Mathematical Analysis

Dr hab. Alexander Prokopenya

Akademia Finansów i Biznesu Vistula

Course objectives:
extending knowledge of real numbers and functions, discussion of the main concepts of analysis such
as convergence, continuity, differentiation, integration, familiarization with numerical sequences and
series;
acquiring the ability to use differential and integral calculus to solve simple problems of modeling
and optimization.

Teaching methods:
Lectures (30 h) – transfer of theoretical knowledge of the subject, solving problems related to the
analysis of real-valued functions.
Workshops (30 h) – acquiring skills of solving problems in mathematical analysis.

Criteria for receiving credit:

Lectures: 100% from the examination. Necessary condition for admission to the exam is a positive
assessment (mark 3,0 or more) of the workshops.
Workshops: 100% from 2 tests and attendance at least 80%. Average mark 4,0 or more from work-
shops releases the student from passing the examination with the workshops mark carried over.

Literature
1. R.A. Adams, C. Essex, Calculus. A complete course, Pearson, Toronto, Ontario, 2010
2. B.S.W. Schrӧder, Mathematical Analysis. A Concise Introduction, Willey-Interscience, Hoboken,
New Jersey, 2007
3. G.L. Cohen, A Course in Modern Analysis and Its Applications, Cambridge University Press, New
York, 2003
4. Marian Gewert, Zbigniew Skoczylas. Analiza matematyczna 1. Definicje, twierdzenia,
wzory. Wrocław: Oficyna Wydawnicza GiS, 2001.
5. Marian Gewert, Zbigniew Skoczylas. Analiza matematyczna 1. Przykłady i zadania . Wro-
cław: Oficyna Wydawnicza GiS, 2001.
6. Włodzimierz Krysicki, Lech Włodarski. Analiza matematyczna w zadaniach. Część 1. War-
szawa: Wydawnictwo Naukowe PWN, 1999.

1
 Lecture 1. Real numbers, numerical sets, operations of sets.
Sequences and limits
Mathematical analysis or calculus studies functions and functional dependences, it is a part of
classical mathematics, which forms the basis of almost any mathematical discipline. It is taught in
every institution of higher education in the world, because it is essential to basic human thought in
engineering, science, and many social sciences. Algebra and geometry are useful tools for describing
relationships between static quantities, but they do not involve concepts appropriate for describing
how a quantity changes. For this we need new mathematical operations that go beyond the algebraic
operations of addition, subtraction, multiplication, division, and the taking of powers and roots. We
require operations that measure the way related quantities change. The tools for describing motion
quantitatively are provided by calculus. It introduces two new operations called differentiation and
integration, which, like addition and subtraction, are opposites of one another. Both differentiation
and integration are defined in terms of a new mathematical operation called a limit.
But before beginning calculus we need to remind the most important things from algebra and
geometry, namely, the real number system, Cartesian coordinates in the plane, equations representing
straight lines, circles, and parabolas, functions and their graphs, and, in particular, polynomial and
trigonometric functions.

