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Lecture Real 2

The document contains definitions and theorems regarding limits and convergence of sequences. It defines bounded sequences, neighborhood of a point, and convergence criteria. It proves properties of limits including sums, differences, scalar multiplication, and products. It also proves theorems about limits of non-negative sequences and relationship between limits of bounded sequences.
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0% found this document useful (0 votes)
29 views

Lecture Real 2

The document contains definitions and theorems regarding limits and convergence of sequences. It defines bounded sequences, neighborhood of a point, and convergence criteria. It proves properties of limits including sums, differences, scalar multiplication, and products. It also proves theorems about limits of non-negative sequences and relationship between limits of bounded sequences.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Example:

The sequence ( −1) 


n

n
has no limit.

Proof:

Suppose that (−1) n → a as n →  for some a  . Given  = 1 , there is an N  such that

n  N | (−1) n − a | 1 .

For n odd  |(−1) n − a | 1  | − 1 − a | 1  |1 + a | 1 .

For n even  |(−1) n − a | 1  | 1 − a | 1 . Then

2 =|1 + 1|=|1 − a + a + 1||1 − a | + |1 + a | 1 + 1 = 2

That is 2  2 , a contradiction.

Definition:

For all x  and   0 , the neighborhood of x , denoted by V  ( x ) , is the set

V  (x ) = u  :| x − u |   .

Theorem:

The sequence x n  converges to x  if and only if for every neighborhood V  ( x ) of x , there


exists N  such that for all n  N , the terms x n V  (x ) .

Remark:

From the above theorem, the convergence of the sequence x n  means : For each neighborhood
V  ( x ) of x , all but a finite number of terms of x n  belong to V  ( x ) . The finite number of terms
that may not belong to V  ( x ) are the tems x 1 , x 2 , x 3 , , x N −1 .

Definition:

Let x n  be a sequence of real numbers.

1- x n  is said to be bounded above if and only if there is an M  such that x n  M for all
n .
2- x n  is said to be bounded below if and only if there is an m  such that x n  m for all
n .
3- x n  is said to be bounded if and only if it is bounded both above and below.

26
Definition:

A sequence x n  of real numbers is said to be bounded if there exist a real number M  0 such
that

| x n | M for all n  .

Remark:

The sequence x n  is bounded if and only if the set x n : n   of its values is a bounded subset
of .

Theorem:

A convergence sequence of real numbers is bounded.

Proof:

Suppose that lim x n = x and let  = 1 . Then there exists N  such that
n →

n  N  | x n − x | 1 .

If we apply the Triangle Inequality with n  N we obtain

| x n |=| x n − x + x || x n − x | + | x | 1+ | x | .

If we set

M := max | x 1 |,| x 2 |, ,| x N −1 |,1+ | x | ,

Then it follows that | x n | M for all n  .

Remark:

The converse of the above theorem is not true, for example the sequence ( −1) 
n

n
is bounded but

does not converge.

Theoerm:

Let x n → x as n →  and x  0 . Then there exists M  0 and N  such that

n  N  | x n | M .

Theorem:

Let x n → x , y n → y as n →  and c  . Then

1- x n + y n → x + y as n →  .

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2- x n − y n → x − y as n →  .
3- cx n → cx as n →  .
4- x n  y n → x  y as n →  .
xn x
5- → as n →  , y  0 .
yn y

Proof:

(1) Now we prove that x n + y n → x + y as n →  .

| (x n + y n ) − (x + y ) |=| (x n − x ) + ( y n − y ) || x n − x | + | y n − y | .

Since x n → x , y n → y as n →  , then for all   0 there exists N 1  such that

n  N 1  | x n − x |  / 2 ,

and there exists N 2  such that

n  N 2  | y n − y |  / 2 .

Suppose that N = max N 1 , N 2  . Then for n  N

| (x n + y n ) − (x + y ) |=| ( x n − x ) + ( y n − y ) || x n − x | + | y n − y |  / 2 +  / 2 =  .

Thus n  N  | (x n + y n ) − (x + y ) |  . That is x n + y n → x + y as n →  .

(2) Now we prove that x n − y n → x − y as n →  .

| (x n − y n ) − (x − y ) |=| (x n − x ) + ( y − y n ) || x n − x | + | y − y n | .

Since x n → x , y n → y as n →  , then for all   0 there exists N 1  such that

n  N 1  | x n − x |  / 2 ,

and there exists N 2  such that

n  N 2  | y n − y |  / 2 .

Suppose that N = max N 1 , N 2  . Then for n  N

| (x n − y n ) − (x − y ) |=| ( x n − x ) + ( y − y n ) || x n − x | + | y − y n |  / 2 +  / 2 =  .

Thus n  N  | (x n − y n ) − (x − y ) |  . That is x n − y n → x − y as n →  .

(3) Now we prove that cx n → cx as n →  . If c = 0 , then it is clearly that cx n → cx as n →  .

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Now suppose that c  0 . Since

| cx n − cx |=| c (x n − x ) |=| c || x n − x | .

Since x n → x as n →  , then for all   0 there exists N  such that

n  N  | x n − x |  / | c | .

Then | cx n − cx |=| c || x n − x || c | ( / | c |) =  .

