18. Sequences
\(\displaystyle \lim_{n\to\infty}a_n=L\) means For all \(\varepsilon \gt 0\), there is a positive integer, \(N\), such that if \(n \gt N\) then \(|a_n-L| \lt \varepsilon\). \(\displaystyle \lim_{n\to\infty}a_n=\infty\) means For all \(M \gt 0\), there is a positive integer, \(N\), such that if \(n \gt N\) then \(a_n \gt M\).
e4. Precise Bounded Monotonic Sequence Theorem
1) Every increasing sequence which is
bounded above is convergent
to the least upper bound.
2) Every decreasing sequence which is
bounded below is convergent
to the greatest lower bound.
3) Every bounded, monotonic sequence is
convergent.
4) Every unbounded, increasing sequence is
divergent to \(\infty\).
5) Every unbounded, decreasing sequence is
divergent to \(-\infty\).
Proof of (1):
Let \(a_n\) be an increasing sequence which is bounded above
and let \(L\) be its least upper bound. Then we need to show
\(\displaystyle \lim_{n\to\infty}a_n=L\) which means:
For all \(\varepsilon \gt 0\), there is a positive integer,
\(N\), such that
if \(n \gt N\) then \(|a_n-L| \lt \varepsilon\).
So given an arbitrary number \(\varepsilon \gt 0\), we claim there is an
index \(N\) with \(a_N \gt L-\varepsilon\). If not, then every \(a_n\)
satisfies \(a_n \lt L-\varepsilon\) and \(L-\varepsilon\) would be an
upper bound. But this is impossible because \(L\) is the least upper
bound. Consequently, there is an \(N\) for which \(a_N \gt L-\varepsilon\).
Now suppose \(n \gt N\). Then \(a_n \gt a_N\) because the sequence is
increasing. So:
\[
a_n \gt a_N \gt L-\varepsilon
\quad \text{or} \quad
\varepsilon \gt L-a_n=|a_n-L|
\]
Proof of (2):
The proof is totally analogous to that for (1), reversing some signs and some
inequalities.
Proof of (3):
If the sequence if bounded and monotonic, then it is either increasing and
bounded above or decreasing and bounded below. In either case it converges.
Proof of (4):
Let \(a_n\) be an increasing sequence which is unbounded. We need to show
\(\displaystyle \lim_{n\to\infty}a_n=\infty\) which means:
For all \(M \gt 0\), there is a positive integer,
\(N\), such that
if \(n \gt N\) then \(a_n \gt M\).
Since the sequence \(a_n\) is increasing it is bounded below by \(a_1\).
Since it is unbounded, it must be unbounded above. That means it gets
bigger than any given number. In particular, given an arbitrary number
\(M \gt 0\), there is a number \(N\) for which \(a_N \gt M\). Then
if \(n \gt N\) then \(a_n \gt a_N\) because the sequence is increasing
and so \(a_n \gt a_N \gt M\).
Proof of (5):
The proof is totally analogous to that for (4), reversing some signs and some
inequalities.
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