Math 327: Real numbers and limits

J. H. Palmieri
October 2010

Introduction
The textbook for this course is Advanced Calculus by Taylor & Mann. That book doesnt work
perfectly Ill explain the problems and these notes are intended to patch the flaws.
The first issue with the book is that it assumes that youve seen limits before, not just casually as
in Math 124, but done carefully with a precise mathematical definition. So while the authors include
limits in Section 1.62 of Chapter 1, their review chapter, it makes more sense for us to introduce
them after weve established some basic properties of the real numbers.
The second issue with the book is really a difference of opinions: I prefer a slightly different
viewpoint on the real numbers than is given in Chapter 2 of the book.
So these notes are a replacement for Chapter 2 and Section 1.62 of the book. Actually, the notes
arent as long as these parts of the book, so you should probably read the two of them together Ive
tried to give specific suggestions at various points in the notes. This is especially true when we get to
the material on limits: the book has more examples than these notes do.
The starting point: we assume that we know about the set Z of integers and the set Q of rational
numbers, and we assume that weve heard of the set R of real numbers. The set C of complex numbers
appears every now and then as an example, but it wont be used very heavily. We could instead start
almost from scratch: starting with the basic rules for sets, it is possible to construct the non-negative
integers, and from them all integers. Once we have all integers, we could construct the rational
numbers, and once we have the rationals, we could construct the reals. This last step in particular is
rather involved, and the whole process would take us a bit far afield, and we are not going to do it.
We skip the proofs of several major theorems below, because to prove them we would really need this
sort of precise construction of the real numbers. Ask me if you are interested in more information
about these constructions (or look at wikipedia: the articles about the Peano axioms, Negative and
non-negative numbers, Rational numbers, and Dedekind cuts will keep you busy for a while).

Equality

In mathematics, saying a = b means that a and b represent the same mathematical object: they are
different names for the same thing. So statements like, for real numbers a, b, and c, if a = b, then
a + c = b + c are essentially true automatically: since a and b are just different names for the same
number, then adding c to either one yields the same number.
For the record, here are the key properties of equality: for any mathematical objects a, b, and c,
last

modified October 25, 2010

 a = a (reflexivity)
a = b if and only if b = a (symmetry)
if a = b and b = c, then a = c (transitivity)

Basic properties of the real numbers

2.1

Fields

Definition 2.1. A field is a set F with operations addition and multiplication satisfying the following:
If a and b are in F, then so are a + b and ab. (This is often phrased as, The set F is closed
under the operations of addition and multiplication.)
Addition and multiplication are each associative (that is, a + (b + c) = (a + b) + c and a(bc) =
(ab)c for all a, b, c F) and commutative (that is, a + b = b + a and ab = ba for all a, b F),
and together they are distributive: a(b + c) = ab + ac for all a, b, c F.
F contains distinct elements called 0 and 1 satisfying:
a + 0 = a and

a1 = a

for all a F. (The technical terms for these are identity elements for addition (0) and multiplication (1).)
For each a F, there exists an element b F so that a + b = 0. (b is called the additive inverse,
or negative, of a, and is written a.)
For each a F with a 6= 0, there exists an element b F so that ab = 1. (b is called the
multiplicative inverse, or reciprocal, of a, and is written a1 .)
For example, the set Q of rational numbers and the set C of complex numbers form fields. The
integers Z and the non-negative integers N do not. See Section 2.1 of the book for some more
information about fields. The important fact for this class is the following.
Theorem 2.2. The set R of real numbers forms a field.
We wont prove this theorem; it would take too much time. Here are some basic properties of
addition and multiplication in any field:
Proposition 2.3. If F is a field (for example, if F = R), then the following properties hold for any
elements a, b, and c of F:
(a) if a + b = 0, then a = b (uniqueness of additive inverses)
(b) if a + b = a + c, then b = c (cancellation)
(c) a 0 = 0
(d) if ab = 1, then a 6= 0 and a1 = b (uniqueness of multiplicative inverses)
(e) if ab = ac and a 6= 0, then b = c (cancellation)
2

