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Introduction to Real Sequences and Convergence

Keine Karten

This document introduces the fundamental concepts of real sequences, including their definition, notation, and basic properties. It covers the distinction between explicitly defined and recurrent sequences, and elaborates on the definition and examples of bounded sequences. Additionally, the document details the properties of monotonic sequences (increasing, decreasing, strictly, and constant), with methods for studying their variations. It thoroughly explains the definition of convergent sequences and provides an example of proving convergence using the epsilon-delta definition. Moreover, it touches upon divergent sequences, including those with infinite limits. The text also presents theorems on the uniqueness of limits and the relationship between convergence and boundedness. Finally, it explores properties of limits concerning arithmetic operations, infinite limits, inequalities, and introduces the Squeeze Theorem and adjacent sequences.

This document from the National Polytechnic School (Preparatory Cycle-ENP), Math Analysis 1, by F. Fellag, provides a cheatsheet on real sequences.

Real Sequences: Definitions & Properties

Definition of a Real Sequence

  • A sequence of real numbers is a function uu defined on a set of the form {nZ,nm}\left\{n \in \mathbb{Z}, n \geq m\right\}, where mm is a non-negative integer.
  • The sequence is denoted by (un)nN(u_n)_{n \in \mathbb{N}}.
  • u(n)u(n) is denoted by unu_n, which is called the general term of the sequence.

Examples of Sequence Definitions

  • Explicit Definition: un=1nu_n = \frac{1}{n}.
    • First three terms (for n1n \geq 1): u1=1u_1 = 1, u2=12u_2 = \frac{1}{2}, u3=13u_3 = \frac{1}{3}.
  • Recurrent Definition: {u1=2un+1=3un+1\left\{ \begin{array}{c} u_1 = 2 \\ u_{n+1} = 3u_n + 1 \end{array} \right.
    • First terms: u2=3(2)+1=7u_2 = 3(2) + 1 = 7, u3=3(7)+1=22u_3 = 3(7) + 1 = 22.

Bounded Sequences

Let (un)nN(u_n)_{n \in \mathbb{N}} be a real sequence.

  1. Bounded above: MR,nN:unM\exists M \in \mathbb{R}, \forall n \in \mathbb{N}: u_n \leq M.
    • Example: un=1nu_n = -\frac{1}{n} is bounded above by 00 since un0u_n \leq 0 for all nn.
  2. Bounded below: mR,nN:unm\exists m \in \mathbb{R}, \forall n \in \mathbb{N}: u_n \geq m.
    • Example: un=n2u_n = n^2 is bounded below by 00 since un0u_n \geq 0 for all nn.
  3. Bounded: m,MR,nN:munM\exists m, M \in \mathbb{R}, \forall n \in \mathbb{N}: m \leq u_n \leq M.
    • Equivalent definition: MR+,nN:unM\exists M \in \mathbb{R}^+, \forall n \in \mathbb{N}: |u_n| \leq M.
    • Example: un=1+nn+2u_n = \frac{1+n}{n+2} is bounded since 0un10 \leq u_n \leq 1 for all nn.

Monotonic Sequences

A sequence (un)(u_n) is called monotonic if it is either increasing or decreasing.

  • Increasing: nN:unun+1\forall n \in \mathbb{N}: u_n \leq u_{n+1}.
  • Strictly Increasing: \forall n \in \mathbb{N}: u_n < u_{n+1}.
    • Example: un=n2u_n = n^2 is strictly increasing because (n+1)^2 > n^2.
  • Decreasing: nN:unun+1\forall n \in \mathbb{N}: u_n \geq u_{n+1}.
  • Strictly Decreasing: \forall n \in \mathbb{N}: u_n > u_{n+1}.
    • Example: un=1nu_n = \frac{1}{n} is strictly decreasing because \frac{1}{n+1} < \frac{1}{n}.
  • Constant: nN:un=un+1\forall n \in \mathbb{N}: u_n = u_{n+1}.

