by small letters: a, b, c,
m, x etc.

Definition 1.1. The set containing no elements is called the empty set and
it is denoted by ∅.
By convention, particular symbols are reserved for the most important sets
of numbers: N is the set of the natural numbers, Z is the set of the integers,
Q is the set of the rational numbers, R is the set of the real numbers, C is the
set of the complex numbers.
A set can be defined by two methods.
1. By enumerating its elements. When we define a set by enumerating
its elements, we will enclose the list of the elements in curly brackets; e.g.
{10, 30, 50, 70, 90} is the set whose elements are 10, 30, 50, 70, and 90.
2. By specifying the properties of each element of it. For example, if M
is the set of the natural numbers having the remainder 2 at the division by 3,
then one defines M through
M = {x ∈ N, x mod 3 = 2}.
Anyway, one may enumerate only a few elements of M , by writting M =
{2, 5, 8, 11, 14, ...} .

Definition 1.2. Two sets A and B are called equal (respectively different)
iff they contain (respectively do not contain) exactly the same elements. If the
sets A and B are equal, then we write A = B, and if A and B are different,
then we write A ̸= B.
1
2 1. NOTIONS OF SET THEORY

For example, if A = {1, 3, 9, 27, 81} and B = {x ∈ N, x < 100, x is a power

of 3}, then A = B.

Definition 1.3. We say that an element x belongs (respectively does not

belong) to the set A, and we write x ∈ A (respectively x ∈
/ A) iff the element
x is (respectively is not) in the set A.
For example, if A is the set of prime numbers then 11 ∈ A and 12 ∈
/ A.

Definition 1.4. Let A and B be two sets. The union of the sets A and B,
denoted A ∪ B, is the set of all elements belonging to A or B, i.e. A ∪ B =
{x, |x ∈ A or x ∈ B} .
For example, if A = {1, 2, 4, 6, 8} and B = {4, 8, 12, 16, 20} , then A ∪ B =
{1, 2, 4, 6, 8, 12, 16, 20} .

Definition 1.5. Let A and B be two sets. The intersection of the sets A
and B, denoted A ∩ B, is the set of all elements common to A and B, i.e.
A ∩ B = {x, x ∈ A and x ∈ B} .
For example, if A = {1, 2, 4, 6, 8} and B = {4, 8, 12, 16, 20} , then A ∩ B =
{4, 8} .

Definition 1.6. Two sets having empty intersection are called disjunctive.
For example, the sets A = {x ∈ N, x even} and B = {x ∈ N, x odd} are
disjunctive sets.

Definition 1.7. Let A and B be two sets. We say that A is a subset of B

(or the set A is enclosed in B, or the set B includes the set A) and we write
A ⊆ B or B ⊇ A, iff each element of A belongs to B, i.e. ∀x ∈ A, it follows
x ∈ B.
In order to prove that two sets A and B are equal, it is sufficient to prove
that A ⊆ B and B ⊆ A.

Definition 1.8. The set difference of set B from set A, denoted by A\B, is
the set of all elements of A which are not in B, i.e.
A\B = {x, x ∈ A and x ∈
/ B} .
For example, if A = {1, 2, 4, 6, 8} and B = {4, 8, 12, 16, 20} , then A\B =
{1, 2, 6} and B\A = {12, 16, 20} .
 1.2. BINARY RELATIONS 3

Definition 1.9. The symmetric difference of sets A and B, denoted by

denoted by A∆B is the set of elements which are in either of the sets and not
in their intersection, i.e.
A∆B = (A\B) ∪ (B\A) .
For exampe, if A = {1, 2, 4, 6, 8} and B = {4, 8, 12, 16, 20} , then A∆B =
{1, 2, 6, 12, 16, 20}.

Definition 1.10. If A is a subset of E, then the complement of a A, denoted

CE A, is the set of all elements in E that are not in A.
i.e.
CE A = E\A = {x, x ∈ E and x ∈
/ A} .
Fo example if A = {4, 8} and E = {1, 2, 4, 6, 8} one has CE A = {1, 2, 6} .
In the case of an universal set E, without the risk of confusion, we will
denote by CA the complement of A.

1.2. Binary relations

Definition 1.11. The cartesian product of two nonempty sets A and B is the
set
A × B = {(x, y) , x ∈ A and y ∈ B} .
For example, if A = {1, 2, 3} and B = {1, 2}, then
A × B = {(1, 1) , (2, 1) , (3, 1) , (1, 2) , (2, 2) , (3, 2)} .

Definition 1.12. Every subset r of the cartesian product A×B is called binary
relation from A to B; if (x, y) ∈ r, we will denote this xry, by reading “x is
in relation r with y”.
For example, if A is a nonempty set and P (A) is the set of all subsets of
it, one can consider the binary relation r ⊂ P (A) × P (A) , defined by
M, N ∈ P (A) , M rN iff (∀x ∈ M ) =⇒ (x ∈ N ) .
Let A be an arbitrary nonempty set.

Definition 1.13. A binary relation r ⊂ A × A having the properties:

1) ∀x ∈ A, xrx (reflexivity);
2) ∀x, y ∈ A, if xry and yrx,then x = y (antisymmetry);
3) ∀x, y, z ∈ A, if xry and yrz then xrz (transitivity)
is called order relation.
4 1. NOTIONS OF SET THEORY

In this case, A is called ordered set with respect to the relation r and we
denote this by (A, r) .
For example, the previous relation is an order relation, the set (A, r)
being ordered.

Definition 1.14. A binary relation r ⊂ A × A having the properties:

1) ∀x ∈ A, xrx (reflexivity);
2) ∀x, y ∈ A, if xry then yrx (symmetry);
3) ∀x, y, z ∈ A, if xry and yrz, then xrz (transitivity)
is called equivalence relation.
For example, if A este is a nonempty set and P (A) is the set of all subsets
of it, one can consider the binary relation r ⊂ P (A) × P (A) , defined by M rN
iff M = N . Then r is an equivalence relation.

Definition 1.15. An order relation is called totally orderd if it fulfills the

condition
∀x, y ∈ A, xry or yrx.

For example, if A = {1, 2, 3, 4}, then the binary relation r ⊂ A × A defined

by xry iff x divides y, is an order relation, but it is not total, since 3 does not
divide 4 and 4 does not divide 3. The same relation defined on A = {1, 2, 4} is
totally ordered.
Let (A, ≤) be an oderered set and B ⊂ A arbitary.

Definition 1.16. 1) Upper bound of the set B is any element x∗ ∈ A having

the property
z ≤ x∗ , ∀z ∈ B.
If x∗ ∈ B, then it is called the greatest element of B (if there exists one,
then it is unique) and we denote it by x∗ = max B.
If the set of all upper bounds of B has a smallest element, then it is called
supremum of B and it is denoted by sup B.
2) Lower bound of the set B is any element x∗ ∈ A having the property
x∗ ≤ z, ∀z ∈ B.
If x∗ ∈ B, then it is called the smallest element of B (if there exists
one, then it is unique) and we denote it by x∗ = min B.
If the set of all lower bounds of B has a greatest element, then it is called
infimum of B and it is denoted by inf B.
 1.3. REAL AND EXTENDED REAL NUMBERS SETS. INTERVALS 5

3) If the set B has upper bounds (respectively lower bounds), then B is

called bounded above (respectively bounded below). If the set B is bounded
above and below, then it is called bounded.
3) If sup B and inf B do exist for each bounded set B, we say that (A, ≤)
is a complete (in order) set.

Remark 1.1. If the supremum or the infimum of a set exists, then it is unique.

Remark 1.2. The supremum or the infimum of a set may not belong to the
set.
For example, let us consider B = {1, 2, 3, 4, 5, 6, 7, 8, 9} ⊂ N and the binary
relation ≤ ⊂ B × B, defined by: x ≤ y iff x divides y.
Then, ≤ is an order relation on B, but still not on Z∗ (since x divides −x
and −x divides x does not impliy x = −x).
With respect to ≤ the set B ⊂ N admits upper bounds, since the least
common multiple x∗ := l.c.m. {1, 2, 3, 4, 5, 6, 7, 8, 9} ∈
/ B, with z ≤ x, ∀z ∈ B.
This number is also sup B and B is bounded above. The set B does not admit
a greatest element, since x∗ ̸∈ B.
With respect to ≤ the set B ⊂ N admits lower bounds, since the greatest
common divisor x∗ := g.c.d. {1, 2, 3, 4, 5, 6, 7, 8, 9} = 1 ∈ B. This number is
also inf B, min B, and the set B is bounded below.

Axiom 1.1. (Completeness Axiom) Every nonempty and bounded above subset
of R admits supremum.

