MAT25 LECTURE 10 NOTES

NATHANIEL GALLUP

1. Algebraic Limit Theorem

Theorem 1: Algebraic Limit Theorem (Abbott Theorem 2.3.3)

Let (an ) and (bn ) be sequences of real numbers such that limn→∞ an = a and limn→∞ bn = b. Then the
following statements hold.
(a) limn→∞ (can ) = ca.
(b) limn→∞ (an + bn ) = a + b.
(c) limn→∞ (an bn ) = ab.
(d) If bn 6= 0 for all n and b 6= 0, then limn→∞ abnn = ab .

Proof.
(a) We consider two cases.
• (c 6= 0).
– (Scratch Work ). We are trying to show that (can ) → ca. Hence we are interested in the
inequality
|can − ca| < 
⇐⇒ |c(an − a)| < 
⇐⇒ |c||an − a| < 

⇐⇒ |an − a| < .
|c|

– (Proof ). Let  > 0 be arbitrary. Since (an ) converges to a, given |c| > 0, there exists N ∈ N

such that if n ≥ N , then |an − a| < |c| . Then we compute


|an − a| <
|c|
=⇒ |c||an − a| < 
=⇒ |c(an − a)| < 
=⇒ |can − ca| < 
Therefore for any  > 0, we have found N ∈ N such that if n ≥ N , then |can − ca| < . Hence
(can ) converges to (ca).
• (c = 0). If c = 0, then the sequence (can ) is simply the sequence (0, 0, 0, . . .) which consists only of
0’s. By ??, this sequence converges to 0 = ca, as desired.
(b) • (Scratch Work ). We are trying to show that (an +bn ) → a+b. Hence we are interested in the quantity
|(an + bn ) − (a + b)| = |(an − a) + (bn − b)|
(1)
≤ |an − a| + |bn − b|
Here (1) follows from the triangle inequality (??). But since (an ) → a and (bn ) → b, we can make
|an − a| and |bn − b| as small as we want.
• (Proof ). Let  > 0 be arbitrary. Since (an ) → a, there exists some N1 ∈ N such that if n ≥ N1 , we
have that |an − a| < 2 . Similarly, since (bn ) → b, there exists some N2 ∈ N such that if n ≥ N2 , we
have that |bn − b| < 2 . Let N = max{N1 , N2 }. Then we have that N ≥ N1 and N ≥ N2 , so if n ≥ N ,
then n ≥ N1 and n ≥ N2 , so we have both |an − a| < 2 and |bn − b| < 2 . Compute
1
 MAT25 LECTURE 10 NOTES 2

|(an + bn ) − (a + b)| = |(an − a) + (bn − b)|

≤ |an − a| + |bn − b|
 
< +
2 2
= .
Therefore for any  > 0, we have found N ∈ N such that if n ≥ N , then |(an + bn ) − (a + b)| < .
Hence (an + bn ) converges to (a + b).
(c) • (Scratch Work ). We are trying to show that (an bn ) → ab. Hence we are interested in the quantity
|an bn − ab| = |an bn − abn + abn − ab|
(1)
≤ |an bn − abn | + |abn − ab|
= |bn ||an − a| + |a||bn − b|.
Here (1) follows from the triangle inequality (??). Since (an ) → a and (bn ) → b, we can make |an − a|
and |bn − b| small. The number |a| is fixed, and since (bn ) is a convergent sequence, ?? implies that
(bn ) is bounded. Hence we have some bound M ∈ R with |bn | ≤ M for all n ∈ N.
• (Proof ). Let  > 0 be arbitrary. Since (bn ) is a convergent sequence, ?? implies that (bn ) is bounded.
Hence we have some bound M ∈ R, which we can choose to satisfy M > 0, with |bn | ≤ M for all
n ∈ N. Now we consider two cases.
– (a = 0). Since (an ) → a, there exists some N ∈ N such that if n ≥ N , we have |an − a| < M .
Then compute
|an bn − ab| = |an bn − abn + abn − ab|
≤ |an bn − abn | + |abn − ab|
= |bn ||an − a| + |a||bn − b|

<M +0
M
= .

