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College of Engineering, Pune

Engineering Mathematics I
Note 17

LIMITS OF SEQUENCES

Limits of Various Types


The two most basic concepts of calculus, viz. derivatives and integrals are defined
through limits. The former are limits of certain ratios as both the numerator and the
denominator tend to 0 while the latter are limits of certain sums as each individual
term tends to 0 but the number of summands tends to infinity. As a result, most
of the important concepts in applied mathematics are also limits. Examples include
instantaneous speed, acceleration, inflation, coefficient of linear expansion, continuously
compounded interest rate, various other rates, tangent, areas, volumes, arc lengths,
curvature, mass etc. One may say figuratively that the concept of a limit is the very
heart of calculus.
More generally, one can consider the limit of a function y = f (x). When the indepen-
dent variable x varies so does the dependent variable y. The concept of a limit addresses
the question of what y heads to when x changes in a particular manner. Depending
upon what type of variable x is, we can have three types of limits :

(i) limits of the form lim f (x) where c is real number and the function f (x) is defined
xc
at all points in a neighbourhood of c but not necessarily at c. For example,
1 cos x 1
lim x + 2 = 3 or lim = .
x1 x0 x2 2
(ii) limits of the form lim f (x) or lim f (x) where the function f (x) is defined for all
x x
values of x that are numerically large (and positive in the first case and negative
in the second). Note that neither nor is a real number.

(iii) limits of the form lim an where {an } is a sequence of real numbers. We already
n
studied one such limit in the water and milk problem.

The basic ideas are same in all three limits and so once we study any one of them
the other two are almost a repetition. It really does not matter which one we study
first. Many calculus books prefer to start with (i). But this practice has a pedagogical
disadvantage. In many examples of limits of this type, the function f is also defined at
the point c and further the limit actually equals f (c). So, despite passionate appeals
from the instructors not to confuse lim f (x) with f (c) many students wind up thinking
xc
that they are the same. This disaster is automatically precluded in limits of type (ii)
and (iii) because neither f () nor a has any meaning.

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Limits of Sequences
We are already familiar with limits of Type (i). The only difference between (ii) and
(iii) is that in (ii) the independent variable x is continuous while in (iii) the independent
variable n is discrete. In view of the natural appeal which sequences have in real life,
we prefer to take (iii) as the starting point.
Let us call n
lim an as L. Then the statement n lim an = L is also read as an tends
to L as n tends to or also as the sequence {an } converges to L. Note that
is not a number, much less a real number. So the expression n tends to cannot
be interpreted to mean that n is getting close to or that the distance between them
is getting smaller. No matter how large n is, its distance from is itself infinite. So
concepts like a -neighbourhood of are meaningless. If one wants, a neighbourhood
of is any subset of IN whose complement is finite. In other words it is a subset which
contains all integers after some stage. (Sometimes a set with this property is called an
eventual subset of IN.)
As limit is the most basic concept of calculus, it is vital to understand its definition
thoroughly. It is not a simple definition like that of an isosceles triangle or a parallelo-
gram (or the definition of sin 34 for that matter). In fact, a rigorous definition of limit
eluded mathematicians for a long time. It developed through a series of versions starting
from the most intuitive and ending with the most rigorous. We list a few versions along
the way. Each has its own merits and demerits.
Version 1: (Laymans) As n gets larger and larger, an gets closer and closer to L.
Version 2: When n is large, |an L| is small.
Version 3: (Historic) When n is infinitely large, |an L| is infinitesimally small.
Version 4: |an L| can be made as small as desired by making n sufficiently large.
Version 5: Tell me how small you would like |an L| to be and I shall tell you how
large n should be to ensure it.
Version 6: (Formal)For every  > 0, there exists some N IN such that for all n N ,
|an L| < . (We note here that a convenient paraphrase of the statement |an L| < 
is the statement an (L , L + ).
The last version is the formal definition of limit accepted today. The two versions
preceding it say the same thing but in a less formal way. The first two versions are
imprecise since large and small are relative terms. The third version was quite popular
for quite some time. People understood what infinitesimally small meant. But nobody
could define it rigorously. (The word infinitesimal suggests that it is the reciprocal of
infinity, just as a decimal is the reciprocal of deci, which means 10. But an infinitesimal
is not actually 0 and thats where the difficulty lies.) That led to the subsequent versions.
The last version is quite rigorous but clumsy. It is better to resort to the fifth version

