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 f:NR.

A sequence can be thought of as an ordered (countable) list of real numbers.

Definition 2.29 (Convergence)

A sequence {xn} of real numbers is said to converge to xR if for every ϵ>0, there exists a natural number n0 (depending upon ϵ) such that

|xnx|<ϵn>n0.

The real number x is called the limit of the sequence {xn}, and we write xnx or x=limnxn.

In other words, a sequence of real numbers {xn} converges to some real number x if and only if for each ϵ>0, the terms xn are eventually ϵ-close to x.

Example 2.6 (Sequence convergence)

Consider the sequence {xn}, where xn=1n. For a given ϵ>0, choose n0>1ϵ2. Then, for every n>n0, we have

|1n20|=1n2<ϵ.

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 {xn} converges to two limits x and y. Thus, for every ϵ>0, there exist n1,n2N such that |xnx|<ϵn>n1 and |xny|<ϵn>n2. Now, choose n0=max(n1,n2). Then, by triangle inequality, for every n>n0

0|xy||xxn|+|xny|<ϵ+ϵ=2ϵ.

Since this is true for all ϵ>0, hence x=y. Since x,y are arbitrarily close, they must be equal.

Recall that the notion of sup and inf was introduced in the Definition 2.5. The same notation can be used for sequences also.

Definition 2.31 (Upper and lower bounds )

Let X={xn} be a sequence of R.

  • An upper bound of X is any uR such that xnunN.

  • A lower bound of X is any lR such that xnlnN.

  • If X has an upper bound it is said to be bounded from above.

  • If X has a lower bound it is said to be bounded from below.

  • If X is both bounded from above and below, then X is said to be bounded.

  • A real number is called a least upper bound or supremum of X if it is an upper bound of X, and it is less than or equal to every other upper bound of X.

  • The least upper bound is denoted by sup(X).

  • A real number is called a greatest lower bound or infimum of X if it is a lower bound of X, and it is greater than or equal to every other lower bound of X.

  • The greatest lower bound is denoted by inf(X).

Remark 2.6

Due to the completeness axiom, if a sequence {xn} has an upper bound, it has a least upper bound denoted by sup{xn} and if it has a lower bound, it has a greatest lower bound denoted by inf{xn}.

The notion of upper boundedness and lower boundedness can be subsumed into a single definition.

Definition 2.32 (Boundedness)

A sequence {xn} is said to be bounded if there exists a number M>0 such that |xn|MnN.

Theorem 2.5

Every convergent sequence is bounded.

Proof. Let {xn} converge to x. Choosing a particular value of ϵ=1, there exists n0N such that |xnx|<1n>n0. Thus, xn(x1,x+1). This means that

|xn|<|x|+1n>n0.

Now define M=max{|x1|,|x2|,,|xn0|,|x|+1}. It follows that |xn|MnN as desired.

Definition 2.33 (Unbounded above )

A sequence {xn} is said to be unbounded above if there exists no uR such that xnunN.

In other words, for every uR, there exists an xn>u.

Definition 2.34 (Unbounded below )

A sequence {xn} is said to be unbounded below if there exists no lR such that xnlnN.

In other words, for every lR, there exists an xn<l.

2.3.1. Monotone Sequences#

Definition 2.35 (Monotone sequences)

  • A sequence {xn} is said to be increasing if xnxn+1 for each n.

  • A sequence {xn} is said to be decreasing if xnxn+1 for each n.

  • A sequence {xn} is said to be monotone if it is either increasing or decreasing.

  • The notation xnx means {xn} is increasing and x=sup{xn}. It applies if {xn} is bounded from above.

  • The notation xnx means {xn} is decreasing and x=inf{xn}. It applies if {xn} is bounded from below.

  • If a sequence {xn} satisfies xn=c for all n, then it is called a constant sequence.

An increasing sequence is bounded from below. Its greatest lower bound is x1.

A decreasing sequence is bounded from above. Its least upper bound is x1.

Remark 2.7 (Unbounded increasing sequences)

Let {xn} be an increasing and unbounded sequence. Then for every M>0, there exists n0N such that for every n>n0, xn>M.

