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Sequences(Part - 2)
P. Sam Johnson
December 27, 2018
P. Sam Johnson Sequences (Part - 2) December 27, 2018 1/101
Overview
In the lecture, we shall discuss few more results to test the convergence ofsequences.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 2/101
Continuous Function Theorem for Sequences
The following theorem states that applying a continuous function to aconvergent sequence produces a convergent sequence.
Theorem (Continuous Function Theorem for Sequences)
Let {an} be a sequence of real numbers. If an → L and if f is a functionthat is continuous at L and defined at all an, then f (an)→ f (L), that is,
limn→∞
f (an) = f(
limn→∞
an).
P. Sam Johnson Sequences (Part - 2) December 27, 2018 3/101
Proof of “Continuous Function Theorem for Sequences”
Let ε > 0 be given.
Since f is continuous at L, there exists δ > 0 such that
|x − L| < δ =⇒ |f (x)− f (L)| < ε.
As an → L, by applying the defintion for ε = δ, there exists a positiveinteger N such that
|an − L| < δ, for all n > N.
Thus for all n > N, we have
|f (an)− f (L)| < ε.
This proves that {f (an)} converges to f (L).
P. Sam Johnson Sequences (Part - 2) December 27, 2018 4/101
Continuous Function Theorem for Sequences
Example
By “Continuous Function Theorem for Sequences”,√
n+1n → 1 because
n+1n → 1 and f (x) =
√x is continuous at x = 1.
Example
The sequence {1/n} converges to 0. By taking an = 1/n, f (x) = 2x , andL = 0 in the “Continuous Function Theorem for Sequences”, we see that21/n = f (1/n)→ f (L) = 20 = 1. The sequence {21/n} converges to 1.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 5/101
Sequential Criterion for Continuity
Theorem (Sequential Criterion for Continuity)
A function f : D ⊆ R→ R is continuous at x = c if and only if everysequence {an} in D that converges to c, the sequence {f (an)} convergesto f (c).
P. Sam Johnson Sequences (Part - 2) December 27, 2018 6/101
Exercise
Exercise
Define g : R→ R by
g(x) =
{2x if x is rational
x + 3 if x is irrational.
Find all points at which g is continuous.
To solve the exercise given above, we are using that fact that, in the set Rof real numbers, the set Q of rational numbers and the set R\Q (thecomplement of Q) of irrational numbers are dense.
Definition
A subset D of R is said to be dense if for every x ∈ R and every ε > 0,there exists y ∈ D such that |x − y | < ε.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 7/101
Solution
Note that for all x ∈ R, y = 2x and y = x + 3 are lines which intersect atx = 3. It seems reasonable to suspect that g is only continuous at x = 3.
g is continuous at x = 3 :
Given ε > 0, we need to find δ > 0 such that
|x − 3| < δ =⇒ |g(x)− g(3)| < ε.
If x is rational, then |g(x)− g(3)| = |2x − 6| = 2|x − 3|. If x is irrational,then |g(x)− g(3)| = |(x + 3)− 6| = |x − 3|.
So, given ε > 0, set δ = ε/2. Then for any real x (either rational orirrational) satisfying
|x − 3| < δ =⇒ |g(x)− g(3)| < ε.
Hence g is continuous at x = 3.P. Sam Johnson Sequences (Part - 2) December 27, 2018 8/101
Solution (contd...)
g is discontinuous at any x = c 6= 3 :
We don’t use “ε− δ” definition here. Instead, we use “SequentialCriterion for Continuity”.
Since the set Q of rational numbers and the set R\Q (the complement ofQ) of irrational numbers are dense, there exist sequences {qn} in Q and snin R\Q such that an → c and sn → c .
However, f (qn) = 2qn → 2c, whereas f (sn) = sn + 3→ c + 3.
Since c 6= 3, we see that 2c 6= c + 3. This cannot occur if f is continuousat x = c .
P. Sam Johnson Sequences (Part - 2) December 27, 2018 9/101
Exercise
Exercise
Let f : R→ R be defined as f (x) =
{0; if x is irrational
sin |x |; if x is rational..
Determine all points of continuity and/or discontinuity of f . Justify youranswer.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 10/101
Solution
Continuity at x = kπ, k ∈ Z:Method 1: (Using ε-δ defintion)Let ε > 0 be given.If x /∈ Q, for any δ > 0, |x − kπ| < δ ⇒ |f (x)− f (kπ)| = 0 < ε. If x ∈ Q,
|f (x)− f (kπ)| = |sin |x | − sin |kπ||
=
∣∣∣∣2 cos
(|x |+ |kπ|
2
)sin
(|x | − |kπ|
2
)∣∣∣∣= 2
∣∣∣∣cos
(|x |+ |kπ|
2
)∣∣∣∣ ∣∣∣∣sin
(|x | − |kπ|
2
)∣∣∣∣≤ 2
∣∣∣∣sin
(|x | − |kπ|
2
)∣∣∣∣ (since | cos x | ≤ 1)
≤ 2
∣∣∣∣( |x | − |kπ|2
)∣∣∣∣ (since | sin x | ≤ |x |)
≤ |x − kπ|. (since |x | − |y | ≤ |x − y |)
So, choosing δ ≤ ε, |x − kπ| < δ ⇒ |f (x)− f (kπ)| < ε. Hence, f iscontinuous at x = kπ.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 11/101
Solution (contd...)
Method 2: (Using limit form)If x /∈ Q, lim
x→kπ−f (x) = lim
x→kπ+f (x) = 0 = f (kπ).
