Chapter 4

Sequences and Limit of

Sequences
4.1 Sequences: Basic Denitions
Denition 278 (sequence) A sequence is a function whose domain is a subset
of the form
n Z : n _ n
0
for some n
0
Z
The elements or the terms of the sequence, usually denoted x
n
will be of the
form: x
n
= f (n). If the terms of a sequence are denoted x
n
, then the sequence
is denoted (x
n
) or x
n
. We can think of a sequence as a list of numbers. In this
case, a sequence will look like: x
n
= x
1
; x
2
; x
3
; :::. The starting point, n
0
is
usually 1 but it does not have to be. However, it is understood that whatever
the starting point is, the elements x
n
should be dened for any n _ n
0
. For
example, if the general term of a sequence is x
n
=
2n
n 4
, then, we must have
n
0
_ 5.
A sequence can be given dierent ways.
1. List the elements. For example,
_
1
2
;
2
3
;
3
4
; :::
_
. From the elements listed,
the pattern should be clear.
2. Give a formula to generate the terms. For example, x
n
= (1)
n
2
n
n!
. If
the starting point is not specied, we use the smallest value of n which
will work.
3. A sequence can be given recursively. The starting value of the sequence
is given. Then, a formula to generate the n
th
term from one or more
103
104 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
previous terms. For example, we could dene a sequence by giving:
x
1
= 2
x
n+1
=
1
2
(x
n
+ 6)
Another example is the Fibonacci sequence dened by:
x
1
= 1, x
2
= 1
x
n
= x
n1
+ x
n2
for n _ 3
Like a function, a sequence can be plotted. However, since the domain is a
subset of Z, the plot will consist of dots instead of a continuous curve.
Since a sequence is dened as a function. everything we dened for functions
(bounds, supremum, inmum, ...) also applies to sequences. We restate those
denitions for convenience.
Denition 279 (Bounded Sequence) As sequence (x
n
) is said to be bounded
above if its range is bounded above. It is bounded below if its range is bounded be-
low. It is bounded if its range is bounded. If the domain of (x
n
) is n Z : n _ k for some integer k
then the above denition simply state that the set x
n
: n _ k must be bounded
above, below or both.
Denition 280 (One-to-one Sequences) A sequence (x
n
) is said to be one-
to-one if whenever n ,= m then x
n
,= x
m
.
Denition 281 (Monotone Sequences) Let (x
n
) be a sequence.
1. (x
n
) is said to be increasing if x
n
_ x
n+1
for every n in the domain of the
sequence. If we have x
n
< x
n+1
, we say the sequence is strictly increasing.
2. (x
n
) is said to be decreasing if x
n
_ x
n+1
for every n in the domain of
the sequence.
3. A sequence that is either increasing or decreasing is said to be monotone.
If it is either strictly increasing or strictly decreasing, we say it is strictly
monotone.
Denition 282 (constant) (x
n
) is constant if x
n+1
= x
n
\n. (x
n
) is eventu-
ally constant if x
n+1
= x
n
\n > N for some positive integer N.
Denition 283 (Periodic) (x
n
) is periodic if p Z
+
such that \n, x
n+p
=
x
n
.
Sometimes, when studying at a sequence, it is useful to look only at some
of its terms, not all of them. For example, we could take every other term. We
could also take some of the terms at random. More specically, given a sequence
a
n
= a
1
; a
2
; a
3
; :::, we can dene a new sequence b
k
= a
n
k
, made from
4.2. LIMIT OF A SEQUENCE: DEFINITIONS 105
some of the terms of a
n
as follows: Let n
1
denote the index of the rst element
of a
n
we select and dene b
1
= a
n1
.. Let n
2
denote the index of the second
element of a
n
we select and dene b
2
= a
n2
. In general, let n
k
denotes the
index of the k
th
element of a
n
we select and dene b
k
= a
n
k
. In doing so,
note that n
k
