Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Limits of sequences

Benoit F. Sehba1
1 University of Ghana, Ghana

MATHS 353 Analysis I, 2023-2024

Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Outline

1 Sequences
Definition of a sequence

2 Convergent and divergent sequences

Some results on limits of sequences

3 Monotonic sequences and limits

Existence Theorems

4 Subsequences

5 Cauchy sequences
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition of a sequence

Definition

A sequence in a set S is a map, whose domain is the set N of

natural number and whose range is a subset of S.
A sequence whose range is a subset of R is called a real
sequence.
Note: The set S is usually equipped with the structure of a
normal vector space. We shall denote a sequence by (an )n∈N
or {an }n∈N .
We shall deal with sequence of real numbers, sequence of sets
of real numbers and sequence of vectors in this section
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition of a sequence

Example of sequences

Examples of sequence of real numbers

1 1 1
{an }n∈N = { }n∈N = {1, , , ...}.
n 2 3
Another convenient way of describing a sequence is to specify
a1 (or a0 ) and a rule for obtaining an+1 for n ≤ 1. Examples are:
(1) a1 = 1, an+1 = 3an for all n ≥ 1
(2) Let a1 and a2 be any positive real numbers and let
an+1 = 21 (an + an+1 ), n ≥ 2 such definitions are called recursive
definitions.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition of a sequence

Definition: Monotonic Sequences

(a) A sequence {an }n∈N is said to be monotonically increasing

(or non-decreasing) if an+1 ≥ an for all n ∈ N.
(b) A sequence {an }n∈N is said to be monotonically
decreasing (or non-increasing) if an+1 ≤ an for all n ∈ N.
(c) A sequence is said to be monotonic, if it is either
monotonically increasing or monotonically decreasing.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition of a sequence

Monotonic sequences

Check that each of the following sequences is monotonically

increasing:
(i) {n}n∈N (ii){2n}n∈N
(ii) {− n1 }n∈N .
Check that each of the following sequences is monotonically
decreasing:
(i) { n1 }n∈N (ii) {−2n}n∈N (iii) {−n}n∈N
None of the following sequences is monotonic
(ii) {0, 1, 0, 1, ...} (ii) {(−1)n }n∈N .
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition of a sequence

Definition: Bounded sequences

(a) A sequence {an } is said to be bounded (respectively

bounded above, bounded below) if there exists a real
number K > 0 such that |an | ≤ K ∀n ∈ N.
(b) A sequence {an } is said to be bounded above, if there
exists a real number K such that an ≤ K ∀n ∈ N.
(c) A sequence {an } is said to be bounded below if there
exists a real number M such that an ≥ M ∀n ∈ N.
REMARK: From the above definition, it is clear that a sequence
is bo unded if nd only if there exist real numbers K and M such
that M ≤ an ≤ K , ∀n ∈ N.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition of a sequence

Examples of bounded sequences

(i) The sequence { n1 }n∈N is bounded since | n1 | ≤ 1, ∀n ∈ N.

(ii) The sequence {(−1)n }n ∈ N is bounded since
|(−1)n | ≤ 1, ∀n ∈ N.
(iii) The sequence {n2 } is bounded below but is not bounded
below.
(iv) The sequence defined by {−n2 }n∈N bounded above but is
not bounded below.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition: Convergent sequence

Let (V , || · ||) be a normed vector space. The sequence

s : N → V : n 7→ sn has a limit l or we say the sequence
{sn }n∈N converges to a number l if ∀ϵ > 0, ∃n0 ∈ N, such that

∀n ∈ N, n > n0 , ||sn − l|| < ϵ

i.e sn ∈ Bϵ (l) ∀n ∈ N, n > n0 . We write limn→∞ Sn = l.

