Chapter 2
Chapter 2
S. ARICHE
Contents
1. Bounded sequences 1
2. The Convergent Sequences 3
3. Limit Theorems 5
4. Monotonous Sequences 6
5. Particular Sequence 7
6. Extracted Sequences (Subsequences) 8
7. Adjacent Sequences 9
8. The Cauchy Sequences 10
9. Recurring Sequences 11
9.1. The case where f is increasing 11
9.2. The case where f is decreasing 12
1. Bounded sequences
Definition 1.1. A sequence is a real-valued function f whose domain is the set of positive integers N.
The numbers f (1), f (2), · · · are called the terms of the sequence.
Let U : N → R be a sequence. Then the values of U are U (1), U (2), U (3), · · · , U (n), · · · . It is customary
to write Un instead of U (n) in this case.
(c) {Un } = {2, 4, 8, 16, 32, · · · , }. What is U6 ? What is the function? While you might say 64
π
and Un = 2n , the function I have in mind gives U6 = 6:
n π 64
Un = 2 + (n − 1)(n − 2)(n − 3)(n − 4)(n − 5) − .
720 120
(3) By a (
recursion formula. For example:
U1 = 1,
(a) 1
Un+1 = n+1 Un
1 1 1
The
( first five terms are 1, 2 , 6 , 24 , · · · .
U1 = 1,
(b)
Un+1 = 12 (Un + 1).
The first 5 terms are {1, 1, 1, 1, 1, , · · · }. (Un )n is a constant sequence.
Proposition 1.3. Let (Un )n∈N be a sequence of real numbers. The sequence (Un )n is bounded if and
only if
∃k > 0, |Un | ≤ k, ∀n ∈ N.
Definition 1.6. A sequence (Un )n is constant if it is increasing and decreasing in the same time.
√
Example 1.7. Un = 2, n ∈ N.
∃n0 ∈ N, ∀n ≥ n0 : Un+1 = Un .
CHAPTER 2 : SEQUENCES OF REAL NUMBERS 3
(
√1 , n ≤ 3,
Example 1.9. Un = √n+1
2, n > 3.
Definition 2.1. A sequence (Un )n of real numbers converges to the real number l if for each > 0 there
exists a number N () such that
If (Un )n converges to l we will write lim Un = l. The number l is called the limit of the sequence (Un )n .
n→∞
A sequence that does not converge to a real number is said to diverge.
n2 −n−1
Example 2.2. Prove that lim 2 = 12 .
n→∞ 2n −1
Solution. Let > 0 be given. We need to solve
n2 − n − 1 1
− < .
2n2 − 1 2
First simplify:
n2 − n − 1 1 2(n2 − n − 1) − (2n2 − 1) −2n − 1 2n + 1
− = = = 2 .
2n2 − 1 2 2(2n2 − 1) 2(2n2 − 1) 4n − 2
Therefore,
2n + 1 2n + n 3n 3
≤ 2 = 2 = ,
4n2 − 2 4n − 2n2 2n 2n
and we have
n2 − n − 1 1 3
− ≤ , valid for n ∈ N.
2n2 − 1 2 2n
3 3
Solving for n is now easy: 2n < . The solution is n > 2 .
3
Thus, with N () = E( 2 ) + 1 , the implication
n2 − n − 1 1
n ≥ N () ⇒ − < .
2n2 − 1 2
Theorem 2.3. If (Un )n converge to l1 and (Un )n converge to l2 , then l1 = l2 . That is, the limit of a
convergent sequence is unique.
Proof : Let suppose the opposite, i.e. the sequence (Un )n converge to two different limits l1 and l2 , then
and
∀ > 0, ∃n2 ∈ N, ∀n ∈ N, n ≥ n2 : |Un − l2 | < .
|l1 −l2 |
Let = 2 > 0 and let n0 = max(n1 , n2 ) sush that n ≥ n0 , then
|l1 − l2 | |l1 − l2 |
|Un − l1 | < and |Un − l2 | < .
2 2
4 S. ARICHE
Therefore,
|l1 − l2 | |l1 − l2 |
|l1 − l2 | = |l1 − Un + Un − l2 | ≤ |l1 − Un | + |Un − l2 | = |Un − l1 | + |Un − l2 | < + = |l1 − l2 |,
2 2
a contradiction. Therefore, l1 = l2 .