_ k (as long as n _ 1 which we can achieve by renumbering).
Denition 284 (subsequence) The sequence b
k
as dened above is called a
subsequence of a
n
. Simply speaking, a subsequence is a sequence which only
contains some of the terms of the original sequence. However, it still contains
an innite amount of terms, in other words, it does not stop.
Another way of dening a subsequence is given below.
Denition 285 (subsequence) A subsequence of a sequence (x
n
) is a se-
quence of the form
_
x
'(n)
_
where ' : N N is a strictly increasing function.
For example, (x
2n
) is a subsequence of (x
n
), in this case, '(n) = 2n. (x
2n+1
)
is another subsequence, in this case '(n) = 2n + 1.
Example 286 Given a sequence (x
n
)
1. (x
2n
) is a subsequence of (x
n
), in this case, '(n) = 2n.
2. (x
2n+1
) is another subsequence, in this case '(n) = 2n + 1.
4.2 Limit of a Sequence: Denitions
4.2.1 The Concepts of Eventually and Frequently
Denition 287 (Eventually and frequently) Let (x
n
) be a sequence and
S _ R.
1. (x
n
) is eventually in S if there exists N > 0 such that n _ N ==x
n
S.
2. (x
n
) is frequently in S if x
n
S for innitely many values of n.
Examples:
(x
n
) where x
n
= (1)
n
is frequently in the set 1 and well as frequently
in the set 1.
(x
n
) where x
n
=
_
1 if 1 _ n _ 20
0 if n > 20
is eventually in the set 0.
(x
n
) where x
n
= lnn is eventually is the set [2; ).
The following are simple observations regarding these two notions:
If a sequence is in a set, then it is eventually in the set.
106 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
If a sequence is eventually in a set, then it is frequently in the set.
(x
n
) is eventually in S if and only if it is not frequently in R S.
(x
n
) is frequently in S if and only if it is not eventually in R S.
The following is an important theorem regarding subsequences.
Theorem 288 Let (x
n
) be a sequence and S _ R. The following are equivalent:
1. (x
n
) is frequently in S.
2. (x
n
) has a subsequence in S.
Proof. We prove both directions.
1. (1 ==2). Since (x
n
) is frequently in S, (x
n
) S for innitely many n.
Let n
i
be the i
th
index of (x
n
) for which (x
n
) S. Then the sequence (y
n
)
where y
i
= x
ni
is both a subsequence of (x
n
) and is in S.
2. (2 ==1). Since a subsequence of (x
n
) contains an innite number of
terms of (x
n
), the result follows.
4.2.2 Denitions of Limits
In the following, we assume that (x
n
) is a sequence of real numbers and L is an
extended real number. In this section, We wish to investigate the behavior of
x
n
as n gets arbitrarily large, in other words as n . This is called nding
the limit of x
n
as n approaches , it is denoted lim
n!1
x
n
. We want to know if
the values of x
n
keep on changing as n , or if they seem to get closer to
some number. Several things can happen. As n , x
n
could get arbitrarily
large (or small), in other words, x
n
. Another possibility is that the
values of x
n
will get closer and closer to some number we will call L. But, it is
also possible that the values of x
n
will keep on changing forever. If we allow L
to be an extended real number, then the rst two cases can be summarized in
lim
n!1
x
n
= L. We now give a more precise denition of limits as well as partial
limits.
Denition 289 (Limit) lim
n!1
x
n
= L if for every neighborhood U of L, (x
n
)
is eventually in U. In this case, we write one of the following:
lim
n!1
x
n
= L
limx
n
= L
x
n
L as n
x
n
L
4.2. LIMIT OF A SEQUENCE: DEFINITIONS 107
If L is a real number, we say that (x
n
) converges to L or that L is a nite
limit for (x
n
). Otherwise, we say that (x
n
) diverges. Note that (x
n
) may
diverge for two reasons. The rst one is if L = , in this case, we say that
