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A discussion of the properties of convergent sequences, such as when they form a bounded set, the squeeze theorem, and the properties of convergence when sequences are combined algebraically.

Often, our goal is to show that a given sequence is convergent. However, as we study convergent sequences, we would liketo establish various properties that they have in common. The first theorem of this section is just such a result.

Suppose { a n } is a convergent sequence of real or complex numbers. Then the sequence { a n } forms a bounded set.

Write L = lim a n . Let ϵ be the positive number 1 . Then, there exists a natural number N such that | a n - L | < 1 for all n N . By the backward triangle inequality, this implies that | | a n | - | L | | < 1 for all n N , which implies that | a n | | L | + 1 for all n N . This shows that at least the tail of the sequence is bounded by the constant | L | + 1 .

Next, let K be a number larger than the finitely many numbers | a 1 | , ... , | a N - 1 | . Then, for any n , | a n | is either less than K or | L | + 1 . Let M be the larger of the two numbers K and | L | + 1 . Then | a n | < M for all n . Hence, the sequence { a n } is bounded.

Note that the preceding theorem is a partial converse to [link] ; i.e., a convergent sequence is necessarily bounded. Of course, not every convergent sequence must beeither nondecreasing or nonincreasing, so that a full converse to [link] is not true. For instance, take z = - 1 / 2 in part (1) of [link] . It converges to 0 all right, but it is neither nondecreasing nor nonincreasing.

  1. Suppose { a n } is a sequence of real numbers that converges to a number a , and assume that a n c for all n . Prove that a c . HINT: Suppose not, and let ϵ be the positive number c - a . Let N be a natural number corresponding to this choice of ϵ , and derive a contradiction.
  2. If { a n } is a sequence of real numbers for which lim a n = a , and if a 0 , then prove that a n 0 for all large enough n . Show in fact that there exists an N such that | a n | > | a | / 2 for all n N . HINT: Make use of the positive number ϵ = | a | / 2 .
  1. If { a n } is a sequence of positive real numbers for which lim a n = a > 0 , prove that lim a n = a . HINT: Multiply the expression a n - a above and below by a n + a .
  2. If { a n } is a sequence of complex numbers, and lim a n = a , prove that lim | a n | = | a | . HINT: Use the backward triangle inequality.

Suppose { a n } is a sequence of real numbers and that L = lim a n . Let M 1 and M 2 be real numbers such that M 1 a n M 2 for all n . Prove that M 1 L M 2 .

HINT: Suppose, for instance, that L > M 2 . Make use of the positive number L - M 2 to derive a contradiction.

We are often able to show that a sequence converges by comparing it to another sequence that we already know converges.The following exercise demonstrates some of these techniques.

Let { a n } be a sequence of complex numbers.

  1. Suppose that, for each n , | a n | < 1 / n . Prove that 0 = lim a n .
  2. Suppose { b n } is a sequence that converges to 0 , and suppose that, for each n , | a n | < | b n | . Prove that 0 = lim a n .

The next result is perhaps the most powerful techniquewe have for showing that a given sequence converges to a given number.

Squeeze theorem

Suppose that { a n } is a sequence of real numbers and that { b n } and { c n } are two sequences ofreal numbers for which b n a n c n for all n . Suppose further that lim b n = lim c n = L . Then the sequence { a n } also converges to L .

We examine the quantity | a n - L , | employ some add and subtract tricks, and make the following computations:

r c l | a n - L | | a n - b n + b n - L | | a n - b n | + | b n - L | = a n - b n + | b n - L | c n - b n + | b n - L | = | c n - b n | + | b n - L | | c n - L | + | L - b n | + | b n - L | .

So, we can make | a n - L | < ϵ by making | c n - L | < ϵ / 3 and | b n - L | < ϵ / 3 . So, let N 1 be a positive integer such that | c n - L | < ϵ / 3 if n N 1 , and let N 2 be a positive integer so that | b n - L | < ϵ / 3 if n N 2 . Then set N = max ( N 1 , N 2 ) . Clearly, if n N , then both inequalities | c n - L | < ϵ / 3 and | b n - L | < ϵ / 3 , and hence | a n - L | < ϵ . This finishes the proof.