Remark 2.8 (Unbounded decreasing sequences)

Let {xn} be an decreasing and unbounded sequence. Then for every M<0, there exists n0N such that for every n>n0, xn<M.

Theorem 2.6 (Convergence of bounded monotone sequences)

Every monotone bounded sequence of real numbers is convergent.

Proof. Let {xn} be increasing and bounded sequence. From completeness axiom it follows that there exists x=sup{xn}. We claim that x itself is the limit of {xn}. From Proposition 2.6 we recall that for every ϵ>0, there exists a number xn0{xn}, such that

xϵ<xn0x.

Since {xn} is increasing, hence

xϵ<xnxnn0.

This means that |xxn|=xxn<ϵnn0. Thus x is indeed the limit. We follow similar steps to prove for decreasing sequence.

Theorem 2.7 (Convergence of constant sequences)

Let {xn} be a constant sequence with xn=c. Then lim{xn}=c.

Proof. For all ϵ>0, |xnc|=0<ϵ for all nN.

2.3.2. The Calculus of Limits#

Let {xn} and {yn} be convergent sequences of R. Our concern here is to understand what happens to the limits if the sequences are combined.

Let lim{xn}=x and lim{yn}=y. Then:

Theorem 2.8 (Scaling a sequence)

lim{αxn}=αxαR.

Proof. If α=0, then we have a constant sequence and the result is trivial. So assume that α0. Then:

|αxnαx|=|α||xnx|.

Let ϵ>0 and choose n0N such that |xxn|<ϵ|α| for all n>n0. Then

|αxnαx|=|α||xnx|<|α|ϵ|α|=ϵn>n0.

Corollary 2.4 (Negating a sequence)

lim{xn}=x.

We get this result by choosing α=1.

Theorem 2.9 (Addition of sequences)

lim{xn+yn}=x+y.

Proof. From triangle inequality we get:

|xn+yn(x+y)||xnx|+|yny|.

For any ϵ>0, choose n1 such that |xnx|<ϵ2n>n1. Similarly, choose n2 such that |yny|<ϵ2n>n2. Now choose n0=max(n1,n2). Then:

|xn+yn(x+y)||xnx|+|yny|<ϵ2+ϵ2=ϵn>n0.

Corollary 2.5 (Subtraction of sequences)

lim{xnyn}=xy.

Negate {yn} and add to {xn}.

Theorem 2.10 (Multiplication of sequences)

lim{xnyn}=xy.

Proof. First let us assume that x0. We note that:

|xnynxy|=|xnynxyn+xynxy||xnynxyn|+|xynxy|=|yn||xnx|+|x||yny|.

Let ϵ>0 be arbitrary. Choose n1>0 such that

n>n1|yny|<1|x|ϵ2.

Since every convergent sequence is bounded, let M>0 be a bound of {yn} (i.e. MynM). Choose n2>0 such that

n>n2|xnx|<1Mϵ2.

Further choose n0=max(n1,n2). Then, we have

|xnynxy||yn||xnx|+|x||yny|<|yn|1Mϵ2+|x|1|x|ϵ2ϵ2+ϵ2=ϵ.

Since ϵ is arbitrary, hence we have shown that lim{xnyn}=xy.

Now consider the case where x=0. We need to show that lim{xnyn}=0. Let ϵ>0 and choose n0 such that |xn0|=|xn|<ϵM for all n>n0. Then

|xnyn0||xn||yn||xn|M<ϵMM=ϵ.

Theorem 2.11 (Division of sequences)

lim{xn/yn}=x/y provided y0.

Proof. If we can prove that yny implies that 1yn1y whenever y0, then the division of sequences reduces to multiplication of sequences {xn} and {1yn}. But

|1yn1y|=|yyn||y||yn|.

Choose ϵ0=|y|/2. Then there exists n1N such that |yyn|<ϵ0=|y|/2 whenever n>n1. This gives us, |yn|>|y|/2 whenever n>n1 (i.e. yn is so close to y that its magnitude is much larger than |y|/2). Equivalently, we have

1|yn|<2|y|n>n1.

Next, for arbitrary ϵ>0, we choose n2 such that for all n>n2

|yny|<ϵ|y|22.

Finally, pick n0=max(n1,n2). Then n>n0 implies

|1yn1y|=|yyn||y||yn|<ϵ|y|221|y|2|y|=ϵ.