1.3. Real and extended real numbers sets. Intervals

Definition 1.17. The modulus (absolute value) of a real number x is the

number
{
x, if x ≥ 0,
|x| :=
−x, if x < 0.
The modulus has the following properties:
1) |x| ≥ 0, ∀x ∈ R; |x| = 0 if and only if x = 0;
2) |x · y| = |x| · |y| , ∀x, y ∈ R;
3) |x + y| ≤ |x| + |y| , ∀x, y ∈ R; (triangle inequality)
4) − |x| ≤ x ≤ |x| , ∀x ∈ R;
5) |x| ≤ a if and only if −a ≤ x ≤ a;
6) |x|
∑ ≥ a > 0 if∑and only if x ≤ −a or x ≥ a;
7) | ni=1 xi | ≤ ni=1 |xi | , ∀x1 , x2 , ..., xn ∈ R;
6 1. NOTIONS OF SET THEORY

8) ||x| − |y|| ≤ |x − y| , ∀x, y ∈ R;

9) |x · y| = |x| · |y| , ∀x, y ∈ R;
 
10)  xy  = |x|
|y| , ∀x ∈ R, ∀y ∈ R\ {0};
11) |x|2k = x2k , ∀x ∈ R, ∀k ∈ N.
Due to properties 1)-3), the mapping |·| : R → R is called Euclidean
norm and the function d : R × R → R,
d (x, y) = |x − y|
fulfills the following properties:
D1) d (x, y) ≥ 0, ∀x, y ∈ R, and d (x, y) = 0 if and only if x = y;
D2) d(x, y) = d (y, x) , ∀x, y ∈ R;
D3) d (x, y) ≤ d (x, z) + d (z, y) , ∀x, y, z ∈ R.

Definition 1.18. The mapping d is called Euclidean metric, d (x, y) is called

the distance between x and y, and we say that (R, d) is a metric space.
We define to symbols, −∞ (minus infinity) and ∞ (infinity), by extending
the set R by
−∞ < x, ∀x ∈ R,
x < ∞, ∀x ∈ R.
Then the extended real numbers set is defined as R := R ∪ {−∞, ∞} .
The main property of R is that every nonempty subset of R admits supre-
mum and infimum in R. If A is a bounded above subset of R, then the exis-
tence of the supremum follows by Axiom 1.1, while those subsets A that are
not bounded above necessarily has sup A = ∞. Hence the fact that a subset A
of R is not bounded above in R, can be pointed out through sup A = ∞. The
algebraic structure of R can be extended, by defining the following operations
with infinite elements.

x + (−∞) (−∞) + x = −∞, ∀x ∈ R,

=
(−∞) + (−∞) −∞
=
x+∞ ∞ + x = ∞, ∀x ∈ R,
=
∞+∞ ∞,
=
{
∞, if x ∈ R, x < 0,
x · (−∞) = (−∞) · x =
−∞, if x ∈ R, x > 0,
{
−∞, if x ∈ R, x < 0,
x·∞ = ∞·x=
∞, if x ∈ R, x > 0.
The following operations are not defined: ∞−∞, (−∞)+∞, (−∞)·0,
∞
0 · (−∞) , 0 · ∞, ∞ · 0, 00 , ∞ , 1∞ , ∞0 , 00 .
 1.4. NEIGHBOURHOODS 7

Let a, b ∈ R with a < b. One can define the following subsets of R, called
intervals:

(a, b) : = {x ∈ R, a < x < b} , [a, b] := {x ∈ R, a ≤ x ≤ b}

[a, b) : = {x ∈ R, a ≤ x < b} , (a, b] := {x ∈ R, a < x ≤ b}
representing segments (with or without boundaries),

(a, ∞) : = {x ∈ R, a < x} , [a, ∞) = {x ∈ R, a ≤ x}

(−∞, a) : = {x ∈ R, x < a} , (−∞, a] := {x ∈ R, x ≤ a} ,
representing semi-lines (with or without origin) and
(−∞, ∞) := R, [−∞, ∞] := R,
representing the real line and the extended real line.

Definition 1.19. The set A ⊂ R is bounded iff there exists M ≥ 0 such that

|x| ≤ M , ∀x ∈ A or, equivalently, there exists an interval (a, b) , such that
A ⊂ (a, b) .
For example, the set
{√ }
2, n ∈ N\ {0, 1}
n
A=

is bounded, since A ⊂ (1, 2) .

1.4. Neighbourhoods

Definition 1.20. Let x ∈ R. Each open interval containing x is called neigh-

bourhood of x. Each neighbourhood of x ∈ R of type (x − ε, x + ε), where
ε > 0 is called centered neighbourhood.
For example, (−1, 4) is a neighbourhood of 0.
Clearly, every x ∈ R admits an infinity of neighbourhoods.

Theorem 1.1. Every neighbourhood of x contains a centered neighbourhood of

x and conversely.

Definition 1.21. Each interval of type (a, ∞) , unde a ∈ R is called neigh-

bourhood of ∞.
8 1. NOTIONS OF SET THEORY

Denote by V (x) the family of all neighbourhoods of x, i.e.

V (x) = {V, V neighbourhood of x} .

The neighbourhoods of real numbers fulfill the following properties.

1) Each x ∈ R belongs to each neighbourhood of x.
2) Intersection of every two neighbourhoods of a point is still a neighbour-
hood of that point.
3) For every two real numbers x, y, with x ̸= y, there exist V1 ∈ V (x) and
V2 ∈ V (y) , such that V1 ∩ V2 = ∅.
4) ∀x ∈ R, V ∈ V (x) , and ∀y ∈ V , there exists W ∈ V (y), with W ⊂ V.

1.5. Interior point of a set

Definition 1.22. The point a ∈ R is called interior point of the set A ⊆ R

iff there exists V ∈ V (a) , such that V ⊂ A.
The set of all interior points of a set A is called the interior of set A and
we denote it by Int (A) .

For example, for a bounded interval A, having boundaries a and b, Int

(A) = (a, b) . But every finite set A = {a1 , a2 , ..., an } has Int (A) = ∅.

Definition 1.23. The set A ⊆ R is called open set iff A = Int (A) .

For example, every open interval, bounded or unbounded, (a, b), (a, +∞) ,
or (−∞, a), with a ∈ R is an open set. ∅, R are open sets. Set (a, b] is not
open, since Int ((a, b]) = (a, b) .

1.6. Cluster point of a set

Definition 1.24. a ∈ R is called cluster point of the nonempty set A ⊆ R

iff in each neighbourhood of a one finds at least an point of A\{a}.
The set of all cluster points of a set A is called the derivative set of A
and it is denoted by A′ .

That is, a ∈ A′ if and only if ∀V ∈ V (a), (V \ {a}) ∩ A ̸= ∅.

For example, if A = [0, 1] , then A′ = [0, 1];
{ if1 A = 1(0, 1],
′
} then A′ = [0, 1] ;
′ ′
N = {∞} ; if A = {0, 1}, then A = ∅; if A = 1, 2 , ..., n , ... , then A = ∅.
Remark that a cluster point of a set may belong or not to that set. For
example, if A = (0, 1) , then 0 ∈ A′ \A and 1 ∈ A′ \A.
 1.9. BOUNDARY POINT OF A SET 9

1.7. Isolated point of a set

Definition 1.25. a ∈ R is called isolated point of the nonempty set A ⊆ R

iff there exists a neighbourhood of a, that does not contain any point of A\{a}.
That is, a is isolated point of the set A if and only if ∃V ∈ V (a), such that
(V \ {a}) ∩ A = ∅.
For example, for A = (0, 1) ∪ {2}, 2 is isolated, while 0 is not isolated point,
it is cluster point.
Remark that for a nonempty set A ⊆ R, every a ∈ A may be cluster point
of isolated point of the set A.

1.8. Adherent point of a set

Definition 1.26. Let A ⊂ R be a nonempty set. a ∈ R is called adherent

point of set A iff in each neighbnourhood of a se there exists at least an element
of A.
The set of all adherent points of set A is called the closure (adherence)
of A and it is denoted by A.
That is, a ∈ A if and only if ∀V ∈ V (a), V ∩ A ̸= ∅.
For example, if A = [0, 1] , then A = [0, 1]; if A = (0, 1], then A = [0, 1] ;
Q = R; if A = {0, 1}, then A = {0, 1} .
Remark that an adherent point of a set may belong or not to that set.
{ 1example,
For }if A = (0, 1) , it follows that 0 ∈ A\A and 1 ∈ A\A; if A =
1, 2 , ..., n1 , ... , then A = A ∪ {0} .

Definition 1.27. Set A ⊆ R is called closed set iff CA is open.

Proposition 1.1. A set is closed if and only if is equal to its closure.

For example, [a, b] este is a closed set, while (a, b] is not closed, its closure
being [a, b] . R and ∅ are closed sets.

1.9. Boundary point of a set

Definition 1.28. a ∈ R is called boundary point for the nonempty set A ⊂ R

iff it is an adherent point of A or CA .
The set of all boundary points of a set A is called the boundary of A and
it is denoted by Fr (A).
That iS, Fr (A) = A ∩ CA.
10 1. NOTIONS OF SET THEORY

For
{ example, } ([a, b]) = Fr ((a, b)) = Fr ((a, b]) = Fr ([a, b)) = {a, b}; if
Fr
A = 1, 2 , ..., n , ... , then Fr (A) = A ∪ {0} .
1 1

1.10. Real functions of a real variable

Definition 1.29. A function f : A → B is called real function of a real

variable, iff A ⊆ R and B ⊆ R.

Definition 1.30. Function f : A → B is called bounded iff f (A) a bounded

set.
For example, the function f : [0, 1] → R, f (x) = x2 is bounded, because
f ([0, 1]) = [0, 1]; the function f : R → R, f (x) = x2 is not bounded, since the
set f (R) = [0, ∞) is unbounded.

