Lecture - 10 (23)

Monotone Sequences
Definitions: Let ( x n ) be a sequence of real numbers. Then

(a) ( x n ) is said to be increasing or monotone increasing if

x1  x 2  . . .  x n  x n + 1  . . .

i.e ; xn  xn +1 , for n  .

(b) ( x n ) is said to be decreasing or monotone decreasing if

x1  x 2  . . .  x n  x n + 1  . . .

i.e ; xn  xn +1 , for n  .

(c) ( x n ) is said to be monotone if it is either monotone increasing or monotone

decreasing.

Remarks: (1) The sequence ( x n ) such that x1  x 2  . . .  x n  x n + 1  . . .

or xn  xn +1 , for n  is sometime called a strictly increasing sequence.

(2) The sequence ( x n ) such that x1  x 2  . . .  x n  x n + 1  . . .

or xn  xn +1 , for n  is sometime called a strictly decreasing sequence.

(3) ( x n ) is said to be strictly monotone if it is either strictly increasing or strictly

decreasing.

(4) The relation x n  x n + 1 , for n  can also be express in others alternative forms as

xn  xn + 1  xn − xn + 1  0  xn +1 − xn  0 , for all n OR

If all terms x n are positive,

xn  xn +1  xn / xn +1  1  xn +1 / xn  1 , for all n 

Similar equivalent expressions can be derived for relation x n  x n + 1 , for n  .

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(5) The constant sequence ( b ) = ( b , b , . . . ) is both monotone increasing and monotone

decreasing.

(6) If ( x n ) be an increasing sequence, then xn  xn +1 , for n . Then ( − x n )

will always be a decreasing sequence as x n  x n + 1  − x n  − x n + 1 , for n .

(7) If all terms x n are positive, then ( 1/ x n ) will always be a decreasing sequence as

xn  xn +1  1/ x n  1/ x n + 1 , for n  .

Similar statements can be viewed for a decreasing sequence.

• Examples : ( Increasing or Monotone increasing Sequences )

(i) ( 1 , 2 , 2 , 3 , 3 , 3 , 4 , . . . ) as 1  2 = 2  3 = 3 = 3  4 ...

(ii) ( n ) = (1 , 2 , 3 , . . . ) as x n + 1 − x n = ( n + 1) − n = 1  0 .

(iii) ( 2 n ) = ( 2 , 2 2 , 2 3 , . . . ) as xn + 1 / x n = 2 n + 1 / 2 n = 2  1 .

• Examples : ( Decreasing or Monotone decreasing Sequences )

(i) ( −1, − 2, − 2 , − 3, − 3, − 3, − 4 , . . . ) as −1  − 2 = − 2  − 3 = − 3 = − 3  − 4 . . .

(ii) ( − n ) = ( − 1 , − 2 , − 3 , . . . ) as x n + 1 − x n = − ( n + 1) − ( − n ) = − 1  0 .

(iii) ( 1/ 2 n ) = ( 1/ 2 , 1/ 2 2 , 1/ 2 3 , . . . ) as xn + 1 / x n = 2 n / 2 n + 1 = 1/ 2  1 .

• Examples : ( Sequences that are not Monotone )

The sequences (i) ( 1,0 , 1/2 , 0 , 1/3 , 0 , ... ) ,

(ii) ( 2 , 3 , 2 , 3 , . . . )

(iii) ( ( − 1) n ) = ( − 1 , 1 , − 1 , 1 , . . .) ,

(iv) ( ( −1) n n ) = ( − 1, 2 , − 3 , 4 , . . . )

are not monotone.

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Monotone Convergence Theorem: Let ( x n ) be a monotone sequence of real numbers. Then

( x n ) is convergent if and only if ( x n ) is bounded.

More precisely, (a) If ( x n ) is an increasing sequence that is bounded above, then

lim ( x n ): = sup { x n : n  } .

(b) If ( x n ) is an decreasing sequence that is bounded below, then

lim ( x n ): = inf { x n : n  } .

Proof: (  ) Suppose ( x n ) is convergent, then ( x n ) is bounded by Theorem “Every

convergent sequence is bounded “.

(  ) Conversely suppose that ( x n ) is bounded. Since ( x n ) is monotone so it will be either

increasing or decreasing.

(a) Let ( x n ) be a bounded increasing sequence . So the set { x n : n } will be bounded

above. By Completeness Property of , the supremum x = sup { x n : n } exists in .

Then x n  x , for all n . We will show that lim ( x n ) = x .

For this let   0 . Then by  – Criterion for Supremum, x  −  will not be an upper

bound of the set { x n : n } and hence there exists an element x k  { x n : n  } such that!

x −   x k . But ( x n ) is an increasing sequence , therefore x n  x k , for all n  k .

Thus x −   x k  xn  x  x +  , for all n  k .

 x −   xn  x +  , for all n  k

 x n − x   , for all n  k .

Since   0 is arbitrary, we conclude that lim ( x n ) = x = sup { x n : n } .

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(b) Let ( x n ) be a bounded decreasing sequence. Then ( − x n ) will be a bounded increasing

sequence. Now it was shown in part (a) that lim ( − x n ) = sup { − x n : n  } .

 − lim ( x n ) = − inf { x n : n } .

Hence lim ( x n ) = inf { x n : n  } .

Applications of Monotone Convergence Theorem

• Convergence of Inductive Sequences :

(1) Let ( x n ) be a sequence defined inductively by x1 = 1 , x n + 1 = x n + 2 , for all

n  1 . Establish the convergence of the sequence ( x n ) and find out its limit.