Thus, yny implies that 1yn1y whenever y0. Now division reduces to multiplication and we are done.

Although some elements of {yn} may be zero, but eventually yn becomes arbitrarily close to y and since y0, hence,

0<|y|2<|yn|<|y|n> some m.

In other words, there comes a point m in the sequence Y so that all elements in Y after ym are non-zero with magnitude larger than |y|/2. We can practically throw away the first m terms from both the sequences X and Y and focus on the convergence of remaining sequence.

Next, we examine some of the order properties of the limits of sequences.

Theorem 2.12 (Order limit theorem)

Assume limxn=x and limyn=y.

  1. If xn0 for all nN, then x0.

  2. If xnyn for all nN, then xy.

  3. If there exists αR for which αyn for all nN, then αy. Similarly if xnα for all nN, then xα.

In words,

  1. If a sequence is non-negative, then its limit is non-negative.

  2. 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.

  3. 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 x<0. Then x+|x|=0. Now consider ϵ=|x|. Since {xn} is convergent, there exists n0N such that |xnx|<ϵ=|x|. Thus,

|xnx|<|x|x|x|<xn<x+|x|xn<0.

This is a contradiction. Hence x0.

(2) By Corollary 2.5 we have, lim(ynxn)=yx. Since ynxn, hence ynxn0. From (1), we get yx0. This implies yx.

(3) Take xn=α. Then ynα=xnyα (using (2)).

Corollary 2.6 (Order limit theorem extension)

Assume limxn=x and limyn=y.

  1. If xn0 for all n>n0, then x0.

  2. If xnyn for all n>n0, then xy.

  3. If there exists αR for which αyn for all n>n0, then αy. Similarly if xnα for all n>n0, then xα.

We throw away the first n0 terms from each sequence and apply the theorem on the remaining part(s).

Example 2.7 (Limits don’t preserve strict inequality)

Consider xn=1n and yn=1n+1. limxn=0. limyn=0.

Thus, xn>yn doesn’t imply limxn>limyn. We only have xn>ynxnynlimxnlimyn.

Similarly, xn>0 implies that limxn0. Or xn<r implies that limxnr.

Theorem 2.13 (Squeeze theorem for sequences)

If xnynzn for all nN and if limxn=limzn=l, then limyn=l.

Proof. Let limyn=y. Using order limit theorem, xnyn gives us ly and ynzn gives us yl. Thus, lyly=l.

Corollary 2.7 (Squeeze theorem for sequences extension)

Let limxn=limzn=l. If there exists n0N such that for all n>n0, xnynzn, then limyn=l.

Drop the first n0 terms from all the three sequences and then apply the theorem on remaining sequences.

Theorem 2.14 (Convergence of absolute sequence)

If xnx, then |xn|x. But the converse is not true.

Proof. Since xnx, for every ϵ>0, there exists n0N such that n>0 implies |xnx|<ϵ. By triangle inequality

||xn||x|||xnx|<ϵ.

This completes the proof.

Now consider the sequence

{1,1,1,1,1,1,}.

Although in absolute value it converges to 1, the sequence itself doesn’t converge. Thus, the converse is not true.

2.3.3. Infinite Series#

Definition 2.36

Let {xn} be a sequence. An infinite series is a formal expression of the form

n=1xn=x1+x2+x3+x4+.

The corresponding sequence of partial sums {sm} is defined as

sm=x1++xm.

We say that the series n=1xn converges to some sR if the sequence {sm} converges to s. In this case we write

n=1xn=s.

Example 2.8 (Convergent series)

Consider

n=11n2.

Looking at the partial sums, we observe:

sm=1+14+19+1m2<1+121+132+1m(m1)=1+(112)+(1213)++(1m11m)=1+11m<2.

Thus, 2 is an upper bound of the sequence of partial sums. Hence, by monotone convergence theorem, the series converges to some (unknown) limit less than 2.

Example 2.9 (Harmonic series)

Consider

n=11n.

We note that

s4=1+12+(13+14)>1+12+(14+14)=2.

