ADA University Javanshir Azizov

Lecture 9
Facts about Limits of Sequences
1. Limits and inequalities

Theorem 1 (Squeeze Theorem). Let {an }∞

n=1 , {bn }n=1 , and {xn }n=1 be sequences such
∞ ∞

that ∀n ∈ N,
an ≤ x n ≤ b n .
Suppose that {an } and {bn } converge and

lim an = n→∞
n→∞
lim bn .

Then {xn }∞
n=1 converges and

lim xn = lim an = lim bn .

n→∞ n→∞ n→∞

Remark 1. We sometimes abbreviate the Squeeze Theorem to ST.

Proof : Let ϵ > 0 be given. Let x := limn→∞ an = limn→∞ bn . Then ∃N0 ∈ N such that
∀n ≥ N0 ,
|an − x| < ϵ =⇒ x − ϵ < an ,
and ∃N1 ∈ N such that ∀n ≥ N1 ,
|bn − x| < ϵ =⇒ bn < x + ϵ.
Choose N = max{N0 , N1 }. Then, ∀n ≥ N ,
x − ϵ < an ≤ xn ≤ bn < x + ϵ.
In other words, −ϵ < xn − x < ϵ or |xn − x| < ϵ. Therefore, {xn }∞
n=1 is convergent and
limn→∞ xn = x.

1
Example 1. Let xn := √ . Use the Squeeze Theorem to show that {xn }∞
n=1 converges
n n
and find the limit.

√ 1 1 1
Solution: Since ∀n ∈ N, n ≥ 1, we have 0 ≤ √ ≤ for all n ∈ N. Then limn→∞ =
n n n n
1
0 and limn→∞ 0 = 0 =⇒ limn→∞ √ = 0. ■
n n
Limits, when they exist, preserve non-strict inequalities.

Theorem 2. Let {xn }∞

n=1 and {yn }n=1 be convergent sequences and ∀n ∈ N
∞

xn ≤ yn .

Then
lim xn ≤ n→∞
n→∞
lim yn .

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ADA University Javanshir Azizov

Proof : Let x := limn→∞ xn and y := limn→∞ yn . Then ∀ϵ > 0, ∃N1 ∈ N such that
∀n ≥ N1
|yn − y| < ϵ =⇒ y − ϵ < yn < y + ϵ,
and ∃N2 ∈ N such that for all n ≥ N2 ,

|xn − x| < ϵ =⇒ x − ϵ < xn < x + ϵ.

Then, ∀n ≥ N := max{N1 , N2 },

x − ϵ < xn ≤ yn < y + ϵ =⇒ x − y < 2ϵ =⇒ x − y ≤ 0 =⇒ x ≤ y.

Remark 2. We can also prove this theorem by "Proof by Contradiction". It is left as a

Homework assignment.

The next corollary follows by using constant sequences in Theorem 2. The proof is left as
a Homework assignment.

Corollary 1.

(i) If {xn }∞
n=1 is a convergent sequence such that ∀n ∈ N, xn ≥ 0, then

lim xn ≥ 0.
n→∞

(ii) Let a, b ∈ R and let {xn }∞

n=1 be a convergent sequence such that ∀n ∈ N, a ≤
xn ≤ b. Then
a ≤ lim xn ≤ b.
n→∞

In Theorem 2 and Corollary 1 we cannot simply replace all the non-strict inequalities
with strict inequalities. For example, let xn := −1/n and yn := 1/n. Then xn < yn , xn < 0
yn > 0 for all n ∈ N. However, these inequalities are not preserved by the limit operation
as limn→∞ xn = limn→∞ yn = 0. The moral of this example is that strict inequalities may
become non-strict inequalities when limits are applied; if we know xn < yn for all n ∈ N, we
may only conclude
lim xn ≤ lim yn .
n→∞ n→∞

2. Algebraic Operations on Sequences

Limits interact nicely with algebraic operations

Theorem 3. Suppose limn→∞ xn = x and limn→∞ yn = y. Then,

(i) {xy + yn }∞
n=1 is convergent and limn→∞ (xn + yn ) = x + y.

(ii) ∀c ∈ R, {cxn }∞
n=1 is convergent and limn→∞ cxn = cx.

(iii) {xn · yn }∞
n=1 is convergent and limn→∞ xn yn = xy.

