Chapter 2

Sequences and Series

2.1 Sequences and limits

Note: 2.5 lectures
Analysis is essentially about taking limits. The most basic type of a limit is a limit of a sequence
of real numbers. We have already seen sequences used informally. Let us give the formal definition.
Definition 2.1.1. A sequence (of real numbers) is a function x : N → R. Instead of x(n), we usually
denote the nth element in the sequence by xn . We use the notation {xn }, or more precisely

{xn }∞
n=1 ,

to denote a sequence.
A sequence {xn } is bounded if there exists a B ∈ R such that

|xn | ≤ B for all n ∈ N.

In other words, the sequence {xn } is bounded whenever the set {xn : n ∈ N} is bounded, or
equivalently when it is bounded as a function.
When we need to give a concrete sequence we often give each term as a formula in terms
of n. For example, {1/n}∞ n=1 , or simply { /n}, stands for the sequence 1, /2, /3, /4, /5, . . .. The
1 1 1 1 1
sequence { /n} is a bounded sequence (B = 1 suffices). On the other hand the sequence {n} stands
1
for 1, 2, 3, 4, . . ., and this sequence is not bounded (why?).
While the notation for a sequence is similar* to that of a set, the notions are distinct. For example,
the sequence {(−1)n } is the sequence −1, 1, −1, 1, −1, 1, . . ., whereas the set of values, the range
of the sequence, is just the set {−1, 1}. We can write this set as {(−1)n : n ∈ N}. When ambiguity
can arise, we use the words sequence or set to distinguish the two concepts.
Another example of a sequence is the so-called constant sequence. That is a sequence {c} =
c, c, c, c, . . . consisting of a single constant c ∈ R repeating indefinitely.
We now get to the idea of a limit of a sequence. We will see in Proposition 2.1.6 that the notation
below is well-defined. That is, if a limit exists, then it is unique. So it makes sense to talk about the
limit of a sequence.
* [BS] use the notation (xn ) to denote a sequence instead of {xn }, which is what [R2] uses. Both are common.
48 CHAPTER 2. SEQUENCES AND SERIES

Definition 2.1.2. A sequence {xn } is said to converge to a number x ∈ R, if for every ε > 0, there
exists an M ∈ N such that |xn − x| < ε for all n ≥ M. The number x is said to be the limit of {xn }.
We write
lim xn := x.
n→∞
A sequence that converges is said to be convergent. Otherwise, we say the sequence diverges or
that it is divergent.
It is good to know intuitively what a limit means. It means that eventually every number in the
sequence is close to the number x. More precisely, we can get arbitrarily close to the limit, provided
we go far enough in the sequence. It does not mean we ever reach the limit. It is possible, and quite
common, that there is no xn in the sequence that equals the limit x. We illustrate the concept in
Figure 2.1. In the figure we first think of the sequence as a graph, as it is a function of N. Secondly
we also plot it as a sequence of labeled points on the real line.

x+ε
x ···
x−ε

1 2 3 4 5 6 7 8 9 10
M
x−ε x x+ε

x2 x5 x4 x8 x7 x3 x1
x6 x10 x9
Figure 2.1: Illustration of convergence. On top, the first ten points of the sequence as a graph with M
and the interval around the limit x marked. On bottom, the points of the same sequence marked on the
number line.

When we write lim xn = x for some real number x, we are saying two things. First, that {xn } is
convergent, and second that the limit is x.
The definition above is one of the most important definitions in analysis, and it is necessary to
understand it perfectly. The key point in the definition is that given any ε > 0, we can find an M.
The M can depend on ε, so we only pick an M once we know ε. Let us illustrate this concept on a
few examples.
Example 2.1.3: The constant sequence 1, 1, 1, 1, . . . is convergent and the limit is 1. For every
ε > 0, we pick M = 1.
2.1. SEQUENCES AND LIMITS 49

Example 2.1.4: Claim: The sequence {1/n} is convergent and

1
lim
= 0.
n→∞ n

Proof: Given an ε > 0, we find an M ∈ N such that 0 < 1/M < ε (Archimedean property at work).
Then for all n ≥ M we have that
1 1 1
 
|xn − 0| =   = ≤ < ε.
n n M
Example 2.1.5: The sequence {(−1)n } is divergent. Proof: If there were a limit x, then for ε = 12
we expect an M that satisfies the definition. Suppose such an M exists, then for an even n ≥ M we
compute
1/2 > |xn − x| = |1 − x| and 1/2 > |xn+1 − x| = |−1 − x| .

