University of Batna 2

Faculty of Mathematics and Computer Science

Departement of Mathematics

Chapter 03: Sequences of Real Numbers

By : Brahimi Mahmoud

1 𝑛 1 𝑛 1
lim (1 + ) = 𝑒 lim (1 − ) =
𝑛⟶+∞ 𝑛 𝑛⟶+∞ 𝑛 𝑒

Academic year 2024/2025

Chapter 03 : Sequences of Real Numbers

I. Definitions and Notations

Definition
A numerical sequence is a function 𝑢 defined by ℕ or a subset of ℕ, in ℝ, which has the
associated integer 𝑛, a real number 𝑢(𝑛), denoted 𝑢𝑛 .
𝑢𝑛 the general term of the sequence.
A sequence of general term 𝑢𝑛 is denoted by (𝑢𝑛 ).

Examples:
1
a) 𝑢𝑛 = 𝑛 , 𝑛 ∈ ℕ∗
b) 𝑢𝑛 = 1 + (−1)𝑛 , 𝑛 ∈ ℕ
c) 𝑢𝑛 = cos(𝑛𝜋) , 𝑛 ∈ ℕ
Remark
A sequence can be defined by the value of the first terms and by a recurrence relation, that’s to
say, a relation linking several general terms of different ranks.
(𝑢𝑛 ) is called a recurrent sequence.

Examples:
𝑢0 = 1
a) {
∀𝑛 ∈ ℕ, 𝑢𝑛+1 = 2𝑢𝑛 + 3

𝑢1 = 𝑢0 = 1
b) { is called a Fibonacci sequence
𝑢𝑛 = 𝑢𝑛−2 + 𝑢𝑛−1

Definitions
A sequence (𝑢𝑛 ) is called
1) Upper bounded, if: ∃𝑀 ∈ ℝ; ∀𝑛 ∈ ℕ, 𝑢𝑛 ≤ 𝑀
2) Lower bounded, if: ∃𝑚 ∈ ℝ; ∀𝑛 ∈ ℕ, 𝑢𝑛 ≥ 𝑚
3) Bounded, if is upper bounded and lower bounded, or, ∃𝐾 ∈ ℝ∗ ; ∀𝑛 ∈ ℕ, |𝑢𝑛 | ≤ 𝐾
4) Increasing, if: ∀𝑛 ∈ ℕ, 𝑢𝑛+1 − 𝑢𝑛 ≥ 0 and strictly increasing if: ∀𝑛 ∈ ℕ, 𝑢𝑛+1 − 𝑢𝑛 > 0
5) Decreasing, if: ∀𝑛 ∈ ℕ, 𝑢𝑛+1 − 𝑢𝑛 ≤ 0 and strictly decreasing if: ∀𝑛 ∈ ℕ, 𝑢𝑛+1 − 𝑢𝑛 < 0
6) Monotone, if : (𝑢𝑛 ) is increasing or decreasing and strictly monotone if (𝑢𝑛 ) is strictly
increasing or is strictly decreasing.
II. Convergence
Definition
We say that a sequence (𝑢𝑛 ) is convergent to the real number 𝑙 if and only if:

∀𝜀 > 0, ∃𝑛0 ∈ ℕ; ∀𝑛 > 𝑛0 ⟹ |𝑢𝑛 − 𝑙| < 𝜀

We will then note lim 𝑢𝑛 = 𝑙.

𝑛⟶+∞

Remark
A sequence that is not convergent is called divergent.

Examples:
2𝑛+1 3
a) lim = 2, lim (1 + 𝑒 −𝑛 ) = 1, lim (1 + 𝑒 𝑛 ) = +∞
𝑛⟶+∞ 3𝑛+2 𝑛⟶+∞ 𝑛⟶+∞
1 𝑛+1
b) Show by definition that lim = 0, lim =1
𝑛⟶+∞ 𝑛 𝑛⟶+∞ 𝑛+2

Proposition
 The limit of a sequence when it exists it is unique
 Any convergent sequence is bounded

Remark
A bounded sequence is not necessarily convergent, indeed, 𝑢𝑛 = (−1)𝑛 is bounded and
admits two limits −1 and 1.

