2 Sequences of real numbers Outline: • The limit of a sequence of real numbers, bounded/monotone/Cauchy/convergent sequences • Cauchy’s theorem for sequences • Passing to the limit in inequalities • Sufficient conditions for convergence: convergence of monotone sequences, squeeze theorem • Operations with sequences which have a limit • Césaro-Stolz theorem and the Root Criterion for sequences Definition 2.1 A sequence of real numbers is a function : N → R. For the convenience of the notation, it is customary to identify the function (sequence) with its values 0 = (0) 1 = (1) 2 = (2) 3 = (3) . We will adopt this convention, and we will henceforth write sequences as ( )∈N , ( ) or simply . An important notion in the study of sequences is that of convergence. Intuitively, a sequence of numbers converge to a certain number if the terms of the sequence “crowd” around that number. For example, the terms of the sequence = 1 are 1 12 13 14 and intuitively you can see that these numbers crowd around the value 0 (they become closer and closer to 0). The precise definition is the following. Definition 2.2 (convergent sequence, limit of a sequence) We say that the sequence ( )∈N converges to ∈ R if for any 0 there exists () ∈ N such that | − | for any ≥ () The number is called the limit of the sequence ( )∈N , and we write lim→∞ = or −→ . →∞ Remark 2.3 If for any 0 there exists () ∈ N such that ≥ for any ≥ (), we say that the sequence has the limit +∞. Similarly, if for any 0 there exists () ∈ N such that ≤ − for any ≥ (), we say that the sequence has the limit −∞. We write lim→∞ = +∞ respectively lim→∞ = −∞, but we do not say that the sequence is convergent (this requires the limit to be finite! We may say that the sequence diverges to +∞, respectively −∞). As we will see below, the notion of convergent sequence is closely related to that of Cauchy sequence, as defined below. Definition 2.4 (Cauchy sequence) We say that ( )∈N is a Cauchy sequence if for any 0 there exists () ∈ N such that | − | for any ≥ () The number is called the limit of the sequence ( )∈N , and we write lim→∞ = or −→ . →∞ Some of the terminology used for sequences is contained in the following. Definition 2.5 Given a sequence ( )∈N , we say that the sequence is: a) bounded above, if there exists ∈ R such that ≤ , for any ∈ N; b) bounded below, if there exists ∈ R such that ≤ , for any ∈ N; c) bounded, if it is bounded above and below; d) increasing, if ≤ +1 for any ∈ N (if the previous inequality is strict, we say that the sequence is strictly increasing); e) decreasing, if ≥ +1 for any ∈ N (if the previous inequality is strict, we say that the sequence is strictly decreasing); f ) monotone, if it is either increasing or decreasing. With this preparation, we can now show that if a sequence has a limit, then the limit is unique (it is not possible for a sequence to have two different limits). 