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Sequences

This document defines bounded and unbounded subsets of real numbers, and introduces the concepts of supremum and infimum of subsets. It then proves the completeness property of real numbers - that every non-empty subset of real numbers that has an upper bound also has a least upper bound (supremum). Monotonic sequences are defined as increasing or decreasing sequences, and the monotone convergence theorems are stated - that a bounded monotonic sequence converges, and an increasing sequence converges if and only if it is bounded above. Cauchy sequences are introduced, and it is shown that every convergent sequence is Cauchy, and every Cauchy sequence converges.

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Siva Kumar Gani
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0% found this document useful (0 votes)
106 views5 pages

Sequences

This document defines bounded and unbounded subsets of real numbers, and introduces the concepts of supremum and infimum of subsets. It then proves the completeness property of real numbers - that every non-empty subset of real numbers that has an upper bound also has a least upper bound (supremum). Monotonic sequences are defined as increasing or decreasing sequences, and the monotone convergence theorems are stated - that a bounded monotonic sequence converges, and an increasing sequence converges if and only if it is bounded above. Cauchy sequences are introduced, and it is shown that every convergent sequence is Cauchy, and every Cauchy sequence converges.

Uploaded by

Siva Kumar Gani
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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1.

Bounded Subsets

Denition 12.
S.

1. A subset S R is bounded above if R such that x x

2. A subset S R is bounded below if R such that x x S.


3. A subset S R is said to be bounded if it is both bounded above and bounded
below.
Remark. If S = then S is bounded. Here every real number is an upper bound as well
as lower bound.
Examples 13.
1. S = N. Then S is bounded below since 0 or any negative integer is
a lower bound. However S is not bounded above.
2. S = {x R | x 1}. Then S is bounded above but not below.
3. S = {x R | x2 < 2} Then S is bounded. What are the bounds?

1.6

Supremum and Inmum

Corollary 14. Any nite set is bounded.


Remark. If is a lower bound of a set S then any real number < is a lower bound
for S.
Notation: We write UB(S) for set of all upper bounds of S and LB(S) for set of all
lower bounds of S.
Thus above remark can be written as LB(S) and < then LB(S).
Similarly, UB(S) and > then UB(S).
Denition 15.

A real number M is called supremum of a set S if

1. M UB(S)

2. M for all UB(S). i.e. M is least among all upper bounds of S.


M is also called as least upper bound OR l.u.b. of S, written as sup(S).
A real number m is called inmum of a set S if
1. m LB(S)

2. m for all LB(S). i.e. M is greatest among all lower bounds of S.


m is also called as greatest lower bound OR g.l.b. of S, written as inf(S).
Example 16. Let S = {x R | 0 < x 1}. Then sup(S) = 1 and inf(S) = 0.
Remark. If sup(S) S then it is also called as maximum of S.
If inf(S) S then it is also called as minimum of S.
7

1.7

Completeness Property of Real Numbers

Result 11 (Completeness Property of R). Every non-empty subset of R having an upper


bound has a supremum. This is also known as lub property or supremum property.
The analogous property for inma can be deduced as follows:
Corollary 17. Every non-empty subset of R having a lower bound has an inmum.
Proof. Since S has a lower bound, then the set S = {x | x S} has an upper bound
and hence by completeness property has a supremum. Now show that if M = sup(S )
then M = inf(S).
Here is an easy (and well-known?) application.
Result 12 (Archimedian Property). If x R then there exists n N such that x < n.
Corollary 18. If x R then there exists m N such that m < x.
Corollary 19. Let S = { n1 | n N} then inf S = 0.
Here is another application or alternate version of Completeness Property:
Result 13. For any real number x, there exists a sequence of rationals rn such that
lim rn = x.

1.8

Monotonic Sequences

Denition 20.
1. A sequence (xn ) is called monotonically increasing sequence if xn+1
xn for all n 1.
2. A sequence (xn ) is called monotonically decreasing sequence if xn+1 xn for all
n 1.
3. A sequence (xn ) is called monotonic sequence if it is either monotonically increasing
or monotonically decreasing sequence.
4. A sequence (xn ) is called strictly monotonic sequence if the inequality in the denition above is strict.
Examples 21. Examples of monotonically increasing sequence:
xn = 1
xn = n
n
Examples of monotonically decreasing sequence:
xn = n1
Corollary 22. A sequence (xn ) is monotonically decreasing if and only if (xn ) is monotonically increasing.
Remark: The sequence

(1)n
n

is not monotonic.

