2 Sequences

2 Sequences
Definition 2.1. Let X be a non-empty set. A sequence in X is a function f : N → X
and is denoted by (xn ) where xn = f (n).
1
e.g. f (n) = n
is a sequence whose elements are 1, 12 , 13 , 14 , ....

Definition 2.2. A sequence (xn ) is said to be increasing(non decreasing) if xn ≤

xn+1 ∀ n i.e. x1 ≤ x2 ≤ x3 ... and is said to be decreasing(non increasing) if xn ≥
xn+1 ∀ n i.e. x1 ≥ x2 ≥ x3 ≥ ...

Definition 2.3. A sequence (xn ) is said to be monotone if (xn ) is either increasing

or decreasing.

Definition 2.4. A sequence (xn ) in R is said to be bounded if ∃ M ∈ R such that

|xn | ≤ M ∀ n ∈ N, otherwise it is called unbounded.
1
Example: xn = n
is bounded where as xn = n is unbounded.

Definition 2.5. A sequence (xn ) in R is said to be converge to x ∈ R if given

 > 0 ∃ n0 ∈ N such that |xn − x| <  ∀ n ≥ n0 .i.e. xn ∈ (x − , x + ) ∀ n ≥ n0
and is denoted by xn → x.

1
Example 2.6. Show that n
→ 0.

Proof. Let  > 0. We want to find n0 ∈ N such that ∀n ≥ n0 | n1 − 0| = 1

n
< .
1
By Archimedean property ∃ n0 ∈ N such that n0
< .
1 1
Let n ≥ n0 then n
≤ n0
<
1
⇒ n
<
1
∴ n
<  ∀ n ≥ n0
⇒ | n1 − 0| < 
1
⇒ n
→ 0.

1
Example 2.7. Show that xn = n+1
→0

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2 Sequences

1
Proof. Let  > 0. We want to find n0 ∈ N such that n ≥ n0 | n+1 − 0| < .
1
i.e. ∀ n ≥ n0 , n+1 <
1
By Archimedean property ∃ n0 ∈ N such that n0
< .
Let n ≥ n0
1 1 1
∴ n+1
≤ n
≤ n0
<
1
⇒ n+1
<
1
∴ n+1
<  ∀ n ≥ n0
1
⇒ | n+1 − 0| < 
1
⇒ n+1
→ 0.

Theorem 2.8. Every convergent sequence in R is bounded.

Proof. Suppose xn → x. Then for  = 1, ∃ k ∈ N such that |xn − x| < 1 ∀ n ≥ k

Now |xn | = |xn − x + x| ≤ |xn − x| + |x|
Therefore,|xn | ≤ 1 + |x| ∀ n ≥ k
Take M = max{|x1 |, |x2 |, ...|xk−1 |, 1 + |x|}
Then, |xi | ≤ M 1 ≤ i ≤ k − 1 and
|xn | < 1 + |x| ≤ M ∀ n ≥ k
⇒ |xn | ≤ M ∀ n
∴ (xn ) is bounded.

Remark 2.9. The converse of the above theorem is false. For example, consider the
sequence xn = (−1)n . As |xn | ≤ 1 for all n, xn is bounded.
Now suppose xn converges to some x ∈ R.
Then for  = 1, there exists k ∈ N such that |xn − x| < 1 for all n ≥ k.
In particular for n = 2k, we get |1 − x| < 1 ⇒ x ∈ (0, 2).
Similarly, for n = 2k +1, we get |−1−x| < 1 ⇒ x ∈ (−2, 0), which is a contradiction.
Hence xn is not convergent.

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2 Sequences

Theorem 2.10. A monotone bounded sequence of real numbers converges.

Proof. Let (xn ) ⊂ R be a bounded monotone sequence.

Firstly, we assume that (xn ) is increasing.
Let A = {xn | n ≥ 1}.
Since (xn ) is bounded, A is bounded and sup A exists, say x = sup A.
We will show that xn → x.
Let  > 0. Since x = sup A, x −  is not an upper bound for A.
∴ ∃ k ∈ N such that x −  < xk .
Let n ≥ k. Since (xn ) is increasing xn ≥ xk .
Implies, x −  < xk ≤ xn ≤ x ≤ x + 
⇒ |xn − x| < 
⇒ xn → x.
Now suppose (xn ) is decreasing
⇒ (−xn ) is increasing.
⇒ (−xn ) → sup(−A)
⇒ (−xn ) → − inf(A) (∵ sup(−A) = − inf A)
xn → inf(A)
Therefore in either case, xn converges.