(f) if ab = 0, then a = 0 or b = 0
(g) 0 = 0
(h) (a) = a
(i) (a)b = a(b) = (ab)
(j) (a)(b) = ab
(k) (1)a = a
This is only a sample; you can prove lots of other similar formulas.
Proof. Try proving this yourself see Exercise 2.1. Here are a few to get you started:
For part (a): suppose that a+b = 0. Add a to both sides: a+(a+b) = a. Using associativity,
this can be rewritten as
(a + a) + b = a.
By commutativity (to interchange a and a) and the definition of additive inverses, this is the same
as 0 + b = a. By the defining property of zero, this finally gives us b = a.
For part (b): if a + b = a + c, then add a to both sides of the equation:
a + (a + b) = a + (a + c).
Now use associativity to rewrite this as
(a + a) + b = (a + a) + c.
By the definition of additive inverses, this becomes 0 + b = 0 + c, and by the defining property of
zero, this gives us b = c, as desired.
For part (c): since 0 = 0 + 0, we have
a 0 = a (0 + 0)
= a 0 + a 0,
by distributivity. Add (a 0) to both sides (that is, use part (b) to cancel a 0 from both sides):
the resulting equation is 0 = a 0, as desired.

Exercises
Exercise 2.1. Prove the rest of Proposition 2.3.
Exercise 2.2. Assuming that R is a field, prove that C is a field. (Take as a definition that C consists
of all symbols of the form a + bi with a, b R. Define addition and multiplication as you see fit. . . )

2.2

Inequalities

Definition 2.4. A field F is ordered if it has an ordering < so that:

For all a, b F, exactly one of these holds:
a < b,

a = b,

a > b.

This is called the trichotomy law.

For all a, b, c F, if a < b, then a + c < b + c.
For all a, b F, if a > 0 and b > 0, then a + b > 0 and ab > 0.
(This is slightly different from the definition in the book, but this version is equivalent to theirs.)
For example, Q is an ordered field, while C is not see below. The important fact for this class is
the following.
Theorem 2.5. The set of real numbers R is an ordered field.
Again, we wont prove this theorem. Here are some basic properties of inequalities in any ordered
field; see Section 2.2 for similar items. Essentially, all of the familiar formulas and procedures from
high school algebra regarding equalities, inequalities, and algebraic manipulations of such should
follow from the definition of an ordered field.
Proposition 2.6. If F is an ordered field (for example, if F = R), then the following properties hold
for any elements a, b, and c of F:
(a) a < b if and only if 0 < b a
(b) if a < b and b < c, then a < c (transitivity)
(c) if b < a, then a < b
(d) 0 < a if and only if a < 0
(e) if a 6= 0, then a2 > 0
(f) 0 < 1
(g) if a < b and c > 0, then ac < bc
(h) if a < b and c < 0, then ac > bc
Note that this shows that the set C of complex numbers cannot be an ordered field: no matter how
you might try to define < for complex numbers, as long as it satisfies the definition of an ordered
field, then it must have 1 > 0, and therefore 1 < 0, by part (d). However, since i2 = 1 < 0, part (e)
will fail.
Proof. Part (a): if a < b, then add a to both sides. By the definition of an ordered field, this produces
a valid inequality, 0 < b a. Therefore a < b implies 0 < b a. For the other implication, if 0 < b a,
then adding a to both sides gives a < b.
Part (b): if a < b and b < c, then by part (a), 0 < b a and 0 < c b. Since the sum of positives
is again positive, we have
0 < (b a) + (c b).
Using associativity and other basic properties of addition, we can write this as 0 < c a. Therefore
by part (a) again, a < c, as desired.
Try proving the rest yourself see Exercise 2.3.
4