1.9

Monotone Convergence Theorems

Result 14 (Monotone Convergence Theorem). A monotonically increasing sequence is


convergent if and only if it is bounded above.
Proof. We have already proved that if a sequence is convergent then it is bounded.
Conversely, suppose (xn ) is monotonically increasing and bounded sequence. Then
the set S = {xn | n N} is bounded above. Therefore by completeness property, S has
a supremum, say x.
Claim: x = lim xn .
n
Let > 0. Then x is not an upper bound of S. Why? Therefore there exists some
xk such that x < xk . But (xn ) is increasing, therefore xk xn for all n > k. Thus,
x < xk xn x < x +

for all n > k.

Thus |xn x| < for all n > k. Now is arbitrary, therefore (xn ) x.
Result 15.
1. A monotonically decreasing sequence is convergent if and only if it is
bounded below.
2. A bounded monotonic sequence is convergent.

1
= 0.
Examples 23.
1. lim
n
n
2. xn+1 = xn +

1
.
n+1

Is this convergent? If yes, what is the limit?

Exercise:
1. If x1 = 1 and xn+1 = 13 (xn + 1) for all n N, then show that (xn ) is convergent
sequence and nd it limit.

2. Let x1 = 1 and xn+1 = 2xn for all n N then show that (xn ) is convergent
sequence and nd its limit.

1.10

Subsequences

Denition 24 (Subsequences). Let X = (xn ) be a sequence of real numbers and n1 <


n2 < n3 < be a strictly increasing sequence of natural numbers. Then the sequence
X = (xni ) = (xn1 , xn2 , xn3 , ) is called a subsequence of X.

1
, is a subsequence of
Examples 25.
1. Let X = (xn ) = n1 , then 12 , 14 , 16 , 18 , , 2k
X.

2. Also the sequence X = n!1 is a subsequence of X.


Non Example 1. The sequence 12 , 0, 14 , 0, 16 , 0, 81 , 0, is not a subsequence of X = n1 .

Result 16. If a sequence X = (xn ) converges to x then any subsequence X = (xnk ) of


X also converges to x.
9

Proof. Let > 0 be given. Then there exists N N such that |xn x| < for all n > N .
Note that for any k 1, nk k. Prove it! Therefore for k > N , we have nk k > N
and hence |xnk x| < . So xnk converges to x.
Corollary 26 (Divergence Criterion). A sequence X = (xn ) diverges if either of the
following holds:
1. X is unbounded.
2. X has two convergent subsequences whose limits are distinct.
Examples 27. Below are some examples of divergent sequences. Justify the reason of
divergence for each of them.

2. 1 + 12 + n1
3. x1 = 1, x2 = 1, xn =
1. (1)n
xn1 + xn2
Result 17 (Monotone Subsequence Theorem). Every sequence has a monotonic subsequence.
Proof. Easy exercise!
Result 18 (Bolzano-Weierstrass Theorem). A bounded sequence has a convergent subsequence.
Proof. Let X = (xn ) be a bounded sequence. Then by Monotone Subsequence Theorem,
X has a monotonic subsequence, say X = (xnk ). But since X is bounded, X is also
bounded. Therefore by Monotone Convergence Theorem, X is convergent.

1.11

Cauchy Sequences

Denition 28 (Cauchy Sequences). A sequence (xn ) is said to be Cauchy if for every >
0 there exists a natural number N such that for all m, n > N , xn , xm satisfy |xn xm | < .
Examples 29.

1. The sequence (xn ) =

1
is Cauchy.
n

2. The sequence (xn ) = sin( n


) is not Cauchy.
2
Lemma 30. Every convergent sequence is Cauchy.
Proof. Let (xn ) be a convergent sequence with lim xn = x. Let > 0. Then N N
n

such that for all n > N , |xn x| < . Therefore,


|xn xm | |xn x| + |xm x| < + = 2.
But is arbitrary therefore (xn ) is Cauchy sequence.
Result 19. Every Cauchy sequence is bounded.

Proof. Let (xn ) be a Cauchy sequence. Choose = 1. Then there exists N N such
that |xn xN | < for all n > N . Therefore by Triangle inequality |xn | |xN | + 1 for all
n > N.
Let M = max{|x1 |, |x2 |, , |xN 1 |, |xN | + 1}. Then |xn | M for all n N and hence
(xn ) is bounded.
10

Result 20 (Cauchy Convergence Criterion). A sequence is convergent if and only if


Cauchy.
Outline. We have already seen that a convergent sequence is Cauchy.
Let (xn ) be a Cauchy sequence. We will prove that (xn ) is convergent. We have also
seen that Cauchy bounded. Now applying Bolzano-Weierstrass, we get a convergent
subsequence X = (xnk ) x.
Exercise:
Show that (xn ) converges to x.

Exercise:
Using Cauchy Convergence Theorem show that the following sequences are convergent.
Also nd their limits.
1. xn = 1 +

1
1!

1
1!

2. x1 = 1 and xn+1 =

1
2!

+ +

1
2+xn

1
n!

for all n 2.

11

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