The next result establishes what are frequently called the “limit theorems.” Basically, these results show how convergenceinteracts with algebraic operations.

Let { a n } and { b n } be two sequences of complex numbers with a = lim a n and b = lim b n . Then

  1. The sequence { a n + b n } converges, and
    lim ( a n + b n ) = lim a n + lim b n = a + b .
  2. The sequence { a n b n } is convergent, and
    lim ( a n b n ) = lim a n lim b n = a b .
  3. If all the b n 's as well as b are nonzero, then the sequence { a n / b n } is convergent, and
    lim ( a n b n = lim a n lim b n = a b .

Part (1) is exactly the same as [link] . Let us prove part (2).

By [link] , both sequences { a n } and { b n } are bounded. Therefore, let M be a number such that | a n | M and | b n | M for all n . Now, let ϵ > 0 be given. There exists an N 1 such that | a n - a | < ϵ / ( 2 M ) whenever n N 1 , and there exists an N 2 such that | b n - b | < ϵ / ( 2 M ) whenever n N 2 . Let N be the maximum of N 1 and N 2 . Here comes the add and subtract trick again.

r c l | a n b n - a b | = | a n b n - a b n + a b n - a b | | a n b n - a b n | + | a b n - a b | = | a n - a | | b n | + | a | | b - b n | | a n - a | M + M | b n - b | < ϵ

if n N , which shows that lim ( a n b n ) = a b .

To prove part (3), let M be as in the previous paragraph, and let ϵ > 0 be given. There exists an N 1 such that | a n - a | < ( ϵ | b | 2 ) / ( 4 M ) whenever n N 1 ; there also exists an N 2 such that | b n - b | < ( ϵ | b | 2 ) / ( 4 M ) whenever n N 2 ; and there exists an N 3 such that | b n | > | b | / 2 whenever n N 3 . (See [link] .) Let N be the maximum of the three numbers N 1 , N 2 and N 3 . Then:

r c l | a n b n - a b | = | a n b - b n a b n b | = | a n b - b n a | 1 | b n b | < | a n b - b n a | 1 | b | 2 / 2 ( | a n - a | | b | + | a | | b n - b | ) 2 | b | 2 < ( M | a n - a | + M | b n - b | ) 2 | b | 2 < ϵ

if n N . This completes the proof.

REMARK The proof of part (3) of the preceding theorem may look mysterious. Where, for instance, does this number ϵ | b | 2 / 4 M come from? The answer is that one begins such a proof by examining the quantity | a n / b n - a / b | to see if by some algebraic manipulation one can discover how to control its size by using the quantities | a n - a | and | b n - b | . The assumption that a = lim a n and b = lim b n mean exactly that the quantities | a n - a | and | b n - b | can be controlled by requiring n to be large enough. The algebraic computation in the proof above shows that

| a n b n - a b | ( M | a n - a | + M | b n - b | ) 2 | b | 2 ,

and one can then see exactly how small to make | a n - a | and | b n - b | so that | a n / b n - a / b | < ϵ . Indeed, this is the way most limit proofs work.

If possible, determine the limits of the following sequences by using [link] , [link] , [link] , and the squeeze theorem [link] .

  1. { n 1 / n 2 } .
  2. { ( n 2 ) 1 / n } .
  3. { ( 1 + n ) 1 / n } .
  4. { ( 1 + n 2 ) 1 / n 3 } .
  5. { ( 1 + 1 / n ) 2 / n } .
  6. { ( 1 + 1 / n ) 2 n } .
  7. { ( 1 + 1 / n ) n 2 } .
  8. { ( 1 - 1 / n ) n } . HINT: Note that
    1 - 1 / n = n - 1 n = 1 n n - 1 = 1 n - 1 + 1 n - 1 = 1 1 + 1 n - 1 .
  9. { ( 1 - 1 / ( 2 n ) ) 3 n } .
  10. { ( n ! ) 1 / n } .

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Source:  OpenStax, Analysis of functions of a single variable. OpenStax CNX. Dec 11, 2010 Download for free at http://cnx.org/content/col11249/1.1
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