1. Real numbers and numerical sets

A set is a concept so basic to modern mathematics that it is not possible to give it a precise
definition without going deeply into the study of mathematic logic. Commonly, a set is de-
scribed as any collection of objects and is uniquely determined by its content (i.e., there is only
one set composed of given elements), each element may belong to a given set or not. The
objects that together make up a particular set are called elements or members of that set. The
sets will be denoted by capital letters A, B, C, …, and the elements of sets with small letters
a, b, c, …. If element a belongs to set A, we write 𝑎 ∈ 𝑨. But if element a does not belong to
set A, we write 𝑎 ∉ 𝑨. The set which contains no element will be called the empty set. If a set
has at least one element, it is called nonempty. If set A is contained in set B (i.e., every element
of set A is an element of set B we write 𝑨 ⊂ 𝑩 or 𝑩 ⊃ 𝑨 (set A is a subset of B). If, in addition,
there is an element of B which is not in A, then A is said to be a proper subset of B. Note that
𝑨 ⊂ 𝑨 for every set A. If 𝑨 ⊂ 𝑩 and 𝑩 ⊂ 𝑨, we write 𝑨 = 𝑩. Otherwise, 𝑨 ≠ 𝑩.
Recall the commonly used designations of numerical sets.
Set ℕ = {1,2,3, … } is called the set of natural numbers (it is denoted also as N)
Set ℤ = {… , −3, −2, −1, 0, 1, 2, 3, … } is called the set of integer numbers (or Z).
𝑝
Set ℚ = {𝑞 : 𝑝, 𝑞 ∈ ℤ, 𝑞 ≠ 0} which is a set of fractions with integer numerator and denominator (𝑞 ≠
0) is called a set of rational numbers (or Q).
The set of real numbers ℝ (or R) is an extension of the set of rational numbers by irrational numbers
(for example, √2 cannot be represented in the form of rational number). Usually we shall represent
real numbers in the form of an infinite decimal expansions, which are considered as approximation
Examples:
1
3 = 3.0000000 … . ; = 0.3333333 … ; √2 = 1.4142135 … . ; 𝜋 = 3.1415926 …
3
In each case, the three dots … indicate that the sequence of decimal digits goes on forever. The real
numbers can be added, subtracted, multiplied, and divided (except by zero) to produce more real
numbers and the usual rules of arithmetic are valid.
The relations between sets N, Z, Q, R are shown in the figure:

2
 As an example, we can easily show that there no exist a rational number p such that 𝑝2 = 2.
Actually, if such p exists, we can write 𝑝 = 𝑚/𝑛, where m and n are integers that are not both even.
Let us assume that this is the case. Then it should be 𝑚2 = 2𝑛2 and, therefore, 𝑚2 is even. Hence m
is even or 𝑚 = 2𝑞 and 𝑛2 = 2𝑞 2 . Therefore, n is even, as well. This contradiction proves that there
no exists rational p such that 𝑝2 = 2.
Let A be a set of all positive rational numbers p such that 𝑝2 < 2 and B consists of all positive
rational numbers p such that 𝑝2 > 2. We shall show that A contains no largest number and B contains
no smallest number. To do this, we associate with each rational 𝑝 > 0 the number
𝑝2 − 2 2𝑝 + 2
𝑞=𝑝− = > 0.
𝑝+2 𝑝+2
Then
2
2𝑝 + 2 2 4𝑝2 + 8𝑝 + 4 − 2𝑝2 − 8𝑝 − 8 2(𝑝2 − 2)
𝑞 −2=( ) −2= = .
𝑝+2 (𝑝 + 2)2 (𝑝 + 2)2
If 𝑝 ∈ 𝑨 then 𝑝2 − 2 < 0, then 𝑞 > 𝑝 and 𝑞 2 < 2. Thus 𝑞 ∈ 𝑨.
If 𝑝 ∈ 𝑩 then 𝑝2 − 2 > 0, then 0 < 𝑞 < 𝑝 and 𝑞 2 > 2. Thus 𝑞 ∈ 𝑩.
This example shows that the rational number system has certain gaps or holes, in spite of the
𝑟+𝑠
fact that between any two rational numbers there is another: indeed, if 𝑟 < 𝑠 then 𝑟 < 2 < 𝑠. The
real number system fills these gaps, and real numbers that are not rational are called irrational num-
bers. The real number system is complete and this is the principal reason for the fundamental role
which it plays in analysis. If we represent real numbers geometrically as points on a number line,
which is called the real line, then every point corresponds to a real number and there is no gaps on
the real line.
The natural metric in the set of real numbers is the absolute value of the difference of two
numbers (Euclidean metric). Absolute value of a number x is denoted as |𝑥| (read “the absolute value
of x”) and is defined by the formula
𝑥, 𝑥 ≥ 0
|𝑥| = {
−𝑥, 𝑥 < 0

The real axis equipped with metric is a complete metric space. As |𝑥| measures a distance from the
point x to the origin O at the real axis OX, the value |𝑥 − 𝑦| gives a distance between the points x and
y.

