Chapter 6

SEQUENCES
6.1 Sequences
A sequence is a function whose domain is the set of natural numbers N. If s is a
sequence, we usually denote its value at n by sn instead of s (n) . We may refer to the

sequence s as {sn } or by listing the elements {s1 , s2 , ....} . This notation is somewhat

ambiguous though, since a sequence is an ordered set, and should not be confused with

the range of s = {sn : n ∈ N} . Some authors prefer the use of parentheses instead
of braces, to emphasize this particular feature of sequences. Our notation will use
braces for both.
We call sn the nth term of the sequence and we often describe a sequence by

giving a formula
 for the nth term. Thus {1/n} is an abbreviation for the sequence
1, 2 , 3 , .... . Sometimes we may wish to change the domain of a sequence from N to
1 1

N∪{0} , or to {n ∈ N : n ≥ m} . In this case we write {sn }∞n=0 or {sn }∞n=m respectively.

If no mention is made to the contrary, we assume that the domain is just N.
Sequences are sometimes also expressed in what we call recursive form. This
means that a generic term sn is not expressed explicitly as a function of n, but


instead as a function of
some subset of previous terms {sn−1, sn−2 ..., sn−k } . Thus
 1 1 
sn : sn = sn−n−
s 1
1 +1 , s 1 = 1 is again an abbreviation for the sequence 1, , ... — Note
2 3
that whenever the recursive definition for sn depends on k previous terms, for the

sequence to be well defined it is necessary to provide the first k terms —.

6.2 Convergence
6.2.1 Convergent sequences
Intuitively, we say that a given sequence {sn } converges to a certain value s whenever
the sn become arbitrarily close to s for n arbitrarily large. It is clear from the above
that we need a metric space to define what “close” means. In this section we will
R
restrict to the metric space ( , |·|) . The formal definition of convergent sequence in
an arbitrary metric space is the following:

Definition 224 A sequence {sn } in a metric space (X,d) is said to converge if

s∈X
there exists such that for every ε>0 there exists a real number N ε such that
for all n∈N and n ≥ Nε , d (sn , s) < ε.
76 Sequences

In this case we say that {sn } converges to s, or that s is the limit of the
sequence {sn } , and write sn → s, lim sn = s, or limn→∞ sn = s. If a sequence does
not converge, it is said to diverge.
Remark 225 Notice that for a sequence to be convergent the definition requires its
limit to belong to X, the set in which the sequence is defined. Take for example the
sequence {1/n}. Even though it converges

to 0 in X = R, it fails

to do so in X√= R++ .
xn + 2
, x = 1 converges to 2 in R
2
In the same fashion, the sequence x x n : n+1 =
2 xn 1
Q.
,but it fails to converge in

Example 226 The sequence {sn} with sn = 1 for all n ∈ N converges to 1 in R.

The proof is trivial since d(sn , 1) = 0 < ε for all sn and for all ε> 0.

Example 227 Let us show that R,

. According to the definition,
/n |·|)

we have to show that for all ε > 0, Mε ∈ R, s.t. ∀n ∈ N, n
Mε, 1/n 0 =

lim 1 = 0 in (

1/n < ε. So take an arbitrary ε > 0, ε ∈ R. From the Archimedean property of R

∃ | − |

there exits Mε ∈ N ⊆ R such that Mε > 1/ε. Then it follows that for all n ≥ Mε we
have 1/n
1/Mε < ε, which concludes the proof.
Example 228 To prove that the sequence {1 + (−1)n} is divergent, let us suppose
that {sn} converges to some real number s. Letting ε = 1 in the definition of conver-
n
gence, we find that there exists a number Mε such that |1 + (−1) − s| < 1. If n > Mε
n
and n is odd, then |1 + (−1) − s| = |s| < 1, so that −1 < s < 1. On the other hand, if
n
n > Mε and n is even, then we have |1 + (−1) − s| = |2 − s| < 1, so that 1 < s < 3.
Since s cannot satisfy both inequalities, we have reached a contradiction. Thus the
sequence {sn } must be divergent.