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when you think and use the sixth version when you write a formal proof. The fifth
version makes it very clear that when you are proving the convergence of a sequence,
the proof must begin by a statement like Let  > 0 be given. On the other hand, when
the convergence of some sequence is given to you as hypothesis or has already been
proved and you are using it in the course of some proof, then the choice of the positive
number (which need not always be ) is yours and a judicious choice will work.

Basic Results about Limits of Sequences


Note that none of these versions gives any clue as to how to evaluate the limit of
a sequence. Usually, one evaluates some basic limits starting from scratch and then
more complicated limits are evaluated by breaking them into simpler ones using some
elementary theorems about limits. We list these theorems without proofs. A few sample
proofs will be given in the class. The others are left as exercises.

(17.1) Theorem: (Basic Properties of Limits)

(i) Limits of sequences, when they exist, are unique, i.e. the same sequence cannot
converge to more than one limit.

(ii) Limits depend only on the eventual behaviour of the sequence, i.e. if {an } and
{bn } are two sequences whose terms are eventually equal (i.e. there exists some
k IN such that an = bn for all n k), and one of them converges to a limit L
(say) then so does the other.

(iii) Every convergent sequence is bounded.

(iv) Limits preserve addition, subtraction, multiplication and division where possible.
That is, if {an } and {bn } converge to L and M respectively, then the sequences
{an + bn }, {an bn } and {an bn } converge to L + M, L M and LM respectively.
Further if M 6= 0 then there exists some k IN such that bn 6= 0 for all n k and
an L
the sequence { }nk converges to .
bn M
(v) Limits preserve inequalities except possibly for strictness, i.e. if {an }, {bn } converge
to L and M respectively and an bn holds eventually, then L M . However,
even if an < bn eventually, we cannot conclude L < M , all we can say is that
L M.

(vi) (Sandwich Theorem) If {an }, {bn }, {cn } are sequences for which the inequality
an bn cn holds eventually and {an } and {cn } both converge to a common
limit, say L, then bn L as n .

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It may be noted that Part (i) of the theorem does not say that every sequence
has a limit. Many sequences dont, e.g. the sequence {(1)n } or the sequence {n2 }.
Put differently, not every sequence is convergent. The best way to prove that a given
sequence is convergent is by exhibiting its limit. As a simple (in fact, trivial) example,
every constant sequence is convergent.

Limits using Completeness of Real Number System


When convergence is not easy to prove by directly exhibiting the limit, one has
to resort to the completeness of the real number system. The easiest formulation of
completeness is that every monotonically increasing sequence which is bounded above is
convergent. From this it is easy to prove that every monotonically decreasing sequence
which is bounded below is convergent. (Actually the two are equivalent to each other.)
As an interesting application of completeness, we prove the following result which
may appear obvious but is not so.
1
(17.2) Theorem: (Archimedian Property) 0 as n .
n
1
Proof: Let an = . Then the sequence {an } is monotonically decreasing and bounded
n
below (by 0 for example). So by completeness, it has a limit, say L. We only have to
1
show that L = 0. Let bn = . (Actually, bn = n but here we want to stress that it is
an
the reciprocal of an .) If L 6= 0 then by (iv) of Theorem (17.1), bn 1/L as n .
But in that case bn+1 also tends to 1/L. But, a direct computation gives bn+1 = bn + 1
and so by (iv) again, bn+1 tends to (1/L) + 1. By (i), the limits are unique. So we get
1 1
= +1 (1)
L L
1
which is impossible for any real number L. This contradiction shows that 0 as
n
n .
The Archimedian property has several interesting consequences some of which will
be given in the exercises. Combining it with (vi) of Theorem (17.1), one can show many
1 10000n2 + 3 sin n
other sequences e.g. 2 , or all tend to 0. One can also show that for
n n3 2 n
1
|h| < 1, hn 0. The proof consists of writing as 1 + k with k > 0 and expanding
|h|
1 1
(1 + k)n by the binomial theorem to show that |h|n = n
< . This result was
(1 + k) kn
needed in calculating the limit in the water and milk problem. In the alternate approach,
we calculated the limit in the water and milk problem by first using completeness to
assert its existence and then finding its value using the basic rules in Theorem (17.1).

