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Documento sobre convergencia de sucesiones que incluye Teoria y ejemplos resueltos

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Documento sobre convergencia de sucesiones que incluye Teoria y ejemplos resueltos

© All Rights Reserved

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Any real number is made accessible through its rational approximations, for

example, cutting off the decimals starting with (n + 1)th one. As n increases, these

approximations come closer to the given real number, a process that lies at the heart

of the subject of convergence. The study of many algorithms (such as the Babylonian

algorithm for extracting the square root) needs some theoretical considerations of

convergence and limits, which can be found in this chapter.

The notion of a sequence of real numbers is motivated by the various algorithms

that make available a certain object by its successive approximations in a class of

well-behaved objects. From this point of view, the main problem in connection with

a sequence is its behavior for large values of indices.

2.1.1 Definition A sequence (an )n0 is called convergent to the number (abbreviated, an ) if for each > 0, there is a natural number N such that for all n N ,

we have |an | < .

In other words, an means that for each > 0, there is an index N such that

for all n N , we have

< an < + .

The real number , which appears in the previous definition, if it exists, is unique.

In fact, if an and

an

, then for each > 0 there is an index N such that

|an | < /2 and an < /2 for all n N . This yields

| an | + an

< /2 + /2 =

Springer India 2014

A.D.R. Choudary and C.P. Niculescu, Real Analysis on Intervals,

DOI 10.1007/978-81-322-2148-7_2

39

40

inf { : > 0} = 0,

and thus = 0.

We call the number which appears in Definition 2.1.1 the limit of the sequence

(an )n and denote the convergence of (an )n to also by

lim an =

(read: the limit of an as n tends to infinity equals ). The precise meaning of the

phrase n tends to infinity is clarified at the end of Sect. 2.5, where we discuss the

sequences with infinite limits.

Intuitively, the convergence means that the terms an become arbitrarily close to

the limit for n sufficiently large.

The convergent sequences are the sequences (an )n for which there exists a real

number such that an .

The sequences that are not convergent are said to be divergent.

The theory of convergent sequences can be adapted mutatis mutandis to the case

of sequences indexed over sets of the form {n Z : n n 0 } .

Every constant sequence is convergent (precisely, to the common value of its

terms).

The sequence ( n1 )n1 is convergent to 0 since n1 0 < for all n 1 + 1.

More generally,

1

0 for all > 0.

n

The alternating sequence ((1)n )n is bounded and divergent.

The next result is an easy consequence of the definition of convergence.

2.1.2 Lemma If two sequences differ in a finite number of terms, then they have the

same status from the point of view of convergence (and the same limit when they are

convergent).

Actually, more is true. If we change, add, or remove a finite number of terms of

a sequence, then the resulting sequence has the same status.

2.1.3 Lemma Every subsequence of a convergent sequence is convergent to the

same limit.

Proof Suppose that an and (akn )n is a subsequence of (an )n . We need to show

that akn .

Let > 0. By our hypothesis, there exists an index N such

that for all n N , we

have |an | < . Since kn n for every n, it follows that akn < whenever

n N . Consequently, akn .

41

subsequence of it contains a subsequence that is convergent to .

Proof The necessity follows from Lemma 2.1.3. The sufficiency part can be argued

by reductio ad absurdum. If (an )n is not convergent to , then (by negating in

Definition 2.1.1) we infer that there exist > 0 and a subsequence (akn )n such

that

|akn | for all n N.

Or, in this case (akn )n has no subsequence convergent to , in contradiction with

our hypothesis. Consequently, an .

2.1.5 Lemma Every convergent sequence is bounded.

Proof Suppose that an . According to the definition of convergence, for = 1

there exists N such that

|an | < 1 for all n N ,

equivalently,

1 < an < + 1 for all n N .

Then

inf {a0 , a1 , . . . , a N , 1} < an < sup {a0 , a1 , . . . , a N , + 1}

for all n N, and thus the sequence (an )n is bounded.

show in Theorem 2.2.4, it always admits convergent subsequences.

2.1.6 Lemma If (an )n converges to , then (|an |)n converges to ||.

Proof This is an immediate consequence of the following inequality:

||an | ||| |an | .

(|an |)n , of its absolute values converges to 0.

An important issue of Lemma 2.1.6 is the possibility to reduce the theory of

convergent sequences to the case of positive sequences convergent to zero. In fact,

an

suitable sequence (bn )n such that

42

|an | bn 0.

We illustrate this idea in our discussion on the algebraic operations with convergent

sequences.

2.1.8 Theorem (a) Let (an )n and (bn )n be two convergent sequences such that

an and bn . Then:

(a) (an + bn )n converges to + .

(b) (an bn )n converges to .

Proof (a) Let > 0. Then, starting with an index N ,

|an | < /2 and bn < /2

and thus for every n N , we get

(an + bn ) ( + ) |an | + bn

< /2 + /2 = .

(b) According to Lemma 2.1.5, there exists a number A > 0 such that |an | A

for all n. Let > 0. The convergence of (an )n to and the convergence of (bn )n to

gives us a number N such that

|an | <

2| | + 1

2A

an bn an bn an + an = |an | bn + |an |

A bn + |an |

< /2 + /2 =

for every n N , that is, an bn .