So far we have seen examples where algebraic manipulation was enough to

M
find an ε and establish whether the definition was satisfied or not. However, for
more complicated cases such a simple technique may not work.
Example 229 Take for example the case of sn 2
We want to show that
= nn3+2n
−5 .
From the definition, given any ε > , we want to make nn +2

−5 < ε. By
n
2

lim sn = 0 . 0
3

restricting n > 3,we can remove the absolute value since nn23+2 n > 0 . Thus we want to
−5
know how big n has to be in order to make nn23+2−5n < ε. Solving for this inequality would
be very messy, so we try to find some estimate of how large the left hand side can
be. To do this we seek an upper bound for the numerator and a lower bound for the
denominator. On the one hand we have n2 + 2n < a n2 for some a > 1 if n > (a−2 1) .


On the other we have n3 − 5 > nb 3
Taking an arbitrary
b>1

 5 b−b 1 .
3
for some if n>


pair a, b > 1 and restricting n > max 3, (a−2 1) ,
3
5 b−b 1 we have that
n + 2n

n2 + 2n

≤ ann = abn .

2 2

=
n − 5
n3 − 5

3
b
3
Convergence 77

The right hand side can be easily made less than any ε. Just pick n ≥ abε . So

3 bto organize
now
we are ready
this into a formal proof. Given ε > 0, take Mε =
max 3, (a−1) 5 b−1 , ε . Then for all n ∈ N and n > Mε we have
2
,
ab

n2 + 2n n2 + 2n





a n2 ab



n3 − 5
− 0
= n3 − 5

≤ n3 =
n
<ε
b

Hence lim
n2 +2n
n3 −5 = 0.
The use of upper bounds can be generalized by the following theorem
Exercise 230 Suppose that lim sn = 0. If {tn } is a bounded sequence, prove that

lim (sn tn ) = 0. Use this result to prove that lim

sin(n )
n =0 .

Theorem 231 Let {sn } and {an } be sequences of real numbers and let s ∈ R . If for
some k > 0 and some m ∈ N we have
|sn − s| ≤ k |an | , for all n>m

and if lim an = 0 , then it follows that lim sn = s.

Proof. Given any ε > , since 0 lim an = 0 there exists N1 ∈ R such that n ∈ N
and n > N1 implies that |an | < ε/k. Now let N = max { m, N1} . Then for n > N we
have n > m and n > N1, so that
ε
|sn − s| ≤ k |an | < k = ε
k
Thus lim sn = s.

Another useful theorem to show convergence of sequences by use of bounding

sequences is the following.

Theorem 232 (“Sandwich” theorem) Suppose xn
yn
zn for n > M, where

M is fixed, limn →∞ xn = l, and limn→∞ zn = l, then limn→∞ yn = l.
Exercise 233 Prove the Sandwich theorem.
There is also a necessary condition for convergence that is very useful both
in proofs of convergence and in proving that a sequence does not converge. It states
that for n large enough, any two terms in a sequence must be arbitrarily close to each
other.
78 Sequences

Theorem 234 If a sequence {sn } converges, then for all ε > 0 there is N ∈ R such
that for all n1 , n2 ∈ N , n1 , n2 > N , |sn1 − sn2 | < ε.
Proof. Since {sn } converges, for any ε > 0 there is N ∈ R such that for all
n ∈ N,n > N we have |sn − s| < 2ε . In particular, if we take n1 > N and n2 > N we
have by the triangle inequality
ε ε
sn1 − sn2 | ≤ |sn1 − s| + |s − sn2 | <
|
2 2 = ε.
+

Exercise 235 Prove that the reciprocal may not be true. That is, prove that you can
have a sequence whose terms are arbitrarily close for n sufficiently large, but still the
sequence does not converge.
6.2.2 Properties of Convergent Sequences
In this section we derive two important properties of convergent sequences. But first
we need a definition.