If x ∈ Q, limx→kπ
f (x) = limx→kπ
sin |x | = sin |kπ| = 0 = f (kπ), as sin(x) and
|x | are continuous.
Hence, ∀x ∈ R, limx→kπ
f (x) = f (kπ).
P. Sam Johnson Sequences (Part - 2) December 27, 2018 12/101
Solution (contd...)
Method 3: (Using Sequential criterion)To prove: For any sequence {an}, an → kπ ⇒ f (an)→ f (kπ).In this method, three cases have to be discussed:(1) {an} as a rational sequence, (2) {an} as an irrational sequence & (3){an} containing both rational and irrational elements.
Discontinuity at x 6= kπ, k ∈ Z:Let x0 ∈ R, where x0 6= kπ.Q and R\Q are dense in R.Therefore, if x0 is irrational, then ∃ a sequence {xn} of rational numberssuch that {xn} → x0, but lim
n→∞f (xn) = lim
n→∞sin |xn| 6= f (x0). Hence, by
sequential criterion, f is not continuous at x0.If x0 is rational, then ∃ a sequence {xn} of irrational numbers such that{xn} → x0, but lim
n→∞f (xn) = 0 6= sin |x0|. Therefore, by sequential
criterion, f is not continuous at x0.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 13/101
Recalling Indeterminate Forms and L’Hopital‘s Rule
John Bernoulli discovered a rule for calculating limits of fractions whosenumerators and denominators both approach zero or +∞.
The rule is known today as L’Hopital‘s Rule. He was French noblemanwho wrote the first introductory differential calculus text, where the rulefirst appeared in print.
If the continuous functions f (x) and g(x) are both zero at x = a, then
limx→af (x)g(x) can be found by substituting x = a. The substitution produces
0/0, a meaningless expression, which we cannot evaluate.
We use 0/0 as a notation for an expression known as an indeterminateform.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 14/101
L’Hopital‘s Rule
Theorem (L’Hopital‘s Rule (First Form))
Suppose that f (a) = g(a) = 0, that f ′(a) and g ′(a) exist, and thatg ′(a) 6= 0.
limx→a
f (x)
g(x)=
f ′(a)
g ′(a).
Sometimes after differentiation, the new numerator and denominator bothequal zero at x = a. In these cases, we apply a stronger form of l’Hopital‘sRule.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 15/101
L’Hopital‘s Rule
Theorem (L’Hopital‘s Rule (Stronger Form))
Suppose that f (a) = g(a) = 0, that f and g are differentiable on an openinterval I containing a, and that g ′(a) 6= 0 if x 6= a. Then
limx→a
f (x)
g(x)= lim
x→a
f ′(x)
g ′(x)
assuming that the limit on the right side exists.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 16/101
L’Hopital‘s Rule
To find
limx→a
f (x)
g(x)
by L’Hopital‘s Rule, continue to differentiate f and g , so long as we stillget the form 0/0 at x = a.
But as soon as one or the other of these derivatives is different from zeroat x = a we stop differentiating.
L’Hopital‘s Rule does not apply when either the numerator ordenominator has a finite nonzero limit.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 17/101
Indeterminate Form ∞/∞
Sometimes when we try to evaluate a limit as x → a by substituting x = awe get an ambiguous expression like ∞/∞,∞.0, or ∞−∞, instead of0/0.
L’Hopital‘s Rule applies to the indeterminate form ∞/∞ as well asto 0/0. If f (x)→ ±∞ and g(x)→ ±∞ as x → a, then
limx→a
f (x)
g(x)= lim
x→a
f ′(x)
g ′(x)
provided the limit on the right side exists.
In the notation x → a, a may be either finite or infinite. Moreover, x → amay be replaced by the one-sided limits x → a+ or x → a−.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 18/101
Indeterminate Form ∞.0 and ∞−∞
Sometimes these forms can be handled by using algebra to convert themto a 0/0 or ∞/∞ form.
Here again we do not mean to suggest that ∞.0 or ∞−∞ is a number.They are only notations for functional behaviours when considering limits.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 19/101
L’Hopital‘s Rule
The next theorem enables us to use L’Hopital‘s Rule to find the limits ofsome sequences. It formalizes the connection between limn→∞ an andlimx→∞ f (x).
Theorem (Using L’Hopital‘s Rule)
Suppose that f (x) is a function defined for all x ≥ n0 and that {an} is asequence of real numbers such that an = f (n) for n ≥ n0. Then
limx→∞
f (x) = L⇒ limn→∞
an = L.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 20/101
Proof
Suppose that limx→∞
f (x) = L.
Then for each positive number ε there is a number M such that for all x .
x > M ⇒ |f (x)− L| < ε.
Let N be an integer greater than M and greater than or equal to n0.
Thenn > N ⇒ an = f (n)
and|an − L| = |f (n)− L| < ε.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 21/101
L’Hopital‘s Rule
Example
Show that
limn→∞
ln n
n= 0.
The function ln xx is defined for all x ≥ 1 and agrees with the given
sequence at positive integers. Therefore, by L’Hopital‘s Rule forsequences, limn→∞
ln nn will equal limx→∞
ln xx if the latter exists.
A single application of L’Hopital‘s Rule shows that
limn→∞
ln x
x= lim
x→∞
1/x
1=
0
1= 0.
We conclude that limn→∞
ln n
n= 0.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 22/101
L’Hopital‘s Rule
When we use L’Hopital‘s Rule to find the limit of a sequence, we oftentreat n as a continuous real variable and differentiate directly withrespect to n. This saves us from having to rewrite the formula for an aswe have done it in the example above.
