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Lesson 49 — Limit of Sequences (Formalized)

Rigorous definition of sequence limit. Convergence, divergence. Bolzano-Weierstrass, Cauchy, monotone bounded.

Used in: 2.º ano do programa (17 anos) · Equiv. Math III japonês cap. 6 · Equiv. Klasse 12 LK Análise alemã · Equiv. H2 Math singapurense — Sequences & Series

limnan=L    ε>0,NN:nNanL<ε\lim_{n \to \infty} a_n = L \iff \forall \varepsilon > 0, \exists N \in \mathbb{N} : n \geq N \Rightarrow |a_n - L| < \varepsilon
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Rigorous notation, full derivation, hypotheses

Sequences, convergence, and theorems

Key theorems

TheoremStatement
UniquenessThe limit, if it exists, is unique
Arithmeticlim(an±bn)=liman±limbn\lim(a_n \pm b_n) = \lim a_n \pm \lim b_n, etc.
Squeezeanbncna_n \leq b_n \leq c_n, liman=limcn=Llimbn=L\lim a_n = \lim c_n = L \Rightarrow \lim b_n = L
Monotone boundedIncreasing bounded above converges
Bolzano-WeierstrassA bounded sequence has a convergent subsequence
Cauchyana_n converges     \iff it is Cauchy

Cauchy

In R\mathbb{R}: Cauchy     \iff convergent (completeness). In Q\mathbb{Q}: not every Cauchy converges (ana_n approximating 2\sqrt 2).

Monotonicity + boundedness

  • (an)(a_n) increasing and bounded above \Rightarrow converges to supan\sup a_n.
  • (an)(a_n) decreasing and bounded below \Rightarrow converges to infan\inf a_n.

Subsequences

(ank)(a_{n_k}) is a subsequence of (an)(a_n) if n1<n2<n_1 < n_2 < \ldots. liman=Llimank=L\lim a_n = L \Rightarrow \lim a_{n_k} = L for every subsequence.

Divergent sequences

  • an=(1)na_n = (-1)^n: oscillates between 1-1 and 11. Subsequences converge (to ±1\pm 1), but ana_n does not.
  • an=na_n = n: grows without bound (+\to +\infty).
  • an=nsin(n)a_n = n \sin(n): irregular behavior, no limit.

Recursive sequences

an+1=f(an)a_{n+1} = f(a_n), a0a_0 given. The limit, if it exists, is a fixed point of ff: L=f(L)L = f(L).

Exercise list

42 exercises · 10 with worked solution (25%)

