Sequences of real and complex numbers Chapter I
Sequences of real and complex numbers Chapter I
1 Real numbers
Let X, Y be two nonempty sets. A triple ρ = (X, Y ; R), where R ⊆ X × Y,
is called a binary relation. The set X is called the domain of the relation ρ,
Y is the codomain or the range of ρ while R represents the graph of relation
ρ. If (x, y) ∈ R we say that x is ρ related to y (or x is in relation ρ with y )
and we write xρy.
The notion of binary relation, frequently used in many branches of math-
ematics and computer sciences, is in fact a generalization of the notion of
function. A function f = (X, Y ; R) is a relation with the property that for
every x ∈ X there exists a unique y ∈ Y such that xf y (xf y is denoted
usually by y = f (x).).
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• equivalence, if it is reexive, symmetric and transitive;
• order relation, if it is reexive, antisymmetric and transitive;
• totally order relation, if it an order relation and for all x, y ∈ X we
have xρy or yρx.
Example 1.1 Let P(X) be the collection of all subsets of a given set X.
Then the equality relation, ” = ”, and the inclusion relation, ” ⊆ ”, are an
equivalence respectively an order relation on P(X).
A set X endowed with an order relation is called an ordered set. An order
relation is usually denoted by ” ≤ ”.
Denition 2 Let (X, ≤) be an ordered set and A a nonempty subset of X.
An element x ∈ X is called an upper bound (a lower bound) of A if
a≤x (x ≤ a) for every a ∈ A.
A set possessing a lower and an upper bound is called a bounded set.
The numbers a and b are called an lower (upper) bound of the the se-
quence (an )n≥1
Denition 3 Let A be a bounded subset of an ordered set (X, ≤). The great-
est lower bound (the smallest upper bound) of A (if there exist) is called the
inmum ( supremum) of A and are denoted by inf A(sup A).
If inf A or sup A belong to A, they are called the minimum respectively
the maximum of A and are denoted by min A and max A.
Example 1.2 Consider the set A = {1, 12 , 13 , . . .}. Then inf A = 0 and
sup A = 1.
f (A) = {f (x)|x ∈ A}
−1
f (B) = {x ∈ X|f (x) ∈ B}
2
Denition 5 A set R endowed with the algebraic operations ”+ : R × R →
R”, ”· : R × R → R, ” and a totally order relation ” ≤ ” satisfying the
following properties:
a) (R, +, ·) is a commutative eld;
Remark 1.1 1) The rst two conditions represent the algebraic part of
Denition 5. The last condition, called the axiom of upper bound of
Cantor-Dedekind, is the starting point for the basic results of mathe-
matical analysis.
2) Some example of sets satisfying the conditions of Denition 5 are the
set of innite decimal fractions and the set of points of an ordered axe.
One can prove that every two sets satisfying the conditions of Denition
5 are isomorphic.
If the set R is given, then one denes the set N of natural numbers, the
set Z of integers and the set Q of rational numbers by:
N = {0, 1, 2, . . .}
Z = {x ∈ R|x ∈ N or − x ∈ N}
Q = {xy −1 |x, y ∈ Z, y 6= 0}.
N∗ = N \ {0}
R+ = {x ∈ R|0 ≤ x}
R∗+ = {x ∈ R|0 < x}
R− = {x ∈ R|x ≤ 0}
R∗− = {x ∈ R|x < 0},
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where x < y means x ≤ y and x 6= y.
The following characterizations of the supremum and the inmum of a
subset of R hold.
1. x ≤ a for every x ∈ A;
1. a ≤ x for every x ∈ A;
The proof of the previous propositions follows easily from the denition
of the supremum and inmum of a set.
The number n from Proposition 1.5 is called the integer part of x and is
denoted by [x].
The absolute value of a real number x is dened by
if x ≥ 0
x,
|x| =
−x, if x < 0.
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For a, b ∈ R, a < b one denes the following bounded intervals:
The sets
We denote by A0 the set of all cluster points of A and by int A the interior
of the set A. By R we denote the set dened by R = R ∪ {−∞, +∞}, where
−∞ and +∞ are two elements satisfying the following properties of order:
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We extend the operations ” + ” and ” · ” from R to R setting by denition:
a ≤ an ≤ b for all n ≥ 1.