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Similar arguments using the binomial theorem and the sandwich theorem allow us
to prove that (i) a1/n 1 as n for every a > 0 and n1/n 1 as n . (Both the
sequences involve the n-th roots of real numbers. The existence of such roots is far from
obvious. A rigorous proof can be given by applying the Intermediate Value Property
to the continuous function f (x) = xn .) But again, a rigorous proof of the IVP requires
completeness of IR in one form or the other!. So completeness is everywhere.

Divergent Sequences
When a sequence, say {an }, is not convergent, it is called divergent. For such
sequences, very little can be said about the behaviour of an as n gets large. However,
among such sequences, in some cases the terms an get very big and stay so for sufficiently
large n. In such a case we say that an as n . The formal definition is that given
any real number R, there exists N IN such that an > R for all n N . Analogously,
we define what is meant by saying that an as n . As examples, we note
that if p(n) is a polynomial in n, then p(n) depending on the sign of the leading
coefficient of p(n). More generally, suppose p(n) and q(n) are polynomials in n of degrees
p(n)
r and s respectively. Then the ratio tends to if r > s, to 0 if r < s and to the
q(n)
ratio of the leading coefficients of p and q if r = s.
Note that neither nor are real numbers. Some of the properties in Theorem
(17.1) hold true for sequences tending to or to . But the others dont. For
example, when an and bn , nothing can be concluded about an + bn . (Take
an = n, bn = n and then again take an = n, bn = n + 1.)

Subsequences and their Limits


It should not be supposed that every divergent sequence tends to or to . Take
for example the sequence an = (1)n . Its terms are alternately 1 and 1 and we claim
that it cannot converge to any real number. For suppose n lim (1)n = L (say). Choose
 = 1/2 in the definition of the limit. Then there exists some N such that for all n N ,
(1)n lies in the interval (L 1/2, L + 1/2). Giving odd and even values to n we see
that both 1 and 1 lie in (L 1/2, L + 1/2). But this is impossible since the length of
this interval is 1 and so no two points can be more than 1 apart from each other. So,
the sequence an = (1)n is not convergent. (Incidentally, this example also shows that
the converse of the statement (iii) in Theorem (17.1) is false.)
Note, however, that if we let n , then (1)n becomes a constant sequence and
converges to 1. A better way to say this is that lim a2k = 1. Similarly, lim a2k+1 = 1.
k k
By confining n only to the subset of even integers, we get what is called a subsequence
of the original sequence. And this subsequence is convergent even though the original
sequence is not. Limits of subsequences of a sequence are often called the limit points

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of the original sequence. Even though limits are unique, limit points need not be. In
fact, in the present case the sequence (1)n has two limit points. viz. 1 and 1.
More generally, a subsequence of a sequence {an }n1 is a sequence of the form
{ank }k1 where n1 < n2 < . . . < nk < nk+1 < . . . are strictly ascending positive integers.
Note that here the variable is k. If the original sequence an corresponds to the function
f : IN IR, then the subsequence just given corresponds to the composite function
f g where g : IN IN is the function g(k) = nk . It is obvious that if a sequence
converges to L so does every subsequence of it. So, if we can find, as in the illustration
just given, two subsequences of a sequence which converge to different limits, then the
original sequence cannot be convergent. Indeed this is a very standard and effective way
of proving divergence because the choice of the subsequences is in our hand.
Sequences like an = n2 have no convergent subsequences. Note that both this se-
quence is unbounded. It is a non-trivial consequence of completeness that every bounded
sequence has at least one convergent subsequence. This result, which is often useful in
proving many important existence theorems is called the Bolzano-Weierstrass theo-
rem.