Proof :

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ADA University Javanshir Azizov

(i) Let ϵ > 0. Since xn → x, ∃N1 ∈ N such that ∀n ≥ N1 , |xn − x| < 2ϵ . And since yn → y,
∃N2 ∈ N such that ∀n ≥ N2 , |yn − y| < 2ϵ . Hence, letting N := max{N1 , N2 }, we get
∀n ≥ N ,
ϵ ϵ
|xn + yn − (x + y)| ≤ |xn − x| + |yn − y| < + = ϵ.
2 2
ϵ
(ii) Let ϵ > 0. Since xn → x, ∃N ∈ N such that ∀n ≥ N , |xn − x| < |c|+1
. Then, ∀n ≥ N ,

|c|
|cxn − cx| = |c||xn − x| ≤ ·ϵ<ϵ
|c| + 1
|c|
since |c|+1
< 1.

(iii) Since yn → y, {yn }∞

n=1 is bounded. In other words, ∃B > 0 such that ∀n ∈ N, |yn | ≤ B.

Then

|xn yn − xy| = |(xn − x)yn + (yn − y)x|

≤ |xn − x||yn | + |x||yn − y|
≤ B|xn − x| + |x||yn − y|.

Let ϵ > 0.
ϵ
xn → x =⇒ ∃N1 ∈ N, such that ∀n ≥ N1 , |xn − x| < 2B
.
ϵ
yn → y =⇒ ∃M2 ∈ N, such that ∀n ≥ N2 , |yn − y| < 2(|x|+1)
.
Hence, ∀n ≥ N = max{N1 , N2 },
ϵ ϵ ϵ ϵ
|xn yn − xy| ≤ B|xn − x| + |x||yn − y| < B + |x| < + = ϵ.
2B 2(|x| + 1) 2 2

Remark 3. We can also prove item (iii) by the "Squeeze Theorem".

Lemma 1. If limn→∞ yn = y ̸= 0, then ∃N ∈ N such that ∀n ≥ N ,

|y|
|yn | > .
2

Proof: Let ϵ := |y|

2
. Since limn→∞ yn , then ∃N ∈ N such that ∀n ≥ N , |yn − y| < |y|
2
.
Hence, by the Triangle Inequality

|y| |y|
|y| ≤ |yn − y| + |yn | ≤ + |yn | =⇒ |yn | ≥ .
2 2

Theorem 4. Suppose limn→∞ xn = x and limn→∞ yn = y. If ∀n ∈ N, yn ̸= 0 and

y ̸= 0, then {xn /yn }∞
n=1 is convergent and

xn x
lim = .
n→∞ yn y

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Proof: First we will prove limn→∞ yn
= y1 .
Let ϵ > 0 be given. Since limn→∞ yn = y ̸= 0, then by Lemma 1, there exists N1 ∈ N
such that ∀n > N1 , |yn | > |y|
2
and by the definition of limit, there exists N2 ∈ N such that
2
∀n > N2 , |yn − y| < ϵ|y| /2 Then ∀n ≥ N := max{N1 , N2 }.

1 1 yn − y 1 1
− = = |yn − y| < |y|
ϵ|y|2 /2 = ϵ.
yn y yn y |yn ||y| 2
|y|
 
1
Therefore, limn→∞ yn
= y1 . Furthermore, according to item (iii) of Theorem 3, it follows
 
xn
that limn→∞ yn
= limn→∞ xn · 1
yn
= xy .

Remark 4. If limn→∞ (xn ) = x, by induction we can prove that

lim (xn )k = xk .
n→∞

Theorem 5. If {xn }∞ n=1 is a convergent sequence such that ∀n ∈ N, xn ≥ 0, then

√
{ xn }n=1 is convergent and
∞

√ q
lim
n→∞
xn = lim xn .
n→∞

Proof : Let x := limn→∞ xn .

Case 1: x = 0. Let ϵ > 0 be given. Then since xn → 0, there exists an N ∈ N such that
∀n ≥ N , xn = |xn − 0| < ϵ2 . Hence, ∀n ≥ N ,
√ √ √ √
| xn − 0| = xn < ϵ2 = ϵ.

Case 2: x > 0. Let ϵ > 0 be given. Since xn → x, ∃N ∈ N such that ∀n ≥ N ,

√
|xn − x| < ϵ/ x.

