CHAPTER 3

Sequences

We begin our study of analysis with sequences. There are several reasons
for starting here. First, sequences are the simplest way to introduce limits, the
central idea of calculus. Second, sequences are a direct route to the topology of
the real numbers. The combination of limits and topology provides the tools to
finally prove the theorems you’ve already used in your calculus course.

1. Basic Properties
D EFINITION 3.1. A sequence is a function a : N ! R.

Instead of using the standard function notation of a(n) for sequences, it is

usually more convenient to write the argument of the function as a subscript, a n .

E XAMPLE 3.1. Let the sequence a n = 1 ° 1/n. The first three elements are
a 1 = 0, a 2 = 1/2, a 3 = 2/3, etc.

E XAMPLE 3.2. Let the sequence b n = 2n . Then b 1 = 2, b 2 = 4, b 3 = 8, etc.

E XAMPLE 3.3. Let the sequence c n = 100 ° 5n so c 1 = 95, c 2 = 90, c 3 = 85, etc.

E XAMPLE 3.4. If a and r are constants, then a sequence given by c 1 = a,

c 2 = ar , c 3 = ar 2 and in general c n = ar n°1 is called a geometric sequence. The
number r is called the ratio of the sequence. Staying away from the trivial cases
where a = 0 or r = 0, a geometric sequence can always be recognized by noticing
that ccn+1
n
= r for all n 2 N. Example 3.2 is a geometric sequence with a = r = 2.

E XAMPLE 3.5. If a and d are constants, then a sequence of the form d n =

a + (n ° 1)d is called an arithmetic sequence. Another way of looking at this is
that d n is an arithmetic sequence if d n+1 ° d n = d for all n 2 N. Example 3.3 is an
arithmetic sequence with a = 95 and d = °5.

E XAMPLE 3.6. Some sequences are not defined by an explicit formula, but are
defined recursively. This is an inductive method of definition in which successive
terms of the sequence are defined by using other terms of the sequence. The most
famous of these is the Fibonacci sequence. To define the Fibonacci sequence,
f n , let f 1 = 0, f 2 = 1 and for n > 2, let f n = f n°2 + f n°1 . The first few terms are
0, 1, 1, 2, 3, 5, 8, . . . . There actually is a simple formula that directly gives f n , and its
derivation is Exercise 3.6.
3-1
3-2 CHAPTER 3. SEQUENCES

E XAMPLE 3.7. These simple definitions can lead to complex problems. One
famous case is a hailstone sequence. Let h 1 be any natural number. For n > 1,
recursively define (
3h n°1 + 1, if h n°1 is odd
hn = .
h n°1 /2, if h n°1 is even
Lothar Collatz conjectured in 1937 that any hailstone sequence eventually settles
down to repeating the pattern 1, 4, 2, 1, 4, 2, · · · . Many people have tried to prove
this and all have failed.
It’s often inconvenient for the domain of a sequence to be N, as required by
Definition 3.1. For example, the sequence beginning 1, 2, 4, 8, . . . can be written
20 , 21 , 22 , 23 , . . . . Written this way, it’s natural to let the sequence function be 2n
with domain !. As long as there is a simple substitution to write the sequence
function in the form of Definition 3.1, there’s no reason to adhere to the letter
of the law. In general, the domain of a sequence can be any set of the form
{n 2 Z : n ∏ N } for some N 2 Z.
D EFINITION 3.2. A sequence a n is bounded if {a n : n 2 N} is a bounded set.
This definition is extended in the obvious way to bounded above and bounded
below.
The sequence of Example 3.1 is bounded, but the sequence of Example 3.2 is
not, although it is bounded below.
D EFINITION 3.3. A sequence a n converges to L 2 R if for all " > 0 there exists
an N 2 N such that whenever n ∏ N , then |a n ° L| < ". If a sequence does not
converge, then it is said to diverge.
When a n converges to L, we write limn!1 a n = L, or often, more simply,
a n ! L.
E XAMPLE 3.8. Let a n = 1 ° 1/n be as in Example 3.1. We claim a n ! 1. To see
this, let " > 0 and choose N 2 N such that 1/N < ". Then, if n ∏ N
|a n ° 1| = |(1 ° 1/n) ° 1| = 1/n ∑ 1/N < ",
so a n ! 1.
E XAMPLE 3.9. The sequence b n = 2n of Example 3.2 diverges. To see this,
suppose not. Then there is an L 2 R such that b n ! L. If " = 1, there must be an
N 2 N such that |b n ° L| < " whenever n ∏ N . Choose n ∏ N . |L ° 2n | < 1 implies
L < 2n + 1. But, then
b n+1 ° L = 2n+1 ° L > 2n+1 ° (2n + 1) = 2n ° 1 ∏ 1 = ".
This violates the condition on N . We conclude that for every L 2 R there exists
an " > 0 such that for no N 2 N is it true that whenever n ∏ N , then |b n ° L| < ".
Therefore, b n diverges.
D EFINITION 3.4. A sequence a n diverges to 1 if for every B > 0 there is an
N 2 N such that n ∏ N implies a n > B . The sequence a n is said to diverge to °1
if °a n diverges to 1.

