Limit of a Sequence

Advanced Level Pure Mathematics

Advanced Level Pure Mathematics

Calculus I

Chapter 2 Limit of a Sequence

2.1 Introduction 2

2.2 Sequences 2

2.3 Convergent Sequences 6

2.4 Divergent Sequences and Oscillating Sequences 7

2.5 Operations on Limits of Sequences 8

2.6 Sandwich Theorem for Sequences 13

2.7 Monotonic Sequences 17

2.8 The Number e 23

2.9 Some Worked Examples 24

Prepared by. K. F. Ngai

Page 1
Limit of a Sequence
Advanced Level Pure Mathematics

2.1 INTRODUCTION

Some examples of sequences:

1 1 1 1
1. 1, , , ,  , r1 , 
2 4 8 2

2. 1, 1, 1, 1,  , (1)r+1 , 

3. cos x , cos2x , cos3x ,  , cos rx , 

2.2 SEQUENCES

Definition 2.1 A sequence {xn} is a function on the set of real numbers, and is usually written as

x1 , x2 , x3 ,  , xn , .

1. The term xn is called the general term of the sequence.

Example {1, 2, 4, 8, ...} is a sequence of positive integers with general term xn  2 n1 .

2. If the sequence has infinite number of terms, it is called an infinite sequence.

3. If the sequence has finite number of terms, it is called a finite sequence.

4. Sn = x1 + x2 + x3 +  + xn +  is said to form a series.

n
5. Sn =  x r = x1 + x2 + x3 +  + xn is a finite series.
r 1


6. Sn =  x r = x1 + x2 + x3 +  + xn +  is an infinite series.
r 1

n
How to find the series sum , S n   x r ? By using
r 1

(M1) Mathematical induction.

(M2) Method of difference where x r  f (r  1)  f (r ) such that

n n
S n   x r   [ f (r  1)  f (r )]  f (n  1)  f (1)
r 1 r 1

(M3) Partial fractions and method of difference.

Prepared by. K. F. Ngai

Page 2
Limit of a Sequence
Advanced Level Pure Mathematics
(M4) Standard formulae:

(i) A.P. : a , a+d , a+2d ,  , a+( n1)d ,  .

Sn = 1 [2a  (n  1)d ] .
2

(ii) G.P. : a , a r , a r2 ,  , a rn1 ,  .

Sn = a (1  r ) ;
n
a
S = where | r| < 1 .
1 r 1 r
n
1
(iii) 1 + 2 + 3 +  + n = r =
r 1 2
n(n  1)

n
12 + 22 + 32 +  + n2 = r 2
= 1 n(n  1)(2n  1)
r 1 6
n
13 + 23 + 33 +  + n3 = r 3
= 1 n 2 (n  1) 2
r 1 4

Example 1 If xn denotes the n th term of the series which begins

12 22 32
   ...
1 1(1  2  2 2 ) 1(1  2  2 2 )(1  2  32 )

x
Prove that the sum of the series to n terms is 1 (3  n2 ).
2 n

Example 2 Show that (sin2 +sin4 +  +sin2n ) sin = sin n sin (n+1) .

Prepared by. K. F. Ngai

Page 3
Limit of a Sequence
Advanced Level Pure Mathematics
n
1
Example 3 (a) Find  r (r  1) .
r 1

(b) If ur = r(r+1)(r+2) for positive integer r , show that 3r(r+1) = ur  ur1 .

n
Hence, or otherwise, find  r (r  1) .
r 1

(M5) Arithmetic-Geometric Series (A.G.P.)

Sequence : a , (a+d)R , (a+2d)R2 ,  , [a+( n1)d)Rn1 ,  .

n 1
Sn = a  [a  (n  1)d ]R  dRa(1  R2 ) .
n

1 R (1  R)

In particular, 1 , 2x , 3x2 ,  , nxn1 ,  .

n
1  (n  1) x n  nx n 1
Sn =  rx r 1  .
r 1 (1  x) 2

(M6) Harmonic Series

Hn = 1  1  1  1  ...
2 3 4

There is no simple formula for the sum of the first n terms.

