25

3.3

Upper and Lower Limits

a1 = inf {x1 , x2 , ...}, b1 = sup{x1 , x2 , ...}.

Let {xn } be a bounded sequence in R. Dene

Then [a1 , b1 ] is the smallest interval such that {x1 , x2 , ...} [a1 , b1 ]. Similarly, dene a2 = inf {x2 , x3 , ...}, b2 = sup{x2 , x3 , ...}. We have, [a2 , b2 ] is the smallest interval such that {x2 , x3 , ...} [a2 , b2 ]. But since {x2 , x3 , ...} {x1 , x2 , ...} [a1 , b1 ] and by the smallest property of the interval [a2 , b2 ], we have [a2 , b2 ] [a1 , b1 ]. In general, dene am = inf {xm , xm+1 , ...}, bm = sup{xm , xm+1 , ...}. Again, [am , bm ] is the smallest interval such that {xm , xm+1 , ...} [am , bm ]. Moreover, we have the nested property [am , bm ] ... [a2 , b2 ] [a1 , b1 ]. In otherwords, a1 a2 ... am bm ... b2 b1 . The sequence {am } is bounded above and is increasing. Therefore, am a = sup{am } R. Similarly, {bn } is bounded below and is decreasing. Thus, bm b = inf {bm } R. Note that am bm for all m. Therefore, a b. We call a and b the upper and lower limits, respectively, of the sequence {xn }, and we denote them by a = sup inf {xn } = lim inf xn , b = inf sup {xn } = lim sup xn .
m1 nm n m1 nm n

In otherwords, if {xn } R is bounded then lim inf n xn and lim supn xn exist. Proposition 11. (Properties of lim inf and lim sup). Suppose {xn } is a bounded real sequence. 1. The lower limit lim inf xn is the unique number a that has the properties (i) For each > 0, there are nitely many xn s such that xn a . (ii) For each > 0, there are innitely many xn s such that xn < a + . 2. Similarly, the upper limit lim sup xn is the unique number b that has the properties (i) For each > 0, there are nitely many xn s such that xn b + . (ii) For each > 0, there are innitely many xn s such that xn > b .

26 Proof. (1). {xn } R being bounded implies a = lim inf n xn exists. Dene am = inf {xm , xm+1 , ...}. We have {am } is increasing and
m

lim am = a = sup{am }.

Thus for each > 0, there exists N = N () such that |am a| < , m N. I.e. For all n N , xn aN = inf {xN , xN +1 , ...} > a . Therefore, there are at most N elements in the set {x1 , ..., xN 1 } that are a . This proves (i). Fix > 0. Pick any index n1 1. We have an1 = inf {xn1 , xn1 +1 , ...} < an1 + . an+1 + is not a greatest lower bound for {xn1 , xn1 +1 , ...} implies there exists N1 n1 such that xN1 < an1 + a + . Next we pick another index n2 N1 + 1. Following the same steps, we obtain another N2 n2 such that xN2 < an2 + a + . We can do this innitely many times. This proves (ii). To show uniqueness: Suppose a, c R that both satisfy (i) and (ii). Suppose a = c. WLOG, WMA a < c. Let = (c a)/2 > 0. On one hand, there are nitely many xn s such that xn c (for c satises (i)). On the other hand, there are innitely many xn s such that xn < a + (for a satises (ii)). However, this cannot happen because c = a + = (a + c)/2. Therefore, a = c. (2). Homework. Proposition 12. A bounded real sequence {xn } converges if and only if the upper and lower limits are equal. Proof. : Suppose {xn } R converges to x. Fix > 0. By the denition of convergence, there exists N N such that |xn x| < /2, n N.

27 Let a = lim inf xn . Since there are nitely indices ns such that xn a /2. Let N be the largest of those indices. We have xn > a /2, n N + 1. Moreover, there are innitely many xn s such that xn < a + /2. Let M = max{N, N + 1}, we can nd an index K such that a /2 < xK < a + /2. This implies |x a| |x xK | + |xK a| < /2 + /2 = . Since is arbitrary, we have x = a. A similar proof shows that x = b, where b = lim sup xn . Therefore, a = x = b. : Suppose a = lim inf xn = lim sup xn = b. Fix > 0. There are nitely many indices ns such that xn a . Similarly, there are nitely many indices ms such that xm b + = a + . Let N be the maximum of those indices ns and ms. Then |xn a| < , for all n N + 1. By denition, {xn } converges to a = b.