Similarly, we find that s8>212. Further, we note that:

s2k=1+12+(13+14)+(15++18)++(12k1+1++12k)>1+12+(14+14)+(18++18)++(12k++12k)=1+12+214+418++2k112k=1+12+12+12++12=1+k12.

Thus, the harmonic series is unbounded.

Theorem 2.15 (Cauchy condensation test)

Suppose {xn} is decreasing and satisfies xn0 for all nN. Then, the series n=1xn converges if and only if the series

n=02nx2n=x1+2x2+4x4+8x8+16x16+

converges.

Proof. Let yn=2n1x2n1. Then, the second series is n=1yn. Let the partial sums of {xn} be sm and the partial sums of {yn} be tk.

First, assume that n=1yn converges. Thus, the sequence {tk} converges. Since every convergent sequence is bounded, the sequence {tk} is bounded. Thus, there exists M>0 such that tkM for all kN. Since xn0, the partial sums sm are increasing. Thus, if we show that {sm} is bounded, then by monotone convergence theorem, we would have shown that {sm} converges, hence the series n=1xn converges.

Let us fix m and choose k to be large enough so that m2k+11. Then sms2k+11. Now,

s2k+11=x1+(x2+x3)+(x4+x7)+++(x2k++x2k+11)x1+(x2+x2)+(x4+x4+x4+x4)++(x2k++x2k)=x1+2x2++2kx2k=y1+y2++yk=tk.

Thus, smtkM. {sm} is bounded, hence convergent.

We now show that if n=1yn diverges, then n=1xn diverges too.

Consider the sum

s2k=x1+x2+(x3+x4)+(x5++x8)++(x2k1+1+x2k)x1+x2+(x4+x4)+(x8++x8)++(x2k+x2k)=x1+x2+2x4+4x8+2k1x2k=12x1+12(x1+2x2+4x4+8x8++2kx2k)=12x1+tktk.

Now, since {tk} diverges, hence {s2k} too diverges. Thus, the series diverges.

Definition 2.37 (Absolutely summable)

A series xn is called absolutely summable if |xn| converges.

A sequence {xn} is called absolutely summable if |xn| converges.

2.3.4. Subsequences#

Theorem 2.16 (Subsequence convergence)

Subsequences of a convergent sequence converge to the same limit as the original sequence. If limnxn=x, then limnyn=x for every subsequence {yn} of {xn}.

Conversely, if two different subsequences of {xn} converge to different limits, then the sequence {xn} does not converge.

Proof. Since limnxn=x, for every ϵ>0, there exists n0N such that |xxn|<ϵn>n0. Now, if {yn} is a subsequence, then there exists a strictly increasing sequence {kn} of natural numbers (i.e. 1k1<k2<k3<) such that yn=xkn holds for each n. Clearly, there exists a k0>0 such that knn0n>k0. Then, |xyn|<ϵn>k0. Thus, {yn} converges to x too.

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 {xn} be a bounded sequence. Thus, there exists M>0 such that |xn|M for all nN. Divide the interval [M,M] into two equal closed intervals [M,0] and [0,M]. At least one of the two halves must have an infinite number of points in {xn} (since if both halves had finite number of points, then the total number of points in the sequence would be finite which is a contradiction). Choose a half for which this is true, and label this half as I1. Choose a point xn1I1. Now divide I1 into two equal closed intervals. Again, since I1 contains infinite number of points, hence at least one of the halves must have infinite number of points. Pick a half which contains infinite number of points and label it as I2. Now, pick a point xn2 from I2 such that n2>n1. In general, construct a closed interval Ik from a half of Ik1 containing infinite number of points. Further, we choose a point xnk such that nk>nk1>>n2>n1 and xnkIk. We claim that the subsequence {xnk} is a convergent subsequence. For this, we need a limit for the sequence. Since

I1I2Ik

are a nested sequence of closed intervals, hence by nested interval property, their intersection I=k=1Ik is non-empty. Actually, it’s easy to show that this I is a singleton too. If there were two distinct points x,y in I, then considering d=|xy|>0, we could find an interval Ij whose length is smaller than d. Thus both x,y could not fit in Ij. Hence I contains only one point. Let I={x}. We now show that xnkx.