REMARK: In R, this definition means that after some natural
number n0 say, all of the values of the sequence {sn }n∈N lie
between l − ϵ and l + ϵ.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Convergent sequence: Examples

Using the definition of limit prove that the sequence an : N → R

defined by an = 2 − n3 has a limit 2.
Exploration
Given any ϵ > 0, the main aim is to find n0 ∈ N such that
|an − 2| < ϵ whenever n > n0 . i.e
|2 − n3 − 2| < ϵ =⇒ | −3 3
n | < ϵ =⇒ | n | < ϵ. Hence,
3 3
n < ϵ =⇒ n > n

Proof.
Let ϵ > 0 choose n0 = ⌊ 3ϵ ⌋ + 1. Then
n0 ∈ N, let n ∈ N : n > n0 . Then

3 3 3 3
|2 − − 2| = | − | = < < ϵ.
n n n n0
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Convergent sequence: Examples

Prove that the sequence an : N → R defined by an = 1 + 2−n

has limit 1.

Exploration

Given ϵ > 0, we want to find n0 ∈ N such that |an − 1| < ϵ

whenever n > n0 i.e |1 + 21n − 1| = | 21n | < ϵ. But 21n < n1 ∀n ∈ N.
Hence it is enoug that n1 < ϵ. Then n > 1ϵ .

Proof.
Let ϵ > 0. Choose n0 = ⌊ 1ϵ ⌋ + 1. Then n0 ∈ N and n0 > 1ϵ .
Let
n ∈ N, n > n0 , then |an − 1| = |1 + 21n − 1| = 21n < n1 < ϵ.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition: Divergent sequence

A sequence {an }n∈N is said to diverge to ∞ (limn→∞ an = ∞)

if to each positive number K (however large), there exists a
positive integer n0 , such that an > K for all n ≥ n0 . i.e if
∀K > 0, K ∈ R.∃n0 ∈ N s.t.an > K , ∀n ∈ N, n ≥ n0 .
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition: Divergent sequence

A sequence {an }n∈N is said to diverge to

−∞ (limn→∞ an = −∞), if to each negative number K
(however small), there exists a positive integer n0 ; such that
an < K , ∀n ≥ n0 .
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition: Divergent sequence

A sequence is said to be divergent if it is not convergent.

Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition: Oscillatory sequence

A sequence {an } is said to oscillate if it neither converges nor

diverges to ±∞.
Example: an = (−1)n .
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Some results on limits of sequences

Uniqueness of limit

Theorem
If a sequence a : N → V has two limits l and l ′ then l = l ′ .

Proof.
Suppose {an }n∈N converges to l and l ′ with l ̸= l ′ . Then
′|
|l − l ′ | > 0. Let ϵ = |l−l ′
3 . Note ϵ > 0, since l ̸= l . Since
an → l, ∃N1 ∈ N such that
ϵ
∀n ∈ N, n > N1 |an − l| < .
2
Also, as an → l ′ , ∃N2 ∈ N such that
ϵ
∀n ∈ N, n > N2 |an − l ′ | < .
2
Choose N0 = max N1 , N2 , then
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Some results on limits of sequences

Uniqueness of limit

Proof.
|l − l ′ | = |l − an + an − l ′ | ≤ |l − an | + |an − l ′ | < ϵ.
Taking for example ϵ = 12 |l − l ′ |, we obtain

1
|l − l ′ | < |l − l ′ |
2
or equivalently,
|l − l ′ | < 0.
This contradicts the fact that |l − l ′ | > 0. Hence l = l ′ .
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Some results on limits of sequences

Some properties of limits

The following properties are satisfied.

(i) limn→∞ {an− 1} = (limn→∞ an )−1 .
(ii) limn→∞ |an | = | limn→∞ an |.
(iii) If an ≥ 0, then limn→∞ an ≥ 0.