If F is an ordered field, define absolute value as usual: for any element a, its absolute value is
(
a
if 0 a,
|a| =
a if a < 0.
Proposition 2.7. For any elements a and b in an ordered field,
(a) |ab| = |a||b|
(b) |a + b| |a| + |b| (the triangle inequality)


(c) |a| |b| |a b|
Proof. You should prove parts (a) and (c) see Exercise 2.4.
We prove part (b). There are three cases to consider: both a and b non-negative, one non-negative
and one negative, both negative.
If a 0 and b 0, then a + b 0 (by the definition of ordered field), so by the definition of
absolute value we have
|a + b| = a + b = |a| + |b|.
If a 0 and b < 0, then a a and b > b. Subtract b from both sides of the first inequality:
a b a b. Add a to both sides of the second inequality: a b > a + b. By the definition of
absolute value, |a| + |b| = a b. If a + b is negative, then |a + b| = a b, while if a + b is nonnegative, then |a + b| = a + b, and the previous two sentences tell us that a b is at least as big as
each of these. So no matter the sign of a + b, we have |a| + |b| |a + b|.
(If a < 0 and b 0, then the above argument works equally well, of course.)
If a < 0 and b < 0, then a > 0 and b > 0, so (a) + (b) > 0, so (a + b) > 0, so a + b < 0.
So by the definition of absolute value, we have
|a + b| = (a + b) = a b = (a) + (b) = |a| + |b|.

Exercises
Exercise 2.3. Prove the rest of Proposition 2.6.
Exercise 2.4. Prove the rest of Proposition 2.7. [Hint: Apply the triangle inequality to the right side
of a = (a b) + b to get
 |a| |a b| + |b|, so |a| |b| |a b|. Argue also that |b| |a| |a b|.
Conclude that |a| |b| |a b|.]

2.3

Least upper bounds

Both Q and R satisfy all of the properties given so far. Now we find a property which distinguishes
between them.
Definition 2.8. Suppose that F is an ordered field and S is a nonempty subset of F. An upper bound
for S is any element M of F so that x M for all x S. A least upper bound for S is any element L
of F which is an upper bound for S and which also has the property that every a < L is not an upper
bound for S: L is the smallest upper bound for S.

For example, if S is the set of integers which are less than , then S is nonempty because 1 S,
and S has an upper bound because > x for all x S. S also has a least upper bound, namely 3. If T
is the set of numbers


1 1 1 1
T = 1, , , , , . . . ,
2 3 4 5
then T is visibly nonempty, and also T has an upper bound: any positive number is an upper bound,
since all of the elements of T are negative. The least upper bound for T is 0. The set Z of all integers
has no upper bound and has no least upper bound.
Definition 2.9. An ordered field F has the least upper bound property if any nonempty subset S F
with an upper bound has a least upper bound in F.
For example, Q does not have the least upper bound property see Theorem 2.14 below while
the field R does. Summarizing, we have the following properties of R. By using this theorem, we can
prove almost everything we need for the rest of the course.
Theorem 2.10 (Fundamental properties of R). The set R of real numbers forms an ordered field R
which has the least upper bound property and which contains Q as a subfield.
In fact, R is essentially the only ordered field with the least upper bound property, so this completely characterizes R. We will not prove this, nor will we prove the theorem. Instead, we basically
take it as a definition of R and use it to prove everything else that we need.
Now, the book uses a slightly different approach, using what they call the axiom of continuity
instead of the least upper bound property. If you want to compare the books approach to ours, keep
reading; otherwise, feel free to skip ahead to Theorem 2.13.
Definition 2.11. An ordered field F satisfies the axiom of continuity if, whenever it is divided into
two nonempty subsets L and R so that
every element of F is in either L or R,
if a is in L and b is in R, then a < b (the elements of L are to the left of the elements of R),
then there is an element c F so that if a < c, then a L while if a > c, then a R. (The element c
itself may be in L or it may be in R.)
The least upper bound property is much more standard, so thats what were using. The book
proves that the axiom of continuity implies the least upper bound property (Theorem II in Section
2.7); we should prove the other implication to demonstrate that the two are equivalent, so that we can
use either one when describing the real numbers.
Theorem 2.12. Suppose that F is an ordered field which has the least upper bound property. Then it
satisfies the axiom of continuity.
Proof. Suppose we have L and R satisfying the hypotheses in the axiom of continuity. We need to
find the element c satisfying the conclusions of the axiom. Since any element of R is an upper bound
for L, the set L is a nonempty subset of F with an upper bound. Therefore it has a least upper bound;
call it c. If b R, then b is an upper bound for L, and therefore c b. Therefore if a < c, a must be in
L. Now suppose that a > c. Since c is an upper bound for L, a may not be in L, and therefore a must
be in R. This verifies that c is the number required by the axiom of continuity.
The following theorem is a useful consequence of either the least upper bound property or of the
axiom of continuity.
6