How to Study Variations (Monotonicity)

  1. Difference Method: Study the sign of un+1unu_{n+1} - u_n.
    • If un+1un0u_{n+1} - u_n \geq 0, increasing.
    • If un+1un0u_{n+1} - u_n \leq 0, decreasing.
  2. Ratio Method: If all terms unu_n are positive, compare un+1un\frac{u_{n+1}}{u_n} to 1.
    • If un+1un1\frac{u_{n+1}}{u_n} \leq 1, decreasing.
    • If un+1un1\frac{u_{n+1}}{u_n} \geq 1, increasing.

Monotonicity of Recurrent Sequences with an Increasing Function

Let u1Du_1 \in D and un+1=f(un)u_{n+1} = f(u_n) with ff increasing.

  • If u2u10u_2 - u_1 \geq 0, then (un)n1(u_n)_{n \geq 1} is increasing.
  • If u2u10u_2 - u_1 \leq 0, then (un)n1(u_n)_{n \geq 1} is decreasing.

Example: u1=2u_1 = -2, un+1=3un+1u_{n+1} = 3u_n + 1. Here f(x)=3x+1f(x) = 3x+1 is increasing. u2=5u_2 = -5. Since u2u1=70u_2 - u_1 = -7 \leq 0, the sequence is decreasing.

Limits of Real Sequences

Definition of Convergence

A sequence (un)nN(u_n)_{n \in \mathbb{N}} converges to ll (denoted by limun=l\lim u_n = l) if:

\forall \varepsilon > 0, \exists n_0 \in \mathbb{N}, \forall n \in \mathbb{N}: n \geq n_0 \Rightarrow |u_n - l| \leq \varepsilon

  • This means that for any small ε\varepsilon, all terms unu_n from n0n_0 onwards are within the interval [lε,l+ε][l - \varepsilon, l + \varepsilon].

Example: To show limn+1n+2=1\lim \frac{n+1}{n+2} = 1, we need to find n0n_0 such that for any \varepsilon > 0, n+1n+21ε| \frac{n+1}{n+2} - 1 | \leq \varepsilon. This simplifies to 1n+2ε\frac{1}{n+2} \leq \varepsilon, which gives n1ε2n \geq \frac{1}{\varepsilon} - 2. So, we can choose n0=1ε2n_0 = \lceil \frac{1}{\varepsilon} \rceil - 2 (or similar). Given the source context example, it was un=nn+1u_{n} = \frac {n}{n + 1} and limun=1\lim u_{n} = 1, then n1ε1n \geq \frac {1}{\varepsilon} - 1 and n0=[1ε]n_0 = [\frac{1}{\varepsilon}].

Divergent Sequences

  • A sequence (un)nN(u_n)_{n \in \mathbb{N}} is divergent if it is not convergent.
  • Divergence occurs if:
    • limun=+\lim u_n = +\infty
    • limun=\lim u_n = -\infty
    • (un)(u_n) has no finite or infinite limit (e.g., un=(1)nu_n = (-1)^n).

Definition of Infinite Limits

  1. limun=+\lim u_n = +\infty: \forall A > 0, \exists n_0 \in \mathbb{N}, \forall n \in \mathbb{N}: n \geq n_0 \Rightarrow u_n \geq A.
  2. limun=\lim u_n = -\infty: \forall A > 0, \exists n_0 \in \mathbb{N}, \forall n \in \mathbb{N}: n \geq n_0 \Rightarrow u_n \leq -A.

Example: To show lim(2n+1)=+\lim (2n+1) = +\infty, we need to find n0n_0 such that for any A > 0, 2n+1A2n+1 \geq A. This gives nA12n \geq \frac{A-1}{2}. So, we can set n0=A12n_0 = \lceil \frac{A-1}{2} \rceil or n0=[A]+1n_0 = [A]+1 as in the source.

