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1.

Bounded Subsets

Denition 12.
S.

1. A subset S R is bounded above if R such that x x

2. A subset S R is bounded below if R such that x x S.


3. A subset S R is said to be bounded if it is both bounded above and bounded
below.
Remark. If S = then S is bounded. Here every real number is an upper bound as well
as lower bound.
Examples 13.
1. S = N. Then S is bounded below since 0 or any negative integer is
a lower bound. However S is not bounded above.
2. S = {x R | x 1}. Then S is bounded above but not below.
3. S = {x R | x2 < 2} Then S is bounded. What are the bounds?

1.6

Supremum and Inmum

Corollary 14. Any nite set is bounded.


Remark. If is a lower bound of a set S then any real number < is a lower bound
for S.
Notation: We write UB(S) for set of all upper bounds of S and LB(S) for set of all
lower bounds of S.
Thus above remark can be written as LB(S) and < then LB(S).
Similarly, UB(S) and > then UB(S).
Denition 15.

A real number M is called supremum of a set S if

1. M UB(S)

2. M for all UB(S). i.e. M is least among all upper bounds of S.


M is also called as least upper bound OR l.u.b. of S, written as sup(S).
A real number m is called inmum of a set S if
1. m LB(S)

2. m for all LB(S). i.e. M is greatest among all lower bounds of S.


m is also called as greatest lower bound OR g.l.b. of S, written as inf(S).
Example 16. Let S = {x R | 0 < x 1}. Then sup(S) = 1 and inf(S) = 0.
Remark. If sup(S) S then it is also called as maximum of S.
If inf(S) S then it is also called as minimum of S.
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1.7

Completeness Property of Real Numbers

Result 11 (Completeness Property of R). Every non-empty subset of R having an upper


bound has a supremum. This is also known as lub property or supremum property.
The analogous property for inma can be deduced as follows:
Corollary 17. Every non-empty subset of R having a lower bound has an inmum.
Proof. Since S has a lower bound, then the set S = {x | x S} has an upper bound
and hence by completeness property has a supremum. Now show that if M = sup(S )
then M = inf(S).
Here is an easy (and well-known?) application.
Result 12 (Archimedian Property). If x R then there exists n N such that x < n.
Corollary 18. If x R then there exists m N such that m < x.
Corollary 19. Let S = { n1 | n N} then inf S = 0.
Here is another application or alternate version of Completeness Property:
Result 13. For any real number x, there exists a sequence of rationals rn such that
lim rn = x.

1.8

Monotonic Sequences

Denition 20.
1. A sequence (xn ) is called monotonically increasing sequence if xn+1
xn for all n 1.
2. A sequence (xn ) is called monotonically decreasing sequence if xn+1 xn for all
n 1.
3. A sequence (xn ) is called monotonic sequence if it is either monotonically increasing
or monotonically decreasing sequence.
4. A sequence (xn ) is called strictly monotonic sequence if the inequality in the denition above is strict.
Examples 21. Examples of monotonically increasing sequence:
xn = 1
xn = n
n
Examples of monotonically decreasing sequence:
xn = n1
Corollary 22. A sequence (xn ) is monotonically decreasing if and only if (xn ) is monotonically increasing.
Remark: The sequence

(1)n
n

is not monotonic.

1.9

Monotone Convergence Theorems

Result 14 (Monotone Convergence Theorem). A monotonically increasing sequence is


convergent if and only if it is bounded above.
Proof. We have already proved that if a sequence is convergent then it is bounded.
Conversely, suppose (xn ) is monotonically increasing and bounded sequence. Then
the set S = {xn | n N} is bounded above. Therefore by completeness property, S has
a supremum, say x.
Claim: x = lim xn .
n
Let > 0. Then x is not an upper bound of S. Why? Therefore there exists some
xk such that x < xk . But (xn ) is increasing, therefore xk xn for all n > k. Thus,
x < xk xn x < x +

for all n > k.

Thus |xn x| < for all n > k. Now is arbitrary, therefore (xn ) x.
Result 15.
1. A monotonically decreasing sequence is convergent if and only if it is
bounded below.
2. A bounded monotonic sequence is convergent.