2.1.10 Theorem If (an )n converges to and = 0, then an = 0 starting with some

integer N and

1

1

.

an

Proof By Lemma 2.1.6, |an | ||. According to the definition of convergence,

for = ||/2 there must exist N such that ||an | ||| < ||/2 for every n N .

Consequently, for n N we get

|an | ||

||

||

=

>0

2

2

and thus

43

1

1 = |an | 2 |an | ,

a

|an | ||

||2

n

From Lemma 2.1.6 and Theorem 2.1.8(a) we can infer easily the order properties of convergent sequences.

2.1.11 Theorem (Order properties of convergent sequences)

(a) If (an )n is a sequence of nonnegative numbers, convergent to , then is also

a nonnegative number.

(b) If (an )n converges to , (bn )n converges to and an bn for every n N,

then .

Notice that even if all terms of a convergent sequence are positive, the limit may

be zero.

2.1.12 The Squeeze Theorem Let (an )n , (bn )n , and (cn )n be three sequences such

that

an bn cn

for all n. If (an )n and (cn )n are convergent to the same limit , then (bn )n also is

convergent to .

Proof In fact, |bn | sup {|an |, |cn |} for all n N.

is also a sequence convergent to 0.

convergent

to 1.

In fact, n n = 1 + rn , where rn > 0. We show that rn 0. For, note that for all

n 2 we have

n

n 2

n n

n

+

rn + +

r

rn +

n = (1 + rn )n =

0

2

n n

1

n 2

n(n 1) 2

rn ,

>

rn =

2

2

so that 0 < rn2 < 2/(n 1), that is, 0 < rn < 2/(n 1). As ( 2/(n 1))n is

convergent to 0, we can apply Theorem 2.1.12 to conclude that rn 0 too.

2.1.14 Remark In connection with the notions of boundedness and convergence, we

may consider the following linear spaces:

44

F0 (N, R), the space of all sequences of real numbers, having only finitely many

nonzero terms;

c0 (N, R), the space of all sequences of real numbers convergent to 0;

c(N, R), the space of all convergent sequences of real numbers;

(N, R), the space of all bounded sequences of real numbers.

The linear operations are inherited from the space F(N, R) of all real-valued

sequences, and are defined by the formulas

(an )n + (bn )n = (an + bn )n

(an )n = (an )n .

According to Remark 1.2.9 and Lemma 2.1.6, each of these spaces is an example of

linear lattice of functions (defined on N) with respect to the ordering

(an )n (bn )n if and only if an bn for all n.

An important role in real analysis on intervals is played by positive sequences,

that is, by sequences (an )n such that an 0 for all indices n.

Exercises

1. Prove that a sequence of integer numbers is convergent if and only if it is eventually

constant (that is, constant from some index onward).

2. Suppose that (an )n is a sequence convergent to . Prove that (a (n) )n is also

convergent to ,whatever is : N N an injective

map.

1

1

1

.

3. Compute lim 2 + 2 + + 2

n

n +1

n +2

n +n

[Hint: See the formulas max {an , bn } = 21 (an + bn + |an bn |) and

min {an , bn } = 21 (an + bn |an bn |).]

5. Let (an )n be a strictly increasing sequence of positive numbers, in arithmetic

progression.

(b) Infer from the preceding result that

xn =

a1 a3

a2n1

<

a2 a4

a2n

n

n

a1

a2n+1

45

lim

1/n

c1 a1n + + c p a np

= max a1 , . . . , a p .

One of the best known criteria for convergence of sequences of real numbers is the

following:

2.2.1 Monotone Convergence Theorem Every increasing and bounded above

sequence of real numbers is convergent to its least upper bound.

Analogously, every decreasing and bounded below sequence is convergent to its

greatest lower bound.

Proof Let (an )n be a bounded above and increasing sequence, and let be its least

upper bound. We show that (an )n is convergent to .

Let > 0. By the definition of least upper bound we infer the existence of an

index N such that < a N . Since the sequence is increasing, it follows that

< a N an < +

for all n N , and the proof is done.

2.2.2 Examples (a) The convergence to 0 of the sequence ( n1 )n1 (for > 0) can be

seen as a consequence of the Monotone Convergence Theorem. In fact, this sequence

is decreasing and its infimum is 0.

(b) Let a R. The sequence (a n )n1 is convergent if a (1, 1] and divergent

if a (, 1] (1, ). Moreover,

an

0

1

if |a| < 1

if a = 1.

The case a = 1 is trivial. If |a| < 1, then the sequence of general term an = |a|n

is decreasing and bounded below by 0. Therefore, by the Monotone Convergence

Theorem it is convergent. Let be its limit. Since

an+1 = |a| an for all n

we get, by taking the limit on both sides, that = |a| , from which it follows

that = 0. An application of Corollary 2.1.7 concludes the proof in the case where

a (1, 1).

When a (, 1] (1, ), we have |an+1 an | = |a|n |a 1| |a 1|

for all n, and in this case the sequence (a n )n is divergent.