Theorem 2.13 (The Archimedean property). If a and b are positive real numbers, there is a positive
integer n so that b < na.
Proof. See the book Theorem I in Section 2.4 for a proof using the axiom of continuity. To use
the least upper bound property instead, see Exercise 2.6.
Theorem 2.14. The field Q of rational numbers does not have the least upper bound property.
Proof. To prove this, we need to use the following observation from Section 2.5 of Taylor and Mann:
suppose that a and b are real numbers with a < b. Then there are rational numbers and irrational
numbers between a and b.
Now consider the set

S = {q Q : q < 2}.

Then S has an upper bound: any rational number larger than 2 will do. Forexample, 17 is an upper
bound for S. It has no least upper bound (in Q),
though: if q
Q with q < 2, then by the fact cited
above, there is a rational number s with q < s < 2. Since s < 2, s is
an element of S, and therefore
q is not an upper bound for S: its not bigger than the element s. If q > 2, then q is an upper bound,
but
it cannot be the least
upper bound: again by the fact above, there is a rational number r with
2 < r < q. Since r > 2, r is an upper bound for S, and since its less than q, q cannot be the least
upper bound.
The aforementioned fact from Taylor and Mann is useful enough to state it on its own:
Proposition 2.15. If a and b are real numbers satisfying a < b, then there are rational numbers and
irrational numbers between a and b.
Proof. See Exercise 2.7.
Finally, we also note that we can prove analogous results about lower bounds and greatest lower
bounds, and in general, facts about lower bounds and greatest lower bounds will follow from the
corresponding fact for upper bounds and least upper bounds. For example, we have the following:
any field which has the least upper bound property also has the greatest lower bound property.
Proposition 2.16. Suppose that F is an ordered field satisfying the least upper bound property, and
suppose that S is a nonempty subset of F with a lower bound. Then S has a greatest lower bound.
Proof. Suppose that M is a lower bound for S: M x for every x S. Define a set T by T = {y :
y S}: that is, T is the set of the negatives of S. By basic properties of inequalities, we see that
M x for every x S, or equivalently, M y for every y T . That is, M is an upper bound
for T . Since S was nonempty, so is T . By the least upper bound property, T has least upper bound c.
It is easy to check that c is the greatest lower bound for S.

Exercises
Exercise 2.5. Prove that the square root of 2 is irrational. [Hint: use contradiction. Suppose that

2 = m/n for some integers m and n; we may assume that m and n have no common factors. Then
2n2 = m2 , so m is even. . . ]
Exercise 2.6. Use the least upper bound property to prove Theorem 2.13. [Hint: use contradiction.
Suppose that b na for all positive integers n. Then the set S = {na : n Z, n 1} of all positive
integer multiples of a has an upper bound, and its visibly nonempty, so it has a least upper bound,
say M. If M is the least upper bound, then no smaller number is an upper bound for S; in particular,
M a is not an upper bound.]
7

Exercise 2.7. Prove Proposition 2.15. More precisely:

(a) If a < b, show that there is a rational number between a and b. [See p. 79 of the book.]
(b) If a < b, show that there
is an irrational number between a and b. [Hint: Let y be a positive
irrational number, like 2. If a < b, then a/y < b/y. Now apply part (a) to this inequality.]