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1. BASIC PROPERTIES 3-3

When a n diverges to 1, we write limn!1 a n = 1, or often, more simply,

a n ! 1.
A common mistake is to forget that a n ! 1 actually means the sequence
diverges in a particular way. Don’t be fooled by the suggestive notation into
treating 1 as a number!
E XAMPLE 3.10. It is easy to prove that the sequence a n = 2n of Example 3.2
diverges to 1.
T HEOREM 3.5. If a n ! L, then L is unique.
P ROOF. Suppose a n ! L 1 and a n ! L 2 . Let " > 0. According to Definition 3.2,
there exist N1 , N2 2 N such that n ∏ N1 implies |a n ° L 1 | < "/2 and n ∏ N2 implies
|a n ° L 2 | < "/2. Set N = max{N1 , N2 }. If n ∏ N , then
|L 1 ° L 2 | = |L 1 ° a n + a n ° L 2 | ∑ |L 1 ° a n | + |a n ° L 2 | < "/2 + "/2 = ".
Since " is an arbitrary positive number an application of Exercise 2.12 shows
L1 = L2. ⇤
T HEOREM 3.6. a n ! L iff for all " > 0, the set {n : a n › (L ° ", L + ")} is finite.
P ROOF. ()) Let " > 0. According to Definition 3.2, there is an N 2 N such that
{a n : n ∏ N } Ω (L ° ", L + "). Then {n : a n › (L ° ", L + ")} Ω {1, 2, . . . , N ° 1}, which is
finite.
(() Let " > 0. By assumption {n : a n › (L ° ", L + ")} is finite, so let N = max{n :
a n › (L°", L+")}+1. If n ∏ N , then a n 2 (L°", L+"). By Definition 3.2, a n ! L. ⇤
C OROLLARY 3.7. If a n converges, then a n is bounded.
P ROOF. Suppose a n ! L. According to Theorem 3.6 there are a finite number
of terms of the sequence lying outside (L °1, L +1). Since any finite set is bounded,
the conclusion follows. ⇤
The converse of this theorem is not true. For example, a n = (°1)n is bounded,
but does not converge. The main use of Corollary 3.7 is as a quick first check to
see whether a sequence might converge. It’s usually pretty easy to determine
whether a sequence is bounded. If it isn’t, it must diverge.
The following theorem lets us analyze some complicated sequences by break-
ing them down into combinations of simpler sequences.
T HEOREM 3.8. Let a n and b n be sequences such that a n ! A and b n ! B .
Then
(a) a n + b n ! A + B ,
(b) a n b n ! AB , and
(c) a n /b n ! A/B as long as b n 6= 0 for all n 2 N and B 6= 0.
P ROOF. (a) Let " > 0. There are N1 , N2 2 N such that n ∏ N1 implies
|a n ° A| < "/2 and n ∏ N2 implies |b n °B | < "/2. Define N = max{N1 , N2 }.
If n ∏ N , then
|(a n + b n ) ° (A + B )| ∑ |a n ° A| + |b n ° B | < "/2 + "/2 = ".

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3-4 CHAPTER 3. SEQUENCES

Therefore a n + b n ! A + B .
(b) Let " > 0 and Æ > 0 be an upper bound for |a n |. Choose N1 , N2 2 N such
that n ∏ N1 =) |a n ° A| < "/2(|B | + 1) and n ∏ N2 =) |b n ° B | < "/2Æ.
If n ∏ N = max{N1 , N2 }, then
|a n b n ° AB | = |a n b n ° a n B + a n B ° AB |
∑ |a n b n ° a n B | + |a n B ° AB |
= |a n ||b n ° B | + |B ||a n ° A|
" "
<Æ + |B |
2Æ 2(|B | + 1)
< "/2 + "/2 = ".
(c) First, notice that it suffices to show that 1/b n ! 1/B , because part (b) of
this theorem can be used to achieve the full result.
Let " > 0. Choose N 2 N so that the following two conditions are
satisfied: n ∏ N =) |b n | > |B |/2 and |b n ° B | < B 2 "/2. Then, when
n ∏ N,
Ø Ø Ø Ø Ø Ø
Ø 1
Ø 1 ØØ ØØ B ° b n ØØ ØØ B 2 "/2 ØØ
Øb ° = < = ".
n B Ø Ø b n B Ø Ø (B /2)B Ø
Therefore 1/b n ! 1/B .
⇤
If you’re not careful, you can easily read too much into the previous theorem
and try to use its converse. Consider the sequences a n = (°1)n and b n = °a n .
Their sum, a n + b n = 0, product a n b n = °1 and quotient a n /b n = °1 all converge,
but the original sequences diverge.
It is often easier to prove that a sequence converges by comparing it with a
known sequence than it is to analyze it directly. For example, a sequence such as
a n = sin2 n/n 3 can easily be seen to converge to 0 because it is dominated by 1/n 3 .
The following theorem makes this idea more precise. It’s called the Sandwich
Theorem here, but is also called the Squeeze, Pinching, Pliers or Comparison
Theorem in different texts.