46

Convergence Theorem. If (an )n is such a sequence, we attach to it the sequence of

partial sums

S0 = a0 , S1 = a0 + a1 , S2 = a0 + a1 + a2 , . . .

which is increasing. We say that (an )n is summable, with sum S, if the sequence of

its partial sums converges to S. Usually, this is denoted by

a0 + a1 + a2 + = S or

an = S.

n=1

1 + q + q2 + =

1

.

1q

topic. Indeed, the fact that

a = dn . . . d0 .d1 d2 d3 . . .

= sup dn 10n + + dnk 10nk

k0

is equivalent to

a = lim

dn 10n + + dnk 10nk

We will come back to the problem of summing numerical sequences in Chap. 4.

As already noticed, every convergent sequence is bounded and there exist bounded

sequences that are not convergent. However, every bounded sequence has a convergent subsequence.

2.2.3 Lemma Every sequence has a monotone subsequence.

There are two possibilities:

Case 1. A is an infinite set of elements i 0 < i 1 < i 2 < . Then, according to

the definition of A, ai0 < ai1 < ai2 < .

Case 2. A is a finite set. Put i 0 = sup A + 1, if A is nonempty and i 0 = 0 if A is

/ A, there exists i 1 > i 0 such that ai0 ai1 . Also, i 1

/ A, so that

empty. Since i 0

there exists i 2 > i 1 such that ai1 ai2 and so on.

By the Monotone Convergence Theorem and Lemma 2.2.3 we infer:

47

subsequence.

2.2.5 Corollary If a bounded sequence does not converge to a number , then a

subsequence of it converges to a limit which is different from .

Proof This follows from Lemma 2.1.4 and Bolzano-Weierstrass Theorem.

Exercises

1. Consider the sequence (an )n1 defined by

an =

a+

a + + a,

n roots

where a > 0 is a parameter. Prove that the sequence is convergent and indicate

its limit.

2. (The Babylonian Algorithm for computing square roots).

(a) Prove that for every positive numbers a0 and a, the sequence (an )n defined

by

1

a

for n 0

an +

an+1 =

2

an

is convergent to a.

2

8

(b) Consider the particular case where a0 = 3 and a = 8. Show that an+1

2

2

< an 8 /32, and thus

0 < an2 8 < 3212

n2

for all n 1. Then infer that 0 <

an 8 < 10 1032 , for all n 1. Since

n2

n2

1

10 1032

< 2 10 32 2 , this shows that an provides an approximation

(c) Using a computer, one can easily see that the upper bound of an 8 indicated

at point (b) is pretty rough. Find a better upper bound.

3. (The continued fraction expansion of the golden ratio). Consider the sequence

1

1

,...,

a0 = 1, a1 = 1 + , a2 = 1 +

1

1 + 11

whose terms are related by the formula an+1 = 1 + a1n for n 0.

and bounded.

(a) Prove that both subsequences (a2n )n and (a2n+1 )n are monotone

1+ 5

(b) Infer that (an )n is convergent to the golden ratio = 2 .

48

, where (Fn )n is the

n

n

sequence of Fibonacci numbers.

The sequences associated to a function F : X X via the formula

x0 = a, xn+1 = F(xn ) for n 0

are usually called recurrent sequences. If X is an interval and F is an increasing function, then the associated recurrent sequences are monotone, while if F

is decreasing, the subsequences (x2n )n and (x2n+1 )n are monotone (of opposite monotonicity). See Appendix A for additional information on recurrent

sequences.

The next exercise is an example of recurrent sequence in R2 , presented with the

means of one real variable analysis:

4. (Gauss Arithmetic-Geometric Mean). Let a and b be two numbers such that

a b > 0. Prove that the sequences (xn )n and (yn )n defined by

x0 = a, y0 = b,

xn + yn

xn+1 =

, yn+1 = xn yn for n 0

2

are convergent and they have a common limit M(a, b). Follow the next steps:

(a) xn yn for all n.

(b) The sequence (xn )n is decreasing, while the sequence (yn )n is increasing.

Conclude from here that both are convergent.

(c) Take the limit of the recursive relation xn+1 = (xn + yn ) /2 to obtain that the

two sequences (xn )n and (yn )n have the same limit.

An application to integral calculus of Gauss Arithmetic-Geometric Mean makes

the objective of Exercise 13, Sect. 9.2.

5. Prove that every real number is the limit of a strictly increasing sequence of

rational numbers and of a strictly decreasing sequence of rational numbers;

a similar statement is true when rationals are replaced by irrationals.

6. Infer the Bolzano-Weierstrass Theorem from the Nested Intervals Lemma.

[Hint: If (an )n is included in [a, b] and c = (a + b)/2, then at least one of the

(1)

subintervals [a, c] and [c, b] contains a subsequence (an )n of (an )n . Then iterate

(n)

the argument and conclude that (an )n is convergent.]

Consider the sequences

1 n

an = 1 +

n

and bn = 1 +

1

1

+ +

1!

n!

indexed over n 1. We show that the two sequences above have a common limit,

usually denoted e.

49

Proof According to the AM-GM inequality,

1 n

n+1

1+

=

n

1 + n 1 + n1

1

1

1

n+1

=1+

,

1 +

<

1 1+

n

n

n+1

n+1

Proof In fact,

n

1

n

n

1 n

1

1

an = 1 +

2 + +

=1+

+

n

2

n

n

n

n

1

n

1 n (n 1) 1

n (n 1) (n 2) ...2 1 1

=1+n +

2 + +

n

n

2!

n

n!

n

1

1

= bn .