Solution: We will use Monotone convergence Theorem to show that ( x n ) is a convergent

sequence . For this we will show ( x n ) is a monotone and bounded sequence .

(i) ( x n ) is Monotone

We prove by Mathematical Induction that “ ( x n ) is an increasing sequence ”

For n = 1 , we have x 2 = x1 + 2 = 3 1  x1  x 2 , which is true .

Suppose the statement is true for n = k i.e; xk  xk +1

Then xk + 2  xk +1 + 2  xk + 2  xk + 1 + 2

 xk +1  xk + 2

Which is true for n = k +1 .

So the induction is complete and hence ( x n ) is increasing for all n1 .

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(ii) ( x n ) is bounded

As ( x n ) is an increasing , therefore it is sufficient to show that “ ( x n ) is bounded above ”.

For this we prove by Mathematical Induction that x n  3 ,  n  .

For n = 1 , x 1 = 1  3 , which is true .

Suppose the statement is true for n = k i.e; xk  3

Then xk + 2  5  xk + 2  5  xk +1  3

Which is true for n = k +1 .

So the induction is complete and hence ( x n ) is bounded above by ‘3’.

Hence by “ Monotone Convergence Theorem ” , ( x n ) is a convergent sequence .

(iii) Limit of Sequence

If we consider the sequence ( x n ) is convergent and lim ( x n ) = L , then by the

convergence of Tail of Sequence , 1- Tail sequence ( x n + 1 ) converges to same limit ‘ L ’.

Therefore applying n →  we get

L = L + 2  L2 = L + 2  L = 2 , −1 .

Since x n  0 ,  n , thus lim ( x n )  0 . So L = 2 .

(2) Consider ( x n ) defined inductively by x1 = 8 , x n + 1 = 1/ 2 x n + 3 , for all n  1 .

Solution : We will use Monotone convergence Theorem to show that ( x n ) is a convergent

sequence . For this we will show ( x n ) is a monotone and bounded sequence .

(i) ( x n ) is Monotone
We prove by Mathematical Induction that “ ( x n ) is a decreasing sequence ” .
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For n = 1 , we have x 2 = 1/ 2 x1 + 3 = 7  8  x 2  x1 , which is true .

Suppose the statement is true for n = k i.e; xk  xk +1

Then 1/ 2 x k  1/ 2 x k + 1  1/ 2 x k + 3  1/ 2 x k + 1 + 3

 xk +1  xk + 2

Which is true for n = k +1 .

Hence the induction is complete and ( x n ) is increasing for all n  1 .

(ii) ( x n ) is bounded

As ( x n ) is decreasing , therefore it is sufficient to show that “ ( x n ) is bounded below ”.

For this we prove by Mathematical Induction that x n  5 ,  n  .

For n = 1 , x 1 = 8  5 , which is true .

Suppose the statement is true for n = k i.e; xk  5

Then 1/ 2 x k  5 / 2  1/ 2 x k + 3  5/ 2 + 3  5

 xk +1  5

Which is true for n = k +1 .

So the induction is complete and hence ( x n ) is bounded below by ‘5’.

Hence by “ Monotone Convergence Theorem ” , ( x n ) is a convergent sequence .

(iii) Limit of Sequence

If we consider the sequence ( x n ) is convergent and lim ( x n ) = L , then by the

convergence of Tail of Sequence , 1- Tail sequence ( x n + 1 ) converges to same limit ‘ L ’.

Therefore applying n →  we get L = 1/ 2 L + 3  L = 6.

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• Euler’s Number

We conclude this section by introducing a sequence that converges to one of the most

important “ transcendental ” numbers, that is ‘ e ’.

The sequence e n : = ( 1 + 1/ n ) , n
n
is bounded above and monotone increasing ,

therefore it is convergent and lim ( e n ) = e .

Solution : Left for reader. ( Assignment )

 Exercises (30)

(1) Which of the following sequences are monotone increasing or monotone decreasing ?

 (−1)n   1
(i)   (ii) n −  (iii) ( Sin n  )
 n   n

 n   1 1    
(iv)  n (v)  −  (vi)  Cos 
2   n n +1   2n 

(2) Let a  0 . We construct a sequence ( x n ) inductively defined by

1  a 
x1  0 be arbitrary , x n + 1 : =  x n +  , for n  .
2  x n 

Show that ( x n ) is monotone decreasing and bounded below. Find its limit .

(3) Let ( x n ) is a sequence inductively defined by

x1 = 1 be arbitrary , x n + 1 : =
1
4
( 2 x n + 3 ) , for n  .

Show that ( x n ) is monotone increasing and bounded above . Find its limit .

(4) Let ( x n ) is a sequence inductively defined by

x n = 1/12 + 1/ 22 + 1/ 32 + . . . + 1/ n2 , for n  .

Show that ( x n ) is monotone increasing and bounded above . Find its limit .

[ Hint : Note that if k  2 , then 1/ k 2  1/ k ( k − 1) = 1/ ( k − 1) − 1/ k ]

(5) Let a  0 . Prove that the sequence a , a + a , a + a + a , ...

converges and find its limit.

(6) Establish the convergence and find the limits of the following sequences

 1 
n

(i) ( (1 + 1/ n ) n +1
) (ii) ( (1 + 1/ n ) 2n
) (iii) ( (1 − 1/ n ) n
) (iv)   1 +  
 n +1 
 