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Mathematical Analysis

Dr hab. Alexander Prokopenya


Akademia Finansów i Biznesu Vistula

Lecture 2. Limit of sequence

1. Limit definition
An infinite sequence {𝑎𝑛 } is said to converge to the limit g, if for every positive number  there
exists an integer 𝑛0 (𝜀) ∈ 𝑵, such that 𝑛 > 𝑛0 implies that
|𝑎𝑛 − 𝑔| < 𝜀
or
⋀ ⋁ ⋀[(𝑛 > 𝑛0 ) ⇒ (|𝑎𝑛 − 𝑔| < 𝜀)]
𝜀>0 𝑛0 ∈𝑵 𝑛∈𝑵

This definition is illustrated in the figure below.

One can say also that the sequence {𝑎𝑛 } converges to the limit g and write
𝑎𝑛 → 𝑔 𝑎𝑠 𝑛 → ∞,
or
lim 𝑎𝑛 = 𝑔.
𝑛→∞

Every sequence {𝑎𝑛 } must either converge to a finite limit g or diverge. That is either
𝑛
lim 𝑎𝑛 = 𝑔 exists or lim 𝑎𝑛 does not exist. As an example, let us consider a sequence 𝑎𝑛 = 𝑛+1 that
𝑛→∞ 𝑛→∞
converges to the limit 1. Using the definition, we can write the inequality |𝑎𝑛 − 𝑔| < 𝜀 in the form
𝑛
| − 1| < 𝜀.
𝑛+1
We need to show that for any positive 𝜀 there exists such natural number 𝑛0 , that for every 𝑛 > 𝑛0
the inequality shown above holds. The left-hand side of this inequality may be written in the form
𝑛 𝑛 𝑛+1 −1 1
| − 1| = | − |=| |= ,
𝑛+1 𝑛+1 𝑛+1 𝑛+1 𝑛+1
and therefore, the following inequality must hold
1 1−𝜀
<𝜀 or 𝑛> .
𝑛+1 𝜀

1
Now we can define a natural number

1−𝜀
𝑛0 = [ ],
𝜀
where [𝑥] denotes an integer part of the number x, and for all 𝑛 > 𝑛0 the inequality |𝑎𝑛 − 1| < 𝜀 is
𝑛
true. Therefore, according to the definition the sequence 𝑎𝑛 = 𝑛+1 converges to the limit 1.

Problems.
a) Using the definition, prove that

1 1
lim = 0, lim (− ) = 0.
𝑛→∞ 𝑛 𝑛→∞ 𝑛
b) Prove the following implication
lim 𝑎𝑛 = 𝑔 ⟹ lim |𝑎𝑛 | = |𝑔|.
𝑛→∞ 𝑛→∞

Theorem 1. If the sequence {𝑎𝑛 } is convergent then there exists the only limit of this sequence.
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Proof. Assume that the sequence {𝑎𝑛 } has two different limits 𝑔1 ≠ 𝑔2 . Let us choose 𝜀 = 3 |𝑔1 −
𝑔2 |. Then there exist two numbers 𝑛1 and 𝑛2 , such that for 𝑛 > 𝑛1 the inequality |𝑎𝑛 − 𝑔1 | < 𝜀 holds
and for 𝑛 > 𝑛2 the inequality |𝑎𝑛 − 𝑔2 | < 𝜀 holds. According to the definition of a limit, for every
𝑛 > 𝑛0 = max{𝑛1 , 𝑛2 } the following two inequalities |𝑎𝑛 − 𝑔1 | < 𝜀 and |𝑎𝑛 − 𝑔2 | < 𝜀 hold. How-
ever, it is not possible because these two domains do not have common points. This contradiction
mean that the sequence cannot have two different limits. 

Definition 2. If lim 𝑎𝑛 = ∞ or
𝑛→∞

⋀ ⋁ ⋀[(𝑛 > 𝑛0 ) ⇒ (𝑎𝑛 > 𝑀)],


𝑀>0 𝑛0 ∈𝑵 𝑛∈𝑵

we say that the sequence diverges to infinity.


We can write also
𝑎𝑛 → ∞, as 𝑛 → ∞.

If lim 𝑎𝑛 = −∞, we say that it diverges to minus infinity. It means that


𝑛→∞

⋀ ⋁ ⋀[(𝑛 > 𝑛0 ) ⇒ (𝑎𝑛 < 𝑀)].