Definition 1.31. Function f : A → B is called increasing, strictly in-

creasing, decreasing or strictly decreasing on the nonempty set D ⊆ A, if
one has respectively

1. ∀x1 , x2 ∈ D, x1 < x2 , f (x1 ) ≤ f (x2 ) ;

2. ∀x1 , x2 ∈ D, x1 < x2 , f (x1 ) < f (x2 ) ;
3. ∀x1 , x2 ∈ D, x1 < x2 , f (x1 ) ≥ f (x2 ) ;
4. ∀x1 , x2 ∈ D, x1 < x2 , f (x1 ) > f (x2 ) .
In cases 1. and 3. we say that f is monotone, while in cases 2. and 4.
we say that f is strictly monotone. {
x + 1, if x ≤ 0
For example, function f : R → R, f (x) = is strictly
x, if x > 0
increasing on each of sets (−∞, 0], (0, ∞) , and it is not strictly increasing nor
increasing on R.

Theorem 1.2. Every strictly monotone set is injective.

The converse of this theorem
{ doesn’t hold. For example, function f :
−x, if x < 0
(−∞, 2] → [−2, ∞), f (x) = is injective, but it is not
x − 2, if x ∈ [0, 2]
strictly monotone.

Theorem 1.3. If the function f : A → B is strictly monotone and invertible,

then the function funcţia f −1 is strictly monotone.
 1.10. REAL FUNCTIONS OF A REAL VARIABLE 11

Definition 1.32. The line x = x0 is axis of symmetry for the graph of a

function iff the symmetry of every point from the graph, with respect to the line
x = x0 , is still on the graph.
Fpr example, axis Oy is axis of symmetry for the graph of the function
f : R → R, f (x) = x4 + 1.

Theorem 1.4. The line x = x0 is symmetry axis for the graph of the function
f : A → B, if and only if
f (x0 − x) = f (x0 + x) ,
for all x ∈ R with x0 − x, x0 + x ∈ A.

Definition 1.33. The function f : A → B is called even iff:

1. ∀x ∈ A it follows −x ∈ A;
2. f (−x) = f (x), ∀x ∈ A.
Due to Theorem 1.4, it follows that Oy is axis of symmetry of each even
function.
For example, the function f : R → R, f (x) = |x| cos x, ∀x ∈ R is an even
function and admits Oy as axis of symmetry.

Definition 1.34. The point M0 (x0 , y0 ) is point of symmetry for the graph
of a function, iff the symmetric of every point from the graph, with respect to
M0 , is still on the graph.
For example, the origin O is point of symmetry for the graph of the function
f : R → R, f (x) = x3 |sin x| .

Theorem 1.5. The point M0 (x0 , y0 ) is point of symmetry for the graph of the
function f : A → B if and only if
f (x0 − x) + f (x0 + x) = 2y0 ,
for all x ∈ R with x0 − x, x0 + x ∈ A.

Definition 1.35. The function f : A → B is called odd iff

1. ∀x ∈ A it follows −x ∈ A;
2. f (−x) = −f (x), ∀x ∈ A.
Due to Theorem 1.5, we get that the origin O is point of symmetry for the
graph of every even function.
For example, the function f : R → R, f (x) = x3 , ∀x ∈ R is an even
function and admits O as point of symmetry.
12 1. NOTIONS OF SET THEORY

Definition 1.36. The function f : A ⊂ R → R is called periodic iff there

exists T ̸= 0 such that f (x + T ) = f (x), ∀x ∈ A with x + T ∈ A. The number
T is called period of function f. The smallest positive period, if it exists, is
called least (principal) period.
If T is period of a function f : A → R and for all x ∈ A one has x − T ∈ A,
then −T is period of f, too.
For example, funcion f : R → R, f (x) = sin 2x3 , ∀x ∈ R is periodical having
least period 3π. There also exists periodic functions without
{ least period. For
1, if x ∈ Q
example, for the Dirichlet’s function, f : R → R, f (x) = ,
−1, if x ∈ R\Q
every rational number is period and there is not least period.

Proposition 1.2. If T0 is the least period of a periodic function, then every

other period T is of form T = mT0 , with m ∈ Z.
 CHAPTER 2

Real sequences

2.1. Definitions and notations

Definition 2.1. A function x : N → R is called real sequence.

The real number xn := f (n) , n ∈ N is called the general term (of rank
n) of the sequence x.
Usually a sequence is also denoted by (an )n≥0 .

Remark 2.1. A sequence may not be defined on the whole N. For example,
since yn = n1 exists for n ̸= 0 and zn = n2 −2n
1
exists for n ̸= 0 and n ̸= 2, the
sequences will be defined on subsets of N: (yn )n≥1 and (zn )n≥2 .
The sequences can be defined through different ways.
1. Through a table. For example,

n 1 2 3 4 5 ...
an 3 2 5 7 12 ...
2. Through a calculus formula. For example,
5n − 1
an = , n≥0
(−1)n (n + 1)
or
( )n−1
1
a2 = 1, an = a2 , n ≥ 3.
2
3. Through more calculus formulas. For example,
{
2n + 3, if n is even,
an =
n4 , if n is odd,
or


 n, if n = 4k,
 1
an = n , if n = 4k + 1,
1

 3 , if n = 4k + 2,
 n1
n4
, if n = 4k + 3,

13
14 2. REAL SEQUENCES

for n ∈ N.
4. Through a recurrence relation. For example,
1 √
a0 = , an+1 = 1 − an , n ∈ N
2
or
a0 = 0, a1 = 1, an+2 = an+1 + an , n ∈ N
(Fibonacci’s sequence).

2.2. Monotone sequences

Definition 2.2. The sequence an , n ∈ N is called increasing (decreasing)

iff an ≤ an+1 , ∀n ∈ N, (an ≥ an+1 , ∀n ∈ N).
The sequence an , n ∈ N is called strictly increasing (strictly decreas-
ing) iff an < an+1 , ∀n ∈ N, (an > an+1 , ∀n ∈ N).
In practice the monotony of a sequence can by established through different
ways. √
n
1. By using the definition. For example, the sequence an = n+1 ,
n ∈ N∗ , is strictly decreasing for n ≥ 1, since an > an+1 , ∀n ∈ N∗ .
2. By estimating the difference an+1 −an or an −an+1 and comparing
it to 0. For example, if an = 112 + 212 + ... + n12 , n ∈ N∗ , one has an+1 − an =
1
(n+1)2
> 0, ∀n ∈ N∗ , hence (an )n∈N∗ is strictly increasing.
an+1 an
3. By estimating the ratio an or an+1 and comparing it to 1.
(2n)!! an+1
For example, if an = (2n+1)!! , n ∈ N, then an = 2n+2
2n+3 < 1, ∀n ∈ N, hence
(an )n∈N∗ is strictly decreasing.
√
4. By using mathematical induction. For example, if an = 6 + an−1 ,
∀n ≥ 1 √ and a0 = 1,√one remarks that a0 < a1 . If ak < ak+1 holds, then
ak+1 = 6 + ak < 6 + ak+1 = ak+2 . Therefore, the sequence is strictly
increasing.
5. By considering the sequence as restriction to N of a function( )
whose monotony is known. For example, the sequence an = exp n21+1 ,
n ∈(N, represents
) the restriction to N of the function f : R → R, f (x) =
1
exp x2 +1 , which is strictly decreasing on (0, +∞) .
∑
6. Other methods. For example, if an = nk=1 k · k!, n ∈ N∗ , we remark
that
∑
n ∑n ∑
n ∑
n
an = (k + 1) · k! − 1 · k! = (k + 1)! − k! = (n + 1)!.
k=1 k=1 k=1 k=1
 2.3. BOUNDED SEQUENCES 15

So, an < an+1 , ∀n ∈ N∗ , and the sequence is strictly increasing.

2.3. Bounded sequences

Definition 2.3. (an )n∈N is called bounded from below, iff there exists m ∈
R, such that m ≤ an , ∀n ∈ N.
(an )n∈N is called bounded from above, iff there exists M ∈ R, such that
an ≤ M , ∀n ∈ N.
(an )n∈N is called bounded, iff it is bounded from below and from above or,
equivalently, there exists M > 0 such that |an | ≤ M, ∀n ∈ N.
If the sequence is not bounded, we call it unbounded.
Obviuously, if the sequence că an , n ∈ N is increasing, then it will be
bounded from below by its first term, a0 ; if it is decreasing, then it will be
bounded from above by its first term, a0 .
2n
For example, the sequence an = 2n+1 , n ∈ N is bounded, since 0 ≤ an < 1,
∀n ∈ N; the sequence bn = n , n ∈ N (which is strictly increasing) is bounded
2

from below by b0 = 0 and unbounded from above; the sequence cn = −n2 + 1,

n ∈ N∗ (which is strictly decreasing) is bounded from above by c1 = 0 and it
is unbounded from below; the sequence dn = (−1)n n2 , n ∈ N is unbounded,
being unbounded from below (and from above, too).
In practice the boundedness of a sequence can by established through dif-
ferent ways.
1. By using estimates. For example, if an = 1!1 + 2!1 + ... + n!
1
, n ∈ N∗ ,
∗
then, obviously, 0 < an , n ∈ N and
( 1 )n
1 1 1 1 −1
an < 0 + 1 + 2 + ... + n−1 = 21 < 2, n ∈ N∗ .
2 2 2 2 2 − 1
So, 0 < an < 2, ∀n ∈ N∗ .
If bn = − √n12 +1 − √n12 +2 − ... − √ 1
n2 +n
, n ∈ N∗ , then
1 1 1
−1 < − √ −√ − ... − √ < bn , n ∈ N ∗
2
n +1 2
n +1 2
n +1
therefore (bn )n∈N∗ is bounded from below by −1.
2. By using the monotony. √ For example, for the strictly increasing
sequence
√ defined by a n = 6 + an−1 ∀n ≥ 1 and a0 = 1, one has 0 < an <
,
6 + an , n ∈ N, hence an − an − 6 < 0, n ∈ N or an ∈ (−2, 3) , n ∈ N. Due to
2

the positivity, an ∈ (0, 3) , n ∈ N.

