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Lecture 9

The document discusses the Monotone Convergence Theorem and its applications. It defines monotone sequences and properties like boundedness. The theorem states that a monotone sequence converges if it is bounded. Examples are provided to demonstrate applying the theorem. The Nested Intervals Theorem is also introduced.

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21 views

Lecture 9

The document discusses the Monotone Convergence Theorem and its applications. It defines monotone sequences and properties like boundedness. The theorem states that a monotone sequence converges if it is bounded. Examples are provided to demonstrate applying the theorem. The Nested Intervals Theorem is also introduced.

Uploaded by

The trickster
Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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Lec 9: The Monotone Convergence Theorem

MATH 147 Section 2, Fall Term 2022

I (We will first finish the material from Lecture 8)


I Monotone sequences
I The Monotone Convergence Theorem
I The Nested Intervals Theorem

Key references: Text book sec 1.5.2


Monotone sequences

Definition
Let {an }∞
n=1 be a sequence of real numbers. We say that {an } is:

1. (monotone) increasing/non-decreasing if an ≤ an+1 for all n,


2. strictly (monotone) increasing if an < an+1 for all n,
3. (monotone) decreasing/non-increasing if an ≥ an+1 for all n, and
4. strictly (monotone) decreasing if an > an+1 for all n.
5. monotone if it is either increasing or decreasing,
6. bounded above if the set {an : n ∈ N} is bounded above,
7. bounded below if the set {an : n ∈ N} is bounded below, and
8. bounded if the set {an : n ∈ N} is bounded.
Moreover,
1. if M is an upper bound of the set {an : n ∈ N}, then M is an upper bound of the sequence {an }∞
n=1 , and

2. if m is a lower bound of the set {an : n ∈ N}, then m is a lower bound of the sequence {an }∞
n=1 .
Quick concept check

True or false?
1. Every sequence is either increasing or non-increasing.
2. A sequence can be both increasing and non-increasing.
3. Every sequence is either increasing or decreasing.
4. A sequence can be both non-decreasing and non-increasing.
5. If a sequence is both increasing and decreasing, then it is monotonic.
6. If a sequence is increasing, then all of its terms must be positive.
7. If a sequence is increasing, then it must diverge to ∞.
8. If a sequence is decreasing, then it must be bounded.
9. If a sequence is non-increasing, then it must be bounded above.
The Monotone Convergence Theorem (MCT)

Theorem 2 (Monotone Convergence Theorem/Monotone Convergence Principle)


Let {an }∞
n=1 be a sequence of real numbers.

1. If {an } is a monotone increasing sequence that is bounded above, then {an } converges and its limit is an
upper bound of {an }.
2. If {an } is a monotone decreasing sequence that is bounded below, then {an } converges and its limit is a
lower bound of {an }.

The main point of MCT is that any monotone sequence is convergent if it is bounded. We already know that a
sequence that is not bounded cannot be convergent, so we have: a monotone sequence is convergent if and only
if it is bounded.
Proof of MCT

We first show that Part 1 ⇒ Part 2.


Suppose {an } is a decreasing sequence that is bounded below. Then {−an } is an increasing sequence that is
bounded above.
By Part 1, the limit lim (−an ) = L exists, so by arithmetic rules for limits, we have that lim an = −L.
n→∞ n→∞

Moreover, by Part 1, we have −an ≤ L for all n, so an ≥ −L for all n. This proves that −L is a lower bound for
an .
Now, prove Part 1 using the Least Upper Bound Principle.
Application of MCT

Example
√
Consider the sequence defined by a1 = 1, an+1 = an + 7 for all integers n ≥ 1. Use MCT to prove that this
sequence converges.
Here are the first few terms: 1, 2.8284..., 3.1350..., 3.1835..., 3.1911..., 3.1923..., ...
Step 1. Prove that the sequence is bounded above by 4 using induction:

√ is clearly√true, since a1 = 1 ≤ 4. Now suppose that ak ≤ 4 for some integer k ≥ 1. Then


Base case
ak+1 ≤ 4 + 7 ≤ 16 = 4, so the claim is true for n = k + 1. Hence, by induction, an ≤ 4 for all integers
n ≥ 1.
Step 2. Show that the sequence is non-decreasing, i.e, an+1 ≥ an for all n ≥ 1.
√ √
The base case is true, since a2 = a1 + 7 = 8 ≥ 1 = a1 . Now suppose that ak+1 ≥ ak for some integer
k ≥ 1. Then, p p
ak+2 = ak+1 + 7 ≥ ak + 7 = ak+1
so our statement is true for n = k + 1.
We have now shown that {an } is non-decreasing and bounded above. By the Monotone Convergence Theorem,
the sequence must have a limit.
Finding the limit
Example
√
Find the limit of the last sequence, defined recursively by a1 = 1, an+1 = an + 7 for all integers n ≥ 1.
We already showed that the limit exists so we can write lim an+1 = lim an = L. By the defining formula,
n→∞ n→∞
√
L = lim an+1 = lim an + 7
n→∞ n→∞
q
= lim an + 7
n→∞
√
= L+7
=⇒ L2 = L + 7
√
1± 1+4·7
=⇒ L =
√2
1 ± 29
= .
2

We already showed
√
that the sequence is non-decreasing and a1 = 1 > 0 so the limit must be non-negative. This
rules out 1−2 29 < 0. Hence,
√
1 + 29
lim an = .
n→∞ 2
The Nested Intervals Theorem

This is a generalization of Theorem 1 from Lecture 7.

Theorem 3
T∞
Let {[an , bn ]}∞
n=1 be a nested sequence of nonempty closed bounded intervals and let X = n=1 [an , bn ] be the
intersection of all of these intervals.
If lim (bn − an ) = 0, then X is a singleton.
n→∞

Otherwise, X is a proper closed interval.

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