(M7) Difference equation / Recurrence relation

Recurrent sequence :

(1) a n+1 = Aan for n = 1 , 2 , 3 , ... .

(2) an+2 = Aan+1 + Ban for n = 1 , 2 , 3 , ... .

where the coefficients A and B are constants.

For case (1) , we have

an+1 = Aan = A(Aan1) = A2 an1 = A3 an2 == Ar a1

If a1 = Aa , then an+1 = An+1 a.

For case (2) , we have

an+2  Aan+1  Ban = 0 .

Let  ,  be the roots of the auxiliary equation t 2  At  B = 0 .

(i) If    , then an = c1n + c2n.

(ii) If  =  , then an = (nc1 + c2 )n.

Prepared by. K. F. Ngai

Page 4
Limit of a Sequence
Advanced Level Pure Mathematics
Example 4 A sequence of real numbers an is defined by

a0 = 0 , a1 = 1 and an+2 = an+1 + an for all n = 0, 1, ... .

1
Show that for all non-negative integers n , an = (n  n ), where  ,  are roots of the
5
equation x2 + x  1 = 0 with  > .

Soln. an+2 = an+1 + an  an+2 + an+1  an = 0

Consider the auxiliary equation t 2 + t  1 = 0 , we have t =  1  5 .

2

1 5 1 5
= and  =
2 2

1 5 n 1 5
Let an = c1 ( ) + c2 ( )n , where c1 , c2  R.
2 2

Since a0 = 0 , we have

0 = c1 + c2 .................(1)

Since a1 = 1 , we have

1 5 1 5
1 = c1 ( ) + c2 ( ) ...................(2)
2 2

1 1
On solving (1) and (2) , we obtain c1 = and c2 =  .
5 5

1 n n
Hence, an = (   ) , where  ,  are roots of the equation x2 + x  1 = 0
5
with  > .

Example 5 (a) The general term of a sequence ur satisfies ur  2kur1 + k2 u r2 = 0 for r  2

and if u1 = 2k , u2 = 3k2 , show that ur = (r+1)kr , r  1 .

(b) Find the general term for the Fibonacci sequence

x1 = x2 = 1 and xn+1 = xn + xn 1 .

Prepared by. K. F. Ngai

Page 5
Limit of a Sequence
Advanced Level Pure Mathematics

2.3 CONVERGENT SEQUENCES

Definition 2.2 A CONVERGENT SEQUENCE {xn} is a sequence whose terms will approach a
finite value a as n tends to infinite.

We say that xn  a as n  .

Symbolically, lim x n  a , which is called the limit of the convergent sequence.

n

1 n
Example If xn = ( ) , the sequence {xn} is convergent to 0 .
2
1

Example The sequence { a n } is convergent to 1.

sin r
Example The sequence { } is also convergent to 0.
r

Definition 2.3 A sequence {xn} is said to converge to a if and only if for any  > 0 , there exists a
positive integer N such that when n  N , we have |xn  a| <  .

a is called the limit value of {xn} and we write lim x n  a .

n 

Definition 2.4 A sequence {xn} not convergent is called DIVERGENT.

Theorem 2.1 The limit value of a convergent sequence is UNIQUE.

i.e. if xn  a and xn  b as n  , then a = b.

Theorem 2.2 All convergent sequences are BOUNDED. i.e. | xn |  M for all n  N .

Important Facts:

(1) If lim xn  a , then lim | xn || a | .

n  n 

(2) If lim xn  a , then lim xn  p  a for p = 1, 2, 3, ...

n  n 

(3) {xn } converges to a iff every subsequences of {xn} converges to a.

i.e. odd sequence x1 , x3 , x5 ,  and even sequence x2 , x4 , x6 , 

both converges to a.