√
3. By using the mathematical induction. For example, if a1 = 2,
(√ )an (√ )2
an+1 = 2 , n ∈ N∗ , then a1 < 2 and, supposing an < 2, an+1 < 2 =
2. Therefore, an ∈ (0, 2) , ∀n ∈ N∗ .
16 2. REAL SEQUENCES

4. By considering the sequence as restriction to N of a function

whose boundedness is known. For example, the sequence an = cos n2nπ 4 +4 ,

n ∈ N is the restriction to N of the vounded function f : R → [−1, 1] , f (x) =

cos x2xπ
4 +4 .

5. Other methods. For example, if an = 2n+1 2n

, n ∈ N, then an =
1 − 2n+1 < 1 and since an ≥ 0, n ∈ N, it follows that an ∈ (0, 1), n ∈ N; if
1
∑ ∑ ( )
bn = nk=1 (k+1)(k+2)
1
, n ∈ N∗ , then 0 ≤ bn = nk=1 k+1
1
− k+2
1
= 12 − n+2
1
<
1
2, ∀n ∈ N∗ and so (bn )n∈N∗ is bounded.

2.4. Subsequences

Definition 2.4. Let (an )n∈N be a real the sequence. If (kn )n∈N is a strictly
increasing sequence of naturals, (akn )n∈N is called subsequence of (an )n∈N .
n
For example, if an = 2n! , n ∈ N, then a subsequence of (an )n∈N is a3n+1 =
3n+1
(3n+1)! , n ∈ N.
2

By Definition 2.4, it follows that kn ≥ n, n ∈ N.

2.5. Convergent sequences. Limit point of a sequence

Definition 2.5. The sequence an , n ∈ N is called convergent iff there exists

l ∈ R such that in each neighborhood V of l there are all the terms of the
sequence, starting from a certain rank. The point l is called limit point of
(an )n∈N . Otherwise, (an )n∈N is called divergent.
If l is limit point of (an )n∈N we also say that (an )n∈N converges (is con-
vergent) to l and we denote this by an → l, as n → ∞ or lim an = l.
n→∞

From this definition we can easily deduce that lim an = l if and only if
n→∞
∀ε > 0, ∃n0 = n0 (ε) ∈ N such that ∀n ∈ N, n ≥ n0 , one has
|an − l| < ε.
Exemples
1. lim n1 = 0, because for every V = (−a, b) ∈ V (′), with a, b > 0, the
n→∞ [ ]
term n1 ∈ V if and only if n > 1b . Therefore, if n0 = 1b + 1, Definition 2.5 is
fulfilled.
2. lim 31n = 0, because for every V = (−a, b) ∈ V (′), with a, b > 0, the
n→∞
term 31n ∈ V if and[only if] 3n > 1b . Therefore, if 1b < 1, we can consider n0 = 0
and if 1b ≥ 1, n0 = log3 1b + 1 and so Definition 2.5 is fulfilled.
 2.5. CONVERGENT SEQUENCES. LIMIT POINT OF A SEQUENCE 17

3. lim n = +∞, because for every V = (a, +∞) ∈ V (+∞) , the term
n→∞
n ∈ V if and only if n > a. If a < 0, we can consider n0 = 0 and if a ≥ 0,
n0 = [a] + 1.
4. The sequence an = (−1)n , n ∈ N, is divergent, it only has the terms
−1 and 1, and none of them could be limit point of the sequence.
5. The sequences bn = n, cn = (−1)n şi dn = (−1)n · n are divergent.

Theorem 2.1. If a sequence is convergent to l, then l is unique.

Definition 2.6. Let an , n ∈ N be a real sequence. l ∈ R is called cluster

point of (an )n∈N iff ∀ε > 0, ∀n ∈ N, ∃kn ≥ n, such that |xkn − l| < ε.
Obviously, every limit point of a sequence is also a cluster point of it. The
Cesaro’s Lemma asserts that l ∈ R is a cluster point of a sequence if and only
if a subsequence converges to l. The converse of this fact is not true, e.g., the
sequence an = (−1)n , ∀n ∈ N has −1, 1 cluster points, but has none limit
point.

Remark 2.2. A convergent sequence has a single cluster point, i.e. the limit
of the sequence.

Theorem 2.2. If a sequence has limit, then each subsequence of it has the
same limit.
Let an , n ∈ N be a real sequence. We denote by γ (an ) ⊂ R the set of all
cluster points of (an )n∈N . Due to the Cesaro’s Lemma,
{ }
γ (an ) = l ∈ R, ∃akn subsequence of an , l = lim akn .
n→∞
previous One can prove that if (an )n∈N is bounded, then γ (an ) is nonempty.
Since γ (an ) admits supremum and infimum in R, we may denote

liman : = lim inf an := inf γ (an ) ,

liman : = lim sup an := sup γ (an ) .
An important result ensures us that a bounded sequence is convergent if
and only if lim inf an = lim sup an .
By Theorem 2.1 it follows that for a sequence an having limit, the set γ (an )
contains a single point, the linit of the sequence.
Theorem 2.2 it follows that in order to prove the divergence of a sequence,
it is enough either to find a subsequence without limit or two subsequences
with different limits.
18 2. REAL SEQUENCES

2 , n ∈ N does not admit limit, since

For example, the sequence an = sin nπ
(2n+1)π
a2n = sin nπ = 0 → 0, a2n+1 = sin 2 = (−1)n has no limit. But γ (an ) =
{−1, 0, 1} .

Theorem 2.3. lim an = a if and only if lim (an − a) = 0.

n→∞ n→∞

Let us present some examples.

2n
1. Prove that lim 2n+1 = 1.
n→∞   ( )
 2n 
Let ε > 0 be arbitrary. Inequality  2n+1 − 1 < ε leads us to n > 12 1ε − 1 .
Consider
{
0, if 1 − 1 < 0,
n0 = [ 1 ( 1 ε )]
2 ε −1 + 1, if ε ≥ 0.
 
 2n 
Then ∀ε > 0, ∃n0 = n0 (ε) ∈ N, such that  2n+1 − 1 < ε, ∀n ≥ n0 . 2
(√ )n
2. Prove that lim 2 = ∞.
n→∞ (√ )n
Let ε > 0 be arbitrary. Inequality 2 > ε leads us to n > log√2 ε.
Consider
{
0,
[ if ε <] 1,
n0 =
log√2 ε + 1, if ε ≥ 1.
(√ )n
Then ∀ε > 0, ∃n0 = n0 (ε) ∈ N, such that 2 > ε, ∀n ≥ n0 . 2
Teoremă 2.5.5.


 +∞, if a > 1

1, if a = 1
lim an = .
n→∞ 
 0, if a ∈ (−1, 1)

does not exist, if a < −1.

Definition 2.7. The sequence an , n ≥ 0, is called Cauchy (fundamental)

sequence iff for all ε > 0, there exists n0 = n0 (ε) ∈ N, such that for all n,
p ∈ N, n ≥ n0 , one has
|an+1 − an | < ε.
∑
For example, the sequence an = nk=0 21k , n ∈ N is Cauchy sequence.
Indeed, let ε > 0 be arbitrary. Then
n+p  n+p  n+p ( )p+1
∑ 1 ∑n
1  ∑ 1  ∑ 1 1 1 − 12
  
 −  =  = = n <
 2k 2k   2k  2k 2 1 − 12
k=0 k=0 k=n k=n
1
<
2n−1
 2.6. CONVERGENCE TESTS 19

1
and, imposing condition 2n−1
< ε, one finds
{
0, if[ ε > 2,
( )]
n0 =
2 + log2 1ε , if 0 < ε ≤ 2.
Therefore, we found n0 = n0 (ε) ∈ N, such that ∀n, p ∈ N, n ≥ n0 ,
|an+p − an | < ε and the sequence is fundamental.
We are considering now another example, bn = 1 + 21 + ... + n1 , ∀n ≥ 1. If
we estimate
1 1 1
b2n − bn = + + ... +
n+1 n+2 n+n
1 1 1
≥ + + ... +
|n + n n + {zn n + n}
n times
1
= > 0,
2
so the sequence is not Cauchy.

Remark 2.3. Let (an )n∈N şi (bn )n∈N be two sequences having the property that
from a rank n0 ∈ N, an = bn , ∀n ≥ n0 . Then an → a if and only is bn → a. In
other words this property shows that one can eliminate or add a finite number
of terms to a sequence, without loss of the convergence.

Theorem 2.4. (Bolzano-Weierstrass). Each bounded and infinite set of real

numbers has at least one cluster point.