Definition 236 A sequence {sn } is bounded if its range {sn n ∈ N}is

|sn | ≤ M for all n ∈ N.
: a bounded
set, that is, if there exists M ≥0 such that

Theorem 237 (Boundedness) Every convergent sequence is bounded.

Proof. Let {sn} be a convergent sequence and let s = lim sn. From the defi-
nition of convergence with ε = 1, we obtain N ∈ R such that |sn − s| < 1 whenever
n > N. Thus for n > N the triangle inequality implies that |sn | < |s| + 1. Let
M = max {| s1| , . . . , |sN | , |s| + 1}, then we have |sn | ≤ M for all n ∈ N, so {sn } is
bounded.

It is easy to see that the converse of this theorem is not true. We saw in a
previous example the sequence {1 + (−1)n }, which is bounded but diverges.

Theorem 238 (Uniqueness) If a sequence {sn} converges, then its limit is unique.
Proof. Let {sn} be a sequence and suppose that it converges both to x and y,
with x = y . Let x y = d > 0 be the distance between x and y. Convergence of
| − |

{sn to x implies that for any ε > 0, there exists N1 ∈ R such that
}

|sn − x| < ε, n > N1.

for every

ε = d3 Similarly, convergence of {sn } to y implies that for

In particular this holds for .

any ε > 0, there exists N2 ∈ R such that

|sn − y| < ε, for every n > N2,
and in particular this holds for = d3 . Therefore if n > max {N1, N2} we have
ε
d
0 < d = |x − y| = |x − sn + sn − y | ≤ |x − sn | + |sn − y | < 2
3
But this implies d < 23 d, which is a contradiction given that d > 0. So it must be
d = 0, and thus x = y.
Convergence 79

6.2.3 Convergence and topological properties of sets

In the previous chapter, we saw that a set X was closed if and only if it contained all
its accumulation points. Here we will present the same result based on the theory of

xn → x, then x is an accumulation point for the set described

sequences. But in order to do that, we have first to prove two other theorems. The
first one states that if
by the range of the sequence, and hence every neighborhood of x contains infinitely
many points of {xn} . The second theorem establishes that it is equivalent to say that
a point belongs to the closure of a given set E and to say that such a point is the
limit of a sequence completely contained in E.

Theorem 239 {xn } ⊆ X converges to x ∈ X if and only if every neighborhood of x

contains {xn } for all but finitely many n.
Proof. If {xn} converges to x then for each ε > 0 there exists N ∈ R such
that for all n ∈ N, n > N d (xn , x) < ε. This means that any neighborhood of x of
radius ε has at least one (hence infinitely many) elements of {xn}. Hence there must
be at most only finitely many elements of {xn} outside any neighborhood of x.
Suppose now that every neighborhood of x contains {xn} for all but finitely
many n. Hence for each neighborhood N (x, ε), ∃ N ∈ R such that for all n ∈ N,
n > N, xn ∈ N (x, ε). This suffices to conclude that {xn } converges to x.
Theorem 240 Let E ⊆ X . Then x ∈ E if and only if there exists a sequence {xn}
in E such that x = limn→∞ xn .
Proof. Suppose there exists a sequence {xn} ⊆ E that is convergent to x ∈ X
but x ∈/ Ē. Therefore x ∈ Ē C . Since Ē C is open, there exists a neighborhood N (x, ε) ⊆
Ē C such that N (x, ε) ∩{xn : n ∈ N} = ∅. Therefore, for such ε there is no N ∈ R such
that for all n > N |xn − x| < ε, contradicting the assumption that x = limn→∞ xn.
Then x ∈ Ē.
Suppose now that x ∈ Ē. Then x ∈ E or x ∈ bd E. This implies that for every
ε > 0, N (x, ε) ∩ E = ∅. We
cantherefore construct a sequence {xn} in E , being xn
any point such that xn ∈ N x, n1 ∩ E. By the Archimedean property of the reals, for
all ε > 0 there exists N ∈ N such that 1/N < ε, and by construction of the sequence
there exists xN ∈ {xn } such that |xN − x| < 1/N < ε. Therefore x = limn→∞ xn.
We have therefore seen that any limit point of E can be expressed as a limit
of a convergent sequence in E. So, this theorem tells us that any nonempty closed
set contains convergent sequences. Moreover, we know that if in a given set E every
convergent sequence has a limit in the set, then the set is closed. Therefore we can
define the closedness of a set in a metric space using convergent sequences.
Theorem 241 A set E ⊆ X is closed if and only if every convergent sequence in X
completely contained in E has its limit in E.
Proof. Let E be a closed set and let {xn} be a sequence in E converging to
x ∈ X. By the previous theorem we know that x ∈ Ē. Since E is closed, then E = Ē
and therefore x ∈ E.
80 Sequences