Example
Find
limn→∞
2n
5n.
By L’Hopital‘s Rule (differentiating with respect to n),
limn→∞
2n
5n= lim
n→∞
2n. ln 2
5=∞.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 23/101
L’Hopital‘s Rule
Example
Find limit of each of the following sequences, if it exists.
(a) limn→∞
n√
n.
(b) limn→∞
x1/n, for a fixed positive real x.
(a) limn→∞
n√
n = limn→∞
exp[1
nln n]
= exp[
limn→∞
1
nln n]
= exp(0) = 1.
(b) Let x > 0 be fixed.
limn→∞
x1/n = limn→∞
exp[1
nln x]
= exp[
limn→∞
1
nln x]
= exp(0) = 1.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 24/101
L’Hopital‘s Rule
Example
Does the sequence whose nth term is
an =
(n + 1
n − 1
)n
converge? If so, find limn→∞ an.
The limit leads to the indeterminate form 1∞. We can apply L’Hopital‘sRule if we first change the form to ∞ . 0 by taking the natural logarithmsof an
ln an = ln
(n + 1
n − 1
)n
= n ln
(n + 1
n − 1
).
P. Sam Johnson Sequences (Part - 2) December 27, 2018 25/101
L’Hopital‘s Rule
Then,
limn→∞
ln an = limn→∞
n ln
(n + 1
n − 1
) [∞.0 form
]= lim
n→∞
ln(n+1n−1
)1/n
[0
0form
]= lim
n→∞
−2/(n2 − 1)
−1/n2
[By L’Hopital‘s Rule
]= lim
n→∞
2n2
n2 − 1= 2.
Since ln an → 2 and f (x) = ex is continuous, by “Continuous FunctionTheorem for Sequences”, we get that an = e ln an → e2. The sequence {an}converges to e2.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 26/101
Factorial Notation
The notation n! (“n factorial”) means the product 1.2.3. · · · n of theintegers from 1 to n. Notice that (n + 1)! = (n + 1).n!. Thus,4! = 1.2.3.4 = 24 and 5! = 1.2.3.4.5 = 5.4! = 120.
We define 0! to be 1. Factorials grow even faster than exponential, as thetable suggests.
n en (rounded) n!
1 3 15 148 120
10 22, 026 3, 628, 80020 4.9x108 2.4x1018
P. Sam Johnson Sequences (Part - 2) December 27, 2018 27/101
Prove that limn→∞
ln n
n= 0.
The function ln xx is defined for all x ≥ 1 and agrees with the given
sequence at positive integers. Therefore, by L’Hopital‘s Rule for
sequences, limn→∞
ln n
nwill equal lim
x→∞
ln x
xif the latter exists.
A single application of L’Hopital‘s Rule shows that
limx→∞
ln x
x= lim
x→∞
1/x
1=
0
1= 0.
We conclude that limn→∞
ln n
n= 0.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 28/101
Using ε− N definition, prove that limn→∞
n√n = 1.
Let n√
n = 1 + hn where hn ≥ 0. Then for all n, (since hn ≥ 0), we have
n = (1 + hn)n = 1 + nhn +n(n − 1)
2h2n + · · ·+ hn
n >n(n − 1)
2h2n.
Hence h2n <
2n−1 for all n ≥ 2, so |hn| <
√2
n−1 , for all n ≥ 2.
Let ε > 0 be given. Then
|hn| <√
2
n − 1< ε, when n > 1 + 2/ε2.
For any positive integer N greater than 1 + 2/ε2, we have
| n√
n − 1| = |hn| < ε, for all n > N.
Hence n√
n→ 1.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 29/101
Using ε−N definition, prove that limn→∞
x1/n = 1 (x > 0).
Case : 0 < x < 1
Let y = 1/x . Since x < 1, y > 1. Let n√
y = 1 + hn, when hn > 0.
y = (1 + hn)n = 1 + nhn +n(n + 1)
2h2n + · · ·+ hn
n
> 1 + nhn (since hn > 0), for all n.
So hn <y−1n , for all n.
Let ε > 0 be given. Then |hn| < y−1n < ε, when n > y−1
ε .
For any positive integer N greater than, y−1ε = 1/x−1
ε , we have
| n√
x − 1| = |hn| < ε, for all n > N.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 30/101
Using ε−N definition, prove that limn→∞
x1/n = 1 (x > 0).
Case : x > 1
By the argument given in the above case, for any given ε > 0, there is aninteger N greater than x−1
ε , we have
| n√
x − 1| < ε, for all n > N.
Case : x = 1
The case is trivial, since {x1/n} is the 1-constant sequence, converging to1.
For given ε > 0, any positive integer N satisfying
n > N ⇒ |1− 1| = 0 < ε.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 31/101
Using ε− N definition, prove that limn→∞
xn converges only
when −1 < x ≤ 1.
Exercise
Prove that limn→∞
xn converges to 0 when |x | < 1.
Proof. Case : |x | < 1
Let |x | = 11+h where h > 0. Therefore |x |n = 1
(1+h)n ≤1
1+nh , for all n.
Let ε > 0 be given. Then 11+nh < ε when n > (1/ε−1)
h .
For any positive integer N greater than (1/ε−1)h , we have
|xn − 0| =1
1 + nh< ε, for all n > N.