Therefore, ∀n ≥ N,
√ √
√ √ xn − x √ √
| xn − x| = √ √ · ( xn + x)
xn + x
1
=√ √ |xn − x|
xn + x
1 ϵ √
≤ √ |xn − x| < √ · x = ϵ.
x x
Hence, √
√
lim
n→∞
xn = x.

Theorem 6. If {xn }∞
n=1 is a convergent sequence, then {|xn |}n=1 is convergent and
∞

lim |xn | = lim xn .

n→∞ n→∞

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ADA University Javanshir Azizov

Proof : Let x := limn→∞ xn √

Method 1. Firstly, note that ∀x ∈ R, x2 = |x|. Then,
q √
lim
n→∞
|x n | = lim
n→∞
x 2 =
n x2 = |x|

by the previous theorem.

Method 2. Let ϵ > 0 be given. Since xn → x, then ∃N ∈ N, such that ∀n > N ,
||xn | − |x|| ≤ |xn − x| < ϵ. Therefore, |xn | → |x|. That is, limn→∞ |xn | = limn→∞ xn .

Remark 5. Converse of this theorem is not true. For example, If xn := (−1)n , then
|xn | = 1 → 1, but {xn }∞
n=1 DNC.

Let us see an example putting the propositions above together.

Example 2. Find s
1 100
lim 1+ − 2 .
n→∞ n n

1
Solution: Since limn→∞ n
= 0, then
s s
1 100 1 1 1
     
lim 1+ − 2 = 1 + lim − 100 lim lim = 1.
n→∞ n n n→∞ n n→∞ n n→∞ n
■
On the other hand you must apply the propositions carefully. For example, by rewriting
the expression with common denominator first we find
n2
 
lim − n = −1.
n→∞ n+1
   
n2 ∞ n2
However, { n+1 }n=1 and {n}∞
n=1 are not convergent, so limn→∞ n+1 − limn→∞ n is
nonsense.

3. Recursively Defined Sequences

A sequence in which the next terms are defined using fixed one or more previous terms
which are given is said to be a recursively (inductively) defined sequence.

For example, {xn }∞ ∞

n=1 = {n}n=1 can be defined recursively by x1 := 1 and xn+1 := xn + 1.

If such a sequence is known to converge, then the value of the limit can sometimes be
determined by using the recursive relation.

Example 3. Suppose that convergence has been established for the sequence {xn }∞
n=1
defined by
1
x1 := 2, xn+1 := 2 + .
xn
Find limn→∞ xn .

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Solution: Let x := limn→∞ xn . Then we also have lim xn+1 = x, since the 1-tail {xn+1 }∞
n=1
converges to the same limit. Further, ∀n ∈ N, xn ≥ 2. It follows that x ≥ 2. Take the limit
of both sides to obtain
1
x=2+ .
x
2
Thus, the limit x is a solution of x −√2x − 1 = 0, and since x must be positive, we find that
the limit of the sequence is x = 1 + 2.
■

Remark 6. You should, however, be careful. Before taking any limits, you must make sure
the sequence converges. Let us see an example.

Example 4. Suppose x1 := 1 and xn+1 := x2n + xn . Find limn→∞ xn .

Solution: Assume that the limit exists (call it x), then we get the equation x = x2 + x.
Hence, x = 0. However, it is not hard to show that {xn }∞
n=1 is unbounded and therefore does
not converge.
■

4. Some Convergence Tests

It is not always necessary to go back to the definition of convergence to prove that a

sequence is convergent. We give some convergence tests.

Proposition 1. Let {xn }∞n=1 be a sequence. Suppose there is an x ∈ R and a convergent

sequence {an }n=1 such that
∞

lim an = 0
n→∞

and
|xn − x| ≤ an f or all n ∈ N
Then {xn }∞
n=1 converges and limn→∞ xn = x.

Proof: Let ϵ > 0. Since an ≥ 0 for all n ∈ N and an → 0, then ∃N ∈ N such that
∀n ≥ N we have an = |an − 0| < ϵ. Hence, ∀n ≥ N ,

|xn − x| ≤ an < ϵ.

Therefore, {xn }∞
n=1 converges and limn→∞ xn = x.