Properties of Limits

  1. Uniqueness of Limit: If a sequence converges, its limit is unique. (Proof by contradiction: assuming two different limits l1,l2l_1, l_2 leads to l1l223l1l2|l_1 - l_2| \leq \frac{2}{3}|l_1 - l_2|, which implies l1=l2l_1 = l_2).
  2. Boundedness of Convergent Sequences: If a sequence (un)nN(u_n)_{n \in \mathbb{N}} converges, then it is bounded.
    • Proof sketch: For ε=1\varepsilon=1, terms unu_n for nn0n \geq n_0 are in [l1,l+1][l-1, l+1]. The finite number of initial terms {u1,,un01}\{u_1, \dots, u_{n_0-1}\} are also bounded, so the entire sequence is bounded.

Arithmetic Operations with Limits (for limun=l\lim u_n = l and limvn=l\lim v_n = l')

  • Scalar Multiplication: limλun=λl\lim \lambda u_n = \lambda l (for λR\lambda \in \mathbb{R}).
  • Sum: lim(un+vn)=l+l\lim (u_n + v_n) = l + l'.
  • Product: lim(unvn)=ll\lim (u_n v_n) = l l'.
  • Reciprocal: If un0u_n \neq 0 and l0l \neq 0, then lim1un=1l\lim \frac{1}{u_n} = \frac{1}{l}.
  • Quotient: If vn0v_n \neq 0 and l0l' \neq 0, then lim(unvn)=ll\lim \left(\frac{u_n}{v_n}\right) = \frac{l}{l'}.

Limits and Absolute Values

  • If limun=l\lim u_n = l, then limun=l\lim |u_n| = |l|.
    • Proof uses triangle inequality: abab||a| - |b|| \leq |a - b|. Applying this to unu_n and ll: unlunl||u_n| - |l|| \leq |u_n - l|. Since unl|u_n - l| tends to 0, unl||u_n| - |l|| also tends to 0.
  • A sequence (un)(u_n) is a null sequence if limun=0\lim u_n = 0.
    • (un)(u_n) is a null sequence if and only if (un)(|u_n|) is a null sequence. This means limun=0    limun=0\lim |u_n| = 0 \iff \lim u_n = 0.

Monotone Convergence Theorem

  1. If a sequence (un)nN(u_n)_{n \in \mathbb{N}} is increasing and bounded above, then it converges to its supremum.
  2. If a sequence (un)nN(u_n)_{n \in \mathbb{N}} is decreasing and bounded below, then it converges to its infimum.

Corollary: Every monotone and bounded sequence is convergent.

Example: The sequence un=1n+1++1n+nu_n = \frac{1}{n+1} + \dots + \frac{1}{n+n} is increasing and bounded above by 1, so it converges.

Limits and Inequalities

Theorems on Limits and Weak Inequalities

  1. If (un)(u_n) converges and un0u_n \geq 0 for sufficiently large nn, then limun0\lim u_n \geq 0.
  2. If (un)(u_n) converges and un0u_n \leq 0 for sufficiently large nn, then limun0\lim u_n \leq 0.
  3. Limits Preserve Weak Inequalities: If anla_n \to l and bnlb_n \to l' and anbna_n \leq b_n for sufficiently large nn, then lll \leq l'.

Remark: Limits DO NOT preserve strict inequalities. E.g., \frac{1}{n^2} < \frac{1}{n} but lim1n2=lim1n=0\lim \frac{1}{n^2} = \lim \frac{1}{n} = 0. So lll \leq l' holds, not l < l'.

Theorems on Infinite Limits and Inequalities

  1. If an+a_n \to +\infty and anbna_n \leq b_n for sufficiently large nn, then bn+b_n \to +\infty.
  2. If bnb_n \to -\infty and anbna_n \leq b_n for sufficiently large nn, then ana_n \to -\infty.

Example: To determine limen+n2+1n+1\lim \frac{e^n + \sqrt{n^2 + 1}}{\sqrt{n + 1}}. We have en+n2+1n+1n2+1n+1\frac{e^n + \sqrt{n^2 + 1}}{\sqrt{n + 1}} \geq \sqrt{\frac{n^2 + 1}{n + 1}}. Since limn2+1n+1=+\lim \sqrt{\frac{n^2 + 1}{n + 1}} = +\infty, the original limit is also ++\infty.

