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    5 views11 pages

    Sequences - Wikibooks, Open Books For An Open World

    Uploaded by

    RA
    Sequences, from wikibooks! its Free!

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    © All Rights Reserved
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    e208 Real Aralysis/Sequences - Wikibocks, open books for an open wr Real Analysis/Sequences «Section 1 Exercises Real Analyste Constructing the real numbers> ‘Sequences Definition Sequences occur frequently in analysis, and they appear in many contexts. While we are all familiar with sequences, it is useful to have a formal definition. Definition A sequence of real numbers is any function a: NR. Often sequences such as these are called real sequences, sequences of real numbers or sequences in R to make it clear that the elements of the sequence are real numbers. Analogous definitions can be given for sequences of natural numbers, integers, etc. Given a sequence (xy), a subsequence, notated as (zn,)%2,, is a sequence where (nj) is strictly increasing sequence of natural numbers. Phrased differently, a subsequence is a sequence where (nj) is an interval between the subscriped number and the superscripted number, from the notation. For example, taking ny=2) would the subsequence consisting of every other element of the original sequence, that is (x2, X4, X65 ---) Sequence Notation However, we usually write a, for the image of n under a, rather than a(n). The values a, are often called the elements of the sequence. To make a distinction between a sequence and one of its values it is often useful to denote the entire sequence by (a,)%2,, or just (a,). Some employ set notation and denote it as {a,} When specifying a particular sequence, it may be written in the form (aj, a2, a3, ...), when the sequence is infinite, or (a), a2, ..-» aq) when the sequence is finite. We tend only to discretely write down enough elements is so that the pattern is clear, which is typically 3 times. Examples of Sequences Cy 2,35 4 od, Cy 72, 3, 74, 2), and (1, m,n, a, af, ...) are all examples of sequences. Note, however, that there need not be any particular pattern to the elements of the sequence. For example, we may specify a, to be the n-th digit of . Often sequences are defined recursively. That is, to specify some initial values of the sequence, and then to specify how to get the next element of the sequence from the previous elements. For example, consider the sequence x)=1, x2=1, and xX, = X,—; +Xn_2 for n> 3. This sequences is known as the Fibonacci sequence, and its first few terms are given by (1, 1, 2, 3, 5, 8, 13, ...). Another familiar example of a recursive sequence is Newton's method. With an initial guess xo for the zero of a function, Newton's method tells you how to construct the next guess. In this way you generate a sequence which (hopefully) converges to the zero of the function. ipo wikibooks.orgwik/Real_AnaysiaiSequences wm e208 Operations on Sequences Real Aralysis/Sequences - Wikibocks, open books for an open wr We can also perform algebraic operations on sequences. In other words, we can add, subtract, muttiply, divide sequences. These operations are simply performed element by element, for completeness we give the definitions. Definition Given two sequences (x,) and (y,) and a real number c, we define the following operations: Sequence operators Operator Definition Property ‘Addition Om) + On) Om * Yn) Subtraction | (%q) — (Yn) | (%m — Yn) Multiplication) (x,) (yn) | (% * Yn) Division 0%) 7 On) | O%p/¥n) sf Yq FO for all nin N Scalar c+ (xp) (ce xq) Classification of Sequences Some properties of sequence are so important that they are given special names. Different types of monotone sequences Definition strictly increasing if non-decreasing if strictly decreasing if non-increasing if Definition monotone if strictly monotone if Property ap < psy for all n in N py S@qs1 for all n in N > Anes for all n in N p= qe for all n in N Property it satisfies any above definition for all n in N it is either strictly increasing or strictly decreasing; Visual examples of monotonicity ripen wikibooks.orgwik/Real_Anaysia/Saquences am e208 Real Aralysis/Sequences - Wikibocks, open books for