WWL Chen - Fundamentals of Analysis (Chapter 2)

FUNDAMENTALS OF ANALYSIS
W W L CHEN
c W W L Chen, 1982, 2008.
This chapter originates from material used by the author at Imperial College, University of London, between 1981 and 1990.
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Chapter 2
SEQUENCES AND LIMITS
2.1. Introduction
A sequence is a set of terms occurring in order. In simple cases, a sequence is dened by an explicit
formula giving the n-th term z
n
in terms of n. We shall simply refer to the sequence z
n
. For example,
z
n
= 1/n represents the sequence
1,
1
2
,
1
3
,
1
4
, . . . .
We shall only be concerned with the case when all the terms of a sequence are real or complex numbers,
so that throughout this chapter, z
n
represents a real or complex sequence. We often simply refer to a
sequence z
n
.
It is not necessary to start the sequence with z
1
. However, the set N of all natural numbers is a
convenient tool to indicate the order in which the terms of the sequence occur.
Remark. Formally, a complex sequence is a function of the form f : N C, where for every n N, we
write f(n) = z
n
.
Definition. We say that a sequence z
n
converges to a nite limit z C, denoted by z
n
z as n
or by
lim
n
z
n
= z,
if, given any > 0, there exists N = N() R, depending on , such that |z
n
z| < whenever n > N.
Furthermore, we say that a sequence z
n
is convergent if it converges to some nite limit z as n ,
and that a sequence z
n
is divergent if it is not convergent.
Chapter 2 : Sequences and Limits page 1 of 15
Fundamentals of Analysis c W W L Chen, 1982, 2008
Remark. The quantity |z
n
z| measures the dierence between z
n
and its intended limit z. The
denition thus says that this dierence can be made as small as we like, provided that n is large enough.
It follows that the convergence is not aected by the initial terms. Observe that the inequality |z
n
z| <
is equivalent to saying that the point z
n
lies inside a circle of radius and centred at z.
xxxxx
z
z
n

1
In the case when z
n
= x
n
and z = x are real, the inequality |x
n
x| < is equivalent to the inequalities
x < x
n
< x + , so that x
n
lies in the open interval (x , x + ).
Example 2.1.1. Consider the sequence z
n
= 1/n. Then z
n
0 as n . We have
|z
n
0| =
1
n
0
=
1
n
<
whenever n > 1/. We may take N = 1/.
n
= i
n
/n
2
. Then z
n
0 as n . We have
|z
n
0| =
i
n
n
2
0
=
1
n
2
<
whenever n >
_
1/. We may take N =
_
1/.
n
= (n + 2i)/n. Then z
n
1 as n . We have
|z
n
1| =
n + 2i
n
1
2i
n
=
2
n
<
whenever n > 2/. We may take N = 2/.
n
=
_
(n + 1)/n. Then z
n
1 as n . We have
|z
n
1| =
_
n + 1
n
1
=
n+1
n
1
_
n+1
n
+ 1
<
1
2n
<
whenever n > 1/2. We may take N = 1/2.
n
= (2n + 3)/(3n + 4). Then z
n
2/3 as n . We have
z
n
2
3
2n + 3
3n + 4

2
3
=
1
3(3n + 4)
<
1
9n
<
whenever n > 1/9. We may take N = 1/9.
A simple and immediate consequence of our denition of convergence is the following result.
THEOREM 2A. The limit of a convergent sequence is unique.
Proof. Suppose that z
n
z
and z
n
z
as n . Then given any > 0, there exist N
, N
R
such that
|z
n
z
| < whenever n > N
,
and
|z
n
z
| < whenever n > N
.
Let N = max{N
, N
} R. It follows that whenever n > N, we have