3
 From the definition, the absolute value has the following properties:
1. |𝑥| ≥ 0 and |𝑥| = 0 ⟺ 𝑥 = 0;
2. |𝜆𝑥| = |𝜆| ∙ |𝑥| and |−𝑥| = |−1| ∙ |𝑥| = |𝑥|;
3. |𝑥 + 𝑦| ≤ |𝑥| + |𝑦| (the triangle inequality) and |𝑥 − 𝑦| ≥ |𝑥| − |𝑦|

𝑥 |𝑥|
4. |𝑦| = |𝑦| , 𝑦 ≠ 0;
5. |𝑥 − 𝑏| > 𝛿 ⟹ 𝑥 − 𝑏 > 𝛿 or 𝑥 − 𝑏 < −𝛿;
6. |𝑥 − 𝑏| < 𝛿 ⟹ −𝛿 < 𝑥 − 𝑏 < 𝛿 or 𝑏 − 𝛿 < 𝑥 < 𝑏 + 𝛿.
7. |𝑥 − 𝑏| = 𝑎 ⟺ 𝑥 = 𝑏 + 𝑎 or 𝑥 = 𝑏 − 𝑎

Examples.
1. |𝑥| ≥ 2 ⟺ 𝑥 ≥ 2 or 𝑥 ≤ −2.
2. |𝑥| < 3 ⟺ −3 < 𝑥 < 3.
3. |𝑥| = 1 ⟺ 𝑥 = 1 or 𝑥 = −1.
4. |𝑥 − 1| = 2 ⟺ 𝑥 = 1 + 2 = 3 or 𝑥 = 1 − 2 = −1.
5. |𝑥 − 2| < 3 ⟺ −3 < 𝑥 − 2 < 3 or − 1 < 𝑥 < 5.

2. Operations on sets

Definition 1. Let A be a set. An order on A is a relation, denoted by “<”, with the following two
properties:
a) If 𝑥 ∈ 𝑨 and 𝑦 ∈ 𝑨 then one and only one of the statements
𝑥 < 𝑦, 𝑥 = 𝑦, 𝑥 > 𝑦
is true.
b) If 𝑥, 𝑦, 𝑧 ∈ 𝑨, if 𝑥 < 𝑦 and 𝑦 < 𝑧, then 𝑥 < 𝑧.
The statement "𝑥 < 𝑦" may be read as “x is less than y” or “x is smaller than y”. The notation 𝑥 ≤ 𝑦
indicates that 𝑥 < 𝑦 or 𝑥 = 𝑦, without specifying which of these two is to hold. In other words, 𝑥 ≤
𝑦 is the negation of 𝑥 > 𝑦.

Definition 2. An ordered set is a set A in which an order is defined.

For example, Q is an ordered set if 𝑟 < 𝑠 is defined to mean that 𝑠 − 𝑟 is a positive rational number.
Similarly, R is an ordered set of real numbers.

4
 Let 𝑆(𝑥) denote some propositional function (the statement may be either true or false). Then
the record
{𝑥 ∈ 𝑋: 𝑆(𝑥)}
means the set of numbers x belonging to the set X, for which the function 𝑆(𝑥) is true. For example,
the set
{𝑥 ∈ 𝑹: 𝑎 ≤ 𝑥 ≤ 𝑏},
where a and b are arbitrary real numbers satisfying the condition 𝑎 < 𝑏, is called the closed interval
and is denoted by [𝑎, 𝑏]. Similarly, the set
{𝑥 ∈ 𝑹: 𝑎 < 𝑥 < 𝑏},
is called the open interval and is denoted by (𝑎, 𝑏). Obviously, (𝑎, 𝑏) ⊂ [𝑎, 𝑏]. The half-open inter-
val [𝑎, 𝑏) consists of all real numbers x satisfying the inequalities 𝑎 ≤ 𝑥 < 𝑏:
{𝑥 ∈ 𝑹: 𝑎 ≤ 𝑥 < 𝑏}.
Similarly, the half-open interval (𝑎, 𝑏] consists of all real numbers x satisfying the inequalities 𝑎 <
𝑥 ≤ 𝑏:
{𝑥 ∈ 𝑹: 𝑎 < 𝑥 ≤ 𝑏}.