– (a 6= 0). Since (an ) → a, there exists some N1 ∈ N such that if n ≥ N1 , we have |an − a| < 2M .

Since (bn ) → b and a 6= 0, there exists some N2 ∈ N such that if n ≥ N2 , we have |bn − b| < 2|a| .
Let N = max{N1 , N2 }. Then we have that N ≥ N1 and N ≥ N2 , so if n ≥ N , then n ≥ N1
 
and n ≥ N2 , so we have both |an − a| < 2M and |bn − b| < 2|a| . Compute
|an bn − ab| = |an bn − abn + abn − ab|
≤ |an bn − abn | + |abn − ab|
= |bn ||an − a| + |a||bn − b|
 
<M + |a|
2M 2|a|
= .
Therefore in either case for any  > 0, we have found N ∈ N such that if n ≥ N , then |(an bn )−(ab)| <
. Hence (an bn ) converges to (ab).  
(d) First we show that if bn 6= 0 for all n ∈ N, then b1n → 1b .
 
• (Scratch Work ). We are trying to show that b1n → 1b . Hence we are interested in the quantity
 
 − 1  = |b − bn | .
1 
 bn b |b||bn |
|b−bn |
We need to make the quantity |b||bn | small. Since (bn ) → b, and |b| is a fixed number, we can make
|b−bn |
|b| small, but to make |b1n | small, we need a lower bound on the terms bn . This is make possible by
the fact that (bn ) → b and b is nonzero, hence the terms of bn are eventually bounded away from 0.
 MAT25 LECTURE 10 NOTES 3

• (Proof ). Let  > 0 be arbitrary. Since (bn ) → b, there exists N1 ∈ N such that if n ≥ N1 , then
|bn − b| < |b|
2 . Using the reverse triangle inequality (??), we obtain that

|b|
||bn | − |b|| ≤ |bn − b| <
2
|b|
=⇒ − < |bn | − |b|
2
|b|
=⇒ 0 < < |bn |
2
(1) 1 2
=⇒ < .
|bn | |b|
Here (1) follows from ?? part (e).
|b|2
Furthermore, because (bn ) → b, there exists N2 ∈ N such that if n ≥ N2 , then |bn − b| < 2 .
Let N = max{N1 , N2 }. Then if n ≥ N , we have that
 
 −  = |b − bn |
1 1 
 bn b |b||bn |
|b|2 1 2
< · ·
2 |b| |b|
= .
   
Therefore for any  > 0, we have found N ∈ N such that if n ≥ N , then  b1n − 1b  < . Hence b1n
 

converges to 1b .    
1 1 an
Since (an ) → a and bn → b, it follows from part (c) that bn → ab , as desired.


Exercise 1: Abbott Exercise 2.3.1

Let xn ≥ 0 for all n ∈ N.

√
(a) If (xn ) → 0, show that ( xn ) → 0.
√
√
(b) If (xn ) → x, show that ( xn ) → x.

Exercise 2: Abbott Exercise 2.3.4

Let (an ) → 0, and use the Algebraic Limit Theorem (??) to compute the following limits, and prove your
result. (Assume that the sequence (an ) is such that all fractions below are defined).
1+2an
(a) limn→∞ 1+3a n −4a
2
n
(an +2)2 −4
(b) limn→∞ an
2
a
+3
(c) limn→∞ n
1
+5
an

Exercise 3: Abbott Exercise 2.3.7

Give an example of each of the following, or prove that such a request is impossible.
(a) Sequences (xn ) and (yn ), which both diverge, but whose sum (xn + yn ) converges.
(b) Sequences (xn ) and (yn ), where (xn ) converges, (yn ) diverges, and (xn + yn ) converges.
(c) A convergent sequence (bn ) with bn 6= 0 for all n ∈ N such that (1/bn ) diverges.
(d) An unbounded sequence (an ) and a convergent sequence (bn ) with (an − bn ) bounded.
(e) Two sequences (an ) and (bn ), where (an bn ) and (an ) converge but (bn ) does not.
 MAT25 LECTURE 10 NOTES 4