Remark 2.11. If S ⊂ N is infinite then the elements of S can be listed as n1 < n2 <
n3 ... < nk ....

Proof. Since S is infinite, S is non empty, and so by Well Ordering Principle, S has
the least element say n1 .
Also S \ {n1 } is no empty, and again by Well Ordering Principle, S \ {n1 } has the
least element say n2 .
Then n1 < n2 (∵ n1 ≤ n2 and n1 = n2 ). By repeating this process infinitely many
times, we get that S = {n1 , n2 , · · · , }.

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2 Sequences

Definition 2.12 (Subsequence). Let x : N → X is a sequence in X then the map

x restricted to an infinite subset of N is called a subsequence of x i.e. if S < N is
infinite then x : S → X is a subsequence. But S can be listed as n1 < n2 < n3 < ....
∴ subsequence is denoted by (xnk ) where n1 < n2 < n3 < ...
e.g. If xn = x and S=Set of even numbers then xnk = (2, 4, 6, 8, ...) is a subsequence
of xn .

Remark 2.13. What is meant by subsequence (xnk ) converges?

Let yk = xnk then xnk → x if and only if yk → x.
If and only if for  > 0 ∃ p ∈ N such that |yk − x| <  ∀ k ≥ p
Therefore, xnk → x if and only if ∀ > 0, ∃ p ∈ N such that |xnk − x| <  ∀ k ≥ p.

Remark 2.14. Let (xnk ) be a subsequence of (xn ) then nk ≥ k ∀ k ∈ N.

Proof. Since (xnk ) is a subsequence of (xn ), we have n1 < n2 < n3 ... < nk ∈ N.
Clearly, n1 ≥ 1
As n1 < n2 ⇒ 1 ≤ n1 < n2
⇒ n2 ≥ 2
Suppose assume that nk ≥ k
Then nK+1 > nk ≥ k implies nk+1 ≥ k + 1.
Therefore by mathematical induction, nk ≥ k ∀ k ∈ N.

Theorem 2.15. Every sequence of real numbers has a monotone subsequence.

Proof. Let (xn ) be a sequence in R.

Consider S = {n ∈ N|xn > xm for m > n}
(Recall the example of Volcano discussed in the class for the description of the set S)
Then S may be finite or infinite.
Suppose S is finite. Then ∃ N ∈ S such that s ≤ N ∀ s ∈ S.
We can choose n1 ∈ N such that n1 > N and so n1 ∈
/ S.

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2 Sequences

⇒ ∃ n2 ∈ N with n2 > n1 such that xn1 ≤ xn2 .

Since n2 > n1 ⇒ n2 ∈
/S
So ∃ n3 ∈ N with n3 > n2 such that xn2 ≤ xn3 .
By repeating this process we get, n1 < n2 < n3 < ... such that xn1 ≤ xn2 ≤ xn3 < ...
∴ (xnk ) is a increasing subsequence of (xn ).
Suppose S is infinite. Since S = ∅, by well ordering principle S has the least element
say n1 ,
i.e. n1 ≤ n ∀ n ∈ S.
Applying well ordering principle to S \ {n1 } = ∅ there exists n2 ∈ N, which is least
element of S \ {n1 }
⇒ n2 > n1 and hence xn1 > xn2 .
Again as S \ {n1 , n2 } = ∅, it has the least element say n3 .
∴ n3 > n2 and so xn2 > xn3 .
By repeating this process we get,n1 < n2 < n3 ... such that xn1 > xn2 > xn3 ...
∴ (xnk ) is a decreasing subsequence of (xn ).
∴ In either case there exists a subsequence (xnk ) of xn which is monotone.

Theorem 2.16. Bolzano-Weierstrass Theorem

Every bounded sequence of real number has a convergent subsequence.

Proof. Step1: First we prove that every sequence in R has a monotone subsequence.
(Write the proof of theorem 2.16)
Step2: Next we show that that every monotone bounded sequence converges.
(Write the proof of theorem 2.11)
Let xn be a bounded sequence. Then by step1, there exists a monotone subsequence
xnk .
Since xn is bounded, xnk is also bounded.
Then by step2, xnk converges and hence the result.

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2 Sequences

Lemma 2.17. If xn → x and (xnk ) is a subsequence of (xn ), then xnk → x.

Proof. Let  > 0. Since xn → x, ∃ p ∈ N such that |xn − x| <  ∀ n ≥ p.