Examples.
{𝑥: 𝑥 2 = 4} = {−2,2} (two-element set)
{𝑥: 𝑥 2 = 0} = {0} (single-element set)
{𝑥: 𝑥 2 < 0} = ∅ (empty set)
{𝑥: 𝑥 2 < 4} = {𝑥: −2 < 𝑥 < 2} (Infinite set)

Notations:
{𝑥 ∈ 𝑋: 𝑎 ≤ 𝑥} or [𝑎, +∞)
{𝑥 ∈ 𝑋: 𝑎 < 𝑥} or (𝑎, +∞)
{𝑥 ∈ 𝑋: 𝑥 ≤ 𝑏} or (−∞, 𝑏]
{𝑥 ∈ 𝑋: 𝑥 < 𝑏} or (−∞, 𝑏)
{𝑥 ∈ 𝑋} or R

Let A and B are subsets of the set X (it may be the set of real numbers R, for example). Then
the set:
𝑨 ∪ 𝑩 = {𝑥: 𝑥 ∈ 𝑨 ∨ 𝑥 ∈ 𝑩 is called the union of the sets A and B;
𝑨 ∩ 𝑩 = {𝑥: 𝑥 ∈ 𝑨 ∧ 𝑥 ∈ 𝑩 is called the intersection of two sets A and B;
𝑨 ∖ 𝑩 = {𝑥: 𝑥 ∈ 𝑨 ∧ 𝑥 ∉ 𝑩 is called the difference of sets A and B;
𝑨′ = 𝑿 ∖ 𝑨 is called the complement of the set A relative to the set 𝑿;
𝑨 × 𝑩 = {(𝑎, 𝑏): 𝑎 ∈ 𝑨 ∧ 𝑏 ∈ 𝑩 is called the Cartesian product of two sets A and B.

Such operations union and intersection of the sets are

1. Commutative, i.e. 𝑨 ∪ 𝑩 = 𝑩 ∪ 𝑨 and 𝑨 ∩ 𝑩 = 𝑩 ∩ 𝑨;
2. Associative, i.e. (𝑨 ∪ 𝑩) ∪ 𝑪 = 𝑨 ∪ (𝑩 ∪ 𝑪) oraz (𝑨 ∩ 𝑩) ∩ 𝑪 = 𝑨 ∩ (𝑩 ∩ 𝑪);
3. Distributive, i.e.
𝑨 ∩ (𝑩 ∪ 𝑪) = (𝑨 ∩ 𝑩) ∪ (𝑨 ∩ 𝑪) and 𝑨 ∪ (𝑩 ∩ 𝑪) = (𝑨 ∪ 𝑩) ∩ (𝑨 ∪ 𝑪).

5
Examples.
1. Let 𝑨 = {1,3,5,7, … } be a set of odd numbers and 𝑩 = {2, 4, 6, 8, … } be a set of even numbers.
Then
𝑨 ∪ 𝑩 = 𝑵 is a set of natural numbers;
𝑨 ∩ 𝑩 = ∅, the set is empty;
𝑨 ∖ 𝑩 = 𝑨, 𝑩 ∖ 𝑨 = 𝑩;
𝑨 × 𝑩 = {(2𝑘 − 1, 2𝑙): 𝑘, 𝑙 ∈ 𝑵 }.

2. Let 𝑨 = (2, 5) and 𝑩 = (−∞, 3]. Then

𝑨 ∪ 𝑩 = (−∞, 5); 𝑨 ∩ 𝑩 = (2, 3]; 𝑨 ∖ 𝑩 = (3, 5); 𝑩 ∖ 𝑨 = (−∞, 2];
𝑖𝑓 𝑿 = 𝑹 then 𝑨′ = 𝑿 ∖ 𝑨 = (−∞, 2] ∪ [5, +∞), 𝑩′ = 𝑿 ∖ 𝑩 = (3, +∞).