2.6. Convergence tests

Theorem 2.5. Every convergent sequence is bounded.

The converse does not hold true. The classical example is the sequence
an = (−1)n , n ∈ N, which is bounded (an ∈ {−1, 1}), without any limit.

Theorem 2.6. Every Cauchy sequence is bounded.

Theorem 2.7. Every Cauchy sequence which contains a convergent subse-

quence is also convergent, having the same limit.

Theorem 2.8. Every convergent sequence is Cauchy.

20 2. REAL SEQUENCES

2.7. Existence results for limit of a sequence

Theorem 2.9. (Weierstrass). 1.Every increasing sequence and bounded above

in R is convergent to the least upper bound of the set of its terms.
2. Every decreasing sequence and bounded below in R is convergent to the
greatest lower bound of the set of its terms.
3. Every increasing (decreasing) sequence and unbounded has the limit ∞
(respectively −∞).
Weierstrass’s Theorem is only in fact a sufficient result to deduce the exis-
tence of the limit of a sequence, without specifying any algorithm to determine
the limit. For example, the sequence an = 2nn , n ∈ N is bounded (since
0 ≤ an ≤ 12 , ∀n ∈ N) and it is decreasing, so it will be convergent; the se-
quence bn = n2 is unbounded and increasing, hence it will have the limit ∞;
the sequence cn = −n2 is unbounded and decreasing, so it will have the limit
−∞.

Theorem 2.10. Every monotone sequence admits limit (finite or infinite).

( )n
Theorem 2.11. (The number e). The sequence an = 1 + n1 , n ∈ N∗ is
convergent. Its limit is denoted by e.
The number e = 2, 71821828459045... ∈ (2, 3) is irrational.

Theorem 2.12. (Cauchy’s convergence general test). A sequence of real num-

bers is convergent if and only if is fundamental.
∑
Due to this Theorem, remark that the sequence an = nk=0 21k , ∀n ∈ N is
convergent and the sequence bn = 1 + 12 + ... + n1 , ∀n ≥ 1 is divergent.

Notice that the Cauchy’s convergence general test allows us to say that R
endowed with the Euclidean distance is a complete metric space.
Let us remark that, in order to prove that a sequence is Cauchy, it is enough
to find a sequence (yn )n∈N , with limn→∞ yn = 0, such that
|an+p − an | ≤ yn , ∀n, p ∈ N.
In order to find the limit of the sequence, denoted by a := limn→∞ an ,
remark that, since
lim |a − an | = 0,
n→∞
 2.7. EXISTENCE RESULTS FOR LIMIT OF A SEQUENCE 21

we can approximate a with a term an of the sequence, the approximation being

as better as n is bigger. To do this, we pass to the limit in this inequality as
p → ∞.We get
|a − an | ≤ yn , ∀n ∈ N.
If we try to approximate the value of the limit with a given error, ε > 0,
we search for the smallest rank n0 of n, for which yn < ε.
Then, the limit a will be approximated with the term an0 , the error in this
approximation being smaller than ε.
∑ sin(k2 +1)
For example, let us consider the sequence an = nk=1 k(k+1) , ∀n ∈ N∗ .
If is very hard even to intuit the limit of the sequence, due to the lack of
the monotony. We try to see if the sequence is fundamental. To do this, we
estimate
n+p )
∑ sin (k 2 + 1) ∑ n (
sin k 2 + 1 

|an+p − an | =  − 
 k (k + 1) k (k + 1) 
k=1 k=1
 n+p   (
 ∑ sin (k 2 + 1)  ∑ sin k 2 + 1 
n+p )
 
=  ≤
 k (k + 1)  k (k + 1)
k=n+1 k=n+1
∑
n+p ∑
n+p ( )
1 1 1
≤ = −
k (k + 1) k k+1
k=n+1 k=n+1
1 1 1
= − < , ∀n, p ≥ 1.
n+1 n+p+1 n+1
So, by choosing yn := n+11
, ∀n ≥ 1, we have limn→∞ yn = 0 and the sequence
(an )n∈N∗ will be Cauchy and so convergent. Let a := limn→∞ an . By passing
to limit as p → ∞ in the inequality
1
|an+p − an | < , ∀n, p ≥ 1,
n+1
we get that
1
|a − an | ≤ , ∀n ≥ 1.
n+1
If we want to approximate the value of a with two exact decimals, then we
1
impose condition n+1 < 10−2 . Solving this inequation, and choosing n0 := 100,
∑ sin(k2 +1)
the smallest solution of it, we find that a ≃ a101 = 101 k=1 k(k+1) with two
exact decimals.

Theorem 2.13. (The sequence of moduli) 1. If (an )n∈N is convergent to a,

then (|an |)n∈N is convergent to |a| .
22 2. REAL SEQUENCES

The converse is not true. See, e.g., the sequence an = (−1)n , n ∈ N. But,
if a = 0 we have the following result.

Theorem 2.14. |an | → 0 if and only if an → 0.

Theorem 2.15. (Squeeze test). If an , bn , cn , n ∈ N are three sequences of real

numbers, fulfilling the conditions:
1. an ≤ bn ≤ cn , ∀n ≥ n0 ∈ N;
2. lim an = lim cn = b ∈ R,
n→∞ n→∞
then the sequence bn has limit and, in addtion, lim bn = b.
n→∞

For example, let us consider the sequence an = n31+1 + n31+2 + ... + n31+n ,
n ≥ 1. Then 0 < an < n3n+1 , ∀n ∈ N∗ , and since lim 0 = lim n3n+1 = 0, we
n→∞ n→∞
get that lim an = 0.
n→∞

Theorem 2.16. (Comparison test) 1. Let (an )n∈N be a sequence of real num-
bers, (bn )n∈N a sequence of positive numbers with the limit 0, and a ∈ R such
that |an − a| ≤ bn , ∀n ∈ N. Then lim an = a.
n→∞
2. Let (an )n∈N be a sequence of real numbers, (bn )n∈N a sequence with the
limit ∞, such that bn ≤ an , ∀n ∈ N. Then lim an = ∞.
n→∞
3. Let (an )n∈N be a sequence of real numbers, (bn )n∈N a sequence with the
limit −∞, such that an ≤ bn , ∀n ∈ N. Then, lim an = −∞.
n→∞

Theorem 2.17. (Passing to limit in inequalities).

If lim an = a ∈ R, lim bn = b ∈ R, and an < bn , ∀n ≥ n0 ∈ N, then a ≤ b.
n→∞ n→∞
The same result hold if an ≤ bn , ∀n ∈ N.

2.8. Operations with sequences

Theorem 2.18. If two sequences are convergent, then their sum (difference)
is convergent to the sum (difference) of the limits of the sequences:
( ) ( )
lim an = a ∈ R, lim bn = b ∈ R =⇒ lim (an ± bn ) = a ± b .
n→∞ n→∞ n→∞

Theorem 2.19. The product of a sequence convergent to 0 and a bounded set

is a sequence convergent to 0.
( 3
)
For example, lim √n12 +1 · cos 2nπn
2 +3 = 0, since lim √n12 +1 = 0 and
  n→∞ n→∞
 πn3 
cos 2n2 +3  ≤ 1.
 2.8. OPERATIONS WITH SEQUENCES 23

Theorem 2.20. The product of two convergent sequences is convergent to the

product of the limits of the sequences:
( ) ( )
lim an = a ∈ R, lim bn = b ∈ R =⇒ lim (an · bn ) = a · b .
n→∞ n→∞ n→∞

Theorem 2.21. 1. If an → a ∈ R and c ∈ R, then lim (c · an ) = c · a;

n→∞
2. If an → a ∈ R, then lim (−an ) = −a;
n→∞
3. If an → a ∈ R and k ∈ N∗ , then lim akn = ak ;
n→∞
4. If an → a ∈ R and bn → b ∈ R∗ , then lim an
= ab .
n→∞ bn
5. If an > 0, ∀n ≥ n0 , lim an = a ∈ (0, +∞), lim bn = b ∈ R, then
n→∞ n→∞
lim abnn = ab .
n→∞
6. If lim an = 0 and an > 0 (an < 0), ∀n ≥ n0 , then lim a1n = ∞ (−∞) .
n→∞ √ √ √n→∞ √
7. If lim an = a ∈ R, then lim k an = k a, if k an and k a are well
n→∞ n→∞
defined.
8. If lim an = a ∈ R, then lim sin an = sin a and lim cos an = cos a.
n→∞ n→∞ { n→∞ }
9. If lim an = a ∈ R and an , a ∈ R\ π2 + kπ| k ∈ Z , ∀n ≥ n0 , then
n→∞
lim tg an = tg a.
n→∞
10. If lim an = a and an , a > 0, ∀n ≥ n0 , then lim logb an = logb a,
n→∞ n→∞
where b ∈ (0, +∞) \ {1} .
11. If lim an = 0 and an ̸= 0, ∀n ≥ n0 , then lim sin an
an = 1.
n→∞ n→∞
tg an
12. If lim an = 0 and an ̸= 0, ∀n ≥ n0 , then lim = 1.
n→∞ n→∞ an

Theorem 2.22. If an > 0, ∀n ≥ 0 and there exists

an+1
lim = l ∈ [0, 1),
n→∞ an

then
lim an = 0.
n→∞

For example, the sequence an = nq n , with q ∈ (0, 1) , is convergent to 0.

