2 Sequences of real numbers

Outline:

The limit of a sequence of real numbers, bounded/monotone/Cauchy/convergent sequences

Cauchys theorem for sequences
Passing to the limit in inequalities
Sucient conditions for convergence: convergence of monotone sequences, squeeze theorem
Operations with sequences which have a limit
Csaro-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 dierent limits).

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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 (Cesaros Lemma) Any bounded sequence contains a convergent subsequence.

From the previous proposition and lemma, we obtain the following:

Theorem 2.9 (Cauchys 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 suciently 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 sucient conditions for the convergence of a sequence:

Proposition 2.11 (Convergence of monotone and bounded sequences) If the sequence ( )N is increas-
ing and bounded above (or decreasing and bounded below), then it is convergent.

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Proof. Suppose that the sequence ( )N is increasing, and there exists R such that for any N.
Let = supN 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

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 sucient condition for convergence, we have the following:

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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 is also convergent, and we have
N

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

| | | | N.
2
For any () we have:

| | = | ( ) + ( ) |
| | | | + || | |

+
2 2

= +
2 2
=

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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

+1
is finite (when = the proof is similar).
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
X
X
( ) (+1 ) (+1 ) ( + ) (+1 )
= = =

or equivalent
( )(+1 ) +1 ( + )(+1 )
Dividing by +1 we obtain:
+1
( )(1 ) ( + )(1 )
+1 +1 +1 +1
or equivalent
+1
( )(1 )+ ( + )(1 )+
+1 +1 +1 +1 +1

Since increases to +, +1 and +1 tend to 0 as , and therefore there exists such that
+1
( )(1 ) ( + )(1 ) +
+1
for all , which shows that
+1 +1
lim = = lim
+1 +1
concluding the proof.

As an application, we have the following theorem, useful for computing limits of the type lim :

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Theorem 2.21 (Root criterion for sequences) Let be a sequence of positive numbers. Then
+1
lim
= lim

provided the last limit exists.

Proof. Consider 1
ln

= ln 1
ln = ln =

and apply Csaro-Stolz theorem above with and replaced by ln , respectively .
We have
ln ln +1 ln +1 +1
lim = lim = lim (ln +1 ln ) = lim ln = ln lim
( + 1)

+1
Since lim exists, from the Csaro-Stolz theorem we obtain

ln +1
ln lim
= lim = ln lim

or equivalent
+1
lim
= lim

concluding the proof.

3 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

+1
(b) =

5. Let 1 and +1 = 12 +
, 1. Show that ( )1 is a decreasing, bounded sequence and its

limit is lim = .
6. Find the limit of the following sequences:

3 + 1 32 + 4 42 + 2 1
= = =
22 + 5 2 1 52 + 10

7. Find the limit of the following sequences:

4 2 + 3 5 2
= = =
3 + 1 5 1 3 + 1

8. Find the limit of the following sequences:

= 2 3 +2 2 + 2 + 1 = 21 +2
= 4 + 3 4 2 = 2 3 + 2

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 9. Find the limit of the following sequences:
2
3 4
= 2+ = 5+

10. Find the limit of the following sequences:

+2 2 3
= =
3 + 4 23 + 1
2 2 1 p
3
= = 2 + 1
44 33

11. Find the limit of the following sequences:

52 +2 2 +2 2 +2
4 2 3 +4 2 3 + 2
= 1 + = =
2 +3 2 + 4 + 4

12. Find the limit of the following sequences:

3 + 4 5 6 7 2 + 3 4 5 6
= =
2 + 3 4 + 5 7 4 2 5 + 7
3 + 4 1 1 1 (1) + 4
= 1 + 3 + 32 + + 3 = 1 + + 2 +
5 3 3 3 2 4

13. Find the limit of the following sequences:

p p p p
= 3 + 2 + 2 1 = 2 + 1 2 + 2 2 3

14. Find the limit of the following sequences:

s s
( + 1)! (( + 1)!)2
= =
(2 + 1)! 3 (2 + 1)! 3

15. Find the limit of the following sequences:

1+ 1
+ + 1 1+ 1 + + 1 1
+ 1
+ + 1
2 2 ln 2 ln 3 ln
= = =
2

1 + 2 + +
16. Find the limit of the sequence lim where N is a natural number.
+1

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