𝑀<0 𝑛0 ∈𝑵 𝑛∈𝑵

If lim 𝑎𝑛 simply does not exist (but is not ∞ or −∞), we can only say that the sequence diverges.
𝑛→∞

Example. Sequences 𝑎𝑛 = −𝑛, 𝑎𝑛 = (−1)𝑛 , 𝑎𝑛 = (−1)𝑛 𝑛 and 𝑎𝑛 = √𝑛 are divergent. Why? Can
you prove this? Use the definition.

Remark. The arithmetic progression 𝑎𝑛 = 𝑎1 + (𝑛 − 1)𝑟 diverges to +∞ if its increment 𝑟 > 0 and
diverges to −∞ if its increment 𝑟 < 0.

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Theorem 2. If the sequence {𝑎𝑛 } converges then it is bounded.
Proof. If the sequence {𝑎𝑛 } is convergent then there exists its limit g and for 𝜀 = 1, for example, there
exists such number 𝑛0 that for every 𝑛 ≥ 𝑛0 the following inequality holds
|𝑎𝑛 − 𝑔| < 1 or 𝑔 − 1 < 𝑎𝑛 < 𝑔 + 1.
It means that
⋁ ⋀ 𝑚 ≤ 𝑎𝑛 ≤ 𝑀.
𝑚,𝑀∈𝑹 𝑛≥𝑛0
Let us denote a set of terms 𝑎𝑛 with numbers 𝑛 < 𝑛0 by 𝑍 and let 𝐴 = min 𝑍, 𝐵 = max 𝑍. Then
𝐴 ≤ 𝑎𝑛 ≤ 𝐵 for 𝑛 < 𝑛0 .
Let 𝐿 = min{𝑔 − 1, 𝐴}, 𝑃 = max{𝑔 + 1, 𝐵}. Then we obtain
𝐿 ≤ 𝑎𝑛 ≤ 𝑃 for 𝑛 ∈ 𝑵.
According to the definition, the sequence is bounded.

Remark. If a sequence is convergent then it is bounded but a converse statement is not correct and
bounded sequence can be divergent. For example, the sequence 𝑎𝑛 = 1 + (−1)𝑛 is bounded but it is
not convergent. Why? Can you prove this?

Theorem 3. Convergence of geometric progression 𝑎𝑛 = 𝑞 𝑛 , 𝑎0 = 1, 𝑛 = 1,2, …, depends on its com-


mon ratio q, namely:

if 𝑞 > 1, then lim 𝑎𝑛 = +∞;


𝑛→∞

if 𝑞 = 1, then lim 𝑎𝑛 = 1;
𝑛→∞

if |𝑞| < 1, then lim 𝑎𝑛 = 0;


𝑛→∞

if 𝑞 < −1, then the sequence 𝑎𝑛 = 𝑞 𝑛 is divergent.

Proof. Let us denote 𝑞 = 1 + ℎ, ℎ > 0 and 𝐴 ∈ 𝑹. Then 𝑞 𝑛 = (1 + ℎ)𝑛 = 1 + ℎ𝑛 + ⋯ + ℎ𝑛 >


𝑛ℎ > 𝐴 for 𝑛 > 𝐴/ℎ.

Let 0 ≠ |𝑞| < 1, 𝜀 > 0. Denoting |𝑞| = 1/(1 + ℎ), we obtain ℎ > 0. Then |𝑞 𝑛 − 0| = |𝑞 𝑛 | =
1 1
(1+ℎ)𝑛
< ℎ𝑛 < 𝜀 for 𝑛 > 1/(ℎ𝜀).

In other cases, the statement is obvious.

Theorem 4. If a sequence limit is a positive (negative) number then almost all its elements are positive
(negative) (saying almost all elements, we mean that the number of the rest elements is bounded).
Proof. Let 𝑔 > 0 be a limit of a sequence under consideration. According to the limit definition, for
every 𝜀 > 0 there exist such 𝑛0 ∈ 𝑵 that for every 𝑛 > 𝑛0 , the inequality |𝑎𝑛 − 𝑔| < 𝜀 holds. Let us
consider the case 𝜀 = 𝑔/2. Then almost all elements of the sequence are located in the neighborhood
𝑔
of the limit 𝑔 of width 𝑔/2. As 2 > 0 then all these elements are positive. In case of negative limit
the proof is similar.

Let us consider two sequences {𝑎𝑛 } and {𝑏𝑛 }.