(4) lim x n  0 if | x | < 1.

n 

Prepared by. K. F. Ngai

Page 6
Limit of a Sequence
Advanced Level Pure Mathematics
1
(5) lim  0.
n  n
1
(6) lim x n  1 where x  0 .
n 

lim 1  1n   e .
n
(7)
n 

 0 if   0
1 
(8) lim    1 if   0
n  n
 if   0


2.4 DIVERGENT SEQUENCES AND OSCILLATING SEQUENCES

Definition2.5 A sequence {xn} is said to diverge to positive infinity if for any positive real number
M, there exists a positive integer N such that when n > N, xn > M.
We write lim x n   .
n 

A sequence {xn} is said to diverge to negative infinity if for any positive real
number M , there exists a positive integer N such that when n > N , xn < M.

We write lim x n   .
n 

Theorem 2.3 Let {xn} be a sequence with xn  0 .

1
Then lim xn   if and only if lim  0.
n n  x
n

1
N.B. lim n    lim 0
n  n  n

Definition 2.6 Oscillating sequences are neither convergent nor diverging to infinity.

Example {1, 1, 1, 1, 1, 1, ...} is an oscillating sequence.

Example {0 , 4 , 0 , 8 , ... , n[1+(1)n ] , ...} is a infinitely oscillating sequence.

Example (1) xn = sin n

(2) xn = n cos n

(3) xn = n (1)n

1
(4) xn = (1)n
n

Prepared by. K. F. Ngai

Page 7
Limit of a Sequence
Advanced Level Pure Mathematics

2.5 OPERATIONS ON LIMITS OF SEQUENCES

Theorem 2.4 Let {xn} and {yn} be two convergent sequences.

(a) lim ( xn  yn )  lim xn  lim yn .

n  n  n

(b) lim ( xn yn )  lim xn  lim yn .

n n  n 

 x  lim xn
(c) lim  n   n   , where lim yn  0 .
n  y n
 n  nlim
yn

(d) lim (kxn )  k lim xn , where k is a constant.

n  n

(e) For any positive integer m,

lim ( xn )  ( lim xn ) m ,
m
(i)
n  n 

1 1
(ii) lim ( xn m )  ( lim xn ) m ,
n n

(iii) lim xn  m  lim xn .

n  n

n2  n  2
(b) lim 
2 4n 
Example 6 Find (a) lim .
n   2n 2  2 n  4 4n  1 

n  n

Example 7 Find. lim ( n  1  n )

n 

*N.B. We cannot use these rules of operations if {xn} or {yn} is NOT convergent.

Prepared by. K. F. Ngai

Page 8
Limit of a Sequence
Advanced Level Pure Mathematics

Example lim  n    lim n  lim

1 1
(∵ lim n   , i.e. {n} diverges )
n 
 n  n  n  n n 

Find lim  2  2    2  .
1 2 n
Example 8

n  n n n 
Wrong proof :
k
Since lim = 0 for k  n.
n  n 2

 1 2 n
So lim  2  2    2  = 0 + 0 +  = 0

n  n n n 
It is invalid since the sum of an infinite number of terms, each term tends to
zero, may not be zero.

Show that the limit value lim    +   (1)n 1  does not exist.
1 2 3 4 n
Example 9

n  n n n n n

Soln. When n is even, let n = 2k , where k is an integer. Then

1 2 3 4 n
   +   ( 1) n 1
n n n n n
1 2 3 4 2k  1 2k
=    +   
2k 2k 2k 2k 2k 2k
1
= [(1  2)  (3  4)    (2k  1  2k )]
2k
1 1
= ( k ) = 
2k 2

1 2 3 4 n 1
 lim     +   (1) n 1  = 

n  n n n n n 2

Prepared by. K. F. Ngai

Page 9
Limit of a Sequence
Advanced Level Pure Mathematics
Theorem 2.5 Let {xn} and {yn} be two sequences.

