The University of Sydney

School of Mathematics and Statistics

Solutions to Tutorial 3 (Week 4)

MATH2962: Real and Complex Analysis (Advanced) Semester 1, 2017
Web Page: http://www.maths.usyd.edu.au/u/UG/IM/MATH2962/
Lecturer: Florica C. Crstea

Questions marked with * are more difficult questions.

Material covered
(1) Definition and properties of limits, limit inferior and limit superior;
(2) Limits and the limit laws;
(3) Inequalities such as the arithmetic-geometric mean inequality.

Outcomes
This tutorial helps you to

(1) be able to work with inequalities, limits and limit inferior/superior;

(2) have solid foundations in the more formal aspects of analysis, including a knowledge of
precise definitions, how to apply them and the ability to write simple proofs;

Summary of essential material

Monotone sequences in R always have a proper or improper limit. A proper limit means that
the limit exists in R, and an improper limit means the sequence diverges to + or .
Using that fact we define limit inferior and limit superior of an arbitrary sequence (xn ) in
R as follows. For n N set
an := inf{xn , xn+1 , xn+2 , xn+3 , . . . } = inf xk
kn

bn := sup{xn , xn+1 , xn+2 , xn+3 , . . . } = sup xk

kn

Because {xn+1 , xn+1 , xn+2 , xn+3 , . . . } {xn , xn+1 , xn+2 , xn+3 , . . . }, properties of infimum and
supremum imply that (an ) is increasing and (bn ) is decreasing. Hence

lim inf xn := lim an = lim (inf xk ),

n n n kn

lim sup xn := lim bn = lim (sup xk )

n n n kn

exist either as a proper or as an improper limit. Facts about limit inferior and limit superior:

lim inf xn lim sup xn ;

n n

lim inf xn = lim sup xn if and only if lim xn exists (as a proper or improper limits).
n n n

If that is the case all three are equal.

Copyright
c 2017 The University of Sydney 1
 We call a sequence (xnk )kN or simply (xnk ) a subsequence of (xn ) if (nk ) is strictly increasing
and nk (the latter is automatic if (nk ) is strictly increasing, but we still make that explicit).
Subsequences have the following properties:
The limit inferior of (xn ) coincides with the smallest accumulation point of (xn ); or .
The limit superior of (xn ) coincides with the largest accumulation point of (xn ), or +;
Every bounded sequence has a convergent subsequence (Theorem of Bolzano-Weierstrass).

Questions to complete during the tutorial

3(1)n n2
1. Consider the sequence xn = 2 , n 0.
n n+1
(a) Sketch the graph of (xn ). It helps to look at monotonicity properties of |xn | by
multiplying xn by n2 /n2 and doing a completion of squares.
Solution: Multiplying xn by n2 /n2
3n2 3 3
|xn | = = 1 1 =
2
n n+1 1 n + n2
( n1 1 2
2
) + 3
4

for all n 1. Since ( n1 21 )2 is increasing for n 2 it follows that |xn | is decreasing

for n 2. Moreover, x0 = 0, x1 = 3, x2 = 4 and x3 = 27/7. Hence the graph
looks as follows:
xn

1 2 3 4 5 6 7 8 9 10 11 12 13 14 N

(b) Find an = inf kn xk and bn = supkn xk .

Solution: From the graph in the previous part and the values computed we have


27/7 for n = 0, 1, 4
for n = 0, 1,
an = xn+1 for n 2 even, bn = x n for n 2 even,

xn for n 3 odd, xn+1 for n 3 odd.

(c) Hence compute lim inf n xn and lim supn xn .

Solution: Because
3
1 1 3
1 n
+ n2
We get lim inf n xn = limn x2n+1 = 3 and lim supn xn = limn x2n = 3.

2
2. Compute the limit inferior and limit superior of the following sequences using directly
the definition, and then using the fact that they are the smallest and largest point of
accumulation. The latter method is the one commonly used.
(
n n even
(a) xn =
1/n n odd
Solution: We clearly have
1
an = inf xk = inf = 0.
kn kn k

for all n 0. Hence

lim inf xn = lim an = lim 0 = 0.
n n n

Since the sequence is not bounded from above lim supn xn = . We illustrate
the above using the graph of (xn ):
xn

1 2 3 4 5 6 7 8 9 10 11 12 N
We now identify the possible limits of convergent subsequences. From the definition
of the sequence we see that limn x2n = and limn x2n+1 = 0. Hence, any
subsequence of (xn ) which has a limit will either tend to or to 0 as n .
Hence, lim inf n xn = 0 and lim supn xn = . That is the same as we
obtained before.
1
(b) 1 + (1)n .
n
1
Solution: Note that is decreasing. Hence we have
n

1
1
if n is odd
an = inf xk = n
kn 1
1
if n is even
n+1
and
1
1 +
if n is odd
bn = sup xk = n+1
kn
1
1 +
if n is even
n
3
 This is best seen from the graph of (xn ):
xn

1 2 3 4 5 6 7 8 9 10 11 12 13 14 N
We see that an 1 and also bn 1. Both coincide with the limit of (xn ). Rather
than compute the limit inferior and limit superior we could compute the limit, and
conclude the latter are the same.