Proof : Suppose that (Un )n converges to l. Then for all > 0, there exists a positive integer n0 such
that
∀n ≥ n0 : |Un − l| < .
which is equivalent of
∀n ≥ n0 : Un ∈]l − , l + [.
Therefor, it follows that l − < Un < l + and then (Un )n is bounded for all n ≥ n0 .
On the other hand, (Un )n is bounded for all n = 0, · · · , n0 − 1. Thus if we set
we deduce that
m ≤ Un ≤ M for all n ∈ N.
3. Limit Theorems
Proposition 3.1. Let (Un )n and (Vn )n be given sequences such that
then lim Un Vn = 0.
n→∞
∃k > 0; |vn | ≤ k, ∀n ∈ N.
Soit > 0, ∃n0 ∈ N, ∀n ≥ n0 : |Un Vn | = |Un ||Vn | < k, and therefore
we conclude: lim Un Vn = 0.
n→∞
n sin n
Example 3.2. 1) Un = n2 +1 , n ∈ N. We have
n sin n n
= 2 sin n,
n2 + 1 n +1
Let
n
Wn = and Vn = sin n.
n2 + 1
We have (Vn )n is bounded and (Wn )n converges to 0, then lim Un = 0.
n→∞
2) Un = (−1)n e−n , n ∈ N. Let Wn = e−n and Vn = (−1)n . We have (Vn )n is bounded and (Wn )n
converges to 0, then lim Un = 0.
n→∞
Theorem 3.3. Let (Un )n and (Vn )n be given sequences. Let K and L be real numbers. Assume that
(1) lim Un = K.
n→∞
(2) lim Vn = L.
n→∞
(3) There exists a natural number n0 such that
Un ≤ Vn , for all n ≥ n0 .
Then k ≤ L.
Corollary 3.4. Let (Un )n be given sequence that converges such that lim Un = K. Then
n→∞
(1) If Un ≥ 0 then K ≥ 0.
(2) If Un ≤ 0 then K ≤ 0.
Theorem 3.5. Let (Un )n , (Vn )n and (Wn )n be given sequences. Assume the following
(1) The sequence (Un )n converges to the limit L.
(2) The sequence (Vn )n converges to the limit L.
(3) There exists a natural number n0 such that
cos n
Example 3.6. 1) Un = n2 +1 . We have
−1 cos n 1
−1 ≤ cos n ≤ 1 ⇒ ≤ 2 ≤ 2 ,
n2 +1 n +1 n +1
and then lim ncos n
2 +1 = 0.
n→∞
n
√ 1
P
2) Un = n2 +k
. For all n such that 1 ≤ k ≤ n, we have
k=1
p p p
n2 + 1 ≤ n2 + k ≤ n2 + n,
and then
1 1 1
√ ≤√ ≤√ ,
n2 +n n2 +k n2 +1
Summing up we obtain
n n n
X 1 X 1 X 1
√ ≤ √ ≤ √ ,
k=1
n2 +n k=1
n2 +k k=1
n2 +1
which is equivalent to
n n
√ ≤ Un ≤ √ ,
n2+n 2
n +1
and then lim Un = 1.
n→∞
Proposition 3.7. Suppose that (Un )n and (Vn )n are sequences such that Un ≤ Vn for all n ≥ 1.
(1) If Un → +∞, then Vn → +∞.
(2) If Vn → −∞, then Un → −∞.
4. Monotonous Sequences
The following theorem gives powerful tools for establishing convergence of a sequence.
Theorem 4.1. A seaquence of real numbers Un )n , that is increasing and bounded above, is convergente,
and we have
U0 = inf{Un , n ∈ N},
lim Un = sup{Un , n ∈ N}.
n→∞
Proof : Since the sequence (Un )n is bounded above, then it admits a supremum noted l. Using the
caraterisation of the supremum, we obtain
On the other hand, the sequence is increasing and bounded above by l, then
∀n ≥ n0 , Un0 ≤ Un ≤ l,
we conclude that
∀ > 0, ∃n0 ∈ N, ∀n ≥ n0 : l − < Un ≤ l + ,
which implies that (Un )n converges to l.