Proposition
 An increasing and upper bounded sequence (𝑢𝑛 ) is convergent
 A decreasing and lower bounded sequence (𝑢𝑛 ) is convergent
Example:
Let (𝑢𝑛 ) be a sequence defined by
𝑢0 = 1
{ 1
∀𝑛 ∈ ℕ, 𝑢𝑛+1 = 𝑢𝑛 + 3
2
 Calculate 𝑢1 , 𝑢2 , 𝑢3
 Prove by recurrence that ∀𝑛 ∈ ℕ, 𝑢𝑛 ≤ 6
 Show that (𝑢𝑛 ) is increasing
 Deduce that (𝑢𝑛 ) is convergent and calculate its limit

Remarks
1) Any monotonic and bounded sequence is convergent
2) To study the nature of a sequence is to see whether it is convergent or not.

Arithmetic sequences and geometric sequences

Definition
1) A sequence (𝑢𝑛 ) is an arithmetic sequence if there exists a number 𝑟 such that
𝑢𝑛+1 = 𝑢𝑛 + 𝑟 for all natural integers 𝑛. We then call 𝑟 the reason of the sequence (𝑢𝑛 ).

Expression of the general term: For 𝑛 ≥ 0; 𝑢𝑛 = 𝑢0 + 𝑛𝑟.

Expression of the sum of the first terms: for 𝑛 ∈ ℕ, we define 𝑆𝑛 by
(𝑛+1)
𝑆𝑛 = 𝑢0 + 𝑢1 + ⋯ + 𝑢𝑛 then for all 𝑛 ∈ ℕ: 𝑆𝑛 = 2 (𝑢0 + 𝑢𝑛 ) or
number of terms
𝑆𝑛 = (first term + last term)
2

2) A sequence (𝑢𝑛 ) is a geometric sequence if there exists a number 𝑞 such that

𝑢𝑛+1 = 𝑞𝑢𝑛 for all natural integers 𝑛. We then call 𝑞 the reason of the sequence.

 Expression of the general term: For 𝑛 ≥ 0; 𝑢𝑛 = 𝑢0 𝑞 𝑛

 Expression of the sum of the first terms: for 𝑛 ∈ ℕ, we define 𝑆𝑛 by
1−𝑞 𝑛+1
𝑆𝑛 = 𝑢0 + 𝑢1 + ⋯ + 𝑢𝑛 then for all 𝑛 ∈ ℕ, 𝑆𝑛 = 𝑢0 .
1−𝑞
 Behavior to infinity: Let (𝑢𝑛 ) be a sequence of reason 𝑞 and the first term 𝑢0 , then
 If, 𝑞 > 0; lim 𝑢𝑛 = ∞
𝑛⟶+∞
 If, −1 < 𝑞 < 1; lim 𝑢𝑛 = 0
𝑛⟶+∞
 If, 𝑞 ≤ −1, (𝑢𝑛 ) has no limits
Subsequence

Definition
Let (𝑢𝑛 ) be a sequence, we say that (𝑣𝑛 ) is a subsequence or extracted sequence if there
exists a function 𝐾: ℕ ⟶ ℕ strictly increasing such that 𝑣𝑛 = 𝑢𝐾(𝑛) .

Example:
𝑢𝑛 = (−1)𝑛 , 𝑢2𝑛 = 1 and 𝑢2𝑛+1 = −1 are extracted sequences from (𝑢𝑛 )

Proposition
Every subsequence of a convergent sequence is convergent and has the same limit

Example:
𝑛+1 2𝑛+1 2𝑛+2 1
The sequences 𝑢𝑛 = 2𝑛+3 , 𝑢2𝑛 = 4𝑛+3 and 𝑢2𝑛+1 = 2𝑛+5 have the same limit 2.

Remark
A sequence that admits two subsequences that have two different limits is divergent

Example:
The sequence 𝑢𝑛 = (−1)𝑛 + 4 is divergent because lim 𝑢2𝑛 = 5 and lim 𝑢2𝑛+1 = 3
𝑛⟶+∞ 𝑛⟶+∞

Theorem (Weierstrass-Bolzano)
Every bounded sequence admits a convergent subsequence.