Let k ≥ p then nk ≥ k ≥ p.
Implies, |xnk − x| <  as nk ≥ p
Therefore,|xnk − x| <  ∀ k ≥ p
⇒ xnk → x

Definition 2.18. Cauchy Sequence

Let (xn ) be a sequence in R, then (xn ) is said to be Cauchy if given
 > 0 ∃ p ∈ N such that |xn − xm | <  ∀ n, m ≥ p.

Theorem 2.19. Every Cauchy sequence is bounded.

Proof. Let (xn ) be a Cauchy sequence.

Then for  = 1, there exists p ∈ N such that |xn − xm | < 1 ∀ n, m ≥ p.
In particular, |xn − xp | < 1 ∀ n ≥ p
Now |xn | = |xn − xp + xp | ≤ |xn − xp | + |xp |
⇒ |xn | < |1 + |xp | ∀ n ≥ p.
Take M = max{|x1 |, |x2 |, ...|xp−1 |, 1 + |xp |}.
Then |xn | ≤ M ∀ n ∈ N
∴ (xn ) is bounded.

Next we prove the important property of Cauchy sequence that if a subsequence

of a cauchy sequence converges, then the sequence also converges.

Theorem 2.20. If (xn ) is Cauchy and xnk → x then xn → x.

Proof. Let  > 0. Since (xn ) is Cauchy ∃ p1 ∈ N such that |xn − xm | < 2 ∀ n, m ≥ p1 .
Also xnk → x so ∃ p2 ∈ N such that |xnk − x| < 2 ∀ k ≥ p2
Take p = max{p1 , p2 } and let n ≥ p. Then

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2 Sequences

|xn − x| = |xn − xnp + xnp − x| ≤ |xn − xnp | + |xnp − x|


Since n ≥ p ≥ p1 and np ≥ p ≥ p1 , we get |xn − xnp | < 2

Similarly as np ≥ p ≥ p2 , we get |xnp − x| < 2
 
∴ |xn − x| < 2
+ 2
=
⇒ xn → x.

Theorem 2.21. If (xn ) converges then it is Cauchy.

Proof. Let xn → x and  > 0.

Then ∃ p ∈ N such that |xn − x| < 2 ∀ n ≥ p.
Let n, m ≥ p. Then
 
|xn − xm | = |xn − x + x − xm | ≤ |xn − x| + |xm − x| < 2
+ 2
=
∴ (xn ) is Cauchy.

Theorem 2.22. Completeness of R

Every Cauchy sequence in R converges in R.

Proof. Let (xn ) be a Cauchy sequence. Then it is bounded.

By Bolzano-Weierstrass theorem, there exists a subsequence xnk such that xnk → x.
Since (xn ) is Cauchy and xnk → x then xn → x.
(Write the proof of theorem 2.20).

Theorem 2.23. Nested Interval Theorem

If (In ) is a sequence of closed bounded non empty intervals in R with
I1 ⊃ I2 ⊃ I3 ⊃ ... then ∩∞ ∞
n=1 In = φ. If length (In ) → 0 then ∩n=1 In contains precisely

one element.

Proof. As each In is closed and bounded interval, we denote it by In = [an , bn ].

Since In ⊃ In+1 , we get an ≤ an+1 ≤ bn+1 ≤ bn
Therefore, (an ) is increasing and (bn ) is decreasing.

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2 Sequences

Now (an ) is bounded above as an ≤ bn ≤ b1 , ∀ n. ∴ an converges to a = sup an .

Similarly, bn converges to b = inf bn .
Now we show that each bk is an upper bound for the sequence (an ).
Let k ∈ N.
If k < n, then an ≤ bn ≤ bk .
If k > n, then an ≤ ak ≤ bk . Therefore, an ≤ bk for all n ∈ N and hence bk is an
upper bound.
Since a = sup an , we get that a ≤ bk for all k.
Implies a is a lower bound for (bn ).
As b = inf bn , we get that a ≤ b.
We now show that ∩∞
n=1 In − [a, b].

Let x ∈ ∩∞
n=1 In

⇒ x ∈ In ∀ n
∴ an ≤ x ≤ bn ∀ n
⇒ limn an ≤ x ≤ limn bn
⇒a≤x≤b
⇒ x ∈ [a, b]
⇒ ∩∞
n=1 In ⊂ [a, b].

Let x ∈ [a, b] ⇒ a ≤ x ≤ b
⇒ an ≤ a ≤ x ≤ b ≤ bn ∀ n
⇒ an ≤ x ≤ bn ∀ n
⇒ x ∈ In ∀ n
⇒ x ∈ ∩∞
n=1 In

∴ [a, b] ⊂ ∩∞
n=1 In

∴ ∩∞
n=1 In = [a, b] = φ.