Sequences and their limits

3.1

Basics

See Section 1.62 of the book for more about this subject.
A sequence of real numbers is an ordered set of real numbers indexed by the positive integers (or
sometimes by the non-negative integers or the integers bigger than k for some k). We can write the
sequence as
s1 , s2 , s3 , . . . , sn , sn+1 , . . .
or as {sn } or as {sn }n1 (if we want to be explicit about the indexing set). For example, if sn = 1/2n ,
then the sequence is
1
1
1
s1 = , s2 = , s3 = , . . . ,
2
4
8
n
n
which we could also write as {1/2 } or {1/2 }n1 .
Definition 3.1. Suppose that {sn } is a sequence of real numbers and A is a real number. We say that
this sequence converges to A, and we write lim sn = A, if for every > 0, there is an integer N so that
n

whenever n N, we have |sn A| < .

If the sequence fails to converge, we say that it diverges.
Note that A must be a real number, and is not a real number. So if a sequence goes to infinity,
this is just a particular kind of divergence.
Proposition 3.2. Let a be a real number and consider the sequence {sn } defined by sn = an for all
n 1.
(a) If |a| < 1, then this sequence converges to 0.
(b) If a = 1, this sequence converges to 1.
(c) If a = 1, this sequence diverges.
(d) If |a| > 1, this sequence diverges.
Proof. Part (a). If a = 0, then an = 0 for all n, so the sequence is
0, 0, 0, 0, . . . .
This certainly looks like it should converge to 0, but lets prove it using the definition. Fix > 0. We
need to find an N so that for all n N, we have |sn A| < . In this case, sn = 0 and A = 0, so we
need 0 < . But is positive by assumption. Therefore we pick N to be 1: for all n 1, it is true that
|sn 0| < , so the sequence converges to 0.
Now assume that 0 < |a| < 1. Let b = |a| and let h = (1 b)/b; then h > 0 and b = 1/(1 + h).

We want to show that lim an = 0, so fix > 0. We want to find N so that n N implies that
n

|an | < , or equivalently, since |a| = 1/(1 + h),

1
< (1 + h)n .

I claim that for all n 1, (1 + h)n 1 + hn this is an easy induction proof. (You should fill in the
details in Exercise 3.1.) Now, since h > 0, we can appeal to the Archimedean property (Theorem 2.13)
to conclude that there is a positive integer N so that Nh > 1/ 1, or equivalently, 1 + Nh > 1/.
Therefore for all n N, we have
1
(1 + h)n 1 + hn 1 + Nh > .

This means that lim an = 0.

n
Part (b). This is easy: since 1n = 1 for all n, we can use the same proof as in the case when a = 0.
Part (c). The sequence in question is
1, 1, 1, 1, 1, 1, . . . .
This doesnt appear to converge to anything, but we need to prove that. More precisely, we need to
show this: for any number A, this sequence fails to converge to A. The definition of converging is:
A > 0Nn N : |sn A| < .
We need to show that this fails, so we need to show the following:
A > 0Nn N : |sn A| .
Fix a real number A, let = 1/2 and fix an integer N. If A < 0, then find an even integer n N: then
(1)n = 1, and we have |1 A| > 1 > , as desired. If A 0, then choose an odd integer n N: then
(1)n = 1 and | 1 A| 1 > , as desired.
Part (d). This is similar to the previous part. Fix a real number A, let = 1/2, and fix an integer
N. Note that since |a| > 1, then |an | > 1 for all n.
If A < 0, then find an even integer n N: then an = |a|n > 1, and we have
|an A| > |an | > 1 > ,
as desired. If A 0, then choose an odd integer n N: then an = |a|n and again we have
|an A| > |an | > 1 > ,
as desired.
We actually proved the following obvious fact in the previous proof, in the case c = 0. The
proof generalizes easily.
Proposition 3.3. If {sn } is a constant sequence, that is, there is a number c so that sn = c for all n,
then lim sn = c
n

