Topic 1

Bounds

Definition 1.1 (Upper Bounds) Let E ⊂ R be a set of real numbers.A

number M is said to be an upper bound for E if x ≤ M for all x ∈ E .
Definition 1.2 (Lower Bounds) Let E ⊂ R be a set of real numbers.A
number m is said to be a lower bound for E if m ≤ x for all x ∈ E .

Definition 1.3 (Maximum) Let E ⊂ R be a set of real numbers. If there is a

number M that belongs to E and is larger than every other member of E ,
then M is called the maximum of the set E and we write M =maxE .
Definition 1.4 (Minimum) Let E ⊂ R be a set of real numbers. If there is a
number m that belongs to E and is smaller than every other member of E ,
then m is called the minimum of the set E and we write m=minE.

Example 1.5 The interval [ 0,1 ] = { x : 0≤ x ≤ 1 }

has a maximum and a minimum. The maximum is 1 and 1 is also an upper
bound for the set.( If a set has a maximum, then that number must certainly
be an upper bound for the set.) Any number larger than 1 is also an upper
bound.The number 0 is the minimum and also a lower bound. _
Example 1.6 The interval ( 0,1 )= { x :0< x <1 }
has no maximum and no minimum. At first glance some novices insist that
the maximum should be 1 and the minimum 0 as before. But look at the
definition. The maximum must be both an upper bound and also a member
of the set. Here 1 and 0 are upper and lower bounds, respectively, but do
not belong to the set. _
Example 1.7 The set IN of natural numbers has a minimum but no maximum
and no upper bounds at all.W e would say that it is bounded below
but not bounded above .

Definition 1.9 (Least Upper Bound/Supremum) Let E be a set of

¿
real numbers that is bounded above and nonempty. If M is the least of all
¿
the upper bounds, then M is said to be the least upper bound of E or the
supremum of E and we write M ¿ =supE .

Definition 1.10(Greatest Lower Bound/Infimum) Let E be a set

¿
of real numbers that is bounded below and nonempty. If m is the greatest
¿
of all the lower bounds of E , then m is said to be the greatest lower bound
¿
of E or the infimum of E and we write m =infE .
To complete the definition of infE and supE it is most convenient to be
able write this expression even for E=∅ or for unbounded sets. Thus we
write
1.inf ∅=∞ and ¿ ∅=−∞.
2.If E is unbounded above, then supE=+ ∞.
3.If E is unbounded below, then infE=−∞ .

Lemma. Let A be a set of real numbers. A real number M ¿(m ¿ ¿ is the supremum
¿ ¿
(infimum) of A if and only if a ≤ M (a ≥ m ) for all a ∈ A and for every positive number ε there is
¿ ¿
an element a ε ∈ A such that M −ε <a ε ( m + ε >a ε ¿.

Sequences
 Definition1. A Sequence of real numbers is a function defined on the set N= { 1,2,3, … }
of natural numbers whose range is contained in the set R of real numbers. By a sequence of real
numbers we mean a function f : IN → R. We shall denote the value of f at n by
a n=f ( n ) , n ∈ N or { a n } or { a n }n=∞
n=1
.
1
Sequence Examples . 1. a n= ; 2. an =n ; 3.e n= 1+
n n ( )
1 n
;

4.The Fibonacci sequence: is given by the inductive definition

f 1=1 , f 2=1 , f n =f n−1 + f n−2 ,n ≥ 3
The limit of a sequence.
Definition. Let {an} be a sequence of real numbers. A real number a is
said to be a limit of {an} if for every ε > 0 there exists a natural number N ( ε) such
that for all n> N (ε ), the terms a n belong to the ε −¿neighborhood N ε ( a )=(a−ε , a+ε )
of a and we write
lim an =a
n→∞

or a n → a as n → ∞ ( the values a n approach the number a as n → ∞ ).

Or by use
∀ ε >0 , ∃ N ¿), ∀ n> N (ε ), |an−a|<ε .
If a is a limit of the sequence, we also say that {an } converges to a or has a
limit a .If a sequence has a limit , we say that the sequence is convergent, if it has
no limit ,we say that the sequence is divergent.

It is clear that

|an−a|<ε ⟺−ε < an−a <ε ⟺ a−ε < an <a+ ε ⟺ a n ∈ N ε ( a ) ,

n> N (ε ) .

If for arbitrary positive number ε > 0 ( however large) there is a positive number
N ( ε) such that the inequality |an|>ε holds for all n> N (ε ¿ , we say that the
sequence {a n } is infinitely large.

lim a n=∞ ⇔ ∀ ε >0 ∃ N >0 ∀ n> N : |a n|> ε

Hence, n→∞

Similarly, the definition of the limit of the sequence is paraphrased for the
any case when this limit is infinite with a definite sign.

