Sequences and Series
Contents
2.3. Sequences and Series#
This section collects results on sequences and series of real numbers.
Definition 2.28
A sequence of real numbers is a
function
A sequence can be thought of as an ordered (countable) list of real numbers.
Definition 2.29 (Convergence)
A sequence
The real number
In other words, a sequence of real numbers
Example 2.6 (Sequence convergence)
Consider the sequence
Thus, the sequence converges to 0.
Definition 2.30 (Divergence)
A sequence which doesn’t converge, is said to diverge.
Theorem 2.4 (Sequence Limit Uniqueness)
A sequence of real numbers can have utmost one limit.
Proof. If a sequence diverges, then there is nothing to prove.
Otherwise, suppose a sequence
Since this is true for all
Recall that the notion of
Definition 2.31 (Upper and lower bounds )
Let
An upper bound of
is any such that .A lower bound of
is any such that .If
has an upper bound it is said to be bounded from above.If
has a lower bound it is said to be bounded from below.If
is both bounded from above and below, then is said to be bounded.A real number is called a least upper bound or supremum of
if it is an upper bound of , and it is less than or equal to every other upper bound of .The least upper bound is denoted by
.A real number is called a greatest lower bound or infimum of
if it is a lower bound of , and it is greater than or equal to every other lower bound of .The greatest lower bound is denoted by
.
Remark 2.6
Due to the completeness axiom,
if a sequence
The notion of upper boundedness and lower boundedness can be subsumed into a single definition.
Definition 2.32 (Boundedness)
A sequence
Theorem 2.5
Every convergent sequence is bounded.
Proof. Let
Now define
Definition 2.33 (Unbounded above )
A sequence
In other words, for every
Definition 2.34 (Unbounded below )
A sequence
In other words, for every
2.3.1. Monotone Sequences#
Definition 2.35 (Monotone sequences)
A sequence
is said to be increasing if for each .A sequence
is said to be decreasing if for each .A sequence
is said to be monotone if it is either increasing or decreasing.The notation
means is increasing and . It applies if is bounded from above.The notation
means is decreasing and . It applies if is bounded from below.If a sequence
satisfies for all , then it is called a constant sequence.
An increasing sequence is bounded from below. Its greatest
lower bound is
A decreasing sequence is bounded from above. Its least
upper bound is
Remark 2.7 (Unbounded increasing sequences)
Let
Remark 2.8 (Unbounded decreasing sequences)
Let
Theorem 2.6 (Convergence of bounded monotone sequences)
Every monotone bounded sequence of real numbers is convergent.
Proof. Let
Since
This means that
Theorem 2.7 (Convergence of constant sequences)
Let
Proof. For all
2.3.2. The Calculus of Limits#
Let
Let
Theorem 2.8 (Scaling a sequence)
Proof. If
Let
Corollary 2.4 (Negating a sequence)
We get this result by choosing
Theorem 2.9 (Addition of sequences)
Proof. From triangle inequality we get:
For any
Corollary 2.5 (Subtraction of sequences)
Negate
Theorem 2.10 (Multiplication of sequences)
Proof. First let us assume that
Let
Since every convergent sequence is bounded,
let
Further choose
Since
Now consider the case where
Theorem 2.11 (Division of sequences)
Proof. If we can prove that
Choose
Next, for arbitrary
Finally, pick
Thus,
Although some elements of
In other words, there comes a point
Next, we examine some of the order properties of the limits of sequences.
Theorem 2.12 (Order limit theorem)
Assume
If
for all , then .If
for all , then .If there exists
for which for all , then . Similarly if for all , then .
In words,
If a sequence is non-negative, then its limit is non-negative.
If one sequence is less than equal to another sequence for every term in the sequence, then its limit is also less than equal to the other sequence.
A lower bound of a sequence is less than equal to its limit. An upper bound of a sequence is greater than equal to its limit.
Proof. (1) By contradiction, assume that
This is a contradiction. Hence
(2) By Corollary 2.5 we have,
(3) Take
Corollary 2.6 (Order limit theorem extension)
Assume
If
for all , then .If
for all , then .If there exists
for which for all , then . Similarly if for all , then .
We throw away the first
Example 2.7 (Limits don’t preserve strict inequality)
Consider
Thus,
Similarly,
Theorem 2.13 (Squeeze theorem for sequences)
If
Proof. Let
Corollary 2.7 (Squeeze theorem for sequences extension)
Let
Drop the first
Theorem 2.14 (Convergence of absolute sequence)
If
Proof. Since
This completes the proof.
Now consider the sequence
Although in absolute value it converges to
2.3.3. Infinite Series#
Definition 2.36
Let
The corresponding sequence of partial sums
We say that the series
Example 2.8 (Convergent series)
Consider
Looking at the partial sums, we observe:
Thus,
Example 2.9 (Harmonic series)
Consider
We note that
Similarly, we find that
Thus, the harmonic series is unbounded.
Theorem 2.15 (Cauchy condensation test)
Suppose
converges.
Proof. Let
First, assume that
Let us fix
Thus,
We now show that if
Consider the sum
Now, since
Definition 2.37 (Absolutely summable)
A series
A sequence
2.3.4. Subsequences#
Theorem 2.16 (Subsequence convergence)
Subsequences of a convergent sequence converge to the same limit
as the original sequence.
If
Conversely, if two different subsequences of
Proof. Since
Theorem 2.17 (Bolzano Weierstrass theorem)
Every bounded sequence contains a convergent subsequence.
