Review: Sequences and Series

Course Title: Real Analysis 2 Course Code: MTH322

Course instructor: Dr. Atiq ur Rehman Class: BSM-VI
Course URL: www.mathcity.org/atiq/fa21-mth322

A sequence (of real numbers, of sets, of functions, of anything) is simply a list.

There is a first element in the list, a second element, a third element, and so on
continuing in an order forever. In mathematics a finite list is not called a
sequence (some authors considered it finite sequence); a sequence must
continue without interruption. Formally it is defined as follows:

Sequence
A sequence is a function whose domain of definition is the set of natural
numbers.
Notation:
An infinite sequence is denoted as

{sn } or sn : n  or s1, s2 , s3 ,... or simply as sn or by (sn ) .
n=1

The values sn are called the terms or the elements of the sequence sn  .
e.g. i) n = 1,2,3,  .
1   1 1 
ii)   = 1, , ,  .
n  2 3 
iii) (−1)n+1 = 1, −1,1, −1, .
iv) 2,3,5,7,11,... , a sequence of positive prime numbers.
Subsequence
It is a sequence whose terms are contained in given sequence.
A subsequence of {sn } is usually written as {snk } .

Increasing Sequence
A sequence sn  is said to be an increasing sequence if
sn+1  sn  n  1 .
Decreasing Sequence
A sequence sn  is said to be an decreasing sequence if
sn+1  sn  n  1 .
Monotonic Sequence
A sequence sn  is said to be monotonic sequence if it is either increasing
or decreasing.
 Review: Sequences and Series -2-

Examples:
➢ n = {1,2,3,...} is an increasing sequence.
1 
➢   is a decreasing sequence.
n
➢ cos n  = {−1,1, −1,1,...} is neither increasing nor decreasing.

Bounded Sequence
A sequence is said to be bounded if its range is a bounded set.
Definition
A sequence sn  is said to be bounded if there is a number  so that
sn    n  .

Examples
 (−1) n 
a)  n  
u =  is a bounded sequence
 n 
b) vn  = sin nx is also bounded sequence. Its supremum is 1 and infimum
is −1.
c) The geometric sequence ar n−1 , r  1 is an unbounded above sequence.
It is bounded below by a.
d) exp(n) is an unbounded sequence.

Definition
A sequence sn  of real numbers is said to convergent to limit ‘s’ as
n →  , if for every real number   0 , there exists a positive integer n0 ,
depending on  , such that
sn − s   whenever n  n0 .
A sequence that converges is said to be convergent. A sequence that fails to
converge is said to divergent. If sn  converges to s , then we write lim sn = s
n→
or lim sn = s .
 Review: Sequences and Series -3-

Theorem
A convergent sequence of real number has one and only one limit (i.e.
limit of the sequence is unique.)

Theorem (Sandwich Theorem or Squeeze Theorem)

Suppose that sn  and tn  be two convergent sequences such that
lim sn = lim tn = s . If sn  un  tn  n  n0 , then the sequence un  also
n→ n→
converges to s.
Cauchy Sequence
A sequence sn  of real number is said to be a Cauchy sequence if for
given number   0 , there exists a positive integer n0 ( ) such that
sn − sm    m, n  n0
Theorem
A Cauchy sequence of real numbers is bounded.
Theorem
Let a sequence sn  be a bounded sequence.
(i) If sn  is monotonically increasing then it converges to its supremum.
(ii) If sn  is monotonically decreasing then it converges to its infimum.
Remark:
Let sn  be a sequence and lim sn = s . Then lim sn+1 = s .
n→ n→

Theorem
Every Cauchy sequence of real numbers has a convergent subsequence.
Theorem (Cauchy’s General Principle for Convergence)
A sequence of real number is convergent if and only if it is a Cauchy
sequence.