|z
| = |(z
z
n
) + (z
n
z
)| |z
n
z
| +|z
n
z
| < 2.
Now |z
| is a non-negative constant less than any 2 > 0, so we must have |z
| = 0, whence
z
= z
.
Definition. A sequence z
n
is said to be bounded if there exists a number M R such that |z
n
| M
for every n N.
Example 2.1.6. The sequence z
n
= 1/n is bounded, with |z
n
| 1 for every n N.
n
= i
n
/n
2
is bounded, with |z
n
| 1 for every n N.
n
= (n + 2i)/n is bounded, with |z
n
|
5 for every n N.
n
=
_
(n + 1)/n is bounded, with |z
n
|
2 for every n N.
n
= (2n + 3)/(3n + 4) is bounded, with |z
n
| 5/3 for every n N.
Note that the bounded sequences in Examples 2.1.62.1.10 are precisely the convergent sequences in
Examples 2.1.12.1.5 respectively. They illustrate the fact that convergence implies boundedness. More
precisely, we have the following result.
THEOREM 2B. A convergent sequence is bounded.
n
z as n . Then there exists N N such that |z
n
z| < 1 for every
n > N. Hence
|z
n
| < |z| + 1 whenever n > N.
Let M = max{|z
1
|, . . . , |z
N
|, |z| + 1}. Then clearly |z
n
| M for every n N.
The next example shows that a bounded sequence is not necessarily convergent.
n
= (1)
n
is bounded, with |z
n
| 1 for every n N. We now show
that this sequence is not convergent. Let z be any given complex number. We shall show that the
sequence z
n
does not converge to z. Note rst of all that for every n N, we have |z
n+1
z
n
| = 2. It
follows that
2 = |z
n+1
z
n
| = |(z
n+1
z) + (z z
n
)| |z
n+1
z| +|z
n
z|.
This means that for every n N, at least one of the two inequalities |z
n+1
z| 1 and |z
n
z| 1
must hold. Hence the condition for convergence cannot be satised with = 1.
The next result shows that we can do arithmetic on limits.
THEOREM 2C. Suppose that z
n
z and w
n
w as n . Then
(a) z
n
+ w
n
z + w as n ;
(b) z
n
w
n
zw as n ; and
(c) if w = 0, then z
n
/w
n
z/w as n .
Remark. Let w
n
= 1/n and t
n
= (1)
n
. Then w
n
0 as n , but t
n
does not converge as n .
On the other hand, it is easy to check that z
n
= w
n
t
n
0 as n . Note now that t
n
= z
n
/w
n
, but
since w
n
0 as n , we cannot use Theorem 2C(c).
Proof of Theorem 2C. (a) We shall use the inequality
|(z
n
+ w
n
) (z + w)| |z
n
z| +|w
n
w|.
Given any > 0, there exist N
1
, N
2
R such that
|z
n
z| < /2 whenever n > N
1
,
and
|w
n
w| < /2 whenever n > N
2
.
Let N = max{N
1
, N
2
|(z
n
+ w
n
) (z + w)| |z
n
z| +|w
n
w| < .
(b) We shall use the inequality
|z
n
w
n
zw| = |z
n
w
n
z
n
w + z
n
w zw|
= |z
n
(w
n
w) + (z
n
z)w|
|z
n
||w
n
w| +|w||z
n
z|.
Since z
n
z as n , there exists N
1
R such that
|z
n
z| < 1 whenever n > N
1
,
so that
|z
n
| < |z| + 1 whenever n > N
1
.
On the other hand, given any > 0, there exist N
2
, N
3
R such that
|z
n
z| <

2(|w| + 1)
whenever n > N
2
,
and
|w
n
w| <

2(|z| + 1)
whenever n > N
3
.
Let N = max{N
1
, N
2
, N
3
|z
n
w
n
zw| |z
n
||w
n
w| +|w||z
n
z| < .
(c) We shall rst show that 1/w
n
1/w as n . To do this, we shall use the identity
1
w
n
1
w
=
|w
n
w|
|w
n
||w|
.
Since w = 0 and w
n
w as n , there exists N
1
R such that
|w
n
w| < |w|/2 whenever n > N
1
,
so that
|w
n
| > |w|/2 whenever n > N
1
.
On the other hand, given any > 0, there exists N
2
R such that
|w
n
w| < |w|
2
/2 whenever n > N
2
.
Let N = max{N
1
, N
2
1
w
n
1
w
=
|w
n
w|
|w
n
||w|