(a) If lim x n  0 and | yn|  M for all n , then lim x n y n  0 .

n  n 

(b) If lim x n   and | yn|  M for all n , then lim ( x n  y n )   .

n  n

(c) If lim x n   and yn  0 for all n > N and yn does not converge to 0 , then
n 

lim x n y n  
n 

sin n
Example 10 Evaluate lim .
n  n

1 sin n
Soln. Since |sinn|  1 for all n and lim = 0 ,  lim = 0.
n  n n   n

(1)n
Example 11 Evaluate (a) lim (b) lim (n  cos n) (c) lim n sin n
n n n n 

N.B. For Theorem 2.5 , lim yn does not necessarily exist.

n 

  1 1 1 
Example 12 Evaluate lim n  ( 1) n     .
n 
  1 3 3  5 (2n  1)(2n  1) 

Prepared by. K. F. Ngai

Page 10
Limit of a Sequence
Advanced Level Pure Mathematics

Example A sequence xn  is defined by

x1  1 , x2  2 and 2 xn  2  xn 1  xn  0 ( n  1,2,3,… )

Show that for all positive integers n ,

n2
 1
xn  1    
 2

Hence evaluate lim xn .

n 

Solution

Prepared by. K. F. Ngai

Page 11
Limit of a Sequence
Advanced Level Pure Mathematics

Example A sequence xn  is defined by

1
x1  1 and xn 1  xn  ( n  1,2,3,… )
3n

Find lim x2 n .
n 

Solution

Prepared by. K. F. Ngai

Page 12
Limit of a Sequence
Advanced Level Pure Mathematics

2.6 SANDWICH THEOREM FOR SEQUENCES

Theorem If xn  yn , then lim xn  lim yn .

n  n 

Theorem 2.6 SANDWICH THEOREM FOR SEQUENCES

Let {xn} , {yn} and {zn} be three sequences such that

xn  yn  zn

and lim xn  lim z n  a

n  n

Then lim yn  a .
n 

sin n
Example13 Prove that lim  0.
n  n

Soln. Since 1  sin n  1

 1 sin n 1
So   for n  1
n n n
1 1
Since lim  lim  0
n n n   n
sin n
Hence, by SANDWICH THEOREM for sequence, lim  0.
n  n

1 1 1 
Example 14 Find lim  2   .
n 
n (n  1) 2
(2n) 2 

1 1 1
since   for all k = 0 , 1, 2, . . ., n
( 2n ) 2 (n  k ) 2 n 2

Prepared by. K. F. Ngai

Page 13
Limit of a Sequence
Advanced Level Pure Mathematics
N.B. It is wrong to say

1 1 1 
lim  2   
n 
n (n  1) 2
(2n) 2 

1 1 1
= lim  lim    lim
n  n 2 n   ( n  1) 2 n   (2n ) 2

= 0 + 0 + ... (totally infinitely many 0)

= 0

because 0   is an indeterminate form.

0 
Other indeterminate forms : , ,  0 , 1 ,   , etc.
0 

 1 1 1 
Example 15 Evaluate lim 
   .

n 
 n 1 n2  2 n2  n 
2

2  (1) n
Example 16 Evaluate lim n .
n  2n

Prepared by. K. F. Ngai

Page 14
Limit of a Sequence
Advanced Level Pure Mathematics
n
Example 17 Let a be a real number greater than 1. Prove that lim  0.
n an

Since a > 1, let a = 1+h where h is a positive real number.

Then an = (1+h)n =

Example 18 Let A be a positive real number and {an} be a sequence of real numbers such that a1  A

1 A2 
and an+1 =  an   for n  1.
2 an 

(a) Show that an  A for all positive integers n.

1
Hence, show that an  A  (an1  A ).
2
(b) Find lim an by using sandwich theroem .
n

Prepared by. K. F. Ngai

Page 15
Limit of a Sequence
Advanced Level Pure Mathematics

Theorem 2.7 (a) If lim xn   and there exists a positive integer N such that xn  yn as n > N ,
n 

then lim y n   .
n 

(b) If lim xn   and there exists a positive integer N such that xn  yn as n > N , then
n 

lim yn   .
n 

Find lim 
1 1 1 
Example 19   . [compare with Example14 and 15]
n 
 n 1 n2 2n 

1 1 1 1 1 1
Since         
n 1 n2 2n nn nn 2n

 0 if | a | 1
Example 20 Prove that lim a n   . What happens when |a| = 1?
n 
  if | a | 1

Case 1 : Let a > 1,

Prepared by. K. F. Ngai

Page 16
Limit of a Sequence
Advanced Level Pure Mathematics

2.7 MONOTONIC SEQUENCES

Definition 2.7 (1) A sequence {xn} is said to be monotonic increasing if and only if xn  xn+1
for n = 1, 2, 3, ... .