Hence, {xn} converges to 0.P. Sam Johnson Sequences (Part - 2) December 27, 2018 32/101
Using ε− N definition, prove that limn→∞
xn converges only
when −1 < x ≤ 1.
Case : x = 1
When x = 1, evidently xn = 1. Therefore the sequence converges to 1.
Case : x > 1
Let x = 1 + h, h > 0. Then xn = (1 + h)n > 1 + nh, for all n.
Let M be a positive number (however large) such that 1 + nh > G .
For any G > 0, there is a positive integer N such that xn > G , for alln > N. Hence the sequence diverges to ∞.
Case : x = −1
When x = −1, the equation {(−1)n} oscillates finitely.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 33/101
Using ε− N definition, prove that limn→∞
xn converges only
when −1 < x ≤ 1.
Case : x < −1
Let x = −y so that y > 1.
Thus we get the sequence {(−1)nyn} which have both positive andnegative terms.
The sequence is unbounded and the numerical values of the terms can bemade greater than any number (however large). Thus, it oscillatesinfinitely.
Hence the sequence {xn} converges only when −1 < x ≤ 1.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 34/101
Using L’Hopital‘s Rule, prove that limn→∞
(1 +
x
n
)n
= ex
(any x).
limn→∞
(1 +
x
n
)n= exp
(limn→∞
ln(
1 +x
n
)n)= exp
(limn→∞
n ln(
1 +x
n
))= exp lim
n→∞
(ln(1 + x
n )1n
) [∞∞
form]
= exp limn→∞
11+ x
n· ·−xn2
−1n2
= exp limn→∞
x
1 + xn
= ex
P. Sam Johnson Sequences (Part - 2) December 27, 2018 35/101
Prove that limn→∞
xn
n!= 0 (any x).
Let ε > 0 be given. First we choose a positive integer N such that
N ≥ 2|x |.
Let K =|x |N
N!. Note that
|x |K≤ 1
2, for all K ≥ N.
Now we can choose a positive integer N1 > N such that(1
2
)N1−NK < ε.
Then for all n ≥ N1, we have
|x |n
n!=
|x |n−N
n(n − 1) · · · (n − N + 1)
|x |N
N!≤(1
2
)n−NK < ε.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 36/101
Recursive Definitions
So far, we have calculated each an directly from the value of n.
But sequences are often defined recursively by giving
1. The value(s) of the initial term or terms, and
2. A rule, called a recursion formula, for calculating any later termfrom terms that precede it.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 37/101
Recursive Definitions
13th-century Italian mathematician Fibonacci posed the following problem,concerning the breeding of rabbits :
Suppose that rabbits live foreever and that every month each pairproduces a new pair which becomes productive at age 2 months.
If we start with one newborn pair, how many pairs of rabbits will we havein the nth month ?
The answer can be given in a recursion formula.
The statements a1 = 1, a2 = 1, and an+1 = an + an−1 define the sequence1, 1, 2, 3, 5, · · · of Fibonacci numbers. With a1 = 1 and a2 = 1, we havea3 = 1 + 1 = 2, a4 = 2 + 1 = 3, a5 = 3 + 2 = 5, and so on.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 38/101
Sequence Constructed Recursively
Example
(a) The statements a1 = 1 and an = an−1 + 1 define the sequence1, 2, 3, · · · , n · · · of positive integers. With a1 = 1, we havea2 = a1 + 1 = 2, a3 = a2 + 1 = 3, and so on.
(b) The statements a1 = 1 and an = n· an−1 define the sequence1, 2, 6, 24, · · · , n!, . . . of factorials. With a1 = 1, we havea2 = 2· a1 = 2, a3 = 3· a2 = 6, a4 = 4· a3 = 24, and so on.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 39/101
Bounded Nondecreasing Sequence
The terms of a general sequence can bounce around, sometimes gettinglarger, sometimes smaller. An important special kind of sequence is onefor which each term is at least as large as its predecessor.
Definition (Nondecreasing Sequence)
A sequence {an} with the property that an ≤ an+1 for all n is called anondecreasing sequence.
Example (Nondecreasing Sequence)
(a) The sequence 1, 2, 3, · · · , n, · · · of natural numbers.
(b) The sequence 12 ,
23 ,
34 , · · · ,
nn+1 , · · · .
(c) The constant sequence {3}.
There are two kinds of nondecreasing sequences – those whose termsincrease beyond any finite bound and those whose terms do not.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 40/101
Bounded, Upper Bound, Least Upper Bound
Definition
A sequence {an} is bounded from above if there exists a number M suchthat an ≤ M for all n. The number M is an upper bound for {an}. If M isan upper bound for {an} but no number less than M is an upper boundfor {an}, then M is the least upper bound for {an}.
Example (Applying the Definition for Boundedeness)
(a) The sequence 1, 2, 3, · · · , n, · · · has no upper bound.
(b) The sequence 12 ,
23 ,
34 , · · · ,
nn+1 , · · · , is bounded above by M = 1.
No number less than 1 is an upper bound for the sequence, so 1 is theleast upper bound, from the following exercise.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 41/101
The sequence {n/(n + 1)} has a least upper bound of 1.
Exercise
Show that if M is a number less than 1, then the terms of {n/(n + 1)}eventually exceed M.
Proof
Let 0 < M < 1 and N be an integer greater than M1−M .
Then
n > N =⇒ n >M
1−M=⇒ n
n + 1> M.
Since nn+1 < 1 for every n, this proves that 1 is a least upper bound for the
sequence{
nn+1
}.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 42/101
Bounded Nondecreasing Sequence
A nondecreasing sequence that is bounded from above always has a leastupper bound. This is the completeness property of the real numbers,We will prove that if L is the least upper bound then the sequenceconverges to L.