Thus n  N  | cx n − cx |  . That is cx n → cx as n →  .

(4) Now we prove that x n  y n → x  y as n →  .

| x n y n − xy |=| x n y n − x n y + x n y − xy |=| x n ( y n − y ) + y (x n − x ) || x n || y n − y | + | y || x n − x | . (1)

Since x n → x as n →  , then x n  is bounded and so there exists M 1  0 such that | x n | M 1 .


Then inequality (1) becomes

| x n y n − xy || x n || y n − y | + | y || x n − x | M 1 | y n − y | + | y || x n − x | . (2)

Let M = max M 1 ,| y | . Then inequality (2) becomes

| x n y n − xy | M | y n − y | + M | x n − x | . (3)

Since x n → x , y n → y as n →  , then for all   0 there exists N 1  such that

n  N 1  | x n − x |  / 2M ,

and there exists N 2  such that

n  N 2  | y n − y |  / 2M .

Suppose that N = max N 1 , N 2  . Then, for n  N , inequality (3) becomes

| x n y n − xy | M | y n − y | + M | x n − x | M ( / 2M ) + M ( / 2M ) =  .

Thus n  N  | (x n  y n ) − (x  y ) |  . That is x n  y n → x  y as n →  .

xn x
(5) Now we prove that → as n →  , y  0 .
yn y

xn x yx n − xy n yx n − xy + xy − xy n y (x n − x ) + x ( y − y n ) | y || x n − x | + | x || y − y n |
−  = = 
yn y yy n yy n yy n | y || y n |
Since y n → y as n →  and y  0 , then there exists M 1  0 and N  such that

29
n  N  | y n | M 1 .

Thus

x n x | y || x n − x | + | x || y − y n | | y || x n − x | + | x || y − y n | 1 |x |
−   = |xn −x |+ |xn −x |.
yn y | y || y n | | y |M1 M1 | y |M1

 |x | 1 
Suppose that M = max  ,  , then
 | y | M 1 M 1

xn x
−  M | x n − x | +M | x n − x | .
yn y

Since x n → x , y n → y as n →  , then for all   0 there exists N 1  such that

n  N 1  | x n − x |  / 2M ,

and there exists N 2  such that

n  N 2  | y n − y |  / 2M .

Suppose that N = max N 1 , N 2  . Then, for n  N ,


xn x x x
−  M | x n − x | + M | x n − x | M ( / 2M ) + M ( / 2M ) =  . That is n → as n →  ,
yn y yn y
y 0.

Theorem:

If x n → x as n →  and x n  0 for all n  , then x  0 .

Proof:

Suppose that x  0 , then  := −x is positive. Since x n → x as n →  , then there is N  such


that

n  N  | x n − x |  .

That is x −   x n  x +  for all n  N . In particular, we have x N  x +  = x + (−x ) = 0 . But


this contradicts the hypothesis that x n  0 for all n  . Then, This contradiction implies that
x  0.

Theorem:

If x n  and  y n  are convergent of real numbers and if x n  y n for all n  , then


lim x n  lim y n .
n → n →

30
Proof:

Let z n := y n − x n . Then z n  0 for all n  . Since x n  and  y n  are convergent, then z n  is


convergent and lim z n = lim( y n − x n ) = lim y n − lim x n . Since z n  is convergent and z n  0 for
n → n → n → n →

all n  , then 0  lim z n = lim y n − lim x n . Thus lim y n  lim x n .


n → n → n → n → n →

Theorem:

If x n → x as n →  , then x n → x as n →  .

Proof:

Since x n → x as n →  , then for all   0 there exists N  such that

n  N  | x n − x |  .

Since || x n | − | x ||| x n − x | , then

n  N  || x n | − | x ||  .

That is lim | x n |=| x | .


n →

Theorem:

If x n → x as n →  and x n  0 for all n  , then x n → x as n →  .

Proof:

Since x n → x as n →  and x n  0 for all n  , then x  0 . Now we consider the two cases:

(i) x = 0 and (ii) x  0 .

Case (i): If x = 0 , let   0 be given. Since x n → 0 , then there exists N  such that

n  N  0 xn = xn −02.

Then 0  x n   for all n  N . That is xn →0.

Case (i): If x  0 , then x  0 , and we have

xn − x =
( xn − x )( xn + x )= xn −x
.
xn + x xn + x

1 1
Since x n + x  x  0 , it follows that  and
xn + x x

31
 1 
xn − x   xn −x .
 x 

Since x n → x as n →  , then x n → x as n →  .

Theorem: (Squeeze Theorem)

Suppose x n  ,  y n  and z n  are convergent of real numbers such that x n  y n  z n for all
n and that lim x n = lim z n = . Then lim y n = .
n → n → n →

Proof:

Since lim x n = lim z n = then for all   0 there exists N 1  such that
n → n →

n  N 1  | x n − |   −  x n  + ,

and there exists N 2  such that

n  N 2  | z n − |   −  z n  + .

Suppose that N = max N 1 , N 2  . Then n  N . Since x n  y n  z n for all n  , then

−   x n  y n  z n  +  for all n  N . That is −   y n  +  for all n  N which implies


that y n −   for all n  N . Then lim y n = .
n →

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