Proof.
On the board.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Monotonic sequences and limits

Theorem
Let {an } be an increasing sequence, if
limn→∞ an = l, then an ≤ l, ∀n ∈ N. If {an } is decreasing
and limn→∞ an = l then an ≥ l, ∀n ∈ N

Proof.
Suppose that {an } be an increasing and limn→∞ an = l. Let us
show that for any k ∈ N, an ≤ l + k1 .
Let k > 0, then as limn→∞ an = l, we can find an integer nk > 0
such that for any n ≥ nk , an < l + k1 . Hence

1
a1 ≤ a2 ≤ . . . ≤ ank ≤ ank +1 ≤ . . . < l + .
k

i.e an ≤ l + k1 for all n ∈ N. As this happens for all k > 0, we

conclude (by taking k → ∞) that an ≤ l for all n ∈ N.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Squeeze Principle

Theorem
(Squeeze Principle) Let a : N → V be a sequence. If there
exists a real valued sequence ϕ : N → R such that
(i) ||an − l|| ≤ ϕn , ∀n ∈ N and
(ii) limn→∞ ϕn = 0,
then limn→∞ an = l.

Proof.
This follows from that

lim ||an − l|| = || lim (an − l)||.

n→∞ n→∞
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Squeeze Principle

Theorem
Let an , bn , sn : N → V be sequences. Assume that
an ≤ sn ≤ bn , ∀n ∈ N. If limn→∞ an = limn→∞ bn = l, then
limn→∞ sn = l.

Proof.
That an ≤ sn ≤ bn is equivalent to an − l ≤ sn − l ≤ bn − l.
Taking the limit gives the answer.

REMARK: The theorem still holds if an ≤ sn ≤ bn for n > N for

some integer N > 0.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Squeeze Principle: Example 1

let an : N → R be defined by an = 2 + n1 sin(n2 ) Use the

squeeze principle to show that limn→∞ an = 2.
Proof.
Note: We are to find a function ϕ : N → R satisfying
(i)∀n ∈ N, |an − 2| ≤ ϕn
(ii)limn→∞ ϕn = 0
Notice that
|an − 2| = |2 + n1 sin n2 − 2| = | n1 sin(n2 )| ≤ n1 since
| sin(n2 )| ≤ 1
Let ϕn = n1 , limn→∞ ϕn = limn→∞ n1 = 0
∴ choose ϕn = n1 . Thus limn→∞ an = 2
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Squeeze Principle: Example 2

4
Let an : N → R be defined by an = n! , prove that limn→∞ an = 0

Proof.
4 4
|an − 0| = | n! | = n! ≤ n4 , ∀n ∈ N, limn→∞ n4 = 0
Thus choose
ϕn = n4 , then, |an − 0| ≤ ϕn and limn→∞ ϕn =
0.So by the squeeze principle an → 0
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Squeeze Principle: Example 3

Theorem
For all a ∈ R, |a| < 1 =⇒ limn→∞ an = 0

Proof.
Let a ∈ R with |a| < 1. Then |a| = b1 , for some b > 1. Thus
b = 1 + d, for some d ∈ R, d > 0. Now,
bn = (1 + d)n = 1 + nd + (n C2 )d 2 + ... ≥ nd
Thus |a|n = b1n ≤ nd
1
= nc where c = d1 > 0. Now choose
c
ϕn = n , c > 0 then |an − 0| = |a2 | ≤ ϕn for all n ∈ N and
limn→∞ ϕn = 0 So by the squeeze principle limn→∞ an = 0
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Limit of an ordered pair

Theorem
(limit of an ordered pair) Let an : N → V , bn : N → W be two
sequences and suppose limn→∞ an = L ∈ V and
limn→∞ bn = m ∈ N, then limn→∞ (an , bn ) = (l, m) ∈
V × W ; i.e limn→∞ (an , bn ) = (limn→∞ an , limn→∞ bn )

Proof.
We see (an , bn ) as an element of the linear space V × W
endowed with the norm

||(x, y )||V ×W := ||x||V + ||y ||W .