When writing the propositional functions, we often use symbols called quantifiers. Let 𝑆(𝑥)
and 𝑇(𝑥) mean two propositional functions. The a record
⋀ 𝑆(𝑥)
𝑥
is read: for every x satisfying the condition 𝑆(𝑥); a record
⋁ 𝑆(𝑥)
𝑥
is read: there exists such x, that the condition 𝑆(𝑥) is satisfied; a record
⋀ 𝑆(𝑥)
𝑇(𝑥)
is read: for every x satisfying the condition 𝑇(𝑥), the statement 𝑆(𝑥) takes place; a record
⋁ 𝑆(𝑥)
𝑇(𝑥)
is read: there exists such x satisfying the condition 𝑇(𝑥), for which the condition 𝑆(𝑥) is fulfilled.
Symbol ⋀ is called a great or general quantifier; instead of symbol ⋀ one can use another symbol ∀.
Symbol ⋁ is called a small quantifier; instead of symbol ⋁ one can use symbol ∃.

Definition 3. The set 𝑿 ⊂ 𝑹 is bounded below if

⋁ ⋀ 𝑥 ≥ 𝑚.
𝑚∈𝑹 𝑥∈𝑿

Number m is called a lower bound of the set X.

Definition 4. The set 𝑿 ⊂ 𝑹 is bounded above if

⋁ ⋀ 𝑥 ≤ 𝑀.
𝑀∈𝑹 𝑥∈𝑿

Number M is called the upper bound of the set X.

Example:

6
Definition 5. The set 𝑿 ⊂ 𝑹 is bounded if and only if it is bounded above and below
⋁ ⋀ 𝑚 ≤ 𝑥 ≤ 𝑀.
𝑚,𝑀∈𝑹 𝑥∈𝑿

Example:

Definition 6. Number a is the smallest element of the set 𝑿 ⊂ 𝑹, and is denoted by 𝑎 = min 𝑋, if
and only if
𝑎∈𝑿 oraz ⋀ 𝑥 ≥ 𝑎.
𝑥∈𝑿
Example:

Definition 7. Number b is the greatest element of the set 𝑿 ⊂ 𝑹, and is denoted by 𝑏 = max 𝑋, if
and only if
𝑏∈𝑿 oraz ⋀ 𝑥 ≤ 𝑏.
𝑥∈𝑿
Example:

Remark. The set (0,1) does not have minimum and maximum. Why?

Definition 8. Let the set 𝑿 ⊂ 𝑹 is bounded below. Number a is the greatest lower bound of set
X, or infimum, (we write 𝑎 = inf 𝑋), if and only if

⋀𝑥 ≥ 𝑎 and ⋀ ⋁ 𝑥0 < 𝑎 + 𝜀 .
𝑥∈𝑿 𝜀>0 𝑥0 ∈𝑿
If the set X is not bounded below we assume
inf 𝑋 ≝ −∞.

Definition 9. Let the set 𝑿 ⊂ 𝑹 is bounded above. Number b is the least upper bound of the set
X (we write 𝑏 = sup 𝑋), if and only if

⋀𝑥 ≤ 𝑏 oraz ⋀ ⋁ 𝑥0 > 𝑏 − 𝜀 .
𝑥∈𝑿 𝜀>0 𝑥0 ∈𝑿
If the set X is not bounded above we assume
sup 𝑋 ≝ ∞.

7
Remark. If the smallest element of set 𝑿 ⊂ 𝑹 belongs to X then it is the greatest lower bound. Simi-
larly, if the greatest element of set 𝑿 ⊂ 𝑹 belongs to X then it is the smallest upper bound.