Sequences and Continuity


There is an interesting relationship between continuity of a function at a point and
sequences converging to that point. Specifically, we prove the following result.

(17.3) Theorem: Suppose f (x) is a function defined in some neighbourhood, say U


of a real number c. Then if f is continuous at c, then for every sequence {xn } which
converges to c, the image sequence f ({xn }) converges to f (c). Verbally, a continuous
function preserves limits of sequences.

Proof: We first note that since U is a neighbourhood of c, there is some r > 0 such
that (c r, c + r) U . So the function f is defined on (c r, c + r). As xn is given to
converge to c, there is some m such that for all n m, an (c r, c + r). So for all
n m, f (xn ) is at least defined and so it makes sense to talk of its convergence. Out
job is to show that it converges to f (c).
In the good old days when the language of infinitesimals was accepted, a proof would
be very obvious. We are given that when n is infinitely large, an is infinitesimally close
to c. But, on the other hand, by continuity of f at c, whenever x is infinitesimally close
to c, f (x) is infinitesimally close to f (c). Put together, whenever n is infinitely large,
f (an ) is infinitesimally close to f (c). And thats precisely what we wanted to prove.
In modern times, infinitesimals are not allowed. So the same proof requires a clerical
polishing. We have to prove that f (an ) f (c) as n . So, let  > 0 be given. Then

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by continuity of f at c, there exists some > 0 such that

|x c| < |f (x) f (c)| <  (2)

We now apply the definition of convergence of {xn } to c with replacing . We can do


this because the number  in the definition stands for any given positive real number
and we have a right to choose it as . So, from the very definition of convergence, there
exists some N IN such that

n N |an c| < (3)

Putting (2) and (3) together we get

n N |f (an ) f (c)| <  (4)

So, the sequence {f (an )} converges to f (c).

As an application we see that the function f (x) = sin( x1 ) cannot be made continuous
1
at 0 no matter how we define f (0). Taking an = n for n IN, we see that if f is to be
2
continuous at 0 then f (0) will have to be 0. But by taking bn = for n IN
(4n + 1)
and applying the theorem above, f (0) would have to be 1.
This theorem is also useful in proving some properties of continuous functions. In the
exercises, we shall show how it can be applied to prove the Intermediate Value Property
(which, as noted earlier, is vital to ensure the existence of the n-th roots).
The property of continuous functions proved in this theorem is called sequential
continuity. So the the theorem can also be paraphrased to say that every continuous
function is sequentially continuous. The converse is also true. But its proof is not so
simple. Nor will it be needed.

Sequences of Vectors
The definition of a sequence merely requires that its domain be IN, the set of positive
integers. There is no restriction on the codomain. And so, depending on what the
codomain is, we can talk of a sequence of complex numbers, a sequence of vectors, a
sequence of sets or a sequence of monkeys, just as we talk of a sequence of real numbers.
They are simply functions, say f from IN to the respective sets. We can also talk of
their subsequences. But for convergence to make sense, we must have some concept of
a distance between the various points of the codomain set, say S. When we do, we can
define the limit of a sequence xn taking values in S to be a point L of S if the distance
between xn and L tends to 0 as n .
A set S equipped with such a distance function d (satisfying certain axioms) is called
a metric space. The theory of convergence of sequences in a metric space is very