III. Operations on convergent sequences

Definition
We define the sum, the product of two sequences (𝑢𝑛 ) and (𝑣𝑛 ) as well as the
multiplication of a sequence (𝑢𝑛 ) by a real number 𝜆 ∈ ℝ, by setting for all 𝑛 ∈ ℕ:

 (𝑢𝑛 ) + (𝑣𝑛 ) = (𝑢𝑛 + 𝑣𝑛 )

 (𝑢𝑛 )(𝑣𝑛 ) = (𝑢𝑛 𝑣𝑛 )
 𝜆(𝑢𝑛 ) = (𝜆𝑢𝑛 )
1 1
 (𝑣 ) = (𝑣 ) , 𝑣𝑛 ≠ 0
𝑛 𝑛
 Theorem
Let (𝑢𝑛 ) and (𝑣𝑛 ) be two convergent sequences and 𝜆 ∈ ℝ, then

 lim (𝑢𝑛 + 𝑣𝑛 ) = lim 𝑢𝑛 + lim 𝑣𝑛

𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞
 lim (𝑢𝑛 𝑣𝑛 ) = lim 𝑢𝑛 lim 𝑣𝑛
𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞
 lim 𝜆𝑢𝑛 = 𝜆 lim 𝑢𝑛
𝑛⟶+∞ 𝑛⟶+∞
1 1
 If 𝑣𝑛 ≠ 0 and lim 𝑣𝑛 ≠ 0 we have lim =
𝑛⟶+∞ 𝑛⟶+∞ 𝑣𝑛 lim 𝑣𝑛
𝑛⟶+∞

Definition
Let (𝑢𝑛 ) and (𝑣𝑛 ) be two numerical sequences, we say that

 (𝑢𝑛 ) equals (𝑣𝑛 ) and we write (𝑢𝑛 ) = (𝑣𝑛 ), if, and only if: 𝑢𝑛 = 𝑣𝑛, ∀𝑛 ∈ ℕ
 (𝑢𝑛 ) less than or equal to (𝑣𝑛 ) and we write (𝑢𝑛 ) ≤ (𝑣𝑛 ), if, and only if:
𝑢𝑛 ≤ 𝑣𝑛, ∀𝑛 ∈ ℕ

Proposition
Let (𝑢𝑛 ) and (𝑣𝑛 ) be two convergent sequences, such that

∃𝑛0 ∈ ℕ∗ ; ∀𝑛 ≥ 𝑛0 , 𝑢𝑛 ≤ 𝑣𝑛 then lim 𝑢𝑛 ≤ lim 𝑣𝑛 .

𝑛⟶+∞ 𝑛⟶+∞

Proposition
Let (𝑢𝑛 ), (𝑣𝑛 ) and (𝑤𝑛 ) be three numerical sequences checking

∃𝑛0 ∈ ℕ∗ ; ∀𝑛 ≥ 𝑛0 , 𝑢𝑛 ≤ 𝑤𝑛 ≤ 𝑣𝑛 then if (𝑢𝑛 ) and (𝑣𝑛 ) are convergent we have

lim 𝑤𝑛 = lim 𝑢𝑛 = lim 𝑣𝑛 .

𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞

Example: Calculate the limit of sequence (𝑤𝑛 ) where

cos(2𝑛 + 1)
𝑤𝑛 = 2 +
3𝑛 + 2
Adjacent suites
Definition
Two numerical sequences (𝑢𝑛 ) and (𝑣𝑛 ) are said to be adjacent if one is increasing the
other is decreasing and lim (𝑢𝑛 − 𝑣𝑛 ) = 0.
𝑛⟶+∞

Proposition
Two adjacent sequences are convergent and they have the same limits.

Example:
𝑢0 = 1 𝑣0 = 1
{ and {
1 1 1 1
𝑢𝑛 = 1 + 1! + 2! + ⋯ + 𝑛! 𝑣𝑛 = 𝑢𝑛 + 𝑛!

IV. Cauchy sequence

Definition
A sequence (𝑢𝑛 ) is Cauchy if, and only if,
∀𝜀 > 0, ∃𝑛0 ∈ ℕ; such that ∀𝑝, 𝑞 ∈ ℕ, checking 𝑝 > 𝑛0 and 𝑞 > 𝑛0 we have
|𝑢𝑝 − 𝑢𝑞 | < 𝜀 that’s to say lim |𝑢𝑝 − 𝑢𝑞 | = 0.
𝑝,𝑞⟶+∞

Remark
If 𝑝 > 𝑞, then ∃𝑛 ∈ ℕ∗ such that 𝑝 = 𝑞 + 𝑛 so the last definition can be reformulated as
follows:
(𝑢𝑛 ) is a Cauchy sequence ⇔ ∀𝜀 > 0, ∃𝑛0 ∈ ℕ; such that ∀𝑝 ∈ ℕ checking
𝑝 > 𝑛0 , ∃𝑛 ∈ ℕ∗ such that |𝑢𝑝+𝑛 − 𝑢𝑝 | < 𝜀 that’s to say lim |𝑢𝑝+𝑛 − 𝑢𝑝 | = 0.
𝑝⟶+∞

Proposition
Any Cauchy sequence is bounded.
Cauchy criterion
Theorem
A sequence is convergent if, and only if, it is Cauchy.

