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Basic definitions
!
Let IR be the set of all real numbers, while IR := IR {; } be an extended set
of real numbers, and IN := {1, 2 . . . , n, . . .} be the set of all natural numbers.
Definition 1.1. Let X be a set of elements of arbitrary nature. For any n IN, by
xn we denote an element of X corresponding to n. This defines a set of numbered
elements {x1 , x2 , . . . , xn , . . .} (or, for brevity, {xn }) called a sequence defined on X.
If X = IR then {xn } is called a sequence of numbers. If X is a set of functions:
xn = xn (t), then {xn (t)} is a sequence of functions.
Definition 1.2. A sequence {xn } is called stationary if xn = xn+1 n IN.
Definition 1.3. Two sequences {xn } and {yn } are called equal if xn = yn n IN.
Sequences can also be defined as mappings from IN to X. More precisely,
Definition 1.4. A sequence is a single-valued mapping from IN to X.
In this study, we mainly consider sequences of numbers, and for simplicity refer
to them as to sequences.
Definition 1.5. The sum (dierence, product, quotient) of two sequences {xn }
and {yn } is the sequence {zn } such that
zn = xn + yn ( xn yn , xn yn , xn /yn ) n IN,
where the quotient makes sense only if yn = 0 n IN.
Definition 1.6. A sequence {xn } is called bounded below (above) if K IR
such that
xn K ( xn K ) n IN.
Definition 1.7. A sequence that is bounded below and above is called bounded.
Or, equivalently
Definition 1.8. A sequence {xn } is called bounded if K IR such that
|xn | K
n IN.
sequence would be bounded. Analogous statements hold for not bounded below
and not bounded above sequences.
Examples:
1. the sequence {n2 } is bounded below: n2 > 0 n IN but not bounded above;
2. the sequence {n} is bounded above: n < 0 n IN but not bounded below;
3. the sequence {(1)n + 1} is bounded : |(1)n + 1| 2 n IN.
Infinitely large sequences represent an important subset of unbounded sequences.
Definition 1.11. A sequence {xn } is called infinitely large if K IR nK IN
such that
|xn | > K n nK .
As an example, we show that the sequence {(1)n n3 } is infinitely large.
Indeed, for any number K, we can find nk such that
|(1)n n3 | > K n
nK .
3
3
3
To this end, we solve the inequality n > K, and n > K. t Let nk = K + 1,
where c is the integer part of c. Then for n nK we obtain
3
n nk > K n3 > K |(1)n n3 | > K.
From Definitions 1.9 and 1.11 it follows that any infinitely large sequence is
unbounded. However, the converse is not true: there exist unbounded sequences
that are not infinitely large. For example, such is the sequence {(1 (1)n )n}.
The concept of a limit plays a very important role in mathematics.
Definition 1.12. A number a IR is called a limit of a sequence {xn } if > 0
n IN such that
|xn a| < n nK .
Remark 1.13. For a convenience, we let the limit of an infinitely large sequence
{xn } be the symbol :
lim xn = .
n
ln
< ln |q|n < .
ln |q|
The fact that {xn } is not infinitely small means the following: there exists
0 > 0 such that for any n IN there exists kn > n with |xkn | > 0 .
2. Geometric interpretations of the main concepts
We will give geometric interpretations of the concepts introduced in Sect. 1 arising
from Definition 1.4, where sequence is defined as a function, see Fig. 1.
!
!
0 1 2 3 ...
n+1
From the geometric point of view, a sequence {xn } is bounded above (below)
if there exists a horizontal line y = K such that all the points (n, xn ) are below
(above) this line, see Fig. 2.
A sequence {xn } is bounded if there exist two horizontal lines y = K, and
y = K such that all the points (n, xn ) are between these lines, see Fig. 3.
3
K
!
!
!
0 1 2 3 ...
!
n+1
!
!
!
0 1 2 3 ...
n+1
!
!
-K
a+
a
a
!