Squeeze Theorem (Sandwich Theorem)

Let (un),(vn),(wn)(u_n), (v_n), (w_n) be three sequences. If for all sufficiently large nn, unwnvnu_n \leq w_n \leq v_n and limun=limvn=l\lim u_n = \lim v_n = l, then (wn)(w_n) is convergent and limwn=l\lim w_n = l.

Example 1: To determine limn(cos(n)+sin(n))(n+1)2\lim \frac{n(\cos(n) + \sin(n))}{(n + 1)^2}.

  • We know 0cos(n)+sin(n)20 \leq |\cos(n) + \sin(n)| \leq 2.
  • So, 0n(cos(n)+sin(n))(n+1)22n(n+1)20 \leq \left|\frac{n(\cos(n) + \sin(n))}{(n + 1)^2}\right| \leq \frac{2n}{(n + 1)^2}.
  • Since lim2n(n+1)2=lim2nn2+2n+1=lim2/n1+2/n+1/n2=0\lim \frac{2n}{(n + 1)^2} = \lim \frac{2n}{n^2 + 2n + 1} = \lim \frac{2/n}{1 + 2/n + 1/n^2} = 0.
  • By the Squeeze Theorem, limn(cos(n)+sin(n))(n+1)2=0\lim \left|\frac{n(\cos(n) + \sin(n))}{(n + 1)^2}\right| = 0, which implies limn(cos(n)+sin(n))(n+1)2=0\lim \frac{n(\cos(n) + \sin(n))}{(n + 1)^2} = 0.

Example 2: To determine limE(n)+1n2\lim \frac{E(\sqrt{n}) + 1}{n^2}.

  • Using the property x-1 < E(x) \leq x, we have \sqrt{n}-1 < E(\sqrt{n}) \leq \sqrt{n}.
  • Adding 1: \sqrt{n} < E(\sqrt{n}) + 1 \leq \sqrt{n} + 1.
  • Dividing by n2n^2: \frac{\sqrt{n}}{n^2} < \frac{E(\sqrt{n}) + 1}{n^2} \leq \frac{\sqrt{n} + 1}{n^2}.
  • Since limnn2=lim1nn=0\lim \frac{\sqrt{n}}{n^2} = \lim \frac{1}{n\sqrt{n}} = 0 and limn+1n2=lim(1nn+1n2)=0\lim \frac{\sqrt{n} + 1}{n^2} = \lim (\frac{1}{n\sqrt{n}} + \frac{1}{n^2}) = 0.
  • By the Squeeze Theorem, limE(n)+1n2=0\lim \frac{E(\sqrt{n}) + 1}{n^2} = 0.

Subsequences

  • A subsequence of (xn)(x_n) is formed by taking selected terms from the original sequence in their original order.
    • If (xn)nN(x_n)_{n \in \mathbb{N}} is a sequence, and φ:NN\varphi: \mathbb{N} \to \mathbb{N} is a strictly increasing function, then (xφ(n))nN(x_{\varphi(n)})_{n \in \mathbb{N}} is a subsequence.
    • Example: (x2n)(x_{2n}), (x2n+1)(x_{2n+1}), (xn2)(x_{n^2}) are common subsequences.
  • Property: If limxn=l\lim x_n = l, then any subsequence (xφ(n))(x_{\varphi(n)}) also converges to ll.
    • This is because φ(n)n\varphi(n) \geq n, so if nNn \geq N, then φ(n)N\varphi(n) \geq N.

Divergence Criteria using Subsequences

A sequence (un)(u_n) is divergent if:

  1. It has two convergent subsequences with different limits.
    • Example: un=(1)nu_n = (-1)^n. u2n1u_{2n} \to 1 and u2n+11u_{2n+1} \to -1. Since 111 \neq -1, (un)(u_n) is divergent.
  2. It is unbounded and monotonic (e.g., an increasing sequence unbounded from above diverges to ++\infty).
  3. It has a divergent subsequence.