Theorem 4.2. A seaquence of real numbers Un )n , that is decreasing and bounded below, is convergente,
and we have
U0 = sup{Un , n ∈ N},
lim Un = inf{Un , n ∈ N}.
n→∞
CHAPTER 2 : SEQUENCES OF REAL NUMBERS 7
Remark 4.3. If the sequence (Un )n is increasing non bounded above, or decreasing non bounded below,
then (Un )n is divergent. In fact, suppose that (Un )n is increasing non bounded above, then
since the sequence is increasing, we obtain ∀n ≥ n0 : A < Un0 < Un which means that (Un )n is divergent.
1
Example 4.4. Let the sequence Un = 1 + n2 .
Moreover 1 ∈
/ A, then min(A) does not exist, and U1 = 2 ∈ A then max(A) = 2.
5. Particular Sequence
a1 + a2 + a3 + · · · + aN + · · ·
For each natural number n we calculate the (finite) sum of the first n terms of the series
Sn = a1 + a2 + a3 + · · · + an .
8 S. ARICHE
∞
P
We call Sn a partial sum of the infinite series an . (Notice that (Sn )n is a new sequence.)
n=1
If the sequence (Sn )n converges and if
lim Sn = S,
n→∞
∞
P
then the infinite series is called convergent and we write an = S. The S is called the sum of the serie.
n=1
n
Let take for example the sequence Un = a , a ∈ R which is a geometric sequence. We know that:
• If a = 1, Un = 1 : constant sequence then convergent.
• If a = −1, Un = (−1)n : divergent sequence.
• If |a| < 1: (Un )n is convergent and
lim Un = lim an = 0.
n→∞ n→∞
S = lim Sn = 1.
n→∞
Definition 6.1. Given a sequence (Un )n . Let ϕ : N → N a function strictly increased, then the sequence
(Vn )n defined by Vn = Uϕn , ∀n ∈ N, is said to be an extracted sequence or a subsequence.
Example 6.2. 1) Let the sequence Un = (−1)n . We have U2n = 1 and U2n+1 = −1 are two sub sequence
of (Un )n .
√
2
2) Let vn = cos(n π4 ), n ∈ N. We have V8n = cos(2nπ) = 1 and U8n+1 = cos(2nπ + π4 ) = 2 are two
subsequence of (Vn )n .
Theorem 6.3. If (Un )n converges to l, then every subsequence (Uϕn )n of (Un )n also converges to l.
CHAPTER 2 : SEQUENCES OF REAL NUMBERS 9
Corollary 6.4. If (Un )n has a subsequence (Vn )n that converges to l1 and a subsequence (Wn )n that
converges to l2 with l1 6= l2 , then (Un )n does not converge.
7. Adjacent Sequences
Definition 7.1. Two real sequences (Un )n and (Vn )n are called adjacent if (Un )n is increasing, (Vn )n is
decreasing and lim (Vn − Un ) = 0.
n→∞
n
1 1
P
Example 7.2. Let Un = k! , V n = Un + n!n .
k=0
• Monotonic of (Un )n :
n+1 n
X 1 X 1 1
Un+1 − Un = − = > 0,
k! k! (n + 1)!
k=0 k=0
then (Un )n is increasing.
• Monotonic of (Vn )n :
1 1 −1
Vn+1 − Vn = Un+1 + − Un − = < 0,
(n + 1)!(n + 1) n!n (n + 1)!(n + 1)n
then (Vn )n is decreasing.
1
• lim (Vn − Un ) = lim = 0.
n→∞ n→∞ n!n
All the conditions are satisfied, we deduce that (Un )n and (Vn )n are adjacent.
Proposition 7.3. Let (Un )n and (Vn )n be two adjacent sequences such that (Un )n is increasing, (Vn )n
is decreasing then Vn − Un ≥ 0, ∀n ∈ N.
Proposition 7.4. If (Un )n and (Vn )n are two adjacent sequences, then they are convergent and have the
same limit.
Proof : Let (Un )n and (Vn )n be two adjacent sequences, then (Un )n is increasing, (Vn )n is decreasing
and lim (Vn − Un ) = 0. On the other hand, Proposition 7.4 implies that
n→∞
U0 ≤ U1 ≤ · · · ≤ Un−1 ≤ Un ≤ Vn ≤ Vn−1 ≤ · · · ≤ V0 ,
Proposition 7.5. If (U2n )n and (U2n+1 )n are two subsequences of (Un )n that have the same limit, then
(Un )n is convergent and converges also to the same limit.