2|w
n
w|
|w|
2
< .
We now apply part (b) to z
n
and 1/w
n
to get the desired result.
Definition. We say that a sequence z
n
diverges to as n , denoted by z
n
as n , if,
for every E > 0, there exists N R such that |z
n
| > E whenever n > N.
Remarks. (1) It can be shown that z
n
as n if and only if 1/z
n
0 as n .
(2) Note that Theorem 2C does not apply in the case when a sequence diverges to .
Example 2.1.12. The sequences z
n
= n, z
n
= n
2
and z
n
= (1)
n
n all satisfy z
n
as n .
Example 2.1.13. Suppose that x
n
is a sequence of positive terms such that x
n
0 as n . For
every xed m N, we have x
m
n
0 as n , in view of Theorem 2C(b). For every negative integer
m, we have x
m
n
as n , noting that x
n
> 0 for every n N. How about m = 0?
2.2. Real Sequences
Real sequences are particularly interesting since the real numbers are ordered, unlike the complex num-
bers. This enables us to establish special results for convergence which apply only to real sequences.
We begin with a simple example. Imagine that you have a ham sandwich, and you do the most
disgusting thing of squeezing the two slices of bread together. Where does the ham go?
THEOREM 2D. (SQUEEZING PRINCIPLE) Suppose that x
n
x and y
n
x as n . Suppose
further that x
n
a
n
y
n
for every n N. Then a
n
x as n .
Example 2.2.1. Consider the sequence
a
n
=
4n + 3
4n
2
+ 3n + 1
.
Then
1
2n
=
4n
8n
2
<
4n + 3
4n
2
+ 3n + 1
<
4n + 3 + n
1
4n
2
+ 3n + 1
=
1
n
.
Writing
x
n
=
1
2n
and y
n
=
1
n
,
we have that x
n
0 and y
n
0 as n . Hence a
n
0 as n .
Example 2.2.2. Consider the sequence a
n
= n
1
cos n. If x
n
= 1/n and y
n
= 1/n, then clearly
x
n
a
n
y
n
for every n N. Since x
n
0 and y
n
0 as n , we have a
n
0 as n .
Example 2.2.3. It is important that x
n
and y
n
converge to the same limit. For example, if x
n
= 1 and
y
n
= 1 for every n N, then both x
n
and y
n
converge as n . Let a
n
= (1)
n
. Then x
n
a
n
y
n
for every n N. Note from Example 2.1.11 that a
n
does not converge as n . In this case, the
hypotheses of Theorem 2D are not satised. Note that x
n
and y
n
converge to dierent limits, so no
squeezing occurs.
Example 2.2.4. Consider the sequence x
n
= a
n
, where a R. There are various cases:
If a = 1, then x
n
= 1 for every n N, so that x
n
1 as n .
If a = 0, then x
n
= 0 for every n N, so that x
n
0 as n .
If a > 1, then a = 1 + k, where k > 0. Then
|a
n
| = (1 + k)
n
1 + kn > E for every n >
E 1
k
.
It follows that x
n
as n .
If 0 < a < 1, then a = 1/b, where b > 1. Hence 1/x
n
as n . It follows that x
n
0 as
n .
If 1 < a < 0, then a = b, where 0 < b < 1. We then have b
n
0 as n . Also, b
n
x
n
b
n
for every n N. It follows from the Squeezing principle that x
n
0 as n .
If a = 1, then x
n
= (1)
n
does not converge as n .
If a < 1, then a = 1/b where 1 < b < 0. Hence 1/x
n
0 as n . It follows that x
n
as
n .
Proof of Theorem 2D. By Theorem 2C, y
n
x
n
0 as n . It follows that given any > 0,
there exist N
, N
R such that
|y
n
x
n
| < /2 whenever n > N
,
and
|x
n
x| < /2 whenever n > N
.
Let N = max{N
, N