Indeed, estimating
( )
an+1 1
lim = lim q 1 + = q ∈ [0, 1)
n→∞ an n→∞ n
it follows, by Theorem 2.22, that lim nq n = 0. A similar result one can also
n→∞
an+1
establish if q ∈ (−1, 1), by estimating lim .
n→∞ an
24 2. REAL SEQUENCES

Theorem 2.23. If an , n ∈ N is an increasing and unbounded sequence, with

an ̸= 0, ∀n ≥ n0 , then lim a1n = 0.
n→∞

Theorem 2.24. (Cesaro-Stolz Lemma). If an , bn , n ∈ N are two sequences

such that (bn )n∈N is increasing and unbounded, with bn ̸= 0, ∀n ≥ n0 , and
there exists
an+1 − an
lim = l ∈ R,
n→∞ bn+1 − bn

then
an
lim = l.
n→∞ bn

Theorem 2.25. If an , n ∈ N∗ is a sequence with positive terms and lim an+1 =

√ n→∞ an
a > 0, then lim n an = a.
n→∞

Theorem 2.26. 1. If lim an = ∞ and lim bn = b ∈ R then lim (an + bn ) =

n→∞ n→∞ n→∞
∞.
2. If lim an = −∞ and lim bn = b ∈ R, then lim (an + bn ) = −∞.
n→∞ n→∞ n→∞
3. If lim an = ∞ and lim bn = ∞, then lim (an + bn ) = ∞.
n→∞ n→∞ n→∞
4. If lim an = −∞ and lim bn = − ∞, then lim (an + bn ) = −∞.
n→∞ n→∞ n→∞
Hence, one can consider the following conventions:

∞+b = b + ∞ = ∞, ∀b ∈ R,
−∞ + b = b − ∞ = −∞, ∀b ∈ R,
∞+∞ = ∞,
−∞ − ∞ = −∞.

The operation ∞ − ∞ is undeterminate.

5. If lim an = ∞ and lim bn = b ̸= 0, then
n→∞ n→∞
{
∞, if b > 0,
lim an · bn =
n→∞ −∞, if b < 0.

6. If lim an = ∞ and lim bn = ∞, then lim an · bn = ∞.

n→∞ n→∞ n→∞
7. If lim an = −∞ and lim bn = −∞, then lim an · bn = ∞.
n→∞ n→∞ n→∞
 2.8. OPERATIONS WITH SEQUENCES 25

8. If lim an = ∞ and lim bn = −∞, then lim an · bn = −∞. Hence, one

n→∞ n→∞ n→∞
can consider the following conventions:

{
∞, if b > 0
∞·b = ,
−∞, if b < 0
{
−∞, if b > 0
−∞ · b = ,
∞, if b < 0
∞ · ∞ = ∞,
(−∞) · (−∞) = ∞.

The operations 0 · ∞, ∞ · 0, 0 · (−∞) , (−∞) · 0, are undeterminate.

9. If the sequences an , bn , n ∈ N have limt and the product of theirs limits
is defined, then (an · bn )n∈N has the limit equal to the product of the two limits.
10. If lim an = ±∞ and lim bn = b ∈ R then lim abnn = 0.
n→∞ n→∞ n→∞
11. If lim an = a ∈ R∗ and lim bn = ∞ then
n→∞ n→∞

{
bn ∞, if a > 0,
lim =
n→∞ an −∞, if a < 0.

Hence, one can consider the following conventions:

b
= 0, ∀b ∈ R,
±∞
{
∞ ∞, if a > 0,
=
a −∞, if a < 0.

The operations ±∞ 0
±∞ , 0 are undeterminate.
( a)n , bn , n ∈ N have limits and the ratio of theirs limits
12. If the sequences
is determinate, then abnn has the limit equal to the ratio of the two limits.
n∈N
13. If lim an = a > 1 and lim bn = ∞, then lim abnn = ∞.
n→∞ n→∞ n→∞
14. If lim an = a ∈ (0, 1) and lim bn = −∞, then lim abnn = 0.
n→∞ n→∞ n→∞
15. If lim an = a > 1 and lim bn = −∞, then lim abnn = 0.
n→∞ n→∞ n→∞
16. If lim an = a ∈ (0, 1) and lim bn = −∞, then lim abnn = ∞.
n→∞ n→∞ n→∞
17. If lim an = ∞ and lim bn = b > 0, then lim abnn = ∞.
n→∞ n→∞ n→∞
18. If lim an = ∞ and lim bn = b < 0, then lim abnn = 0.
n→∞ n→∞ n→∞
26 2. REAL SEQUENCES

19. If lim an = 0, an > 0, n ∈ N and lim bn = ∞, then lim abnn = 0.

n→∞ n→∞ n→∞
Hence, one can consider the following conventions:
{
∞, dacă a > 1,
a∞ =
0, dacă a ∈ (0, 1) .
{
−∞ 0, dacă a > 1,
a =
∞, dacă a ∈ (0, 1) .
{
∞, dacă b > 0,
∞b =
0, dacă b < 0.
∞
0 = 0.
The operations 00 , 1∞ , 1−∞ , ∞0 are undeterminate.
20. If the sequences an , bn , n ∈
( N )has the limis a, respectively b ∈ R and if
abnn and ab are determinate, then abnn n∈N has the limit equal to ab .

2.9. Study of undeterminate forms of limits

Theorem 2.27. 1. Let xn = a0 nk + a1 nk−1 + ... + an−k n + ak , ai ∈ R, a0 ̸= 0,

∀n ∈ N and let k ∈ N∗ be fixed. Then
lim xn = ∞ · a0 .
n→∞
a nk +a nk−1 +...+a n+a
2. Let xn = b00 np +b11 np−1 +...+bn−p
n−k
n+bp
k
, ai , bi ∈ R, a0 , b0 ̸= 0, ∀n ∈ N and k,
∗
p ∈ N be fixed. Then

 ∞ b00 , if n > p,
a
a0
lim xn = , if n = p,
n→∞  b0
0, if n < p.
( )xn
3. If lim xn = ∞, then lim 1 + x1n = e.
n→∞ n→∞ ( )xn
4. If lim xn = −∞, then lim 1 + xn 1
= e.
n→∞ n→∞
1
5. If lim xn = 0, then lim (1 + xn ) xn = e.
n→∞ n→∞
6. If lim xn = 1, lim yn = +∞, and lim (xn − 1) yn = l then lim xynn =
n→∞ n→∞ n→∞ n→∞
el .
an
7. If a > 1 and k ∈ N are fixed, then lim n k = ∞.
n→∞
n
8. If a > 1, then lim an = 0.
n→∞ n
9. If an > 0, n ∈ N and lim an = ∞, then lim ln an
= 0.
n→∞ n→∞ an
loga an
10. If a > 1, an > 0, n ∈ N and lim an = ∞, then lim = 0.
n→∞ n→∞ an
lim a −1 = ln a.
a
11. If a ∈ (0, +∞) \ {1} and lim an = 0, then
n

n→∞ n→∞ an
 2.10. EXERCISES 27

(1+an )a −1
12. If lim an = 0, then lim an = a, a ∈ R.
n→∞ n→∞

2.10. Exercises
(1) Study the monotony and the boundedness of the following
√
sequences:
n+2 n+1 ∗
a) an = n+3 , n ∈ N; b) bn = − 3n , n ∈ N ; c) cn = 2 , n ∈ N; d)
n

dn = 2n , n ∈ N∗ ; e) en = (2n−1)!! ∗
n
(2n)!! , n ∈ N ; f) fn = 12 + 22 + 32 +...+ n2 ,
1 1 1 1

n ∈ N∗ ; g) gn = 112 + 12 +2
1
2 + ... + 12 +22 +...+n2 , n ∈ N.
1

A: a) Remark that an = 1 − n+3 1

, so (an )n∈N is strictly increasing;
in addition, an ∈ (0, 1) , ∀n ∈ N, so (an )n∈N is bounded.
b)( bn =) − 13 − 3n1
, so (bn )n∈N∗ is strictly increasing; moreover,
bn ∈ − 3 , 0 , ∀n ∈ N∗ , so (bn )n∈N∗ is bounded.
2

c) cn < cn+1 , ∀n ∈ N, so (cn )n∈N is strictly increasing; in addition,

cn > 0, ∀n ∈ N, the sequence being bounded below and unbounded
above. n+1 2
d) One has dn+1
dn = n+1
2n = 2n
n+1 ≥ 1, ∀n ∈ N∗ , so (dn )n∈N∗ is
n
strictly increasing; moreover, dn > 0, ∀n ∈ N∗ and is unbounded
above.
(2n+1)!!

e) One has en+1

en = (2n+2)!!
(2n−1)!! = 2n+1
2n+2 < 1, ∀n ∈ N∗ , so the sequence is
(2n)!!
strictly decreasing; en ∈ (0, 1) , ∀n ∈ N∗ , so the sequence is bounded.
f) Obviously, fn+1 − fn = (n+1) 1
2 > 0, ∀n ∈ N, so the sequence is

strictly increasing; in order to check the boundedness of this sequence,

we have fn > 0, ∀n ∈ N∗ . Taking into account that
1 1 1 1
< = − , ∀k ≥ 2;
k2 k (k − 1) k−1 k
we get
1 1 1
2
< −
2 1 2
1 1 1
< −
32 2 3
...........
1 1 1
< −
n 2 n−1 n
and, by adding these inequalities, we find
( )
1 1 1 1 1 1
fn = + + + ... + < + 1 −
12 22 32 n2 12 n
1
= 2 − < 2, ∀n ∈ N∗ ,
n
28 2. REAL SEQUENCES

so an upper bound of the sequence is 2. Actually, one can prove

that
( )
1 1 1 1 π2
lim + + + ... + = .
n→∞ 12 22 32 n2 6

g)
1 1 1
2
+ 2 2
+ ... + 2 < fn
1 1 +2 1 + 2 + ... + n2
2

so gn ∈ (0, 2) , ∀n ∈ N. Since gn+1 − gn = 12 +22 +...+(n+1)

1
2 > 0, ∀n ∈ N

the sequence is strictly increasing.