Bolzano-Weierstrass Theorem (Implicit)

Every bounded sequence has a convergent subsequence.

Example: un=cosnπ3u_n = \cos \frac{n\pi}{3} is bounded but divergent. However, (u6n)=cos(2nπ)=1(u_{6n}) = \cos(2n\pi) = 1 is a convergent subsequence.

Continuity and Limits of Sequences

If (un)(u_n) is a convergent sequence with limun=l\lim u_n = l and ff is a function continuous at ll, then limf(un)=f(l)\lim f(u_n) = f(l).

Adjacent Sequences

Definition

Two sequences (un)(u_n) and (vn)(v_n) are adjacent if:

  1. (un)(u_n) is increasing.
  2. (vn)(v_n) is decreasing.
  3. lim(vnun)=0\lim (v_n - u_n) = 0.

Example: un=11nu_n = 1 - \frac{1}{n} and vn=1+1n2v_n = 1 + \frac{1}{n^2} are adjacent.

  • unu_n is strictly increasing: u_{n+1} - u_n = \frac{1}{n(n+1)} > 0.
  • vnv_n is strictly decreasing: v_{n+1} - v_n = \frac{-2n-1}{n^2(n+1)^2} < 0.
  • lim(vnun)=lim(1+1n2(11n))=lim(1n2+1n)=0\lim (v_n - u_n) = \lim (1 + \frac{1}{n^2} - (1 - \frac{1}{n})) = \lim (\frac{1}{n^2} + \frac{1}{n}) = 0.

Theorems on Adjacent Sequences

  1. If (un)(u_n) and (vn)(v_n) are adjacent with (un)(u_n) increasing and (vn)(v_n) decreasing, then nN:unvn\forall n \in \mathbb{N}: u_n \leq v_n.
    • Proof sketch: Let wn=vnunw_n = v_n - u_n. Since unu_n is increasing and vnv_n is decreasing, wnw_n is decreasing (wn+1wn0w_{n+1} - w_n \leq 0). Since limwn=0\lim w_n = 0, all wnw_n must be 0\geq 0. Thus vnun0unvnv_n - u_n \geq 0 \Rightarrow u_n \leq v_n.
  2. Adjacent sequences are convergent and converge to the same limit ll. Additionally, nN:unlvn\forall n \in \mathbb{N}: u_n \leq l \leq v_n.
    • Proof sketch: (un)(u_n) is increasing and bounded above by v1v_1 (since unvnv1u_n \leq v_n \leq v_1), so it converges to its supremum. (vn)(v_n) is decreasing and bounded below by u1u_1 (since u1unvnu_1 \leq u_n \leq v_n), so it converges to its infimum. Since lim(vnun)=0\lim (v_n - u_n) = 0, their limits must be identical.

Mathematical Analysis: Real Sequences Cheatsheet

This cheatsheet provides a concise overview of real sequences, including definitions, properties, and important theorems for understanding their behavior.

1. Definition of a Real Sequence

  • Definition: A sequence of real numbers is a function defined on a set of the form where is a non-negative integer.

  • Notation:

    • denotes a sequence defined on .

    • is denoted by , which is called the general term.

  • Types of Definitions:

    • Explicit: General term is defined directly.

      • Example: with .

        • , , .

    • Recurrent: Next term defined by previous terms.

      • Example: with , .

        • .

        • .

2. Bounded Sequences

  • Definition: Let be a real sequence.

    1. Bounded Above: .

      • Example: is bounded above by 0<spandatalatex=".("datatype="inlinemath"></span>un00<span data-latex=". (" data-type="inline-math"></span>u_n \leq 0)

    2. Bounded Below: .

      • Example: is bounded below by 0<spandatalatex=".("datatype="inlinemath"></span>un00<span data-latex=". (" data-type="inline-math"></span>u_n \geq 0)

    3. Bounded: .

      • Alternative Definition: .

      • Example: is bounded since .