Theorem 5. If lim 𝑎𝑛 = 𝑎, lim 𝑏𝑛 = 𝑏 and 𝑎 < 𝑏 then there exists such number 𝑛0 ∈ 𝑵 that for
𝑛→∞ 𝑛→∞
every 𝑛 > 𝑛0 and 𝑚 > 𝑛0 the following inequality takes place
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𝑎𝑛 < 𝑏𝑚 .

In order to prove this statement it is sufficient to choose 𝜀 = (𝑏 − 𝑎)/3. Then there exists such num-
ber 𝑛0 ∈ 𝑵 that for every 𝑛 > 𝑛0 the following inequalities hold: |𝑎𝑛 − 𝑎| < 𝜀, |𝑏𝑛 − 𝑏| < 𝜀 and
𝑎𝑛 < 𝑏𝑛 . It means that strict inequality of the limits 𝑎 < 𝑏 is also valid for the correspondent terms
𝑎𝑛 < 𝑏𝑛 for almost all terms of the sequences.
Theorem 6. If lim 𝑎𝑛 = 𝑎, lim 𝑏𝑛 = 𝑏 and if 𝑎𝑛 ≤ 𝑏𝑛 for every 𝑛 > 𝑛0 (𝑛0 ∈ 𝑵), then the follow-
𝑛→∞ 𝑛→∞
ing inequality holds

𝑎 ≤ 𝑏.

It means that inequality 𝑎𝑛 ≤ 𝑏𝑛 of the corresponding terms of the sequences results in the inequality
of limits 𝑎 ≤ 𝑏. Note that strict inequality of the terms 𝑎𝑛 < 𝑏𝑛 of two sequences does not necessarily
results in the strict inequality of their limits because equality of the limits may take place. For exam-
ple, for two sequences 𝑎𝑛 = 1/𝑛, 𝑏𝑛 = 2/𝑛 with 𝑎𝑛 < 𝑏𝑏 we obtain lim 𝑎𝑛 = 0 = lim 𝑏𝑛 .
𝑛→∞ 𝑛→∞

2. Operations of sequences and limits

Let us consider two sequences {𝑎𝑛 } and {𝑏𝑛 }.

Theorem 7. If sequences {𝑎𝑛 } and {𝑏𝑛 } are convergent then their sum (𝑎𝑛 + 𝑏𝑛 ), difference (𝑎𝑛 −
𝑏𝑛 ), and product (𝑎𝑛 ∙ 𝑏𝑛 ) are also convergent and their limits are given by

lim (𝑎𝑛 + 𝑏𝑛 ) = lim 𝑎𝑛 + lim 𝑏𝑛 ,


𝑛→∞ 𝑛→∞ 𝑛→∞

lim (𝑎𝑛 − 𝑏𝑛 ) = lim 𝑎𝑛 − lim 𝑏𝑛 ,


𝑛→∞ 𝑛→∞ 𝑛→∞

lim (𝑎𝑛 ∙ 𝑏𝑛 ) = lim 𝑎𝑛 ∙ lim 𝑏𝑛 .


𝑛→∞ 𝑛→∞ 𝑛→∞

𝑎
Besides, if for any 𝑛 ∈ 𝑵 the conditions 𝑏𝑛 ≠ 0 and lim 𝑏𝑛 ≠ 0 are fulfilled then the sequence (𝑏𝑛)
𝑛→∞ 𝑛
is convergent and its limit is given by

lim (𝑎𝑛 /𝑏𝑛 ) = lim 𝑎𝑛 / lim 𝑏𝑛 .


𝑛→∞ 𝑛→∞ 𝑛→∞

Remark. The sum of two sequences {𝑎𝑛 } and {𝑏𝑛 } may be convergent even if these sequences are not
convergent. For example, the sequences 𝑎𝑛 = (−1)𝑛 , 𝑏𝑛 = −(−1)𝑛 are divergent but their sum con-
verges to 0 because 𝑎𝑛 + 𝑏𝑛 = 0.