Definition. A sequence { a n } is said to be infinitely large if

lim a n =+∞ ⇔∀ ε >0 ∃ N >0 ∀ n> N : an > ε

n→∞
 lim a n=−∞⇔ ∀ ε > 0 ∃N > 0 ∀ n> N : an <−ε
n→∞

lim a n =+∞ lim a n=−∞ lim a n=∞

Obviously, if n→∞ or n→∞ , then n→∞ .

Examples of infinitely large sequences are

an =n , a n=−n , an =n 2 , a n=(−1 )n⋅n , an =2 n+1 , an =(−2 n )2n ,

2n−1 n
an=(−(2 n−1 )) ; an =(−n ) .

Moreover, it is clear that

lim n =+ ∞ , lim (−2 n)2 n =+∞

n→∞ n→∞
lim (−n )=−∞ , lim (−(2 n−1)2 n−1 =−∞
n→∞ n→∞
lim n2 =+ ∞ , lim (−n )n =∞
n→∞ n→∞
n
lim (−1) ⋅n=∞
n→∞

Infinitesimals

Definition. A sequence α n tending to zero as n→ ∞ is called an infinitesimal.

1
lim α n =0 an =
{ α n } is an infinitesimal ⇔ n→∞ . Examples of infinitesimals are n ,

().
n
(−1)n 1
an = 2 a n =
1 1 a= 1
an = an = n
n , n , √n , n! , 2

Now we introduce a relation of equality between sequences and operations on

them.

Definition. 1.{xn}={yn} ⇔ x n= y n ∀ n ∈ N ;

2. {x n }±{y n }={x n ± y n } ; 3. {x n }⋅{ y n }={x n⋅y n } ;4.

{ }
{xn } x n
=
{ y n} y n
, ( y n≠0 , ∀ n );

5. λ {x n }={λxn } , ∀ n ∈ N .
 Theorem. A sum, a difference and a product of two infinitesimals is again an
infinitesimal.

In other words, if { α n } and { β n } are infinitesimals then {α n + β n }, {α n −β n } and

{α n⋅β n } are also infinitesimals.

Theorem. The product of a bounded sequence by an infinitesimal is an

infinitesimal. { x n } is bounded and { α n } is an infinitesimal then {αn x n } is a

infinitesimal.

sin n
{ }
Example. Let us consider the sequence n which can be written as

sin n 1
=sin n⋅
n n

1
x =sin n α n=
It is clear that n is bounded since −1≤sin n≤1 , and n is an

sin n
α n x n=
infinitesimal. Therefore the product n is an infinitesimal.

The theorems below are important for applications.

Direct theorem. If a sequence has a finite limit it is representable as a sum of

a constant, equal to that limit, and an infinitesimal.

lim x n =a ⇒ x n =a+ α n lim α n =0

n→∞ , where n→∞ .

Reciprocal theorem. If a sequence is representable as a sum of a constant

and an infinitesimal the constant summand is the limit of the sequence.

lim α n =0 ⇒ lim x n =a
x n=a+α n , where n→∞ n→∞ .

Properties of limits
 lim x n =C
1. If x n=C , C - constant ∀n then n→∞ . This means that the limit of a constant
equals the constant.

2. If a sequence has a limit then this limit is unique, i.e., there no other limits of
the sequences.

3. If a sequence has a limit then it is bounded.

lim x n =a
Proof. Let {x n } be convergent and n→∞ . Take ε=1 . According to definition

there exist a number N such that the inequality |x n −a|<1 holds for all n>N . Let
d=max {1 ,|x 1 −a|, ... ,|x N −a|}
. Then the inequality |x n −a|≤d holds for all n .

The last inequality can be written as

−d≤x n −a≤d

or a−d≤x n ≤a+d

denoting m=a−d and M=a+d we get

m≤x n ≤M for all n .

This means that {x n } is bounded.

4. The limit of a sum of sequences is equal to the sum of the limits of these
sequences.

lim ( x n + y n )=lim x n + lim y n

n→∞ n→∞ n→∞

lim x n =a , lim y n =b
Proof. Suppose { x n }and { y n } are convergent and n→∞ n→∞

According to the theorem we can write

x n=a+α n and y n =b+ βn

where { α n }and {β n } are infinitesimals.

It follows that

x n + y n =a+ b+α n + β n or

lim γ n =0
x n + y n =a+ b+ γ n where γ n =α n + β n and n→∞ .

lim ( x n + y n )=a+ b=lim xn + lim y n

This means that n→∞ n →∞ n→∞ .

