Limits of sequences

December 2, 2020

First, we review Cauchy’s definition of limit of a sequence.

Definition
• A sequence (xn ) converges to a finite number L if for every  > 0, there exists a positive
integer N such that for every n > N , |xn − L| < . This is denoted by limn→∞ xn = L.

• A sequence (xn ) tends to infinity if for every every M > 0, there exists a positive integer
N such that for every n > N , xn > M . This is denoted by limn→∞ xn = +∞.

We also review some baisc theorems.

Theorem (The squeezing principle)
• If an ≤ bn ≤ cn for all n, and if limn→∞ an = limn→∞ cn = L, then limn→∞ = L.

• If an ≤ bn for all n, and if limn→∞ an = +∞, then limn→∞ bn = +∞.

Theorem (Weierstrass’ theorem)

A monotonic bounded sequence of real numbers is convergent.

Theorem (Cauchy’s criterion for convergence)

A sequence (xn ) of points in Rn (or, in general, in a complete metric space) is convergent if and
only if any  > 0, there is a positive integer N such that whenever m, n > N , |xm − xn | < .

The following theorem can be derived from Cauchy’s criterion for convergence.
Theorem
Let X be a closed subset of Rn (or, in general, in a complete metric space) and f : X → X a
function with the property that

||f (x) − f (y)|| ≤ c||x − y||

for any x, y ∈ X, where 0 < c < 1 is a constant. Then f has a unique fixed point in X.

Theorem (Cesàro mean)

Suppose (xn ) is a converging sequence of real numbers with limit L. Then as n tens to infinity,
the limit of the average of the first n terms of (xn ) is also equal to L. In other words,
1 X
lim ai = L.
n→∞ n
1≤i≤n

The following Cesàro–Stolz Theorem is a generalization of the above theorem, and it is the
sequence analog of the l’Hôpital’s rule.

1
Theorem (The Cesàro–Stolz Theorem)
Let (xn ) and (yn ) be two sequences of real numbers with (yn ) strictly positive, increasing and
unbounded. If
xn+1 − xn
lim = L,
n→∞ yn+1 − yn

then the limit

xn
lim
n→∞ yn

exists and is equal to L.

Example 1
Let (an ) be a decreasing sequence of positive numbers converging to 0. Prove that the seres

S = a1 − a2 + a3 − a4 + · · ·

is convergent.

Example 2
Prove that
√
1+ 5 1
=1+ 1 .
2 1+ 1
1+ 1
1+ 1+···

Part of the problem is to give a precise interpretation of the right side of the equation.
Example 3
Prove the following identity of Ramanujan
s r
√
q
1+2 1+3 1 + 4 1 + · · · = 3.

Example 4
Let a0 , b0 , c0 be real numbers. Define the sequences (an ), (bn ), (cn ) recursively by

an + bn bn + cn cn + an
an+1 = , bn+1 = , cn+1 = .
2 2 2
Prove that the sequences are convergent and find their limits.

Example 5
Let p be a positive real number. Compute

1p + 2p + · · · + np
lim .
n→∞ np+1

More exercises about limits of sequences.

1. Compute  p 
lim sin π n2 + n + 1 .
n→∞

2. Prove that Z 1
2
n 1
lim n xx+1 dx = .
n→∞ 0 2

3. Prove that for n ≥ 2, the equation xn + x − 1 = 0 has a unique root in the interval [0, 1].
If xn denotes this root, prove that the sequence (xn ) is convergent and find its limit.

2
4. Prove that the sequence
1 1 1
an = 1 + + + · · · + − ln(n + 1),
2 3 n
is convergent.

5. Let S = {x1 , x2 , . . . , xn , . . .} be the set of all positive integers that do not contain the digit
9 in their decimal representation. Prove that
∞
X 1
< 80.
xn
n=1

6. Let c and x0 be fixed positive numbers. Define the sequence (xn ) recursively by
 
1 c
xn = xn−1 + .
2 xn−1
√
Prove that the sequence converges and that its limit is c.

7. For an arbitrary number x0 ∈ (0, π) define recursively the sequence (xn ) by xn+1 = sin xn .
Compute √
lim nxn .
n→∞

8. Prove that the number

∞
X 1
n=1
2n2
is irrational.