T HEOREM 3.9 (Sandwich Theorem). Suppose a n , b n and c n are sequences

such that a n ∑ b n ∑ c n for all n 2 N.
(a) If a n ! L and c n ! L, then b n ! L.
(b) If b n ! 1, then c n ! 1.
(c) If b n ! °1, then a n ! °1.

P ROOF. (a) Let " > 0. There is an N 2 N large enough so that when
n ∏ N , then L ° " < a n and c n < L + ". These inequalities imply L ° " <
a n ∑ b n ∑ c n < L + ". Theorem 3.6 shows b n ! L.
(b) Let B > 0 and choose N 2 N so that n ∏ N =) b n > B . Then c n ∏ b n > B
whenever n ∏ N . This shows c n ! 1.
(c) This is essentially the same as part (b).
⇤

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2. MONOTONE SEQUENCES 3-5

2. Monotone Sequences
One of the problems with using the definition of convergence to prove a
given sequence converges is the limit of the sequence must be known in order
to verify the sequence converges. This gives rise in the best cases to a “chicken
and egg” problem of somehow determining the limit before you even know the
sequence converges. In the worst case, there is no nice representation of the
limit to use, so you don’t even have a “target” to shoot at. The next few sections
are ultimately concerned with removing this deficiency from Definition 3.2, but
some interesting side-issues are explored along the way.
Not surprisingly, we begin with the simplest case.

D EFINITION 3.10. A sequence a n is increasing, if a n+1 ∏ a n for all n 2 N. It is

strictly increasing if a n+1 > a n for all n 2 N.
A sequence a n is decreasing, if a n+1 ∑ a n for all n 2 N. It is strictly decreasing
if a n+1 < a n for all n 2 N.
If a n is any of the four types listed above, then it is said to be a monotone
sequence.

Notice the ∑ and ∏ in the definitions of increasing and decreasing sequences,

respectively. Many calculus texts use strict inequalities because they seem to
better match the intuitive idea of what an increasing or decreasing sequence
should do. For us, the non-strict inequalities are more convenient.

T HEOREM 3.11. A bounded monotone sequence converges.

P ROOF. Suppose a n is a bounded increasing sequence, L = lub {a n : n 2 N}

and " > 0. Clearly, a n ∑ L for all n 2 N. According to Theorem 2.19, there exists
an N 2 N such that a N > L ° ". Because the sequence is increasing, L ∏ a n ∏ a N >
L ° " for all n ∏ N . This shows a n ! L.
If a n is decreasing, let b n = °a n and apply the preceding argument. ⇤

The key idea of this proof is the existence of the least upper bound of the se-
quence when the range of the sequence is viewed as a set of numbers. This means
the Completeness Axiom implies Theorem 3.11. In fact, it isn’t hard to prove The-
orem 3.11 also implies the Completeness Axiom, showing they are equivalent
statements. Because of this, Theorem 3.11 is often used as the Completeness
Axiom on R instead of the least upper bound property we used in Axiom 8.
° ¢n
E XAMPLE 3.11. The sequence e n = 1 + n1 converges.

Looking at the first few terms of this sequence, e 1 = 2, e 2 = 2.25, e 3 º 2.37,

e 4 º 2.44, it seems to be increasing. To show this is indeed the case, fix n 2 N and
use the binomial theorem to expand the product as
√ !
n n 1
X
(3.1) en = k
k=0 k n

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3-6 CHAPTER 3. SEQUENCES

and
√ !
n+1
X n +1 1
(3.2) e n+1 = .
k=0 k (n + 1)k

For 1 ∑ k ∑ n, the kth term of (3.1) is

√ !
n 1 n(n ° 1)(n ° 2) · · · (n ° (k ° 1))
=
k nk k!n k
1 n °1 n °2 n °k +1
= ···
k! µ n ∂nµ ∂ nµ ∂
1 1 2 k °1
= 1° 1° ··· 1°
k! n n n
µ ∂µ ∂ µ ∂
1 1 2 k °1
< 1° 1° ··· 1°
k! n +1 n +1 n +1
µ ∂ µ ∂
1 ≥ n ¥ n °1 n + 1 ° (k ° 1)
= ···
k! n + 1 n + 1 n +1
(n + 1)n(n ° 1)(n ° 2) · · · (n + 1 ° (k ° 1))
=
k!(n + 1)k
√ !
n +1 1
= ,
k (n + 1)k

which is the kth term of (3.2). Since (3.2) also has one more positive term in the
sum, it follows that e n < e n+1 , and the sequence e n is increasing.
Noting that 1/k! ∑ 1/2k°1 for k 2 N, we can bound the kth term of (3.1).
√ !
n 1 n! 1
=
k n k k!(n ° k)! n k
n °1 n °2 n °k +1 1
= ···
n n n k!
1
<
k!
1
∑ k°1 .
2
Substituting this into (3.1) yields
√ !
Xn n 1
en = k
k=0 k n
1 1 1
< 1+1+ + + · · · + n°1
2 4 2
1 ° 21n
= 1+ < 3,
1 ° 12
so e n is bounded.