15 Proposition 2.6 If the limit of a sequence exists, it is unique. Proof. Assume there exists 1 2 ∈ R such that the sequence ( )∈N converges to 1 and 2 . Given 0, there exists 1 () and 2 () such that | − | ≥ 1 () and | − | ≥ 2 () It follows that we have |1 − 2 | = ≤ = |1 − − (2 − )| | − 1 | + | − 2 | + 2 for any ≥ max {1 () 2 ()} Thus |1 − 2 | 2 for any 0, and therefore |1 − 2 | = 0, that is 1 = 2 . A subsequence of a given sequence ( )∈N is a sequence ( )∈N , where are natural numbers with 0 ≤ 1 2 For example a subsequence of the sequence = (that is 0 1 2 3 4 5 ) is 2 = 2 (that is the even terms of the original sequence, 0 2 4 6 ); note that there are many possible subsequences of a given sequence: 2+1 = 2 + 1 and 2 = 2 are for example two other subsequences of the sequence = (the subsequence of odd terms, respectively the subsequence of perfect squares of the sequence). A first connection between Cauchy and convergent sequences is contained in the following. Proposition 2.7 Let ( )∈N be a sequence of real numbers. We have the following: a) If ( )∈N is a convergent sequence, then ( )∈N is also a Cauchy sequence. b) If ( )∈N converges to , then any subsequence ( )∈N converges to . c) If ( )∈N is a Cauchy sequence which has a convergent subsequence, then ( )∈N is also a convergent sequence. Lemma 2.8 (Cesaro’s Lemma) Any bounded sequence contains a convergent subsequence. From the previous proposition and lemma, we obtain the following: Theorem 2.9 (Cauchy’s theorem for sequences) A sequence is convergent if and only if it is Cauchy. Remark 2.10 We can use the previous theorem to show for example that the sequence ( )∈N with = 1 + 12 + + 1 is not convergent. By contradiction, if ( )∈N were convergent, then it were also Cauchy, and therefore | − | can be made arbitrarily small for all and sufficiently large. But ¯ ¯ ¯ 1 1 1 ¯¯ ¯ |2 − | = ¯ + + + +1 +2 2 ¯ 1 1 1 + + + = +1 +2 2 1 1 1 + + + 2 2 2 1 = 2 for any ≥ 1, which shows that ( )∈N is not Cauchy, and therefore not convergent. The following proposition gives sufficient conditions for the convergence of a sequence: Proposition 2.11 (Convergence of monotone and bounded sequences) If the sequence ( )∈N is increasing and bounded above (or decreasing and bounded below), then it is convergent. 16 Proof. Suppose that the sequence ( )∈N is increasing, and there exists ∈ R such that ≤ for any ∈ N. Let = sup∈N ∈ R (note that since ≤ , we have ≤ +∞). By the definition of the supremum, given 0, there exists () ∈ N such that − () Since the sequence is increasing, for any ≥ () we have − () ≤ ≤ + or equivalent | − | ≥ () which shows that the sequence ( )∈N is convergent to Similar proof for the case when the sequence ( )∈N is decreasing and bounded below. Remark 2.12 If the sequence is not monotone, or if it is not bounded, then it may not be convergent. To see this, consider for example the sequences ( )∈N with = (−1) (bounded, but not monotone) or = (increasing, but not bounded above). From the previous remark we see that not any sequence ( )∈N is convergent.¡ However,¢ we can define two important “limits” for any sequence, using the previous proposition (by noticing that sup≥ ∈N is a decreasing sequence, respectively (inf ≥ )∈N is an increasing sequence), as follows. Definition 2.13 We define the superior limit / lim sup of a sequence ( )∈N by lim sup = lim sup ∈ R ∪ {+∞} →∞ ≥ and the inferior limit / lim inf by lim sup = lim inf ∈ R ∪ {−∞} →∞ ≥ Remark 2.14 It can be shown that lim inf ≤ lim sup for any sequence ( )∈N , and that the sequence ( )∈N is convergent if and only if we have equality, that is ³ ´ lim inf = lim sup = lim →∞ It can also be shown that lim sup is the largest