Lecture 2

1 Sequences and their limit

Definition 1.0.1. A sequence of real numbers is a function from N to R.

Notation. It is customary to denote a sequence as {an }∞

n=1 .

(−1) n+1 √ ∞
Examples 1.0.2. (i) {c}∞
n=1 , c ∈ R, (ii) { n }∞ n−1 ∞
n=1 , (iii) { n }n=1 and (iv) { n}n=1 .

Definition 1.0.3. A sequence {an }∞ n=1 converges to limit L if for every  > 0 (given) there
exists a positive integer N such that n ≥ N =⇒ |an − L| < .

Notation. L = lim an or an → L.
n→∞

Examples 1.0.4.

(i) It is clear that the constant sequence {c}∞

n=1 , c ∈ R, has c as it’s limit.

1
(ii) Show that lim = 0.
n→∞ n

Solution. Let  > 0 be given. In order to show that 1/n approaches 0, we must show that
there exists an integer N ∈ N such that for all n ≥ N ,

1 1
− 0 = < .
n n

But 1/n <  ⇔ n > 1/. Thus, if we choose N ∈ N such that N > 1/, then for all n ≥ N,
1/n < .

(iii) Consider the sequence {(−1)n+1 }∞ n=1 . It is intuitively clear that this sequence does not
have a limit or it does not approach to any real number. We now prove this by definition.
Assume to the contrary, that there exists an L ∈ R such that the sequence {(−1)n+1 }∞ n=1
converges to L. Then for  = 12 , there exists an N ∈ N such that

1
|(−1)n+1 − L| < , ∀ n ≥ N. (1.1)
2
For n even, (1.1) says
1
| − 1 − L| < , ∀ n ≥ N. (1.2)
2
while for n odd, (1.1) says
1
|1 − L| < , ∀ n ≥ N. (1.3)
2
which is a contradiction as 2 = |1 + 1| ≤ |1 − L| + |1 + L| < 1.

As a first result we have the following uniqueness theorem:

1
Theorem 1.0.5. If {an }∞
1 is a sequence and if both n→∞
lim an = L and lim an = M holds, then
n→∞
L = M.
|L−M |
Proof. Suppose that L 6= M . Then |L − M | > 0. Let  = 2 . As lim an = L, there exists
n→∞
N1 ∈ N such that |an − L| <  for all n ≥ N1 . Also as lim an = M ,there exists N2 ∈ N such
n→∞
that |an − M | <  for all n ≥ N2 . Let N = max{N1 , N2 }. Then for all n ≥ N , |an − L| <  and
|an − M | < . Thus |L − M | ≤ |an − L| + |an − M | < 2 = |L − M |, which is a contradiction. ///

Definition 1.0.6. (Bounded sequence): A sequence {an } is said to be bounded above, if there
exists M ∈ R such that an ≤ M for all n ∈ N. Similarly, we say that a sequence {an } is bounded
below, if there exists N ∈ R such that an ≥ N for all n ∈ N. Thus a sequence {an } is said to be
bounded if it is both bounded above and below.
Theorem 1.0.7. Every convergent sequence is bounded.
Proof. Let {an } be a convergent sequence and L = lim an . Let  = 1. Then there exists N ∈ N
n→∞
such that |an − L| < 1 for all n ≥ N . Further,

|an | = |an − L + L| ≤ |an − L| + |L| < 1 + |L|, ∀ n ≥ N.

Let M = max{|a1 |, |a2 |, ..., |an−1 |, 1 + |L|}. Then |an | ≤ M for all n ∈ N. Hence {an } is
bounded. ///

1.1 Algebra of convergent sequences

Theorem 1.1.1. Let {an }∞ ∞
1 and {bn }1 be two sequences such that n→∞
lim an = L and lim bn =
n→∞
M . Then
(i) lim (an + bn ) = L + M .
n→∞

(ii) lim (can ) = cL, c ∈ R..

n→∞

(iii) lim (an bn ) = LM .

n→∞
 
an L
(iv) lim = if M 6= 0.
n→∞ bn M
Proof. (i) Let  > 0. Since an converges to L there exists N1 ∈ N such that

|an − L| < /2 ∀ n ≥ N1 .

Also, as bn converges to M there exists N2 ∈ N such that

|bn − M | < /2 ∀ n ≥ N2 .

Thus

|(an + bn ) − (L + M )| ≤ |an − L| + |bN − M | <  ∀ n ≥ N = max{N1 .N2 }.

2
 (ii) Easy to prove. Hence left as an exercise to the students.

(iii) Let  > 0. Since an is a convergent sequence, it is bounded by M1 (say). Also as an

converges to L there exists N1 ∈ N such that

|an − L| < /2M ∀ n ≥ N1 .

Similarly as bn converges to M there exists N2 ∈ N such that

|bn − M | < /2M1 ∀ n ≥ N2 .

Let N = max{N1 , N2 }. Then

|an bn − LM | = |an bn − an M + an M − LM | ≤ |an (bn − M )| + |M (an − L)|

= |an ||bn − M | + M |an − L| < /2 + /2 = 

(iv) In order to prove this, it is enough to prove that if limn→∞ an = L, L 6= 0, then

limn→∞ 1/an = 1/L. Without loss of generality, let us assume that L > 0. Let  > 0
be given. As {an } forms a convergent sequence, it is bounded. Choose N1 ∈ N such that
an > L/2 for all n ≥ N1 . Also, as an converges to L, there exists N2 ∈ N such that
|an − L| < L2 /2 for all n ≥ N2 . Let N = max{N1 , N2 }. Then

1 1 |an − L| 2 L2 
n ≥ N =⇒ − = < 2 = . ///
an L |an L| L 2

Examples 1.1.2.
 ∞
5 5 1 1 1 1
(i) Consider the sequence . Then lim = lim 5 · · = 5 · lim · lim =
n2 1
n→∞ n 2 n→∞ n n n→∞ n n→∞ n
5 · 0 · 0 = 0.
∞
3n2 − 6n 3n2 − 6n

3 − 6/n
(ii) Consider the sequence . Notice that = → 3/5. Thus
5n2 + 4 1
2
5n + 4 5 + 4/n

3n2 − 6n 3 − 6/n 3 − lim n6

lim = lim = 4 = 3/5.
n→∞ 5n2 + 4 n→∞ 5 + 4/n 5 + limn→∞ n