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3. SUBSEQUENCES AND THE BOLZANO-WEIERSTRASS THEOREM 3-7

Since e n is increasing and bounded, Theorem 3.11 implies e n converges. Of

course, you probably remember from your calculus course that e n ! e º 2.71828.
T HEOREM 3.12. An unbounded monotone sequence diverges to 1 or °1,
depending on whether it is increasing or decreasing, respectively.
P ROOF. Suppose a n is increasing and unbounded. If B > 0, the fact that a n is
unbounded yields an N 2 N such that a N > B . Since a n is increasing, a n ∏ a N > B
for all n ∏ N . This shows a n ! 1.
The proof when the sequence decreases is similar. ⇤

3. Subsequences and the Bolzano-Weierstrass Theorem

D EFINITION 3.13. Let a n be a sequence and æ : N ! N be a function such
that m < n implies æ(m) < æ(n); i.e., æ is a strictly increasing sequence of natural
numbers. Then b n = a ± æ(n) = a æ(n) is a subsequence of a n .
The idea here is that the subsequence b n is a new sequence formed from an
old sequence a n by possibly leaving terms out of a n . In other words, all the terms
of b n must also appear in a n , and they must appear in the same order.
E XAMPLE 3.12. Let æ(n) = 3n and a n be a sequence. Then the subsequence
a æ(n) looks like
a 3 , a 6 , a 9 , . . . , a 3n , . . .
The subsequence has every third term of the original sequence.
E XAMPLE 3.13. If a n = sin(nº/2), then some possible subsequences are
b n = a 4n+1 =) b n = 1,
c n = a 2n =) c n = 0,
and
d n = a n 2 =) d n = (1 + (°1)n+1 )/2.
T HEOREM 3.14. a n ! L iff every subsequence of a n converges to L.
P ROOF. ()) Suppose æ : N ! N is strictly increasing, as in the preceding
definition. With a simple induction argument, it can be seen that æ(n) ∏ n for all
n. (See Exercise 3.8.)
Now, suppose a n ! L and b n = a æ(n) is a subsequence of a n . If " > 0, there
is an N 2 N such that n ∏ N implies a n 2 (L ° ", L + "). From the preceding
paragraph, it follows that when n ∏ N , then b n = a æ(n) = a m for some m ∏ n. So,
b n 2 (L ° ", L + ") and b n ! L.
(() Since a n is a subsequence of itself, it is obvious that a n ! L. ⇤
The main use of Theorem 3.14 is not to show that sequences converge, but,
rather to show they diverge. It gives two strategies for doing this: find two sub-
sequences converging to different limits, or find a divergent subsequence. In
Example 3.13, the subsequences b n and c n demonstrate the first strategy, while
d n demonstrates the second.

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3-8 CHAPTER 3. SEQUENCES

Even if a given sequence is badly behaved, it is possible there are well-behaved

subsequences. For example, consider the divergent sequence a n = (°1)n . In this
case, a n diverges, but the two subsequences a 2n = 1 and a 2n+1 = °1 are constant
sequences, so they converge.

T HEOREM 3.15. Every sequence has a monotone subsequence.

P ROOF. Let a n be a sequence and T = {n 2 N : m > n =) a m ∏ a n }. There

are two cases to consider, depending on whether T is finite.
First, assume T is infinite. Define æ(1) = min T and assuming æ(n) is defined,
set æ(n + 1) = min T \ {æ(1), æ(2), . . . , æ(n)}. This inductively defines a strictly in-
creasing function æ : N ! N. The definition of T guarantees a æ(n) is an increasing
subsequence of a n .
Now, assume T is finite. Let æ(1) = max T + 1. If æ(n) has been chosen for
some n > max T , then the definition of T implies there is an m > æ(n) such that
a m ∑ a æ(n) . Set æ(n + 1) = m. This inductively defines the strictly increasing
function æ : N ! N such that a æ(n) is a decreasing subsequence of a n . ⇤

If the sequence in Theorem 3.15 is bounded, then the corresponding mono-

tone subsequence is also bounded. Recalling Theorem 3.11, we arrive at the
following famous theorem.

T HEOREM 3.16 (Bolzano-Weierstrass). Every bounded sequence has a conver-

gent subsequence.

4. Lower and Upper Limits of a Sequence

There are an uncountable number of strictly increasing functions æ : N ! N,
so every sequence a n has an uncountable number of subsequences. If a n con-
verges, then Theorem 3.14 shows all of these subsequences converge to the same
limit. It’s also apparent that when a n ! 1 or a n ! °1, then all its subsequences
diverge in the same way. When a n does not converge or diverge to ±1, the
situation is a bit more difficult because some subsequences may converge and
others may diverge.