|a
n
x| |a
n
x
n
| +|x
n
x| |y
n
x
n
| +|x
n
x| < .
Hence a
n
x as n .
Our next task is to study monotonic sequences which are particularly interesting.
Definition. Let x
n
be a real sequence.
(1) We say that x
n
is increasing if x
n+1
x
n
for every n N.
(2) We say that x
n
is decreasing if x
n+1
x
n
for every n N.
(3) We say that x
n
is bounded above if there exists B R such that x
n
B for every n N.
(4) We say that x
n
is bounded below if there exists b R such that x
n
b for every n N.
Remark. Note that a real sequence is bounded if and only if it is bounded above and below.
THEOREM 2E. Suppose that x
n
is an increasing real sequence.
(a) If x
n
is bounded above, then x
n
converges as n .
(b) If x
n
is not bounded above, then x
n
as n .
THEOREM 2F. Suppose that x
n
is a decreasing real sequence.
(a) If x
n
is bounded below, then x
n
converges as n .
(b) If x
n
is not bounded below, then x
n
as n .
Proof of Theorem 2E. (a) Suppose that the sequence x
n
is bounded above. Then the set
S = {x
n
: n N}
is a non-empty set of real numbers which is bounded above. Let x = sup S. We shall show that x
n
x
as n . Given any > 0, there exists N N such that x
N
> x . Since the sequence x
n
is
increasing and bounded above by x, it follows that whenever n > N, we have x x
n
x
N
> x , so
that |x
n
x| < .
(b) Suppose that the sequence x
n
is not bounded above. Then for every E > 0, there exists N N
such that x
N
> E. Since the sequence x
n
is increasing, it follows that |x
n
| = x
n
x
N
> E for every
n > N. Hence x
n
as n .
Example 2.2.5. The sequence x
n
= 31/n is increasing and bounded above. It is not too dicult that
the smallest real number B R such that x
n
B for every n N is 3. It is easy to show that x
n
3
as n .
Example 2.2.6. Consider the sequence x
n
= 1 + a + a
2
+ . . . + a
n
. Then x
n
= n + 1 if a = 1 and
x
n
=
1 a
n+1
1 a
if a = 1.
Suppose that a > 0. Then x
n
is increasing. If 0 < a < 1, then x
n
< 1/(1 a) for all n N, and so
x
n
converges as n . If a 1, then x
n
is not bounded above, so that x
n
as n . In fact,
if a = 1, then the convergence or divergence of x
n
depends on the convergence and divergence of a
n+1
,
which we have considered before in Example 2.2.4.
Example 2.2.7. Consider the sequence
x
n
= 1 +
1
1!
+
1
2!
+ . . . +
1
n!
.
Clearly x
n
is an increasing sequence. On the other hand,
x
n
= 1 + 1 +
1
1 2
+
1
2 3
+ . . . +
1
(n 1)n
= 1 + 1 +
_
1
1
2
_
+
_
1
2