an open wr ‘An example of a An example of a An example of a non- monotonic non= monotonic non=increasing monotonic function decreasing function function Some of these terms ate prefixed with strictly because the term increasing is used in some contexts with meaning either that of strictly increasing or of non-decreasing, and similarly decreasing can mean the same as either strictly decreasing, or non-increasing. As a result, these ambiguous terms are usually prefixed with and strictly. We will try adhere to using this unambiguous term. From here, we will also describe properties of sequences based on boundedness, a word which we will define for sequences below. Different types of boundedness Definition Property bounded une if there exists M in R such that a,M for all n in N below bounded if the sequence is both bounded above and bounded below if for all 2>O there exists a natural number N so that, for all n, m > Ny lam- Cauchy al 0, there exists N in N-such that Ix,-alN. Despite this, we do not refer to sequences such as these as convergent. They are instead called divergent. Although convergence can be proven using the epsilon-delta definition as proof, another method to Prove convergences of sequences is through mathematical induction, since sequences are referenced using counting numbers. Through this method, some theorems are easier to prove. However, proof using mathematical induction cannot generalize to real numbers like a proof using epsilon-delta can. The following theorems will prove that variations of a convergent sequence, expressed either through inductive notation, limit notation, or Cauchy notation, converges to exactly one number. This may seem intuitively clear, but remember that intuition often fails us when it comes to limits. It is also in proper mathematical style to rigorously prove every mathematical notion presented to us. Theorem (Uniqueness of limits) A sequence can have at most one limit. In other words: if x,—>a and x, b then a=b. Proof Suppose the sequence has two distinct limits, so a#b. Let e=la—bl/3. Certainly e>0, using the definition of convergence twice we can find natural numbers Ng and Np so that lt, —a| Se for all n> Ny and latn — b| Np. Taking k-max(NasNy) then both of these conditions hold for x,. Hence we deduce that Ix,—alN. The sequence (in) y.; is bounded above by at! and below by a—t. Let Ms max( Ixy), )x21,) ly I%yly Lal#t). It follows that —M N. In particular, Ixy41—X%mlN. It follows by the reverse triangle inequality that IXml < Ixyei! +1. If we take Memax( 1x1, begs ony Layls Deyey! #1), then Ixq! 0 we have £/3>0 so from the X, and y-lim yy, We need to show that for any 2>0 there is natural number N so definition of convergence there is a natural number Ny so that Ix,—xIN,, similarly we can choose Ny ly,-y!Ny. ipo wikibooks.orgwik/Real_AnaysiaiSequences nt e208 Real Aralysis/Sequences - Wikibocks, open books for an open wr Let N=max(Ny sNy)- If n>N, then by the triangle inequality we have \G@n + Yn) — (2 +Y)| = |(@n — 2) + (tn — 9) S€/3+€/3 x and M,>y. Given 2>0, there exists some Ny and Ny such that e lan — 2| < —— for n> Ny and 2M, € In —yl< lun — al < oa for n> Ny. Then for every n > max(Ny, Ny), lente — ty = |(tn —2)¥n + 2(Yn — ¥)] S|en — 2|M, + Mzlyn — yl e.e 0 so that ly_nl > and ly! > 8. It follows that 1/ly,yl<1/8?. Given 2 >0 choose n in N so that ly, —yl <6. We have ly= al # O then we can then find a natural number N so that lze-zn| 0. We need to find an N such that Iw, al N. Since (xq) a and (yn) > the definition of convergence ensures that there exists integers N, and Ny so that Ix) al Ny and ly, —al Ny. Let N=max(N,, Ny). Then, for all n>N we have -20. As was shown in the exercises, if s = sup(A), then for any 2 >0 there is an element a in A so that s—sN, since x, is non-decreasing, we have that ipo wikibooks.orgwik/Real_AnaysiaiSequences am e208 Real Aralysis/Sequences - Wikibocks, open books for an open wr @—e 0, there must be infinitely many points of x, in the interval (x= 8,x+ 2). Suppose not and fix an £>0 so that there are only finitely many values of x, in the interval (x-2,x +e). Either x y. Thus, if r< x, for infinitely many n, we have that r, there must be infinitely many points of x, in the interval (x —«,x +=). Now we show there is a subsequence that converges to x. We define the subsequence inductively, choose any Xp, from the interval (x—1,x +1). Assuming we have chosen Xp,y ..