Convergence Theorems

Theorem : If {an }∞ 1 is a monotonically non-decreasing sequence,

bounded above, then it converges.
Proof : Since the sequence is monotonically non-decreasing, the set A
={an : n = 1, 2 . . .} is also bounded above and thus has a least upper
bound. Let this be a. By definition an ≤ a ∀n and also for some  > 0 and
some n0 , there is a an0 such that an0 +  > a.
Thus ∀ n > n0 an +  > an0 +  > a > an . So
|an − a| <  ∀ n > n0 .

Corollary : A monotonic non-decreasing sequence not bounded

above diverges.
This is because given M > 0 ∃ n 0 : a n0 > M
Thus ∀ n > n0 an > an0 > M ⇒

lim an → ∞
n→∞

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 Convergence Theorems

Consider a bounded sequence {an }∞

n=1 .

Define bn = sup{ak : k ≥ n}. So, by definition {bn }∞

n=1 is a
non-increasing sequence bounded below (WHY ?), so it converges

lim bn = lim sup an = limn an

n→∞

Similarly, if cn = inf{ak : k ≥ n}. Then {cn }∞

n=1 is a non-decreasing
sequence bounded above, so it converges

lim cn = lim inf an = limn an

n→∞

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 Convergence Theorems

as bq aqbp M1 M2 M3 M4

Note that since bp is a supremum, ∃ aq−1 ∈ bp − ε. Then if q − 1 > p

then, bq < bp since bq is the supremum of the sequence which does not
contain aq−1 . This sequence has bp only as an upper bound. Its
supremum must be bq < bp , such that there is a as ∈ bq − ε for s > q.

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 Convergence Theorems

Theorem For a sequence of real numbers {an }∞

n−1

(i) limn an ≤ limn an

(ii) If the sequence is convergent, then limn an ≡ ` = limn an ≡ L and

conversely.

Proof : The first part is easy, as all lower bounds are ≤ all upper bounds.

(i) If ` = L, then given  > 0 ∃ n1 , n2 such that

` −  < sup ak < ` +  ∀ n > n1

k≥n

` −  < inf ak < ` +  ∀ n > n2

k≥n

Thus if n0 = max{n1 , n2 }, then ∀ n > n0 ` −  < an < ` +  or the

sequence converges.

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 Convergence Theorems

(ii) Conversely, if the sequence converges, then given  > 0 ∃ n0 such

that ∀ n > n0 a −  < an < a + .
This supk≥n ak ≤ a +  and inf k≥n ak ≥ a −  ∀n > n0 .
That is a −  ≤ ` < L ≤ a + . This is true for every , so : ` = L = a.

Cauchy Sequence : A sequence (an )∞ n=1 is called a Cauchy sequence,

if ∀ ε > 0 ∃ a n0 such that |am − an | < ε ∀ m, n > n0 .

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 Convergence Theorems

Theorem : Every Cauchy sequence is bounded and convergent

Since ∀ ε > 0 ∃ a n0 such that |am − an | < ε ∀ m, n > n0 , choosing

m = n0 + 1 we get : |an0 +1 − an | < ε ∀n > n0 . Thus :

an0 +1 −  < an < an0 +1 + 

Choose M =max{a1 , a2 . . . an0 , an0 +1 + } and m =

min{a1 , a2 . . . an0 , an0 +1 − }, then

m ≤ an ≤ M ∀n ≥ 1

Let liman = L and liman = `, since the Cauchy sequence is bounded

−∞ < ` ≤ L < ∞. But as we have already shown
an0 +1 −  < an < an0 +1 + . This implies : an0 +1 −  ≤ ` ≤ L ≤ an0 +1 +  or
|L − `| < 2 ⇒ ` = L = limn→∞ an

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 Convergence Theorems

Theorem : If (an )∞
n=1 and (bn )n−1 are two sequences then :
∞

If lim bn = ` then ` ≤ an ≤ bn ⇒ lim an = `

an ≤ bn ⇒ lim an ≤ lim bn and lim an ≤ lim bn

lim (an + bn ) ≥ lim an + lim bn

lim (an + bn ) ≤ lim an + lim bn

If both the sequences are convergent then :

lim (an ± bn ) = lim an ± lim bn
lim(an · bn ) = lim an · lim bn
lim (an /bn ) = lim an / lim bn if lim bn 6= 0

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 Examples
Take the sequence (an = (1 + 1/n)n )∞
n=1 .

„ «n
1
an = 1+
n
1 n(n − 1) 1 n(n − 1)(n − 2) 1 1
= 1+n· + · 2 + · 3 ... n
n 2! n 3! n n
1 − 1/n (1 − 1/n)(1 − 2/n) (1 − 1/n)(1 − 2/n) . . . [1 − (n − 1)/n]
= 1+1+ + ...
2! 3! n!

[1 − 1/(n + 1)] [1 − 1/(n + 1)][1 − 2/(n + 1)]

an+1 = 1+1+ + ...
2! 3!
[1 − 1/(n + 1)][1 − 2/(n + 1)] . . . [1 − (n − 1)/(n + 1)] [1 − 1/(n + 1)] . . .
+ ...
n! (n + 1)!

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 Examples - Con’d
So comparing term by term an < an+1 . It is a monotonically increasing
sequence.
Again,

an < 1 + 1 + (1/2!) + (1/3!) . . . (1/n!) < 1 + 1 + 1/2 + 1/4 + . . . 1/2n−1

2 < an < 3 + 1/2n−1 < 3

As a monotonic increasing sequence bounded above, it converges.

„ «n
1
lim 1 + = e
n→∞ n

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 Examples - Con’d
Take the sequence (an = 1 + 1/2 + 1/3 + . . . 1/n)∞
n=1 .

Suppose it converges. Then by Cauchy criterion, Given

 > 0, ∃ m : ∀n ≥ m, p ≥ 0 :
˛ ˛
˛ 1 1 ˛˛ 1
|an+p − an | = ˛
˛ +...+ <  =
n+1 n + p˛ 4

Take n=m, then ∀ p > 0

1 1 1
+ ... + <
m+1 m+p 4

Take p=m
1 1 m 1
+...+ > =
m+1 m+m m+m 2
This is impossible. So the sequence diverges

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