1
3
_
+ . . . +
_
1
n 1

1
n
_
= 3
1
n
< 3,
so that x
n
is bounded above. Unfortunately, it is very hard to nd the smallest real number B R such
that x
n
B for every n N. While Theorem 2E tells us that the sequence x
n
converges, it does not
tell us the precise value of the limit. In fact, the limit in this case is the number e.
2.3. Tests for Convergence
We rst of all apply our knowledge of real sequences in Section 2.2 to study complex sequences.
THEOREM 2G. Suppose that x
n
and y
n
are real sequences and z
n
= x
n
+ iy
n
. Then
z
n
z = x + iy as n
if and only if
x
n
x and y
n
y as n .
Proof. () Suppose rst of all that z
n
z = x + iy as n . Then given any > 0, there exists
N R such that
|z
n
Observe now that
|x
n
x| =
_
(x
n
x)
2
_
(x
n
x)
2
+ (y
n
y)
2
= |z
n
z|.
It follows that
|x
n
x| < whenever n > N.
Similarly,
|y
n
y| < whenever n > N.
() Suppose next that x
n
x and y
n
y as n . Then given any > 0, there exist N
1
, N
2
R
such that
|x
n
x| < /2 whenever n > N
1
,
and
|y
n
y| < /2 whenever n > N
2
.
Observe now that
|z
n
z| = |(x
n
+ iy
n
) (x + iy| |x
n
x| +|y
n
y|.
Let N = max{N
1
, N
2
} R. It follows that
|z
n
This completes the proof.
We now return to Theorem 2D. It turns out often that the sequences x
n
and y
n
in Theorem 2D can
be constructed articially. An example is the following result.
THEOREM 2H. (RATIO TEST) Suppose that the sequence z
n
satises
z
n+1
z
n
as n . (1)
(a) If < 1, then z
n
0 as n .
(b) If > 1, then z
n
as n .
Proof. (a) Suppose that < 1. Write L =
1
2
(1 + ). Then clearly < L < 1. On the other hand, it
follows from (1) and taking =
1
2
(1 ) > 0 that there exists an integer N
0
such that
z
n+1
z
n
<
1
2
whenever n > N
0
.
In particular, we have
z
n+1
z
n
< +
1
2
= L whenever n > N
0
.
It follows that for every n > N
0
, we have
|z
n
| < L|z
n1
| < L
2
|z
n2
| < . . . < L
nN
0
|z
N
0
| = L
N
0
|z
N
0
|L
n
.
Let
M = max
1nN
0
|z
n
|
L
n
.
Then for every n N, we have
0 |z
n
| ML
n
.
Clearly the sequence ML
n
0 as n . It follows from Theorem 2D that |z
n
| 0 as n , so
that z
n
0 as n .
(b) Suppose that > 1. Let w
n
= 1/z
n
. Then |w
n+1
/w
n
| 1/ as n . It follows from (a) that
w
n
0 as n , so that z
n
as n .
Remark. No rm conclusion can be drawn when = 1, as can be seen from the following sequences
which all have = 1:
The sequence z
n
= c converges to c as n .
The sequence z
n
= (1)
n
diverges as n .
The sequence z
n
= 1/n converges to 0 as n .
The sequence z
n
= n diverges to innity as n .
The sequence z
n
= i
n
n diverges to innity as n .
n
=
(n!)
2
(2n)!
. We have
z
n+1
z
n
=
z
n+1
z
n
=
((n + 1)!)
2
(2(n + 1))!
_
(n!)
2
(2n)!
=
(n + 1)
2
(2n + 2)(2n + 1)
=
n
2
+ 2n + 1
4n
2
+ 6n + 2

1
4
as n .
It follows from Theorem 2H that z
n
0 as n .
n
=
(n!)
2
(2n)!
5
n
. Then |z
n+1
/z
n
| 5/4 as n . It follows
from Theorem 2H that z
n
as n .
2.4. Recurrence Relations
In practice, it may not always be convenient to dene a sequence explicitly. Sequences may often be
dened by a relation connecting two or more successive terms. Here we shall not make a thorough study
of such relations, but conne our discussion to two examples of real sequences.
Example 2.4.1. Suppose that x
1
= 3 and
x
n+1
=
4x
n
+ 2
x
n
+ 3
for every n N. Note rst of all that 0 < x
2
< x
1
. Suppose that n > 1 and 0 < x
n
< x
n1
. Then
clearly x
n+1
> 0. Furthermore,
x
n+1
x
n
=
4x
n
+ 2
x
n
+ 3