Limit Inferior of the sequence

Suppose sn  is bounded below then we define limit inferior of sn  as
follow
liminf sn = lim un , where un = inf sk : k  n .
n→ n→

If sn is not bounded below then

liminf sn = − .
n→
 Review: Sequences and Series -4-

Limit Superior of the sequence

Suppose sn  is bounded above then we define limit superior of sn  as
follow
limsup sn = lim vn , where vn = supsk : k  n
n→ n→

If sn is not bounded above then we have

limsup sn = +  .
n→

Theorem
If sn  is a convergent sequence, then
lim sn = lim ( inf sn ) = lim ( sup sn ) .
n→ n→ n→

Infinite Series

Given a sequence an  , we use the notation a
i =1
n or simply a
n to

denotes the sum a1 + a2 + a3 + and called a infinite series or just series.

n
The numbers sn =  ak are called the partial sum of the series.
k =1

If the sequence sn  converges to s, we say that the series converges and write


a
n =1
n = s , the number s is called the sum of the series but it should be clearly

understood that the ‘s’ is the limit of the sequence of sums and is not obtained
simply by addition.
If the sequence sn  diverges then the series is said to be diverge.
Note:
The behaviors of the series remain unchanged by addition or deletion of the
certain terms
Theorem

If a
n =1
n converges then lim an = 0 .
n→


1
Note: The converse of the above theorem is false. For example, the series 
n =1 n
is divergent, although lim an = 0 .
n→

This implies that if lim an  0 , then

n→
a n is divergent (It is known as basic
divergent test).
 Review: Sequences and Series -5-

Theorem (Cauchy Criterion for Convergence of Infinite Series)

A series  an is convergent if and only if for any real number   0 , there
exists a positive integer n0 such that
n

a
i = m +1
i   n  m  n0 .

Above theorem can be stated as A series  an is convergent if and only if for

any real number   0 , there exists a positive integer n0 such that
an+1 + an+2 + ... + an+ p   such that n  n0 , p  1 .

Theorem (Comparison Test)

Suppose  an and  bn are infinite series such that an  0 , bn  0  n .
Also suppose that for a fixed positive number  and positive integer k ,
an   bn  n  k .
(i) If  bn is convergent, then  an is convergent.
(ii) If a
n is divergent, then b n is divergent.

Example
1
The series  n is convergent if   1 and diverges if   1 .

Theorem
an
Let an  0 , bn  0 and lim
n→ b
=   0 then the series a n and b n behave
n
alike.

Theorem (Cauchy Condensation Test)

Let an  0 , an  an+1  n  1. Then the series a
n and 2 n−1
a2n−1
converges or diverges together.
Alternating Series
A series in which successive terms have opposite signs is called an alternating
series.
(−1) n+1 1 1 1
e.g.  = 1 − + − + is an alternating series.
n 2 3 4
 Review: Sequences and Series -6-

Theorem (Alternating Series Test or Leibniz Test)

Let an  be a decreasing sequence of positive numbers such that lim an = 0 then
n→
the alternating series


 (−1)
n =1
n +1
an = a1 − a2 + a3 − a4 + converges.

Absolute Convergence
 an is said to converge absolutely if a n converges.

Theorem
An absolutely convergent series is convergent.
Note
The converse of the above theorem does not hold.
( −1) n+1 1
e.g.  is convergent but  is divergent.
n n

Theorem (Dirichlet test for infinite series)

Let  an  be positive term decreasing sequence such that lim an = 0 and sn  ,
n→

sn =  k =1 bk is bounded, then a
n
n bn is convergent.

Theorem (Abel’s test for infinite series)

If  an  is monotonic convergent sequence and b n is convergent then
a bn n is also convergent.

References:
1. W. Rudin, Principle of Mathematical Analysis, 3rd Edition, McGraw-Hill, Inc., 1976.
2. R.G. Bartle and D.R. Sherbert, Introduction to Real Analysis, 4th Edition, John Wiley & Sons,
Inc., 2011.
3. B.S. Thomson, J.B. Bruckner and A.M. Bruckner, Elementary Real Analysis, Prentice Hall
(Pearson), 2001. URL: http://www.classicalrealanalysis.com

A password protected “zip” archive of above two resources can be downloaded from the following
URL: http://bit.ly/2BViMnB