1
= 0.
Examples 23.
1. lim
n
n
2. xn+1 = xn +

1
.
n+1

Is this convergent? If yes, what is the limit?

Exercise:
1. If x1 = 1 and xn+1 = 13 (xn + 1) for all n N, then show that (xn ) is convergent
sequence and nd it limit.

2. Let x1 = 1 and xn+1 = 2xn for all n N then show that (xn ) is convergent
sequence and nd its limit.

1.10

Subsequences

Denition 24 (Subsequences). Let X = (xn ) be a sequence of real numbers and n1 <


n2 < n3 < be a strictly increasing sequence of natural numbers. Then the sequence
X = (xni ) = (xn1 , xn2 , xn3 , ) is called a subsequence of X.

1
, is a subsequence of
Examples 25.
1. Let X = (xn ) = n1 , then 12 , 14 , 16 , 18 , , 2k
X.

2. Also the sequence X = n!1 is a subsequence of X.


Non Example 1. The sequence 12 , 0, 14 , 0, 16 , 0, 81 , 0, is not a subsequence of X = n1 .

Result 16. If a sequence X = (xn ) converges to x then any subsequence X = (xnk ) of


X also converges to x.
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Proof. Let > 0 be given. Then there exists N N such that |xn x| < for all n > N .
Note that for any k 1, nk k. Prove it! Therefore for k > N , we have nk k > N
and hence |xnk x| < . So xnk converges to x.
Corollary 26 (Divergence Criterion). A sequence X = (xn ) diverges if either of the
following holds:
1. X is unbounded.
2. X has two convergent subsequences whose limits are distinct.
Examples 27. Below are some examples of divergent sequences. Justify the reason of
divergence for each of them.

2. 1 + 12 + n1
3. x1 = 1, x2 = 1, xn =
1. (1)n
xn1 + xn2
Result 17 (Monotone Subsequence Theorem). Every sequence has a monotonic subsequence.
Proof. Easy exercise!
Result 18 (Bolzano-Weierstrass Theorem). A bounded sequence has a convergent subsequence.
Proof. Let X = (xn ) be a bounded sequence. Then by Monotone Subsequence Theorem,
X has a monotonic subsequence, say X = (xnk ). But since X is bounded, X is also
bounded. Therefore by Monotone Convergence Theorem, X is convergent.

1.11

Cauchy Sequences

Denition 28 (Cauchy Sequences). A sequence (xn ) is said to be Cauchy if for every >
0 there exists a natural number N such that for all m, n > N , xn , xm satisfy |xn xm | < .
Examples 29.

1. The sequence (xn ) =

1
is Cauchy.
n

2. The sequence (xn ) = sin( n


) is not Cauchy.
2
Lemma 30. Every convergent sequence is Cauchy.
Proof. Let (xn ) be a convergent sequence with lim xn = x. Let > 0. Then N N
n

such that for all n > N , |xn x| < . Therefore,


|xn xm | |xn x| + |xm x| < + = 2.
But is arbitrary therefore (xn ) is Cauchy sequence.
Result 19. Every Cauchy sequence is bounded.

Proof. Let (xn ) be a Cauchy sequence. Choose = 1. Then there exists N N such
that |xn xN | < for all n > N . Therefore by Triangle inequality |xn | |xN | + 1 for all
n > N.
Let M = max{|x1 |, |x2 |, , |xN 1 |, |xN | + 1}. Then |xn | M for all n N and hence
(xn ) is bounded.
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Result 20 (Cauchy Convergence Criterion). A sequence is convergent if and only if


Cauchy.
Outline. We have already seen that a convergent sequence is Cauchy.
Let (xn ) be a Cauchy sequence. We will prove that (xn ) is convergent. We have also
seen that Cauchy bounded. Now applying Bolzano-Weierstrass, we get a convergent
subsequence X = (xnk ) x.
Exercise:
Show that (xn ) converges to x.

Exercise:
Using Cauchy Convergence Theorem show that the following sequences are convergent.
Also nd their limits.
1. xn = 1 +

1
1!

1
1!

2. x1 = 1 and xn+1 =

1
2!

+ +

1
2+xn

1
n!

for all n 2.

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