E XAMPLE 3.14. Let Q = {q n : n 2 N} and Æ 2 R. Since every interval contains

an infinite number of rational numbers, it is possible to choose æ(1) = min{k :
|q k ° Æ| < 1}. In general, assuming æ(n) has been chosen, choose æ(n + 1) =
min{k > æ(n) : |q k ° Æ| < 1/n}. Such a choice is always possible because Q \ (Æ °
1/n, Æ +1/n) \{q k : k ∑ æ(n)} is infinite. This induction yields a subsequence q æ(n)
of q n converging to Æ.

If a n is a sequence and b n is a convergent subsequence of a n with b n ! L,

then L is called an accumulation point of a n . A convergent sequence has only
one accumulation point, but a divergent sequence may have many accumula-
tion points. As seen in Example 3.14, a sequence may have all of R as its set of
accumulation points.

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4. LOWER AND UPPER LIMITS OF A SEQUENCE 3-9

To make some sense out of this, suppose a n is a bounded sequence, and

Tn = {a k : k ∏ n}. Define
`n = glb Tn and µn = lub Tn .
Because Tn æ Tn+1 , it follows that for all n 2 N,
(3.3) `1 ∑ `n ∑ `n+1 ∑ µn+1 ∑ µn ∑ µ1 .
This shows `n is an increasing sequence bounded above by µ1 and µn is a de-
creasing sequence bounded below by `1 . Theorem 3.11 implies both `n and µn
converge. If `n ! ` and µn ! µ, (3.3) shows for all n,
(3.4) `n ∑ ` ∑ µ ∑ µn .
Suppose b n ! Ø is any convergent subsequence of a n . From the definitions
of `n and µn , it is seen that `n ∑ b n ∑ µn for all n. Now (3.4) shows ` ∑ Ø ∑ µ.
The normal terminology for ` and µ is given by the following definition.

D EFINITION 3.17. Let a n be a sequence. If a n is bounded below, then the

lower limit of a n is
lim inf a n = lim glb {a k : k ∏ n}.
n!1
If a n is bounded above, then the upper limit of a n is
lim sup a n = lim lub {a k : k ∏ n}.
n!1

When a n is unbounded, the lower and upper limits are set to appropriate infinite
values, while recalling the familiar warnings about 1 not being a number.

E XAMPLE 3.15. Define

(
2 + 1/n, n odd
an = .
1 ° 1/n, n even
Then (
2 + 1/n, n odd
µn = lub {a k : k ∏ n} = #2
2 + 1/(n + 1), n even
and (
1 ° 1/n, n even
`n = glb {a k : k ∏ n} = " 1.
1 ° 1/(n + 1), n odd
So,
lim sup a n = 2 > 1 = lim inf a n .

Suppose a n is bounded above with Tn , µn and µ as in the discussion preced-

ing the definition. We claim there is a subsequence of a n converging to lim sup a n .
The subsequence will be selected by induction.
Choose æ(1) 2 N such that a æ(1) > µ1 ° 1.
Suppose æ(n) has been selected for some n 2 N. Since µæ(n)+1 = lub Tæ(n)+1 ,
there must be an a m 2 Tæ(n)+1 such that a m > µæ(n)+1 ° 1/(n + 1). Then m > æ(n)
and we set æ(n + 1) = m.

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3-10 CHAPTER 3. SEQUENCES

This inductively defines a subsequence a æ(n) , where

1
(3.5) µæ(n) ∏ µæ(n)+1 ∏ a æ(n) > µæ(n)+1 °.
n +1
for all n. The left and right sides of (3.5) both converge to lim sup a n , so the
Squeeze Theorem implies a æ(n) ! lim sup a n .
In the cases when lim sup a n = 1 and lim sup a n = °1, it is left to the reader
to show there is a subsequence b n ! lim sup a n .
Similar arguments can be made for lim inf a n . Assuming æ(n) has been cho-
sen for some n 2 N, To summarize: If Ø is an accumulation point of a n , then
lim inf a n ∑ Ø ∑ lim sup a n .
In case a n is bounded, both lim inf a n and lim sup a n are accumulation points of
a n and a n converges iff lim inf a n = limn!1 a n = lim sup a n .
The following theorem has been proved.
T HEOREM 3.18. Let a n be a sequence.
(a) There are subsequences of a n converging to lim inf a n and lim sup a n .
(b) If Æ is an accumulation point of a n , then lim inf a n ∑ Æ ∑ lim sup a n .
(c) lim inf a n = lim sup a n 2 R iff a n converges.

