Scribd
Upload
40 views3 pages

Proof Lim by Epsilon

This document discusses how to write proofs involving limits of sequences. It provides examples of proofs that the limit of a particular sequence is a certain value. It also demonstrates proofs using the limits of one sequence to make conclusions about the limit of another sequence, and proofs when the parameter of the sequence changes.

Uploaded by

Ddieenf Nguyenthai
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
40 views3 pages

Proof Lim by Epsilon

This document discusses how to write proofs involving limits of sequences. It provides examples of proofs that the limit of a particular sequence is a certain value. It also demonstrates proofs using the limits of one sequence to make conclusions about the limit of another sequence, and proofs when the parameter of the sequence changes.

Uploaded by

Ddieenf Nguyenthai
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
You are on page 1/ 3

Real Analysis

Supplemental: How to write an  – N proof.


The purpose of this document is to talk you through some of the types of proofs you will
need.
How to prove that the limit of a particular sequence is a particular value.
1
You know already that lim 3 − = 3. Let’s talk about the proof. The lines in red are
n→∞ n+1
comments about the proof rather than actual parts of the proof. They will help you adapt
this proof to a new setting.
4
Claim: lim 3 − = 3.
n→∞ n+1
Proof. Consider any  > 0. In general, proofs of claims involving limits start with this line
Now we do some scratch work. We need to decide what choice of N will allow us to deduce
4
that |3 − n+1 − 3| <  from the assumption that n > N .

4
We want: |3 − n+1 − 3| < .
1
Doing algebra: 4| n+1 | < .
1 
n+1 < 4
n > 4 − 1
We should try N = 4 − 1

Let N = 4 − 1. Consider any n ∈ N such that n > N .


Now see if you can invert the analysis in red so it goes in the right order.

By assumption, n > N = 4 − 1.
Adding 1 to both sides: n + 1 > 4 .
1
Inverting n+1 < 4 .
1
Multiply by 4 n+1 < .
1 1
n+1 is positive | 
− n+1 | <.
1
Adding and subtracting 3 | 3 − n+1 − 3| < .

4
Thus, we see that for any  > 0 there is a N > 0 such that if n > N then |3 − n+1 − 3| < .
4
Thus, lim 3 − = 3. 
n→∞ n+1
As a reminder, the actual proof does not include any of the red text.
Using a claim about the limit of one sequence to make a conclusion about
another limit.
These proofs will usually proceed by using the assumed limits to get a choice N .
Claim: Let (an ) be a convergent sequence. Let L = lim an . For any c ∈ R c·L = lim c·an .
n→∞ n→∞

Proof. Consider any  > 0. almost every single one of your proofs will start this way. We
need to get an N . Use the assumption that L = lim an . By taking N big enough and n > N
n→∞
we can guarantee that |an − L| < ? for any positive ?. Try to transform |c · an − c · L| <  to
|an − L| < something:

1
2

We want: |c · an − c · L| < 

factor out the |c| and divide |an − L| < |c|

we should use |c| = ?
Does anything go wrong when c = 0? We need a special case for c = 0. We will do that at
the end of the proof.

Case 1: Assume that c 6= 0. Then since |c| > 0 there is an N such that for all n > N ,

|an − L| < .
|c|
Multiply both sides by |c|,
|c||an − L| < .
|c · an − c · L| < .
Thus, for all  > 0 there is an N such that if n > N then |c · an − c · L| < . This is precisely
the definition of the desired claim that c · L = lim c · an . 
n→∞

Claim: Let (an ) and (bn ) be convergent sequences. Let L = lim an and M = lim bn .
n→∞ n→∞
Then L + M = lim an + bn .
n→∞

Proof. Consider any  > 0.


The proof is similar, except that we now have two assumptions, to be precise, by taking n
greater than some N1 we can get |an − L| < ? (we are free to chose ?), by taking n greater
than some other possible different N2 we get |bn − M | < 4 (again 4 can be chosen.)
How can we get |an + bn − L − M | <  out of these inequalities? Rearrange and use the
triangle inequality.
|an + bn − L − M | = |an − L + bn − M | ≤ |an − L| + |bn − M | < ? + 4
We get to choose ? and 4. How about if they are both 2 ? Now we have a strategy!
Since L = lim an , there exists some N1 such that for all n > N1
n→∞

(1) |an − L| < .
2
Now we can use(1) to refer to this inequality later. Similarly, since M = lim bn , there exists
n→∞
some N2 such that for all n > N2

(2) |bn − M | < .
2
We need an N that is at least as big as N1 and as big as N2 . Let N = max(N1 , N2 ). Then
N ≥ N1 and N ≥ N2 . Consider any n > N . Then inequalities (1) and (2) follow.

By the commutativity of addition, |an + bn − L − M | = |an − L + bn − M |.


By the triangle inequality, ≤ |an − L| + |bn − M |.
By inequalities (1) and (2), ≤ 2 + 2 = .
Thus, for all  > 0 we have found a choice of N such that if n > N then |an +bn −L−M | < .
Thus we can conclude that L = lim an .
n→∞

Sometimes, the parameter n changes.
Claim: Suppose that (an ) is a convergent sequence and L = lim an . Then L = lim a2n .
3

Proof. Consider any  > 0. Use the assumption. Since L = lim an ,there is an N0 such that if
m > N0 then
(3) |am − L| < .
We use N0 since this is not quite the N we need. Notice that if 2n > N0 then we will be able
to conclude that |a2n − L| < . Perhaps we should try N = N20 ?
Let N = N20 and n > N = N20 . Then 2n > N0 , so that taking m = 2n in (3) produces
the result that |a2n − L| < . Thus, for any  > 0 there is an N such that if n > N then
|a2n − L| <  and we conclude L = lim a2n . 
Here is a harder one. Try to use the ideas in this handout to recover the proof which
appears in the book.
Claim: Let (an ) and (bn ) be convergent sequences. Let L = lim an and M = lim bn .
n→∞ n→∞
Then L · M = lim an · bn .
n→∞

You might also like