Suppose l(In ) → 0 i.e. bn − an → 0

On other hand bn − an → b − a

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3 lim sup And lim inf of an

∴b−a=0
⇒ a = b.
∴ ∩∞
n=1 In = {a}.

3 lim sup And lim inf of an

Consider a bounded sequence (an ). Let tn = inf{xn , xn+1 , ...} = inf k≥n xk
and Tn = sup{xn , xn+1 , ...} = supk≥n xk
Since tn ≤ xk ∀ k ≥ n
⇒ tn ≤ xk ∀ k ≥ n + 1
⇒ tn is a lower bound of {xn+1 , xn+2 , ...}. Since tn+1 is the glb of {xn+1 , xn+2 , ...}
⇒ tn ≤ tn+1 ∀ n
⇒ (tn ) is an increasing sequence.
Similarly, (Tn ) is a decreasing sequence. Since xn is bounded. (tn ) and (Tn ) are
bounded.
∴ lim tn = sup tn and lim Tn = inf Tn .
Define limn→∞ inf an = sup tn = supn≥1 inf k≥n ak and
lim sup an = inf Tn = inf n≥1 supk≥n ak
If (an ) is not bounded above then define lim sup an = +∞.
And if (an ) is not bounded below.
lim inf an = −∞.

Example 3.1. 1. an = (−1)n

⇒ Here tn = inf{(−1)n , (−1)n+1 , (−1)n+2 , ...}
tn = −1 ∀ n
∴ sup tn = −1
lim inf an = −1

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3 lim sup And lim inf of an

and Tn = sup{(−1)n , (−1)n+1 , ...} = 1, ∀ n

⇒ inf Tn = 1
lim sup an = 1.
1 
2. an = , 2 , 1 , 4 , 1 , 6 , ..., n1 , n+1
2 3 4 5 6 7
n
, ...
t1 = inf{ 12 , 32 , 14 , ..., n1 , n+1
n
}=0
t2 = inf{ 23 , 41 , ..., n1 , n+1
n
}=0
tn = 0
lim inf an = sup tn = 0
Tn = 1, ∀ n
⇒ inf Tn = 1
∴ lim sup an = 1.

Theorem 3.2. If (an ) converges then

limn→ inf an = limn→ sup an = limn→ an .

Proof. Let limn→∞ an = a

α = lim inf an , β = lim sup an .
We have to show that α = β = a,
Let  > 0 since an → a, ∃ k ∈ N such that
|an − a| <  ∀ n ≥ k
a −  < an < a +  ∀ n ≥ k.
Since a −  < an ∀ n ≥ k
⇒ a −  is a lower bound of {an |n ≥ k}.
⇒ a −  < tk
⇒ a −  < tn ∀ n ≥ k
and α = sup tn ⇒ tn ≤ α
∴ a −  < tn ≤ α
⇒ a −  < α.

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3 lim sup And lim inf of an

Also an < a +  ∀ n ≥ k
∴ a + α is an upper bound of {ak , ak+1 , ...}
⇒ Tk ≤ a + 
⇒ Tn ≤ Tk ≤ a +  ∀ n ≥ k
Since β = inf Tn
⇒ β ≤ Tn ∀n
∴ β ≤ Tk ≤ a + 
⇒β ≤a+
∴a−<α≤β ≤a+
|α − β| < 2
Since  > 0 is arbitrary α − β = 0 ⇒ α = β.
Since α, β ∈ (a − , a + )
⇒ |a − α| < 2 and |a + β| < 2
⇒ a = α and a = β
∴α=β=a
∴ lim inf an = lim sup an = lim an

Theorem 3.3. If (an ) is bounded and lim inf an = lim sup an then
an converges and lim an = lim inf an = lim sup an .

Proof. Let a = lim inf an = lim sup an . Since (an ) is bounded a ∈ R.

Let  > 0 since a = sup tn . a −  is not an upper bound of (tn ) ∃ k1 ∈ N such that
a −  < t k1
⇒ a −  < tk1 ≤ an ∀ n ≥ k1
a −  < an ∀ n ≥ k
Also a = lim sup an = inf = Tn
⇒ a +  is not a lower bound of (Tn ) ∃ k2 ∈ N such that Tk2 < a + 
⇒ an ≤ Tk2 < a +  ∀ n ≥ k2

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3 lim sup And lim inf of an

∴ an < a +  ∀ n ≥ k2
Take k = max{k1 , k2 } then
a −  < an < a +  ∀ n ≥ k
⇒ |an − a| <  ∀ n ≥ k
an → a
∴ lim an = a = lim inf an = lim sup an .

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