3.4

The Cauchy Criterion

Denition 9. A sequence {an } in R is said to be a Cauchy sequence if for each > 0, there exists N = N () such that |an am | < , m, n N. Proposition 13. Every Cauchy sequence in R is bounded. Proof. Let {xn } be a Cauchy sequence in R. Pick = 1. Let N = N () N s.t |xm xn | < 1, m, n N. For any n N , |xn | |xn xN | + |xN | < 1 + |xN |. Now let C = 1 + max{|x1 |, ..., |xN 1 |, |xN |}, then |xn | C for all n 1. Thus {xn } is bounded. Theorem 3. A sequence converges in R if and only if it is Cauchy in R.

28 Proof. (): Suppose xn x in R. Fix > 0, let N N s.t. |xn x| < /2, n N. Now if n, m N , then |xn xm | = |xn x + x xm | |xn x| + |xm x| < . This shows {xn } is Cauchy. (): Suppose {xn } R is a Cauchy sequence. Since every Cauchy sequence is bounded, lim inf xn and lim sup xn exist and nite. Let a = lim inf xn and b = lim sup xn . We need to show a = b. Fix > 0, let K N such that |xm xn | < /3, m, n K. Next choose N K such that |xN a| < /3. This is possible because there are innitely many xn s such that a /3 xn < a + /3. Similarly, choose M K such that |xM b| < /3. Again, this is possible bacause there are innitely many xn s such that b /3 xn < b + /3. Thus, |b a| = |b xM + xM xN + xN a| |b xM | + |xM xN | + |xN a| < Since is arbitrary, a = b. Therefore {xn } converges and the limit is a = b. Remark 8. It is true that every convergent sequence is a Cauchy sequence. However, the converse may not be true all the time. For example, not all Cauchy sequences on Q converge in Q. + + = . 3 3 3

3.5

Subsequences

Denition 10. We say {bk } is a subsequence of the sequence {an } if there exists a strictly increasing sequence of indices {nk } N (n1 < n2 < ... < nk < ...) such that bk = ank for all k . Sometimes, we write {ank } to denote a subsequence of {an }. Example 5. {an } is a subsequence of itself.

29 {1, 1, 1, ...} is a subsequence of {1, 1, 1, 1, 1, 1, ...}. {a2n } is a subsequence of {an }. Proposition 14. A real sequence {an } converges if and only if every subsequence of {an } converges. Proof. (): Suppose every subsequence of {an } converges. Then it is clear that {an } also converges for it is a subsequence of itself. (): Suppose {an } converges to a. Then for any > 0, there exists N = N () such that |an a| < , for all n N. Let {bk = ank } be any subsequence of {an }. Let K be an integer such that nK N . Then |bk a| = |ank a| < , for all k K. By the denition of convergence, {bk } also converges to a.

Proposition 15. Suppose {xn } is a bounded real sequence. 1. If {yn } is any convergent subsequence of {xn }, then lim inf xn lim yn lim sup xn .
n n n

2. There is a subsequence that converges to lim inf n xn and also a subsequence that converges to lim supn xn . Proof. 1. Let {yn = xnk } be any convergent subsequence of {xn }. Let y = lim yn and a = lim inf xn .
n n

We need to show that a y . This can be achieved easier through a proof by contradiction. Suppose y < a. Fix = (a y )/2 > 0 and let N = N () s.t. |yn y | < , n N. In other words, there are innitely many yn = xnk s such that y < xnk < y + .