3. Compute the limit inferior and limit superior of the following by using the fact that they
are the smallest and largest point of accumulation.
n
(1)n/2
n even
n+1
(a) xn = 2
n 1

2 n odd
2n + 1
Solution: We identify the accumulation points of (xn ) by looking for convergent
subsequences. We note that
1
x4n 1 x4n+1
2
1
x4n+2 1 x4n+3
2
as n . Hence any convergent subsequence has either limit 1, 1 or 1/2. As
the smallest and largest are 1 and 1, respectively, we have

lim inf xn = 1, lim sup xn = 1.

n n

n
X
(b) sn = (1)k
k=0

Solution: We have
s0 =1
s1 =11=0
s2 =11+1=1
s3 =11+11=0
s4 =11+11+1=1
..
.
sn = 0 if n is odd
sn = 1 if n is even.

One should really do this by induction, observing that s0 = 1 and sn+1 = sn +

(1)n+1 . Hence lim inf n sn = 0 and lim supn sn = 1.

4
4. Let (xn ) and (yn ) be bounded sequences in R.
(a) Let (xn ) and (yn ) be sequences in R. Prove that
lim sup(xn + yn ) lim sup xn + lim sup yn .
n n n

Solution: Clearly x` + y` sup xk + sup yk for all ` n. This means that

kn kn
supkn xk + supkn yk is an upper bound for x` + y` for all ` n. By definition of
a supremum (every upper bound is larger or equal than the supremum)
sup(x` + y` ) sup xk + sup yk
`n kn kn

for all n N. By definition of the limit superior and the limit laws
lim sup(xn + yn ) lim sup xn + lim sup yn .
n n n

(b) Explain why lim sup yn = lim inf (yn ), and hence
n n

lim sup(xn yn ) lim sup xn lim inf yn .

n n n

Solution: For any set A R we know that sup A = inf(A). Hence, in

particular,
sup xk = inf (xk )
kn kn

for all n N. Hence by taking limits, using the definition of limit inferior and
limit superior, we get


lim sup xn = lim (sup xk ) = lim inf (xk ) = lim inf (xn )
n n kn n kn n

as claimed.
(c) Using the previous parts, show that
lim sup(xn + yn ) = lim sup xn + lim sup yn . (1)
n n n

if at least one of the sequences converges.

Solution: Suppose that (yn ) converges (just rename the sequences if (xn ) con-
verges). We know from part (a)
lim sup(xn + yn ) lim sup xn + lim sup yn = lim xn + lim sup yn . (2)
n n n n n

We want to prove the reverse inequality. Applying (b) we get

lim sup xn = lim sup(xn + yn yn ) lim sup(xn + yn ) lim inf (yn ).
n n n n

Hence
lim sup yn + lim inf xn lim sup(xn + yn ). (3)
n n n

Comparing with Combining (2) we get (1) if

lim sup yn = lim inf yn .
n n

We know that this is the case if (yn ) is convergent.

5
 (d) By giving a counter example, show that strict inequality is possible.
Solution: It is clear from the previous part that both sequences have to di-
verge. We set xn := (1)n and yn = (1)n+1 for all n N. Then lim sup xn =
n
lim sup yn = 1. On the other hand, xn + yn = (1)n (1 1) = 0 for all n N, so
n
lim sup(xn + yn ) = 0. Hence,
n

0 = lim sup(xn + yn ) < lim sup xn + lim sup yn = 1 + 1 = 2.

n n n

More general examples can be obtained by looking at sequences of the form

( (
a1 if n is even, b1 if n is even,
xn = yn =
a2 if n is odd, b2 if n is odd,

by choosing a1 , a2 , b1 and b2 appropriately. We have lim supn xn = max{a1 , a2 },

lim supn yn = max{b1 , b2 } and lim supn (xn + yn ) = max{a1 + b1 , a2 + b2 }. By
choosing a1 , a2 , b1 and b2 in R with

max{a1 + b1 , a2 + b2 } < max{a1 , a2 } + max{b1 , b2 },

we obtain a strict inequality in (a). That is exactly what we have done in the first
example: a1 = 1, a2 = 1 and b1 = 1, b2 = 1.

5. Let x R and consider the sequence given by

 x n
xn := 1 +
n
for n N. Use the arithmetic-geometric mean inequality to solve the following problems.

(a) Suppose that q N and p > 0. Show that

 n + x + pq n+q
p q xn (4)
n+q
for all n N with n x.
Solution: Note that 1 + x/n 0 for n x. By the arithmetic-geometric mean
inequality with n + q factors we have

q
x n q  n(1 + nx ) + pq n+q  n + x + pq n+q
xn p = 1 + p =
n n+q n+q
for all n x.
(b) Show that (xn ) is increasing for all n N with n x.
Solution: If we choose p = q = 1 in (4), then
 n + x + 1 n+1  x n+1
1
xn = xn 1 = 1+ = xn+1
n+1 n+1
for all n x.