4x
n1
+ 2
x
n1
+ 3
=
10(x
n
x
n1
)
(x
n
+ 3)(x
n1
+ 3)
< 0.
It follows from the Principle of induction that x
n
is a decreasing sequence and bounded below by 0, so
that x
n
converges as n . Suppose that x
n
x as n . Then
x = lim
n
x
n+1
= lim
n
4x
n
+ 2
x
n
+ 3
=
4x + 2
x + 3
.
Hence x = 2. Note that the other solution x = 1 has to be discounted, since x
n
> 0 for every n N.
Example 2.4.2. Let s > 0. Suppose that x
1
> 0 and that for n > 1, we have
x
n
=
1
2
_
x
n1
+
s
x
n1
_
.
It is not dicult to show that x
n
> 0 for every n N. On the other hand, for n > 1, we have
x
2
n
=
1
4
_
x
2
n1
+
s
2
x
2
n1
+ 2s
_
,
so that
x
2
n
s =
1
4
_
x
2
n1
+
s
2
x
2
n1
2s
_
=
1
4
_
x
n1
s
x
n1
_
2
0,
and so
x
n+1
x
n
=
1
2
_
x
n
+
s
x
n
_
x
n
=
1
2
_
s
x
n
x
n
_
=
s x
2
n
2x
n
0.
It follows that, with the possible exception that x
2
x
1
may not hold, the sequence x
n
is decreasing
and bounded below, so that x
n
converges as n . Suppose that x
n
x as n . Then
x = lim
n
x
n
= lim
n
1
2
_
x
n1
+
s
x
n1
_
=
1
2
_
x +
s
x
_
,
so that x
2
= s. This gives a proof that s has a square root.
2.5. Subsequences
In this section, we discuss subsequences. Heuristically, a subsequence is obtained from a sequence by
possibly omitting some of the terms, and keeping the remainder in the original order. We can make this
more formal in the following way.
Definition. Suppose that
z
1
, z
2
, z
3
, . . . , z
n
, . . .
is a sequence. Suppose further that n
1
< n
2
< n
3
< . . . < n
p
< . . . is an innite sequence of natural
numbers. Then the sequence
z
n
1
, z
n
2
, z
n
3
, . . . , z
n
p
, . . .
is called a subsequence of the original sequence.
Example 2.5.1. The sequence 2, 4, 6, 8, . . . of even natural numbers is a subsequence of the sequence
1, 2, 3, 4, . . . of natural numbers.
Example 2.5.2. The sequence 2, 3, 5, 7, . . . of primes is not a subsequence of the sequence 1, 3, 5, 7, . . .
of odd natural numbers.
Example 2.5.3. The sequence 1, 2, 3, 4, . . . of natural numbers is a subsequence of the sequence
1,
2,
3,
4, . . . .
We would like to obtain conditions under which convergent subsequences exist. We rst investigate
the special case of real sequences.
THEOREM 2J. Every sequence of real numbers has either an increasing subsequence or a decreasing
subsequence, possibly both.
Proof. We shall say that n N is a peak point if x
n
> x
m
for every m > n. There are precisely two
possibilities:
(i) Suppose that there are innitely many peak points n
1
< n
2
< n
3
< . . . < n
p
< . . . . Then
x
n
1
> x
n
2
> x
n
3
> . . . > x
n
p
> . . .
is a decreasing subsequence.
(ii) Suppose that there are no or only nitely many peak points. Let n
1
= 1 if there are no peak
points, and let n
1
= N + 1 if N represents the largest peak point. Then n
1
is not a peak point, and so
there exists n
2
> n
1
such that x
n
1
x
n
2
. On the other hand, n
2
is not a peak point, and so there exists
n
3
> n
2
such that x
n
2
x
n
3
. Continuing inductively, we conclude that there exists an innite sequence
n
1
< n
2
< n
3
< . . . < n
p
< . . . of natural numbers such that
x
n
1
x
n
2
x
n
3
. . . x
n
p
. . .
is an increasing subsequence.
THEOREM 2K. Every bounded sequence of real numbers has a convergent subsequence.
Proof. By Theorem 2J, there is either an increasing subsequence which is necessarily bounded above,
or a decreasing subsequence which is necessarily bounded below. It follows from Theorem 2E and 2F
that the subsequence must be convergent.
Example 2.5.4. For the sequence x
n
= (1)
n
, it is easy to check that all increasing or decreasing
subsequences of x
n
are eventually constant and so convergent.
Example 2.5.5. For the sequence x
n
= (1 + (1)
n
)n, it is easy to check that there is an increasing
subsequence 4, 8, 12, . . . (n = 2, 4, 6, . . .), as well as a decreasing subsequence 0, 0, 0, . . . (n = 1, 3, 5, . . .).
n
= (1)
n
n
1
is convergent with limit 0. It is easy to check that there
is an increasing subsequence (n odd), as well as a decreasing subsequence (n even), and both converge
to 0. Can you convince yourself that every other subsequence of x
n
converges to 0 also? If not, see
Theorem 2L below.
n
= n diverges to innity. Can you convince yourself that every
subsequence of x
n
is increasing and diverges to innity also?
We now no longer restrict our study to real sequences, and consider subsequences of sequences of
complex numbers.
THEOREM 2L. Suppose that a sequence z
n
z as n . Then for every subsequence z
n
p
of z
n
,
we have z
n
p
z as p . In other words, every subsequence of a convergent sequence converges to
the same limit.
Proof. Given any > 0, there exists N R such that