< 1 + + +

1!

n!

On the other hand,

1

1

1

1

1

+ +

=2+ +

+ +

1!

n!

2 23

2 3n

1

1

1

1

< 2 + + 2 + + n1 = 3 n1 < 3.

2 2

2

2

n

Lemmas 2.3.1 and 2.3.2 show that the sequence 1 + n1

verifies the

n

Monotone Convergence Theorem and thus it is convergent.

n

2.3.3 Definition The number e is defined as the limit of the sequence 1 + n1

.

n

The number e was introduced by Jacob Bernoulli in connection with a question on

compound interest. The notation e is due to Leonhard Euler, who actually revealed

its importance in mathematics.

The number e is used as the base of natural logarithms.

We show that e is also the limit of the sequence (bn )n above.

In fact, this sequence is strictly increasing and bounded above, so it also obeys

the Monotone Convergence Theorem. Let be its limit. By Lemma 2.3.2, we infer

that e. For N N arbitrary fixed and n N , we have

bn = 1 +

1

1

1

+

1

+ +

1! 2!

n

1

1

1

1

+ +

1+ +

1! 2!

n

an = 1 +

1

1

n1

1

1

n!

n

n

1

1

N 1

1

1

N!

n

n

50

fixed, this yields also e . Consequently, = e.

2.3.4 Lemma The inequality

1 n+1

1 n

<e < 1+

.

1+

n

n

holds for every n 1.

Proof

By the AM-G M inequality we infer easily that the inverse of the sequence

n+1

1 + n1

is strictly increasing (and thus the sequence itself is strictly decreasn

ing). Therefore,

1+

1

n

n+1

1 n+1

1+

= e.

n

n

> lim

n+

It was noticed by I. Schur that the sequence a (n) = 1 + n1

is decreasing

if [ 21 , ), and increasing for n N () if (, 1/2). See Exercise 5,

Sect. 8.2.

2.3.5 Remark The sequence (bn )n approaches e quite fast. In fact,

1

1

1

<

0 < e 1 + + +

1!

n!

n! n

(2.1)

1

1

1

+

+ +

e bn = lim

k (n + 1)!

(n + 2)!

(n + k)!

1

1

1

1

= lim

1+

+ +

+

k (n + 1)!

n + 2 (n + 2) (n + 3)

(n + 2) (n + k)

1

1

1

1

+

+

lim 1 +

+

n + 2 (n + 2)2

(n + 1)! k

(n + 2)k1

1

n+2

1

=

=

1

(n + 1)! 1 n+2

(n + 1)! (n + 1)

1

n (n + 2)

1

.

<

2

n! n (n + 1)

n! n

From the inequality (2.1) it follows that e is an irrational number. In fact, assuming

that e = p/q, with p, q N , we are led to

0<

1

1

1

p

1 + +

.

<

q

1!

q!

q!q

51

By multiplying both sides by q!, we infer that between 0 and 1/q would exist an

integer number, which is false. The number e is transcendent. Its value with ten exact

decimals is e = 2.7182818285 . . . .

Exercises

1. An immediate consequence of Lemma 2.3.4 is that

1

1

< log (n + 1) log n < .

n+1

n

Use this fact to prove that the sequence cn = 1 + 21 + + n1 log n is decreasing

and bounded (and thus it is convergent).

Remark The limit of this sequence, usually denoted , is known as Eulers constant; we have = 0.57721 . . . . The problem whether is rational or irrational

is still open!

2. (a) Infer from the previous exercise that

lim

1

1

+ +

n+1

2n

= log 2.

(b) Use induction (or a summation trick) to prove the BotezCatalan identity,

1

1

1

1

1

1

+ +

=

+ +

,

2

2n 1 2n

n+1

2n

lim

1 1

(1)n1

1 + +

2 3

n

= log 2.

1 n

1

1+

xn = 1 +

2n

n

is convergent to e. Use some values of n to see that this sequence gives by far

better approximations of e then both the sequences

1 n

an = 1 +

n

What is the reason behind this fact?

1 n+1

and bn = 1 +

.

n

52

The Bolzano-Weierstrass Theorem yields a very important theoretical criterion of

convergence, asserting the equivalence between the property of the terms of being

close to a certain point and that of being close to each other.

2.4.1 Definition A sequence (an )n of real numbers is called a Cauchy sequence (or

a fundamental sequence) if for every > 0, there exists an index N such that for

all m, n > N , we have |am an | < .

The following three results are immediate:

2.4.2 Lemma Every convergent sequence is a Cauchy sequence.

2.4.3 Lemma Every Cauchy sequence is bounded.

2.4.4 Lemma A Cauchy sequence that contains a convergent subsequence is convergent.

Proof Let (an )n be a Cauchy sequence with akn . We show that an .

Let > 0. Since (an )n is a Cauchy sequence, there exists an index N1 such

that for all m, n N1 , we have |am an | < /2.