Example: 𝑢𝑛 = 2 + 𝑒 −𝑛 , 𝑣𝑛 = 2 + 𝑒 𝑛 .

Remarks
a) Cauchy's criterion allows us to recognize that a sequence is convergent without
needing to know its limit.
b) We can know if the sequence does not converge by taking the logical negation.

(𝑢𝑛 ) is not a Cauchy sequence⇔ ∃𝜀 > 0 such that ∀𝑛 ∈ ℕ, ∃𝑝, 𝑞 ∈ ℕ, 𝑝 > 𝑛, 𝑞 > 𝑛 and
|𝑢𝑝 − 𝑢𝑞 | ≥ 𝜀.

V. Upper limit and lower limit of a sequence

Definition
For a bounded sequence (𝑢𝑛 )
a) We call the upper limit of (𝑢𝑛 ) the limit of the sequence 𝑣𝑛 = sup{𝑢𝑘 , 𝑘 ≥ 𝑛} and
it is denoted lim sup𝑢𝑛 or ̅̅̅̅lim 𝑢𝑛 .
𝑛⟶+∞ 𝑛⟶+∞
b) We call the lower limit of (𝑢𝑛 ) the limit of the sequence 𝑤𝑛 = inf{𝑢𝑘 , 𝑘 ≥ 𝑛} and
it is denoted lim inf𝑢𝑛 or lim 𝑢𝑛 .
𝑛⟶+∞ 𝑛⟶+∞

Example:
𝑢𝑛 = (−1)𝑛 , ̅̅̅̅
lim 𝑢𝑛 = 1 and lim 𝑢𝑛 = −1
𝑛⟶+∞ 𝑛⟶+∞

𝑢𝑛 = 1 + 2 cos 𝑛, ̅̅̅̅
lim 𝑢𝑛 = 3 and lim 𝑢𝑛 = −1
𝑛⟶+∞ 𝑛⟶+∞

Remark
For a bounded sequence (𝑢𝑛 )

a) ̅̅̅̅
lim 𝑢𝑛 and lim 𝑢𝑛 exist and they are unique, moreover lim 𝑢𝑛 ≤ ̅̅̅̅
lim 𝑢𝑛 .
𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞

b) In general, ̅̅̅̅
lim 𝑢𝑛 ≠ sup𝑢𝑛 and lim 𝑢𝑛 ≠ inf𝑢𝑛 .
𝑛⟶+∞ 𝑛⟶+∞
 Proposition
A bounded sequence (𝑢𝑛 ) is convergent to 𝑙 if, and only if ̅̅̅̅
lim 𝑢𝑛 = lim 𝑢𝑛 = 𝑙.
𝑛⟶+∞ 𝑛⟶+∞

Theorem
Let (𝑢𝑛 ) and (𝑢𝑛 ) be two bounded sequences and 𝜆 ∈ ℝ, then

1) If 𝑢𝑛 ≤ 𝑢𝑛 then ̅̅̅̅
lim 𝑢𝑛 ≤ ̅̅̅̅
lim 𝑢𝑛 and lim 𝑢𝑛 ≤ lim 𝑢𝑛 .
𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞

2) ̅̅̅̅
lim ( 𝑢𝑛 + 𝑢𝑛 ) ≤ ̅̅̅̅
lim 𝑢𝑛 + ̅̅̅̅
lim 𝑢𝑛
𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞

3) lim ( 𝑢𝑛 + 𝑢𝑛 ) ≥ lim 𝑢𝑛 + lim 𝑢𝑛

𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞

̅̅̅̅ (𝜆𝑢𝑛 ) = 𝜆 lim

4) If 𝜆 > 0; lim ̅̅̅̅ 𝑢𝑛 and lim (𝜆 𝑢𝑛 ) = 𝜆 lim 𝑢𝑛
𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞

5) If 𝜆 < 0; ̅̅̅̅
lim (𝜆𝑢𝑛 ) = 𝜆 lim 𝑢𝑛 and lim (𝜆 𝑢𝑛 ) = 𝜆 ̅̅̅̅
lim 𝑢𝑛
𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞ 𝑛⟶+∞