Category Archives: Infinitesimal calculus

The infinitesimal calculus, or calculus of the infinitesimal is a very important part of modern mathematics

Successions

Successions

Think that are the inheritance

Informally, a succession of real numbers is a list limited by numbers .entry-meta 8 (where n indicates the place in the number .entry-meta 7 list); it's obvious that this is a real function with domain .entry-meta 6

Succession

A succession of elements of a set is an application domain .entry-meta 5 and codomain said set. In particular, a sequence of real numbers is a real function with domain .entry-meta 4, that is, an application .entry-meta 3

Traditionally, the value that a succession takes in each .entry-meta 2 it is denoted by .entry-meta 1, instead of .entry-meta 0 like any other function. We will usually refer to .entry-header 9 with the name of the nth term of a succession, but it should not be overlooked that each term carries a double information: its value and the n place it occupies

As the domain .entry-header 8 is common to all successions, rather than using notation .entry-header 7, is more common to find notations of the type .entry-header 6 or .entry-header 5 or .entry-header 4, if it does not lead to confusion, or similar, with greater emphasis on the terms

Although notation may lead to confusion, it should not be necessary to insist on the difference between succession and the set of values that the succession takes, which is the same as between any function and its set of values (image set or range); note, for example, that a succession always has infinite terms even if it takes a single value, as is the case with constant successions

Successions are indicated by giving a formula that defines the term nth, the most common being:

  • Constant succession:
    .entry-header 3, where a is a prefixed real number and consists of the terms .entry-header 2
  • Succession of natural numbers:
    .entry-header 1, consists of the terms .entry-header 0
  • Succession of fractional numbers:
    .entry-content 9, consists of the terms .entry-content 8
  • Succession of 1, -1:
    .entry-content 7, consists of the terms .entry-content 6
  • Complex algebraic successions:
    Formulas do not have to refer only to simple algebraic operations. For example, the succession of decimal approximations of .entry-content 5, consists of the terms .entry-content 4

    We can give an explicit formula for the nth term with the help of the entire part function, even if we did not know how to write all the figures of the term, for example, a million

    Specifically, for each .entry-content 3, .entry-content 2 where .entry-content 1

    The fact that this formula does not provide a computational algorithm for the .entry-content 0 it does not prevent that these are defined without ambiguity and without any exception

  • Recurring successions:
    This name is given successions whose terms are defined according to the above (by means of an inductive or recursive definition). An example of this type is the succession of Fibonacci:

    #post-3278 9, consists of the terms #post-3278 8

  • Succession of non-mathematical
    The rule that defines a succession does not have to be of a strictly mathematical character. For example, we can define a succession as follows:

    #post-3278 7

    Or any other condition allowing to ensure that for each #post-3278 6 is associated with it without exception, unequivocally a single perfectly defined real number

  • Succession, which is exactly a set numerical
    There are successions whose rank is exactly #post-3278 5 or #post-3278 4; the usual construction is done through The Diagonal Process of Cantor

    #post-3278 3

    This construction, which supports repeated, allows to prove that the whole of the rationals is numerable; that is, its cardinal matches that of the natural

  • Limit of the succession

    A succession #post-3278 2 it is said convergent if there is a real number such that for each #post-3278 1 you can find a natural number #post-3278 0 so as long as .entry-meta 9 check .entry-meta 8

    It is then said that the number is limit of the succession .entry-meta 7 and writes .entry-meta 6. We'll also say that .entry-meta 5 converges the number to

    The expression .entry-meta 4 is used to indicate that the sequence of nth term .entry-meta 3 is convergent and has the limit

    Remember that the inequality .entry-meta 2 it is equivalent to the two inequalities .entry-meta 1 that are equivalent to the inequalities .entry-meta 0

    • The constant succession .entry-header 9 converges to the number .entry-header 8
    • The succession .entry-header 7 converges to 0 (as a result of The Archemedian property)
    • The succession .entry-header 6 is not convergent if I had limit 1, taking .entry-header 5 in defining limit, it would have to be .entry-header 4 for all n big enough; However .entry-header 3 for all odd n'n. And if I had a limit .entry-header 2, taking .entry-header 1, it would have to be .entry-header 0 for all n big enough; However .entry-content 9 for all n pairs

      Conclusion: the succession has no limit

    • The succession .entry-content 8 can't be convergent, because if I had a limit to, taking .entry-content 7 in the definition of convergence, for some N would have to be .entry-content 6 as long as n was greater than N, which is impossible (as a result of Archimadian property)

    Proposition: uniqueness of the boundary of a succession

    It .entry-content 5 a succession convergent and .entry-content 4 such that .entry-content 3 then .entry-content 2

    Demonstration

    Since a and b are the limits of the succession .entry-content 1Dice .entry-content 0 there will be N and N' such that