Application 30Understanding 3Modeling 6Proof 3
  1. Ex. 49.1ApplicationAnswer key
    lim1/n\lim 1/n. Prove via ε-N: for \eps\eps, N=1/\epsN = \lceil 1/\eps \rceil.
  2. Ex. 49.2Application
    lim(n+1)/n\lim (n+1)/n. (Ans: 1.)
  3. Ex. 49.3Application
    lim(2n2)/(n2+1)\lim (2n^2)/(n^2 + 1). (Ans: 2.)
  4. Ex. 49.4Application
    lim(1)n\lim (-1)^n — converges?
  5. Ex. 49.5Application
    lim(1)n/n\lim (-1)^n/n.
  6. Ex. 49.6Application
    limsin(n)/n\lim \sin(n)/n via squeeze.
  7. Ex. 49.7Application
    lim(1+1/n)n=e\lim (1 + 1/n)^n = e.
  8. Ex. 49.8Application
    limnk/an\lim n^k / a^n for a>1a > 1. (Ans: 0.)
  9. Ex. 49.9Application
    liman/n!\lim a^n/n! for a>0a > 0. (Ans: 0.)
  10. Ex. 49.10ApplicationAnswer key
    limn1/n\lim n^{1/n}. (Ans: 1.)
  11. Ex. 49.11Application
    a1=1,an+1=(an+2/an)/2a_1 = 1, a_{n+1} = (a_n + 2/a_n)/2. liman=?\lim a_n = ? (Ans: 2\sqrt 2.)
  12. Ex. 49.12Application
    Harmonic sequence Hn=1+1/2++1/nH_n = 1 + 1/2 + \ldots + 1/n — converges?
  13. Ex. 49.13ApplicationAnswer key
    limcos(nπ)/n\lim \cos(n\pi)/n. (Ans: 0.)
  14. Ex. 49.14Application
    limn!/nn\lim n!/n^n. (Ans: 0.)
  15. Ex. 49.15Application
    lim(n!)1/n/n\lim (n!)^{1/n}/n. (Ans: 1/e1/e, via Stirling.)
  16. Ex. 49.16Application
    lim(3n+4n)1/n\lim (3^n + 4^n)^{1/n}. (Ans: 4.)
  17. Ex. 49.17ApplicationAnswer key
    limnsin(1/n)\lim n \sin(1/n). (Ans: 1.)
  18. Ex. 49.18Application
    lim(lnn)/n\lim (\ln n)/n.
  19. Ex. 49.19Application
    lim(n+1n)\lim (\sqrt{n+1} - \sqrt n). (Ans: 0.)
  20. Ex. 49.20ApplicationAnswer key
    limn(n+1n)\lim n(\sqrt{n+1} - \sqrt n). (Ans: 1/21/2.)
  21. Ex. 49.21Application
    an+1=2+ana_{n+1} = \sqrt{2 + a_n}, a0=1a_0 = 1. Show convergence and compute LL. (Ans: 2.)
  22. Ex. 49.22Application
    an+1=(an+3)/2a_{n+1} = (a_n + 3)/2, a0=0a_0 = 0. Compute LL. (Ans: 3.)
  23. Ex. 49.23Application
    an+1=an2/2a_{n+1} = a_n^2/2, a0=1a_0 = 1. Converges?
  24. Ex. 49.24Application
    Normalized Fibonacci: fn+1/fnφ=(1+5)/2f_{n+1}/f_n \to \varphi = (1+\sqrt 5)/2. Show.
  25. Ex. 49.25Application
    an=k=1n1/k2a_n = \sum_{k=1}^n 1/k^2. Converges? (Ans: Yes, to π2/6\pi^2/6.)
  26. Ex. 49.26ApplicationAnswer key
    an=k=1n1/ka_n = \sum_{k=1}^n 1/k. Converges? (Ans: No — harmonic diverges.)
  27. Ex. 49.27ApplicationAnswer key
    Show that an increasing bounded-above sequence is Cauchy.
  28. Ex. 49.28Application
    Show that an=na_n = n is not Cauchy.
  29. Ex. 49.29Application
    Show that an=(1)na_n = (-1)^n has two convergent subsequences (to 11 and 1-1).
  30. Ex. 49.30Application
    an=(1+1/n)n+1a_n = (1 + 1/n)^{n+1} — limit? Difference from (1+1/n)n(1 + 1/n)^n?
  31. Ex. 49.31Modeling
    Newton iteration for 5\sqrt 5: an+1=(an+5/an)/2a_{n+1} = (a_n + 5/a_n)/2. Compute a5a_5 from a0=2a_0 = 2.
  32. Ex. 49.32Modeling
    In ML, gradient descent: wn+1=wnαf\mathbf{w}_{n+1} = \mathbf{w}_n - \alpha \nabla f. Converges if α<2/L\alpha < 2/L, LL Lipschitz constant.
  33. Ex. 49.33Modeling
    Continuous compounding: Vn=V0(1+r/n)nV_n = V_0 (1 + r/n)^n, VnV0erV_n \to V_0 e^r — fundamental limit.
  34. Ex. 49.34Modeling
    Discrete radioactive decay: Nn+1=Nn(1λΔt)N_{n+1} = N_n (1 - \lambda \Delta t). Continuous limit.
  35. Ex. 49.35Modeling
    Binomial \to Poisson distribution: (nk)pk(1p)nk\binom{n}{k} p^k (1-p)^{n-k} with np=λnp = \lambda fixed, nn \to \infty. Result.
  36. Ex. 49.36ModelingAnswer key
    Logistic map xn+1=rxn(1xn)x_{n+1} = r x_n (1 - x_n). For r=2r = 2, compute the limit. For r=3.5r = 3.5? (Ans: cycle of 4.)
  37. Ex. 49.37Understanding
    Prove lim1/n=0\lim 1/n = 0 via ε-N.
  38. Ex. 49.38Understanding
    Show that monotone increasing and bounded converges.
  39. Ex. 49.39UnderstandingAnswer key
    Show that every Cauchy is bounded.
  40. Ex. 49.40Proof
    Prove uniqueness of the limit.
  41. Ex. 49.41ProofAnswer key
    Prove the squeeze theorem for sequences.
  42. Ex. 49.42Proof
    Prove Bolzano-Weierstrass: a bounded sequence in R\mathbb{R} has a convergent subsequence.

Sources

Updated on 2026-04-30 · Author(s): Clube da Matemática

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