3. Numerical sequences
If every number 𝑎𝑛 ∈ 𝑹 is assigned to a natural number 𝑛 ∈ 𝑵 then we define an infinite numerical
sequence. Infinite numerical sequence is denoted by
𝑎1 , 𝑎2 , … , 𝑎𝑛 , … or {𝑎𝑛 }.
Consecutive numbers 𝑎1 , 𝑎2 , … are called the elements of the sequence {𝑎𝑛 }; symbol 𝑎𝑛 is a general
term of the sequence.
A sequence may be specified in various ways:

a) Giving a general term of the sequence as a function of n

1
𝑎𝑛 = , 𝑏𝑛 = 2𝑛 , 𝑐𝑛 = √𝑛 + 1 − √𝑛, 𝑛 ∈ 𝑵.
𝑛
b) A recursive definition: each term must be calculated from previous ones rather than directly
as a function of n.

Examples.

𝑎1 = 5, 𝑎𝑛+1 = 𝑎𝑛 + 3 – arithmetic progression (the nest term is obtained by adding given number
r to the previous one);

General term: 𝑎𝑛 = 𝑎1 + (𝑛 − 1)𝑟, 𝑛 = 2, 3, …

A sum of n elements of the arithmetic progression:

𝑛(𝑛 − 1) 𝑎1 + 𝑎𝑛
𝑆𝑛 = 𝑎1 + 𝑎2 + ⋯ + 𝑎𝑛 = 𝑛𝑎1 + 𝑟= 𝑛.
2 2
Simple interest rate. Amount k is deposited to the bank. Every certain period of time initial amount
of money k is subjected to interest rate p (interest rate: 𝑝 ∙ 100).

After the first period, we have the amount 𝑘1 = 𝑘 + 𝑘 ∙ 𝑝 = 𝑘(1 + 𝑝).

After the second period 𝑘2 = 𝑘(1 + 𝑝) + 𝑘 ∙ 𝑝 = 𝑘(1 + 2𝑝).

After the n-th period 𝑘𝑛 = 𝑘(1 + 𝑛𝑝) – it is the arithmetic series (progression) with the difference
𝑟 = 𝑘𝑝.

𝑏1 = 1, 𝑏𝑛+1 = 2𝑏𝑛 – geometric progression;

General term: 𝑏𝑛 = 𝑏1 𝑞 𝑛−1 (the next term is obtained by multiplying the previous one by some given
number 𝑞 ≠ 1).

8
A sum of n terms of the geometric progression:

1 − 𝑞𝑛
𝑆𝑛 = 𝑏1 + 𝑏2 + ⋯ + 𝑏𝑛 = 𝑏1 .
1−𝑞

Complex interest rate. Amount k is deposited to the bank. Every certain period of time the last amount
of money k is subjected to interest rate p. We have

𝑘1 = 𝑘 + 𝑘 ∙ 𝑝 = 𝑘(1 + 𝑝),

𝑘2 = 𝑘1 + 𝑘1 ∙ 𝑝 = 𝑘(1 + 𝑝)2 , …,

𝑘𝑛 = 𝑘𝑛−1 + 𝑘𝑛−1 ∙ 𝑝 = 𝑘(1 + 𝑝)𝑛 .

We obtain the geometric progression with a quotient 𝑞 = 1 + 𝑝.

𝑐1 = 1, 𝑐2 = 1, 𝑐𝑛+2 = 𝑐𝑛 + 𝑐𝑛+1 – the Fibonacci sequence: each term after the second is the sum of
the previous two terms.

c) Not all sequences can be defined in this way, ultimately a sequence can be specified by indi-
cating its elements, for example:: 𝑎𝑛 is the n-th prime number.

A sequence can be represented as a set of points in the plane whose Cartesian coordinates are
given by (𝑛, 𝑎𝑛 ), where 𝑛 ∈ 𝑵.