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If a sequence has a limit, then it is unique. We denote usually a = lim an
n→∞
( a = lim an ) or an → a.
A sequence having a nite limit is said to be convergent. If a sequence is
not convergent it is called divergent. The following theorem is a characteri-
zation of convergent sequences.
Proof. Suppose that (an )n≥1 is an increasing and upper bounded se-
quence. Then the set A = {an |n ≥ 1} is upper bounded, hence there exists
a = sup A, a ∈ R. Then for all ε > 0, ∃nε ∈ N such that a − ε < an . Since
(an )n≥1 is monotonically increasing it follows 0 < a − an < ε for all a ≥ nε .
Hence (an )n≥1 is convergent to a.
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is an upper bound of A and a1 is a lower bound of B there exists sup A = a
inf B = b, a, b ∈ R. By the relation
an ≤ a ≤ b ≤ bn , n ≥ 1,
Example 2.1 (a2n )n≥1 , (a2n−1 )n≥1 are subsequences of the sequence (an )n≥1 .
choose the interval which contains an innite number of terms of (xn )n≥1
and we denote it by I2 = [a2 , b2 ]. We have b2 − a2 = b−a
22
.
Denoting I0 = [a, b] one obtains a sequence In = [an , bn ], n ≥ 0, with
the property that In+1 ⊆ In and bn − an = b−a 2n , n ≥ 0. Taking account of
Theorem 3 it follows ∩n≥0 In = {x}, x ∈ [a, b]. Now we choose from every
interval Ik a term xnk ∈ Ik , k ≥ 0. We have |xnk − x| ≤ b−a 2k
, k ≥ 0, hence
lim xnk = x.
k→∞
Cesaro lemma is also called as Bolzano-Weierstrass Theorem.
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Remark 2.1 The notion of Cauchy sequence was introduced to obtain a
characterization convergent sequences without using their limit.
Theorem 4 A sequence of real numbers is convergent if and only if it is a
Cauchy sequence.
Proof. Necessity Suppose that (an )n≥1 is convergent and let n→∞
lim an =
a, a ∈ R.
Let ε > 0 be a xed number. Then there exists nε ∈ N∗ such that for all
n ≥ nε |an − a| < 2ε . Now, for all m, n ≥ nε we have
ε ε
|am − an | ≤ |am − a| + |a − an | < + = ε,
2 2
therefore (an )n≥1 is a Cauchy sequence.
Suciency Suppose (an )n≥1 is a Cauchy sequence.
1) We prove rst that (an )n≥1 is bounded. For ε = 1 in Denition 15
follows that ∃n1 ∈ N such that |an − an1 | < 1, n ≥ n1 Then
|an | ≤ |an − an1 | + |an1 | < 1 + |an1 |, ∀n ≥ n1 ,
hence (an )n≥1 is a bounded sequence.
2) We prove that (an )n≥1 is a convergent sequence. From the bounded-
ness of (an )n≥1 it follows that there exists a convergent subsequence
(ank )k≥1 , lim an = a. Let ε > 0 be a positive number. By the conver-
n→∞
gence of (ank )k≥1 we nd kε ∈ N with the property
ε
(2.1) |ank − a| < , ∀k ≥ kε .
2
Since (an )n≥1 is a Cauchy sequence it follows that there exists nε ∈ N∗
with the property
ε
(2.2) |am − an | < , ∀m, n ≥ nε .
2
Now take Nε = max{nε , nkε }. For every n ≥ Nε we have in view of
the relations (2.1) and (2.2)
ε ε
|an − a| ≤ |an − ankε | + |ankε − a| < + = ε,
2 2
hence (an )n≥1 is a convergent sequence.
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Example 2.2 Prove that (an )n≥1 ,
sin 1 sin 2 sin n
an = 2
+ 2 + ··· + 2
1 2 n
is a convergent sequence.
|an+p − an | ≤ ε, ∀n ≥ nε , p ≥ 1.