(2) If an → ∞, what can we say about lim sin an ?
n→∞
A: Generally, the limit does not exist. For example, if an = n π2 ,
n ∈ N, lim an = ∞, and
n→∞

π
lim sin an = lim sin n =
n→∞ n→∞
 2

 lim sin 2kπ = 0, if n = 4k

 k→∞ ( )

 lim sin 2kπ + π2 = 1, if n = 4k + 1
= k→∞

 lim sin (2kπ + π) = 0, if n = 4k + 2

 k→∞ ( )

 lim sin 2kπ + 3π
k→∞ 2 = −1, if n = 4k + 3

and so lim sin an does not exist.

n→∞
(3) Determine the general term of the sequence (an )n∈N∗ , defined through
( )n
a1 = 1, an+1 = an + 12 , n ∈ N∗ .
A: One has
( )n−1 ( )n−2 ( )n−1
1 1 1
an = an−1 + = an−2 + + = ... =
2 2 2
( )1 ( )2 ( )n−1
1 1 1
= a1 + + + ... + =
2 2 2
( )n−1 ( ( )n−1 )
1 1 − 12 1
= a1 + · = a1 + 1 − =
2 1− 21 2
( )n−1
1
= 2− , ∀n ∈ N∗ .
2

(4) Prove that the sequence defined by x0 ̸= 0, x0 ̸= 1, xn+1 = 1+xn

1−xn ,
∀n ∈ N is periodical.
 2.10. EXERCISES 29

A: We have successively,
1+xn
1+xn+1 1+ 1−x
xn+2 = 1−xn+1 = 1+xn
1− 1−x
n
= − x1n ,
n
1− x1 xn −1
xn+3 = n
1+ x1
= xn +1 ,
n
1+ x n −1
xn+4 = x +1
1− x
n
n −1 = 2xn
2 = xn , ∀n ∈ N,
x +1
n

and so the sequence is periodical of period 4.

(5) Prove that thw sequence defined by x1 , x2 ∈ R and xn+1 +xn +xn−1 =
0, ∀n ≥ 2 is bounded.
R: Due to the hypothesis
xn+1 + xn + xn−1 = 0, ∀n ≥ 2
and
xn+2 + xn+1 + xn = 0, ∀n ≥ 2
so we get
xn+2 = xn−1 , ∀n ≥ 2.
This fact allows us to conclude that the sequence is periodical of period
2, so it will be bounded, since xn ∈ ∗
( {x1 1 , x1 2)} , ∀n ∈ N .
(6) Consider the neighbourhood V = − 10 , 10 ∈ V (′). How many terms
of the following sequences do not enter V ?
n
a) an = (−1) ∗
n , n ∈ N ; b) bn = n2{ , n ∈ N.
n
+1
1 ( 1 1)
n , n even
n
A: a) By condition an = (−1) = ∈
/ V = − 10 , 10 ,
n − n , n odd
1

we deduce that there are 10 terms(outside )of V ;

b) By condition bn = n2n+1 ∈ / − 101 1
, 10 , we get that there are 9
terms outside of V.
(7) Study the existence of the limit to the following sequences: { 1
a) an = sin 2 , n ∈ N; b) bn = sin πn, n ∈ N; c) cn =
nπ n , if n is even,
{ 1 0, if n is odd;
d) dn = n , if n is even,
1, if n is odd.
A: a) Since


 0, if n = 4k,

1, if n = 4k + 1,
an =

 0, if n = 4k + 2,

−1, if n = 4k + 3,
an does not admit limit.
b) bn = sin nπ = 0, ∀n ∈ N, so lim bn = 0.
n→∞
30 2. REAL SEQUENCES

c) lim cn = 0.
n→∞
1
d) We have lim d2n = lim = 0 and lim d2n+1 = lim 1 = 1,
n→∞ n→∞ 2n n→∞ n→∞
so (dn )n∈N has not limit.
(8) Find the extreme limits of the following sequences:
n
a) an = 1+(−1)
2 + (−1)n · 2n+1
n
, n ∈ N;
2·(−1)n
b) bn = n n , n ∈ N∗ ;
n
c) cn = n1 · n(−1) + sin nπ ∗
2 , n∈N .
A: a) We have
{ 2k
1 + 4k+1 , if n = 2k,
an =
− 4k+3 , if n = 2k + 1.
2k+1

{ 1 3}
2k
Since 1 + 4k+1 → 32 şi − 2k+1
4k+3 → − 1
2 , it follows that γ (an ) = −2, 2 .
Therefore, lim sup an = 32 and lim inf an = − 12 .
b) We have
{
2k, if n = 2k,
an = 1
, if n = 2k + 1.
(2k+1)3

It follows that b2k → ∞ şi b2k+1 → 0; so γ (bn ) = {0, ∞} , lim sup an =

∞ and lim inf an = 0.
c) We have


 1, if n = 4k

 1
(4k+1)2
+ 1, if n = 4k + 1
cn = .

 1, if n = 4k + 2

 1
(4k+3)2
− 1, if n = 4k + 3

Since 1 → 1, 1
(4k+1)2
+ 1 → 1, 1
(4k+3)2
− 1 → −1, it follows that
γ (cn ) = {−1, 1} , so lim sup an = 1 and lim inf an = −1.
(9) Prove that the sequence
n2 + 1
an = , n∈N
2n2 − 1
converges to 12 .
A: Fie ε > 0 be arbitrary. Inequality
 2 
 n +1 1 

 2n2 − 1 − 2  < ε
√ [√ ]
gives us 3ε + 12 < n. So, by choosing n0 = 3
ε + 1
2 + 1, we deduce,
via Definition 2.5, that limn→∞ an = 12 .
 2.10. EXERCISES 31

(10) By applying( the squeeze test, prove that

) ( )
a) lim n21+1 + n22+2 + ... + n2n+n = 12 ; b) lim nsin 1 sin 2
2 +1 + n2 +1 + ... +
sin n
n2 +1
=
n→∞( ) n→∞
√
0; c) lim √n12 +1 + √n12 +2 + ... + √n12 +n = 1; d) lim n n = 1; e)
√
n→∞ √ √
n→∞
√ √
lim n 1p + 2p + ... + np = 1, p > 0; f) lim n 1 + 2 + 3 + ... + n =
n→∞ n→∞
1.
(11) A: a) We have
1 + 2 + ... + n 1 2 n 1 + 2 + ... + n
< 2 + + ... + 2 <
n2 + n n + 1 n2 + 2 n +n n2 + 1
n(n+1) n(n+1)
and, since 1+2+...+n
n2 +n
= 2
n2 +n
→ 12 , 1+2+...+n
n2 +1
= 2
n2 +1
→ 12 , it follows
that
( )
1 2 n 1
lim 2
+ 2 + ... + 2 = .
n→∞ n +1 n +2 n +n 2
b) We have
−n sin 1 sin 2 sin n n
< 2 + 2 + ... + 2 < 2
n2 +n n +1 n +1 n +1 n +1
−n
and, since n2 +n
→ 0, → 0, it follows that
n
n2 +n
( )
sin 1 sin 2 sin n
lim + + ... + 2 = 0.
n→∞ n2 + 1 n2 + 1 n +1
c) We have
n 1 1 1 n
√ <√ +√ + ... + √ <√
n2 + n n2 + 1 n2 + 2 n2 + n n2 + 1
and, since √n2 +n → 1, √n2 +1 → 1, it follows that
n n

( )
1 1 1
lim √ +√ + ... + √ = 1.
n→∞ n2 + 1 n2 + 2 n2 + n
d) Since
√ √ √ √
1 ≤ n n = n 1| · 1 {z
· ... · 1} · n · n ≤
n−2 times
√ √
|1 + 1 +
{z... + 1} + n+ n
√
n−2 times n−2+2 n
≤ =
n n
√
n−2+2 n
and, since 1 → 1, n → 1, we deduce that
√
lim n n = 1.
n→∞
32 2. REAL SEQUENCES

e) We have the inequalities

√ √
1 < n 1p + 2p + ... + np < n n · np
√ √ p+1
and, since 1 → 1, np+1 = ( n n) → 1, we deduce that
n

√
n p
lim 1 + 2p + ... + np = 1, p > 0.
n→∞

f) We have the inequalities

√ √ √ √
n √ √
1 < 1 + 2 + 3 + ... + n < n · n
n

√ √ √ 3
and, since 1 → 1, n n · n = ( n n) 2 → 1, it follows that
√ √ √
n √
lim 1 + 2 + 3 + ... + n = 1.
n→∞