We then have that

Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Limit of an ordered pair

Proof.

lim ||(an , bn ) − (l, m)||V ×W = lim ||(an − l, bn − m)||V ×W

n→∞ n→∞
≤ lim ||an − l||V + lim ||bn − m||V ×W
n→∞ n→∞
= 0.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Algebra of Limits

Theorem
If each of the real-valued sequences an : N → R and
bn : N → R have limits, then
(i) limn→∞ (an + bn ) = limn→∞ (an ) + limn→∞ bn .
(ii) limn→∞ (an − bn ) = limn→∞ an − limn→∞ bn .
(iii) limn→∞ (an bn ) = (limn→∞ an )(limn→∞ bn ).
limn→∞ (an )
(iv) limn→∞ ( abnn ) = limn→∞ bn , provided limn→∞ bn ̸= 0.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Algebra of Limits

Proof.
Put limn→∞ (an ) = ℓ and limn→∞ (bn ) = ℓ′ .
(iii) We have

an bn − ℓℓ′ = (an − ℓ)(bn − ℓ′ ) + an ℓ′ + bn ℓ − 2ℓℓ′

= (an − ℓ)(bn − ℓ′ ) + ℓ′ (an − ℓ) + ℓ(bn − ℓ′ ).

From the assertion follows.

(iv)
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Algebra of Limits

Proof.
Put limn→∞ (an ) = ℓ and limn→∞ (bn ) = ℓ′ .
(iii)

an bn − ℓℓ′ = (an − ℓ)(bn − ℓ′ ) + an ℓ′ + bn ℓ − 2ℓℓ′

= (an − ℓ)(bn − ℓ′ ) + ℓ′ (an − ℓ) + ℓ(bn − ℓ′ ).

(iv) It follows from assertions (iii) that we only have to prove

that limn→∞ b1n = ℓ1′ .
As limn→∞ bn = ℓ′ , we have that there exists an integer
N > 0 such that for any integer n ≥ N,
ℓ′ ′ ℓ′ ′ ℓ′ 3ℓ′
2 = ℓ − 2 < bn < ℓ + 2 = 2 , i.e
2 1 2
3ℓ′ < bn < ℓ′ for all n ≥ N. Thus the sequence (bn )n is
bounded.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Algebra of Limits

Proof.
Consequently, as b1n (bn − ℓ′ ) is a product of a bounded
sequence and a sequence whose limit is zero, we have that

1
lim (bn − ℓ′ ) = 0,
n→∞ bn

i.e
ℓ′
 
lim 1− = 0.
n→∞ bn
Thus
1 1
lim = ′.
n→∞ bn ℓ
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Preserving inequalities

Theorem
(Preserving inequalities) If an ≤ bn for all
n ∈ N, limn→∞ an = a and limn→∞ bn = b then a≤b

Proof.
Put limn→∞ (an ) = ℓ and limn→∞ (bn ) = ℓ′ . We proceed by
contradiction. Suppose that ℓ > ℓ′ . Choose ϵ > 0 such that
′
ϵ < ℓ−ℓ 2 . Then as (an )n converges to ℓ, there exists an integer
N1 > 0 such that for all integer n ≥ N − 1, |an − ℓ| < ϵ.
As (bn )n converges to ℓ′ , there exists an integer N2 > 0 such
that for integer n ≥ N − 2, |bn − ℓ′ | < ϵ.
It follows that for any integer n ≥ max{N1 , N2 },

bn < ℓ′ + ϵ < ℓ − ϵ < an .

This contradicts the hypothesis an ≤ bn .

Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Convergence and boundedness of sequences

Theorem
Every convergent sequence is bounded.

Proof.
Assume that an → l. Let ϵ > 0, then ∃n0 ∈ N such that
|an − l| < ϵ for all n ≥ n0 , i.e l − ϵ < an < l + ϵ for all n ≥ n0 .
Put K = min{a1 , ..., an0 −1 , l − ϵ} and
M = max{a1 , a2 , ..., an0 −1 , l + ϵ}. Then
K ≤ an ≤ M for all n ∈ N. Hence {an } is bounded.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Existence Theorems

Monotonic Convergence Theorem (MCT)

Theorem
(Monotonic Convergence Theorem) Every bounded
monotonically increasing sequence converges.