But
2 = |1 − x − (−1 − x)| ≤ |1 − x| + |−1 − x| < 1/2 + 1/2 = 1,
and that is a contradiction.
Proposition 2.1.6. A convergent sequence has a unique limit.
The proof of this proposition exhibits a useful technique in analysis. Many proofs follow the
same general scheme. We want to show a certain quantity is zero. We write the quantity using the
triangle inequality as two quantities, and we estimate each one by arbitrarily small numbers.
Proof. Suppose the sequence {xn } has limits x and y. Take an arbitrary ε > 0. From the definition
find an M1 such that for all n ≥ M1 , |xn − x| < ε/2. Similarly, find an M2 such that for all n ≥ M2 we
have |xn − y| < ε/2. Now take an n such that n ≥ M1 and also n ≥ M2 , and estimate
|y − x| = |xn − x − (xn − y)|
≤ |xn − x| + |xn − y|
ε ε
< + = ε.
2 2
As |y − x| < ε for all ε > 0, then |y − x| = 0 and y = x. Hence the limit (if it exists) is unique.
Proposition 2.1.7. A convergent sequence {xn } is bounded.
Proof. Suppose {xn } converges to x. Thus there exists an M ∈ N such that for all n ≥ M we have
|xn − x| < 1. Let B1 := |x| + 1 and note that for n ≥ M we have
|xn | = |xn − x + x|
≤ |xn − x| + |x|
< 1 + |x| = B1 .
The set {|x1 | , |x2 | , . . . , |xM−1 |} is a finite set and hence let
B2 := max{|x1 | , |x2 | , . . . , |xM−1 |}.
Let B := max{B1 , B2 }. Then for all n ∈ N we have
|xn | ≤ B.
50 CHAPTER 2. SEQUENCES AND SERIES

The sequence {(−1)n } shows that the converse does not hold. A bounded sequence is not
necessarily convergent.
n 2 o
Example 2.1.8: Let us show the sequence nn2 +1
+n
converges and

n2 + 1
lim = 1.
n→∞ n2 + n

1
Given ε > 0, find M ∈ N such that M < ε. Then for any n ≥ M we have
 2   2
n + 1   n + 1 − (n2 + n)   1 − n 
  
 n2 + n − 1 =  n2 + n  =  n2 + n 
     

n−1
= 2
n +n
n 1
≤ 2 =
n +n n+1
1 1
≤ ≤ < ε.
n M
2
Therefore, lim nn2 +1
+n
= 1. This example shows that sometimes to get what you want, you must throw
away some information to get a simpler estimate.

2.1.1 Monotone sequences

The simplest type of a sequence is a monotone sequence. Checking that a monotone sequence
converges is as easy as checking that it is bounded. It is also easy to find the limit for a convergent
monotone sequence, provided we can find the supremum or infimum of a countable set of numbers.

Definition 2.1.9. A sequence {xn } is monotone increasing if xn ≤ xn+1 for all n ∈ N. A sequence
{xn } is monotone decreasing if xn ≥ xn+1 for all n ∈ N. If a sequence is either monotone increasing
or monotone decreasing, we can simply say the sequence is monotone. Some authors also use the
word monotonic.

For example, {1/n} is monotone decreasing, the constant sequence {1} is both monotone
increasing and monotone decreasing, and {(−1)n } is not monotone. First few terms of a sample
monotone increasing sequence are shown in Figure 2.2.

Proposition 2.1.10. A monotone sequence {xn } is bounded if and only if it is convergent.