The book alludes to analogues of Theorems X, XI, and XII. Here they are.
Theorem 3.4. (a) Let {sn } be a sequence of real numbers, and suppose that {sn } converges to A.
If A is positive, then there is an integer N so that for all n N, the number sn is positive.
9

(b) Let {sn } be a sequence of real numbers, and suppose that {sn } converges to A. Suppose that
there is a real number M and an integer N so that sn M for all n N. Then A M.
(c) Let {rn }, {sn }, and {tn } be sequences of real numbers, and suppose that there is an integer N
so that rn sn tn for all n N. If lim rn = A = lim tn , then lim sn = A.
n

Proof. Do it yourself; this is Exercise 3.2.

Part (c) is often called the squeeze theorem. Note that part (b) applies with strict inequalities, if
youre careful:
Corollary 3.5. Let {sn } be a sequence of real numbers, and suppose that {sn } converges to A. Suppose that there is a real number M and an integer N so that if n N, then sn < M. Then A M.
Proof. If sn < M for all n N, then certainly sn M for all n N. So by the theorem, we have
A M.
Note that if sn < M for all N, then you cannot conclude that A < M. You can only conclude that
A M: if sn = 1 1/n for all n 1, then sn < 1 for all n, but lim sn = 1.
n
The book also mentions general theorems about sums, products and quotients:
Theorem 3.6. Let {sn } and {tn } be sequences of real numbers.
(a) If lim sn = A and limtn = B, then lim(sn + tn ) = A + B.
(b) If lim sn = A and limtn = B, then lim(sntn ) = AB.
(c) If lim sn = A and limtn = B, and if B 6= 0, then lim(sn /tn ) = A/B.
Proof. Part (a) is straightforward. Parts (b) and (c) are a bit more complicated, but not too bad. Try
them yourself: this is Exercise 3.3.
The hypotheses here are important: you must know that each sequence {sn } and {tn } converges
independently. If one diverges and one converges, then you may be able to get divergence results, as
in the following corollary, but if both diverge, all bets are off.
Corollary 3.7. Let {sn } and {tn } be sequences of real numbers.
(a) If {sn } diverges and {tn } converges, then {sn + tn } diverges.
(b) If {sn } diverges and {tn } converges to a nonzero number, then {sntn } diverges.
(c) If {sn } diverges and {tn } converges, then {sn /tn } diverges.
See Exercise 3.12 for the proof.
Here are some useful limits:
Proposition 3.8.

(a) lim 1/n = 0

n

(b) For any positive integer k, lim 1/nk = 0

n

(c) lim n diverges.

n

(d) For any positive integer k, lim nk diverges.

n

10

Proof. Parts (a) and (c) are straightforward from the definition of limit, along with the Archimedean
property. Prove parts (b) and (d) using induction on k. See Exercise 3.13.
We also have the following theorem.
Theorem 3.9. Suppose that {sn } is a sequence of real numbers converging to A. If f : R R is a
continuous function, then the sequence { f (sn )} converges to f (A):
lim f (sn ) = f (A).

We wont prove this because we arent dealing with the precise definition of continuity in this
course: youll have to wait until Math 328. You may use this theorem freely, though, along with the
fact that essentially all of the standard functions are continuous wherever theyre defined.
For example,
lim sin(5 + (1/2)n ) = sin(5).
n

Since 0 < 1/2 < 1, we know that lim (1/2)n = 0. The sequence {sn } defined by sn = 5 for all n
n

converges to 5, so the sequence 5 + (1/2)n converges to 5 + 0 = 5 by the theorem about sums of

sequences. Since the sine function is continuous, we get the desired limit.
You might want to look at Example 3 in Section 1.62 for another application of some of the
theorems from this section.