(x
n
) has an innite limit. The second is if (x
n
) has no limit at all.
Denition 290 (Partial limit) L is a partial limit of (x
n
) if for every neigh-
borhood U of L, (x
n
) is frequently in U.
We now give equivalent conditions for a sequence to have a limit and a
partial limit. In each case, we consider whether the limit (partial limit) is nite
or innite.
Theorem 291 (Finite Limit) Let (x
n
) be a sequence, and L R. The fol-
lowing are equivalent:
1. L is a limit of (x
n
) in other words lim
n!1
x
n
= L.
2. \ > 0, (x
n
) is eventually in (L ; L + ).
3. \ > 0,N > 0 such that n _ N ==x
n
(L ; L + ).
4. \ > 0,N > 0 such that n _ N ==[x
n
L[ < .
Proof. We prove (1 ==2 ==3 ==4 ==1).
1. (1 ==2). Let > 0 be given. Then (L ; L + ) is a neighborhood of
L. Thus, if lim
n!1
x
n
= L it follows by denition that (x
n
) is eventually in
(L ; L + ).
2. (2 ==3). This is the denition of eventually.
3. (3 ==4). x
n
(L ; L + ) ==L < x
n
< L+ == < x
n
L <
==[x
n
L[ < .
4. (4 ==1). We need to show that (x
n
) is eventually in U where U is any
neighborhood of L. If U is any neighborhood of L, then by denition, U
contains (L ; L + ) for some > 0. We can nd N > 0 such that
n _ N ==[x
n
L[ <
== < x
n
L <
== L < x
n
< L +
== x
n
(L ; L + )
== x
n
U
Thus x
n
is eventually in U. Since U was arbitrary, the result follows.
108 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
Remark 292 Part 4 of theorem 291 is known as the denition of the
limit.
Theorem 293 (Finite Partial Limit) Let (x
n
) be a sequence, and L R.
The following are equivalent:
1. L is a partial limit of (x
n
).
2. \ > 0, (x
n
) is frequently in (L ; L + ).
3. \ > 0, x
n
(L ; L + ) for innitely many n.
4. \ > 0,[x
n
L[ < for innitely many n.
Proof. See problems
Theorem 294 (Innite Limit) Let (x
n
) be a sequence, and L = (the case
L = is similar and left to the reader). The following are equivalent:
1. is a limit of (x
n
) in other words lim
n!1
x
n
=
2. \M > 0, (x
n
) is eventually in (M; ).
3. \M > 0, N > 0 such that n _ N ==x
n
(M; ).
4. \M > 0, N > 0 such that n _ N ==x
n
> M
Proof. See problems
Theorem 295 (Innite Partial Limit) Let (x
n
) be a sequence, and L =
(the case L = is similar and left to the reader). The following are equiva-
lent:
1. is a partial limit of (x
n
).
2. \M > 0, (x
n
) is frequently in (M; ).
3. \M > 0, x
n
(M; ) for innitely many n.
4. \M > 0, x
n
> M for innitely many n.
5. (x
n
) is unbounded above.
Proof. See problems
4.2. LIMIT OF A SEQUENCE: DEFINITIONS 109
4.2.3 Examples
Before we look at examples and elementary theorems, let us make some remarks.
[x
n
L[ simply represents the distance between x
n
and L. If we think of
as a very small quantity, then the above denition says that we can make
the distance between x
n
and L as small as we want, simply by taking n
large enough . In fact, no matter how small is, we can make the distance
smaller. In essence, this is saying that if n is large enough, x
n
and L
become identical. Think of this as a game between two persons. The
other person gives you a value for , that it the other person tells you how
close he or she wants x
n
to be from L. You must be able to nd N such
that if n _ N, x
n
will be within the prescribed distance. Not only x
n
, but
also all the terms after x
n
will be within the prescribed distance.
Graphically, if we draw the horizontal lines y = L+ and y = L, then
saying n _ N = [x
n
L[ < means that all the values of x
n
will fall
within the region between the two lines whenever n _ N.
It should be clear to the reader that to prove the limit is L, is arbitrary.
Given any , the reader must prove the number N in the denition can
be found. Usually, N will depend on . We now look at some examples to
