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1 Definitions

The document defines sequences and their properties including: - A sequence is a function from the natural numbers to real numbers. - Sequences can be increasing, decreasing, or monotonic based on the relationship between consecutive terms. - A sequence is bounded if it is bounded above and below by real numbers. - A sequence converges if the terms approach a limit l such that given any positive epsilon, all terms beyond a certain point N are within epsilon of l. - The limit of a convergent sequence is unique and convergent sequences are bounded. - Operations on limits follow properties such as the limit of a sum is the sum of the limits.

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0% found this document useful (0 votes)
24 views4 pages

1 Definitions

The document defines sequences and their properties including: - A sequence is a function from the natural numbers to real numbers. - Sequences can be increasing, decreasing, or monotonic based on the relationship between consecutive terms. - A sequence is bounded if it is bounded above and below by real numbers. - A sequence converges if the terms approach a limit l such that given any positive epsilon, all terms beyond a certain point N are within epsilon of l. - The limit of a convergent sequence is unique and convergent sequences are bounded. - Operations on limits follow properties such as the limit of a sum is the sum of the limits.

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ababsaaziz60
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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National School of Autonomous Systems

1st year
2022/2023

Module: Analysis 1

Chapter 2: Sequences

1 Definitions
Definition 1. A sequence is a function whose domain is the set of natural numbers N and
range a sub-set of real numbers R , which is defined as follow

N →R

n → un

We denote such a function as (un )n≥0 or simply (un ).


un is called the general term of the sequence (un ).
Example 1
2
• un = 1 + n+1 , un = (−1)n cos( nπ
2
).
• Classic Sequences:

♠ Arithmetic Sequence with common difference r Its general term is given by


n
X n
un = a + nr and we have uk = (u1 + u2 ).
k=1
2

♠ Geometric sequence with a common ratio q. Its general term is given by


n
X 1 − qn
un = aq n and we have uk = u1 (q 6= 0).
k=1
1−q

♠ First-order recursive sequence given by

u0 = a ∈ R
(

un+1 = f (un )

♠ Second-order recursive sequence given by


(
u0 = α, u1 = β

un+1 = aun + bun+1

2 Increasing, Decreasing, Monotonic Sequences


Definition 2. We say that the sequence (un ) is:
• increasing if and only if
∀n ∈ N , un+1 ≥ un
• decreasing if and only if
∀n inN , un+1 ≤ un
• strictly increasing if and only if

∀n ∈ N , un+1 > un

• strictly decreasing if and only if

∀n ∈ N , un+1 < un

• monotonic if and only if it is either increasing or decreasing.


• strictly monotonic if and only if it is either strictly increasing or strictly decreasing.
Example 2.
n
X 1
Consider the sequence un = 2
, let’s study its monotonicity. We have
k=1
k

n+1 n
X 1 X 1 1
un+1 − un = 2
− 2
= > 0 ∀n ≥ 1.
k=1
k k=1
k (n + 1)2

The sequence (un ) is strictly increasing.

3 Bounded Sequences
Definition 3. Let (un ) be a sequence of real numbers. We say that the sequence (un ) is:
• bounded above if the subset of R , A = {un , n ∈ N } is bounded above , i.e.,

∃M ∈ R , ∀n ∈ N , un ≤ M

• bounded below if the subset of R , A = {un , n ∈ N } is bounded below, i.e.,

∃m ∈ R , ∀n ∈ N , un ≥ m

• upper bounded if the subset of R , A = {un , n ∈ N } is upper bounded, i.e.,

∃M ∈ R , ∀n ∈ N , un ≤ M

• bounded if and only if it is both lower and upper bounded.


n
X 1
Example 3. Show that the sequence un = 2
is upper bounded. We have for 2 ≤ k ≤ n
k=1
k

1 1 1 1
2
≤ = −
k k(k − 1) k−1 k

Thus,
n          
X 1 1 1 1 1 1 1 1 1 1
un ≤ 1+ − = 1+ 1 − + − +...+ − + − = 2− ≤ 2
k=2
k−1 k 2 2 3 n−2 n−1 n−1 n n

Thus, for all n ∈ N ? , the sequence un ≤ 2.