Since akn , there exists

an index N2 such that for all n N2 , we have akn < /2. Then, for all

n N = max {N1 , N2 } , we get

|an | an akn + akn < /2 + /2 = ,

The three lemmas above can be combined to yield an important theoretical criterion of convergence.

2.4.5 Theorem (Cauchys Criterion) A sequence (an )n of real numbers is convergent if and only if it is a Cauchy sequence.

Proof If (an )n is a Cauchy sequence, then it is bounded (see Lemma 2.4.3) and

so, by Bolzano-Weierstrass Theorem, it has a convergent subsequence (akn )n . By

Lemma 2.4.4, the whole sequence (an )n must be convergent.

The converse is obvious and was stated as Lemma 2.4.2 above.

Exercises

1. Prove the convergence of the sequence given by the formula

an = N 0 +

Nn

N1

+ + n ,

10

10

where N1 , N2 , N3 , . . . are arbitrary numbers in {0, 1, . . . , 9}. Notice the connection of this fact with the decimal representation of real numbers.

53

an =

3

12

4

23

n+2

n (n + 1)

+ +

is a Cauchy sequence.

We add to R two symbols, (minus infinity) and (plus infinity), and extend

the original order in R as follows:

< x for all x R

x < for all x R

< .

The set R= R {, } together with the above order relation is called the

extended real number system. The main feature of R is that every nonemptysubset

A of R admits simultaneously a least upper bound and a largest lower bound in R .

If A is a subset of R bounded above, then the existence of sup A follows from

Completeness Axiom, while for those subsets that are not bounded above, necessarily

sup A = . Thus, sup A = represents an alternative way to outline that a subset

A of R is not bounded above in R. In a similar manner, one can discuss the case of

subsets bounded below.

It is useful to extend the algebraic structure of R, by defining some operations

with infinite elements. More precisely, the addition is supplemented by

x + () = () + x = for all x R

x + = + x = for all x R

() + () = and + = ,

while multiplication is supplemented by

x () = () x =

x =x =

if x R, x < 0

if x R, x > 0

if x R, x < 0

if x R, x > 0.

All these operations are motivated by their companions in terms of limits. See

Exercise 2.

54

We do not define

, () + , 0 (), () 0, 0 , 0

nor

0

,

0

, 1 , 0 and 00 .

These expressions are known as indeterminates. See Exercise 7 for an explanation. In Chap. 11, devoted to Lebesgue integral, the operations 0 , 0,

0 () and () 0 will be considered legitimate (and equal to 0), under certain

special circumstances.

Following the model of bounded intervals (described in Sect. 1.2), one can consider intervals of the form

[a, b], (a, b], [a, b) and (a, b),

with a, b R, a b. For example,

[, b) = x R : x < b , (, ) = R and [, ] = R.

An interval is said to be nondegenerate if it is nonempty and does not reduce to

a single point. The intervals included in R are called real intervals.

A subset I of R is called convex if

x, y I and t [0, 1] implies (1 t)x + t y I.

A combination of the form (1t)x + t y with t [0, 1] is called a convex combination

of x and y. A convex set contains, together with any pair of points, all their convex

combinations.

2.5.1 Proposition The real intervals and the convex subsets of R are the same.

Proof Clearly, every real interval is a convex set. Conversely, let I be a nonempty

convex subset of R and put a = inf I and b = sup I. If a = b, then I = {a} = [a, a]

and the proof is done. If < a < b < , then for every (0, ba

2 ), there are

points a [a, a + ) I and b (b , b] I , which implies

[a , b ] I,

due to the property of convexity of I. As a consequence, I must contain

[a , b ] = (a, b)

(0, ba

2 )

and thus I is one of the intervals (a, b), [a, b), (a, b] and [a, b]. The other cases,

when a and/or b belong to {, } can be treated similarly.

55

In Sect. 2.1 we introduced the notion of convergent sequence by using the absolute

value function to measure how close are the terms an to the limit . However, this

function can be avoided by noticing that the concentration of the terms near the limit

admits an equivalent formulation based on some special intervals around the limit,

the so-called -neighborhoods of :

I () = ( , + ) .

2.5.2 Proposition an in R if and only if for every > 0, there is a natural

number N such that for all n N ,

an I ().

In the case of infinite elements, it is natural to define the -neighborhoods as

I () = [, ) and I () = (, ]

and to take the condition in Proposition 2.5.2 as the definition for sequences with

infinite limits. This leads to the following definitions.

A sequence (an )n of real numbers has the limit (equivalently, an or

lim an = ) if for every > 0, there is an index N such that an < for all

n

n N.

A sequence (an )n of real numbers has the limit (equivalently, an or

lim an = ) if for every > 0, there is an index N such that an > for all n N .

n

It is worth noticing that unlike the case of convergent sequences, here of interest

are the big values of .

In this way, every decreasing sequence of real numbers, that is not bounded below,

has the limit , and every increasing sequence that is not bounded above, has the

limit . In particular, the sequence of natural numbers has the limit .

Taking into account the Monotone Convergence Theorem, we infer that all

monotone sequences of real numbers have limit (finite or infinite). Thus, BolzanoWeierstrass Theorem can be extended in the following form: Every sequence of real

numbers contains a subsequence with limit (finite or infinite).