Furthermore, if {xn } is monotone increasing and bounded, then

lim xn = sup{xn : n ∈ N}.

n→∞

If {xn } is monotone decreasing and bounded, then

lim xn = inf{xn : n ∈ N}.

n→∞
2.1. SEQUENCES AND LIMITS 51

1 2 3 4 5 6 7 8 9 10
Figure 2.2: First few terms of a monotone increasing sequence as a graph.

Proof. Let us suppose the sequence is monotone increasing. Suppose the sequence is bounded, so
there exists a B such that xn ≤ B for all n, that is the set {xn : n ∈ N} is bounded above. Let

x := sup{xn : n ∈ N}.

Let ε > 0 be arbitrary. As x is the supremum, then there must be at least one M ∈ N such that
xM > x − ε (because x is the supremum). As {xn } is monotone increasing, then it is easy to see (by
induction) that xn ≥ xM for all n ≥ M. Hence

|xn − x| = x − xn ≤ x − xM < ε.

Therefore, the sequence converges to x. We already know that a convergent sequence is bounded,
which completes the other direction of the implication.
The proof for monotone decreasing sequences is left as an exercise.
Example 2.1.11: Take the sequence √1n .


The sequence is bounded below as √1n > 0 for all n ∈ N. Let us show that it is monotone
√ √
decreasing. We start with n + 1 ≥ n (why is that true?). From this inequality we obtain
1 1
√ ≤√ .
n+1 n
So the sequence is monotone decreasing and bounded below (hence bounded). We apply the
theorem to note that the sequence is convergent and in fact
1 1
 
lim √ = inf √ : n ∈ N .
n→∞ n n
We already know that the infimum is greater than or equal to 0, as 0 is a lower bound. Take a number
b ≥ 0 such that b ≤ √1n for all n. We square both sides to obtain

1
b2 ≤ for all n ∈ N.
n
52 CHAPTER 2. SEQUENCES AND SERIES

We have seen before that this implies that b2 ≤ 0 (a consequence of the Archimedean property).
As we also have b2 ≥ 0, then b2 = 0 and so b = 0. Hence, b = 0 is the greatest lower bound, and
lim √1n = 0.

Example 2.1.12: A word of caution: We must show that a monotone sequence is bounded in order
to use Proposition 2.1.10 to conclude a sequence converges. The sequence {1 + 1/2 + · · · + 1/n} is a
monotone increasing sequence that grows very slowly. We will see, once we get to series, that this
sequence has no upper bound and so does not converge. It is not at all obvious that this sequence
has no upper bound.

A common example of where monotone sequences arise is the following proposition. The proof
is left as an exercise.

Proposition 2.1.13. Let S ⊂ R be a nonempty bounded set. Then there exist monotone sequences
{xn } and {yn } such that xn , yn ∈ S and

sup S = lim xn and inf S = lim yn .

n→∞ n→∞

2.1.2 Tail of a sequence

Definition 2.1.14. For a sequence {xn }, the K-tail (where K ∈ N) or just the tail of the sequence is
the sequence starting at K + 1, usually written as

{xn+K }∞
n=1 or {xn }∞
n=K+1 .

For example, the 4-tail of {1/n} is 1/5, 1/6, 1/7, 1/8, . . .. The 0-tail of a sequence is the sequence
itself. The convergence and the limit of a sequence only depends on its tail.

Proposition 2.1.15. Let {xn }∞

n=1 be a sequence. Then the following statements are equivalent:
(i) The sequence {xn }∞
n=1 converges.
(ii) The K-tail {xn+K }∞
n=1 converges for all K ∈ N.
(iii) The K-tail {xn+K }∞
n=1 converges for some K ∈ N.
Furthermore, if any (and hence all) of the limits exist, then for any K ∈ N

lim xn = lim xn+K .

n→∞ n→∞

Proof. It is clear that (ii) implies (iii). We will therefore show first that (i) implies (ii), and then we
will show that (iii) implies (i). That is,

to prove (ii)
(i) to prove
(iii)

In the process we will also show that the limits are equal.
Let us start with (i) implies (ii). Suppose {xn } converges to some x ∈ R. Let K ∈ N be arbitrary,
and define yn := xn+K . We wish to show that {yn } converges to x. Given an ε > 0, there exists an