Example. Let us compute a limit

2𝑛2 + 𝑛 2 + 1/𝑛 2
lim 2
= lim 2
= .
𝑛→∞ 5𝑛 + 3 𝑛→∞ 5 + 3/𝑛 5

Limits of some special sequences


1
If 𝑎𝑛 → 0, 𝑎𝑛 > 0 for every 𝑛 ∈ 𝑵 then 𝑎 → +∞.
𝑛

1
If 𝑎𝑛 → 0, 𝑎𝑛 < 0 for every 𝑛 ∈ 𝑵 then 𝑎 → −∞.
𝑛

4
1
If 𝑎𝑛 → 0, 𝑎𝑛 ≠ 0 for every 𝑛 ∈ 𝑵 then |𝑎 | → +∞.
𝑛

1
If 𝑎𝑛 → +∞ then → 0.
𝑎𝑛

If 𝑎𝑛 → +∞, 𝑏𝑛 → 𝑏 > 0 then 𝑎𝑛 𝑏𝑛 → +∞.

If 𝑎𝑛 → +∞, 𝑏𝑛 → 𝑏 < 0 then 𝑎𝑛 𝑏𝑛 → −∞.

If 𝑎𝑛 → +∞, 𝑏𝑛 → +∞ then 𝑎𝑛 + 𝑏𝑛 → +∞. (+∞ + ∞ = +∞, − ∞ − ∞ = −∞)

If 𝑎𝑛 → +∞, and sequence {𝑏𝑛 } is bounded then 𝑎𝑛 + 𝑏𝑛 → +∞. (+∞ + 𝑏 = +∞)

Remark. If 𝑎𝑛 → +∞, 𝑏𝑛 → 0 then additional information about the sequences {𝑎𝑛 } and {𝑏𝑛 } is
necessary to conclude on convergence of the sequence (𝑎𝑛 ∙ 𝑏𝑛 ). If 𝑎𝑛 → +∞, 𝑏𝑛 → +∞, then ad-
ditional information about the sequences {𝑎𝑛 } and {𝑏𝑛 } is necessary to conclude on convergence of
the sequence (𝑎𝑛 − 𝑏𝑛 ).

Examples.

Let 𝑎𝑛 = 𝑛, 𝑏𝑛 = 𝑐/𝑛. Then 𝑎𝑛 ∙ 𝑏𝑛 = 𝑐 and lim (𝑎𝑛 ∙ 𝑏𝑛 ) = 𝑐.


𝑛→∞

Let 𝑎𝑛 = 𝑛, 𝑏𝑛 = 1/𝑛2 . Then 𝑎𝑛 ∙ 𝑏𝑛 = 1/𝑛 and lim (𝑎𝑛 ∙ 𝑏𝑛 ) = 0.


𝑛→∞

Let 𝑎𝑛 = 𝑛2 , 𝑏𝑛 = 𝑐/𝑛. Then 𝑎𝑛 ∙ 𝑏𝑛 = 𝑛 and lim (𝑎𝑛 ∙ 𝑏𝑛 ) = +∞.


𝑛→∞

Let 𝑎𝑛 = 𝑛2 , 𝑏𝑛 = −1/𝑛. Then 𝑎𝑛 ∙ 𝑏𝑛 = −𝑛 and lim (𝑎𝑛 ∙ 𝑏𝑛 ) = −∞.


𝑛→∞

Let 𝑎𝑛 = 𝑛2 , 𝑏𝑛 = (−1)𝑛 /𝑛. Then 𝑎𝑛 ∙ 𝑏𝑛 = (−1)𝑛 ∙ 𝑛 and lim (𝑎𝑛 ∙ 𝑏𝑛 ) does not exist.
𝑛→∞

Example.

−𝑛3 + 2𝑛 + 5 −𝑛 + 2/𝑛 + 5/𝑛2 −∞


lim = lim = = −∞.
𝑛→∞ 3𝑛2 − 3𝑛 + 1 𝑛→∞ 3 − 3/𝑛 + 1/𝑛2 3

Let sequence {𝑢𝑛 } is given in the form of a product of two sequences {𝑎𝑛 }, {𝑏𝑛 }, which converge to
+∞ and 0 as 𝑛 → ∞, respectively, then the sequence {𝑢𝑛 = 𝑎𝑛 ∙ 𝑏𝑛 } is said to be the sequence of
∞ ∙ 0 kind (or indefinite limit of the kind ∞ ∙ 0). One can distinguish the following indefinite expres-
sions:

∞ 0
∞ − ∞, , , ∞0 , 00 , 1∞ .
∞ 0
To analyze such sequences we need to rewrite their terms in such a way that the rules for computing
limits considered above could be applied.

Example. Find lim (√𝑛2 + 𝑛 − √𝑛).