Proposition. The sequence (un ) is bounded if and only if the sequence (|un |) is bounded
below, i.e., there exists M ∈ R such that |un | ≤ M for all n ∈ N .
Proof. =⇒ The sequence (un ) is bounded, meaning there exist M and m in R such that
m ≤ un ≤ M for all n ∈ N . We take k = max(|m|, |M |), which means that |un | ≤ k.
⇐= The sequence |un | is upper bounded, which means there exists M ∈ R such that |un | ≤
M ⇔ −M ≤ un ≤ M , meaning that (un ) is bounded.
Note. We say that the sequence (un ) is bounded (upper bounded, lower bounded) from some
term onwards if there exist N ∈ N and M ∈ R (or m ∈ R ) such that for all n ≥ N , we have
un ≤ M (or un ≥ m).
4 Convergent Sequence
Definition 4. We say that the sequence (un )n≥0 has the limit
l ∈ R if and only if for every

∀ > 0, ∃N ∈ N , such that


∀n ∈ N , n ≥ N implies |un − l| ≤ 

In other words, from a certain rank N , the terms of the se-


quence (un ) get closer to the limit l (the terms of the sequence
are in the interval [l − , l + ].
If such an l exists, we say that the sequence (un ) is convergent
(or the sequence (un ) converges to l), and we write

lim un = l or lim un = l or un → l
n→∞

Otherwise, we say that the sequence (un ) is divergent.

Remark.
• If the sequence (un ) has infinity as its limit, we say it diverges, and the divergence is of the
first kind.
• If the sequence (un ) has no limit, we say it diverges, and the divergence is of the second kind.
Example 4. Show that the sequence un = n1 (n ∈ N ? ) converges to 0.
Let  > 0, we want to find N = N () ∈ N such that |un − l| ≤ . We often reduce this to
solving inequalities.
We have |un − l| = n1 ≤  ⇔ n ≥ 1 We take N = E() + 1. Thus, for n ≥ N we have
|un − 0| = n1 ≤ N1 ≤ .
Remark. Instead of using a non-strict inequality in the definition of a convergent sequence,
we can use a strict inequality, meaning:

un → l ⇔ ∀ε > 0, ∃N ∈ N , ∀n ≥ N we have |un − l| < ε.

Indeed, the implication in the reverse direction ⇐= is obvious. For the other direction of the
implication (=⇒), let ε > 0, we set ε0 = 2ε > 0 (which is arbitrary), by the definition, we have

un → l =⇒ ∃N ∈ N , ∀n ≥ N, |un − l| ≤ ε0 < ε

Theorem 1. The limit l ∈ R of a real sequence, if it exists, is unique.


Proof. We assume by contradiction that the sequence (un ) has two different limits l1 and l2
(l1 6= l2 ).
Let  = |l1 −l
2
2|
> 0, since un → l1 then there exists N1 ∈ N from which we have |un − l1 | < ,
and since un → l2 then there exists N2 ∈ N from which we have |un − l2 | < .
Now we consider the integer N = max(N1 , N2 ), from this rank, both of the last two inequalities
|un − l1 | < , |un − l2 | <  are satisfied. Using the triangle inequality, we obtain

|l1 − l2 | = |l1 − un + un − l2 | ≤ |un − l1 | + |un − l2 | < 2 = |l1 − l2 |

which is absurd.
Theorem 2. Every convergent sequence is bounded.
Proof. Let (un ) be a real sequence that converges to l. By definition, we have

∀ > 0, ∃N ∈ N , ∀n ≥ N, |un − l| ≤  ⇔ − ≤ un − l ≤  ⇔ l −  ≤ un ≤ l + ,

which means that |un | ≤ |l + | or |un | ≤ |l − |. Therefore, let M = max(|l + |, |l − |),
we have for every n ≥ N , |un | ≤ M . The first terms of the sequence remain, so we set
M 0 = max(|u0 |, |u1 |, ..., |uN −1 |, M ), we have |un | ≤ M 0 for every n ∈ N .
5 Operations on Limits
Properties. Let (un ) and (vn ) be two real sequences with respective limits l1 , l2 . The table
below summarizes the properties of the limits of the sum, product, and quotient of two sequences
un
lim un lim vn lim(un + vn ) lim(un × vn ) lim
vn
l1
l1 l2 l1 + l2 l1 × l2 (l2 6= 0)
l2
0 l2 l2 0 0

l1 0 l1 0 ∞

0 0 0 0 F.I

∞ 0 ∞ F.I ∞

0 ∞ ∞ F.I 0

l1 ∞ ∞ ∞ 0

∞ l2 ∞ ∞ ∞

+∞ +∞ +∞ +∞ F.I

−∞ −∞ −∞ +∞ F.I

+∞ −∞ F.I −∞ F.I

6 Results on Convergent Sequences


6.1 Positive Limit
Proposition Let (un ) be a convergent real sequence, such that:

i) There exists N ∈ N from which un > 0


ii) limn→∞ un = l

Then l ≥ 0.

Proof Let’s assume, by contradiction, that l < 0. Set ε = −l > 0. Since un → l, there exists
N1 ∈ N such that |un − l| ≤ ε, and there exists N2 such that for all n ≥ N2 we have un > 0.
Let’s take N = max(N1 , N2 ), so for all n ≥ N , we have:

l ≤ un − l ≤ −l and un > 0 ⇔ 2l ≤ un ≤ 0 and un > 0


which is absurd.

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