Proof.
Let {an } be a bounded monotonically increasing sequence. Let
S be the set S := {an : n ∈ N}. Then S is an non-empty set,
which is bounded. By the completeness property of real
number (The Least Upper Bound Property), there is a number
l = supS. Let ϵ > 0, ∃n0 ∈ N : an > l − ϵ (by definition of Sup)
Thus an ≥ an0 > l − ϵ, ∀n ≥ n0 ......(1)
since an is increasing and l is the supremum of S , we have that
an ≤ l ≤ l + ϵ for all n ∈ N.........(2).
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Existence Theorems

Continuation of the proof

From (1) and (2), we obtain l − ϵ < an < l + ϵ for all

n ∈ N, n ≥ n0 . Therefore |an − l| < ϵ. Hence an → l.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Existence Theorems

Monotone Convergence Theorem (MCT)

Theorem
Every bounded monotonically decreasing sequence converges.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Existence Theorems

MCT

The MCT amounts to saying the following.

Theorem
(a) If a sequence is monotonically increasing and bounded
above, then it is convergent.
(b) If a sequence is monotonically decreasing and bounded
below, then it is convergent.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Existence Theorems

The nested intervals theorem

Theorem
Let {Fn } be a sequence of closed intervals such that
(i)Fn+1 ⊂ Fn for all n and T∞
(ii)limn→∞ (length of Fn ) = 0, then n=1 Fn consist of
exactly one point

Proof.
Let Fn = [an , bn ] for each n ∈ N. Since for every n, Fn+1 ⊂ Fn ,
therefore

an ≤ an+1 ≤ bn+1 ≤ bn
Note that{an } is a monotonically increasing sequence and
bounded above by b,
The sequence {bn } is a monotonically decreasing sequence
and bounded below by a, thus both {an } and {bn }converges.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Existence Theorems

The nested intervals theorem

Theorem
Let {Fn } be a sequence of closed intervals such that
(i)Fn+1 ⊂ Fn for all n and T∞
(ii)limn→∞ (length of Fn ) = 0, then n=1 Fn consist of
exactly one point

Proof.
Let Fn = [an , bn ] for each n ∈ N. Since for every n, Fn+1 ⊂ Fn ,
therefore

an ≤ an+1 ≤ bn+1 ≤ bn
Note that{an } is a monotonically increasing sequence and
bounded above by b,
The sequence {bn } is a monotonically decreasing sequence
and bounded below by a, thus both {an } and {bn }converges.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Existence Theorems

The nested intervals theorem

Theorem
Let {Fn } be a sequence of closed intervals such that
(i)Fn+1 ⊂ Fn for all n and T∞
(ii)limn→∞ (length of Fn ) = 0, then n=1 Fn consist of
exactly one point

Proof.
Let Fn = [an , bn ] for each n ∈ N. Since for every n, Fn+1 ⊂ Fn ,
therefore

an ≤ an+1 ≤ bn+1 ≤ bn
Note that{an } is a monotonically increasing sequence and
bounded above by b.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Existence Theorems

Proof continuation

Proof.
The sequence {bn } is a monotonically decreasing sequence
and bounded below by a, thus both {an } and {bn } converges.
Since
lim (bn − an ) = lim (length of Fn ) = 0
n→∞ n→∞

Then limn→∞ an = limn→∞ bn = ℓ.

Since a monotonically increasing bounded sequence
converges to its supremum and a monotonically decreasing
sequence converges to its infimum. It follows that
ℓ = sup{an } and ℓ = inf{bn }.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Existence Theorems

Proof continuation

Proof.
Thus, an ≤ ℓ ≤ bn for all n ∈ N. Therefore ℓ ∈ Fn , ∀n ∈ N.
Suppose ℓ′ ∈ Fn , ℓ ̸= ℓ′ , then bn − an → 0 implies that for
some n ∈ N.
|bn − an | < |ℓ − ℓ′ |, ̸= 0
(since ℓ ̸= ℓ′ ). This is a contradiction.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition:Subsequence