|z
n
Note next that n
p
p for every p N, so that n
p
> N whenever p > N. It follows that
|z
n
p
z| < whenever p > N.
Hence z
n
p
z as p .
We now extend Theorem 2K to complex sequences.
THEOREM 2M. (BOLZANO-WEIERSTRASS THEOREM) Every bounded sequence of complex num-
bers has a convergent subsequence.
n
is a bounded sequence of complex numbers. Let x
n
and y
n
be real sequences
such that z
n
= x
n
+ iy
n
. Since z
n
is bounded, there exists M R such that |z
n
| M for every n N.
Then clearly |x
n
| M and |y
n
| M for every n N, so that x
n
and y
n
are both bounded. By Theorem
2K, the sequence x
n
has a convergent subsequence x
n
p
. Consider the corresponding subsequence y
n
p
of
the sequence y
n
. Clearly |y
n
p
| M for every p N, so that y
n
p
is bounded. By Theorem 2K again, the
sequence y
n
p
has a convergent subsequence y
n
p
s
. The corresponding subsequence x
n
p
s
of the sequence
x
n
p
, being a subsequence of a convergent sequence, is again convergent, in view of Theorem 2L. It now
follows from Theorem 2G that the subsequence z
n
p
s
= x
n
p
s
+iy
n
p
s
of the sequence z
n
is convergent.
Definition. A complex number C is said to be a limit point of a sequence z
n
if there exists a
subsequence z
n
p
of z
n
such that z
n
p
as p .
n
= n has no limit points. To see this, note that z
n
as n .
Let w
n
= 1/z
n
. Then w
n
0 as n . It follows from Theorem 2L that every subsequence of w
n
converges to 0. Hence every subsequence of z
n
diverges to innity.
n
= i
n
has four limit points, namely 1 and i.
Example 2.5.10. The sequence
1,
1
2
,
2
2
,
1
3
,
2
3
,
3
3
,
1
4
,
2
4
,
3
4
,
4
4
,
1
5
,
2
5
,
3
5
,
4
5
,
5
5
, . . .
has innitely many limit points. In fact, the set of all limit points is the closed interval [0, 1]. This is a
famous result in diophantine approximation.
Remark. Note that Theorem 2L says that a convergent sequence has exactly one limit point. Note also
that the sequence 1, 2, 1, 3, 1, 4, 1, 5, . . . has exactly one limit point but does not converge.
We now characterize convergence of sequences in terms of boundedness and limited points.
THEOREM 2N. A sequence of complex numbers is convergent if and only if it is bounded and has
exactly one limit point.
Proof. () This is a combination of Theorems 2B and 2L.
() Suppose that z
n
is bounded and has exactly one limit point . We shall show that z
n
as
n . Suppose on the contrary that z
n
does not converge to as n . Then there exists a constant
0
> 0 such that for every N N, there exists n > N such that |z
n
|
0
. Putting N = 1, there exists
n
1
> 1 such that |z
n
1
|
0
. Putting N = n
1
, there exists n
2
> n
1
such that |z
n
2
|
0
. Putting
N = n
2
, there exists n
3
> n
2
such that |z
n
3
|
0
. Proceeding inductively, we obtain a sequence
n
1
< n
2
< n
3
< . . . < n
p
< . . . of natural numbers such that |z
n
p
|
0
for every p N. Since
z
n
is bounded, the subsequence z
n
p
is also bounded. It follows from the Bolzano-Weierstrass theorem
that z
n
p
has a convergent subsequence z
n
p
s
. Suppose that z
n
p
s
z as s . Then clearly z = , for
|z
n
p
s
|
0
for every s N. This means that z is another limit point of the sequence z
n
, contradicting
the assumption that z
n
has exactly one limit point.
Recall that the set R is complete, in terms of the Axiom of bound. We now study completeness from
a dierent viewpoint.
Definition. A sequence z
n
of complex numbers is said to be a Cauchy sequence if, given any > 0,
there exists N = N() R, depending on , such that |z
m
z
n
| < whenever m > n N.
It is easy to establish the following.
THEOREM 2P. Suppose that a sequence z
n
is convergent. Then z
n
is a Cauchy sequence.
n
z as n . Then given any > 0, there exists N R such that
|z
n
z| < /2 whenever n > N.
It follows that
|z
m
z
n
| = |(z
m
z) + (z z
n
)| |z
m
z| +|z
n
z| < whenever m > n N + 1.
Hence z
n
An alternative way of saying that R and C are complete is the following result.
THEOREM 2Q. Suppose that z
n
is a Cauchy sequence. Then z
n
is convergent.
Proof. Since z
n
is a Cauchy sequence, there exists N N such that
|z
n
z
N
| < 1 whenever n N,
so that
|z
n
| < 1 +|z
N
| whenever n N.
Let M = 1+max{|z
1
|, . . . , |z
N
|}. Then |z
n
| M for every n N, so that z
n
is bounded. It follows from
the Bolzano-Weierstrass theorem that z
n
has a convergent subsequence z
n
p
. Suppose that z
n
p
as
p . In view of Theorem 2N, it remains to show that is the only limit point of z
n
. Suppose on the
contrary that z is another limit point of z
n
. Then there exists another subsequence z
n
r
of z
n
such that
z
n
r
z as r .
Let =
1
3
| z| > 0.
xxxxx
z
z
n