Suppose now that every convergent sequence in X completely contained in E

has its limit in E, but E is not closed. Then there exists x ∈ E ⊆ Ē and x ∈
/ E. As

in the previous theorem there exists a sequence {xn } ⊆ E such that xn → x ∈ Ē − E.

But this contradicts that every convergent sequence {xn } ⊆ E must have its limit in
E . Therefore E is closed.
6.3 Limit and comparison theorems
In the previous section, we saw that the definition of convergence may sometimes be
messy to use even for sequences given by relatively simple formulas. In this section
we will derive some basic results that will greatly simplify our work.
The first theorem is a very important result showing that algebraic operations
are compatible with taking limits.

Theorem 242 Consider two sequences {xn} and {yn} such that xn → x and yn → y.
Then the following properties hold:
1) xn + yn → x + y ;
2) xn yn → xy ;
3) If xn =
 0, ∀n and x = 0, then yn /xn → y/x.
Proof. 1) Using the triangular inequality, we know that |xn + yn − x − y|

|xn − x| + |yn − y|. Now given ε > 0, since xn x there exists N1 ∈ R such →
thatn > N1 implies |xn − x| < 2 Similarly there exists such N2 ∈ R such that
ε.
n > N2 implies |yn − y | < 2ε . Thus, if we let N = max{N1 , N2 }, then n > N implies
that

(
| xn + yn ) − (x + y )|
|xn − x| + |yn − y| < ε.
Therefore we conclude that xn yn
lim ( x y. + ) = +

2) Observe that xnyn − xy xn yn − y y xn − x . Since {xn } is convergent

then it is bounded. Let M1 = sup xn and M = max {M1, |y|}. Hence
= ( )+ ( )

| |

x
| n yn − xy|
M1 |yn − y| + |y| |xn − x| ≤ M ( |yn − y| + |xn − x| ) .
Now given ε > 0 there exist Nx and Ny such that ε and |y − y | < ε
|xn − x| < 2M n 2M
for all n > Nx and n > Ny respectively. Let N = max N , N { x y }. Then n>N
implies
that
|xn yn − xy|
M ( yn y + xn x )
< M 2Mε + M 2Mε = ε.
| − | | − |

Thus lim xn yn xy.

=

3) Since yn /xn = yn (1/xn), it suffices from (2) to show that lim (1/xn) = 1/x.
That is, given ε > 0, we must make
x − xn








1 1







−
xn x

=
xn x

<ε



Limit and comparison theorems 81

for n sufficiently large. To get a lower bound on the denominator, we note that since
x
= 0, there exists N1 such that n > N1 implies xn − x| < |
|x|
2 . Thus for n > N1 we
have
|x − xn | <
| |x
2
⇒ |x| − |xn | < |x2| ⇒ |x2| < |xn|
and
x − xn

|xn − x|
2 |xn − x|






=
xn x
|xn | |x|
<


|x|2
But since xn → x, for every ε > 0 there exists also N2 such that for n > N2 we have
xn − x| < x2 ε . Let N = max {N1, N2} . Then n > N implies
|
| |
2

x − xn





<
2

x x <ε
|x|2 n
| − |

x x

n

Hence lim 1 /xn = 1/x.

a + xn →a x, a∀ ∈R xn →x ,
→ ax, ∀a ∈ R →x .
A particular case of (1) is “ + when ” and of (3)

axn xn
≤
is “ when ”

Another useful fact is that the order relation “ ” is preserved when taking

limits. The proof is left as an exercise.