30 However by Proposition 11, for that same , there are nitely many of xn s such that xn a = y + . This contradicts the previous statement. Therefore, it must be that a y . Following the same techniques, one obtains that y lim sup xn .
n

2. Let a = lim inf n xn . Let 1 = 1/2. By Proposition 11, there are innitely many xn s such that a 1 < x n < a + 1 . This implies there exists n1 1 such that y1 = xn1 (a 1 , a + 1 ). Suppose we have chosen y1 , ..., yk , for n 1. Then yk+1 is chosen as follows: Let k+1 = 1/2k+1 . Again, by Proposition 11, there are innitely many terms xn s such that a k < x n < a + k . This implies that there exists an index nk+1 > nk such that yk+1 = xnk+1 (a k , a + k ). And continue, Observation: |yk a| < k = 1/2k lim |yk a| = 0.
k0

Thus the subsequence yk = xnk converges to a. Follow the same construction, but using lim supn xn instead, one obtains the existence of a subsequence of {xn } that converges to lim supn xn .

Corollary 3. The Bolzano-Weierstrass Theorem. Each bounded real sequence has a convergent subsequence. Proof. Use the previous Proposition and the fact that lim inf xn and lim sup xn exist and are nite. Another way to prove this result is to use the divide and conquer method. Suppose {xn } R is bounded. A convergent subsequence {xnk } is constructed as follows: Let M R such that |xn | M, n 1. Let l1 = M and r1 = M . Pick any n1 1. Clearly, xn1 [l1 , r1 ].

31 Next, write [l1 , r1 ] = l1 , l1 + r1 l1 + r1 , r1 2 2

as a union of two subintervals of length = (l1 r1 )/2. One of the subintervals must contain innitely many xn s. Let that interval be [l2 , r2 ]. Thus, there exists n2 > n1 such that xn2 [l2 , r2 ]. Note that |xn2 xn1 | r1 l1 , and r2 l2 = (r1 l1 )/2. Suppose xnk is chosen for some k 1 such that xnk [lk , rk ] and rk lk = (r1 l1 )/2k1 , and [lk , rk ] contains -many xn s. Write [lk , rk ] = lk , lk + rk lk + rk , rk 2 2

as a union to two subintervals of length = (lk rk )/2. One of those subintervals must contain innitely many xn s. Let that interval be [lk+1 , rk+1 ]. Thus, there exists nk+1 > nk such that xnk+1 [lk+1 , rk+1 ]. And continue. In the end, one obtains a subsequence {yk = xnk } {xn } such that |yk+1 yk | (2M )2k , k 1. To show {yk } is Cauchy: (Homework). Remark 9. Study this Theorem carefully for it will be on the midterm. Theorem 4. The following statements are equivalent. (i) If A R is bounded above, then sup A R. (ii) If A R is bounded below, then inf A R. (iii) Every Cauchy sequence in R converges in R. Proof. It is obvious that (i) (ii). Thus it suces to show (i) (iii). Suppose (i) holds (and hence (ii) also holds). Let {xb } R be Cauchy. Then lim sup xn and lim inf xn
n n

exist and equal. Hence {xn } converges. On the other hand, suppose every Cauchy sequence in R converges. Let A R that is bounded by b0 R. Pick any a0 A.

32 1. Suppose an , bn R, for some n 0, are chosen such that an a bn , for some a A, and bn an = b0 a0 , 2n

and bn is an upper bound of A. Note that a0 and b0 satisfy these conditions. 2. let r = (an + bn )/2 R. If there exists a A such that r a bn then let bn+1 = bn and an+1 = r. Otherwise, let an+1 = an and bn+1 = r. By construction bn+1 is still an upper bound for A. Moreover, an+1 a bn+1 for some a A and bn+1 an+1 = (b0 a0 )2n+1 . The sequence {bn } R is Cauchy since |bn+1 bn | bn an (b0 a0 )2n , n 1. Hence it converges to b R. Claim: b is the least upper bound of A: (Excercise).

Remark 10. Using the result of the previous theorem, we could replace the axiom (O6) by imposing that every Cauchy in R converges in R. = R {, +} with the following added operations and order of relation Let R properties a + (+) = (+) + a = , for all a R; a + () = () + a = , for all a R; a (+) = +, if a > 0; a (+) = , if a < 0; a () = , if a > 0; a () = +, if a < 0; a/() = 0, for all a R; (+) + (+) = +; () + () = ; (+)(+) = + = ()(); (+)() = = ()(+); (3.3) (3.4) (3.5) (3.6) (3.7) (3.8) (3.9) (3.10)

Note that 0 (), () 0, (+) + (), and () + (+) are not dened. The reasons will come later.