Chapter three: Real sequences

3.1 Generalities
Definition 3.1
We call each function 𝑈 of ℕ in ℝ; a real sequence.
𝑈∶ℕ ⟶ ℝ
𝑛 ⟶ 𝑈(𝑛) = 𝑈𝑛
. 𝑈𝑛 is called the general term of the sequence 𝑈.
. We also symbolize the sequence by (𝑈𝑛 ) or (𝑈𝑛 )𝑛∈ℕ or (𝑈𝑛 )𝑛≥𝑛0 if the sequence is defined
for each 𝑛 ≥ 𝑛0 .
. A real sequence is defined explicitly or with a recurrent relation.
Examples
1) (𝑢𝑛 )𝑛≥2 is a sequence defined by its general term:
∀𝑛 ≥ 2: 𝑢𝑛 = √𝑛 − 2.
we have
𝑢2 = 0; 𝑢3 = 1; 𝑢4 = √2; 𝑢5 = √3 … … … … ; 𝑢12 = √10; … …
2) (𝑣𝑛 )𝑛∈ℕ is a sequence defined by the following recurrent relation:
𝑢𝑛
𝑢0 = 1; ∀𝑛 ∈ ℕ: 𝑢𝑛+1 =
𝑢𝑛 + 1
So
𝑢0 1 𝑢1 1 𝑢2 1
𝑢0 = 1; 𝑢1 = = ; 𝑢2 = = ; 𝑢3 = = ; … … … … ..
𝑢0 + 1 2 𝑢1 + 1 3 𝑢2 + 1 2
1
Prove that ∀𝑛 ∈ ℕ: 𝑢𝑛 = 𝑛+1.
Definition 3.2
Let (𝑢𝑛 ) be a real sequence.
. (𝑢𝑛 ) is bounded from above if and only if :
∃𝑀 ∈ ℝ; ∀𝑛 ∈ ℕ: 𝑢𝑛 ≤ 𝑀.
. (𝑢𝑛 ) is bounded from below if and only if :
∃𝑚 ∈ ℝ; ∀𝑛 ∈ ℕ: 𝑢𝑛 ≥ 𝑚.
. (𝑢𝑛 ) is bounded if and only if it is bounded from above and from below, in other words:
((𝑢𝑛 )is bounded) ⟺ ∃𝑀 ∈ ℝ∗+ ; ∀𝑛 ∈ ℕ: |𝑢𝑛 | ≤ 𝑀.
Example
𝑛
Let (𝑢𝑛 )𝑛∈ℕ be a real sequence defined by: ∀𝑛 ∈ ℕ: 𝑢𝑛 = 2𝑛+1.
𝑛 1 1 1
We have ∀𝑛 ∈ ℕ: 𝑢𝑛 = 2𝑛+1 = 2 − 2 2𝑛+1, so ∀𝑛 ∈ ℕ:
𝑛 ≥ 0 ⟹ 2𝑛 + 1 ≥ 1
1 1 1
⟹0>− ≥−
2 2𝑛 + 1 2
1 1 1 1
⟹ > − ≥0
2 2 2 2𝑛 + 1
1
⟹ > 𝑢𝑛 ≥ 0.
2
Then the sequence (𝑢𝑛 )𝑛∈ℕ is bounded.
Definition 3.3
Let (𝑢𝑛 ) be a real sequence.
. (𝑢𝑛 ) is increasing (strictly increasing, respectively ) if and only if :

1
 ∀𝑛 ∈ ℕ: 𝑢𝑛 ≤ 𝑢𝑛+1 ( 𝑢𝑛 < 𝑢𝑛+1 , respectively).
. (𝑢𝑛 ) is decreasing (strictly decreasing, respectively ) if and only if :
∀𝑛 ∈ ℕ: 𝑢𝑛 ≥ 𝑢𝑛+1 ( 𝑢𝑛 > 𝑢𝑛+1 , respectively).
. (𝑢𝑛 ) is constant if and only if :
∀𝑛 ∈ ℕ: 𝑢𝑛 = 𝑢𝑛+1 .
A sequence of real numbers (𝑢𝑛 ) is said to be monotonic if it is either increasing
or decreasing.
Example
The sequence (𝑢𝑛 )𝑛∈ℕ , defined in the previous example, is increasing. Indeed
𝑛+1 𝑛
∀𝑛 ∈ ℕ: 𝑢𝑛+1 − 𝑢𝑛 = −
2𝑛 + 3 2𝑛 + 1
1
=
(2𝑛 + 3)(2𝑛 + 1)
≥ 0.
3.2 Convergent sequences
Definition 3.4
A sequence (𝑢𝑛 ) is convergent and its limit is the real number ℓ if and only if:
∀𝜀 > 0; ∃𝑁 ∈ ℕ; ∀𝑛 ∈ ℕ: (𝑛 > 𝑁 ⟹ |𝑢𝑛 − ℓ| < 𝜀).
And we write lim 𝑢𝑛 = ℓ or lim 𝑢𝑛 = ℓ.
𝑛→∞

