Sequences of Real Numbers ((𝑎𝑛)𝑛∊ℕ, 𝑎: ℕ → ℝ)

Sequences of Real Numbers - Syntax

  • 𝑎: ℕ → ℝ
  • (𝑎1, 𝑎2, … )
  • (𝑎𝑛)𝑛∊ℕ

Sequences of Real Numbers - Examples

(𝑎𝑛)𝑛∊ℕ

(1)𝑛∊ℕ

(1, 1, 1, 1, …)

(𝑎𝑛)𝑛∊ℕ

((-1)𝑛)𝑛∊ℕ

(-1, 1, -1, 1, …)

(𝑎𝑛)𝑛∊ℕ

(1/𝑛)𝑛∊ℕ

(1/1, 1/2, 1/3, 1/4, …)

(𝑎𝑛)𝑛∊ℕ

(2𝑛)𝑛∊ℕ

(2, 4, 8, 16, 32, …)

Sequences of Real Numbers - Properties

Property

Definition

Examples

Proof

Convergent

a sequence (𝑎𝑛)𝑛∊ℕ is convergent if:

  • ∃𝑎̃∊ℝ ∀𝜀>0 ∃𝛮∊ℕ ∀𝑛∊ℕ : 𝑛≥𝑁 → |𝑎𝑛-𝑎̃|<𝜀

(1)𝑛∊ℕ

(1/𝑛)𝑛∊ℕ

Divergent

a sequence (𝑎𝑛)𝑛∊ℕ is divergent if it is not convergent:

  • ∀𝑎̃∊ℝ ∃𝜀>0 ∀𝛮∊ℕ ∃𝑛∊ℕ : 𝑛≥𝑁 AND |𝑎𝑛-𝑎̃|≥𝜀

((-1)𝑛)𝑛∊ℕ

(2𝑛)𝑛∊ℕ

Bounded

a sequence (𝑎𝑛)𝑛∊ℕ is bounded if:

  • ∃𝜀∊ℝ ∀𝑛∊ℕ : |𝑎𝑛| ≤ 𝜀

((-1)𝑛)𝑛∊ℕ

Unbounded

a sequence (𝑎𝑛)𝑛∊ℕ is unbounded if it is not bounded:

  • ∀𝜀∊ℝ ∃𝑛∊ℕ : |𝑎𝑛| > 𝜀

(2𝑛)𝑛∊ℕ

theorems:

  • if a sequence is convergent then it is also bounded
  • if a sequence is unbounded then it is also divergent

TODO

Theorem on Limits

Given two convergent sequences (𝑎𝑛)𝑛∊ℕ and (𝑏𝑛)𝑛∊ℕ then:

  • 𝑙𝑖𝑚𝑛→∞(𝑎𝑛 + 𝑏𝑛) = 𝑙𝑖𝑚𝑛→∞(𝑎𝑛) + 𝑙𝑖𝑚𝑛→∞(𝑏𝑛)
  • 𝑙𝑖𝑚𝑛→∞(𝑎𝑛 · 𝑏𝑛) = 𝑙𝑖𝑚𝑛→∞(𝑎𝑛) · 𝑙𝑖𝑚𝑛→∞(𝑏𝑛)
  • 𝑙𝑖𝑚𝑛→∞(𝑎𝑛 / 𝑏𝑛) = 𝑙𝑖𝑚𝑛→∞(𝑎𝑛) / 𝑙𝑖𝑚𝑛→∞(𝑏𝑛) # 𝑏𝑛≠ 0

Monotonicity

Given two convergent sequences (𝑎𝑛)𝑛∊ℕ and (𝑏𝑛)𝑛∊ℕ:

  • if 𝑎𝑛≤ 𝑏𝑛 for all 𝑛∊ℕ → 𝑙𝑖𝑚𝑛→∞(𝑎𝑛) ≤ 𝑙𝑖𝑚𝑛→∞(𝑏𝑛)

Monotonically Increasing/Decreasing

A sequence (𝑎𝑛)𝑛∊ℕ is:

  • monotonically increasing if: 𝑎𝑛≤ 𝑎𝑛+1 for all 𝑛
  • monotonically decreasing if: 𝑎𝑛≥ 𝑎𝑛+1 for all 𝑛

Strictly Monotonically Increasing/Decreasing

A sequence (𝑎𝑛)𝑛∊ℕ is:

  • strictly monotonically increasing if: 𝑎𝑛< 𝑎𝑛+1 for all 𝑛
  • strictly monotonically decreasing if: 𝑎𝑛> 𝑎𝑛+1 for all 𝑛

Bounded From Above/Below - Bounded

A sequence (𝑎𝑛)𝑛∊ℕ is:

  • bounded from above if the set {𝑎𝑛}𝑛∊ℕ has an upper bound
  • bounded from below if the set {𝑎𝑛}𝑛∊ℕ has a lower bound
  • bounded if the set {𝑎𝑛}𝑛∊ℕ has an upper bound and lower bound