Exercises
Exercise 3.1. Show that for any real number h with h > 1 and any non-negative integer n, (1+h)n
1 + nh. (Use induction on n.)
Exercise 3.2. Prove Theorem 3.4.
Exercise 3.3. Prove Theorem 3.6. See Section 1.64 of the book for pointers.
Exercise 3.4. Exercise 1 on p. 65
Exercise 3.5. Exercise 2 on p. 65
Exercise 3.6. Exercise 5 on p. 65
Exercise 3.7. Exercise 6 on p. 65. (In this problem, discuss means compute, with proof.)
Exercise 3.8. Exercise 9 on p. 65
Exercise 3.9. Exercise 11 on p. 65
Exercise 3.10. Exercise 14 on p. 66
Exercise 3.11. Exercise 21 on p. 66
Exercise 3.12. Prove Corollary 3.7. Hint: use contradiction.
Exercise 3.13. Prove Proposition 3.8.

11

3.2

Bounded monotone sequences

A sequence {sn } is monotonically increasing if it satisfies this condition:

s1 s2 s3 s4 . . . ,
that is, sn sn+1 for all n. Monotonically decreasing is defined similarly. A sequence is monotone if
it is either monotonically increasing or monotonically decreasing.
A sequence {sn } is bounded above if there is an M so that sn M for all n, and similarly for
bounded below.
Here is a useful theorem:
Theorem 3.10. If {sn } is monotonically increasing and bounded above, then {sn } converges.
Before proving this, we offer a property of least upper bounds.
Lemma 3.11. Let S be a nonempty set and let A be a number. Then A is the least upper bound of S if
and only if it satisfies these two properties:
x A for all x S, and
for every > 0, there is an x S with A < x.
Proof. Suppose that A is the least upper bound of S. Then A is an upper bound, so x A for all x S.
Fix > 0. Since A is strictly less than A, then A is not an upper bound for S, so there must be
an x S with A < x.
To prove the converse, suppose that A satisfies the two properties in the statement of the lemma.
The first property tells us that A is an upper bound of S. To show that A is the least upper bound,
we have to show that no number smaller than A is an upper bound for S, so suppose that B < A. Let
= A B, so that > 0 and B = A . By the second property, there is an element x S with
x > A = B; therefore B is not an upper bound for S.
Proof of Theorem 3.10. Assume that sn M for all n. Let S be the set of numbers {s1 , s2 , s3 , . . . }.
This set may be finite for example, if sn = (1)n , then S = {1, 1} or infinite, but it is certainly
nonempty. It also has an upper bound, namely M. Therefore, since R has the least upper bound
property, the set S has a least upper bound, say A. We claim that lim sn = A.
n

Fix > 0. We need to show that there is an N so that if n N, then |sn A| < , or equivalently,
A sn < , or equivalently, A < sn . By the lemma, there is an N so that sN > A . For all n with
n N, we have sn sN , and therefore if n N, then sn > A . This finishes the proof.
In fact, we have proved the following refinement of the theorem:
Corollary 3.12. If {sn } is monotonically increasing and bounded above, then {sn } converges to the
least upper bound of the set {s1 , s2 , . . . }.
Here is an obvious variant.
Corollary 3.13. If {sn } is monotonically decreasing and bounded below, then lim sn exists and
n

equals the greatest lower bound of the set {s1 , s2 , s3 , . . . }.

Proof. Exercise.