𝑛→∞

Obviously, we have indefinite expression of the kind ∞ − ∞. But we can rewrite it in the form

(√𝑛2 + 𝑛 − 𝑛)(√𝑛2 + 𝑛 + 𝑛) 𝑛
√𝑛 2 + 𝑛 − 𝑛 = = .
√𝑛2 + 𝑛 + 𝑛 √𝑛2 + 𝑛 + 𝑛
5

Then we obtain the uncertainty of the kind . Dividing the numerator and denominator by n, we

obtain

𝑛 1 1
= → .
√𝑛2 + 𝑛 + 𝑛 √1 + 1/𝑛 + 1 2

Thus, lim (√𝑛2 + 𝑛 − √𝑛) = 1/2.


𝑛→∞

1 𝑛
The sequence 𝑎𝑛 = (1 + 𝑛) is an example of uncertainty of the kind 1∞ . We’ll prove later that this
sequence is convergent and its limit is the base of natural logarithm e.

3. Conditions of sequence convergence

Theorem 8. (statement on increasing sequence)


If the sequence {𝑎𝑛 } is bounded above and is increasing then it converges and its limit is greater than
any term of this sequence.
Proof. Assume that the sequence {𝑎𝑛 } is bounded above and is increasing and let its upper bound be
equal to B. Let Z be a set of its terms values. Obviously, it is a bounded set and so there exists its
upper bound 𝑔 = sup 𝑍. Let us show that 𝑔 = lim 𝑎𝑛 .
𝑛→∞
According to definition of the upper bound, all terms of the sequence satisfy the condition 𝑎𝑛 ≤ 𝑔
for 𝑛 ∈ 𝑵 and for every 𝜀 > 0 there exists a term 𝑎𝑛0 satisfying the condition 𝑔 − 𝜀 < 𝑎𝑛0 ≤ 𝑔. As
the sequence 𝑎𝑛 is increasing then for 𝑛 > 𝑛0 we have
𝑔 − 𝜀 < 𝑎𝑛0 < 𝑎𝑛 ≤ 𝑔 or 𝑔 − 𝜀 < 𝑎𝑛 ≤ 𝑔.

It means that 𝑔 = lim 𝑎𝑛 .


𝑛→∞

Theorem 9.
If the sequence {𝑎𝑛 } is increasing but is not bounded then it diverges to +∞.

Theorems 8 and 9 can be formulated for decreasing sequence in a similar way.

Theorem 10. (statement on monotonic sequence)


A bounded monotonic sequence is convergent.
Unbounded monotonic sequence is divergent to +∞ or do −∞.

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1 𝑛
Example. The sequence 𝑎𝑛 = (1 + 𝑛) is increasing. Show that 𝑎𝑛 < 𝑎𝑛+1 .
1 𝑛
The sequence 𝑎𝑛 = (1 + 𝑛) is bounded. Show that 𝑎𝑛 < 3.
1 𝑛
Statement: based on the theorem 10, the sequence 𝑎𝑛 = (1 + 𝑛) is convergent. Its limit is a base
of the natural logarithm
1 𝑛
𝑒 = lim (1 + ) .
𝑛→∞ 𝑛

Theorem 11. (statement on two sequences)


If the sequence {𝑎𝑛 } is increasing, the sequence {𝑏𝑛 } is decreasing and 𝑎𝑛 < 𝑏𝑛 for every 𝑛 ∈ 𝑵 then
both sequences are convergent and
lim 𝑎𝑛 = 𝑎 ≤ 𝑏 = lim 𝑏𝑛 .
𝑛→∞ 𝑛→∞

Besides, if lim (𝑎𝑛 − 𝑏𝑛 ) = 0 then both sequences have the same limit 𝑎 = 𝑏.
𝑛→∞

Theorem 12. (statement on three sequences – the squeeze theorem)


If two sequences {𝑎𝑛 } and {𝑏𝑛 } are convergent to the same limit and all terms 𝑢𝑛 of the third sequence
satisfy the condition
𝑎𝑛 ≤ 𝑢𝑛 ≤ 𝑏𝑛 or 𝑏𝑛 ≤ 𝑢𝑛 ≤ 𝑎𝑛 for 𝑛 ∈ 𝑵,
then the sequence {𝑢𝑛 } converges to the same limit.

sin 𝑛
Example. Prove that lim = 0.
𝑛→∞ 𝑛

We can use the inequalities


1 sin 𝑛 1
− ≤ ≤
𝑛 𝑛 𝑛
and Theorem 12.
cos(3𝑛)
Example. Prove that lim = 0.
𝑛→∞ 𝑛+5

Again we use the inequalities


1 cos(3𝑛) 1
− ≤ ≤
𝑛+5 𝑛+5 𝑛+5
and Theorem 12.