Sandwich Theorem

Given two convergent sequences (𝑎𝑛)𝑛∊ℕ and (𝑏𝑛)𝑛∊ℕ, and a sequence (𝑐𝑛)𝑛∊ℕ:

  • if 𝑎𝑛≤ 𝑏𝑛 ≤ 𝑐𝑛for all 𝑛∊ℕ AND 𝑙𝑖𝑚𝑛→∞(𝑎𝑛) = 𝑙𝑖𝑚𝑛→∞(𝑏𝑛)(𝑐𝑛)𝑛∊ℕ is convergent with 𝑙𝑖𝑚𝑛→∞(𝑐𝑛) = 𝑙𝑖𝑚𝑛→∞(𝑎𝑛) = 𝑙𝑖𝑚𝑛→∞(𝑏𝑛)

Cauchy Sequence

A sequence (𝑎𝑛)𝑛∊ℕ is a Cauchy sequence if:

  • ∀𝜀>0 ∃𝑁∊ℕ ∀𝑛,𝑚≥𝑁 : |𝑎𝑛 - 𝑎𝑚| < 𝜀

Info

For sequences of real numbers:

  • Cauchy sequence ↔ convergent sequence

Dedekind Completeness

Monotone Convergence Criterion

A sequence (𝑎𝑛)𝑛∊ℕ is convergent if both:

  • monotonically decreasing (i.e. 𝑎𝑛≥𝑎𝑛+1 for all 𝑛)
  • bounded from below (i.e. the set {𝑎𝑛}𝑛∊ℕ has a lower bound)

A sequence (𝑎𝑛)𝑛∊ℕ is convergent if both:

  • monotonically increasing (i.e. 𝑎𝑛≤𝑎𝑛+1 for all 𝑛)
  • bounded from above (i.e. the set {𝑎𝑛}𝑛∊ℕ has an upper bound)

Accumulation/Cluster/Partial-Limit Values/Point

𝑎̃∊ℝ is called an accumulation value of a sequence (𝑎𝑛)𝑛∊ℕ if either:

  • there exists a subsequence (𝑎𝑛𝑘)𝑘∊ℕ with 𝑙𝑖𝑚𝑘→∞𝑎𝑛𝑘 = 𝑎̃ (i.e. subsequence is convergent)
  • ∀𝜀>0: the 𝜀-neighborhood of 𝑎̃ contains infinitely many sequence members of (𝑎𝑛)𝑛∊ℕ

Improper Accumulation Value

  • a sequence (𝑎𝑛)𝑛∊ℕ has the improper accumulation value ∞ ↔ (𝑎𝑛)𝑛∊ℕ is not bounded from above
  • a sequence (𝑎𝑛)𝑛∊ℕ has the improper accumulation value ∞ ↔ (𝑎𝑛)𝑛∊ℕ is not bounded from below

Limit Superior - Limit Inferior

Given a sequence (𝑎𝑛)𝑛∊ℕ, an element 𝑎̃ ∊ ℝ∪{∞,-∞} = [-∞,∞] is called:

  • limit superior of (𝑎𝑛)𝑛∊ℕif 𝑎̃ is the largest (improper) accumulation value of (𝑎𝑛)𝑛∊ℕ (denoted as 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞𝑎𝑛)
  • limit inferior of (𝑎𝑛)𝑛∊ℕif 𝑎̃ is the smallest (improper) accumulation value of (𝑎𝑛)𝑛∊ℕ(denoted as 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞𝑎𝑛)

Limit superior relates to supremum:

Limit inferior relates to infimum:

Limit Superior/Inferior Algebra:

  • 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞(𝑎𝑛+𝑏𝑛) ≤ 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞(𝑎𝑛) + 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞(𝑏𝑛)
  • 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞(𝑎𝑛·𝑏𝑛) ≤ 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞(𝑎𝑛) · 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞(𝑏𝑛) # if 𝑎𝑛,𝑏𝑛≥ 0 
  • 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞(𝑎𝑛+𝑏𝑛) ≥ 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞(𝑎𝑛) + 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞(𝑏𝑛)
  • 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞(𝑎𝑛·𝑏𝑛) ≥ 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞(𝑎𝑛) · 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞(𝑏𝑛) # if 𝑎𝑛,𝑏𝑛≥ 0 

Limit Superior/Inferior Algebra Examples:

Convergent/Divergent vs Limit Superior/Inferior

  • (𝑎𝑛)𝑛∊ℕ is convergent ↔ 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞𝑎𝑛= 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞𝑎𝑛 ∉ {±∞}
  • (𝑎𝑛)𝑛∊ℕ is divergent to ∞ ↔ 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞𝑎𝑛= 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞𝑎𝑛 = ∞
  • (𝑎𝑛)𝑛∊ℕ is divergent to -∞ ↔ 𝑙𝑖𝑚𝑠𝑢𝑝𝑛→∞𝑎𝑛= 𝑙𝑖𝑚𝑖𝑛𝑓𝑛→∞𝑎𝑛 = -∞