5. The limit of a difference of sequences is equal to the difference of the limits of

these sequences:

lim ( x n − y n )=lim xn −lim y n

n→∞ n→∞ n →∞ .

lim x n =a lim y n =b
Proof. Let {x n } and {y n } be convergent and n→∞ n →∞ .

Then we have x n=a+α n and y n =b+ β n , where { α n } and { β n } are infinitesimals.

It follows that

x n− y n =a−b+α n −β n lim γ n =0
or x n− y n =a−b+γ n , where γ n =α n− β n and n→∞ .

lim ( x n − y n )=a−b=lim x n −lim y n

Hence, n→∞ n→ ∞ n→ ∞ .

6. The limit of a product of sequences is equal to the product of the limits of these
sequences.

lim x n y n =lim x n ∙ lim y n .

n→∞ n →∞ n→∞

lim x n =a lim y n =b
Proof. Let { x n } and { y n } be convergent and n→∞ and n→∞

Then we can write

x n=a+α n and y n =b+ β n ,

where { α n } and { β n } are infinitesimals.

It follows that

x n y n =(a+α n )⋅( b+ β n )=ab+( α n b + β n a+ α n β n )=ab+ γ n ,

where γ n =α n b+ β n a+α n β n

lim γ n =0
According to the properties of infinitesimals it is clear that n→∞ . Hence

lim x n y n =a⋅b= lim x n⋅lim y n

n→∞ n→∞ n→ ∞ .

7. A constant factor may be taken outside the sign of the limit.

lim Cx n=C⋅lim x n
n→∞ n→ ∞ , where C is constant.

This property follows from properties 1 and 6 .

8. The limit of a ratio of sequences is equal to the ratio of the limits of these
sequences.

lim x n
xn n→ ∞
lim =
yn lim y n lim y n ≠0
( y n ≠0 and n→∞
n→∞
n→ ∞ )

lim x n =lim z n =a lim y n =a

9. Squeeze Theorem. If x n≤ y n ≤z n for all n and n→∞ n→∞ then n→∞ .

Proof. We have

lim x n =a ⇒ ∀ ε >0 ∃ N 1 ∀ n >N 1 : |x n −a|< ε

n→∞

lim z n =a ⇒ ∀ ε >0 ∃ N 2 ∀ n > N 2 : |z n −a|< ε

n→∞

Now putting N=max{N 1 , N 2 } we get

|x n −a|<ε and |z n −a|<ε for all n> N .

It follows that

a−ε < x n ≤ y n ≤z n < a+ε or a−ε < y n <a+ ε or |y n −a|<ε for all n> N .

Hence we get

∀ ε>0 ∃ N ∀ n >N : |y n−a|≤ε .

lim y n =a
By definition, this means n→∞ and we get what we had to prove.

10. Theorem

{
p p−1
a0 n +a1 n +...+ ak a0
lim q q−1 =¿ for p=q, ¿ {∞ , for p>q,¿¿¿¿
n→∞ b0 n +b1 n +.. .+bs b0

Monotone sequences

Definition. A sequence { x n } is said to be increasing if the inequality x n≤ xn+1 holds

for all n .

Examples of increasing sequences are

x n=n , x n =2n , x n= √n , x n =n2

Definition. A sequence { x n } is said to be decreasing if the inequality x n≥ xn+1 holds
for all n. Examples of decreasing sequences are

1 1 1
x n= , x n =−n , x n = n , x n =
n 3 √n

Definition. Increasing and decreasing sequences are called monotone.

Note. Not every sequence is monotone. For example, the sequences {(−1 ) } and
n

{(−1) 1n } are not monotone.

n

Theorem.(Weirstrass) A monotone and bounded sequence is convergent. This

theorem can be rephrased as follows.

Theorem. An increasing and bounded above sequence has a finite limit, i.e.

If 1 ¿ x n ≤ x n +1 ; 2 ¿ x n ≤ M <+ ∞ then ∃ nlim

→∞
xn ∈ R .

A decreasing and bounded below sequence has a finite limit, i.e.

If 1 ¿ x n ≥ x n +1 ; 2 ¿ x n ≥ m>−∞ then ∃ nlim

→∞
xn∈ R .

Number e

( )
n
1
x n= 1+ , n=1,2 ,,. ..
Consider the sequence n

We shall prove that { x n } is convergent.

By Newton’s binomial formula, we have

( )
x n= 1+
1 n
n
n 1 n( n−1) 1 n(n−1)(n−2) 1
=1+ ⋅ +
1! n 2!
⋅ 2+
n 3!
⋅ 3 +. . .+
n
n(n−1).. .(n−n+1) 1
n!
⋅ n=
n
1+1+
1
2!( ) ( )( )
1 1
1− +
n 3!
1 2
1− 1− +. . .+
n n
1
n!
1 2
1− 1− 1−
n n
n−1
n ( )( )( )
Replacing n by n+1 we obtain an analogous expression for x n+1 .