Exercises

1. Prove that:

(a) lim log n = ; and (b) lim a n = for all a > 1.

n

2. (The extension of algebraic operations with sequences). Let (an )n and (bn )n be

two sequences of real numbers such that an and bn in R. Prove that

an + bn + and an bn as long as the operations with and make

sense.

56

3. Suppose that (an )n is a sequence of real numbers bounded below and (bn )n is

a sequence of real numbers with limit . Prove that (an + bn )n also has the

limit .

4. Let (an )n be a sequence with infinite limit. Prove that:

(a) there exists a natural number N such that an = 0 for all n N .

(b) lim a1n = 0.

n

lim a1n = . What is happening if the hypothesis on positivity is dropped?

n

coefficients, of degree N 1. Prove that

lim P(n) = (sgn a0 ) .

). Prove, with examples, that for every

[0, ], there exist pairs of sequences (an )n and (bn )n with limit such

that abnn .

(b) Explain why not defining 00 , and 1 .

= exists.

8. Let (an )n be a sequence of positive numbers such that lim an+1

n an

Prove that:

(a) if < 1, then lim an = 0;

n

n

(c) the case = 1 is not conclusive, due to the existence of sequences without

limit. Give an example.

9. (Comparing the order of convergence). Prove that

lim

P(n)

= 0;

an

lim

an

= 0;

n!

lim

n!

=0

nn

for all polynomial functions P with real coefficients and all number a > 1.

[Hint: Use the above exercise.]

10. Suppose that a sequence of real numbers is divergent. Prove that either it has a

limit belonging to R or it contains two subsequences with different limits in R.

[Hint: Negate the property of being a Cauchy sequence and then apply the

extension of Bolzano-Weierstrass Theorem to R.]

The limit inferior and limit superior of a sequence (an )n of real numbers are defined

(as elements of R), respectively, by the formulas

57

lim inf an = lim

n

inf ak

kn

sup ak .

kn

kn

kn

decreasing,

lim inf an = sup

n

and lim sup an = inf

inf ak

kn

n0

n0

sup ak .

kn

Clearly,

inf an lim inf an lim sup an sup an .

n

n0

n0

lim inf an = sup

n

n1

1

inf

kn k

and

lim sup an = inf

n

n1

sup

kn

1

k

= sup 0 = 0

n1

= inf

n1

1

= 0.

n

In general, whenever the ordinary limit exists, the limit inferior and limit superior

are both equal to it. Therefore, each can be considered a generalization of the ordinary

limit.

2.6.1 Theorem Let (an )n be a sequence of real numbers.

(a) If the sequence (an )n is convergent to a number , then

lim inf an = lim sup an = .

n

(b) If there is a real number such that the equality above holds, then the sequence

(an )n is convergent to .

Proof (a) Suppose that an in R. Then, for any > 0, there is a natural number

N such that for all n N , we have < an < + . Thus,

inf ak sup ak +

k n

k n

lim inf an lim sup an + .

n

58

lim inf an = lim sup an = .

n

n

kn

kn

lim inf an = 0 and lim sup an = 1

n

phenomenon.

2.6.2 Theorem Let (an )n be a sequence of real numbers. Then:

lim inf an = inf R : there is (kn )n such that akn

n

lim sup an = sup R : there is (kn )n such that akn .

and

Exercises

1. Find the limits inferior and superior to the sequence of general term

1 + (1)n/2 log n

an =

.

log 2n

2. Prove (by contradiction) that:

(a) if lim inf an > , then at most finitely many terms an are less than .

n

(b) if lim sup an < , then at most finitely many terms an are bigger than the

n

number .

3. Prove Theorem 2.6.2 by using the previous exercise.

4. Suppose that (an )n and (bn )n are two sequences of real numbers such that

lim an = exists in R. Prove that:

n

n

59

n

(c) The assertions (a) and (b) also work when limit superior is replaced by limit

inferior.

5. Let (an )n be a sequence of positive numbers. Prove that

lim inf

n

an+1

an+1

lim inf n an lim sup n an lim sup

n

an

n

n an

= exists, then the limit lim n an also

n an

n

exists and equals .

6. Let (an )n be a sequence of real numbers such that am+n am + an for all indices

m and n. Prove that

lim

an

an

= inf

.

n1 n

n

natural number. Prove that

1 + an+ p n

e p.

lim sup

an

n

Find a sequence for which equality occurs.

In connection with the operations with sequences having limits (finite or infinite) we

ran into the problem of eliminating the indeterminates. We know that if an

and bn (with = 0), we have

an

.

bn

It may happen that an 0 and bn 0, but the sequence abnn n is still convergent!

For example, this is the case when an = bn = n1 .

The general cases when the elimination of indeterminates is possible make

the object of the so-called StolzCesro theorems (that are nothing but the discrete

analogous of Bernoulli-LHpital Rules in Sect. 8.3).