12

Example 4 in Section 1.62 of Taylor & Mann is a straightforward example of the theorem. Another
extremely important application is essentially the one in Example 5 of the book: define a sequence
{sn } by
n
1
1
1
1
1
sn = = + + + . . . .
0! 1! 2!
n!
i=0 i!
This is clearly monotonically increasing, and Taylor and Mann show that it is bounded above by 3.
(They actually consider a slightly different sequence each term in theirs is missing the i = 0 term of
the sum, and hence is one less than the corresponding term here but their proof works equally well
here.) Therefore the sequence converges to some number A 3.
In Example 6 on p. 63, another very important example, Taylor and Mann show that the sequence
{sn } defined by


1 n
sn = 1 +
n
is also increasing and bounded above, again by 3. They define the number e to be the limit: e is
defined by


1 n
e = lim 1 +
.
n
n
Exercise 3.19 below relates these two important examples to each other: it asks you to show that
!


n
1 n
1
= lim 1 +
lim
,
n
n
n
i=0 i!
and therefore both limits are equal to e.

Exercises
Exercise 3.14. Exercise 16 on p. 66
Exercise 3.15. Exercise 17 on p. 66
Exercise 3.16. Prove Corollary 3.13 from Corollary 3.12 by considering the sequence {tn } defined
by tn = sn .
Exercise 3.17. Exercise 19 on p. 66
Exercise 3.18. Exercise 20 on p. 66
Exercise 3.19. Exercise 24 on p. 66.
Exercise 3.20. Exercise 5 on p. 82.
Exercise 3.21. Exercise 6 on p. 82.
Exercise 3.22. Exercise 2 on p. 83.
Exercise 3.23. Exercise 4 on p. 83.
Exercise 3.24. Exercise 5 on p. 83.
Exercise 3.25. Exercise 7 on p. 84.
Exercise 3.26. Exercise 9 on p. 84.
Exercise 3.27. Exercise 10 on p. 84.
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3.3

Infinite limits

We know from Definition 3.1 what it means for a sequence to converge to a number. What does it
mean for a sequence to approach infinity?
Definition 3.14. Suppose that {sn } is a sequence of real numbers. We say lim sn = if for every
n
real number K, there is an integer N so that whenever n N, we have sn > K.
Similarly, we say that lim sn = if for every real number K, there is an integer N so that
n
whenever n N, we have sn < K.
Note that if lim sn is or , then the sequence diverges: going to infinity is a special kind of
n
divergence.
Example 3.15. We know intuitively that lim n = . To prove this, fix a real number K. If K 0,
n
then n > K for all n 1, so we choose N = 1. If K > 0, then apply the Archimedean property to K
and 1: there is a positive integer N with N > K. Then for all integers n N, we will have n > K, as
desired.
Some analogues of Theorem 3.6 hold.
Theorem 3.16. Let {sn } and {tn } be sequences of real numbers. Suppose that lim sn = .
n

(a) If {tn } converges or limtn = , then lim(sn + tn ) = .

(b) If {tn converges to a positive number or if limtn = , then lim(sntn ) = .
(c) If {tn converges to a negative number or if limtn = , then lim(sntn ) = .
(d) If limtn = B with B > 0, then lim(sn /tn ) = .
(e) If limtn = B with B < 0, then lim(sn /tn ) = .
There are corresponding results if lim sn = .
Proof. See Exercise 3.28.
Be careful about indeterminate forms: if lim sn = and limtn = , then {sn +tn } may converge
to any number, may go to , or may diverge in some other way. Similarly, if lim sn = and
limtn = , then {sn /tn } does not have a predictable behavior, nor will {sntn } if lim sn = and
limtn = 0.
Finally, Exercise 3.30 discusses limits of the form lim t1n where limtn = 0; one can ask similar
questions about limits of the form lim stnn .

Exercises
Exercise 3.28. Prove Theorem 3.16
Exercise 3.29. Prove that for all positive integers k, lim nk = .
n

Exercise 3.30.

(a) Find a sequence {tn } with limtn = 0 such that lim t1n = .

(b) Find a sequence {tn } with limtn = 0 such that lim t1n = .
(c) Find a sequence {tn } with limtn = 0 such that lim t1n diverges but does not go to either or .
Exercise 3.31. Exercise 22 on p. 66

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