-s Xnj_;» choose Xp, to be an element in the interval (x—1/k, x + 1/k) so that ny&{ny, .... m1}, this is possible as there are infinitely many elements of (x,) in the interval. Notice that for this choice of x, we have that Ix—%,,I<1/k. Hence for any 2>0, if we take any k>1/e, then Ix,,-xl <2, That is the subsequence (x,,) >x. 0 Theorem (Cauchy criterion) ‘A sequence converges if and only if it is Cauchy. Although this seems like a weaker property than convergence, it is actually equivalent, as the following theorem shows: Proof First we show that if (x,) -*x then xy is Cauchy. Now suppose that for a given > 0 we wish to find an N so that Ixy — Xm! <= for all n,m>N. We will choose N so that for all n=N we have that Ix, — xl <£/2. By the triangle inequality, for any n,m>N we have: ee ln — 2m] Slam —2|+|2m—2]< 5 +5 =6- Thus (xq) is a Cauchy sequence. Now we show that if (x,) is a Cauchy sequence, then it converges to some x. Let (x,) be a Cauchy sequence, and let £>0. By the definition of a Cauchy Sequence, there exits @ natural number L so that Ix, — Xm! L. Since (x,) is a Cauchy sequence it is bounded. By the Bolzano—Welerstrass theorem, it has a convergent subsequence (X,,) that converges to some point x. Now we will show that the whole sequence converges to x Because (X,,) converges, we can choose a natural number M so that if nx >M, then Ix — x1 < 6/2. Let N= max(L,M), and fix any ny >N. For n>N we have that e.€ len — 2] S|tn — 2m |+ lem —2l< 9 +5 Thus by definition of convergence (x,) > x. 0 These theorems all describe different aspects of the completeness of the real numbers. The reader will notice that the least upper bound property was used heavily in this section, and it is the axiom that separates the real numbers from the rational numbers. While these theorems would be false for the rational numbers, not all of them can substitute for the least upper bound property. The Cauchy criterion and the nested intervals property are not strong enough to imply the least upper bound property without additional assumptions, while the Convergence of Monotone sequences theorem and the Bolzano—Weierstrass property do imply the least upper bound property. ipo wikibooks.orgwik/Real_AnaysiaiSequences ant e208 Real Aralysis/Sequences - Wikibocks, open books for an open wr Limit superior and limi inferior Limits turn out to be a very useful tool in analysis, their primary draw back is that they may not always exist. Occasionally it is useful to have some notion of limit that makes sense for any sequence. To this end we introduce the limit superior (often just called the “lim sup") and the limit inferor (often called the “lim inf"). Definition For a sequence (x,) we define the limit superior, denoted lim sup by: lim sup 2, = infsup zn. 900 Enh Similarly we define the limit inferior, deonoted by lim inf by liminfz, = sup inf ep. n-900 enh If (x) is not bounded above, we say that limsup x, = 09. if (x,) is not bounded we say that lim inf x, = —00. Notice that for bounded sequences the limsup and the liminf always exist. As we know general bounded sequence the limit doesn’t always exist. But in the case when the limsup and liminf are equal, life is nicer as the next theorem shows. Theorem (Limit Superior and Inferior) Let (%,) be a bounded sequence. Then (x,) +x if and only if lim sup x, = x = lim inf x,. Proof First suppose (x,) ~ x. Fix an £>0 choose a natural number N so that x—£N. Hence for any k>N we have that w—eSk and hence x — & < limsup X, k Given an > 0, since we can get arbitrarily close to the infimum, we can choose we will choose Nis 80 that sup t,o <€ nM Similarly recall that the x-liminf x, is defined as: ipo wikibooks.orgwik/Real_AnaysiaiSequences san e208 Real Aralysis/Sequences - Wikibocks, open books for an open wr 2 =supinfe, Pak Since we can get arbitrarily close to the supremum, we can choose we will choose Nj so that @— sup a, <€ n> Ny Let N= max(Njg, Nj). Now if n>N, then inf < inf Ny Hence for any n> N z sup tp <@—aq_ Nig n> Ny By our choice of Nig and Nj this implies for any n >N -e

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