The proof of this theorem follows a constructive approach (i.e., we will construct a subsequence and show that it is convergent). We construct a sequence of nested closed intervals with increasingly smaller lengths and pick a point in each such interval to form a subsequence.
Proof. Let
are a nested sequence of closed intervals, hence by
nested interval property, their
intersection
Let
2.3.5. Cauchy Sequence#
Definition 2.38 (Cauchy sequence)
A sequence
Remark 2.9
A little thought would show that saying
Theorem 2.18 (Boundedness of Cauchy sequences)
A Cauchy sequence is bounded.
Proof. Let
Choosing
Theorem 2.19 (Convergence of Cauchy sequences)
A Cauchy sequence is convergent.
Proof. Let
Let
Thus, for any
Also, since
Pick any
Thus,
Theorem 2.20 (Convergence and Cauchyness)
A sequence of real numbers converges if and only if it is a Cauchy sequence.
Proof. Let a sequence
Thus,
For the converse, in the previous theorem, we proved that a Cauchy sequence is convergent.
Remark 2.10
Let
Then
Proof. We have, for all
We will fix
Consider the strict inequality:
for all .Taking the limit on the sequence
(in L.H.S.), we get: .Consider the strict inequality:
for all .Taking the limit on the sequence
(in R.H.S.), we get: .Together, we get:
.Combining, we get
for all .
See also Example 2.7.
2.3.6. Limit Inferior and Limit Superior#
Theorem 2.21 (Sequences of partial suprema and infima)
Let
and
If
If
If
If
If
Proof. Let
Then, for any
, the set is also not bounded from above.Thus,
for all .Thus,
.
Let
Then, for any
, the set is also not bounded from below.Thus,
for all .Thus,
.
We note that for
Now, assume that
Then,
.Or
.Thus,
implies that .Thus,
is a nonincreasing sequence.
Now, assume that
Then,
.Or
.Thus,
implies that .Thus,
is a nondecreasing sequence.
Now, assume that
From Theorem 2.6, a monotone bounded sequence is convergent.
Since
is bounded, hence is bounded too.Since
is bounded, hence is bounded too.Thus, both
and are bounded and monotone.Thus, both of them are convergent sequences.
Definition 2.39 (Limit superior and inferior)
Let
Similarly, the limit inferior of the sequence is defined as:
If we define
then,
and
It is imperative to establish that the definition of limit inferior and limit superior is justified.
If
is not bounded from above, then .If
is bounded from above then is nondecreasing.In this case, if
is bounded from below, then converges, otherwise it diverges to .
Similar justification applies for the limit inferior too.
Remark 2.11 (Limit superior and inferior for unbounded sequences)
Let
If
If
Theorem 2.22 (Limit superior
Let
Theorem 2.23 (Relationship between limit superior and inferior)
Let
Proof. We recall that
Thus,
Theorem 2.24 (Characterization of limit superior)
Let
.For any
, there exists such thatand there exists a subsequence
of such that .
Proof. TBD
Theorem 2.25 (Characterization of limit inferior)
Let
.For any
, there exists such thatand there exists a subsequence
of such that .
Proof. TBD
This leads us to the fact that the limit of a sequence exists if and only if its limit inferior and limit superior are identical.
2.3.6.1. Existence of Limit#
Theorem 2.26 (Limit = limit superior = limit inferior)
Let
In other words the limit of a sequence exists if and only if both limit superior and limit inferior are equal and in this case, the limit of sequence equals the limit superior and inferior.
Proof. TBD
2.3.6.2. Subsequences#
Theorem 2.27 (Convergent subsequences and limit superior/inferior)
Let
Suppose
Suppose
Proof. Assume that
Let
.By Theorem 2.24, there exists
such that for allLet
.Then, there exists
such that for allLet
.Then, for all
Thus,
for every .Thus,
.
The proof for limit inferior is similar.
Remark 2.12 (The set of subsequential limits for bounded sequences)
Let
This is the set of limits of convergent subsequences of
Each element of
Let
By Theorem 2.24, there exists
By Theorem 2.25, there exists
Thus,
2.3.6.3. Arithmetic#
Theorem 2.28 (Arithmetic of limit superior and inferior)
Let
The limit superior satisfies subadditivity.
The limit inferior satisfies superadditivity.
If both
and
2.3.6.4. Order#
Theorem 2.29 (Order properties of limit superior and inferior)
Let
If
for all , then .If
for all , then .If
for all , then .If
for all , then .
Proof. Assume that
Then,
.Thus,
Assume that
Then,
.Thus,
Assume that
Choose any
.Let
.Then,
for every .Then,
for every .Taking supremum over
, .Thus,
for every .Thus, by Theorem 2.12,
.Thus,
.
A similar argument can be used for
2.3.6.5. Damping and Growing Sequences#
Theorem 2.30 (Damping sequences)
Let
Assume that the following holds:
Then,
Proof. We proceed as follows.
Since
, hence .Since
, we can choose an such that .Let
. Then, .By Theorem 2.24, there exists
such that for allThus,
for every .Let
.Then, we have
for every .Also,
since .We have
for all .Hence, due to the squeeze theorem,
.
Theorem 2.31 (Growing sequences)
Let
Assume that the following holds:
Then,
Proof. We proceed as follows.
Since
, we can choose an such that .Let
. Then, .By Theorem 2.25, there exists
such that for allThus,
for every .Let
.Then, we have
for every .Also,
since .We have
for all .Hence,
.Thus,
.