see how this is done.
Example 296 Let (x
n
) be such that x
n
= c, for some constant c. Show that
x
n
c.
We need to show that for any > 0, (x
n
) is eventually in (c ; c + ). Since
x
n
= c for any n, (x
n
) is always in c _ (c ; c + ) for any > 0. Hence,
(x
n
) is eventually in (c ; c + ).
Example 297 This example is similar to the previous one, the dierence is
that (x
n
) is eventually constant, that is there exists N > 0 such that x
n
= c
whenever n _ N. Again, show that x
n
c.
The proof is similar. Here, we have that (x
n
) is eventually in c _ (c ; c + ).
Example 298 Let (x
n
) be such that x
n
= (1)
n
. Prove that (x
n
) does not
have a limit (nite or innite) but has two partial limits: 1 and 1.
First, we prove that is not a limit of (x
n
). We can nd M > 0 such
that (x
n
) is not eventually in (M; ). Any number M > 1 will do.
Next, we prove that is not a limit of (x
n
).We can nd M < 0 such
that (x
n
) is not eventually in (; M). Any number M < 1 will do.
Next, we prove that no real number can be a limit of (x
n
). We note that
x
n
only has two values, 1 and 1. For a real number x to be a limit of
(x
n
), both 1 and 1 would have to be eventually in (x ; x + ), for any
> 0. Clearly, if =
1
2
, this cannot happen, no matter what x is. So, no
real number can be a limit of (x
n
).
110 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
Next, we prove that 1 is a partial limit. We need to prove that (x
n
) is
frequently in (1 ; 1 + ), for any > 0. By theorem 288, it is enough
to show (x
n
) has a subsequence in (1 ; 1 + ), for any > 0. The
subsequence (x
2n
) is in 1 _ (1 ; 1 + ), for any > 0. The result
follows.
Finally, we prove that 1 is a partial limit. This is similar. We simply
note that the subsequence (x
2n1
) is in 1.
Example 299 Let (x
n
) be such that x
n
= n. Prove that x
n
. We need to
show that for any M > 0, there exists N > 0 such that n _ N ==x
n
> M. We
want x
n
> M. This will happen when n > M (since x
n
= n). So, we see that
if N is any integer greater than M, we will have n > M == x
n
> M. Hence,
the result.
Example 300 Let (x
n
) be such that x
n
= n
2
. Prove that x
n
. We need
to show that for any M > 0, there exists N > 0 such that n _ N ==x
n
> M.
We want x
n
> M. This will happen when n
2
> M (since x
n
= n
2
), that is
when n >
_
M. So, we see that if N is any integer greater than
_
M, we will
have n > M ==x
n
> M. Hence, the result.
Example 301 Let (x
n
) be such that x
n
= (1)
n
n
2
. Prove that (x
n
) has no
limit and that are partial limits.
1. First, we see why neither nor can be limits of (x
n
). (x
n
) cannot
be eventually in (M; ) for any number M > 0 because if x
n
(M; ),
x
n+1
= (M; ). For the same reason, (x
n
) cannot be eventually in
(; M) for any number M < 0.
2. Then, we see why a real number x cannot be a limit for (x
n
). Let x R.
For x to be a limit of this sequence, (1)
n
n
2
has to be eventually in
(x ; x + ) for any > 0. We consider several cases.
x = 0. [x
n
[ increases without bounds, so x
n
will eventually get out of
any interval of the form (; ).
x ,= 0. Let =
[x[
2
. If x
n
is in (x ; x + ) then x
n+1
cannot be
there (why?)
3. Finally, we see why and are partial limits of (x
n
). The subsequence
(x
2n
) is eventually (M; ) for any number M > 0 thus (x
n
) is frequently
in (M; ) for any number M > 0. This means that is a partial limit
of (x
n
). Similarly, the subsequence (x
2n+1
) is eventually in (; M) for
any number M < 0. This means that is a partial limit of (x
n
).
Example 302 Show that the sequence whose general term is x
n
=
1
n
converges
to 0.
4.2. LIMIT OF A SEQUENCE: DEFINITIONS 111
Given > 0, we need to nd N such that n _ N =