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Since (an )n≥1 is monotonically increasing there exists lim an ∈ R. We prove
that (an )n≥1 is not a Cauchy sequence. For every n ≥ 1 we have
1 1 1
|a2n − an | = + + ··· +
n+1 n+2 2n
1 1 1 1
≥ + + ··· + =
|2n 2n {z 2n} 2
n times
Since (an )n≥1 is divergent and its limit exists, we conclude that lim an =
n→∞
+∞.
For a sequence (an )n≥1 we denote by L(an ) the set of its limit points.
Example 3.1 a) For (an )n≥1 , an = (−1)n , L(an ) = {−1, 1}.
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Suppose that (ank )k≥1 is a subsequence of (an )n≥1 with lim ank = a.
k→∞
Then every neighbourhood of a contains innitely many elements of (an )n≥1 ,
thus a ∈ L(an ).
Denition 17 Let (an )n≥1 be a sequence of real numbers. Then sup L(an )
is called the upper limit of (an )n≥1 and inf L(an ) is called the lower limit of
(an )n≥1 .
We denote the upper limit and the lower limit of (an )n≥1 by
liman , respectively liman ,
or by
lim sup an , respectively lim inf an ,
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Proof. Dene (e0n )n≥1 , e0n = 1 + 1 n+1
We prove that (e0n )n≥1 is
n .
monotonically decreasing. We have
n+1 n+1
e0n n + 1 n+2 (n + 1)2
n+1 n+1
= = ·
e0n+1 n n+2 2
n + 2n n+2
n+1
1 n+1 1 n+1
= 1+ 2 · > 1 + (n + 1) 2 ·
n + 2n n+2 n + 2n n+2
2
n(n + 2) + 1
= > 1, ∀n ≥ 1,
n(n + 2)2
By the relation
e1 < e2 < · · · < en+1 < · · · < e0n+1 < e0n < · · · < e02 < e01
1 n1
en e1
0< e0n − en = 1 + < ≤ , n ≥ 1,
n n n n
one gets
lim en = lim e0n := e.
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Corollary 4.1 The following inequality holds
1 n 1 n+1
1+ <e< 1+ , ∀n ∈ N∗ .
n n
Remark 4.1 The sequence (En )n≥1 ,
1 1 1
En = 1 + + + ··· +
1! 2! n!
is monotonically increasing and lim En = e (e ∈/ Q, e w 2, 71828 . . .).
n→∞
We have
1
γn+1 − γn = − ln(n + 1) + ln n
n+1
and taking account of (4.1) follows γn+1 < γn , n ≥ 1.
Now, in view of inequality (4.2) we get
1 1 1
1+ + + · · · + − ln n > ln(n + 1) − ln n > 0, n ≥ 1.
2 3 n
The following theorems are often used for nding the limit of a sequence.
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Theorem 7 (Sandwich Theorem) Let (an )n≥1 , (bn )n≥1 , (cn )n≥1 be se-
quences of real numbers with the property that
an ≤ bn ≤ cn for all n ≥ n0 .
If
lim an = lim cn = l, l ∈ R,
n→∞ n→∞
then lim bn = l.
n→∞
Theorem 9 (Stolz-Cesaro II) Let (an )n≥1 , (bn )n≥1 be two sequences of
real numbers satisfying the conditions:
1) lim an = lim bn = 0;
n→∞ n→∞
2) (bn )n≥1 is strictly monotone;
3) there exists lim abn+1 −an
n+1 −bn
= l, l ∈ R;
n→∞
Then lim an
= l.
n→∞ bn
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for all n ≥ nε , p ≥ 1. Letting p → ∞ in the previous relation one gets
an
−ε ≤ − l ≤ ε, n ≥ nε ,
bn
hence
an
lim = l.
n→∞ bn
Proof.
√ √
n lim ln an
lim n
an = lim eln an
= en→∞ n
n→∞ n→∞
ln an+1 −ln an an+1
lim lim
= en→∞ n+1−n
= en→∞ an
= eln l = l.
zn = an + ibn , n ≥ 1,
where (an )n≥1 and (bn )n≥1 are sequences of real numbers, i.e., an = <zn ,
bn = =zn . Many notions and theorems carry over from real to complex
sequences.
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Theorem 10 A sequence (zn )n≥1 of complex numbers converges to z ∈ C
if and only if the real sequences (<zn )n≥1 and (=zn )n≥1 converge to <z and
=z respectively.
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