Suppose s : N → V is a vector-valued sequence and suppose

j : N → N is a sequence in N which is strictly increasing so
j(1) = n1 j(2) = n2 ....and ∀m ∈ N, nm < nm+1 . Then
soj : N → V is a sequence of s.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Subsequences:Example

(→ R be the sequence defined by

Let s : N
1
(n − 1) if n is odd
s(n) = 2−n
2 if n is even
1 Consider j : N → N with j(m) = 2m − 1. Then j is strictly
increasing, since for any m ∈ N
j(m) = 2m − 1 < 2m + 1 = 2(m + 1) − 1 = j(m + 1).
The subsequence s0j : N → R gives
m → 2m − 1 → 21 (2m − 1 − 1) = m − 1
i.e (s ◦ j)(m) = (s(j(m))) = s(2m − 1) = m − 1
So (soj)(N) = {0, 1, 2, ...}
2 Consider j : N → N with j(m) = 3m.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Subsequences: Exampl

Then j is strictly increasing, since for any m ∈ N

j(m) = 3m < 3m + 3 = j(m + 1). (
1
(s ◦ j)(m) = (s(j(m))) = s(3m) = −3m 2 (3m − 1) if m is odd /
2 if m is even
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Subsequences

Theorem
Suppose limn→∞ s(n) = l. Let soj be any subsequence of s,
then limn→∞ (s ◦ j)(n) = l.

The contrapositive of this theorem is more useful, since it gives

a criterion for the non-existence of a limit. If we can find a
subsequences
s ◦ j1 , s ◦ j2 and limn→∞ (s ◦ j1 )(n) ̸= limn→∞ (s ◦ j2 )(n).
Then limn→∞ s(n) does not exist.
Proof.
Suppose limn→∞ s(n) = l and let s ◦ j be a sequence of s and
let ϵ > 0
Then there exists n0 ∈ N : ∀n ∈ N, n ≥ n0 , |s(n) − l| < ϵ........(1)
Now choose N = j(n0 ) ≥ n0 and let n ∈ N : n ≥ N ≥ n0 . Then
j(n) > j(n0 ). since j is increasing, so |s(j(n) − l| < ϵ by (1)
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Bolzano-Weierstress Theorem

Theorem
(Bolzano-Weierstress) Every bounded sequence has a
convergent subsequence.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Bolzano-Weierstress Theorem in R

Theorem
Let I be a closed and bounded interval in R. Let (xn )n be a
sequence in I. Then there exists a subsequence (xnk )k of (xn )n
that converges to a point of I.

Proof.
This will be proved will the help of Cauchy sequences and
completeness of closed and bounded intervals.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Definition:Cauchy sequence

A sequence {an } is said to be a Cauchy sequence if

∀ϵ > 0, ∃n0 ∈ N : ∀m, n ∈ N, m, n ≥ n0 |an − am | < ϵ
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Cauchy sequence: an example

The sequence {an } = n1 , n ∈ N is Cauchy.

Exploration

|an − am | < ϵ
1 1 m−n
| − |=| |
n m mn
1 1 1 1
Then | − | ≤ max{ , } < ϵ
n m n m
1
Choose n0 >
ϵ

Proof.
Let ϵ > 0. Choose n0 = 1ϵ + 1. Let
m, n ∈ N : m = n0 + 2 and n = n0 + 1 then n, m >
n0 and | n1 − m1
| ≤ max{ n1 , m
1
} < ϵ.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Cauchy Convergence

Theorem
(Cauchy Convergence Criterion) Every convergent sequence is
a Cauchy sequence.

This theorem says that a necessary condition for a sequence to

be convergent is that the sequence should be a Cauchy
sequence.
Proof.
Suppose {an } is a convergence sequence say limn→∞ an = ℓ,
given ϵ > 0, ∃n0 ∈ N : ∀n ∈ N, n ≥ n0 , ∥an − ℓ∥ < 2ϵ .
Now,

∥an − am ∥ = ∥an − ℓ + ℓ − am ∥
≤ ∥an − ℓ∥ + ∥am − ℓ∥
ϵ ϵ
< + =ϵ
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Cauchy Convergence

Theorem
Let (xn ) be a Cauchy sequence. If (xn ) contains a convergent
subsequence, then (xn ) is also convergent.

