11 4 Theorem Let {sn } be a sequence of real numbers with lim sup sn R .

R . Then = lim sup sn if and only if (a) (b)

E . > 0 , there is an integer N such that sn < + , n N .

Proof : () We shall prove by contradiction that there is only one number that satisfies both (a) and (b). Suppose that p, q such that p < q , both p and q satisfies (a) and (b). Since p < q , such that p < p + < q . Then N such that sn < p + , n N and so sn < p + < q , n N . Therefore, N (q) contains at most finite number terms of {sn } , which implies

qE .
Theorem Let {sn } be a sequence of real numbers. = lim sup sn if and only if

(a) (b)

E . x > , there is an integer N such that sn < x , n N .

Note : (i) If lim sup sn = , then (b) is always true. (ii) If lim sup sn = , then (b) says that x R , an integer N such that

sn < x , n N . That is, lim sn = .

n

Theorem Let {sn } be a sequence of real numbers with lim inf sn R . = lim inf sn if and only if

(a1) (b1)

E . > 0 , there is an integer N such that sn > , n N .

Note In other words, lim inf sn is the only number with the properties (a1) and (b1).

Theorem Let {sn } be a sequence of real numbers. = lim inf sn if and only if

(a) (b)

E . y < , there is an integer N such that sn > y , n N .

Theorem If sn tn for n N , where N is fixed, then

lim inf sn lim inf tn ,

n n

lim sup sn lim sup tn .

n n

Outline of the Proof : We shall prove lim sup sn lim sup tn and leave lim inf sn lim inf tn as exercise.
n n

(i) (ii)

If lim sup tn = , then there is nothing to prove.

n

If lim sup tn = , then lim tn = . It is not hard to ses that lim sn =

n n n

also. (iii) Suppose that lim sup tn R , let lim sup tn = , then given > 0 ,
n n

N 0 N such that tn < + , n N 0 . So we have sn tn < + , n N 0 and then lim sup sn + (why ?).
n

Therefore, lim sup sn lim sup tn + , > 0 . This implies that

n n

lim sup sn lim sup tn (why ?).

n n

Questions :

Let {sn } and {tn } be bounded sequences of real numbers.

n n n

1. Is it true that lim sup( sn + tn ) = lim sup sn + lim sup tn ? 2. Let c R , is it true that lim sup(csn ) = c lim sup sn ?
n n

3. Is it true that lim sup( sn tn ) = lim sup sn lim sup tn ?

n n n

s 4. If tn 0, n and lim sup tn 0 , is it true that lim sup n n n tn 5. Is it true that lim inf ( sn + tn ) = lim inf sn + lim inf tn ?
n n n

lim sup sn n ? = lim sup tn

n

6. Let c R , is it true that lim inf (csn ) = c lim inf sn ?

n n

7. Is it true that lim inf ( sntn ) = lim inf sn lim inf tn ?

n n n

s lim inf sn ? 8. If tn 0, n and lim inf tn 0 , is it true that lim inf n = n n n tn lim inf tn n

SOME SPECIAL SEQUENCES Theorem Let {an } , {bn } and {cn } be sequences of real numbers with an bn cn , n . If

lim an = lim cn = , then lim bn = .

n n n

Theorem

(a)

If p > 0 , then lim

1 =0. n n p
n

(b) If p > 0 , then lim n p = 1 . (c) lim n n = 1 .

n

(d) If p > 0 and is real, then lim

n = 0. n (1 + p ) n

(e) If | x |< 1 , then lim x n = 0 .

n

Proof : Exercise.

SERIES Definition Given {an } a sequence of real (complex) numbers, we associate a sequence {sn } , where

sn = ak .
k =1

We call the symbol

a
n =1

an infinite series, or just a series. The numbers sn are

called the partial sums of the series. If {sn } converges to s, we say that the series
converges, and write

a
n =1

= s.

The number s is called the sum of the series.

Note It should be clearly understood that s is the limit of a sequence of sums, and is not obtained simply by addition.

If {sn } diverges, the series is said to diverge.

Theorem (The Cauchy criterion) an converges if and only if for every > 0

there is an integer N such that

a
k =n

if m n N .

Theorem If an converges, then lim an = 0 .

n

Proof : Taking m = n in theorem above, we have for all > 0 , N such that
an n N.

Note The converse is not true. Counterexamples ?

Theorem Let an 0 ,

an converges if and only if its partial sums sn = ak

n =1 k =1

form a bounded sequence. Key to the proof : sn is increasing.

Definition

Series

a
n =1

is said to converge absolutely if

| a
n =1

| converges.

Theorem

If

a
n =1

converges absolutely, then

a
n =1

converges.

Proof : Given > 0 , since an converges absolutely, N such that m n N . Then

| a
k =n

a
k =n

| ak | , m n N .
k =n

Hence,

a
n =1

converge.

Note The converse is not true. Counterexamples ?

Theorem (The comparison test) Suppose that an bn 0 for n N 0 .

(a) If (b) If

an converges, then
n =1

b
n =1

converges. diverges.

bn diverges, then
n =1

a
n =1

Key to the proof : Without loss of generality, may assume an bn 0 , n . Let sn = ak and tn = bk , then sn tn , n .
k =1 k =1 n n

Theorem (The limit comparison test)

Let an 0 and bn > 0 n , and suppose lim (a) If L R, L 0 , then (b) If L = 0 , then if (c) If L = , then if Proof : Exercise.

an = L ( L R, or L = ). n b n

an converges if and only if

n =1

b
n =1

converges.

bn converges then
n =1

a
n =1

converges. converges.

an converges then
n =1

b
n =1

Theorem If 0 x < 1 , then

x
n =0

1 . 1 x

If x 1 , the series diverges. Moreover, if

x
n =0

converges, then
n 1 x n +1 . xn = xk = 1 x k =0 1 x k = n +1