Sequences PDF
Sequences PDF
Outline:
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 −→ .
→∞
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).
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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
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.
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 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 = sup∈N ∈ R (note that since ≤ , we have ≤ +∞).
By the definition of the supremum, given 0, there exists () ∈ N such that
− ()
− () ≤ ≤ +
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
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
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→∞ .
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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 ≤
Proposition 2.19 If ( )∈N and ( )∈N are convergent sequences, then:
³ ´
3. If 6= 0 and lim→∞ 6= 0, then the sequence is also convergent, and we have
∈N
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:
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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 + ( − )|
Theorem 2.20 (Cesaro-Stolz theorem) Let be a sequence of positive numbers which is increasing to +∞.
Then
+1 −
lim = lim
→∞ →∞ +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
→∞ →∞
Proof. Consider ³ ´ 1
√ ln
= ln 1
ln = ln =
and apply Césaro-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 Césaro-Stolz theorem we obtain
√ ln +1
ln lim
= lim = ln lim
→∞ →∞ →∞
or equivalent
√ +1
lim
= lim
→∞ →∞
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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 −
√ √
+1−
(b) =
√ ³ ´
1
5. Let 1 and +1 = 2 +
, ≥ 1, where 0 is given number. 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
+2 2 − 3
= √ = √
3 + 4 23 + 1
2 − 2 − 1 p
= √ = 3 − 2 + 1
44 − 33
21
14. Find the limit of the following sequences:
s s
( + 1)! (( + 1)!)2
= =
(2 + 1)! · 3 (2 + 1)! · 3
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
Additional exercises
17. Find the given limits
√
2+√
(a) lim→∞ 2−
¡√ √ ¢
(b) lim→∞ +1−
¡√ √ ¢
(c) lim→∞ 3 + 1 − 3
P (+)10
(d) lim→∞ 100
=1 10 +1010
s r
q
√
(e) lim→∞ , where = 2 2 2 2
| {z }
radicals
¡
1 2 −1
¢
(f) lim→∞ 2 + 2 + + 2
(g) lim→∞ (+1)(+2)(+3)
3
(h) lim→∞ 1+2+3++
2
³ ´
1+3+5+7++(2−1) 2+1
(i) lim→∞ +1 − 2
+(−1)
(j) lim→∞ −(−1)
2+1 +3+1
(k) lim→∞ 2 +3
2·3 +(−3)
(l) lim→∞ 4
3 +
(m) lim→∞ 4 +5 , where 0 are given numbers.
¡ ¢
(n) lim→∞ 12 + 14 + 18 + + 21
³ ´
1 1 1 (−1)−1
(o) lim→∞ 1 − 3 + 9 − 27 + + 3−1
2
(d) lim→∞ !
(e) lim→∞ ! , where ∈ R is a given number
(f) lim→∞ √
!
, where ∈ R is a given number
P sin
(g) lim→∞ =1 2 +
P
(h) lim→∞ √ 1
=1 2 +
22
P 2 +
(i) lim→∞ =1 3 +
P
(j) lim→∞ =1 2 ++
cos
2
(l) = √
!
q
33 (!)3
(m) = (3)!
√
(n) =
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
23
√
(q) = + , where 0 are given numbers.
√
(r) = + + , where 0 are given numbers. Can you generalize?
23. For the given sequences ( )≥1 , first find a simplified formula for the general term , then find its limit.
P 1
(a) = =1 (+1)
P 2+1
(b) = =1 2 (+1)2
(+1)2
(c) = =1
=1 (+1)(+2)
2−
(d) = =0
−
=0 3
23 −1 33 −1 3
(e) = 23 +1 · · 3 −1
· 33 +1 +1
P ³ ´
2
(f) = =2 log3 1 − (+1)
P
(g) = =1 (2−1)2(2+1)2
P 2
+−1
(h) = =1 (+2)!
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 √ √ ´
26. Find lim→∞ ln + √+1+√+2 , where 0 are given numbers.
+ +2+ +3
33
27. Find lim→∞
(3+ 1 )3
¡ ¢
P 1
28. Consider the sequences ( )≥1 and ( )≥1 defined by = 1 + and = =1 (2−1)(2+1) , ≥1
³ ´ 2+1
++1
2 −+1
29. Consider the sequence ( )≥1 defined by = 2 +1 , ≥ 1, where ∈ R is a given number
√ √ √
1+2 2+3 √3++
(c) lim→∞ 2
q
(!)
(d) lim→∞
()! , where ∈ N∗ is positive natural number.
p
31. Consider the sequence ( )≥2 , where =
(−1) .
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