Example
𝑛
Let (𝑢𝑛 )𝑛∈ℕ be a real sequence defined by: ∀𝑛 ∈ ℕ: 𝑢𝑛 = 2𝑛+1.
1
Let's prove that lim 𝑢𝑛 = 2.
1
Let 𝜀 > 0 where |𝑢𝑛 − | < 𝜀, so
2

1 𝑛 1
|𝑢𝑛 − | < 𝜀 ⟺ | − |<𝜀
2 2𝑛 + 1 2
1
⟺ <𝜀
4𝑛 + 2
1 1
⟺ 𝑛> − .
4𝜀 2
1 1 1 1 1 1 1 1
We have 4𝜀 − 2 ≤ |4𝜀 − 2| < 𝐸 (|4𝜀 − 2|) + 1, so it is enough to take 𝑁 = 𝐸 (|4𝜀 − 2|) + 1.

Remark

2
We can be determine the number 𝑁 in another way. According to Archimedean axiom there
1 1
exists 𝑁0 ∈ ℕ, where 𝑁0 > 4𝜀 − 2, so it is enough to chose 𝑁 = 𝑁0 .

Theorem 3.1 ( Uniqueness of limit )

Every convergent sequence has a unique limit.
Proof
|ℓ′ −ℓ|
Assume that the sequence (𝑢𝑛 ) has two different limits ℓ and ℓ′ (ℓ′ ≠ ℓ), taking 𝜀 = .
2
∃𝑁 ∈ ℕ; ∀𝑛 ∈ ℕ: 𝑛 > 𝑁0 ⟹ |𝑢𝑛 − ℓ| < 𝜀
which implies { 0
∃𝑁1 ∈ ℕ; ∀𝑛 ∈ ℕ: 𝑛 > 𝑁1 ⟹ |𝑢𝑛 − ℓ′ | < 𝜀.
Putting 𝑁 = max{𝑁0 , 𝑁1 }, then
∀𝑛 ∈ ℕ: 𝑛 > 𝑁 ⟹ |ℓ′ − ℓ| = |𝑢𝑛 − ℓ − (𝑢𝑛 − ℓ′ )|
≤ | 𝑢 𝑛 − ℓ | + | 𝑢 𝑛 − ℓ′ |
< 2𝜀 = |ℓ′ − ℓ|.
⟹ |ℓ′ − ℓ| < |ℓ′ − ℓ|, it ′ s a contradiction.
Theorem 3.2
If (𝑢𝑛 ) is a convergent sequence, then it is a bounded sequence.
Proof
...................................................................................................................................
Theorem 3.3
Let (𝑢𝑛 )𝑛∈ℕ be a real sequence
1. If (𝑢𝑛 ) is increasing and bounded from above, then (𝑢𝑛 ) converges, and we have lim 𝑢𝑛 =
sup 𝑢𝑛 .
𝑛∈ℕ
2. If (𝑢𝑛 ) is decreasing and bounded from below, then (𝑢𝑛 ) converges, and we have
lim 𝑢𝑛 = inf 𝑢𝑛 .
𝑛∈ℕ
Remark A bounded monotonic sequence is a convergent sequence.
Proof
1. ...........................................................................................................................
2. Let the sequence (𝑢𝑛 ) is decreasing and bounded from below, then the set 𝐴 =
∀𝑛 ∈ ℕ: 𝑢𝑛 ≥ ℓ′
{𝑢𝑛 , 𝑛 ∈ ℕ} is bounded from below putting inf 𝐴 = ℓ′ . We have {
∀𝜀; ∃𝑁 ∈ ℕ: ℓ′ + 𝜀 > 𝑢𝑁 .
On the other hand, since (𝑢𝑛 ) is decreasing we have:
∀𝑛 ∈ ℕ: 𝑛 > 𝑁 ⟹ 𝑢𝑛 ≤ 𝑢𝑁
⟹ ℓ′ ≤ 𝑢 𝑛 ≤ 𝑢 𝑁 < ℓ′ + 𝜀
⟹ ℓ′ − 𝜀 < 𝑢 𝑛 < ℓ′ + 𝜀
⟹ |𝑢𝑛 − ℓ′ | < 𝜀.
Hence
∀𝜀 > 0; ∃𝑁 ∈ ℕ; ∀𝑛 ∈ ℕ: (𝑛 > 𝑁 ⟹ |𝑢𝑛 − ℓ′ | < 𝜀).
Example
2𝑢 +1
Let (𝑢𝑛 )𝑛∈ℕ be a real sequence defined by: 𝑢𝑛 = 𝛼 > 1 and ∀𝑛 ∈ ℕ: 𝑢𝑛+1 = 𝑛 .
𝑢𝑛 +2
Prove that (𝑢𝑛 ) is convergent (Calculation of the limit is not necessary).