!#
# # # # #
# # #
! # # #
0 1 2 3 ...
n+1
A number a is a limit of the sequence {xn } if for any > 0, starting with some
n all the points (n, xn ) are between two horizontal lines y = a , and y = a + ,
see the shaded area in Fig. 4. The points (n, xn ) tend to concentrate around the
line y = a.
4
A sequence {xn } is infinitely small if for any > 0 starting with some n all
the points (n, xn ) are between two horizontal lines y = , and y = +. The points
(n, xn ) tend to concentrate around the line y = 0.
A sequence {xn } is infinitely large if for any > 0 only a finite number of
points (n, xn ) are between the two horizontal lines y = , and y = +.
3. Properties of convergent sequences
In this section we consider sequences convergent in IR (unless explicitly stated
otherwise).
Theorem 3.1. A convergent sequence has a unique limit.
Proof: Assume that a sequence {xn } has two limits: a and b (a = b). Then from
Definition 1.12 with = |b a|/4, it follows that there exists a number n0 such that
|xn a| < |b a|/4, and |xn b| < |b a|/4 n n0 .
Then
|b a| = |(xn a) + (b xn )| |xn a| + |xn b| < |b a|/2,
leading to a contradiction. The proof is complete.
Theorem 3.2. A convergent sequence is bounded.
Proof: Let {xn } a. Then there exists n1 IN such that
|xn a| < 1 n n1 .
Then
|xn | |a| |xn a| < 1 |xn | < |a| + 1 n n1 ,
and
|xn | K = max(|x1 |, . . . , |xn1 1 , |a| + 1) n IN.
The proof is complete.
Theorem 3.3. If lim xn = a then for any number b > a (b < a) there exists
n
nb IN such that
xn < b (xn > b) n nb .
Proof: Let b > a. From Definition 3.4 it follows that there exists nb such that
|xn a| < b a n nb .
Rewriting this inequality yields
(b a) < xn a < b a xn < b n nb .
5
1
= 0 = a; a = b = 0.
n n
lim
Proof: Let
lim xn = a,
lim yn = b, c = (a + b)/2.
If a > b, then a > c > b, and from Theorem 3.3 there exist nc , nc such that
xn > c n nc , yn < c n nc .
Then for all n max{nc , nc } both inequalities hold true, that is xn > c > yn ,
leading to a contradiction. The proof is complete.
Theorem 3.8. Let sequences {xn }, {yn }, and {zn } be such that there exists
n0 IN with the property that
either xn yn zn , or xn yn zn n n0 .
If {xn } and {zn } converge to the same limit (finite or infinite), then {yn } converges
to the same limit as well.
Proof: Let {xn } a, {zn } a, and a IR. By the assumption of the theorem,
xn a yn a zn a n n0 .
6
On the other hand, for any > 0 there exist n , n IN such that
|xn a| < < xn a < n n ,
|zn a| < < zn a < n n .
For n n = max(n0 , n , n ) all the above inequalities hold true. Therefore,
< xn a yn a zn a < n n .
This implies that {yn } a. For a = the proof is very similar.
Sometimes, Theorem 3.8 is called the Squeeze theorem.
Theorem 3.9.
1. If sequences {xn } and {yn } converge then their sum, dierence, and product
converge as well. Moreover,
lim (xn yn ) = lim xn lim yn ,
Proof: Let {xn } a, and {yn } b. By Theorem 3.2, the sequence {yn } is
bounded:
K IR : |yn | K n IN.
Then, for > 0 there exist n and n such that
|xn a| <
n n , |yn b| <
n n ,
2M
2M
$1$
2
$ $
|b| |yn | |b yn | < |b|/2 |yn | > |b|/2 $ $ <
.
yn
|b|
$1
1 $$ |yn b|
|yn b|
$
<
< ,
$=
$
yn
b
|yn | |b|
|b| |b|/2
Hence,
1
xn
1
xn
&
&
1
> 0 n n .
is defined and
$ 1 $
$ $ < n n .
xn
is infinitely small.
The converse statement is also true, and the proof is very similar to that of
Theorem 3.12.
Theorem % 3.13.
If {xn } is infinitely small, and xn = 0 n IN, then the
&
reciprocal x1n is infinitely large.
