56 Chapter 2. Sequences and Series (b) If everyanis in the complement of the interval (0,1), thenais also in the
complement of (0,1).
(c) If everyan is rational, thenais rational.
Exercise 2.3.13(Iterated Limits). Given a doubly indexed arrayamnwhere m, n∈N, what should limm,n→∞amnrepresent?
(a) Letamn=m/(m+n) and compute theiterated limits
nlim→∞
mlim→∞amn
and lim
m→∞
nlim→∞amn
.
Define limm,n→∞amn=ato mean that for allǫ >0 there exists anN ∈N such that if both m, n≥N,then|amn−a|< ǫ.
(b) Letamn= 1/(m+n). Does limm,n→∞amnexist in this case? Do the two iterated limits exist? How do these three values compare? Answer these same questions foramn=mn/(m2+n2).
(c) Produce an example where limm,n→∞amn exists but where neither iter- ated limit can be computed.
(d) Assume limm,n→∞amn = a, and assume that for each fixed m ∈ N, limn→∞(amn)→bm. Show limm→∞bm=a.
(e) Prove that if limm,n→∞amnexists and the iterated limits both exist, then all three limits must be equal.
2.4 The Monotone Convergence Theorem
2.4. The Monotone Convergence Theorem and Infinite Series 57
✲
✛ a• • • • • • ••••••••1 a2 a3 ··· ( )
s−ǫ s+ǫ
❄
aN
s=sup❄ {an:n∈N}
To prove this, letǫ >0. Becausesis the least upper bound for{an:n∈N}, s−ǫ is not an upper bound, so there exists a point in the sequence aN such that s−ǫ < aN. Now, the fact that (an) is increasing implies that if n≥N, thenaN ≤an. Hence,
s−ǫ < aN ≤an≤s < s+ǫ, which implies |an−s|< ǫ, as desired.
The Monotone Convergence Theorem is extremely useful for the study of infinite series, largely because it asserts the convergence of a sequence without explicit mention of the actual limit. This is a good moment to do some prelimi- nary investigations, so it is time to formalize the relationship between sequences and series.
Definition 2.4.3 (Convergence of a Series). Let (bn) be a sequence. An infinite series is a formal expression of the form
∞
n=1
bn=b1+b2+b3+b4+b5+· · ·.
We define the correspondingsequence of partial sums (sm) by sm=b1+b2+b3+· · ·+bm,
and say that the series∞
n=1bn converges to B if the sequence (sm) converges toB. In this case, we write∞
n=1bn=B.
Example 2.4.4. Consider
∞
n=1
1 n2.
Because the terms in the sum are all positive, the sequence of partial sums given by
sm= 1 +1 4 +1
9 +· · ·+ 1 m2
58 Chapter 2. Sequences and Series is increasing. The question is whether or not we can find some upper bound on (sm). To this end, observe
sm = 1 + 1 2·2 + 1
3·3+ 1
4·4 +· · ·+ 1 m2
< 1 + 1 2·1 + 1
3·2+ 1
4·3 +· · ·+ 1 m(m−1)
= 1 +
1−1 2
+
1 2−1
3
+ 1
3 −1 4
+· · ·+ 1
(m−1)− 1 m
= 1 + 1− 1 m
< 2.
Thus, 2 is an upper bound for the sequence of partial sums, so by the Mono- tone Convergence Theorem, ∞
n=11/n2 converges to some (for the moment) unknown limit less than 2. (Finding the value of this limit is the subject of Sections6.1and8.3.)
Example 2.4.5 (Harmonic Series). This time, consider the so-called har- monic series
∞
n=1
1 n.
Again, we have an increasing sequence of partial sums, sm= 1 +1
2 +1
3+· · ·+ 1 m,
that upon naive inspection appears as though it may be bounded. However, 2 is no longer an upper bound because
s4= 1 +1 2 +
1 3 +1
4
>1 +1 2 +
1 4+1
4
= 2.
A similar calculation shows thats8>212, and we can see that in general s2k = 1 +1
2 + 1
3+1 4
+
1
5 +· · ·+1 8
+· · ·+ 1
2k−1+ 1+· · ·+ 1 2k
> 1 +1 2 +
1 4+1
4
+ 1
8 +· · ·+1 8
+· · ·+ 1
2k +· · ·+ 1 2k
= 1 +1 2 + 2
1 4
+ 4
1 8
+· · ·+ 2k−1 1
2k
= 1 +1 2 +1
2+1
2 +· · ·+1 2
= 1 +k 1
2
,
which is unbounded. Thus, despite the incredibly slow pace, the sequence of partial sums of∞
n=11/neventually surpasses every number on the positive real line. Because convergent sequences are bounded, the harmonic series diverges.
2.4. The Monotone Convergence Theorem and Infinite Series 59 The previous example is a special case of a general argument that can be used to determine the convergence or divergence of a large class of infinite series.
Theorem 2.4.6 (Cauchy Condensation Test). Suppose(bn) is decreasing and satisfies bn ≥0 for all n∈N. Then, the series∞
n=1bn converges if and only if the series
∞
n=0
2nb2n=b1+ 2b2+ 4b4+ 8b8+ 16b16+· · · converges.
Proof. First, assume that ∞
n=02nb2n converges. Theorem 2.3.2 guarantees that the partial sums
tk =b1+ 2b2+ 4b4+· · ·+ 2kb2k
are bounded; that is, there exists an M >0 such that tk ≤M for all k ∈N.
