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.