( )
n+1
1 n+1 1 (n+1 )⋅n 1 (n+1 )⋅n⋅(n−1) 1
x n+1 = 1+ =1+ ⋅ + ⋅ + ⋅ +.. .
n+1 1 ! n+1 2! (n+1) 3 !
2
(n+1)3
.. .+
(n+1)⋅n( n−1 ). ..(n+1−n ) 1
(n+1)!
⋅
(n+1)n+1
=1+1+
1
2!
1−
1
+
n+1 3 !
1
1−
1
n+1 (
1−
2
n+1
+. ..) ( )( )
.. .+
1
(n+1)!
1−
1
(
n+1
1−
2
)(
n+1
. .. 1−
n
n+1 ) ( )
Now, comparing these expressions for x n and x n+1 we conclude that the first two

terms in both sums coincide and that every subsequent term in x n is less than the

corresponding term in x n+1 since

k k
1− <1− , k=1,2 , .. . , n−1
n n+1

Therefore x n <x n+1 for any n, that is x n is an increasing sequence.

Let us show that it is bounded. It is clear that

1 1 1 11 1
2! 3! n! 2 2 2
11 1 1
22 2 2 ( 11 1
xn<1+1+ + +.. .+ <1+1+ + 2 +...+ n−1 <¿¿<1+1+ + 2 +.. .+ n−1 + n +.. .<1+ 1+ + 2 +...+ n +...
22 2 )
The sum of the progression in the parentheses being equal to 2 we obtain x n <3 .

Thus, the increasing sequence { x n } is bounded above, hence according to the

above theorem, it possesses a finite limit.

Thus, we have proved the following theorem.

( ) possesses a limit as
n
1
x n= 1+
Theorem. The sequence n n→ ∞ .

This limit plays a very important role in mathematics and is traditionally denoted
by e.
Definition. The number e is the limit

( )
n
1
lim 1+ =e
n→∞ n .

The number e is irrational and therefore cannot be expressed by a finite decimal.

Its approximate value is

e=2,718281828459045 … . ≈ 2,72.

Sequences of nested sets. Cantor’s lemma.

We say that a sequence of intervals I n , n ∈ N , is nested if the following chain of

inclusions holds:

I 1 ⊇ I 2 ⊇ … ⊇ I n ⊇ I n 1 ⊇… .

Nested Intervals Property. If I n=[ a n , b n ] , n ∈ N , is a nested sequence of closed bounded

intervals, then there exists a number ξ ∈ R such that ξ ∈ I nfor all n ∈ N .

Proof.

Theorem. If I n=[ a n , b n ] , n ∈ N , is a nested sequence of closed, bounded intervals such that the
lengths b n−a n of I nsatisfy

inf { b n−a n :n ∈ N }=0 ,

then the number ξ contained in I nfor all n ∈ N is unique:

∃! ξ=¿ n=1 ¿ ∞ I n .

( 1n ) for n ∈ N , then this intervals is nested, but the intervals have no point
Example1. If I n= 0 ,

in common, because¿ n=1¿ ∞ I n=∅ .

Example2. The sequence of intervals I n=( n , ∞ ) , n∈ N , is nested but has no common point.

TEST
 3
lim √
3
n +2 n−1
1. n→∞ n+2

A) 7 B) 6 C)5 D)0 E)1

2
( √ n2+1+ n )
lim
2. n→∞ √3 n6 +1

A) 4 B) 5 C)6 D)7 E)8

1 1 1
1+ + +.. .+ n
2 4 2
lim
n→∞ 1 1 1
1+ + +. .. n
3. 3 9 3

5 4 C)2 D)1 1
A) 3 B) 3 E) 3

4.
lim
n→∞
( 1+2+3+. . .+n n
n−2
−
2 )

A) 2 B) -1 1 D)3 1
−
C) 2 E) 4

lim √
9 n2−5
5. n→∞ 6 n+11

1 1 1 1 1
A) 6 B) 5 C) 4 D) 3 E) 2

6.
lim
n→∞
( 1 n2
+
n n+3 )
A) ∞ B) 0 C)1 D)2 E)3

n−1
lim
7. n→∞ √ n +3
2

A) 5 B) 4 C)3 D)2 E)1

2
16 n −3 n+7
lim 2
8. n→∞ (2 n+1)

A) 3 B) 4 C)1 D)2 E)0

n
n−(−1 )
lim n
9. n→∞ n+(−1 )

A) 1 B) 2 C)3 D)4 E)5

lim √ n+1− √ n
10. n→∞

A) 0 B) 2 C)3 D)6 E)-1