We want to prove that∞
n=1bn converges. Becausebn ≥0, we know that the partial sums are increasing, so we only need to show that
sm=b1+b2+b3+· · ·+bm
is bounded.
Fixmand letkbe large enough to ensurem≤2k+1−1. Then,sm≤s2k+1−1 and
s2k+1−1 = b1+ (b2+b3) + (b4+b5+b6+b7) +· · ·+ (b2k+· · ·+b2k+1−1)
≤ b1+ (b2+b2) + (b4+b4+b4+b4) +· · ·+ (b2k+· · ·+b2k)
= b1+ 2b2+ 4b4+· · ·+ 2kb2k=tk.
Thus, sm ≤ tk ≤ M, and the sequence (sm) is bounded. By the Monotone Convergence Theorem, we can conclude that∞
n=1bn converges.
The proof that∞
n=02nb2n diverges implies∞
n=1bn diverges is similar to Example2.4.5. The details are requested in Exercise2.4.9.
Corollary 2.4.7. The series ∞
n=11/np converges if and only ifp >1.
A rigorous argument for this corollary requires a few basic facts about geo- metric series. The proof is requested in Exercise2.7.5at the end of Section2.7 where geometric series are discussed.
Exercises
Exercise 2.4.1. (a) Prove that the sequence defined byx1= 3 and xn+1= 1
4−xn
converges.
60 Chapter 2. Sequences and Series (b) Now that we know limxnexists, explain why limxn+1must also exist and
equal the same value.
(c) Take the limit of each side of the recursive equation in part (a) to explicitly compute limxn.
Exercise 2.4.2. (a) Consider the recursively defined sequencey1= 1, yn+1= 3−yn,
and sety = limyn. Because (yn) and (yn+1) have the same limit, taking the limit across the recursive equation gives y= 3−y. Solving fory, we conclude limyn= 3/2.
What is wrong with this argument?
(b) This time sety1= 1 andyn+1= 3−y1n. Can the strategy in (a) be applied to compute the limit of this sequence?
Exercise 2.4.3. (a) Show that
√2,
! 2 +√
2,
"
2 +
! 2 +√
2, . . . converges and find the limit.
(b) Does the sequence
√2,
! 2√
2,
"
2
! 2√
2, . . . converge? If so, find the limit.
Exercise 2.4.4. (a) In Section1.4we used the Axiom of Completeness (AoC) to prove the Archimedean Property ofR(Theorem1.4.2). Show that the Monotone Convergence Theorem can also be used to prove the Archimedean Property without making any use of AoC.
(b) Use the Monotone Convergence Theorem to supply a proof for the Nested Interval Property (Theorem 1.4.1) that doesn’t make use of AoC.
These two results suggest that we could have used the Monotone Con- vergence Theorem in place of AoC as our starting axiom for building a proper theory of the real numbers.
Exercise 2.4.5(Calculating Square Roots). Letx1= 2, and define xn+1= 1
2
xn+ 2 xn
.
(a) Show that x2n is always greater than or equal to 2, and then use this to prove thatxn−xn+1≥0. Conclude that limxn=√
2.
2.4. The Monotone Convergence Theorem and Infinite Series 61 (b) Modify the sequence (xn) so that it converges to√c.
Exercise 2.4.6(Arithmetic–Geometric Mean). (a) Explain why√xy≤ (x+y)/2 for any two positive real numbersxandy. (The geometric mean is always less than the arithmetic mean.)
(b) Now let 0≤x1≤y1 and define
xn+1=√xnyn and yn+1= xn+yn
2 .
Show limxn and limyn both exist and are equal.
Exercise 2.4.7(Limit Superior). Let (an) be a bounded sequence.
(a) Prove that the sequence defined byyn = sup{ak :k≥n} converges.
(b) Thelimit superior of (an), or lim supan, is defined by lim supan = limyn,
where yn is the sequence from part (a) of this exercise. Provide a reason- able definition for lim infan and briefly explain why it always exists for any bounded sequence.
(c) Prove that lim infan ≤ lim supan for every bounded sequence, and give an example of a sequence for which the inequality is strict.
(d) Show that lim infan= lim supan if and only if liman exists. In this case, all three share the same value.
Exercise 2.4.8. For each series, find an explicit formula for the sequence of partial sums and determine if the series converges.
(a) ∞
n=1
1
2n (b) ∞
n=1
1
n(n+ 1) (c) ∞
n=1
log n+ 1
n
(In (c), log(x) refers to the natural logarithm function from calculus.)
Exercise 2.4.9. Complete the proof of Theorem2.4.6 by showing that if the series ∞
n=02nb2n diverges, then so does ∞
n=1bn. Example 2.4.5 may be a useful reference.
Exercise 2.4.10(Infinite Products). A close relative of infinite series is the infinite product
#∞
n=1
bn=b1b2b3· · ·
which is understood in terms of its sequence ofpartial products pm=
#m
n=1
bn=b1b2b3· · ·bm.
62 Chapter 2. Sequences and Series Consider the special class of infinite products of the form
#∞
n=1
(1 +an) = (1 +a1)(1 +a2)(1 +a3)· · · , wherean ≥0.
(a) Find an explicit formula for the sequence of partial products in the case where an = 1/nand decide whether the sequence converges. Write out the first few terms in the sequence of partial products in the case where an = 1/n2and make a conjecture about the convergence of this sequence.
(b) Show, in general, that the sequence of partial products converges if and only if∞
n=1an converges. (The inequality 1 +x≤3x for positivexwill be useful in one direction.)