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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
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.
1
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→∞
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.
2
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?
if 𝑞 = 1, then lim 𝑎𝑛 = 1;
𝑛→∞
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).
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.
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→∞
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
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
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.
2𝑛2 + 𝑛 2 + 1/𝑛 2
lim 2
= lim 2
= .
𝑛→∞ 5𝑛 + 3 𝑛→∞ 5 + 3/𝑛 5
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
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 = 𝑛2 , 𝑏𝑛 = (−1)𝑛 /𝑛. Then 𝑎𝑛 ∙ 𝑏𝑛 = (−1)𝑛 ∙ 𝑛 and lim (𝑎𝑛 ∙ 𝑏𝑛 ) does not exist.
𝑛→∞
Example.
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.
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
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∞
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
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.
Theorem 9.
If the sequence {𝑎𝑛 } is increasing but is not bounded then it diverges to +∞.
6
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
Besides, if lim (𝑎𝑛 − 𝑏𝑛 ) = 0 then both sequences have the same limit 𝑎 = 𝑏.
𝑛→∞
sin 𝑛
Example. Prove that lim = 0.
𝑛→∞ 𝑛
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→∞
This sequence is called a subsequence of the sequence {𝑎𝑛 } corresponding to the sequence of its in-
dices {𝑛𝑘 }.
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 −∞).
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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