𝑛
Example. Prove that if 𝑐 > 0 then lim √𝑐 = 1.
𝑛→∞
𝑛
If 𝑐 = 1 then the limit above is correct. If 𝑐 > 1 then √𝑐 > 1 and we can write
𝑛
√𝑐 = 1 + 𝑥𝑛 , where 𝑥𝑛 > 0.
Then

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𝑐 = (1 + 𝑥𝑛 )𝑛 = 1 + 𝑛𝑥𝑛 + ⋯ + 𝑥𝑛𝑛 .
As all the terms in the right-hand side of the equations above are positive we obtain 𝑐 > 1 + 𝑛𝑥𝑛 and
so 𝑥𝑛 < (𝑐 − 1)/𝑛. It means
𝑐−1
0 < 𝑥𝑛 < → 0.
𝑛
𝑛
Applying Theorem 12, we find lim 𝑥𝑛 = 0 and lim √𝑐 = 1.
𝑛→∞ 𝑛→∞
𝑛
If 𝑐 < 1 then 1/𝑐 > 1 and we obtain lim √1/𝑐 = 1 on the basis of the previous part of the proof.
𝑛→∞
𝑛
Example. Prove that lim √𝑛 = 1.
𝑛→∞
𝑛 𝑛
It is an indefinite sequence of the kind ∞0 . For 𝑛 > 1 we have √𝑛 > 1 and so we can assume √𝑛 =
1 + 𝑥𝑛 , where 𝑥𝑛 > 0. Then for 𝑛 = 2,3, … we have
𝑛(𝑛 − 1) 2
𝑛 = (1 + 𝑥𝑛 )𝑛 = 1 + 𝑛𝑥𝑛 + 𝑥𝑛 + ⋯ + 𝑥𝑛𝑛 .
2
Therefore,
𝑛(𝑛 − 1) 2 2
𝑛> 𝑥𝑛 , 𝑥𝑛2 < .
2 𝑛−1
It is obvious that 𝑥𝑛2 > 0. Applying Theorem 12, we obtain lim 𝑥𝑛2 = 0. Then lim 𝑥𝑛 = 0 and
𝑛→∞ 𝑛→∞
𝑛
lim √𝑛 = 1.
𝑛→∞

4. Subsequence of given sequence

Let us consider a sequence {𝑎𝑛 } = {𝑎1 , 𝑎2 , 𝑎3 , … } and an increasing sequence {𝑛𝑘 } =


{𝑛1 , 𝑛2 , 𝑛3 , … } whose elements are natural numbers. Let us create a sequence

{𝑎𝑛𝑘 } = {𝑎𝑛1 , 𝑎𝑛2 , 𝑎𝑛3 , … }.

This sequence is called a subsequence of the sequence {𝑎𝑛 } corresponding to the sequence of its in-
dices {𝑛𝑘 }.

Example. Subsequence {𝑎2𝑘 } consists of the terms with even indices.

Theorem 13. If the sequence {𝑎𝑛 } converges to the limit g then every its subsequence is also conver-
gent to the same limit g. If the sequence {𝑎𝑛 } is divergent to +∞ (or to −∞) then every its subse-
quence is also divergent to +∞ (or to −∞).

Theorem 14. (statement of Bolzano-Weierstrass)


Every bounded sequence contains a convergent subsequence.
If all its convergent subsequences have the same limit g then the sequence also converges to the limit
g.

8
Theorem 15. (Cauchy’s necessary and sufficient condition of sequence convergence)
A necessary and sufficient condition of the sequence {𝑎𝑛 } convergence is that for any positive 𝜀 there
exists such number 𝑛0 that for 𝑛 > 𝑛0 and 𝑚 > 𝑛0 a difference of two terms 𝑎𝑛 and 𝑎𝑚 is less than
𝜀 or

⋀ ⋁ ⋀ |𝑎𝑚 − 𝑎𝑛 | < 𝜀 .
𝜀>0 𝑛0 ∈𝑵 𝑛>𝑛0
𝑚>𝑛0

Formula above is known as the Cauchy condition.

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