18.

S34 (FALL 2007)

LIMIT PROBLEMS

1. Let a and b be positive real numbers. Prove that

lim (an + bn )1/n

n�√

equals the larger of a and b. What happens when a = b?

� �
2. Show that limn�√ 1 + 21 + 13 + · · · + n1 − log(n) exists and lies be­
tween 12 and 1.
Note. This number, known as Euler’s constant and denoted �, is
probably the third most important constant in the theory of complex
variables, after � and e. Numerically we have

� = 0.57721566490153286060651209008240243104215933593992 · · · .

It is a famous unsolved problem to decide whether � is irrational.

3. (47P) If (an ) is a sequence of numbers such that, for n � 1,

(2 − an )an+1 = 1,

prove that limn�√ an exists and equals 1.

4. Let K be a positive real number. Take an arbitrary positive real number
x0 and form the sequence
� �
1 K
xn+1 = xn + .
2 xn
�
Show that �limn�√ xn = K. (Remark. this is how most calculators
determine K.)
5. (70P) Given a sequence (xn ) such that limn�√ (xn − xn−2 ) = 0, prove
that
xn − xn−1
lim = 0.
n�√ n
6. Let xn+1 = x2n − 6xn + 10. For what values of x0 is {xn } convergent,
and how does the value of the limit depend on x0 ?

1
 � � �
7. (90P) Is 2 the limit of a sequence of numbers of the form 3 n − 3 m,
(n, m = 0, 1, 2, . . .)? Justify your answer.
xn
8. Let x0 = 1 and xn+1 = xn + 10−10 . Does limn�√ xn exist? Explain.

9. (00P) Show that the improper integral

� B
lim sin(x) sin(x2 ) dx
B�√ 0

converges.

10. Let x > 0. Define a1 = x and an+1 = xan for n � 1. For which x does
limn�√ an exist (and is finite)?

PART II
Limits. Two useful techniques are:
(a) L’Hôpital’s rule. If limx�0 f (x) = limx�0 g(x) = 0, then
f (x) f → (0)
lim = → ,
x�0 g(x) g (0)
provided the derivatives in question exist. Some limits can be converted to
this form by first taking logarithms, or by substituting 1/x for x, etc.
(b) If f (x) is reasonably well-behaved (e.g., continuous) on the closed
interval [a, b], then
n
� � b
lim f (xi )(xi − xi−1 ) = f (x)dx,
i=1 a

where the limit is over any sequence of “partitions of [a, b]” a = x0 < x1 <
· · · < xn = b such that the maximum value of xi − xi−1 approaches 0. In
particular, taking a = 0, b = 1, xi = i/n, then
n 1
1�
�
lim f (i/n) = f (x)dx.
n�√ n 0
i=1

Sometimes a limit of products can be converted to this form by taking loga­

rithms.
The next problems are all from the Putnam Exam.

2
11. Let a > 0, a =
� 1. Find
�1/x
1 ax − 1
�
lim
x�√ x a−1

12. Find � �
2n
1 � 2
lim (n + i2 )1/n
n�√ n4 i=1

13. Let 0 < a < b. Evaluate

�� 1 �1/t
t
lim (bx + a(1 − x)) dx
t�0 0

14. Evaluate x
1
�
lim (1 + sin(2t))1/t dt
x�0 x 0

15. Evaluate
n 2
� n
lim
n�√
j=1
n2 + j 2

16. Evaluate √
� n3 − 1
.
n=2
n3 + 1

17. Evaluate n �� �
1� 2n � n ��
lim −2 .
n�√ n k k
k=1

Express your answer in the form log(a) − b, where a and b are positive
integers.

18. Evaluate �
1
8
2207 − 1 .
2207 − 2207−···
�
a+b c
Express your answer in the form d
, where a, b, c, d are integers.

3
19. Assume that (an )n�1 is an increasing sequence of positive real num­
bers such that lim an /n = 0. Must there exist infinitely many positive
integers n such that an−i + an+i < 2an for i = 1, 2, . . . , n − 1?

20. Evaluate √ � � xn
� 1 + xn+1
lim .
x�1−
n=0
1 + xn

21. Let k be an integer greater than 1. Suppose a0 > 0, and define

1
an+1 = an + �
k a
n

for n > 0. Evaluate

ak+1
n
lim .
n�√ nk