2.7.1 Theorem (StolzCesro Theorem, the case 00 ) Let (an )n and (bn )n be two

sequences of real numbers convergent to 0, such that (bn )n is strictly monotone and

lim

an+1 an

= (possibly in R).

bn+1 bn

60

an

also exists and equals .

bn

Proof Clearly, it suffices to consider only the case when (bn )n is strictly decreasing.

an+1 an

= R. Then for any > 0, there is an index N such

Case 1: lim

n bn+1 bn

that

<

an+1 an

<+

bn+1 bn

( ) (bn+1 bn ) > an+1 an > ( + ) (bn+1 bn )

for all n N . For a fixed such number n, we write down the inequalities corresponding to n, n + 1, . . . , n + p, and we add them side by side. We get

( ) bn+ p bn > an+ p an > ( + ) bn+ p bn .

Taking the limit as p , we obtain

( ) (bn ) an ( + ) (bn )

from which we conclude that abnn + for all n N .

an+1 an

= . Then for any > 0, there is an index N such that

Case 2: lim

n bn+1 bn

an+1 an

>

bn+1 bn

for all n N . As a consequence, we get

m1

an am =

k=n

(bk bk+1 )

k=n

= (bn bm )

for all m > n N , and thus

am

bm

an

+

> 1

.

bn

bn

bn

Keeping n fixed and taking the limit as m , we obtain that

n N ). Consequently, lim abnn = .

n

an

bn

(for all

Case 3: lim

61

an+1 an

= . This case is similar to the second.

bn+1 bn

2.7.2 Theorem (StolzCesro Theorem, the case of sequences with infinite limit)

Let (an )n and (bn )n be two sequences of real numbers such that (bn )n is strictly

increasing to and

lim

an+1 an

= (possibly in R).

bn+1 bn

an

also exists and equals .

bn

The StolzCesro Theorem (in its different variants) has numerous applications.

We indicate here two examples. The first example shows that the arithmetic (as well

as the geometric) mean of terms of a convergent sequence, also converges (and to

the same limit).

2.7.3 Corollary (A.-L. Cauchy) (a) If an in R, then

a1 + + an

.

n

(b) If an in R and all terms an are positive, then

(a1 an )1/n .

In connection with Corollary 2.7.3, let us call a numerical sequence (an )n Cesro

n

. While convergence implies Cesro convergence,

convergent to if a1 ++a

n

the converse is not true. See the case of the sequence ((1)n )n . However, we can

relate the Cesro convergence with the convergence of some subsequences. This

makes the objective of Theorem 2.8.1.

A second application of the StolzCesro Theorem refers to the rate of convergence of a sequence. We know that

1+

1

1

+ + log n ,

2

n

1

from where it follows that n+1

+ +

precise this conclusion as follows:

lim n

1

2n

1

1

+ +

log 2 = 1/4.

n+1

2n

62

Exercises

1. Prove that if an and = 0 then

n

1

1

a1 ++ an

.

x0 = a and xn+1 = xn (1 xn ) for n 0.

(a) Prove that the sequence (xn )n converges to 0.

(b) Prove that nxn 1.

3. Infer from Corollary 2.7.3 that every sequence (an )n of positive numbers for which

lim an+1

n

an = , verifies also lim

n

lim n n = 1 and

n

1

n!

= .

lim

n n

e

4. Show by example that the converse of Theorem 2.7.2 may fail. Then prove that

if (an )n and (bn )n are two sequences of real numbers such that (bn )n is strictly

bn

= b R\{1}, then

increasing to and lim bn+1

n

lim

an

= implies

bn

lim

an+1 an

= .

bn+1 bn

The rigorous definition of limit was given by Bernard Bolzano (Der binomische

Lehrsatz, Prague, 1816, work little noticed at the time), and by Weierstrass in his

lectures at Berlin University.

A nice account on the algorithms provided by iterative sequences (including the

Babylonian algorithm) is given by Bailey [1]. A method for finding an approximation

to a square root equivalent to two iterations of the Babylonian algorithm at each

step is described in an ancient Indian mathematical manuscript called the Bakhshali

2

manuscript. Given

a number a > 0, one considers N , the largest perfect square

less than a and a is approximated by the iterative sequence

x0 = N and xn+1 = xn +

a

2xn

xn2

axn2 2

2xn

2 xn +

axn2

2xn

for n 0.

In the case of a = 336009, this sequence starts with x0 = 579. The first iterate

x1 = 579.662 833 033 259 . . . represents an approximation of

63

with 12 significant digits! See the paper by Bailey and Borwein [2] for details.

In Exercise 3, Sect. 2.2, we touched the subject of continued fractions. The simple

continued fractions algorithm allows us to represent each real number x by a (finite

or infinite) string of the form

x = a0 +

1

a1 +

= [a0 ; a1 , a2 , . . .],

1

a2 +

(2.2)

1

..

.

where a0 Z and all other coefficients an are strictly positive integers. This is

done inductively as follows. In the first step, we choose a0 = x. If {x} = 0, the

algorithm stops. If {x} > 0, then we pass to the next step. We have x = a0 + {x}

1

> 1. We choose a1 = x1 . This yields x1 = a1 + {x1 } and

and x1 = {x}

x = a0 +

1

.

a1 + {x1 }

If {x1 } = 0, the algorithm stops. If {x1 } > 0, the algorithm continues with the

decomposition of x2 = {x11 } > 1 and so on. Clearly, this algorithm produces an

infinite continued fraction if and only if x is an irrational number.