1
n
0

< . To do this,
we usually start with what we want, i.e.

1
n
0

< , and we try to nd the

condition n has to satisfy for it to happen.

1
n
0

< =

1
n

<
=
1
n
<
=n >
1

So, we see that if N =

1

, then n _ N =

1
n
0

< .
Example 303 Show that the sequence whose general term is x
n
=
1
n
2
converges
to 0.
Given > 0, we need to nd N such that n _ N =

1
n
2
0

< . To do this,
we usually start with what we want, i.e.

1
n
2
0

< , and we try to nd the

condition n has to satisfy for it to happen.

1
n
2
0

< =

1
n
2

<
=
1
n
2
<
=n
2
>
1

=n >
1
_

or n <
1
_

Since n is a natural number, we only retain n >

1
_

. So, we see that if N =

1
_

,
then n _ N =

1
n
0

< .
Example 304 Same example as above, using a slightly dierent approach.
When we had
1
n
2
< . We could have noticed that if n > 1 we have
1
n
2
<
1
n
.
So, if we make
1
n
< then what we need,
1
n
2
< will also happen. We can
make
1
n
< simply by taking n >
1

, it will follow that

1
n
2
0

< . This time,

we nd that N =
1

works.
112 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
Remark 305 It seems that if we do the same problem dierent ways, we nd a
dierent solution. We really dont. When we nd N, the only thing we guarantee
is that if n _ N, then [x
n
L[ < . It might also be true if n is slightly less
than N. In other words, we are not nding the smallest N that will work. If we
use approximations like in example 304 , we may not get the best estimate for
N.
Remark 306 The idea is the following. Forget mathematics for a second (just
a second). Imagine you are driving on a dirt road and you come to a bridge.
You are not sure if the bridge can withstand the weight of your car. If ahead of
you is a vehicle you know to be heavier than yours which just cleared the bridge,
then you know your vehicle can clear the bridge as well.
Remark 307 The above example illustrates a general technique to nd N given
. In general, the general term of the sequence is too complicated for us to be
able to solve for n: If we call x
n
the general term of the sequence, we do the
following: Start with [x
n
L[ and simplify it as much as possible. We get an
expression involving n, call it E
1
(n). If we still cannot solve for n in E
1
(n) < ,
we try to nd an upper bounds of [x
n
L[, call it E
2
(n) for which we can solve
E
2
(n) < . The result will follow. Since [x
n
L[ = E
1
(n) < E
2
(n), if we can
have E
2
(n) < , we will also have [x
n
L[ < . Obviously, E
2
(n) has to be
small enough so we can make it as small as we want. We illustrate this with
the next example.
Example 308 Show that the sequence x
n
whose general term is x
n
=
2n 1
3n + 2
converges to
2
3
.
Again, as before, we look at what we need, and see if we can derive the condition
n must satisfy.

2n 1
3n + 2

2
3

< ==

6n 3 6n 7
3 (3n + 2)

==
10
3 (3n + 2)
<
Though here we could solve for n, we can also use an upper bound instead. We
notice that
10
3 (3n + 2)
=
10
9n + 6
<
10
9n
Thus, if we make
10
9n
< , it will follow that

2n 1
3n + 2

2
3

< . The former

happens when n >
10
9
. So, given > 0, n >
10
9
==

2n 1
3n + 2

2
3

< this
proves that lim
2n 1
3n + 2
=
2
3
.
4.2. LIMIT OF A SEQUENCE: DEFINITIONS 113
Example 309 Prove that lim
__
n + 1
_
n
_
= 0.
Again, as before, we look at what we need, and see if we can derive the condition
n must satisfy.

__
n + 1
_
n
_
0

< ==
__
n + 1
_
n
_ __
n + 1 +
_
n
_
_
n + 1 +
_
n
<
We work on the left side of the inequality and nd an upper bound.
__
n + 1
_
n
_ __
n + 1 +
_
n
_
_
n + 1 +
_
n
=
1
_
n + 1 +
_
n
<
1
2
_
n
So, if we make
1
2
_
n
< , we will have what we need, that is

_
n + 1
_
n

< .
The former happens when
_
n >
1
2
or n >
1
4
2
(since n > 0). Now, we see
that given > 0, if n >
1
4
2
then

__
n + 1
_
n
_
0

< thus proving that

lim
__
n + 1
_
n
_
= 0.
4.2.4 Exercises
1. Let x
n
= 3 +
1
n
. Prove that x
n
3.
2. Let x
n
= 3 +
2
n
. Prove that x
n
3.
3. Let x
n
=
1
n
for n N. If x R : x ,= 0, prove that x is not a partial limit
of (x
n
).
4. Let x
n
=
_
_
_
(1)
n
n
3
if n is a multiple of 3
0 if n is one more than a multiple of 3
4 if n is two more than a multiple of 3
. Prove
that the partial limits of (x
n
) are ; ; 0; 4.
5. Let x
n
=
3 + 2n
5 + n
. Prove that x
n
2.
6. Let x
n
=
_

_
1
2
n
if n = 2k
1
n
2
+ 1
if n = 2k + 1
for any integer k. Prove that x
n

0.
7. Let x
n
=
n
2
+ 3n + 1
2n
2
+ n + 4
. Prove that x
n

1
2
.
8. Explain and justify the following observations made in the notes:
114 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
(a) If a sequence is in a set, then it is eventually in the set.
(b) If a sequence is eventually in a set, then it is frequently in the set.
(c) (x
n
) is eventually in S if and only if it is not frequently in R S.
(d) (x
n
) is frequently in S if and only if it is not eventually in R S.
9. Prove theorem 288.
10. Prove theorem 293.
11. Prove theorem 294.
12. Prove theorem 295.