Theorem (The Nondecreasing Sequence Theorem)
A nondecreasing sequence of real numbers converges if and only if it isbounded from above. If a nondecreasing sequence converges, it convergesto its least upper bound.
The above theorem implies that a nondecreasing sequence converges whenit is bounded from above. It diverges to infinity if it is not bounded fromabove.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 43/101
Proof of the Nondecreasing Sequence Theorem
Suppose we plot the points (a, a1), (2, a2), · · · , (n, an), · · · in the xy-plane.If M is an upper bound of the sequence, all these points will lie on belowthe line y = M.
If the terms of a nondecreasing sequence have an upper bound M, they have a limit L ≤ M.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 44/101
Proof of the Nondecreasing Sequence Theorem (contd...)
The line y = L is the lowest such line. None of the points (n, an) liesabove y = L, but some do lie above any lower line y = L− ε, if ε is apositive number. The sequence converges to L because
(a) an ≤ L for all values of n and
(b) Given any ε > 0, there exists at least one integer N for whichaN > L− ε.
The fact that {an} is nondecreasing tells us further that an ≥ an > L− ε,for all n ≥ N. Thus, all the numbers an beyond the Nth number lie withinε of L. This is precisely the condition for L be the limit of the sequence{an}.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 45/101
Bounded, Lower Bound, Greatest Lower Bound
Definition
A sequence of numbers {an} in which an ≥ an+1 for every n is called anonincreasing sequence. A sequence {an} bounded from below if thereis number M with M ≥ an for every n. Such a number M is called a lowerbound for the sequence.If m is a lower bound for {an} but no number greater than m is a lowerbound for {an}, then m is the greatest lower bound for {an}.
Theorem (The Nonincreasing Sequence Theorem)
A nonincreasing sequence of real numbers converges if and only if it isbounded from below. If a nonincreasing sequence converges, it convergesto its greatest lower bound.
Proof is similar to the proof of the Nondecreasing Sequence Theorem.
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Exercise
Exercise
Show that the sequence {an} defined by the recursion formula
an+1 =√
3an, a1 = 1
converges to 3.
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Solution
Clearly,√
3 = a2 ≥ a1 = 1.
Suppose am+1 ≥ am =⇒√
3am+1 ≥√
3am =⇒ am+2 ≥ am+1.
Thus by mathematical induction, an+1 ≥ an, for all n.
Clearly, a1 < 3, a2 < 3, a3 <√
3√
3 < 3. Use can use powers of 3.
Again, by mathematical induction,
0 < an < 3, for all n.
Hence by nondecreasing sequence theorem, {an} converges.
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Solution (contd...)
Suppose that {an} converges to L. Then {an+1} also converges to L.
Since an+1 =√
3an, as n→ infty we get L =√
3L.
So, L = 0, or, L = 3.
Since an ≥ 1, for all n, 0 cannot be a limit.
Thus {an} → 3.
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Examples
Example
Some examples of convergent sequences are given below.
(a) ln(n2)n = 2 ln n
n → 2.0 = 0
(b)n√
n2 = n2/n = (n1/n)2 → (1)2 = 1
(c) n√
3n = 31/n(n1/n)→ 1.1 = 1
(d)(−1
2
)n → 0
(e)(n−2n
)n=(1 + −2
n
)n → e−2
(f) 100n
n! → 0
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Exercises
Exercise (Finding Limits)
Which of the sequences {an} converge, and which diverge? Find the limitof each convergent sequence.
1. an = 2 + (0.1)n
2. an = 2n+11−3√n
3. an = 1−5n4
n4+8n3
4. an = 1−n3
70−4n2
5. an =(
2− 12n
)(3 + 1
2n
)
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Solution
1. an = 2 + (0.1)n → 2, hence it converges.
2. an = 2n+11−3√n→ −∞, hence it diverges.
3. an = 1−5n4
n4+8n3 → −5, hence it converges.
4. an = 1−n3
70−4n2 →∞, , hence it diverges.
5. an =(
2− 12n
)(3 + 1
2n
)→ 6, hence it converges.
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Exercises
Exercise (Finding Limits)
Which of the sequences an converge, and which diverge? Find the limit ofeach convergent sequence.
1. an =√
2nn+1
2. an = sin2n2n
3. an = n√
10n
4. an = ln n − ln(n + 1)
5. an = n!nn (Hint: Compare with 1/n.)
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Solution
1. lim an =√
lim 2nn+1 =
√2.
2. 0 ≤ sin2n2n ≤
12n , by Sandwich theorem, {an} converges to 0.
3. lim an = lim n√
10 n√
n→ 1.1 = 1, so {an} converges to 1.
4. lim an = lim ln(
nn+1
)→ ln 1 = 0, so {an} converges to 0.
5. 0 ≤ lim 1.2.3···nn.n.n···n ≤ lim 1
n , by Sandwich theorem, {an} converges to 0.
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Exercise
Exercise
Which of the sequences {an} converge, and which diverge? Find the limitof each convergent sequence.
1. an = n!2n.3n
2. an =(
1n
)1/(ln n)
3. an =(
xn
2n+1
)1/n, x > 0
4. an = tanh n
5. an = 1√n
tan−1 n
6. an = (ln n)200
n
7. an = 1√n2−1−
√n2+n
8. an = 1n
∫ n1
1x dx
9. an =∫ n
11xp dx , p > 1
P. Sam Johnson Sequences (Part - 2) December 27, 2018 55/101
Solution
1. lim n!2n.3n = lim 1
6n/n! =∞, diverges.