Bolzano-Weierstrass Theorem

Bolzano-Weierstrass Theorem:

  • sequence (𝑎𝑛)𝑛∊ℕ is bounded → (𝑎𝑛)𝑛∊ℕ has at least 1 accumulation value

Proof:

Divergent to Infinity

  • divergent to infinity𝑙𝑖𝑚𝑛→∞𝑎𝑛 = ∞∀𝑐>0 ∃𝑁∊ℕ ∀𝑛≥𝑁 : 𝑎𝑛>𝑐
  • divergent to -infinity ↔ 𝑙𝑖𝑚𝑛→∞𝑎𝑛 = -∞∀𝑐<0 ∃𝑁∊ℕ ∀𝑛≥𝑁 : 𝑎𝑛<𝑐

Epsilon/𝜀-Neighborhoods

For 𝜀>0, (𝑥-𝜀,𝑥+𝜀) = 𝐵𝜀(𝑥) is the epsilon-neighborhood of 𝑥

𝑆⊆ℝ is called a neighborhood of 𝑥 if:

  • ∃𝜀>0 : 𝐵𝜀(𝑥)⊆𝑆

Open Sets - Closed Sets

𝑆⊆ℝ is called open (in ℝ) if:

  • ∀𝑥∊𝑆 ∃𝜀>0 : 𝐵𝜀(𝑥)⊆𝑆

𝑆⊆ℝ is called closed (in ℝ) if:

  • 𝑆c = ℝ\𝑆 is open

Open and Closed Sets Examples:

  • ⦰, ℝ are both open and closed
  • [-2, 2] is closed but not open
  • (-2, 2) is open but not closed
  • (-2,2] is neither open nor closed

Closed Sets vs Convergent Sequences

both statements are equivalent:

  • 𝑆⊆ℝ is closedfor all convergent sequences (𝑎𝑛)𝑛∊ℕ with 𝑎𝑛∊𝑆 for all 𝑛∊ℕ we have: 𝑙𝑖𝑚𝑛→∞𝑎𝑛 ∊ 𝑆
  • 𝑆⊆ℝ is closedany convergent sequences (𝑎𝑛)𝑛∊ℕ⊆𝑆 has limit point 𝑎̃∊𝑆

Compact Sets vs Convergent Subsequences

both statements are equivalent:

  • 𝑆⊆ℝ is compactfor all sequences (𝑎𝑛)𝑛∊ℕ with 𝑎𝑛∊𝑆 for all 𝑛∊ℕ, there exists a convergent subsequence (𝑎𝑛𝑘)𝑘∊ℕ with 𝑙𝑖𝑚𝑘→∞𝑎𝑛𝑘 ∊ 𝑆
  • 𝑆⊆ℝ is compactany sequence (𝑎𝑛)𝑛∊ℕ⊆𝑆 has an accumulation value 𝑎̃∊𝑆

Compact Sets Examples:

  • ⦰ is compact
  • {5} is compact
  • ℝ is not compact (is closed though) # for example (𝑎𝑛)𝑛∊ℕ = (𝑛)𝑛∊ℕ has no accumulation value 𝑎̃∊𝑆
  • [𝑐,𝑑] is compact

Heine-Borel Theorem

For 𝑆⊆ℝ, we have:

  • 𝑆 is compact𝑆 is bounded and closed

Proof:

Next Topics

Absolutely Convergent - Absolute Convergence

A series 𝛴1≤𝑖≤∞𝑎𝑖 absolutely convergent if 𝛴1≤𝑖≤∞|𝑎𝑖| is convergent

Theorem:

  • absolute convergence → convergence

Proof:

Majorant Criterion

Theorem

Let 𝛴1≤𝑖≤∞𝑎𝑖be a series. If there is 𝑛0∊ℕ and a convergent series 𝛴1≤𝑖≤∞𝑏𝑖satisfying the following for all 𝑖≥𝑛0:

  • 𝑏𝑖≥0
  • |𝑎𝑖| ≤ 𝑏𝑖

Then 𝛴1≤𝑖≤∞𝑎𝑖 is an absolutely convergent series

Proof

Minorant Criterion

Theorem

Let 𝛴1≤𝑖≤∞𝑎𝑖be a series with 𝑎𝑖≥0. If there is 𝑛0∊ℕ and a divergent series 𝛴1≤𝑖≤∞𝑏𝑖satisfying the following for all 𝑖≥𝑛0:

  • 𝑏𝑖≥ 0
  • 𝑎𝑖 ≥ 𝑏𝑖

Then 𝛴1≤𝑖≤∞𝑎𝑖 is a divergent series

Proof
Example

Ratio Test (TODO)

Root Test