Theorem 243 Suppose that {yn } and {zn } are convergent sequences with lim yn = s
and lim zn = z. If yn ≤ zn for all n > M, for certain M ∈ N , then y ≤ z.
Exercise 244 Prove the previous theorem.

6.3.1 Infinite Limits

The sequence sn = n is clearly not convergent, since it is not bounded. But its
behavior is not the least erratic: the terms get larger and larger. Although there is
no real number that the terms approach, we would like to say that sn “goes to ∞”.
We make this precise in the following definition.
Definition 245 A sequence {xn} of R diverges to ∞ ∀M > , ∃N >
∀n > N, xn > M. xn → ∞
→∞ xn = +∞. A sequence
+ if 0 0 such

that We write + or limn

{xn } diverges to −∞ if ∀M > 0, ∃N > 0 such that ∀n > N, xn < −M. We write
xn → −∞ or limn→∞ xn = −∞.

The technique of developing proofs for infinite limits is similar to that for finite
limits, and is closely related to theorem243. We leave the proof as an exercise.
82 Sequences

Theorem 246 Suppose that {sn } and {tn } are sequences such that sn ≤ tn for all
n > M, for a certain M ∈ N.
(a) If lim sn = + , then ∞ tn = +∞.
−∞ −∞.
lim

(b) If lim tn = , then lim sn =

Exercise 247 Prove the previous theorem.

Exercise 248
√
Prove the √
following


1) lim n+1− n = 0

2) lim n2n+13
4
5 +3 = 0
n !
3) lim nn = 0

6.4 Monotone sequences and Cauchy sequences

In the preceding two sections, we have seen a number of results that enable us to
show that a sequence converges. Unfortunately, most of these techniques depend on
our knowing what the limit of the sequence is before we begin. Often in applications
it is desirable to be able to show that a given sequence is convergent without knowing
precisely the value of the limit. In this section we obtain two important theorems
that do just that.

6.4.1 Monotone Sequences

Definition 249 A sequence {xn} of real number is increasing if xn+1
xn (strictly
increasing if xn+1 > xn ) ∀n ∈ N; decreasing xn+1
xn (strictly decreasing if
monotone
if
xn+1 < xn ), ∀n ∈ N and if it is increasing or decreasing (strictly mono-
tone if it is strictly increasing or strictly decreasing).

Example 250 The sequence of real numbers {1/n} is decreasing (thus monotone)

and bounded. The constant sequence x1 = x2 = ... = 1 is increasing, decreasing, and

bounded. Both of them converge.

Example 251 The sequence {(−1)n } is bounded, but it is not monotone. The se-
quence {2n } is monotone but it is not bounded. None of them converge.
As you may have imagined, we can generalize these examples in a theorem
Theorem 252 (Monotone Convergence Theorem) A monotone sequence of real
numbers {xn} converges if and only if it is bounded.
Proof. We already know that a convergent sequence is bounded. Hence we just
need to show that a monotone and bounded sequence of real numbers is convergent.
Suppose {xn} is a bounded increasing sequence. Let S denote the nonempty bounded
set {xn n ∈ N}. By the completeness axiom S has a least upper bound, and we let
:
x = sup S . We claim that lim xn = x. Given any ε > 0, x − ε is not an upper bound
Monotone sequences and Cauchy sequences 83

for S. Thus there exists an integer N such that xN > x − ε. Furthermore, since {xn }
is increasing and x is an upper bound for S we have
x − ε < xN ≤ xn ≤ x < x + ε
or equivalently
|xn − x| < ε
for all n ≥ N. Hence lim xn = n. In the case when the sequence is decreasing, let
x = inf S and proceed in a similar manner.

x2n +2


Exercise 253 Consider the sequence xn : xn+1 = 2xn , x1 =1 . Show that for n ≥
√
2 , {xn} is decreasing and bounded below. In particular, show that 2 < xn+1 <
xn ∀n ≥ 2 (try induction)
√ . Thus we know that {xn } R.
2
is convergent in Show also
that {xn } converges to (Hint: use theorem 234).