1
Then there exist P, R R such that
|z
n
p
| < whenever p > P,
and
|z
n
r
z| < whenever r > R.
It follows that for every p > P and r > R, we have
|z
n
p
z
n
r
| = |(z
n
p
) (z
n
r
z) + ( z)| | z| |z
n
p
| |z
n
r
z| >
1
3
| z|,
contradicting that z
n
Problems for Chapter 2
1. Consider the sequence z
n
=
4n + 3
5n + 2
.
a) Make a guess for the limit of z
n
as n .
b) Use the -N denition to verify that your guess is correct.
2. Show that the sequence
z
n
=
n
2n + 1
+
cos(e
sin(25n
5
)
log(n
2
))
n
3
is convergent as n , nd its limit and explain every step of your argument.
3. Suppose that z
n
as n , and that w
n
=
z
1
+ z
2
+ . . . + z
n
n
. Show that w
n
as n .
[Hint: Consider rst the case = 0.]
4. Prove that the following sequences converge as n and nd their limits except for part (d):
a) z
n
= (n + 1)
1/4
n
1/4
b) z
n
=
1 + 2 + . . . + n
n
2
c) z
n
=
n
2
n
d) z
n
=
1
n + 1
+
1
n + 2
+ . . . +
1
2n
5. Show that the real sequence x
n
=
_
1 +
1
n
_
n
is increasing and bounded above.
[Remark: Hence it converges. The limit is the number e.]
6. Suppose that z is a xed complex number. Discuss the convergence and divergence of the sequence
z
n
=
z + z
n
1 + z
n
,
explain every step of your argument, and take care to distinguish the four cases
a) |z| > 1; b) |z| < 1; c) z = 1; d) |z| = 1, but z = 1.
7. A real sequence x
n
is dened inductively by x
1
= 1 and x
n+1
=
x
n
+ 6 for every n N.
a) Prove by induction that x
n
is increasing, and x
n
< 3 for every n N.
b) Deduce that x
n
converges as n and nd its limit.
8. Suppose that x
1
< x
2
and x
n+2
=
1
2
(x
n+1
+ x
n
) for every n N. Show that
a) x
n+2
> x
n
for every odd n N;
b) x
n+2
< x
n
for every even n N; and
c) x
n

1
3
(x
1
+ 2x
2
) as n .
9. Find the limit points of each of the following complex sequences:
a) z
n
= (1)
n
b) z
n
= (2i)
n
c) z
n
=
_
1 + i
2
_
n
10. Show that a complex sequence z
n
has exactly one of the following two properties:
a) z
n
as n .
b) z
n
has a convergent subsequence.
[Hint: Assume that (a) fails. Show that (b) must then hold.]
11. Suppose that 0 < b < 1 and that the sequence a
n
satises the condition that |a
n+1
a
n
| b
n
for
every n N. Use Theorem 2Q to prove that a
n
is convergent as n .

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FUNDAMENTALS OF ANALYSIS

as n . Then given any > 0, there exist N

| < whenever n > N

| < whenever n > N

} R. It follows that whenever n > N, we have

| is a non-negative constant less than any 2 > 0, so we must have |z

} R. It follows that whenever n > N, we have

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