10 S. ARICHE
In other terms,
n
sin k
P
Example 8.3. Prove that the sequence defined by Un = 2k
, is a Cauchy sequence.
k=1
We have
n+p n n+p
X sin k X sin k X sin k
|Un+p − Un | = | k
− k
| = | |
2 2 2k
k=1 k=1 k=n+1
n+p n+p
X sin k X 1
≤ | |≤ .
2k 2k
k=n+1 k=n+1
1 1 1 − ( 21 )p 1 1
= ( ; ) = n (1 − p ).
2n 2 1 − 21 2 2
Then,
1 1
|Un+p − Un | ≤ (1 − p ).
2n 2
We conclude finally that lim |Un+p − Un | = 0, ∀p > 1.
n→∞
Proof : Suppose that Un converges to l. Let > 0. There exists a positive integer n0 such that
|Un − l| < /2 for alln > n0 . Let p > q > n0 , then
9. Recurring Sequences
Definition 9.1. A recurring sequence is an equation that recursively defines a sequence where the next
term is a function f of the previous terms . It gives you a connection between two consecutive terms.
These two terms are usually Un+1 and Un . However they could be given as Un and Un−1 . The starting
value U1 , would have to be provided. Note that the starting value can also be U0 , and we write
(
U0 be given,
Un+1 = f (Un ), ∀n ≥ 1.
This sequence is well defined if and only if ∀n ∈ N, Un ∈ D(f ).
Example 9.2. (
U0 = 1
(Un )n : √
Un+1 = 1 + Un , ∀n ≥ 1.
√
Here f : x 7→ f (x) = 1 + x and D(f ) = [−1, +∞[.
Definition 9.3. Let f : A → A be an application. If a sequence (Un )n defined by the recurrence formula
Un+1 = f (Un ), converges to a point l ∈ R and if f is continous at this point l, then l verifies
l = f (l) if l is inreasing,
Remark 9.4.
1) In all this section, we suppose that f is continous.
2) Usually, to study the nature of a recurring sequence we study the monotony of the function f .
Proposition 9.5. Let f : A → A be an increasing application and (Un )n be a sequence defined by the
recurrence formula (
U0 ∈ Abe given,
Un+1 = f (Un ), ∀n ≥ 1.
Then, we have Un ∈ A, ∀n ∈ N and (Un )n is monotonous. More precisely:
(1) If U0 ≥ U1 , then (Un )n is decreasing.
(2) If U0 ≤ U1 , then (Un )n is increasing.
(
U0 = 0
Example 9.6. Let Un :
Un+1 = 7U n +4
3Un +3 , ∀n ≥ 1.
(1) Prove that 0 ≤ Un ≤ 2, ∀n ∈ N.
(2) Prove that (Un )n is monotonous.
(3) Let A = {Un , n ∈ N}. Determine inf(A), sup(A).
7x+4
2) We have Un+1 = f (Un ), then f : x 7→ 3x+3 , and D(f ) = R − {−1}.
9
f 0 (x) = > 0, then f is increasing.
(3x + 3)2
Since U0 = 0 < U1 = 34 , we obtain that (Un )n is increasing.
3) From (Q1), (Un )n is bounded then A is bounded also and we deduce that there exists inf(A) and
sup(A).
Since (Un )n is bounded above and increasing, then it is convergent and converges to a point l that verifies
7l + 4
l = f (l) =
3l + 3
and then l = 2 (the second solution of the equation is refused l = − 32 ). We concluse
sup(A) = lim Un = l = 2.
n→∞
9.2. The case where f is decreasing. In this case, (Un )n is not monotonous, and we have to study
the two subsequece (U2n )n and (U2n+1 )n .
Proposition 9.7. If f is decreasing, then (U2n )n and (U2n+1 )n are monotonous with opposite monotony,
i.e.
• If U0 < U2 then (U2n )n is increasing and (U2n+1 )n is decreaing.
• If U0 > U2 then (U2n )n is decreasing and (U2n+1 )n is increaing.
Proposition 9.8. A sequence (Un )n converges if and only if (U2n )n and (U2n+1 )n are adjacents.