Let ϵ>0. By construction, the length of Ik is M12k1. Since it converges to 0, hence, we can choose n0N such that for every k>n0, the length of Ik is less than ϵ. Since x and xnk are both in Ik, hence it follows that |xnkx|<ϵ.

2.3.5. Cauchy Sequence#

Definition 2.38 (Cauchy sequence)

A sequence {xn} in R is called a Cauchy sequence if, for every ϵ>0, there exists n0N (depending on ϵ) such that whenever m,n>n0 it follows that |xmxn|<ϵ.

Remark 2.9

A little thought would show that saying m,n>n0 or m,nn1 doesn’t make much difference in the definition. The two thresholds can be related by : n1=n0+1.

Theorem 2.18 (Boundedness of Cauchy sequences)

A Cauchy sequence is bounded.

Proof. Let {xn}. Choose ϵ=1. Then there exists n0N such that |xnxm|<1 whenever m,nn0. In particular, the statement is valid when m=n0. i.e. |xnxn0|<1 . But,

|xnxn0|<1||xn||xn0||<1|xn|<1+|xn0|nn0.

Choosing M=max(|x1|,,|xn01|,|xn0|+1), it is clear that |xn|M, hence {xn} is bounded.

Theorem 2.19 (Convergence of Cauchy sequences)

A Cauchy sequence is convergent.

Proof. Let {xn} be a Cauchy sequence. Hence it is bounded. Hence, by Bolzano Weierstrass theorem, it has a convergent subsequence.

Let {xnk} be such a convergent subsequence with the limit limxnk=x.

Thus, for any ϵ>0, there exists n1N such that for all k>n1,

|xnkx|<ϵ2.

Also, since {xn} is Cauchy, there exists n2N such that for all n,m>n2,

|xnxm|<ϵ2.

Pick any k>n1 such that nk>n2. Then, for all n>n2,

|xnx||xnxnk|+|xnkx|<ϵ2+ϵ2=ϵ.

Thus, limxn=x.

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 {xn} converge to ϵ. Then for every ϵ>0, there exists n0N such that |xnx|<ϵ/2 for all n>n0. Clearly, if m,n>n0, then

|xmxn||xmx|+|xxn|<ϵ2+ϵ2=ϵ.

Thus, {xn} is Cauchy.

For the converse, in the previous theorem, we proved that a Cauchy sequence is convergent.

Remark 2.10

Let {xn} be a Cauchy sequence with limxn=x. Let ϵ>0. Choose n0 such that m,n>n0 implies |xmxn|<ϵ.

Then

|xnx|ϵn>n0.

Proof. We have, for all m,n>n0

|xmxn|<ϵxmϵ<xn<xm+ϵ.

We will fix n and vary n to compute the limit inequalities.

  1. Consider the strict inequality: xmϵ<xn for all m>n0.

  2. Taking the limit on the sequence xm (in L.H.S.), we get: xϵxn.

  3. Consider the strict inequality: xn<xm+ϵ for all m>n0.

  4. Taking the limit on the sequence xm (in R.H.S.), we get: xnx+ϵ.

  5. Together, we get: xϵxnx+ϵ.

  6. Combining, we get |xnx|ϵ for all n>n0.

See also Example 2.7.

2.3.6. Limit Inferior and Limit Superior#

Theorem 2.21 (Sequences of partial suprema and infima)

Let {xn} be a sequence of R. Define

sn=sup{xk|kn}

and

tn=inf{xk|kn}.

If {xn} is not bounded above, then

limnsn=.

If {xn} is not bounded below, then

limntn=.

If {xn} is bounded from above, then {sn} is a nonincreasing sequence.

If {xn} is bounded from below, then {tn} is a nondecreasing sequence.

If {xn} is bounded, then both the sequences {sn} and {tn} are convergent.

Proof. Let {xn} not be bounded from above.

  1. Then, for any nN, the set {xk|kn} is also not bounded from above.

  2. Thus, sn=sup{xk|kn}= for all nN.

  3. Thus, limnsn=.

Let {xn} not be bounded from below.

  1. Then, for any nN, the set {xk|kn} is also not bounded from below.

  2. Thus, tn=inf{xk|kn}= for all nN.

  3. Thus, limntn=.

We note that for m<n,

{xk|kn}{xk|km}.