2. lim(
1n
)1/(ln n)= lim exp
(1
ln nln( 1
n))
= lim exp(
ln 1−ln nln n
)= e−1, converges.
3. lim(
xn
2n+1
)1/n= lim x
(1
2n+1
)1/n= x lim exp
(−2
2n+1
)= xe0 = x , x > 0, converges.
4. lim tanh n = lim en−e−n
en+e−n = lim e2n−1e2n+1
= 1, converges.
5. lim 1√n
tan−1 n = 0.π2 = 0, converges.
6. lim (ln n)200
n = lim 200(ln n)199
n = · · · = lim 200!n = 0, converges.
7. lim 1√n2−1−
√n2+n
= lim√n2−1+
√n2+n
−1−n = −2, converges.
8. lim 1n
∫ n1
1x dx = lim ln n
n = 0, converges.
9. lim∫ n
11xp dx = lim
[1
p−11
xp−1
]n1
= lim 1p−1
[1
np−1 − 1]
= 1p−1 , p > 1,
converges.
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Exercise
Exercise
Assume that each of the following sequences is recursively defined. Findits limit.
(a) a1 = 1, an+1 = an+6an+2
(b) an+1 =√
8 + 2an. Discuss the limit when a1 = −4 and a1 = 0.
(c) 2, 2 + 12 , 2 + 1
2+ 12
, 2 + 12+ 1
2+ 12
, · · ·
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Solution
(a) Since {an} converges, the limit is 2.
(b) Since {an} converges, the limit is 4 for a1 = −4 and the limit is 0 fora1 = 0.
(c) Since {an} converges, the limit is√
2.
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Exercise
Exercise
The first term of a sequence is x1 = 1. Each succeeding term is the sum ofall those that come before it:
xn+1 = x1 + x2 + · · ·+ xn.
Write out enough early terms of the sequence to deduce a general formulafor xn that holds for n ≥ 2.
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Solution
The terms are
1, 1, 2, 4, 8, 16, 32, · · · = 1, 20, 21, 22, 23, · · · .
=⇒ x1 = 1 and xn = 2n−2, for n ≥ 2.
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Exercise
Exercise
A sequence of rational numbers is described as follows:
1
1,
3
2,
7
5,
17
12, · · · , a
b,
a + 2b
a + b, · · · ,
Here the numerators form one sequence, the denominators form a secondsequence, and their ratios form a third sequence. Let xn and yn be,respectively, the numerator and the denominator of the nth fractionrn = xn/yn.
(a) Verify that x21 − 2y 2
1 = −1, x22 − 2y 2
2 = +1 and, more generally, that ifa2 − 2b2 = −1 or +1, then (a + 2b)2 − 2(a + b)2 = +1 or −1,respectively.
(b) The fractions rn = xn/yn approach a limit as n increases. What is thatlimit? (Hint: Use part (a) to show that r 2
n − 2 = (1/yn)2 and that ynis not less than n.)
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Solution
Let f (a, b) = (a + 2b)2 − 2(a + b)2 = 2b2 − a2.
(a) x21 − 2y 2
1 = −1 and x22 − 2y 2
2 = +1 are verified for r1 = x1y1
= 11 and
r2 = x2y2
= 32 .
If a2 − 2b2 = −1 or +1, then f (a, b) = +1 or −1, respectively.
(b) r 2n − 2 =
(a+2ba+b
)2= − (a2−2b2)
(a+b)2 . Note that ab is the predecessor of
a+2ba+b .
If a2 − 2b2 = −1 or +1, then (a + 2b)2 − 2(a + b)2 is 1 or −1. Hence
r 2n − 2 = −(a2 − 2b2)
(a + b)2=±1
yn
which implies that rn =√
2± ( 1yn
)2.
Verifty that yn ≥ n for all n, hence 1yn→ 0 as n→∞. Thus rn →
√2.
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Newton’s method
Exercise
The following sequences come from the recursion formula for Newton’smethod,
xn+1 = xn −f (xn)
f (xn).
Do the sequence converge? If so, to what value? In each case, begin byidentifying the function f that generates the sequence.
(a) x0 = 1, xn+1 = xn − [(sin xn − x2n )/(cos xn − 2xn)]
(b) x0 = 1, xn+1 = xn − x2n−22xn
= xn2 + 1
xn
(c) x0 = 1, xn+1 = xn − tan xn−1sec2 xn
(d) x0 = 1, xn+1 = xn − 1.
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Solution
(a) The sequence converges to a solution of the equation sin x − x2 = 0.
(b) f (x) = x2 − 2, the sequence converges to√
2.
(c) f (x) = tan x − 1, the sequence converges to 0.7853981 ≈ π/4.
(d) f (x) = ex , the sequence diverges.
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Exercise
Exercise
(a) Suppose that f (x) is differentiable for all x in [0, 1] and that f (0) = 0.Define the sequence {an} by the rule an = nf (1/n). Show thatlimn→∞ an = f ′(0).Use the result in part (a) to find the limits of the following sequences{an}.
(b) an = n tan−1 1n
(c) an = n(e1/n − 1)
(d) an = n ln(1 + 2n )
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Solution
(a) limn→∞ nf (1/n) = lim∆x→0f (∆x)
∆x = lim∆x→0f (0+∆x)−f (0)
∆x = f ′(0),where ∆x = 1
n .