8
4. Monotonic sequences
Definition 4.1. A sequence {xn } is called non-decreasing (non-increasing) if
xn xn+1
Let xn = (1 + 1/n)n . We first show that xn < xn+1 n IN. From binomial
expansion we obtain:
Another important application of Theorem 4.3 is given in the following lemma.
9
Lemma 4.4 (On nested intervals). Let the sequence of the intervals {[an , bn ]}
be such that [an+1 , bn+1 ] [an , bn ] n IN (such intervals are called nested), and
their lengths converge to zero, i.e., lim (bn an ) = 0. Then there exists a unique
n
Proof: The sequences {an } and {bn } are monotonic and bounded:
a1 an an+1 bn+1 bn b1
n IN.
lim bn = inf{bn } =: b.
an a = = b bn
n IN.
Next we show that there is no point other than that belongs to all the intervals
[an , bn ]. Assume the opposite: [an , bn ] n and = . Then by Theorem 3.6
bn an | | > 0 n
can not contain only finite number of the terms, because the whole sequence is
infinite). We denote that interval by [a2 , b2 ]. If both [a1 , c1 ] and [c1 , b1 ] contain
infinitely many terms, then by [a2 , b2 ] we denote either one.
Next, let c2 = (a2 +b2 )/2. By [a3 , b3 ] we denote that one of the intervals [a2 , c2 ]
and [c2 , b2 ] which contains infinitely many terms of {xn }. Again, if both contain
infinitely many terms, then we choose either one.
Continuing this process, let cn = (an + bn )/2. By [an+1 , bn+1 ] we denote that
one of the intervals [an , cn ] and [cn , bn ] which contains infinitely many terms of
{xn }. If both contain infinitely many terms, then we choose either one.
By this process, we obtain a sequence of nested intervals {[an , bn ]}: since
[an+1 , bn+1 ] [an , bn ]. The lengths of the intervals go to zero:
4K
= 0.
n 2n
According to the lemma 4.4 on nested intervals there exists a point such that
[an , bn ] n IN and
= lim an = lim bn .
n
Since every interval [an , bn ] contains infinitely many terms of {xn }, for any k IN
there exists a term xnk [ak , bk ] with nk > nk1 . By Theorem 1.6 the subsequence
{xnk } converges to :
ak xnk bk k, {ak } ,
{bk } .
(lim xn = ).
Proof: We claim that if {xn } a, then {xnk } a for any subsequence {xnk } of
{xn }. Indeed, let lim xn = a. Then for any positive there exists n such that
n
|xn a| < n n .
In particular,
|xnk a| < nk n .
Therefore, {xnk } a as well for any subsequence. This means that Lim xn = {a},
and the proof is complete.
Theorem 6.3. The upper and the lower limits are partial limits, i.e.,
lim xn Lim xn ,
lim xn Lim xn .
Proof:
12
7. Criteria of convergence
In this section we establish several important criteria of convergence for sequences.
The first one is trivial.
Theorem 7.1. A sequence is convergent (in IR) if and only if its every subsequence
is convergent (in IR).
Proof: () follows from Theorem 6.2. () follows from the fact that the sequence
itself is its own subsequence.
Theorem 7.2. A sequence is convergent (in IR) if and only if
lim xn = lim xn .
Their common value is the limit of the sequence.
Proof: () follows from Theorem 6.2. () follows from Theorem 7.1.
Theorem 7.3. A sequence is convergent (in IR) if and only if the set of its partial
limits consists of one point.
Proof: () follows from Theorem 6.2. () follows from Theorem 7.2.
To establish one more criterion of convergence, we need the following definition.
Definition 7.4. {xn } is called a fundamental (or Cauchy) sequence if > 0 n
such that
|xn+m xn | < n n m IN.
Lemma 7.5. A fundamental sequence is bounded.
Proof: By Definition 7.4, n1 such that
|xn+m xn | < 1
n n1 m IN.
In particular,
|xn1 +m xn1 | < 1
m IN.
Then
|xn | K = max{|x1 |, . . . , |xn1 1 |, |xn1 | + 1} n IN.