3. Monotonic Sequences (Variations)

  • Definitions:

    1. Increasing: .

    2. Strictly Increasing: .

      • Example: ()

    3. Decreasing: .

    4. Strictly Decreasing: .

      • Example: ()

    5. Constant: .

  • Monotonic: A sequence is monotonic if it is either increasing or decreasing.

  • Studying Variations:

    1. Difference: Analyze the sign of .

      • If strictly increasing

      • If strictly decreasing

    2. Ratio (for positive terms): Compare .

      • If increasing

      • If un+1un1    </p></li></ul></li></ol></li></ul><p></p>\frac{u_{n+1}}{u_n} \leq 1 \implies</p></li></ul></li></ol></li></ul><p></p> decreasing

  • Theorem for Recurrent Sequences:
    Let un+1=f(un)u_{n+1} = f(u_n) where ff is an increasing function.
    1. If u2u10    (un)u_2 - u_1 \geq 0 \implies (u_n) is increasing.
    2. If u2u10    (un)u_2 - u_1 \leq 0 \implies (u_n) is decreasing.
    • Example: u1=2u_1 = -2, un+1=3un+1u_{n+1} = 3u_n + 1. Here f(x)=3x+1f(x) = 3x + 1 (increasing).
      • u2=3(2)+1=5u_2 = 3(-2) + 1 = -5.
      • u2u1=5(2)=70u_2 - u_1 = -5 - (-2) = -7 \leq 0.
      • Therefore, (un)(u_n) is decreasing.

4. Limits of Real Sequences

  • Convergence (Finite Limit ll):
    (un)(u_n) converges to ll if: ε>0,n0N,nN:nn0unlε\forall \varepsilon > 0, \exists n_0 \in \mathbb{N}, \forall n \in \mathbb{N}: n \geq n_0 \Rightarrow |u_n - l| \leq \varepsilon.
    • Interpretation: All terms unu_n for nn0n \geq n_0 fall within the interval [lε,l+ε][l - \varepsilon, l + \varepsilon].
    • Notation: limun=l\lim u_n = l.
    • Example: To show limn+1n+2=1\lim \frac{n+1}{n+2} = 1: un1ε    1n+1ε    n1ε1|u_n - 1| \leq \varepsilon \implies \frac{1}{n+1} \leq \varepsilon \implies n \geq \frac{1}{\varepsilon} - 1. Choose n0=1εn_0 = \lceil \frac{1}{\varepsilon} \rceil.
  • Divergence: A sequence is divergent if it is not convergent.
    • This includes cases where limun=±\lim u_n = \pm \infty or the limit does not exist (e.g., un=(1)nu_n = (-1)^n).
  • Infinite Limit (++\infty):
    limun=+\lim u_n = +\infty if: A>0,n0N,nN:nn0unA\forall A > 0, \exists n_0 \in \mathbb{N}, \forall n \in \mathbb{N}: n \geq n_0 \Rightarrow u_n \geq A.
    • Example: un=2n+1u_n = 2n + 1. To show limun=+\lim u_n = +\infty: 2n+1A    nA122n+1 \geq A \implies n \geq \frac{A-1}{2}. Choose n0=A+1n_0 = \lfloor A \rfloor + 1.
  • Infinite Limit (-\infty):
    limun=\lim u_n = -\infty if: A>0,n0N,nN:nn0unA\forall A > 0, \exists n_0 \in \mathbb{N}, \forall n \in \mathbb{N}: n \geq n_0 \Rightarrow u_n \leq -A.
    • Example: un=3n+2u_n = -3n + 2. To show limun=\lim u_n = -\infty: 3n+2A    nA+23-3n+2 \leq -A \implies n \geq \frac{A+2}{3}. Choose n0=A+23+1n_0 = \lfloor \frac{A+2}{3} \rfloor + 1.

