1

INTEGRAL
CALCULUS
Convergence of a Sequence, Monotone
sequences
 Definition: A function f: {1, 2, 3, . . .} → R is called a sequence
of real numbers. We write f(n) = xn, then the sequence is
denoted by x1, x2, . . ., or simply by (xn). We call on the nth
A sequence is a set with an term of the sequence or the value of the sequence at n.
order in the sense that there is a
first element, a second element, Before giving the formal definition of convergence of a
and so on. In other words, for sequence, let us look at the behavior of the sequences in the
each positive integer 1,2,3, . . . , above examples. The elements of the lines ( 1 n ), (1−1/n),
and (1 + 1/10n ) seem to “approach” a single point as n
we associate an element in this increases. In these sequences, the values either increase or
set. In the sequel, we will decrease as n increases, but they “eventually approach” a
consider only sequences of real single point. Though the elements of the series ((−1)n/n)
oscillate, they “eventually approach” the single point 0. The
numbers. common feature of these sequences is that the terms of
each sequence “accumulate” at only one point. On the other
hand, values of the line (n) become larger and larger and do
not accumulate anywhere. The elements of the series
((−1)n ) oscillate between two different points −1 and 1; i.e.,
the elements of the sequence come close to −1 and 1
“frequently” as n increases.
Convergence of a Sequence
Remark: The convergence of each sequence given in the
above examples is verified directly from the definition.
Proving the convergence directly from the definition takes a
Let us distinguish sequences whose elements approach a single point lot of work. We will see some methods to find limits of
as n increases (in this case, we say that they converge) from those specific sequences and some sufficient conditions for the
sequences whose elements do not. Geometrically, it is clear that if the convergence of a sequence.
elements of the sequence (xn) eventually come inside every -
neighborhood (x0 −, x0 + ) of x0 then (xn) approaches x0. Let us now Limit Theorems Theorem 2.1:
state the formal definition of convergence. Suppose xn → x and yn → y.
Then 1. xn + yn → x + y
2.xnyn → xy
Definition: We say that a sequence (xn) converges if there exists x0 ∈ IR 3. xn yn → x y if y 6= 0 and yn 6= 0 for all n.
such that for every > 0, there exists a positive integer N (depending on )
such that xn ∈ (x0 −, x0 + ) (or |xn − x0| < ) for all n ≥ N. 2 It can be Theorem 2.2 : (Sandwich Theorem) Suppose that (xn),
easily verified that if such a number x0 exists, then it is unique. In this (yn) and (zn) are sequences such that xn ≤ yn ≤ zn for
case, we say that the sequence (xn) converges to x0 and we call x0 the all n and that xn → x0 and zn → x0.
limit of the sequence (xn). If x0 is the limit of (xn), we write limn→∞ xn = Then yn → x0. Proof: Let > 0 be given. Since xn →
x0 or xn → x0. x0 and zn → x0, there exist N1 and N2 such that xn ∈
(x0 − , x0 + ) for all n ≥ N1 and zn ∈ (x0 − , x0 + ) for
all n ≥ N2. Choose N = max{N1, N2}. Then, since xn
Example are ;
≤ yn ≤ zn, we have yn ∈ (x0 − , x0 + ) for all n ≥ N.
This proves that yn → x0.
 Theorem 2.4: Every convergent sequence is a bounded sequence,
Theorem 2.3: Let (xn) be a sequence of real that is the set {xn: n ∈ N} is bounded.
numbers such that xn > 0 for all n and
limn→∞ xn+1 xn = λ.
Then Proof: Suppose a sequence (xn) converges to x. Then, for = 1,
1. if λ < 1 then limn→∞ xn = 0, there exists N such that
2. if λ > 1 then limn→∞ xn = ∞.
Proof: 1. Since λ < 1, we can find an r such
that λ < r < 1. As limn→∞ xn+1 xn = λ, |xn − x| ≤ 1 for all n ≥ N.
there exists n0 such that xn+1 xn < r for all
n ≥ n0. Hence,
0 < xn+n0 < rxn+n0−1 < r2xn+n0−2 < · · · This implies |xn| ≤ |x| + 1 for all n ≥ N. If we let M = max{|x1|, |
< rnxn0 . x2|, . . . , |xN−1|},
Note that limn→∞ r n = 0 as 0 < r < 1. So by
the sandwich theorem, xn → 0.
then |xn| ≤ M + |x| + 1 for all n. Hence (xn) is a bounded
2. Since λ > 1, we can find r ∈ R, such that
1 < r < λ. Arguing along the same lines as in sequence.
1., we get n0 ∈ N, such that xn+1 > rxn for
all n ≥ n0. Similarly, xn+n0 > rnxn0. Since r Remark: The condition given in the previous result is necessary
> 1, limn→∞ r n = ∞ and therefore limn→∞ but insufficient. For example, the sequence ((−1)n ) is a bounded
xn = ∞. sequence, but it does not converge. One naturally asks the
following question:

Question: Boundedness + (??) ⇒ Convergence. We now find a

condition on a bounded sequence that ensures the convergence
of the sequence.
 5

Monotone sequences

Definition: A sequence (xn) increases if xn ≤ xn+1 for all n and

strictly increases if xn < xn+1 for all n. Similarly, we define
decreasing and strictly decreasing sequences. Sequences that are
either increasing or decreasing are called monotones. The following
result is an application of the least upper bound property of the
actual number system.
 6

Theorem 2.5: Suppose (xn) is a bounded and increasing sequence.

Then the least upper bound of the set {xn : n ∈ N} is the limit of (xn).

Proof: Suppose sup n xn = M. Then for given > 0, there exists n0 such that M − ≤ xn0 . Since (xn) is increasing, we have xn0 ≤
xn for all n ≥ n0. This implies that
M − ≤ xn ≤ M ≤ M + for all n ≥ n0. That is xn → M. For decreasing sequences, we have the following result and its proof is
similar.

Theorem 2.6: Suppose (xn) is a bounded and decreasing sequence. Then the greatest lower bound of the set {xn : n ∈ N} is the
limit of (xn).

Examples: 1. Let x1 = √ 2 and xn = √ 2 + xn−1 for n > 1. Then, use induction to see that 0 ≤ xn ≤ 2 and (xn) is increasing.
Therefore, the previous result (xn) converges. Suppose xn → λ. Then λ = √ 2 + λ. This implies that λ = 2.

2. Let x1 = 8 and xn+1 = 1 2 xn + 2. Note that xn+1 xn < 1. Hence, the sequence is decreasing. Since xn > 0, the sequence is
bounded below. Therefore (xn) converges. Suppose xn → λ. Then λ = λ 2 + 2. Therefore, λ = 2.