    #post-6587 9


    Then #post-6587 8, therefore #post-6587 7

    Conclusion: the limit of a sequence converging is the unique real number to which the succession converges

    Succession bounded

    A succession #post-6587 6 it is said that is bounded superiorly if there is a number #post-6587 5 such that for all #post-6587 4

    It is said that is bounded inferiorly if there is a number #post-6587 3 such that for all #post-6587 2

    It is said that is limited if it's top and bottom. It is equivalent to saying that there is a number #post-6587 1 such that for all #post-6587 0

    Proposition: Convergent and bounded

    The whole succession is convergent it is bounded

    Demonstration

    It .entry-meta 9 a sequence converging to a number .entry-meta 8

    We take .entry-meta 7 in the definition of limit, and there will be some .entry-meta 6 such that .entry-meta 5 for all .entry-meta 4

    If .entry-meta 3 you have to .entry-meta 2, that is to say, .entry-meta 1 for all .entry-meta 0

    Conclusion: the succession is bounded

    Succession monotonous

    A succession .entry-header 9 it is monotonically non decreasing if .entry-header 8 verified .entry-header 7

    A succession .entry-header 6 it is monotonically non-increasing if .entry-header 5 verified .entry-header 4

    A succession .entry-header 3 it is strictly increasing if .entry-header 2 verified .entry-header 1

    A succession .entry-header 0 it is strictly decreasing if .entry-content 9 verified .entry-content 8

    A succession is monotonous if you meet any of the above cases

    Proposition: equivalence with convergence at 0

    If .entry-content 7 it is a succession bounded and .entry-content 6 is a convergent succession to 0, succession .entry-content 5 converges to 0

    Demonstration

    It .entry-content 4 such that .entry-content 3

    Using the definition of convergence of .entry-content 2 for .entry-content 1 you have to .entry-content 0

    Conclusion: #post-6613 9 converges to 0

    Proposition: convergent if lying above or below

    • It #post-6613 8 a non-decreasing monotonous succession. Then #post-6613 7 is convergent if and only if it is lying down higher, in which case #post-6613 6
    • It #post-6613 5 a monotonous non-increasing succession. So #post-6613 4 is convergent if and only if it is bounded below, in which case #post-6613 3

    Demonstration: A

    It #post-6613 2 a non-decreasing monotonous succession. If the succession converges then it is bound (above); this demonstrates an implication of section A

    Now suppose that the succession is superiorly bound, be it to its supreme and we will see that the succession converges to the point a

    It #post-6613 1 and as #post-6613 0, the number .entry-meta 9 it may not be an upper bound of the sequence and therefore there will be some .entry-meta 8 such that .entry-meta 7

    As succession is non-diminishing, for every .entry-meta 6 you have to .entry-meta 5 and therefore, .entry-meta 4

    Conclusion: the succession converges to the point

    Demonstration: B

    It .entry-meta 3 an unsrising monotonous succession. If the succession converges then it is bound (lower); this demonstrates an implication of paragraph B

    Now suppose the succession is lower, be b its limit and we will see that the succession converges to point b

    It .entry-meta 2 and as .entry-meta 1, the number .entry-meta 0 may not be a lower bound of the sequence and therefore there will be some .entry-header 9 such that .entry-header 8

    As succession is non-increasing, for every .entry-header 7 you have to .entry-header 6 and therefore, .entry-header 5

    Conclusion: the succession converges to point b

    Proposition: Converging succession equivalences

    Are .entry-header 4 and .entry-header 3 succession are convergent with limits .entry-header 2, .entry-header 1 and .entry-header 0

    • .entry-content 9 is convergent and has limit .entry-content 8
    • .entry-content 7 is convergent and has limit .entry-content 6
    • .entry-content 5 is convergent and has limit .entry-content 4
    • If the succession .entry-content 3 contains no terms null and .entry-content 2 then .entry-content 1 is convergent and has limit .entry-content 0

    Demonstration: A

    It #post-6646 9
    #post-6646 8 such that #post-6646 7 with #post-6646 6
    #post-6646 5 such that #post-6646 4 with #post-6646 3
    Then #post-6646 2, therefore if #post-6646 1 is true that #post-6646 0 < .pagination 9

    Conclusion: the succession .pagination 8 is convergent and has limit .pagination 7

    Demonstration: B

    If .pagination 6 the result is trivial. So we'll assume that .pagination 5
    .pagination 4 such that .pagination 3 then .pagination 2
    Then .pagination 1

    Conclusion: the succession .pagination 0 is convergent and has limit .navigation 9

    Demonstration: C

    It .navigation 8
    .navigation 7 such that .navigation 6 with .navigation 5
    .navigation 4 such that .navigation 3 with .navigation 2
    Then .navigation 1