limit of a convergent subsequence of the sequence ( )∈N , and lim inf is the smallest limit of a convergent subsequence of a the sequence ( )∈N . Example 2.15 The sequence ( )∈N given by = (−1) is not convergent, so lim→∞ does not exist. However, it is easy to see that sup≥ = 1 and inf ≥ = −1 for all ∈ N, and therefore lim inf = −1 +1 = lim sup Remark 2.16 (Passing to limit in inequalities) If ( )∈N and ( )∈N are sequences such that ≤ for any ∈ N, it is easy to see that we have lim inf ≤ lim inf and lim sup ≤ lim sup If in particular lim→∞ and lim→∞ exists, then we also have lim ≤ lim →∞ →∞ Remark 2.17 It is important to note that even if for all ∈ N (the inequalities are strict), the resulting inequalities may not be strict, as it can be see by considering = 1 1 + 1 = , for which we have lim→∞ = 1 = lim→∞ . As another sufficient condition for convergence, we have the following: 17 Theorem 2.18 (Squeeze theorem) If ≤ ≤ for all ∈ N and the sequences ( )∈N and ( )∈N are convergent to the same limit , then the sequence ( )∈N is also convergent and it has the limit . Proof. Passing to the limit (inferior limit) in the given inequality, we obtain lim inf ≤ lim inf ≤ lim inf and since the sequences and are convergent to , we obtain ≤ lim inf ≤ that is lim inf = . A similar proof shows that lim sup = , and therefore lim inf = lim sup = , which shows that the sequences is convergent and lim→∞ = . The following proposition contains some properties of convergent sequences: Proposition 2.19 If ( )∈N and ( )∈N are convergent sequences, then: 1. The sequence ( ± )∈N is also convergent, and we have lim ( ± ) = lim ± lim →∞ →∞ →∞ 2. The sequence ( · )∈N is also convergent, and we have lim ( · ) = lim · lim →∞ 3. If 6= 0 and lim→∞ 6= 0, then the sequence →∞ ³ ´ ∈N →∞ is also convergent, and we have lim ( ± ) = lim ± lim →∞ →∞ →∞ 4. The sequence (| |)∈N converges to ||. Proof. 1. If lim→∞ = and lim→∞ = , then for any 0 we have |( ± ) − ( ± )| ≤ | − | + | − | 2 + 2 = for any ≥ (), since and are convergent sequences to , respectively , proving the claim 2. First note that since ( )∈N and ( )∈N are convergent sequences, they are bounded, so there exists 0 such that | | | | ∈ N, and passing to the limit we see that we also have || || ≤ . Given 0 there exists () such that | − | | − | 2 ∈ N. For any ≥ () we have: | − | = | ( − ) + ( − ) | ≤ | | | − | + || | − | ≤ + 2 2 = + 2 2 = 18 which shows that the sequence ( · )∈N converges to · . 3. Similar to the previous proof, for 0 || 2 , we have by writing ¯ ¯ ¯ ¯ | − | | ( − ) + ( − )| ¯ ¯ = ¯ − ¯ = | | |2 + ( − )| ˙ | | | − | + | | | − | ≤ ||2 − || | − | + ≤ 2 − || 2 ≤ 2 − || || 2 4 = ||2 which can be made arbitrarily small (here we need 6= 0), showing that lim→∞ = . The following theorem is often useful in exercises for computing limits of the type lim→∞ : Theorem 2.20 (Cesaro-Stolz theorem) Let be a sequence of positive numbers which is increasing to +∞. Then +1 − lim = lim →∞ →∞ +1 − provided the last limit exists. − Proof. We will consider the case when = lim→∞ +1 is finite (when = ±∞ the proof is similar). +1 − From the definition of the limit it follows that for every 0 there is such that for any ≥ , we have : − +1 − + +1 − Because is strictly increasing we can multiply the last equation with +1 − 0 to get: ( − )(+1 − ) +1 − ( + )(+1 − ) Let ≥ be a natural number. Summing the above relations for = + 1 we get : ( − ) X = (+1 − ) X = (+1 − ) ( + ) X = (+1 − ) or equivalent ( − )(+1 − ) +1 − ( + )(+1 − ) Dividing by +1 we obtain: ( − )(1 − +1 ) − ( + )(1 − ) +1 +1 +1 +1 or equivalent ( − )(1 − Since increases to +∞, +1 +1 )+ ( + )(1 − )+ +1 +1 +1 +1 +1 and +1 tend to 0 as → ∞, and therefore there exists such that ( − )(1 − ) − for all ≥ , which shows that lim →∞ +1 ( + )(1 − ) + +1 +1 +1 − = = lim →∞ +1 +1 − concluding the proof. √ As an application, we have the following theorem, useful for computing limits of the type lim→∞ : 19 Theorem 2.21 (Root criterion for sequences) Let be a sequence of positive numbers. Then lim →∞ √ +1 = lim →∞ provided the last limit exists. Proof. Consider ³ ´ 1 √ ln = ln 1 = ln = and apply Césaro-Stolz theorem above with and replaced by ln , respectively . We have ln lim →∞ +1 ln ln +1 − ln +1 = ln lim = lim = lim (ln +1 − ln ) = lim ln →∞ ( + 1) − →∞ →∞ →∞ Since lim→∞ +1 exists, from the Césaro-Stolz theorem we obtain ln lim →∞ √ ln +1 = lim = ln lim →∞ →∞ or equivalent lim →∞ √ +1 = lim →∞ concluding the proof. 20 2.1 Exercises 1. Show that if ( )≥1 converges, then (| |)≥1 also converges. Is the converse true? (either prove it or give a counterexample). ¢ ¡√ 2. Calculate lim→∞ 2 + − √ p √ 3. If 1 = 2 and +1 = 2 + , ≥ 1, show that the sequence ( )≥1 converges and find its limit. 4. Compute the limits of the following sequences: √ √ (a) = + 1 − (b) = √ √ +1− ´ , ≥ 1, where 0 is given number. Show that ( )≥1 is a √ decreasing, bounded sequence and its limit is lim→∞ = . 5. Let 1 √ and +1 = 1 2 ³ + 6. Find the limit of the following sequences: = 3 + 1 22 + 5 32 + 4 2 − 1 = = 42 + 2 − 1 52 + 10 7. Find the limit of the following sequences: = 4 3 + 1 = 2 + 3 5 − 1 = 5 − 2 3 + 1 8. Find the limit of the following sequences: √ √ √ √ −1− +2 = √ 2 − 3 +√2 − 2 + 2 + 1 = 2√ = − 2 − 3 + 2 = 4 + 3 − 4 − 2 9. Find the limit of the following sequences: µ ¶2 3 = 2 + µ ¶ 4 = 5 + 10. Find the limit of the following sequences: +2 = √ 3 + 4 2 − 2 − 1 = √ 44 − 33 2 − 3 = √ 23 + 1 p = 3 − 2 + 1 11. Find the limit of the following sequences: = µ 4 1+ −2 ¶52 +2 = µ −2 +3 ¶ 2 +2 3 +4 = µ 2 − 3 + 2 2 + 4 + 4 ¶ 2 +2 12. Find the limit of the following sequences: 3 + 4 · 5 − 6 · 7 2 + 3 · 4 + 5 · 7 ¡ ¢ 3 + 4 = 1 + 3 + 32 + + 3 5 = 13. Find the limit of the following sequences: p √ ¡√ ¢ = 3 + 2 + 2 − − 1 2 + 3 · 4 − 5 · 6 µ4 − 2 · 5 + 7 ¶ 1 1 (−1) + 4 1 = 1 + + 2 + 3 3 3 2 · 4 = = 21 ³p ´ p p 2 + 1 2 + 2 − 2 − 3 14. Find the limit of the following sequences: s = ( + 1)! (2 + 1)! · 3 = s (( + 1)!)2 (2 + 1)! · 3 15. Find the limit of the following sequences: = 1+ 1 2 + + 1+ 1 = √1 2 + + √ √1 = 1 ln 2 + 1 ln 3 + + 2 1 + 2 + + where ∈ N is a natural number. →∞ +1 16. Find the limit of the sequence lim Additional exercises 17. Find the given limits (a) lim→∞ √ 2+√ 2− ¡√ √ ¢ +1− ¡√ √ ¢ (c) lim→∞ 3 + 1 − 3 P (+)10 (d) lim→∞ 100 =1 10 +1010 (b) lim→∞ s r q √ (e) lim→∞ , where = 2 2 2 2 {z } | (f) (g) (h) radicals ¢ 1 2 −1 lim→∞ 2 + 2 + + 2 lim→∞ (+1)(+2)(+3) 3 lim→∞ 1+2+3++ 2 ¡ (i) lim→∞ (j) lim→∞ (k) lim→∞ ³ 1+3+5+7++(2−1) +1 − 2+1 2 +(−1) −(−1) ´ 2+1 +3+1 2 +3 2·3 +(−3) 4 3 + lim→∞ 4 +5 , where 0 ¡ ¢ lim→∞ 12 + 14 + 18 + + 21 (l) lim→∞ (m) (n) ³ (o) lim→∞ 1 − 1 3 + 1 9 − 1 27 + + are given numbers. (−1)−1 3−1 ´ 18. Find the given limits (Hint: squeeze theorem). (a) lim→∞ (−1) cos2 ! lim→∞ sin 2 +1 (b) lim→∞ (c) (d) lim→∞ (e) lim→∞ (f) lim→∞ (g) lim→∞ (h) lim→∞ 2 ! ! , where ∈ R is a given number √ , where ∈ R is a given number ! P sin =1 2 + P √ 1 =1 2 + 22 1 ln (j) P 2 + =1 3 + P cos lim→∞ =1 2 ++ 2 (i) lim→∞ P []+[22 ]+[32 ]++[2 ] (k) lim→∞ =1 , where [] denotes the integer part of (recall that [] ≤ []+1 2 for any ∈ R) 19. Are the sequences with general term = 1 + (−1) Why/why not? +1 10 , respectively = 1 + (−1) +1 102 , convergent? 20. Show that the given sequences ( )≥1 are convergent. (a) = (b) = (c) = (d) = P 1 =1 2 , P ≥ 1. sin(2 ) , =1 2 P cos(!) =1 (+1) , P cos =1 (+1) , ≥ 1. ≥ 1 ≥ 1, where ( )≥1 is a given sequence of real numbers. Hint: convergent sequence ⇐⇒ Cauchy sequence 21. Show that the given sequences ( )≥1 converge, then find the corresponding limit. (a) 1 = 1, +1 = (b) 1 = 1, +1 = (c) 1 = 1, +1 = 1+ , 2 ≥1 1+ , ≥ 1 1+ , ≥ 1, where 0 are given numbers. ¢ ¡ 2 + , ≥ 1, where ∈ [0 1] is a given number. (d) 1 = 0, +1 = √ √ (e) 1 = , +1 = + , ≥ 1, where 0 is a given number. 1 2 22. Compute the limits of the given sequences ( )≥1 . (a) = (b) = (c) = (d) = (e) = (f) = (g) = (h) = (i) = √ √ √ 1+ 2+ √ 3++ 1+ √12 + √13 ++ √1 √ √ √ 1+22 2+32 3 3++2 (+1)(+2) ln ·ln ! ln 1 +2 +3 ++ − +1 √ P + 1 √ =1 + , where 1 ³ √ √ (k) = (j) = (l) = (m) = 0 are given numbers 21 +22 ++2 1 1+1 , where ( )≥1 is a sequence with lim→∞ = 5 ´ 2 + 1+ + + 1+ , where ( )≥1 is a sequence with lim→∞ = 0 2 √ ! q 33 (!)3 (3)! √ 1 + 2 + 3 + + , where ∈ R is a given number.Does the answer depend on ? √ (o) = where 0 is a given number qP (p) = =1 1 (n) = 23 √ + , where 0 are given numbers. √ (r) = + + , where 0 are given numbers. Can you generalize? (q) = 23. For the given sequences ( )≥1 , first find a simplified formula for the general term , then find its limit. (a) = (b) = (c) = (d) = P 1 =1 (+1) P 2+1 =1 2 (+1)2 (+1)2 =1 (+1)(+2) =1 2− =0 − =0 3 23 −1 23 +1 33 −1 33 +1 3 · · 3 −1 +1 ³ ´ P 2 (f) = =2 log3 1 − (+1) P (g) = =1 (2−1)2(2+1)2 P 2 +−1 (h) = =1 (+2)! (e) = · 24. Consider the sequence ( )≥0 defined by 0 = 1 and +1 = + 1 . Does the sequence ( )≥0 have a limit? Is the sequence ( )≥0 convergent? ³ ´ 25. Consider the sequence ( )≥0 defined by 0 = 2 and +1 = 12 + 1 . Does the sequence ( )≥0 have a limit? Is the sequence ( )≥0 convergent? ³ ´ √ √ √+1+√+2 , where 0 are given numbers. 26. Find lim→∞ ln + + +2+ +3 27. Find lim→∞ 33 (3+ 1 )3 ¡ 28. Consider the sequences ( )≥1 and ( )≥1 defined by = 1 + (a) Find a simplified formula for ¢ and = P 1 =1 (2−1)(2+1) , ≥1 (b) Find lim→∞ (c) Find lim→∞ +1 29. Consider the sequence ( )≥1 defined by = (a) Find = lim→∞ (b) Find lim→∞ , where = 30. Find the indicated limits ¢ ¡ P (a) lim→∞ =2 ln 1 − 12 ³ P ´ 1 (b) lim→∞ 43 =1 (+2) (c) lim→∞ (d) lim→∞ P =1 , ³ 2 −+1 2 +1 ++1 ´ 2+1 , ≥ 1, where ∈ R is a given number ≥ 1. √ √ √ 3++ 1+2 2+3 √ 2 q (!) ()! , where ∈ N∗ is positive natural number. 31. Consider the sequence ( )≥2 , where = (a) Does the sequence ( )≥2 converge? p (−1) . (b) What is wrong with the following “proof”? “By the root criterion for sequences, we have lim→∞ +1 lim→∞ (−1) (−1) = lim→∞ −1 = −1, so the sequence ( )≥2 converges to −1” 24 p (−1) =