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rich both in its depth and applications. But we shall not go into that here. We only
remark the convergence of sequences of real numbers is w.r.t. the usual distance on IR,
viz. d(x, y) = |x y|. The concept of a euclidean distance is available in Rk for every
k. (Note that we use IRk instead of the more common IRn , because now n is needed
to denote an element varying over IN, the domain of the sequence.) So, we say that
a sequence {an } in IRk converges to a vector b IRk if ||an b|| 0 as n .
More elaborately, this means that for Evey  > 0, there exists some N IN such that
||an b|| <  for all n N .
The theory of sequences in IRk runs parallel to that of sequences of real numbers. For
example, the analogue of Theorem (17.3) holds. Indeed it is precisely this analogue that
was used in the solution to Problem 3 in Note 11. But there is an important difference.
For k > 1, there is no such thing as saying that one vector is smaller than the other. (We
can compare the lengths of vectors, but not the vectors themselves.) So, the concept
of a monotonically increasing/decreasing sequence makes no sense. Nevertheless the
concept of a bounded sequence goes through and the analogue of the Bolzano-Weierstrass
theorem holds true. And because of it we say that all euclidean spaces are complete.
The reason this generalisation can be done very easily is that in essence the convergence
of a sequence of vectors in IRk is equivalent to the convergence of k separate sequences
of real numbers, one corresponding to each component of the vectors. We prove here
the case k = 2. The proof in the general case is similar.

(17.4) Theorem: A sequence {(an , bn ) : n IN}nn converges to an element (a, b) IR2


if and only if {an } converges to a and {bn } converges to b.

Proof: The proof is based on two simple inequalities both evident geometrically, viz.
for every (x, y) IR2 ,
q
max{|x|, |y|} x2 + y 2 |x| + |y| (5)

(The first inequality can also be paraphrased to say that both |x| and |y| are less than

or equal to x2 + y 2 .) Because of this inequality, for every n IN, we have
q
max{|an a|, |bn b|} (an a)2 + (bn b)2 |an a| + |bn b| (6)

Now, coming to the proof, first assume an a and bn b as n . To prove that


(an , bn ) (a, b), let  > 0 be given. Then there exist integers N1 , N2 such that

|an a| < for all n N1 (7)
2

and |bn b| < for all n N2 (8)
2

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Put N = max{N1 , N2 }. Then for every n N , both (7) and (8) hold and putting these
into the second inequality of (6), we get
q  
(an a)2 + (bn b)2 < + = (9)
2 2
which proves that (an , bn ) (a, b) as n . The converse follows from the first
inequality in (6) and is even easier. Given an  > 0, any N that works for (an , bn ) will
automatically work for both an and bn .

Exercises

Q.1 Prove that the following two versions of completeness of the real numbers are
equivalent to each other.

(i) Every monotonically increasing sequence which is bounded above is converget


(ii) Every monotonically decreasing sequence which is bounded below is conver-
gent.

Q.2 What is wrong with the following argument which attempts to prove the Archi-
median property (Theorem 17.1) without appealing to completeness of IR?
Let  > 0 be given. If  1, then any N would work. Suppose 0 <  < 1.
Consider the decimal expansion of  and let the first non-zero digit occur in the
r-th place of decimals. Then  > 10(r+1) and so if we take N = 10r+1 , then for
1 1 1
all n N , we have 10(r+1) < . So 0 as n .
n N n
Q.3 As consequences of the Archimedian property, prove that:

(i) Given real numbers > 0 and there exists some n IN such that n > .
(Many times this result is itself called the Archimedian property.)
(ii) Given any real numbers and with < , there exists some ration number
m m 1
between them, i.e. < < . [Hint: Choose n so that < . Then
n n n
1
, cannot both lie between two consecutive multiples of .]
n
(iii) Every real number can be approximated as closely as desired by a rational
number.
(iv) Every real number can be expressed as the limit of some sequence all whose
terms are rational. (Because of this and the last two results, the set of ratio-
nals is said to be dense in the set of real numbers.)