5. Properties of Limits

  • Uniqueness of Limit: If a sequence converges, its limit is unique.
  • Boundedness of Convergent Sequences: If (un)(u_n) converges, then (un)(u_n) is bounded.
    • Proof Idea: For sufficiently large nn, unu_n is close to ll, so it's bounded within (lε,l+ε)(l-\varepsilon, l+\varepsilon). The finite number of initial terms are also bounded, making the entire sequence bounded.
  • Arithmetic of Limits: If limun=l\lim u_n = l and limvn=l\lim v_n = l'.
    1. lim(λun)=λl\lim (\lambda u_n) = \lambda l for λR\lambda \in \mathbb{R}.
    2. lim(un+vn)=l+l\lim (u_n + v_n) = l + l'.
    3. lim(unvn)=ll\lim (u_n v_n) = l l'.
    4. If un0u_n \neq 0 for nn0n \geq n_0 and l0l \neq 0, then lim1un=1l\lim \frac{1}{u_n} = \frac{1}{l}.
    5. If vn0v_n \neq 0 for nn0n \geq n_0 and l0l' \neq 0, then limunvn=ll\lim \frac{u_n}{v_n} = \frac{l}{l'}.
  • Absolute Value and Limit: If limun=l    limun=l\lim u_n = l \implies \lim |u_n| = |l|.
    • Key Inequality: abab||a| - |b|| \leq |a - b|.
  • Null Sequence: A sequence (un)(u_n) is a null sequence if limun=0\lim u_n = 0.
    • limun=0    limun=0\lim u_n = 0 \iff \lim |u_n| = 0.
    • Example: lim(1)nnn2=0\lim \frac{(-1)^n \sqrt{n}}{n^2} = 0.

6. Monotone Convergence Theorem

  • Theorem:
    1. If (un)(u_n) is increasing and bounded above, it converges to its supremum.
    2. If (un)(u_n) is decreasing and bounded below, it converges to its infimum.
  • Corollary: Every monotonic and bounded sequence is convergent.
    • Example Proof: un=k=1n1n+ku_n = \sum_{k=1}^n \frac{1}{n+k}.
      • un+1un=1(2n+1)(2n+2)>0    (un)u_{n+1} - u_n = \frac{1}{(2n+1)(2n+2)} > 0 \implies (u_n) is strictly increasing.
      • un=k=1n1n+kk=1n1n+1=nn+1<1    (un)u_n = \sum_{k=1}^n \frac{1}{n+k} \leq \sum_{k=1}^n \frac{1}{n+1} = \frac{n}{n+1} < 1 \implies (u_n) is bounded above by 1.
      • Thus, (un)(u_n) converges.
  • Application Example: u1=1u_1 = 1, un+1=1+un22u_{n+1} = \frac{1+u_n^2}{2}.
    1. Boundedness: 0<un10 < u_n \leq 1 for all nn. (Proof by induction)
    2. Monotonicity: un+1un=(un1)220    (un)u_{n+1} - u_n = \frac{(u_n-1)^2}{2} \geq 0 \implies (u_n) is increasing.
    3. Convergence: Since (un)(u_n) is increasing and bounded above, it converges.
    4. Limit: If limun=l\lim u_n = l, then l=1+l22    l22l+1=0    (l1)2=0    l=1l = \frac{1+l^2}{2} \implies l^2 - 2l + 1 = 0 \implies (l-1)^2 = 0 \implies l = 1.