5. The Nested Interval Theorem

D EFINITION 3.19. A collection of sets {S n : n 2 N} is said to be nested, if
S n+1 Ω S n for all n 2 N.
T HEOREM 3.20 (Nested Interval Theorem). If {I n = [a n , b n ] : n 2 N} is a nested
collection of closed intervals such that limn!1 (b n ° a n ) = 0, then there is an x 2 R
T
such that n2N I n = {x}.
P ROOF. Since the intervals are nested, it’s clear that a n is an increasing se-
quence bounded above by b 1 and b n is a decreasing sequence bounded below by
a 1 . Applying Theorem 3.11 twice, we find there are Æ, Ø 2 R such that a n ! Æ and
b n ! Ø.
We claim Æ = Ø. To see this, let " > 0 and use the “shrinking” condition on
the intervals to pick N 2 N so that b N ° a N < ". The nestedness of the intervals
implies a N ∑ a n < b n ∑ b N for all n ∏ N . Therefore
a N ∑ lub {a n : n ∏ N } = Æ ∑ b N and a N ∑ glb {b n : n ∏ N } = Ø ∑ b N .
This shows |Æ°Ø| ∑ |b N ° a N | < ". Since " > 0 was chosen arbitrarily, we conclude
Æ = Ø.
T
Let x = Æ = Ø. It remains to show that n2N I n = {x}.
T
First, we show that x 2 n2N I n . To do this, fix N 2 N. Since a n increases to x,
it’s clear that x ∏ a N . Similarly, x ∑ b N . Therefore x 2 [a N , b N ]. Because N was
T
chosen arbitrarily, it follows that x 2 n2N I n .
T
Next, suppose there are x, y 2 n2N I n and let " > 0. Choose N 2 N such that
T
b N ° a N < ". Then {x, y} Ω n2N I n Ω [a N , b N ] implies |x ° y| < ". Since " was
T
chosen arbitrarily, we see x = y. Therefore n2N I n = {x}. ⇤

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3: Cauchy Sequences 3-11

E XAMPLE 3.16. If I n = (0, 1/n] for all n 2 N, then the collection {I n : n 2 N} is

T
nested, but n2N I n = ;. This shows the assumption that the intervals be closed
in the Nested Interval Theorem is necessary.
E XAMPLE 3.17. If I n = [n, 1) then the collection {I n : n 2 N} is nested, but
T
n2N I n
= ;. This shows the assumption that the lengths of the intervals be
bounded is necessary. (It will be shown in Corollary 5.11 that when their lengths
don’t go to 0, then the intersection is nonempty, but the uniqueness of x is lost.)

6. Cauchy Sequences
Often the biggest problem with showing that a sequence converges using
the techniques we have seen so far is we must know ahead of time to what it
converges. This is the “chicken and egg” problem mentioned above. An escape
from this dilemma is provided by Cauchy sequences.
D EFINITION 3.21. A sequence a n is a Cauchy sequence if for all " > 0 there is
an N 2 N such that n, m ∏ N implies |a n ° a m | < ".
This definition is a bit more subtle than it might at first appear. It sort of says
that all the terms of the sequence are close together from some point onward.
The emphasis is on all the terms from some point onward. To stress this, first
consider a negative example.
P
E XAMPLE 3.18. Suppose a n = nk=1 1/k for n 2 N. There’s a trick for showing
the sequence a n diverges. First, note that a n is strictly increasing. For any n 2 N,
consider
n j
2X °1 1 n°1
X 2X °1 1
a 2n °1 = = j
k=1 k j =0 k=0 2 + k
j
n°1
X 2X °1 1 n°1
X 1 n
> = = !1
j =0 k=0 2 j +1 j =0 2 2
Hence, the subsequence a 2n °1 is unbounded and the sequence a n diverges. (To
see how this works, write out the first few sums of the form a 2n °1 .)
On the other hand, |a n+1 ° a n | = 1/(n + 1) ! 0 and indeed, if m is fixed,
|a n+m °a n | ! 0. This makes it seem as though the terms are getting close together,
as in the definition of a Cauchy sequence. But, a n is not a Cauchy sequence, as
shown by the following theorem.
T HEOREM 3.22. A sequence converges iff it is a Cauchy sequence.
P ROOF. ()) Suppose a n ! L and " > 0. There is an N 2 N such that n ∏ N
implies |a n ° L| < "/2. If m, n ∏ N , then
|a m ° a n | = |a m ° L + L ° a n | ∑ |a m ° L| + |L ° a m | < "/2 + "/2 = ".
This shows a n is a Cauchy sequence.
1December 17, 2017 ©Lee Larson (Lee.Larson@Louisville.edu)

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3-12 CHAPTER 3. SEQUENCES

(() Let a n be a Cauchy sequence. First, we claim that a n is bounded. To see

this, let " = 1 and choose N 2 N such that n, m ∏ N implies |a n ° a m | < 1. In this
case, a N ° 1 < a n < a N + 1 for all n ∏ N , so {a n : n ∏ N } is a bounded set. The set
{a n : n < N }, being finite, is also bounded. Since {a n : n 2 N} is the union of these
two bounded sets, it too must be bounded.
Because a n is a bounded sequence, Theorem 3.16 implies it has a convergent
subsequence b n = a æ(n) ! L. Let " > 0 and choose N 2 N so that n, m ∏ N implies
|a n ° a m | < "/2 and |b n ° L| < "/2. If n ∏ N , then æ(n) ∏ n ∏ N and

|a n ° L| = |a n ° b n + b n ° L|
∑ |a n ° b n | + |b n ° L|
= |a n ° a æ(n) | + |b n ° L|
< "/2 + "/2 = ".