A good introduction to the theory of continued fractions can be found in the books

of Khinchin [3] and Lang [4]. It is proved that every irrational number x is the limit

of the sequence of fractions

pn

= [a0 ; a1 , a2 , . . . , an ] = a0 +

qn

1

a1 +

1

a2 +

1

..

.

an1 +

1

an

1

pn

1

< x

qn (qn + qn+1 )

qn

qn qn+1

for all n N. Moreover, the fractions qpnn provide the best approximation of x by

rationals in the sense that for any other fraction rs with 0 < s < qn , we have

|sx r | > |qn x pn | .

64

The golden ratio = 1+2 5 has the continued fraction expansion [1; 1, 1, 1, . . .].

See Exercise 3, Sect. 2.2. Since none of its coefficients is greater than 1, is one of

the most difficult real numbers to approximate with rational numbers. Indeed, a

result due to Adolf Hurwitz asserts that any real

number x can be approximated by

p

infinitely many fractions p/q such that x q 21 . The case of shows that

q 5

The recent handbook by Cuyt et al. [5] offers a nice account on the present state

of art of continued fractions and their applications.

The result of Corollary 2.7.3, concerning the arithmetic mean of terms of a convergent sequence can be considerably improved using the notion of convergence in

density.

The main idea is to eliminate a negligible part of the indices and to take into

consideration the rest of the terms. Precisely, if J N is a subset such that N\J is

infinite, one may define in R limits of the form

lim an = ,

n

n J

/

having the meaning that for any > 0, we can choose an index N for which

|an | < , whenever n N , n

/ J.

jn}|

= 0. Clearly, the

Call a subset J N a set of zero density if lim |{ jJ : 0

n

n

complementary set of a set of zero density is infinite.

A numerical sequence (an )n converges to in density if there is a set of zero density

J N such that lim an = . The main feature of this type of convergence is

n, n J

/

2.8.1 Theorem (Bernard O. Koopman and John von Neumann) Suppose that (an )n

is a bounded sequence of positive numbers. Then the following two conditions are

equivalent:

n1

1

ak =

n

n

k =0

(b) an 0 in density.

(a) lim

0;

n

1

ak

n n k=1

{n N : an } . Since

n

n

|{1, . . . , n} A |

1
ak

1

ak 0

n

n

n

k=1

k=1

density.

65

Suppose now that (an )n is bounded and converges to 0 in density. Then for every

> 0, there is a set J of zero density outside which an < . Since

n

1

1

ak =

n

n

k=1

k{1,...,n}J

|{1,...,n}J |

n

n

and lim

ak +

1

n

ak

k{1,...,n}\J

1

n n

|{1, . . . , n} J |

sup ak +

n

kN

n

ak = 0.

k=1

An application of Theorem 2.8.1 to the convergence of series makes the objective of Exercise 4, Sect. 4.2. Theorem 2.8.1 was recently extended by Niculescu and

Popovici [6, 7] to higher order densities, in particular to the harmonic density,

n

1
A (k)

,

dh (A) = lim

n log n

k

k=1

See also the Notes and Remarks at the end of Chap. 4.

Cesro convergence extends the concept of limit beyond the class of convergent sequences, but not to all bounded sequences. This was accomplished by Stefan

Banach. Using Axiom of Choice, he proved the existence of generalized limits, that

is, of the mappings LIM :

R (N) R having the following four properties:

(LIM1) If (xn )n is a convergent sequence, then LIM((xn )n ) = limn xn ;

(LIM2) (Linearity): LIM(a(xn )n + b(yn )n ) = a LIM((xn )n ) + b LIM((yn )n ) for all

numbers a, b R and all bounded sequences (xn )n and (yn )n ;

(LIM3) (Positivity): If (xn )n 0, then LIM((xn )n ) 0;

(LIM4) (Invariance): The limit of a sequence (xn )n is the same as the limit of its

translate to the left, (xn+1 )n .

The generalized limits are not unique. Necessarily, they verify the double

inequality

lim inf xn LIM((xn )n ) lim sup xn .

n

References

1. Bailey, D.F.: A historical survey of solution by iteration. Math. Mag. 62, 155166 (1989)

2. Bailey, D.H., Borwein, J.M.: Ancient Indian square roots: an exercise in forensic Paleomathematics. Am. Math. Mon. 119, 646657 (2012)

3. Khinchin, A.Ya.: Continued Fractions. The University of Chicago Press, Chicago (1965)

4. Lang, S.: Introduction to Diophantine Approximations. Addison-Wesley, Reading (1966)

66

5. Cuyt, A., Petersen, V.B., Verdonk, B., Waadeland, H., Jones, W.B.: Handbook of Continued

Fractions for Special Functions. Springer, Berlin (2008)

6. Niculescu, C.P., Popovici, F.: The behavior at infinity of an integrable function. Expo. Math. 30,

277282 (2012)

7. Niculescu, C.P., Popovici, F.: The asymptotic behavior of integrable functions. Real Anal. Exch.

38(1), 157168 (2012/2013)

8. Bhatia, R.: Notes on Functional Analysis. Hindustan Book Agency, New Delhi (2009)

http://www.springer.com/978-81-322-2147-0

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