(2) A sequence {xn} is said to be monotonic decreasing if and only if xn  xn+1 for n
= 1, 2, 3, ... .

(3) A sequence {xn} is said to be monotonic if and only if it is either increasing or

decreasing.

(4) A sequence {xn} is said to be strictly increasing or strictly decreasing if

and only if xn < xn+1 or xn > xn+1 for all n.

1
Example 21 Show that the sequence { } is strictly decreasing.
n
1 1
Soln. Since > for all n  N
n n 1
1
So the sequence { } is strictly decreasing.
n

n
1
Example 22 Let a sequence {xn} be defined by xn =  r . Show that the sequence is
r 1

monotonic increasing.

Definition 2.8 (a) A sequence {xn} is said to be BOUNDED ABOVE if and only if

there exists a constant M such that xn  M for n = 1, 2, 3, ... .

(b) A sequence {xn} is said to be BOUNDED BELOW if and only if

there exists a constant M such that xn  M for n = 1, 2, 3, ... .

Prepared by. K. F. Ngai

Page 17
Limit of a Sequence
Advanced Level Pure Mathematics
Theorem 2.8 (a) If a monotonic increasing sequence is bounded above, then
the sequence is convergent and limit of {xn} exists.

(b) If a monotonic decreasing sequence is bounded below, then

the sequence is convergent and limit of {xn} exists.

decreasing and bounded below increasing and bounded above

n
1
Example 23 Let the sequence {xn} be defined by xn =  for n  1 .
r 1
r
3  1

(a) Show that {xn} is an increasing sequence and bounded above.

(b) Hence, show that {xn} is convergent.

N.B. (1) {xn} converges and xn < L , then lim xn  L.

n 

(2) {xn} converges and xn > L , then lim xn  L.

n 

Prepared by. K. F. Ngai

Page 18
Limit of a Sequence
Advanced Level Pure Mathematics
Example 24 Let a and b be two positive real numbers. A sequence {xn} is defined by

ab 2  x n
2

x n 1  for n  1. It is given that 0 < x1 < b.

a 1

(a) Show that xn  b for all positive integer n.

(b) Show that {xn} is monotonic increasing. Hence, show that {xn} is convergent.

(c) Find lim xn .

n 

Prepared by. K. F. Ngai

Page 19
Limit of a Sequence
Advanced Level Pure Mathematics
Example 25 Let a and b be two real numbers such that a > b > 0 . Two sequences {an} and {bn} are
defined by

a n 1  bn 1 ab
an  , bn  a n 1bn 1 for n > 1 and a1  , b1  ab .
2 2
(a) Prove that {an} is monotonic decreasing. Hence deduce that {bn} is monotonic
increasing.

(b) Prove that {an} and {bn} converge to the same limit.

Prepared by. K. F. Ngai

Page 20
Limit of a Sequence
Advanced Level Pure Mathematics
1
Example26 Let x1 > x2 > 0 and x n 1  ( x n  x n 1 ) .
2

(a) Show that {x2n1} is a decreasing sequence and {x2n} is an increasing sequence .

(b) Show that x2n1 > x2m for all positive integers n and m .

(c) Hence, show that {x2n1} and {x2n} have a common limit and find it .

Prepared by. K. F. Ngai

Page 21
Limit of a Sequence
Advanced Level Pure Mathematics
Example 27 Given two positive numbers a and b where a > b and {an}, {bn} are two sequences defined
by
ab ab a  bn 1 2a n 1bn 1
a1  , b1  and a n  n 1 , bn  for all n  2,
2 ab 2 a n 1  bn 1

(a) Show that bn  bn+1  an+1  an .