7. Limits and Inequalities

  • Theorem 1: If limun=l\lim u_n = l and un0u_n \geq 0 for sufficiently large nn, then l0l \geq 0.
  • Theorem 2: If limun=l\lim u_n = l and un0u_n \leq 0 for sufficiently large nn, then l0l \leq 0.
  • Theorem 3 (Limits preserve weak inequalities): If anla_n \to l and bnlb_n \to l', and anbna_n \leq b_n for sufficiently large nn, then lll \leq l'.
    • Remark: Limits do not preserve strict inequalities. E.g., 1n2<1n\frac{1}{n^2} < \frac{1}{n}, but lim1n2=lim1n=0\lim \frac{1}{n^2} = \lim \frac{1}{n} = 0.
  • Theorem 4 (Infinite limits and inequalities):
    1. If an+a_n \to +\infty and anbna_n \leq b_n for sufficiently large nn, then bn+b_n \to +\infty.
      • Example: limen+n2+1n+1=+\lim \frac{e^n + \sqrt{n^2 + 1}}{\sqrt{n + 1}} = +\infty.
    2. If bnb_n \to -\infty and anbna_n \leq b_n for sufficiently large nn, then ana_n \to -\infty.
  • Squeeze Theorem (Sandwich Theorem):
    If unwnvnu_n \leq w_n \leq v_n for sufficiently large nn, and limun=limvn=l\lim u_n = \lim v_n = l, then (wn)(w_n) is convergent and limwn=l\lim w_n = l.
    • Example 1: limn(cos(n)+sin(n))(n+1)2=0\lim \frac{n(\cos(n) + \sin(n))}{(n + 1)^2} = 0.
      • Use bounds: 0n(cos(n)+sin(n))(n+1)22n(n+1)20 \leq |\frac{n(\cos(n) + \sin(n))}{(n + 1)^2}| \leq \frac{2n}{(n+1)^2}.
      • Since lim2n(n+1)2=0\lim \frac{2n}{(n+1)^2} = 0, the limit is 00.
    • Example 2: limE(n)+1n2=0\lim \frac{E(\sqrt{n}) + 1}{n^2} = 0.
      • Use property: n1<E(n)n\sqrt{n}-1 < E(\sqrt{n}) \leq \sqrt{n}.
      • This implies nn2<E(n)+1n2n+1n2\frac{\sqrt{n}}{n^2} < \frac{E(\sqrt{n})+1}{n^2} \leq \frac{\sqrt{n}+1}{n^2}.
      • Since limnn2=0\lim \frac{\sqrt{n}}{n^2} = 0 and limn+1n2=0\lim \frac{\sqrt{n}+1}{n^2} = 0, the limit is 00.

8. Subsequences

  • Definition: A subsequence of (un)(u_n) is formed by selecting terms uknu_{k_n} where (kn)(k_n) is a strictly increasing sequence of natural numbers.
    • Example: (u2n)(u_{2n}), (u2n+1)(u_{2n+1}), (un2)(u_{n^2}) are subsequences of (un)(u_n).
    • Important Property: If (un)(u_n) converges to ll, then any subsequence (ukn)(u_{k_n}) also converges to ll.
  • Divergence Criteria: A sequence (un)(u_n) is divergent if:
    1. It has two convergent subsequences with different limits.
      • Example: un=(1)nu_n = (-1)^n. u2n1u_{2n} \to 1, u2n+11u_{2n+1} \to -1. Since 111 \neq -1, (un)(u_n) is divergent.
    2. It is unbounded.
      • Theorem: An increasing sequence that is unbounded above diverges to ++\infty.
    3. It admits a divergent subsequence.
  • Bolzano-Weierstrass Theorem: Every bounded sequence has a convergent subsequence.
    • Example: un=cosnπ3u_n = \cos \frac{n\pi}{3} is bounded and divergent, but (u6n)nN(u_{6n})_{n \in \mathbb{N}} converges to 1.

9. Continuous Functions and Limits

  • Theorem: If (un)(u_n) converges to ll and ff is continuous at ll, then limf(un)=f(l)\lim f(u_n) = f(l).

10. Adjacent Sequences

  • Definition: Two sequences (un)(u_n) and (vn)(v_n) are adjacent if:
    1. (un)(u_n) is increasing.
    2. (vn)(v_n) is decreasing.
    3. lim(unvn)=0\lim (u_n - v_n) = 0.
  • Property: If (un)(u_n) and (vn)(v_n) are adjacent, then for all nn, unvnu_n \leq v_n.
  • Theorem: If (un)(u_n) and (vn)(v_n) are adjacent, then:
    1. They are both convergent and converge to the same limit ll.
    2. For all nn, unlvnu_n \leq l \leq v_n.

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