6.4.2 Cauchy sequences

When a sequence is convergent, we saw in theorem 234 that the terms get close to each
other as n gets large. It turns out that this property ( called the Cauchy property)
in some cases is actually sufficient to imply convergence.
Definition 254 A sequence {xn } in a metric space (X, d) is said to be a Cauchy
sequence if for all ε > 0, there exists a number Mε s.t. for all n,m ∈ N, n, m
Mε
⇒ d(xn , xm ) < ε.
Example 255 The sequence {1/n} ⊆ R++ is Cauchy. For each ε > 0 take Mε = 2ε ,
implying that for all n,m ∈ N and n, m > Mε , |1/n − 1 /m| < |1 /n| + |1 /m| < 2
Mε <
1

ε. Then the sequence is Cauchy. However, it is not convergent since 0 does not belong
to R++.


Exercise 256 Prove that the sequence {( ni=1 1/n)} is not Cauchy.
As we saw in theorem 234, convergence is a sufficient condition for a sequence
to be a Cauchy sequence.
Theorem 257 Every convergent sequence is a Cauchy sequence.

Proof. See theorem 234.

Exercise 258 Show that every Cauchy sequence is bounded.

Its contrapositive “If a sequence is not Cauchy, then it is not convergent” is

very a useful tool to prove that a sequence does not converge. Its converse however, is
not true as we have shown in the previous example. However, there are some metric
spaces where Cauchy sequences do converge. These spaces are called complete.
84 Sequences

Definition 259 A metric space (X,d) is called complete if every Cauchy sequence
inX X.
converges in

Theorem 260 The metric space R, d) is complete.

(
Proof. Suppose that {sn } ⊆ R is a Cauchy sequence and let S = {sn : n ∈ N}
be the range of the sequence. We consider two cases, depending on whether S is finite
or infinite.
If S is finite, then the minimum distance ε between distinct points of S is
positive. Since {sn } is Cauchy, there exists a number N such that m, n > N implies
that |sn − sm | < ε. Let n0 be the smallest integer greater than N. Given any m > N ,
sm and sn0 are both in S, so if the distance between them is less than ε, it must be
zero (since ε is the minimum distance between distinct points in S). Thus sm sn 0 =
for all n > N. It follows that lim sn sn0 .=
Now suppose that S is infinite. From the previous exercise we know that S
is bounded. Thus from the Bolzano Wierestrass theorem, there exists a point s in R
that is an accumulation point of S. We claim that {sn } converges to s. Given any
ε > 0, N ∈ R , such that |sn − sm| <
ε whenever
there exists

 n,ε m > εN.
Since s
is an accumulation point of S, the neighborhood N s, 2 = s − 2 , s + 2 contains
ε
infinitely many

points

of S. Thus in particular there exists an integer m>N such
s
that m ∈ N s,
ε
2 . Hence, for any
n>N we have
sn − s|
| = |sn − sm sm − s|
+

≤ |sn − sm | |sm − s| < ε

+
2
+
ε
2
= ε

and lim sn = s. Therefore every Cauchy sequence in R is a convergent sequence, which

implies that (R, d) is a complete space.
Corollary 261 Every Cauchy sequence inR is convergent.
Note that in the proofs of both theorem, the completeness axiom of R is the
key factor. So, you can naturally guess that these theorems do not hold for a sequence
of Q, as it is the case.
6.5 Subsequences
Definition 262 Let {sn }∞ ∞
n=1 be a sequence and let {nk }k =1 be any sequence of natu-
ral numbers such that n1 < n2 < n3 < ... . The sequence {xnk }∞k=1 is called a subse-
∞
quence of {xn }n=1.

