Mathematics for Economics

Euncheol Shin

Kyung Hee University

[email protected]

Lecture 5

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Recall

Number systems

Real sequences

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Outline: Today’s Goal

Proposition
Every bounded sequence has a convergent subsequence.

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Outline: Today’s Goal

Proposition
Every bounded sequence has a convergent subsequence.

Bounded sequence?

Subsequence?

Proof?

Relationships to other properties of R?

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Natural Numbers and Integers

Definition
A sequence (xn )∞
n=1 is said to be bounded if it is bounded above and
below.

That is, there is K ∈ R such that |xn | ≤ K for all n ∈ N

[Figures Here]

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Result
Proposition
Every convergent real sequence is bounded.

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Result
Proposition
Every convergent real sequence is bounded.

Proof.
Let (xn )∞
n=1 be a convergent sequence

Then, there exist x ∈ R and N ∈ N such that

|xn − x| < 1 for all n ≥ N

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Result
Proposition
Every convergent real sequence is bounded.

Proof.
Let (xn )∞
n=1 be a convergent sequence

Then, there exist x ∈ R and N ∈ N such that

|xn − x| < 1 for all n ≥ N

This implies that |xn | ≤ |x| + 1 for all n ≥ N (WHY?)

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Result
Proposition
Every convergent real sequence is bounded.

Proof.
Let (xn )∞
n=1 be a convergent sequence

Then, there exist x ∈ R and N ∈ N such that

|xn − x| < 1 for all n ≥ N

This implies that |xn | ≤ |x| + 1 for all n ≥ N (WHY?)

Let K = max{|x1 |, |x2 |, . . . , |xN −1 |, |x| + 1}, and the proof is

done (WHY?)
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Converse

Is the converse true?

[Illustration Here]

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Monotone Sequences

Definition
A sequence (xn )∞
n=1 is said to be increasing if xn ≤ xn+1 for all
n ∈ N. The sequence is said to be strictly increasing if xn < xn+1 for
all n ∈ N.

Dually, we define (strictly) decreasing sequences

A sequence is said to be monotonic if it is increasing or decreasing

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Subsequences
Definition
Every increasing sequence bounded above is convergent.

Proof.
Let (xn )∞
n=1 be an increasing sequence bounded above

Then, by the Completeness Axiom, x := sup{x1 , x2 , . . . } exists

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Subsequences
Definition
Every increasing sequence bounded above is convergent.

Proof.
Let (xn )∞
n=1 be an increasing sequence bounded above

Then, by the Completeness Axiom, x := sup{x1 , x2 , . . . } exists

A natural condidate of the limit is x!

Let ε > 0 be given. Then, x − ε cannot be an upper bound of

{x1 , x2 , . . . } (WHY?)

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Subsequences
Definition
Every increasing sequence bounded above is convergent.

Proof.
Let (xn )∞
n=1 be an increasing sequence bounded above

Then, by the Completeness Axiom, x := sup{x1 , x2 , . . . } exists

A natural condidate of the limit is x!

Let ε > 0 be given. Then, x − ε cannot be an upper bound of

{x1 , x2 , . . . } (WHY?)

Since the sequence is increasing, xn ∈ (x − ε, x] implies that

xm ∈ (x − ε, x] for all m ≥ n. Thus, the proof is done. (WHY?)
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Converse

Is the converse true?

[Illustration Here]

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Subsequences

Definition
Let (xn )∞
n=1 be a real sequence. A subsequence of the original
sequence is of the form (xnk )∞
k=1 , where nk is a sequence in N such
that m1 < m2 < m3 < . . . .

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Subsequences

Definition
Let (xn )∞
n=1 be a real sequence. A subsequence of the original
sequence is of the form (xnk )∞
k=1 , where nk is a sequence in N such
that m1 < m2 < m3 < . . . .

Example:
Let xn = (−1)n be a sequence.

Let nk = 2k.

Then, the sequence (xnk )∞

k=1 is a subsequence of the original
sequence.

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Result

Proposition
Every real sequence has a monotonic subsequence.

Proof.
Let (xn )∞
n=1 be given.

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Result

Proposition
Every real sequence has a monotonic subsequence.

Proof.
Let (xn )∞
n=1 be given.

Define S1 = {x1 , x2 , x3 , . . . }

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Result

Proposition
Every real sequence has a monotonic subsequence.

Proof.
Let (xn )∞
n=1 be given.

Define S1 = {x1 , x2 , x3 , . . . }

Case 1: S1 contains no maximum element.

Then, we can find a strictly increasing subsequence.

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Result

Proposition
Every real sequence has a monotonic subsequence.

Proof.
Let (xn )∞
n=1 be given.

Define S1 = {x1 , x2 , x3 , . . . }

Case 1: S1 contains no maximum element.

Then, we can find a strictly increasing subsequence.

Case 2: S1 contains a maximum element.

Sm = {xm , xm+1 , xm+2 , . . . } contains no maximum element for
some m ∈ N.

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Result

Proposition
Every real sequence has a monotonic subsequence.

Proof.
Case 3: Sm = {xm , xm+1 , xm+2 , . . . } contains a maximum
element for all m ∈ N.

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Result

Proposition
Every real sequence has a monotonic subsequence.

Proof.
Case 3: Sm = {xm , xm+1 , xm+2 , . . . } contains a maximum
element for all m ∈ N.
Let xn1 := max S1 .
Suppose xnk is given. Let xnk+1 := max Snk +1 .
(xnk )∞
k=1 is recuresively defined.

xnk is decreasing. (WHY?)

Therefore, the proposition is proven.

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Real Numbers

Axiom (The Bolzano-Weierstrass Theorem)

Every bounded real sequence has a convergent subsequence.

Proof.

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Real Numbers

Axiom (The Bolzano-Weierstrass Theorem)

Every bounded real sequence has a convergent subsequence.

Proof.
Every bounded real sequence contains a monotonic subsequence.

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Real Numbers

Axiom (The Bolzano-Weierstrass Theorem)

Every bounded real sequence has a convergent subsequence.

Proof.
Every bounded real sequence contains a monotonic subsequence.

The monotonic subsequence is convergent.

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Real Numbers

Axiom (The Bolzano-Weierstrass Theorem)

Every bounded real sequence has a convergent subsequence.

Proof.
Every bounded real sequence contains a monotonic subsequence.

The monotonic subsequence is convergent.

Hence, the bounded real sequence contains a convergent

subsequence.

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Questions

Does every bounded reational sequence contain a monotonic

subsequence?

Is every monotonic rational sequence convergent?

Conclusion?

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Next Week

Continuous functions

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