(b) lim n tan−1 1n = f ′(0) = 1, where f (x) = tan−1 x .
(c) lim n(e1/n − 1) = f ′(0) = e0 − 1, where f (x) = ex − 1.
(d) lim n ln(1 + 2n ) = f ′(0) = 2, where f (x) = ln(1 + 2x).
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Pythagorean Triples
Exercise
A triple of positive integers a, b, and c is called a Pythagorean triple ifa2 + b2 = c2. Let a be an odd positive integer and let b = ba2
2 c and
c = da2
2 e be, respectively, the integer floor and ceiling for a2/2.
(a) Show that a2 + b2 = c2. (Hint: Let a = 2n + 1 and express b and c interms of n.)
(b) By direct calculation, or by appealing to the figure here, find
lima→∞
ba2
2 cda2
2 e.
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Solution
(a) If a = 2n + 1, then b = ba2
2 c = 2n2 + 2n, c = da2
2 e = 2n2 + 2n + 1,hence a2 + b2 = c2. (Verify!)
(b)
lima→∞
ba2
2 cda2
2 e= lim
n→∞
2n2 + 2n
2n2 + 2n + 1= 1.
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The nth root of n!
Exercise
Scottish mathematician James Stirling (1692-1770) showed that
n! ≈(n
e
)n√2nπ (1)
Show thatlimn→∞
(2nπ)1/(2n) = 1
and hence, using Stirling’s approximation (1), that
n√
n! ≈ n
e
for large values of n.
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Solution
limn→∞
(2nπ)1/(2n) = limn→∞
exp( ln 2nπ
2n
)→ e0 = 1.
From (1), we get hat
n√
n! ≈ n
e(2nπ)1/2n ≈ n
e,
for large value n.
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Exercise
Exercise
(a) Assuming that limn→∞(1/nc) = 0 if c is any positive constant, showthat
limn→∞
ln n
nc= 0
if c is any positive constant.
(b) Prove that limn→∞(1/nc) = 0 if c is any positive constant. (Hint : ifε = 0.001 and c = 0.04, how large should N be to ensure that|1/nc − 0| < ε if n > N?)
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Solution
(a) limn→∞(1/nc) = lim 1/nncn−1 = lim 1
ncc = 0.
(b) For any ε > 0, there exists a positive integer N = e−(ln ε)/c such that
n > e−(ln ε)/c .
Hence ln n > − ln εc =⇒ 1
nc < ε. Thus limn→∞(1/nc) = 0.
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The zipper theorem
Exercise
Prove the ”zipper theorem” for sequences : If {an} and {bn} bothconverge to L, then the sequence
a1, b1, a2, b2, · · · , an, bn, · · ·
converges to L.
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Solution
Define c2n = bn and c2n−1 = an, for n = 1, 2, · · · .
Since an → L and bn → L, there are positive integers N1 and N2
respectively such that
|an − L| < ε, for all n > N1
and|bn − L| < ε, for all n > N2.
If n > 1 + 2 max{N1,N1}, then
|cn − L| < ε, for all n > N.
Hence {cn} converges to L.
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Exercise
Exercise
Which of the following sequences converge and which diverge?
(a) an = 2− 2n −
12n
(b) an = ((−1)n + 1)(n+1n
)
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Solution
(a) Let’s assume an ≤ an+1 for all n. So 2− 2n −
12n ≤ 2− 2
n+1 −1
2n+1
which gives that for all n
2
n(n + 1)≥ − 1
2n+1.
Hence {an} is non-decreasing. Also 2 is an upper bound. Thus {an}converges to the lub.
(b)
an =
{0 if n is odd
2(1 + 1n ) if n is even
so {an} diverges.
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Exercise
Exercise
The first term of a sequence is x1 = cos(1). The next terms are x2 = x1 orcos(2), whichever is larger, and
x3 = x2 or cos(3),
whichever is larger (farther to the right). In general,
xn+1 = max{xn, cos(n + 1)}.
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Solution
Verify thatxn = max{cos 1, cos 2, · · · , cos n}.
By the definition of maximum,
xn+1 ≥ xn
for all n.
Hence {xn} is non-decreasing and bounded above by 1, so it converges.
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Exercise
Exercise
Using the conclusion of the above exersize determine which of thesequences converge and which diverge.
(a) an =1 +√
2n√n
(b) an =n + 1
n
(c) an =4n+1 + 3n
4n
(d) a1 = 1, an+1 = 2an − 3
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Solution
(a) Verify that {an} is nonincreasing and bounded below by√
2. So itconverges to glb.
(b) Verify that {an} is nonincreasing and bounded below by 1. So itconverges to glb.
(c) Verify that {an} is nonincreasing and bounded below by 4, hence itconverges to glb.
(d) Verify that an = −2n + 3 and {an} is nonincreasing but not boundedbelow, it diverges.
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Uniqueness of least upper bounds
Exercise
(a) Show that if M1 and M2 are least upper bounds for the sequence{an}, then M1 = M2. That is, a sequence cannot have two differentleast upper bounds.
(b) Is it true that a sequence {an} of positive numbers must converge if itis bounded from above? Give reasons for your answer.
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Solution
(a) Use the fact that least upper bound is also an upper bound.
(b) Students must try.
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Cauchy Sequence
Definition
A sequence {an} is said to be a Cauchy sequence if to every positivenumber ε there corresponds an integer N such that for all m and n,
m > N and n > N =⇒ |am − an| < ε.
Exercise
Prove that every convergent is a Cauchy sequence.