When viewed as a function, a subsequence of a sequence s : N → R

n N → N. s◦n
is the

s
N→R s N → R.
composition of and a strictly increasing function : That is, :

is a subsequence of the sequence : Since this functional notation

is cumbersome, we prefer to use subscripts and write sn k instead of s (n (k )) . It is

important to note that the index of the subsequence is k, not nk and not n.
Subsequences 85

If we delete a finite number of terms in a sequence and renumber the remaining

ones in the same order , we obtain a subsequence. In fact, we may delete infinitely
many of them as long as there are infinitely many terms left. It is possible to do so
because a countable set has countable subsets (theorem 157).
Example 263 Given the sequence {x1 , x2 , x3 , . . . , xn , . . . } the following represents a

subsequence {x1 , x3, x5 , . . . , x2n+1 , . . . } and it is obtained by taking into account only
the odd terms of the original sequence.

Exercise 264 Let {nk }∞k=1 be a sequence of natural numbers such that nk < nk+1 for
all k ∈ N. Use induction to show that nk ≥ k for all k ∈ N.

Theorem 265 A sequence {sn} converges to a real number s if, and only if, every
subsequence of {sn } also converges to s.
Proof. Let {sn} converge to s and take any subsequence {snk }. We know that
for each ε > 0 there exists a number N such that n > N implies d(sn ,s) < ε. Thus
when k > N, we apply the result of the previous exercise to obtain that nk ≥ k > N
and therefore d(snk , x) < ε.
Suppose now that every subsequence {snk } converges to s. Hence {sn } con-
verges as well because it is also a subsequence of itself.

Example 266 One application of this theorem is in finding the limit of a convergent
sequence. Suppose that 0 < x < 1 and consider the sequence defined by sn = x1/n .
Since 0 < x1/n < 1 for all n, {sn } is bounded. Since



x1/n+1 − x1/n = x1/n+1 1 − x nn+1 > 0, for all n

{sn }
then is an increasing sequence. Thus by the monotone convergence theorem
{sn } converges to some number, say s. Now, for each n, s2n = x1/(2n) = sn . Since
√
√ √
{s2n } is a subsequence of {sn } then it also converges to s. Moreover, we have that
lim sn = lim sn , and this implies

s = lim sn = lim s2n = lim

√sn

= lim sn =
√s.
It follows that = s, so that s = 0 or s = 1. Since s1 = x > 0 and sn is increasing,
s2
so s
. Hence
= 0 x1/n = 1
lim

Exercise√267 Prove
√ that if {sn } sn → s
is a sequence of nonnegative terms and ,
then lim sn = lim sn .

Example 268 Another application of the previous theoremn is in showing that a se-
quence is divergent. For example, if the sequence sn = (−1) were convergent to some
number s, then every subsequence would also converge to s. But s2n } converges to 1 {
and {s2n+1} converges to -1. We conclude that {sn } is not convergent.
86 Sequences

So far we know that every subsequence of a convergent sequence converges

to the same limit and that in a divergent sequence there exists a subsequence that
diverges. Now the question is whether we can find a convergent subsequence in a
divergent sequence. A version of the Bolzano-Wierestrass theorem for sequences says
that if the sequence is bounded this is so.

Theorem 269 Every bounded sequence of real numbers has a convergent subsequence.
Proof. The proof is essentially the same as the Bolzano-Weierstrass theorem
we have seen in the previous chapter and is left as an exercise.

While an unbounded sequence may not have any convergent subsequence, it

will contain a subsequence that has an infinite limit. We leave the result as an
exercise.
Exercise 270 Show that every unbounded sequence contains a monotone subsequence
that has either + ∞ ∞
or - as a limit.

6.5.1 Limit Superior and Limit Inferior

Definition 271 { }
Let sn be a bounded sequence. A subsequential limit s is any
real number that is the limit of some subsequence of {sn }. If S is the set of all
subsequential limits of {sn }, then we define the limit superior to be

lim sup sn = sup S.

n →∞
Similarly, we define the limit inferior of {sn } to be

lim inf
n →∞ sn = inf S.
Note that in the definition we require {sn } to be bounded. Thus theorem 269

implies that {sn } contains a convergent subsequence, so that the set S of subsequen-

tial limits will be nonempty. It will also be bounded, since {sn } is bounded. The

completeness axiom then implies that sup S and inf S both exist as real numbers.