(b) Show that {an} and {bn} have the same limit. Find this common limit.

Prepared by. K. F. Ngai

Page 22
Limit of a Sequence
Advanced Level Pure Mathematics

2.8 THE NUMBER e

Consider the sequence of numbers defined by:

1
(1  ) n , n  1, 2, 3, ……
n
The following table give the value of the sequence corresponding to different values of n.

n 1 2 3 10 100 1000 10000 100000 1000000

1
(1  ) n
n 2 2.25 2.3704 2.5937 2.7048 2.71692 2.71875 2.71827 2.718281
1
As the value of n increases without bounds, the value of (1  ) n increases steadily, but it seems to
n
increase slower and slower. We can see that it would stop somewhere around 2.7182….
This number plays an important role in advanced mathematics and is denoted by e.

n
Definition e = lim 1  1  , where n takes positive integral values.
n
 n

1 1 1
Or lim ( 1    )  e
n  1! 2! n!

N.B. e is an important irrational number in calculus.

Theorem 2.9 2e3.

n
Find lim 1   .
1
Example 28
n 
 3n 

1 1

 1 
n
 1  3
3n
  1  3
3n 1
Soln. lim 1   = lim 1    = 3 n   
lim 1    = e 3
n 
 3n  n    3n     3n  

Example 29 Express the following limits in terms of e.

n n n
 1   2 (c) lim 
n 
(a) lim 1   (b) lim 1   
n 
 n 1 n 
 n n  n  1
 

n
 3 2
(d) lim 1   2 
n
 n n 

Prepared by. K. F. Ngai

Page 23
Limit of a Sequence
Advanced Level Pure Mathematics
1 1 1 1
Example 30 Prove that e - ( 1    ) 
1! 2! n! n!n

2.9 SOME WORKED EXAMPLES

3 2n 2n  1
Example 31 Let a1 = 2 , b1 = and an = an1 , bn = bn1 for n  2 .
2 2n  1 2n
(a) Prove that an > bn and an bn = 2n + 1 for n  1 .

(b) Using (a), or otherwise, show that an2 > 2n + 1 for n  1 .

1
Hence find lim . [HKAL98] (7 marks)
n a
n

Example 32 (a) Let x > 1 and define a sequence {an} by

a n 1  1
2

a1 = x and an = for n  2 .
2 a n 1

(i) Show that an > 1 and an > an+1 for all n .

(ii) Show that lim an = 1 . (8 marks)

n 

(b) Let f : [1,]  R be a continuous function satisfying

 x2  1 
f(x) = f   for all x  1 .
 2 x 

Using (a), show that f(x) = f(1) for all x  1.

[HKAL96] (7 marks)

Prepared by. K. F. Ngai

Page 24
Limit of a Sequence
Advanced Level Pure Mathematics
Example 33 For any  > 0 , define a sequence of real numbers as follows :

a1 =  + 1 , an = an1 + for n > 1 .
a n 1

(a) Prove that

(i) an2  an12 + 2 for n  2 ;

(ii) an2  2 + 2n + 1 for n  1 . (2 marks)

(b) Using (a), show that for n  2 ,

n 1
2
an2  2 + 2n + 1 + 
k 1   2 k  1
2
. (3 marks)

(c) Prove that for k  1 ,

2 1

k
dx . (2 marks)
  2k  1
2 k 1   2 x  1
2

2
a
(d) Using the above results, show that lim n exists and find the limit.
n  n

2
an
State with reasons whether lim exists. [HKAL95] (8 marks)
n  n

Example 34 By using the identity sin 2  2 sin  cos , prove that

x x x sin x
lim cos cos 2  cos n1 
n  2 2 2 x
3(1  x n )
Example 35 If x1  0 , x n 1  , show that x n 1  3  k x n  3 , where 0  k  1 .
3  xn

Hence, show that lim x n  3

n 

Prepared by. K. F. Ngai

Page 25