Corollary 2. Another way to check that xn → x, is stated below:

lim xn = x ⇐⇒ lim |xn − x| = 0.

n→∞ n→∞

Proof: The proof is following directly from Proposition 1 or the definition of limit.

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Example 5. Show that

n2
lim = 1.
n→∞ n2 + n + 1

Proof: We have
n2 −n − 1 n+1 n+1 1
− 1 = = ≤ = .
n2 + n + 1 n2 + n + 1 n2 + n + 1 n2 + n n
Thus, ∀n ∈ N, we have
n2 1 n2
− 1 ≤ → 0 =⇒ lim = 1.
n2 + n + 1 n n→∞ n2 + n + 1

Proposition 2. Let c > 0

• If c < 1, then limn→∞ cn = 0.

• If c > 1, then {cn }∞

n=1 is unbounded (hence diverges).

Proof : If 0 < c < 1, we claim that ∀n ∈ N, 0 < cn+1 < cn < 1. We can prove this
through induction. Firstly, notice that 0 < c2 < c < 1 since 0 < c < 1. Now assume that
0 < cm+1 < cm . Then, multiply by c > 0 to obtain
0 < cm+1 · c < cm · c =⇒ 0 < cm+2 < cm+1 .
By induction, our claim holds. Thus, {cn }∞ n=1 is monotone decreasing and bounded below.
Thus, {cn }∞
n=1 is convergent. Let x := lim n
n→∞ c . The 1-tail {c
n+1 ∞
}n=1 also converges to x.
n+1 n
Taking the limit of both sides of c = c · c , we obtain x = cx, or (1 − c)x = 0. It follows
that x = 0 as c ̸= 1.
Now let c > 1. Let B > 0 be given. As 0 < 1/c < 1, then limn→∞ (1/c)n = 0. Hence,
∃N ∈ N such that ∀n ≥ N ,
1 1 1
 
n
= <
c n B
Therefore, c > B for some large enough n. As B was arbitrary, {cn }∞
n
n=1 is unbounded.

Proposition 3 (Ratio test for sequences). Let {xn }∞

n=1 be a sequence such that xn ̸= 0
for all n ∈ N and such that the limit

|xn+1 |
L := n→∞
lim exists.
|xn |

• If L < 1, then limn→∞ xn = 0.

• If L > 1, then {xn }∞

n=1 is unbounded (hence diverges).

• If L exists, but L = 1, the proposition says nothing.

|xn+1 |
Proof: As > 0, then L ≥ 0.
|xn |

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First suppose that L < 1. Take r ∈ R such that L < r < 1 and let ϵ := r − L > 0. Then
∃N ∈ N such that ∀n ≥ N
xn+1 xn+1
− L < ϵ =⇒ < L + ϵ = r.
xn xn
Therefore, ∀n ≥ N , we obtain

|xN | n+1
|xn+1 | < |xn |r < |xn−1 |r2 < ... < |xN |rn−N +1 = r .
rN
It follows from Proposition 2 that limn→∞ rn+1 = 0 and therefore from Proposition 1 or
the Squeeze Theorem) that
lim xn = 0.
n→∞

Now suppose that L > 1. Take r ∈ R such that 1 < r < L < r and let ϵ := L − r > 0.
Then ∃N ∈ N such that ∀n ≥ N
xn+1 xn+1 xn+1
− L < ϵ =⇒ L − ϵ < =⇒ > r.
xn xn xn
Therefore, ∀n ≥ N , we obtain

|xN | n+1
|xn+1 | > |xn |r > |xn−1 |r2 > ... > |xN |rn−N +1 = r .
rN
The sequence {rn }∞ ∞
n=1 is unbounded (since r > 1), and so {xn }n=1 cannot be bounded.

Example 6. Prove that

2n
lim = 0.
n→∞ n!

Proof: We have
2n+1 /(n + 1)! 2n+1 n! 2
n
= n
= .
2 /n! (n + 1)! 2 n+1
2 2n
Since limn→∞ n+1
= 0 < 1, then limn→∞ n!
= 0.
■

5. Some Special Sequences (It is left to readers)

Theorem 7 (Some Special Sequences). What follows are some special sequences to
have in our toolbox.

1. If p > 0, then limn→∞ n−p = 0.

1
2. If p > 0 then p n = 1.
1
3. limn→∞ n n = 1.