That is, prove that if {an} is a convergent sequence, then to every positivenumber ε there corresponds an integer N such that for all
m > N and n > N =⇒ |am − an| < ε.
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Solution
Let {an} be a convergent sequence, converging to some L.
Let ε > 0 be given.
As an → L, there is a positive integer N such that
|an − L| < ε/2 for all n > N.
Hence for all n,m > N, we have
|an − am| ≤ |an − L|+ |am − L| < ε/2 + ε/2.
Thus {an} is a Cauchy sequence.
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Cauchy’s general principle of convergence
We proved that every convergent is a Cauchy sequence. What about theconverse ? The converse is also true, which is shown in the followingresult (without proof).
Theorem (Cauchy’s general principle of convergence)
A necessary and sufficient condition for the convergence of a sequence{an} is that, for each ε > 0, there exists a positive integer N such that
|am − an| < ε, for all n,m > N.
How is “Cauchy’s general principle of convergence” useful?
We can apply definition to test convergence of a sequence to a given limitL. But in case, the limit L is not known, nor can any guess be madeof the same, the above theorem can be used. It involves only theterms of the sequence and is useful for determining whether a sequenceconverges or not.
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Exercise
Exercise
Show that the sequence {an}, where
an = 1 +1
2+ · · ·+ 1
n
cannot converge.
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Solution
Suppose that the sequence {an} converges. For ε = 12 , there is a positive
integer N such that
|am − an| <1
2, for all n,m > N.
But
|am − a2m| =1
m + 1+
1
m + 2+ · · ·+ 1
2m>
1
2mm =
1
2
which contradicts that “every convergent sequence is a Cauchy sequence”.
Hence the sequence cannot converge.
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Exercise
Exercise
Show that the sequence {an}, where
an = 1 +1
3+
1
5+ · · ·+ 1
2n − 1
cannot converge.
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Exercise
Exercise
Show that the sequence {an}, where
an =1
(n + 1)2+ · · ·+ 1
(2n)2
converges to 0.
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Solution
n
(2n)2≤ an ≤
n
n2for all n.
Hence 14n ≤ an ≤ 1
n for all n.
By Sandwich theorem, {an} converges to 0.
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Exercise
Exercise
Show that
(a)n∑
k=1
1
n2 + k= 0.
(b)n∑
k=1
1√n + k
=∞.
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Exercise
Exercise
Show that the sequence {an}, where
an =1
n + 1+
1
n + 2+ · · ·+ 1
2n
is convergent.
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Solution
an+1 − an = 12(n+1)(2n+1) > 0 for all n.
So, the sequence {an} is nondecreasing.
lso 0 < an <1n + 1
n + · · ·+ 1n = 1, which implies that {an} is bounded.
Thus {an} converges.
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Exercise
Exercise
Show that the sequence {an}, where
an =1
1!+
1
2!+ · · ·+ 1
n!
is convergent.
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Solution
an+1 − an = 1(n+1)! > 0 for all n.
So, the sequence {an} is nondecreasing.
Also 0 < an < 1 + 12 + 1
22 + · · ·+ 12n−1 = 2− 1
2n−1 < 2, which implies that{an} is bounded.
Thus {an} converges.
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Limits and subsequences
Definition
If the terms of one sequence appear in another sequence in their givenorder, we call the first sequence a subsequence of the second.
Example
The sequence {2n} is a subsequence of {n}, whereas the sequence{4, 3, 10, 11, 12, · · · } is a not subsequence of {n}.
Exercise
Prove that if two subsequences of a sequence {an} have different limitsL1 6= L2, then {an} diverges.
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Solution
Let k(n) and p(n) be two order-preserving functions whose domains arethe sets of positive integers and whose range are subsets of the positiveintegers.
Consider two subsequences ak(n) and ap(n) converging to L1 and L2
respectively. So|ak(n) − ap(n)| → |L1 − L2| > 0.
Hence, there is no positive integer N such that for all n,m > N such that|an − am| < ε. Thus {an} is not a Cauchy sequence.
Since every convergent sequence is a Cauchy sequence, so {an} is not aconvergent sequence, thus it diverges.
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Exercise
Exercise
For a sequence {an} the terms of even index are denoted by a2k and theterms of odd index by a2k+1. Prove that if a2k → L and a2k+1 → L, thenan → L.
P. Sam Johnson Sequences (Part - 2) December 27, 2018 98/101
Solution
Let ε > 0 be given. As a2k → L and a2k+1 → L, there are positive integersN1 and N2 such that
|a2k − L| < ε for all 2k > N1
and|a2k+1 − L| < ε for all 2k + 1 > N2.
Then for any n > max{N1,N2},
|an − L| < ε whether n is even or odd.
Hence an → L.
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Exercise
Exercise
Prove the following statements.
(a) A sequence {an} converges to 0 if and only if the sequence of absolutevalues {|an|} converges to 0. [Hint : Use the defintion]
(b) If a sequence {an} converges to 0 and {bn} is a bounded sequence,then {anbn} converges to 0. [Hint : Use the defintion]
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References
1. M.D. Weir, J. Hass and F.R. Giordano, Thomas’ Calculus, 11thEdition, Pearson Publishers.
2. N. Piskunov, Differential and Integral Calculus, Vol I & II (Translatedby George Yankovsky).
3. S.C. Malik and Savitha Arora, Mathematical Analysis, New AgePublishers.
4. R. G. Bartle, D. R. Sherbert, Introduction to Real Analysis, WileyPublishers.
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