Sequence

Cauchy Criterion

Real Analysis

Dr. Samir Kumar Bhowmik

Dept. of Mathematics
University of Dhaka
Dhaka, Bangladesh
bhowmiksk@gmail.com

July 25, 2020

Copyright
c Introduction to Real Analysis,4th edition, by R Bertle

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 Sequence
Cauchy Criterion

Chapter contents 2

1 Sequence
Bounded Sequence
Monotone Sequences
Subsequences and the Bolzano-Weierstrass Theorem
2 Cauchy Criterion

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Limit Theorems

Definition
A sequence X = (xn ) of real numbers is said to be bounded if there exists a real
number M > 0 such that |xn | < M for all n ∈ N.

Thus, the sequence (xn ) is bounded if and only if the set {xn : n ∈ N} of its values
is a bounded subset of R.

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Theorem

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Proof-a

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Proof-b

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Theorem

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Theorem

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Theorem
Let the sequence X = (xn ) converges to x. Then the sequence (|xn |) of absolute
values converges to |x|. That is, if x = lim(xn ), then |x| = lim(|xn |).

Theorem
Let the sequence X = (xn ) of real numbers converges to x and xn >√0. Then the
√ √
sequence ( xn ) of positive square roots converges and lim( xn ) = x.

Theorem
If limn→∞ xn = 0, then (xn ) is called a null sequence.

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Exercises

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Definition of Monotone Sequences

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Monotone Convergence Theorem

A monotone sequence of real numbers is convergent if and only if it is bounded.
Furthermore,
a. If X = (xn ) is a bounded increasing sequence, then
lim(xn ) = sup{xn : n ∈ N}.
b. If X = (xn ) is a bounded decreasing sequence, then
lim(xn ) = inf{xn : n ∈ N}.
Proof leaves as an exercise.

Exercises
♣ The sequence (xn ) = √1 is a convergent sequence (How?).
n
Pn 1
♣ The sequence (xn ) = i=1 i is a divergent sequence (How?).
♣ The sequence (xn ) = 2 + n1 is a convergent sequence.
♣ Let Y = (yn ) be a sequence defined by y1 = 1 and yn+1 = 14 (yn + 3), n ≥ 1.
Discuss the convergence of the sequence.
√
♣ Let Y = (yn ) be a sequence defined by y1 = 1 and yn+1 = 2yn , n ≥ 1.
Discuss the convergence of the sequence.
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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Exercises
♣ Let x1 := 8 and xn := 12 xn + 2 for n ∈ N. Show that (xn ) is bounded and
monotone. Find the limit.
♣
♣ Establish the convergence or the divergence of the sequence (yn ) where
n
X 1
yn = , n ∈ N.
1+j
j=1

Pn
♣ Let xn := j=1 j12 , n ∈ N. Prove that (xn ) is convergent by showing that (xn )
is a monotone increasing bounded sequence.
♣ Let en := (1 + n1 )n .
1 Compute en = for n = 2, 4, 8, 16.
2 Use computer/calculator to compute e100 and e1000
3 Show that E = (en ) is a convergent sequence.

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Cauchy’s Theorem on Arithmetic mean

Pn
If limn→∞ xn = l, and sn = n1 ( j=1 xj ), then limn→∞ sn = l.

Cauchy’s Theorem on Geometric mean

Let xn > 0 and If limn→∞ xn = l, and un = (x1 · x2 · · · · xn )1/n , then limn→∞ un = l.

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

1
Pn 1
Let Sn = n j=1 2j−1 . Find limn→∞ Sn .

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Black page for hand writing

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Definition of Subsequences

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Convergence of Subsequences

Divergence Criterion

Find five such examples.

Note: If X = (xn ) is a sequence of real numbers,then there is a subsequence of X

that is monotone.
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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Convergence of Subsequence

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

Definition

Note: A bounded sequence (xn ) is convergent if and only if

lim sup xn ) = lim inf(xn ).

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 Bounded Sequence
Sequence
Monotone Sequences
Cauchy Criterion
Subsequences and the Bolzano-Weierstrass Theorem

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 Sequence
Cauchy Criterion

Definition
A sequence X = (xn ) of real numbers is said to be a Cauchy sequence if for every
ε > 0 there exists a natural number H(ε) such that for all natural numbers
n; m ≥ H(ε), the terms xn ; xm satisfy |xn − xm | < ε.

Example
1


The sequence n is a Cauchy sequence.

Example
The sequence (1 + (−1)n ) is not a Cauchy sequence.

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 Sequence
Cauchy Criterion

Lemma 3.5.3
Every convergent sequence is a Cauchy Sequence.

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 Sequence
Cauchy Criterion

Theorem
A Cauchy sequence is a bounded Sequence.

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 Sequence
Cauchy Criterion

Cauchy Convergence Criterion

A sequence of real numbers is convergent if and only if it is a Cauchy sequence.

proof page 1

continued

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 Sequence
Cauchy Criterion

proof page 2

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 Sequence
Cauchy Criterion

Definition

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 Sequence
Cauchy Criterion

Theorem

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 Sequence
Cauchy Criterion

Write board

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 Sequence
Cauchy Criterion

Write board

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 Sequence
Cauchy Criterion

Write board

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