6
 (c) Show that (xn ) is bounded, and therefore it converges.
Solution: We choose p = 1/2 and q such that n + x + q/2 n + q, that is,
x q/2. Applying (4) we get
q n+q
q n+x+ 2
  n + q n+q
xn 2 2q = 2q
n+q n+q
for all n x.
*(d) For discussion: Can you guess what the limit of (xn ) is? Can you compute it for
certain x R, and why not for others?
Solution: Formally we can rewrite (xn ) in the form
h 1  nx ix
xn = 1 + n
x

Setting m := n/x it reads

h 1 m ix
xn = 1+ ,
m
and using the elementary limit (1 + 1/m)m e as m we expect that
xn ex as n . Note however, that we needed to assume that m N for
(1 + 1/m)m e, and that is not the case for all x. We know that (xn ) converges.
Hence to determine its limit it is sufficient to consider any subsequence (Why?).
Assume that x is rational and positive, that is,
p
x=
q
for some p, q N, q 6= 0. Then n/x N if n is divisible by p, that is n = kp for
k N. We then have h 1 kq ip
xqkp = 1 + ep
kq
as k by a using a standard limit. If we take the p-th root we get the limit ep/q .
For irrational x we cannot presently compute the limit as pn/x 6 N for all p N.
We could however define ex to be that limit, and then prove all the properties of
the exponential function by starting from x rational, then approximate.

Extra questions for further practice

6. Let (xn ) and (yn ) be bounded sequences in R with xn , yn 0 for all n N.
(a) Show that


lim sup(xn yn ) lim sup xn lim sup yn .
n n n

Solution: If ` n, using that xk , yk 0, we have

x` y` sup xk sup yk .
kn kn



This means that supkn xk supkn yk is an upper bound for x` y` for all `
n. By definition of a supremum (every upper bound is larger or equal than the
supremum)



sup x` y` sup xk sup yk
`n kn kn

for all n N. By definition of the limit superior and the limit laws



lim sup(xn yn ) lim sup xn lim sup yn .
n n n

7
 (b) By giving a counter example, show that strict inequality is possible.
Solution: We set xn := 2 + (1)n and yn = 2 + (1)n+1 for all n N.
We then have xn , yn > 0 and lim sup xn = lim sup yn = 3. On the other hand,
n n
xn yn = (2 + (1)n )(2 (1)n ) = 3 for all n N, so lim sup(xn yn ) = 3. Hence,
n
  
3 = lim sup(xn yn ) < lim sup xn lim sup yn = 3 3 = 9.
n n n

(c) If one of the sequences converge, and the product is not of the form 0 or
0, show that



lim sup(xn yn ) = lim sup xn lim sup yn .
n n n

Solution: Assume that yn y. If yn 0 and (xn ) is bounded, then xn yn 0.

Hence equality holds. Assume therefore that yn y with y > 0. Applying (a)



lim sup xn lim sup yn = lim sup(xn y)
n n n
 y
= lim sup (xn yn )
n yn
y
lim sup(xn yn ) lim sup (5)
n n yn
y
= lim sup(xn yn ) lim
n n yn

= lim sup(xn yn )
n

Together with (a) equality follows. The above argument works even if (xn ) is not
bounded from above.

7. *(a) Suppose that (an ) is a sequence in R with an 6= 0 for all n N. If (an+1 /an )nN is
a bounded sequence, prove that
|an+1 | p p |an+1 |
lim inf lim inf n |an | lim sup n |an | lim sup .
n |an | n n n |an |

Solution: We only prove the last inequality. The middle one is obvious from
the definition of the limit superior and inferior, and the first one can be obtained
by reversing the signs. Since (an+1 /an )nN is bounded, we have that
|an+1 |
s := lim sup
n |an |
exists in R. We fix > 0. Then by definition of the limit superior there exists
N 1 (depending on ) such that
|ak+1 |
sup <s+
kn |ak |
for all n N . In particular, |ak+1 |/|ak | < s + for all k N . Given n > N we
apply the inequality for each k = N, N + 1, . . . , n 1 to obtain
|an | |an | |an1 | |aN +1 |
= (s + )nN .
|aN | |an1 | |an2 | |aN |

8
 Therefore p p
n
|an | (s + )1N/n n |aN |
p
for all n > N . We know that n |aN | 1 as n and similarly (s + )N/n 1
as n . Hence, by the limit laws for the limit superior
p
lim sup n |an | s + .
n
p
The above argument works for every choice of > 0, and hence lim supn n
|an |
s as claimed.

(b) Use part (a) to compute the limit of xn = n n!/n as n .
Solution: If we set
n!
an := ,
nn
then we have

xn = n
an
Note that
an+1 (n + 1)! nn  n n  1 n 1
= n+1
= = 1+ .
an (n + 1) n! n+1 n e

From part (a) and the squeeze law, we conclude that

an+1 1
lim xn = lim n
an = lim = .
n n n an e