Therefore, a n ! L. ⇤

The fact that Cauchy sequences converge is yet another equivalent version
of completeness. In fact, most advanced texts define completeness as “Cauchy
sequences converge.” This is convenient in general spaces because the definition
of a Cauchy sequence only needs the metric on the space and none of its other
structure.
A typical example of the usefulness of Cauchy sequences is given below.

D EFINITION 3.23. A sequence x n is contractive if there is a c 2 (0, 1) such that

|x k+1 ° x k | ∑ c|x k ° x k°1 | for all k > 1. c is called the contraction constant.

T HEOREM 3.24. If a sequence is contractive, then it converges.

P ROOF. Let x k be a contractive sequence with contraction constant c 2 (0, 1).

We first claim that if n 2 N, then

(3.6) |x n ° x n+1 | ∑ c n°1 |x 1 ° x 2 |.

This is proved by induction. When n = 1, the statement is

|x 1 ° x 2 | ∑ c 0 |x 1 ° x 2 | = |x 1 ° x 2 |,

which is trivially true. Suppose that |x n ° x n+1 | ∑ c n°1 |x 1 ° x 2 | for some n 2 N.

Then, from the definition of a contractive sequence and the induction hypothesis,
° ¢
|x n+1 ° x n+2 | ∑ c|x n ° x n+1 | ∑ c c n°1 |x 1 ° x 2 | = c n |x 1 ° x 2 |.

This shows the claim is true in the case n + 1. Therefore, by induction, the claim
is true for all n 2 N.
To show x n is a Cauchy sequence, let " > 0. Since c n ! 0, we can choose
N 2 N so that
c N °1
(3.7) |x 1 ° x 2 | < ".
(1 ° c)

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3: Cauchy Sequences 3-13

Let n > m ∏ N . Then

|x n ° x m | = |x n ° x n°1 + x n°1 ° x n°2 + x n°2 ° · · · ° x m+1 + x m+1 ° x m |
∑ |x n ° x n°1 | + |x n°1 ° x n°2 | + · · · + |x m+1 ° x m |

Now, use (3.6) on each of these terms.

∑ c n°2 |x 1 ° x 2 | + c n°3 |x 1 ° x 2 | + · · · + c m°1 |x 1 ° x 2 |

= |x 1 ° x 2 |(c n°2 + c n°3 + · · · + c m°1 )

Apply the formula for a geometric sum.

1 ° c n°m
= |x 1 ° x 2 |c m°1
1°c
c m°1
(3.8) < |x 1 ° x 2 |
1°c
Use (3.7) to estimate the following.

c N °1
∑ |x 1 ° x 2 |
1°c
"
< |x 1 ° x 2 |
|x 1 ° x 2 |
="
This shows x n is a Cauchy sequence and must converge by Theorem 3.22. ⇤
Pn
E XAMPLE 3.19. Let °1 < r < 1 and define the sequence s n = k=0 r k . (You no
doubt recognize this as the geometric series from your calculus course.) If r = 0,
the convergence of s n is trivial. So, suppose r 6= 0. In this case,
Ø Ø
|s n+1 ° s n | ØØ r n+1 ØØ
= Ø n Ø = |r | < 1
|s n ° s n°1 | r
and s n is contractive. Theorem 3.24 implies s n converges.
E XAMPLE 3.20. Suppose f (x) = 2 + 1/x, a 1 = 2 and a n+1 = f (a n ) for n 2 N. It
is evident that a n ∏ 2 for all n. Some algebra gives
Ø Ø Ø Ø
Ø a n+1 ° a n Ø Ø f ( f (a n°1 )) ° f (a n°1 ) Ø 1 1
Ø Ø=Ø Ø= ∑ .
Øa °a Ø Ø f (a )°a Ø 1 + 2a 5
n n°1 n°1 n°1 n°1
This shows a n is a contractive sequence and, according to Theorem 3.24, a n ! L
for some L ∏ 2. Since, a n+1 = 2 + 1/a n , taking the p limit as n ! 1 of both sides
gives L = 2 + 1/L. A bit more algebra shows L = 1 + 2.
L is called a fixed point of the function f ; i.e. f (L) = L. Many approximation
techniques for solving equations involve such iterative techniques depending
upon contraction to find fixed points.
The calculations in the proof of Theorem 3.24 give the means to approximate
the fixed point to within an allowable error. Looking at line (3.8), notice
c m°1
|x n ° x m | < |x 1 ° x 2 | .
1°c
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3-14 CHAPTER 3. SEQUENCES

Let n ! 1 in this inequality to arrive at the error estimate

c m°1
(3.9) |L ° x m | ∑ |x 1 ° x 2 |
.
1°c
In Example 3.20, a 1 = 2, a 2 = 5/2 and c ∑ 1/5. Suppose we want to ap-
proximate L to 5 decimal places of accuracy. It suffices to find n satisfying
|a n ° L| < 5 £ 10°6 . Using (3.9), with m = 9 shows
c m°1
∑ 1.6 £ 10°6 .
|a 1 ° a 2 |
1°c
Some arithmetic gives a 9 º 2.41421. The calculator value of
p
L = 1 + 2 º 2.414213562,
confirming our estimate.