(12) Establish if the following sequences are Cauchy:

∗
a) xn = cos 1·2 + 2·3 + ... + n·(n+1) , n ∈ N ; b) xn = 1 +
1! cos 2! cos n! √1
2
+
√1
3
+ ... + √1n , n ∈ N∗ ; c) xn = 1 + 212 + 1
32
+ ... + 1
n2
, n ∈ N∗ ;
d) xn = 1 + 213 + 313 + ... + n13 , n ∈ N∗ ; e) xn = 3n+2
4n+3 , n ∈ N∗ ; f)
∑ ∑n
xn = nk=1 sin2 πk , n ∈ N∗ ; g) xn = 2k
k=1 k!(k+2) ,
n ∈ N∗ .
A: a) We have
 n+p 
 ∑ cos k!  ∑ |cos k!|
n+p

|xn+p − xn | =  ≤
 k (k + 1)  k (k + 1)
k=n+1 k=n+1
∑
n+p ∑
n+p ( )
1 1 1
≤ = −
k (k + 1) k k+1
k=n+1 k=n+1
1 1 1
= − < , ∀n, p ∈ N∗ ,
n+1 n+p+1 n+1
1
Therefore, since yn := n+1 → 0, (an )n≥1 is a Cauchy sequence, so it
will be convergent.
b) The sequence is not Cauchy.
c) The sequence is Cauchy.
d) The sequence is Cauchy.
e) The sequence is Cauchy.
f) The sequence is Cauchy.
g) The sequence is Cauchy.
(13) Study the convergence of the following sequences:
1
a) an = n2 +n+1 , n ∈ N;
2
(−1)n
b) an = n ,n ∈ N∗ ;
 2.10. EXERCISES 33

c) an = sinn n , n ∈ N∗ ;
d) an = 1 + 12 + ... + n1 , n ≥ 1;
e) an = 0, 25n + 0, 5n + 0, 75, n ∈ N;
n n
f) an = 2 4+3n , n ∈ N;
g) an = cos 4 , n ∈ N.
n π

A: a) We have 0 < n2 +n+1 1

< n1 , ∀n ∈ N∗ , so lim n2 +n+1
1
= 0.
  2 n→∞ 2
 n  1 n
b) We have  (−1) lim (−1)
n  = n → 0, so n→∞ n = 0.
 sin n  1
c) We have  n  ≤ n → 0, so lim sinn n = 0.
n→∞
d) Due to the inequalities
( ) ( )
1 n 1 n+1
1+ <e< 1+ , ∀n ∈ N∗ .
n n
we deduce that
1
ln (n + 1) − ln n < , ∀n ∈ N∗
n
and so
1 1
ln (n + 1) < 1 ++ ... + , ∀n ∈ N∗ .
2 n
( )
Since lim ln (n + 1) = ∞, it follows that lim 1 + 1
2 + ... + 1
n = ∞.
n→∞ n→∞
e) lim an = 0, 75.
n→∞
f)
[( )n ]
2n + 3n 3n 23 + 1
lim an = lim n
= lim n
=
( 4)n [( )n ] 4
n→∞ n→∞ n→∞
3 2
= lim + 1 = 0.
n→∞ 4 3
g) lim an = 0.
n→∞
(14) Study the convergence of the following sequences:
n
a) an = 2n+3 , n ∈ N;
2
2n
b) an = n+1 , n ∈ N;
2 , n ∈ N;
c) an = n2 sin nπ
2
d) an = (1 + cos nπ) n2n+1 , n ∈ N;
e) an = (2n−1)!! ∗
(2n)!! , n ∈ N .
A: a) The sequence is convergent, with the limit 12 .
b) The sequence is divergent, with the limit ∞.
c) The sequence is divergent.
d) The sequence is divergent.
e) The sequence is divergent.
34 2. REAL SEQUENCES

(15) Find the limits

∑n of the1 following sequences:
a) an = k=1 4k2 −1 , n ∈ N;
∑
b) an = nk=1 (k+1)!k
, n ∈ N;
∑ n k
∗
2n ∑ k=1 k , n ∈ N ;
c) an = n+1 2
n
d) an = ln n k=1 k , n ≥ 2;
1 1
√
e) an = n1 n (n + 1) (n + 2) ... (2n), n ≥ 2.
A: a) We have
n ( )
1∑ 1 1
an = − =
2 2k − 1 2k + 1
k=1
[( ) ( ) ( )]
1 1 1 1 1 1 1
= − + − + ... + −
2 1 3 3 5 2n − 1 2n + 1
( )
1 1 1
= 1− → .
2 2n + 1 2
b) We have
∑
n n [
∑ ]
(k + 1) − 1 1 1
an = = − =
(k + 1)! k! (k + 1)!
k=1 k=1
∑n [( ) ( ) ( )]
1 1 1 1 1 1
= − + − + ... + − =
1! 2! 2! 3! n! (n + 1)!
k=1
1
= 1− → 0.
(n + 1)!
c) limn→∞ an = 2.
d) limn→∞ an = 1.
e) limn→∞ an = 4e .
p p +...+np
(16) Calculate lim 1 +2np+1 , p ∈ N.
n→∞
A: Let an = 1p + 2p + ... + np and bn = np+1 , n ∈ N∗ . Estimate
an+1 − an (n + 1)p
l : = lim = lim
n→∞ bn+1 − bn n→∞ (n + 1)p+1 − np+1

np + Cp1 np−1 + ... + 1 1

= lim 1 p + C 2 np−1 + ... + 1
= .
n→∞ C
p+1 n p+1 p + 1
Then, by applying Cesaro-Stolz Lemma, we deduce that
an 1
lim = .
n→∞ bn p+1
1+a+...+an
(17) Determine lim n , if a, b ∈ (−1, 1) .
n→∞ 1+b+...+b
 2.10. EXERCISES 35

A: We have
1−an+1
1 + a + ... + an 1−a 1−b
lim = lim = .
n→∞ 1 + b + ... + bn n→∞ 1−bn+1 1−a
1−b

(18) Let x1 ∈ [1, 2] and xn+1 = x2n − 2xn + 2, ∀n ∈ N∗ . Prove that the
sequence xn is convergent and find lim xn .
n→∞
A: limn→∞ xn = 1.
(19) Let an , bn , n ∈ N bve two sequences fulfilling the conditions:
1) 0 < a0√< b0 ;
2) an = an−1 · bn−1 şi bn = an−1 +b
2
n−1
, ∀n ≥ 1,
(20) Prove that the sequences an and bn are convergent, with the same
limit.
A: By mathematical induction, one proves that ∀n ∈ N,
a0 < a1 < ... < an−1 < an < bn < bn−1 < ... < b1 < b0 ,
So, (an )n∈N , (bn )n∈N are convergent. Let a := lim an and b :=
n→∞
lim bn . By passing to the limit in relations from hypothesis 2), we
n→∞
deduce
√ a+b
a = a · b şi b = .
2
Hence, a = b.
(21) Study the convergence of the sequence xn , n ∈ N defined through
√
x0 = 1, x1 = 2, xn+2 = xn+1 · xn , ∀n ∈ N.
A: By mathematical indiction, it follows that xn > 0, ∀n ∈ N. By
applying ln to the reccurence relation and by denotting yn := ln xn ,
1 1
yn+2 = yn+1 + yn , n ∈ N.
2 2
Therefore,
1 1
yn+2 = yn+1 + yn ,
2 2
1 1
yn+1 = yn + yn−1 ,
2 2
1 1
yn = yn−1 + yn−2 ,
2 2
...........
1 1
y4 = y3 + y2 ,
2 2
1 1
y3 = y2 + y1 ,
2 2
1 1
y2 = y1 + y0 ,
2 2
36 2. REAL SEQUENCES

and
1
yn+2 = − yn+1 + ln 2, n ∈ N
2
Setting n := n, n − 1, ..., 0, we get
1
yn+2 = − yn+1 + ln 2,
2
1
yn+1 = − yn + ln 2,
2
1
yn = − yn−1 + ln 2,
2
..............
1
y4 = − y3 + ln 2,
2
1
y3 = − y2 + ln 2,
2
1
y2 = − y1 + ln 2.
2
Hence,
[ ( )1 ( )n ( )n+1 ]
1 1 1
yn+2 = ln 2 1 + − + ... + − + − =
2 2 2
( )n+2
1 − − 12
= ln 2 · ( )
1 − − 12
and so
√
3
lim xn = 4.
n→∞

(22) Study the convergence of the sequence

√
x1 = 1, xn+1 = 1 + xn , n ∈ N.
A: By relations
x2n+1 = 1 + xn ,
x2n = 1 + xn−1 ,
we get
x2n+1 − x2n = (1 + xn ) − (1 + xn−1 ) = xn − xn−1 .
so, by mathematical induction, the sequence is increasing.
In addition,
x2n+1 = 1 + xn ,
 2.10. EXERCISES 37

so
1 + xn 1 + xn+1 1
1 < xn+1 = < = + 1 < 2,
xn+1 xn+1 xn+1
and we deduce that the sequence is bounded.
Therefore, the sequence is convergent. Let l := lim xn . From
√ n→∞
hypothesis, l = 1 + l and so x will be the positive root to Eq. x2 =
1 + x, i.e.
√
1+ 5
l= .
2