Now, assume that {xn} is bounded from above.

  1. Then, sup{xk|kn}sup{xk|km}.

  2. Or snsm.

  3. Thus, m<n implies that smsn.

  4. Thus, {sn} is a nonincreasing sequence.

Now, assume that {xn} is bounded from below.

  1. Then, inf{xk|kn}inf{xk|km}.

  2. Or tntm.

  3. Thus, m<n implies that tmtn.

  4. Thus, {tn} is a nondecreasing sequence.

Now, assume that {xn} is bounded.

  1. From Theorem 2.6, a monotone bounded sequence is convergent.

  2. Since {xn} is bounded, hence {sn} is bounded too.

  3. Since {xn} is bounded, hence {tn} is bounded too.

  4. Thus, both {sn} and {tn} are bounded and monotone.

  5. Thus, both of them are convergent sequences.

Definition 2.39 (Limit superior and inferior)

Let {xn} be a sequence of R. The limit superior of the sequence is defined as:

lim supnxnlimnsup{xk|kn}.

Similarly, the limit inferior of the sequence is defined as:

lim infnxnlimninf{xk|kn}.

If we define

sn=sup{xk|kn} and tn=inf{xk|kn}

then,

lim supnxn=limnsn

and

lim infnxn=limntn.

It is imperative to establish that the definition of limit inferior and limit superior is justified.

  1. If {xn} is not bounded from above, then sn=.

  2. If {xn} is bounded from above then {sn} is nondecreasing.

  3. In this case, if {xn} is bounded from below, then {sn} converges, otherwise it diverges to .

Similar justification applies for the limit inferior too.

Remark 2.11 (Limit superior and inferior for unbounded sequences)

Let {xn} be a sequence of R.

If {xn} is not bounded from above, then

lim supnxn=.

If {xn} is not bounded from below, then

lim infnxn=.

Theorem 2.22 (Limit superior limit inferior)

Let {xn} be a sequence of R. Then,

lim infnxnlim supnxn.

Proof. If we define

sn=sup{xk|kn} and tn=inf{xk|kn}

then, tnsn for every n.

Then, by Theorem 2.12,

limntnlimnsn.

Thus,

lim infnxn=limntnlimnsn=lim supnxn.

Theorem 2.23 (Relationship between limit superior and inferior)

Let {xn} be a sequence of R. Then,

lim supn(xn)=lim infnxn.

Proof. We recall that

inf(1A)=1sup(A) and sup(1A)=1infsup(A)

Thus,

lim supn(xn)=limnsup{xk|kn}=limninf{xk|kn}=limninf{xk|kn}=lim infnxn.

Theorem 2.24 (Characterization of limit superior)

Let {xn} be a sequence of R. Let uR. The following are equivalent.

  1. lim supnxn=u.

  2. For any ϵ>0, there exists n0N such that

    xn<u+ϵnn0.

    and there exists a subsequence {xkn} of {xn} such that limnxkn=u.

Proof. TBD

Theorem 2.25 (Characterization of limit inferior)

Let {xn} be a sequence of R. Let lR. The following are equivalent.

  1. lim infnxn=l.

  2. For any ϵ>0, there exists n0N such that

    xn>lϵnn0.

    and there exists a subsequence {xkn} of {xn} such that limnxkn=l.

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 {xn} be a sequence of R. Then,

limnxn=l if and only if lim supnxn=lim infnxn=l.

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 {xn} be a sequence of R. Let {xkn} be an arbitrary subsequence of {xn}.

Suppose lim supxn=u. If {xkn} converges then

limnxknu.

Suppose lim infxn=l. If {xkn} converges then

limnxknl.

Proof. Assume that lim supxn=u.

  1. Let ϵ>0.

  2. By Theorem 2.24, there exists n0 such that for all n>n0

    xn<u+ϵ.
  3. Let limnxkn=s.

  4. Then, there exists n1 such that for all kn>n1

    sϵ<xkn<s+ϵ.
  5. Let n2=max(n0,n1).

  6. Then, for all kn>n2

    sϵ<xkn<u+ϵ.
  7. Thus, s<u+2ϵ for every ϵ>0.

  8. Thus, su.

The proof for limit inferior is similar.