Proof :

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1. Let ϵ > 0. Then, choose N > (1/ϵ)1/p . Hence, if n ≥ N ,

1 1 1
p
− 0 = p ≤ p < ϵ.
n |n | N

2. Suppose p > 1. Then, p1/n − 1 > 0 which may be proven by induction. Furthermore,
we have

p = (1 + (p1/n − 1))n
≥ 1 + n(p1/n − 1).
p−1
Therefore, 0 < p1/n − 1 ≤ n
. Hence, we may apply the Squeeze Theorem, obtaining
limn→∞ p1/n = 1.
If p < 1, then
1 1
lim p1/n = n→∞
lim = = 1.
n→∞ (1/p)1/n 1
Furthermore, if p = 1 then it is clear that limn→∞ p1/n = 1. Hence, in all cases, the
limit is 1.

3. Let xn := n1/n − 1 ≥ 0. We want to show that limn→∞ xn = 0, as this will imply the
end result. Notice that
n
! !
n n j n 2 n! n(n − 1) 2
· x2n =
X
n = (1 + xn ) = xn ≥ xn = · xn .
j=0 j 2 2(n − 2)! 2

Thus, for n > 1, s

2
0 ≤ xn ≤ =⇒ xn → 0.
n−1

Exercises
Exercise 1. Show that if {xn }∞ n=1 and {yn }n=1 are sequences such that {xn }n=1 and {xn +
∞ ∞

n=1 are convergent, then {yn }n=1 is convergent.

y n }∞ ∞

Exercise 2. Show that if {xn }∞n=1 and {yn }n=1 are sequences such that {xn }n=1 converges to
∞ ∞

x ̸= 0 and {xn yn }∞
n=1 converges, then {yn }n=1 converges.
∞

xn+1 + y n+1
Exercise 3. If 0 < x < y, find lim .
n→∞ xn + y n
Exercise 4. Prove Theorem 2 by using "Proof by Contradiction".
Exercise 5. Prove Corollary 1.
Exercise 6. Prove that lim n1/n = 1.
n→∞

Exercise 7. Prove that lim (n2 + 1)1/n = 1.

n→∞

Exercise 8. Prove that if {xn }∞

n=1 is a convergent sequence, k ∈ N, then

lim xkn = (n→∞

n→∞
lim xn )k .

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1
Exercise 9. Suppose x1 := and xn+1 = x2n . Show that {xn }∞
n=1 converges and find n→∞
lim xn .
2
Hint: You cannot divide by zero!
n − cos n
Exercise 10. Let xn := . Use the squeeze lemma to show that {xn }∞
n=1 converges
n
and find the limit.

Exercise 11. True or false, prove or find a counterexample. If {xn }∞

n=1 is a sequence such
that {xn }n=1 converges, then {xn }n=1 converges.
2 ∞ ∞

Exercise 12. Show that

n2
lim = 0.
n→∞ 2n

Exercise 13. Suppose {xn }∞

n=1 is a sequence, x ∈ R, and xn =
̸ x for all n ∈ N. Suppose the
limit
|xn+1 − x|
L := lim
n→∞ |x − x|
n

exists and L < 1. Show that {xn }∞

n=1 converges to x.

Exercise 14. Suppose {an }∞

n=1 is bounded and {bn }n=1 converges to 0. Show that {an bn }n=1
∞ ∞

converges to 0.

Exercise 15. Find an example where {an }∞

n=1 is unbounded, {bn }n=1 converges to 0, and
∞

n=1 is not convergent.

{an bn }∞

Exercise 16. Let {an }∞ n=1 and {bn }n=1 be sequences. Find an example where {an }n=1 is
∞ ∞

bounded, {bn }∞
n=1 converges to some x ̸= 0, and {an bn }n=1 is not convergent.
∞

Exercise 17. Prove the following stronger version of Proposition 3, the ratio test. Suppose
n=1 is a sequence such that x ̸= 0 for all n ∈ N.
{xn }∞

a) Prove that if there exists r < 1 and M ∈ N such that

|xn+1 |
≤r f or all n ≥ M,
|xn |

then {xn }∞
n=1 converges to 0.

b) Prove that if there exists an r > 1 and M ∈ N such that

|xn+1 |
≥r f or all n ≥ M,
|xn |

then {xn }∞
n=1 is unbounded.

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