# Convergence Theorems

Theorem : If {an }∞ is a monotonically non-decreasing sequence, 1 bounded above, then it converges. Proof : Since the sequence is monotonically non-decreasing, the set A ={an : n = 1, 2 . . .} is also bounded above and thus has a least upper bound. Let this be a. By deﬁnition an ≤ a ∀n and also for some > 0 and some n0 , there is a an0 such that an0 + > a. an + > an0 + > a > an . So Thus ∀ n > n0 ∀ n > n0 . |an − a| < Corollary : A monotonic non-decreasing sequence not bounded above diverges. This is because given M > 0 ∃ n 0 : a n0 > M Thus ∀ n > n0 an > an0 > M ⇒
n→∞

lim an → ∞

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Convergence Theorems

Consider a bounded sequence {an }∞ . n=1 Deﬁne bn = sup{ak : k ≥ n}. So, by deﬁnition {bn }∞ is a n=1 non-increasing sequence bounded below (WHY ?), so it converges
n→∞

lim bn = lim sup an = limn an

Similarly, if cn = inf{ak : k ≥ n}. Then {cn }∞ is a non-decreasing n=1 sequence bounded above, so it converges
n→∞

lim cn = lim inf an = limn an

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Convergence Theorems

as bq

aqbp M1 M2 M3 M4

Note that since bp is a supremum, ∃ aq−1 ∈ bp − ε. Then if q − 1 > p then, bq < bp since bq is the supremum of the sequence which does not contain aq−1 . This sequence has bp only as an upper bound. Its supremum must be bq < bp , such that there is a as ∈ bq − ε for s > q.
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Convergence Theorems
Theorem For a sequence of real numbers {an }∞ n−1 (i) limn an ≤ limn an (ii) If the sequence is convergent, then limn an ≡ = limn an ≡ L and conversely. Proof : The ﬁrst part is easy, as all lower bounds are ≤ all upper bounds. (i) If = L, then given > 0 ∃ n1 , n2 such that ∀ n > n1 ∀ n > n2 − < an < + or the

− < sup ak < +
k≥n

− < inf ak < +
k≥n

Thus if n0 = max{n1 , n2 }, then ∀ n > n0 sequence converges.

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Convergence Theorems
(ii) Conversely, if the sequence converges, then given > 0 ∃ n0 such that ∀ n > n0 a − < an < a + . ∀n > n0 . This supk≥n ak ≤ a + and inf k≥n ak ≥ a − That is a − ≤ < L ≤ a + . This is true for every , so : = L = a.

Cauchy Sequence : A sequence (an )∞ is called a Cauchy sequence, n=1 if ∀ ε > 0 ∃ a n0 such that |am − an | < ε ∀ m, n > n0 .

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Convergence Theorems
Theorem : Every Cauchy sequence is bounded and convergent Since ∀ ε > 0 ∃ a n0 such that |am − an | < ε ∀ m, n > n0 , choosing m = n0 + 1 we get : |an0 +1 − an | < ε ∀n > n0 . Thus : an0 +1 − < an < an0 +1 +

Choose M =max{a1 , a2 . . . an0 , an0 +1 + } and m = min{a1 , a2 . . . an0 , an0 +1 − }, then m ≤ an ≤ M ∀n ≥ 1

Let liman = L and liman = , since the Cauchy sequence is bounded −∞ < ≤ L < ∞. But as we have already shown an0 +1 − < an < an0 +1 + . This implies : an0 +1 − ≤ ≤ L ≤ an0 +1 + or |L − | < 2 ⇒ = L = limn→∞ an

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Convergence Theorems
Theorem : If (an )∞ and (bn )∞ are two sequences then : n=1 n−1 If lim bn = then ≤ an ≤ bn ⇒ lim an =

an ≤ bn ⇒ lim an ≤ lim bn and lim an ≤ lim bn lim (an + bn ) ≥ lim an + lim bn lim (an + bn ) ≤ lim an + lim bn If both the sequences are convergent then : lim (an ± bn ) = lim an ± lim bn lim(an · bn ) = lim an · lim bn lim (an /bn ) = lim an / lim bn if lim bn = 0

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Examples
Take the sequence (an = (1 + 1/n)n )∞ . n=1 „ 1 1+ n «n

an

= = =

1 n(n − 1)(n − 2) 1 1 n(n − 1) 1 + · 2 + · 3 ... n n 2! n 3! n n (1 − 1/n)(1 − 2/n) (1 − 1/n)(1 − 2/n) . . . [1 − (n − 1)/n] 1 − 1/n + ... 1+1+ 2! 3! n! 1+n· 1+1+ [1 − 1/(n + 1)][1 − 2/(n + 1)] [1 − 1/(n + 1)] + ... 2! 3! [1 − 1/(n + 1)] . . . [1 − 1/(n + 1)][1 − 2/(n + 1)] . . . [1 − (n − 1)/(n + 1)] + ... n! (n + 1)!

an+1

=

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Examples - Con’d
So comparing term by term an < an+1 . It is a monotonically increasing sequence. Again, an < 1 + 1 + (1/2!) + (1/3!) . . . (1/n!) < 1 + 1 + 1/2 + 1/4 + . . . 1/2n−1

2 < an < 3 + 1/2n−1 < 3 As a monotonic increasing sequence bounded above, it converges. «n „ 1 lim 1 + = e n→∞ n

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Examples - Con’d
Take the sequence (an = 1 + 1/2 + 1/3 + . . . 1/n)∞ . n=1 Suppose it converges. Then by Cauchy criterion, Given > 0, ∃ m : ∀n ≥ m, p ≥ 0 : ˛ ˛ ˛ 1 1 ˛ ˛< = 1 ˛ +...+ |an+p − an | = ˛ n+1 n + p˛ 4 1 1 1 + ... + < m+1 m+p 4 Take p=m 1 m 1 1 +...+ > = m+1 m+m m+m 2 This is impossible. So the sequence diverges

Take n=m, then ∀ p > 0

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