The proof is complete.
Theorem 7.6 (Cauchy Criterion of Convergence). A sequence is convergent
(in IR) if and only if it is fundamental.
Proof: (). Let lim xn = a < . Then for any positive there exists n such
n
that
|xn a| < /2 n n .
13
Therefore,
|xn+m xn | = |(xn+m a) + (a xn )| |xn+m a|+
|a xn | < /2 + /2 =
n n ,
m IN,
lim xn = a. Indeed by Definition 3.4, for any positive there exists n > n such
n
that
|xnk a| < /2 nk n .
Combining these inequalities, for any n > n we obtain:
|xn a| = |(xn xn ) + (xn a)| |xn xn | + |xn a| < .
Thus, {xn } a, and the proof is complete.
8. Structures of sequences
(c) {1 (1)n },
(d) {sin n/3}.
15
'
a n xn = a 0 + a 1 x + a 2 x2 + a 3 x3 + . . .
(10.1)
n=0
Theorem 10.4. Let R be the radius of convergence of (10.1). Then (10.1) converges uniformly on [K, K] for any 0 < K < R.
Proof: Follows from the Weierstrass M-test.
Theorem 10.5. Let R be the radius of convergence of (10.1). If (10.1) converges
at x = R, then it converges uniformly on [K, R] for any 0 < K < R. If (10.1)
converges at x = R, then it converges uniformly on [R, K] for any 0 < K < R.
HW Example. Consider
'
n=0
fore, it uniformly converges on any closed interval [K, K]. However, it does NOT
uniformly convergent on IR. Prove all the statements made above.
11. Taylor Series
Theorem 11.1. Let f have n + 1 derivatives on (a, b), and its first n derivatives
be continuous on [a, b]. Then for each x [a, b] with x = x0 there exists c between
x and x0 such that
f (x) = f (x0 ) + f (x0 )(x x0 ) +
+
f (x0 )
f (n) (x0 )
(x x0 )2 + . . . +
(x x0 )n +
2!
n!
f (n+1) (c)
(x x0 )n+1 .
(n + 1)!
f (x0 )
f (n) (x0 )
(x x0 )2 + . . . +
(x x0 )n +
2!
n!
+M (x x0 )n+1 .
f (n+1) (c)
(n+1)!
f (n) (t)
(x t)n + M (x t)n+1 .
n!
Since F (x) = f (x), and by our choice of M , F (x0 ) = f (x), from the Mean Value
Theorem it follows that c between x and x0 such that
F (t) = f (t) + f (t)(x t) + . . . +
F (x) F (x0 )
= 0.
x x0
After computing the derivative of F , we conclude that
F (c) =
0 = F (c) =
f (n+1) (c)
(x c)n M (n + 1)(x c)n ,
n!
'
f (n) (x0 )
(x x0 )n
n!
n=0
(11.1)
'
f (n) (x0 )
f (x)
(x x0 )n .
n!
n=0
Does (11.1) converge for any x besides x = x0 ? If so, is its sum equal to f (x)?
In general, the answer to both questions is No. From Theorem 11.2 it follows
that a necessary and sucient condition for the Taylors series to converge to f (x)
is that
f (n+1) (c)
lim
(x x0 )n+1 = 0.
n (n + 1)!
In practice it may be quite dificult to deal with this limit because of the unknown
position of c. In some cases, however, the limit can be shown to be zero.
Theorem 11.3. Let f C on [a, b], and |f i (x)| M x [a, b] i IN. Then
x [a, b] we have
'
f (n) (x0 )
f (x) =
(x x0 )n .
n!
n=0
Proof: HW
17
12. Problems
For each of the following functions
(a) Write the Taylors series about x0 = 0;
(b) Find its radius of convergence;
(c) Determine whether the Taylors series converges to the generating function.
1. f (x) =
1
(1x)
2. f (x) = ln(1 x)
3. f (x) = ex
4. f (x) = sin x
5. f (x) = cos x
6. f (x) =
1
(1x)2
7. f (x) =
1+x
8. f (x) = (1 + x) , IR
18