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Q.5 (Optional) Using completeness and sequential continuity, prove the IVP for con-
tinuous functions. [Hint: The proof is reminiscent of the way we look for a person,
say P , living on a road but whose address we do not know. If luckily he lives at
either end, we are done. Otherwise we knock at the house midway on the road.
If the person who lives there is P we are done. Otherwise that person will direct
us as to in which half of the road P lives in and that narrows our search to a
portion of the road whose length is half that of the road. Continuing, the search
will narrow down further to stretches of the road whose lengths are decreasing in
a geometric progression. In real life, after some iterations, we shall come within a
stones throw of P . In mathematics, there is no such concept as a stones throw
and so we have to take a limit. So, suppose f : [a, b] IR is continuous with
a0 + b 0
f (a) < m < f (b). Let a0 = a, b0 = b and c0 = . If f (c0 ) = m, we are done.
2
If f (c0 ) > m, call [a0 , c0 ] as [a1 , b1 ]. If f (c0 ) < m, call [c0 , b0 ] as [a1 , b1 ]. In either
case we have found an interval [a1 , b1 ] [a0 , b0 ] such that f (a1 ) < m < f (b1 ).
Now repeat this argument for [a1 , b1 ]. Continuing, either we shall get f (cr ) = m
for some r or else we shall get an infinite sequence of closed intervals {[an , bn ]}n0
such that [an , bn ] [an1 , bn1 ] and f (an ) < m < f (bn ) for every n. To finish the
proof show that both an and bn tend to a common limit, say c [a, b]. Finally
use sequential continuity of f at c .

Q.6 For every positive integer n, show that every positive real number x has a unique
positive n-th root, denoted by x1/n . Prove that both the sequences a1/n (where
a > 0 is fixed) and n1/n tend to 1 as n . [Hint: First assume a > 1. Write
a1/n = 1 + hn where hn > 0. Take n-th powers, apply the binomial theorem and
a1
show that 0 < hn < . Follow a similar procedure procedure for n1/n .] Can
n
these results be derived by applying lHopitals rule to a1/x and x1/x ?

Q.7 (Optional) By an argument similar to that in the hint to Q.5, prove that every
continuous function f : [a, b] IR is bounded. [Hint: Call [a, b] as [a0 , b0 ]. We
first show that f is bounded above on [a0 , b0 ]. If not, then it is unbounded above
either on the left half or on the right half of [a0 , b0 ] (or possibly, both in which
case make a choice, say, the left half). Call this half as [a1 , b1 ]. Continuing in
this manner, we get a sequence of intervals {[an , bn ]}n0 which is very similar to
that in the hint to Q.5. Once again let c be the common limit of {an } and
{bn } To finish the proof we note that because of continuity at c , f is bounded
in some neighbourhood of c . But every such neighbourhood contains [an , bn ], for
a sufficiently large n. So, f is bounded on [an , bn ], a contradiction. Proof that f
is bounded below is similar. But hardly necessary. Simply replace f by f and

10
apply what we have proved.]

Q.8 Identify the limit points of the following sequences. Also find subsequences con-
verging to these limit points.

n n even
(i) an = .
1/n n odd
1
(ii) an = + kn where kn is the digit in the units place of n written in base 10.
n
(Thus, k23 = 3, k490 = 0.)

Q.9* Let {an } be the sequence whose terms are

0, 1, 1/2, 1/4, 3/4, 1/8, 3/8, 5/8, 7/8, 1/16, . . .

(These numbers are called dyadic rationals because in their reduced forms, their
denominators are powers of 2.) Prove that every real number in [0, 1] is a limit
point of {an }.)

Q.10 Let zn be the complex number in + n where is the complex cube root of
unity. Find how many limit points {zn } has as a sequence of complex numbers (or
eqivalently, as a sequnce in IR2 ). Find subsequences converging to them.

Q.11 In contrast to Theorem (17.4), prove that if {(an , bn )} is a sequence in IR2 , then it
may happen that a and b are limit points of {an } and {bn } respectively but (a, b)
is not a limit point of {(an , bn )}.

Q.12 (Optional) Assuming that the Bolzano-Weierstrass theorem (which says that ev-
ery bounded sequence has at least one convergent subsequence) holds true for
sequences in IR, prove that it holds true for sequences in IR2 . Does this contradict
the last exercise?

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