Exercise 4: Abbott Exercise 2.3.9

(a) Let (an ) be a bounded (not necessarily convergent) sequence, and assume that limn→∞ bn = 0. Show
that limn→∞ (an bn ) = 0. Why are we not allowed to use the Algebraic Limit Theorem (??) to prove
this?
(b) Can we conclude anything about the convergence of (an bn ) if we assume that (bn ) converges to some
nonzero limit b?

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2. Order Limit Theorem

Theorem 2: Order Limit Theorem (Abbott Theorem 2.3.4)

Let (an ) and (bn ) be sequences of real numbers such that limn→∞ an = a and limn→∞ bn = b. Then the
following statements hold.
(a) If an ≥ 0 for all n ∈ N, then a ≥ 0.
(b) If an ≤ bn fo all n ∈ N, then a ≤ b.
(c) If there exists c ∈ R for which c ≤ bn for all n, then c ≤ b. Similarly, if an ≤ c for all n ∈ N, then
a ≤ c.

Proof.
(a) Suppose, for contradiction, that a < 0. Then let  = −a2 , and note that  > 0. Since (an ) → a, it follows
that there exits N ∈ N such that if n ≥ N , then |an − a| < . Since N ≥ N , we have that

|aN − a| < 
−a
=⇒ |aN − a| <
2
−a
=⇒ aN − a <
2
(1) a
=⇒ aN <
2
Here (1) follows by adding a to both sides of the inequality. However a < 0, hence dividing both sides
by 2 yields a2 < 0. Therefore we have that aN < a2 < 0, contradicting that an ≥ 0 for all n ∈ N.
(b) Since (an ) → a, ?? part (a) implies that (−an ) → −a, and therefore ?? part (b) implies that (bn − an ) →
b − a. Since an ≤ bn for all n ∈ N, it follows that 0 ≤ bn − an for all n ∈ N. Therefore applying part (a) of
this theorem then yields that 0 ≤ b − a, which implies that a ≤ b, as desired.
(c) Let (xn ) be the sequence defined by xn = x for all n ∈ N. Then we have that xn ≤ bn for all n. By ??,
(xn ) → c, hence applying part (b) of this proposition yields that c ≤ b. A similar argument shows that
a ≤ c if an ≤ c for all n ∈ N.


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3. Eventuality
Definition 1: Eventually

Let (an ) be a sequence for which some property of an holds for all n ≥ N for some N ∈ N. Then we say
that (an ) eventually has this property.
 MAT25 LECTURE 10 NOTES 5

Note 1: Eventuality

Properties of the limit of a convergent sequence, in general, do not depend on the behavior of the beginning
of the sequence. In this sense, only eventuality matters for the limit.

Example 1: Eventuality

(a) Let c ∈ R be a real number. A sequence (an ) is eventually ≥ c if there exists some N ∈ N such that
an ≥ 0 for all n ≥ N .
(b) Given two sequences (an ) and (bn ), we say that (an ) is eventually less than or equal to (bn ), if there
exists some N ∈ N such that an ≤ bn for all n ≥ N .

Exercise 5: Eventually

Show that the Order Limit Theorem (??) still holds if the conditions are relaxed to being only eventually
true.

Proof. Homework. 
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4. Monotone Convergence Theorem

Definition 2: Increasing, Decreasing, and Monotone

A sequence (an ) is increasing if an ≤ an+1 for all n ∈ N and decreasing if an ≥ an+1 for all n ∈ N. A
sequence is monotone if it is either increasing or decreasing.

Theorem 3: Monotone Convergence Theorem (Abbott Theorem 2.4.2)

If a sequence is monotone and bounded, then it converges.