7. Exercises

6n ° 1
3.1. Let the sequence a n = . Use the definition of convergence for a
3n + 2
sequence to show a n converges.

3.2. If a n is a sequence such that a 2n ! L and a 2n+1 ! L, then a n ! L.

3.3. Let a n be a sequence such that a 2n ! A and a 2n ° a 2n°1 ! 0. Then a n ! A.

p
3.4. If a n is a sequence of positive numbers converging to 0, then a n ! 0.

3.5. Find examples of sequences a n and b n such that a n ! 0 and b n ! 1 such

that
(a) an bn ! 0
(b) an bn ! 1
(c) limn!1 a n b n does not exist, but a n b n is bounded.
(d) Given c 2 R, a n b n ! c.

3.6. If x n and y n are sequences such that limn!1 x n = L 6= 0 and limn!1 x n y n

exists, then limn!1 y n exists.
p
n!. (Hint: If n is even, then n! > (n/2)n/2 .)
n
3.7. Determine the limit of a n =

3.8. If æ : N ! N is strictly increasing, then æ(n) ∏ n for all n 2 N.

P2n
3.9. Analyze the sequence given by a n = k=n+1
1/k.

3.10. Every unbounded sequence contains a monotonic subsequence.

3.11. Find a sequence a n such that given x 2 [0, 1], there is a subsequence b n of
a n such that b n ! x.

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7. EXERCISES 3-15

3.12. A sequence a n converges to 0 iff |a n | converges to 0.

p
3.13. Define the sequence a n = n for n 2 N. Show that |a n+1 ° a n | ! 0, but a n
is not a Cauchy sequence.

3.14. Suppose a sequence is defined by a 1 = 0, a 1 = 1 and a n+1 = 12 (a n + a n°1 )

for n ∏ 2. Prove a n converges, and determine its limit.
p
3.15. If the sequence a n is defined recursively by a 1 = 1 and a n+1 = a n + 1,
then show a n converges and determine its limit.

3.16. Let a 1 = 3 and a n+1 = 2 ° 1/x n for n 2 N. Analyze the sequence.

3.17. If a n is a sequence such that limn!1 |a n+1 /a n | = Ω < 1, then a n ! 0.

3.18. Prove that the sequence a n = n 3 /n! converges.

3.19. Let a n and b n be sequences. Prove that both sequences a n and b n converge
iff both a n + b n and a n ° b n converge.

3.20. Let a n be a bounded sequence. Prove that given any " > 0, there is an
interval I with length " such that {n : a n 2 I } is infinite. Is it necessary that a n be
bounded?
P
3.21. A sequence a n converges in the mean if a n = n1 nk=1 a k converges. Prove
that if a n ! L, then a n ! L, but the converse is not true.

3.22. Find a sequence x n such that for all n 2 N there is a subsequence of x n

converging to n.

3.23. If a n is a Cauchy sequence whose terms are integers, what can you say
about the sequence?
Pn
3.24. Show a n = k=0
1/k! is a Cauchy sequence.

3.25. If a n is a sequence such that every subsequence of a n has a further

subsequence converging to L, then a n ! L.
p
n
3.26. If a, b 2 (0, 1), then show a n + b n ! max{a, b}.

3.27. If 0 < Æ < 1 and s n is a sequence satisfying |s n+1 | < Æ|s n |, then s n ! 0.

3.28. If c ∏ 1 in the definition of a contractive sequence, can the sequence

converge?

3.29. If a n is a convergent sequence and b n is a sequence such that |a m ° a n | ∏

|b m ° b n | for all m, n 2 N, then b n converges.

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3-16 CHAPTER 3. SEQUENCES

p p
3.30. If a n ∏ 0 for all n 2 N and a n ! L, then an ! L.

3.31. If a n is a Cauchy sequence and b n is a subsequence of a n such that b n ! L,

then a n ! L.

3.32. Let x 1 = 3 and x n+1 = 2 ° 1/x n for n 2 N. Analyze the sequence.

3.33. Let a n be a sequence. a n ! L iff lim sup a n = L = lim inf a n .

3.34. Is lim sup(a n + b n ) = lim sup a n + lim sup b n ?

3.35. If a n is a sequence of positive numbers, then 1/ lim inf a n = lim sup 1/a n .
(Interpret 1/1 = 0 and 1/0 = 1)

3.36. lim sup(a n + b n ) ∑ lim sup a n + lim sup b n

3.37. a n = 1/n is not contractive.

3.38. The equation x 3 ° 4x + 2 = 0 has one real root lying between 0 and 1. Find
a sequence of rational numbers converging to this root. Use this sequence to
approximate the root to five decimal places.

3.39. Approximate a solution of x 3 ° 5x + 1 = 0 to within 10°4 using a Cauchy

sequence.

3.40. Prove or give a counterexample: If a n ! L and æ : N ! N is bijective, then

b n = a æ(n) converges. Note that b n might not be a subsequence of a n . (b n is
called a rearrangement of a n .)

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