3
We use proof by induction, to prove that: ∀𝑛 ∈ ℕ: 𝑢𝑛 > 1, and we prove that (𝑢𝑛 )
decreasing (strictly decreasing),according to the theorem 3.3, the sequence (𝑢𝑛 ) is
convergent.
Theorem 3.5
If the sequences (𝑢𝑛 ) and (𝑣𝑛 ) are converges towards ℓ and ℓ′ respectively then the
sequences: (𝑢𝑛 + 𝑣𝑛 ) , (𝑢𝑛 𝑣𝑛 ) , (𝜆𝑢𝑛 ) and (|𝑢𝑛 |) are converges towards ℓ + ℓ′ , ℓℓ′ , 𝜆ℓ, |ℓ|
𝑢
respectively. Also If ℓ′ ≠ 0 and ∀𝑛 ∈ ℕ: 𝑢𝑛 ≠ 0 then the sequence ( 𝑣𝑛) converges towards
𝑛
ℓ
.
ℓ′
Proof ( Let us prove the last case )
|ℓ′ |
We have lim 𝑣𝑛 = ℓ′ ≠ 0 taking 𝜀 = , which implies ; ∃𝑁0 ∈ ℕ; ∀𝑛 ∈ ℕ:
2
𝑛 > 𝑁0 ⟹ |𝑣𝑛 − ℓ′ | < 𝜀
| ℓ′ |
⟹ ||𝑣𝑛 | − |ℓ′ || <
2
|ℓ′ | 3 | ℓ′ |
⟹ < |𝑣𝑛 | <
2 2
2 1 2
⟹ ′
< < ′.
3 |ℓ | |𝑣𝑛 | |ℓ |
So
1 2
𝑛 > 𝑁0 ⟹ < ′.
|𝑣𝑛 | |ℓ |
∃𝑁1 ∈ ℕ; ∀𝑛 ∈ ℕ: 𝑛 > 𝑁1 ⟹ |𝑢𝑛 − ℓ| < 𝜀
On the other hand for 𝜀 > 0, then: {
∃𝑁2 ∈ ℕ; ∀𝑛 ∈ ℕ: 𝑛 > 𝑁2 ⟹ |𝑣𝑛 − ℓ′ | < 𝜀.
Putting 𝑁 = max{𝑁0 , 𝑁1 , 𝑁2 }, then ∀𝑛 ∈ ℕ:
𝑢𝑛 ℓ ℓ′ 𝑢𝑛 − ℓ𝑣𝑛
𝑛 > 𝑁1 ⟹ | − ′ | = | |<𝜀
𝑣𝑛 ℓ ℓ′ 𝑣𝑛
ℓ′ (𝑢𝑛 − ℓ) − ℓ(𝑣𝑛 − ℓ′ )
=| |
ℓ′ 𝑣𝑛
|ℓ′ ||(𝑢𝑛 − ℓ)| + |ℓ||(𝑣𝑛 − ℓ′ )|
≤
|ℓ′ ||𝑣𝑛 |
2𝜀(|ℓ′ | + |ℓ|)
< = 𝜀0 .
|ℓ′ |2
So
𝑢𝑛 ℓ
∀𝜀0 > 0; ∃𝑁 ∈ ℕ; ∀𝑛 ∈ ℕ: (𝑛 > 𝑁 ⟹ | − | < 𝜀0 ).
𝑣𝑛 ℓ′
Theorem 3.6
1. Let (𝑢𝑛 ) and (𝑣𝑛 ) two sequences that converges towards ℓ and ℓ′ respectively,
where ∀𝑛 ∈ ℕ: 𝑢𝑛 ≤ 𝑣𝑛 then ℓ ≤ ℓ′ .
2.(Squeeze Theorem) Let (𝑢𝑛 ), (𝑣𝑛 ) and (𝑤𝑛 ) three sequences such that ∀𝑛 ∈ ℕ: 𝑣𝑛 ≤ 𝑢𝑛 ≤
𝑤𝑛 , then:
(lim 𝑣𝑛 = lim 𝑤𝑛 = ℓ) ⟹ lim 𝑢𝑛 = ℓ.
Proof