Definition 10. Sequence {𝑎𝑛 } is increasing if every its term, except for the first one, is greater than
the previous one:
𝑎1 < 𝑎2 < 𝑎3 < ⋯ , or ⋀ 𝑎𝑛 < 𝑎𝑛+1 .
𝑛∈𝑵

Example:

9
Definition 11. Sequence {𝑎𝑛 } is nondecreasing if every its term, except for the first one, is not smaller
than the previous one:
𝑎1 ≤ 𝑎2 ≤ 𝑎3 ≤ ⋯ , or ⋀ 𝑎𝑛 ≤ 𝑎𝑛+1 .
𝑛∈𝑵

Example:

Definition 12. Sequence {𝑎𝑛 } is decreasing if every its term, except for the first one, is smaller than
the previous one:
𝑎1 > 𝑎2 > 𝑎3 > ⋯ , or ⋀ 𝑎𝑛 > 𝑎𝑛+1 .
𝑛∈𝑵
Definition 13. Sequence {𝑎𝑛 } is nonincreasing, if every its term, except for the first one, is not
greater than the previous one:
𝑎1 ≥ 𝑎2 ≥ 𝑎3 ≥ ⋯ , or ⋀ 𝑎𝑛 ≥ 𝑎𝑛+1 .
𝑛∈𝑵
The sequence is said ti be monotonic if it is either increasing or decreasing. To check whether
a sequence {𝑎𝑛 } is monotonic it is sufficient to find a sign of a difference 𝑎𝑛+1 − 𝑎𝑛 . If all terms of
a sequence {𝑏𝑛 } are positive it is sufficient to compare a ratio 𝑏𝑛+1 /𝑏𝑛 and 1.
Numerical sequence {𝑎𝑛 } whose all elements are the same or 𝑎1 = 𝑎2 = ⋯ = 𝑐𝑜𝑛𝑠𝑡 is called
a constant sequence.
The sequence {𝑎𝑛 } is alternating if 𝑎𝑛 𝑎𝑛+1 < 0 for every 𝑛 = 1,2, …, that is, if any two con-
secutive terms have opposite sign. Note that this definition requires 𝑎𝑛 ≠ 0 for each n.

Example.
𝑛
If 𝑎𝑛 = 𝑛2 +1, show that the sequence {𝑎𝑛 } is decreasing.

Let us calculate a difference

𝑛+1 𝑛 (𝑛 + 1)(𝑛2 + 1) − 𝑛(𝑛2 + 2𝑛 + 2)
𝑎𝑛+1 − 𝑎𝑛 = − = =
(𝑛 + 1)2 + 1 𝑛2 + 1 (𝑛2 + 2𝑛 + 2)(𝑛2 + 1)
𝑛3 + 𝑛2 + 𝑛 + 1 − 𝑛3 − 2𝑛2 − 2𝑛 −𝑛2 − 𝑛 + 1
= = < 0.
(𝑛2 + 2𝑛 + 2)(𝑛2 + 1) (𝑛2 + 2𝑛 + 2)(𝑛2 + 1)
Therefore, 𝑎𝑛+1 < 𝑎𝑛 and the sequence is decreasing.

10
4. Limit of sequence
An infinite sequence {𝑎𝑛 } is said to converge to the limit g, if for every positive number 
there is an integer 𝑛0 ∈ 𝑵, such that 𝑛 > 𝑛0 implies that

|𝑎𝑛 − 𝑔| < 𝜀 or ⋀ ⋁ ⋀[(𝑛 > 𝑛0 ) ⇒ (|𝑎𝑛 − 𝑔| < 𝜀)]

𝜀>0 𝑛0 ∈𝑵 𝑛∈𝑵

This definition is illustrated in the figure below.

One can say also that the sequence {𝑎𝑛 } converges to the limit g and write
𝑎𝑛 → 𝑔, 𝑎𝑠 𝑛 → ∞, or lim 𝑎𝑛 = 𝑔.
𝑛→∞

Every sequence {𝑎𝑛 } must either converge to a finite limit g or diverge. That is either lim 𝑎𝑛 = 𝑔
𝑛→∞
exists or lim 𝑎𝑛 does not exist.
𝑛→∞

Examples.
The sequence
𝑛−1
𝑎𝑛 =
𝑛
converges to 1 or

𝑛−1 1
lim = lim (1 − ) = 1.
𝑛→∞ 𝑛 𝑛→∞ 𝑛
But the sequence 𝑎𝑛 = 𝑛 diverges to ∞: lim 𝑛 = ∞.
𝑛→∞

11