Remark 2.12 (The set of subsequential limits for bounded sequences)

Let {xn} be a bounded sequence of R. Define

A={xR| there exists a subsequence {xkn} with limxkn=x}.

This is the set of limits of convergent subsequences of {xn}. By Theorem 2.17 {xn} has a convergent subsequence since it is bounded. Hence, A is not empty.

Each element of A is called a subsequential limit of {xn}. Due to Theorem 2.21, both lim supxn and lim infxn are finite since {xn} is bounded.

Let aA. Then, by Theorem 2.27:

lim infxnalim supxn.

By Theorem 2.24, there exists uA such that

lim supxn=u.

By Theorem 2.25, there exists lA such that

lim infxn=l.

Thus,

lim supxn=maxA and lim infxn=minA.

2.3.6.3. Arithmetic#

Theorem 2.28 (Arithmetic of limit superior and inferior)

Let {an} and {bn} be sequences of R.

The limit superior satisfies subadditivity.

lim supn(an+bn)lim supnan+lim supnbn.

The limit inferior satisfies superadditivity.

lim infn(an+bn)lim infnan+lim infnbn.

If both {an} and {bn} are nonnegative, then

lim supn(anbn)(lim supnan)(lim supnbn)

and

lim infn(anbn)(lim infnan)(lim infnbn).

2.3.6.4. Order#

Theorem 2.29 (Order properties of limit superior and inferior)

Let {xn} and {yn} be sequences of R.

  1. If xn0 for all nN, then lim infnx0.

  2. If xn0 for all nN, then lim supnx0.

  3. If xnyn for all nN, then lim supxnlim supyn.

  4. If xnyn for all nN, then lim infxnlim infyn.

Proof. Assume that xn0.

  1. Then, inf{xk|kn}0.

  2. Thus,

    lim infnxn=limninf{xk|kn}limn0=0.

Assume that xn0.

  1. Then, sup{xk|kn}0.

  2. Thus,

    lim supnxn=limnsup{xk|kn}limn0=0.

Assume that xnyn for all nN.

  1. Choose any kN.

  2. Let Mn=sup{yk|kn}.

  3. Then, ykMn for every kn.

  4. Then, xkykMn for every kn.

  5. Taking supremum over kn, mn=sup{xk|kn}Mn.

  6. Thus, mnMn for every n.

  7. Thus, by Theorem 2.12, limmnlimMn.

  8. Thus, lim supxnlim supyn.

A similar argument can be used for xnyn also.

2.3.6.5. Damping and Growing Sequences#

Theorem 2.30 (Damping sequences)

Let {xn} be a sequence of R such that xn>0 for every n.

Assume that the following holds:

lim supnxn+1xn=u<1.

Then, limnxn=0.

Proof. We proceed as follows.

  1. Since xn+1xn>0, hence u0.

  2. Since u<1, we can choose an ϵ>0 such that u+ϵ<1.

  3. Let q=u+ϵ. Then, 0<q<1.

  4. By Theorem 2.24, there exists n0N such that for all nn0

    xn+1xn<u+ϵ=q.
  5. Thus, xn+1<qxn for every nn0.

  6. Let x=xn0.

  7. Then, we have xn<qnn0x for every n>n0.

  8. Also, limnqnn0x=0 since q<1.

  9. We have 0<xn<qnn0x for all n>n0.

  10. Hence, due to the squeeze theorem, limnxn=0.

Theorem 2.31 (Growing sequences)

Let {xn} be a sequence of R such that xn>0 for every n.

Assume that the following holds:

lim infnxn+1xn=l>1.

Then, limnxn=.

Proof. We proceed as follows.

  1. Since l>1, we can choose an ϵ>0 such that lϵ>1.

  2. Let q=lϵ. Then, q>1.

  3. By Theorem 2.25, there exists n0N such that for all nn0

    xn+1xn>lϵ=q.
  4. Thus, xn+1>qxn for every nn0.

  5. Let x=xn0.

  6. Then, we have xn>qnn0x for every n>n0.

  7. Also, limnqnn0x= since q>1.

  8. We have xn>qnn0x for all n>n0.

  9. Hence, limxnlimqnn0x=.

  10. Thus, limxn=.