Proof.
Assume that (xn )n is Cauchy and that xkn → x as n → ∞. Let
us prove that xn → x as n → ∞. Let ϵ > 0. As (xn ) is Cauchy,
there exist N1 ∈ N such that
ϵ
∥xn − xkn ∥ < for all n ≥ N1 .
2
ϵ
Also as xkn → x, there exists N2 ∈ N such that ∥xkn − x∥ < 2 for
all n ≥ N2 .
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Proof continuation

Proof.
Taking N = max(N1 , N2 ), we obtain that
ϵ ϵ
∀ n ≥ N, ∥xn − x∥ ≤ ∥xn − xkn ∥ + ∥xkn − x∥ < + = ϵ.
2 2
Thus xn → x as n → ∞.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Complete normed space

A normed space V is said to be complete if every Cauchy

sequence (xn ) in V converges to some x ∈ V . A subset W of V
is said to be complete if every Cauchy sequence (xn ) in the
normed subspace W converges to a point in V .
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Completeness of R

Theorem
R endowed with its natural norn is complete.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Completeness of R

Proof.
Let (xn ) be a Cauchy sequence in R. Then (xn ) is bounded,
that is ∃M > 0 such that |xn | ≤ M ∀n.
Let An := {xk : k ≥ n} and let yn := inf An = inf k ≥n xk . We have
that An+1 ⊂ An . Hence (yn ) is increasing and bounded (in fact,
yn ≤ M ∀n). Thus (yn ) converges.
Let x = limn→∞ yn . Let us prove that limn→∞ xn = x. Let ϵ > 0
ϵ
Let N ∈ N, so that |xn − xm | < for all n, m ≥ N. In particular,
2
ϵ
|xN − xm | < ∀m ≥ N.
2
ϵ ϵ
xN − < xm < xN + ∀m ≥ N.
2 2
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Completeness of R

Proof.
Hence,
ϵ ϵ
xN −
< yn < xN + ∀n ≥ N.
2 2
Passing to the limit, we obtain
ϵ ϵ
xN − < lim yn < xN + ,
2 n→∞ 2
that is
ϵ ϵ ϵ
xN − < x < xN + or equivalently |xN − x| < .
2 2 2
ϵ ϵ
Hence, for all n ≥ N, |xn − x| ≤ |xn − xN | + |xN − x| = + = ϵ.
2 2
That is (xn )n converges to x.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Bolzano-Weierstrass Theorem in R

Theorem (Bolzano-Weierstrass)
Let I be a closed and bounded interval in R. Let {xn } be a
sequence in I, then there exists a subsequence {xnk } of {xn }
which converges to a point in I.

Proof.
Let us assume without loss of generality that I = [0, 1].
Consider [0, 12 ] and [ 12 , 1]. Then one of these subintervals must
contain infinitely many xn . Call this subinterval I1 .
Bisect I1 in its right and left closed halves. Again one of these
subintervals contain xn for infinitely many n. Denote this
subinterval I2 . Proceeding this way, we find a sequence of
closed intervals {In } such that |In+1 | = 12 |In | and each contains
xn for infinitely many n.
Sequences Convergent and divergent sequences Monotonic sequences and limits Subsequences Cauchy sequences

Proof continuation

Proof.
Let x1 ∈ N so that xn1 ∈ I1 . Then choose n2 > n1 such that
xn2 ∈ I2 . Then n3 > n2 such that xn3 ∈ I3 and so on. One
obtains a sequence (xnk ) such that xnk ∈ Ik . If i, j ≥ k , then
xni , xnj ∈ Ik and so |xni − xnj | ≤ 21k .
Hence (xnk ) is a Cauchy sequence and since [0, 1] is complete,
(xnk ) converges to some x ∈ [0, 1].
The proof is complete.