Example 272 Let sn = (− 1)

n + (1 /n). Then
lim sup
n →∞
sn = 1 , lim inf
n →∞ sn = −1.

It should be clear that we always have lim inf n →∞ sn ≤ lim supn→∞ sn . Now,
if {sn} converges to some number s, then all its subsequences converge to s, so we
have lim inf n →∞ sn = lim supn→∞ sn . The converse is also true. If it happens that

lim inf n→∞ sn < lim sup n→∞ sn , then we say that sn oscillates. { }
Subsequences 87

Theorem 273 For a real valued sequence {sn }, limn→∞ sn = s if and only if lim supn →∞ sn =
lim inf n →∞ sn = s.
Proof. sn converges to s so do all its subsequences. Hence S is singleton
If
and sup S = inf S. Suppose now that sup S = inf S = s. This means that S is singleton
so that every converging subsequence of {sn } converges to s. Hence {sn } converges to
s.

Theorem 274 Let xn , yn be bounded sequences and xn

yn for n > M, where M is
fixed. Then lim supn →∞ xn

lim sup n→∞ yn , and lim inf n→∞ xn

lim inf n→∞ yn .

Proof. X
Let = lim supn→∞ xn and Y = lim supn→∞ yn and suppose that X >
Y. Hence for some {xnk } and {ynk } subsequences of {xn } and {yn } we have that for
0
every ε > there exist an Nε,x and Nε,y such nk > N = max{Nε,x, Nε,y },
that for all
|xnk − |X <ε y
and | nk − | Y <ε
. Take ε < (X − Y )/2 and let n = max{N,M }.
Hence, for all k n > n,
we have that
xnk − ynk > X − Y − 2ε > 0
which gives a contradiction, meaning that lim supn→∞ xn
lim supn→∞ yn .
The part relative to lim inf can be proved in a similar way.

π
Exercise 275 Let sn n = sin
2
n .
2 Find the set S of subsequential limits, the limit
superior and the limit inferior of {sn } .
Unbounded sequences
There are some occasions when we wish to generalize the notion of the limit supe-
rior and the limit inferior to apply to unbounded sequences. There are two cases
to consider for the limit superior, with analogous definitions applying to the limit
inferior.
1. Suppose that {sn} is unbounded above. Then exercise 270 implies that there ex-
ists a subsequence having +∞ as its limit. This prompt us to define lim supn→∞ sn =
+ . ∞
{ }
2. Suppose that sn is bounded above but not below. If some subsequence con-
verges to a finite number, we define lim supn→∞ sn to be the supremum of the set
of subsequential limits. Essentially, this coincides with the original definition. If
no subsequence converges to a finite number, then we must have lim sn = , −∞
so we define lim supn→∞ sn = . −∞
{ }
Thus for any sequence sn , lim supn→∞ sn always exists as either a real num-
∞ −∞
ber, + or . When k ∈
R and α = lim supn→∞ sn , then writing α > k means
∞
that α is a real number greater than k or that α = + . Similarly, α < k means that
α is a real number less than k or that α = . −∞
88 Sequences

6.5.2 Some special sequences

The following are very common sequences. You need to be able to prove the results
stated.
Exercise 276 Prove the following statements
1. If p > 0 then limn→∞ ( n1 )p = 0;
√
2. If p>0 √n n = 1; n→∞ n p
then lim = 1;

3. limn →∞
4. If p>0 and α ∈ R, then limn →∞ nα
(1+p)n
= 0;
5. If x < 1,
| | then limn →∞ xn = 0.
6.6 References
S.R. Lay, Analysis with an Introduction to Proof .Chapter 4. Third Edition. Pren-
tice Hall.
A. Matozzi, Lecture Notes Econ 897 University of Pennsylvania Summer
2001.
Rudin, Principles of Mathematical Analysis . Chapter 3.