    Conclusion: the succession .navigation 0 is convergent and has limit #content 9

    Demonstration: D

    It #content 8
    #content 7

    Then #content 6 such that if #content 5 you have to #content 4

    By be #content 3 and #content 2 inheritance of convergent #content 1 such that #content 0 and #primary 9

    Then for the limit #primary 8 #primary 7 such that if #primary 6 you have to #primary 5

    Then for the limit #primary 4 #primary 3 such that if #primary 2 you have to #primary 1

    Then #primary 0, therefore if #primary-sidebar 9 is true that #primary-sidebar 8

    Conclusion: the succession #primary-sidebar 7 is convergent and has limit #primary-sidebar 6

    Proposition: existence of limited intervals in convergent successions

    Are #primary-sidebar 5 and #primary-sidebar 4 convergent successions and #primary-sidebar 3

    Then #primary-sidebar 2

    Demonstration

    The succession #primary-sidebar 1 meets inequality #primary-sidebar 0 and converges to #secondary 9

    We replace inequality #secondary 8, therefore it is fulfilled that #secondary 7

    Conclusion: the bounded interval exists #secondary 6 for convergent successions #secondary 5 and #secondary 4

    Cantor's Theorem of embedded intervals

    As a result of the proposition of limited intervals in convergent successions we can list the Theorem of Cantor of the fitted intervals so that the intersection is formed by a single point

    #secondary 3, it #secondary 2 a closed interval

    Suppose that #secondary 1 that is to say #secondary 0 and that in addition #main 9

    Then #main 8 where #main 7

    Demonstration

    By hypothesis, succession #main 6 is monotonous, non-decreasing and quoted superiorly (for example #main 5), therefore converging #main 4

    Similarly, succession #main 3 converges to #main 2 and by the previous proposition #main 1

    We replace the condition #main 0 that assures us that .site-info 9 and that .site-info 8

    With what is proven the Cantor's Theorem of embedded intervals

    Proposition: Sandwich Rule

    Are .site-info 7, .site-info 6 and .site-info 5 and .site-info 4

    If .site-info 3 and .site-info 2 are convergent successions and .site-info 1

    Then .site-info 0 is also convergent and #colophon 9

    Demonstration

    It #colophon 8, by the definition of limit #colophon 7

    That is to say #colophon 6

    Similarly #colophon 5

    So if #colophon 4 you have to #colophon 3 or what's equivalent #colophon 2

    With what we've tried the Sandwich Rule

Convergence

Convergence

We are going to deal with the convergence of sequences deduced linearly from others based on the book by Julio Rey Pastor, Algebraic Analysis

General Criterion

Theorem

It #colophon 1 with #colophon 0 a convergent limit sequence #page 9 and we consider the coefficients #page 8 with #page 7 that verify:

  • #page 6
  • #page 5
  • And if the #page 4 they are not positive, in addition, #page 3

Demonstration

Given that #page 2

If we use #page 1, we have to given #page 0, googleoff: all9 such that googleoff: all8, googleoff: all7 with K the value of property C)

For property A) there will be a value googleoff: all6, so we will take a value greater than googleoff: all5 such that googleoff: all4, googleoff: all3 and googleoff: all2

By property B) we can deduce that there will be googleoff: all1, so we will take a value greater than googleoff: all0 such that googleon: all9, googleon: all8

Using the previous results and the triangular inequality we have:

googleon: all7

Applying property C) in the last step, with which we have tested the general criterion

Notes on the general criterion

Let us consider a matrix with infinite rows and columns, in such a way that in the nth row we place the values googleon: all6 with googleon: all5 and we complete the row with 0
googleon: all4

With this matrix A, the sequence googleon: all3 defined in the previous proof is obtained as:

googleon: all2

It is interesting that property A) of the theorem is telling us that each column of matrix A tends to 0 when googleon: all1

Property B) tells us that if we add the elements of each row and calculate the limit of those sums, when googleon: all0, the limit is \lambda

Consequences of the general criterion

Properly applying the general criterion we can deduce some interesting results, some of them already known and others totally new

Limit of the arithmetic mean and the geometric mean of a sequence

Let's take \lambda_{i,n}=\frac{1}{n} with i=1, \cdots, n

Whose positive coefficients satisfy A) and \lambda_{1,n} + \lambda_{2,n} + \cdots + \lambda_{n,n} = \frac{1}{n} + \cdots + \frac{1}{n} = 1, then satisfy B) when \lambda = 1

If we consider a sequence (a_n)_{n\geq 1} with limit \alpha, by the general criterion it will fulfill that:

\underset {n \to \infty} {\lim} \frac{a_1 + \cdots + a_n}{n} = \alpha

That is, if the sequence has a limit, the sequence of the arithmetic means of the first n terms have the same limit (Rey Pastor attributes this result to Cauchy)

Furthermore, if a_n > 0, taking logarithms, it will satisfy that:

\underset {n \to \infty} {\lim} \sqrt[n]{a_1 + \cdots + a_n} = \exp (\underset {n \to \infty} {\lim} \frac{\log a_1 + \cdots + \log a_n}{n}) = \exp (\log \alpha ) = \alpha

If we consider a positive sequence with limit, the sequence of geometric means of the first n terms have the same limit

Finally, given a sequence (b_n)_{n\geq 1}, if we apply the criterion of geometric means taking a_1 = b_1 and a_n = \frac{b_n}{b_{n-1}} (in this specific case we have to \sqrt[n]{a_1 + \cdots + a_n} = \sqrt[n]{b_n}), will fulfill that:

\underset {n \to \infty} {\lim} \frac{b_n}{b_{n-1}} = b \Rightarrow \underset {n \to \infty} {\lim} \sqrt[n]{b_n} = b

Stolz criterion

The Stolz criterion is a particular case of convergence of a series deduced linearly from another

It (b_n)_{n\geqslant 1} a succession of positive terms such that B_n = b_1 + \cdots + b_n\to \infty, n \to \infty and (a_n)_{n\geqslant 1} a convergent sequence with limit \alpha, will fulfill that:

\underset {n \to \infty} {\lim} \frac{a_1 \cdot b_1 + \cdots + a_n \cdot b_n}{B_n} = \alpha

Following the general criterion we take \lambda_{i,n} = \frac{b_i}{B_n}, for i = 1, \cdots, n, will fulfill that:

\underset {n \to \infty} {\lim} \frac{b_i}{B_n} = 0

So A) of the general criterion is met and \lambda_{1,n} + \lambda_{2,n} + \cdots + \lambda_{n,n} = \frac{b_1 + \cdots + b_n}{B_n} = 1, so B is also true)

In particular, given a sequence (d_n)_{n\geqslant 1} and (b_n)_{n\geqslant 1}, taking the previous result a_n = \frac{d_n}{b_n}, it follows that:

\underset {n \to \infty} {\lim}\frac{d_n}{b_n} = l \Longrightarrow \underset {n \to \infty} {\lim}\frac{d_1 + \cdots + d_n}{b_1 + \cdots + b_n} = l

And if we take a succession (B_n)_{n\geqslant 1} divergent, shall comply with the fact that:

\underset {n \to \infty} {\lim}\frac{D_1 + \cdots + D_n}{B_1 + \cdots + B_n} = l \Longrightarrow \underset {n \to \infty} {\lim}\frac{D_n}{B_n} = l

It will be enough for us to take d_n = D_n - D_{n-1} for the previous case

This result is known as the Strolz criterion

Consequence I

Are (a_n)_n{n\geqslant 1} and (b_n)_n{n\geqslant 1} two sequences such that A_n = a_1 + \cdots + a_n and B_n = b_1 + \cdots + b_n

If \underset {n \to \infty} {\lim}A_n = A, \underset {n \to \infty} {\lim} B_n = B and \left\|b_1\right\| + \cdots + \left\|b_n\right\| \leqslant K, will fulfill that:

\underset {n \to \infty} {\lim} A_1 \cdot b_n + A_2 \cdot b_{n-1} + \cdots + A_n \cdot b_1 = A \cdot B

This result is a consequence of the general criterion taking \lambda_{i,n} = b_{n-i+1} with i = 1, \cdots, n

Taking into account that \underset {n \to \infty} {\lim}b_{n-i+1} =\underset {n \to \infty}B_{n-i+1} - B_{n-i} = B - B = 0, which implies A)

Of the condition \underset {n \to \infty} {\lim} B_n = B B) and C) are deduced (in this case we should have checked that they were positive, so we use the condition \left\|b_1\right\| + \cdots + \left\|b_n\right\| \leqslant K)

Consecuencia II

Are (a_n)_n{n\geqslant 1} and (b_n)_n{n\geqslant 1} two sequences such that \underset {n \to \infty} {\lim}a_n = \alpha and \underset {n \to \infty} {\lim}b_n = \beta, will fulfill that:

\underset {n \to \infty} {\lim} a_1 \cdot b_n + a_2 \cdot b_{n-1} + \cdots + a_n \cdot b_1 = \alpha \cdot \beta

This result is a consequence of the general criterion taking \lambda_{i,n} = \frac{b_{n-i+1}}{n}

To check A) we must observe the convergence of the sequence b_n that assures us that \left\|b_n\right\|\leqslant C, then \left\|\lambda_{i,n}\right\|\leqslant \frac{C}{n}\to 0, n\to\infty

If we apply the Stolz criterion we can check B) (we could also have applied the arithmetic means criterion):

\underset {n \to \infty} {\lim} \lambda_{1,n} + \lambda_{2,n} + \cdots +\lambda_{n,n} = \underset {n \to \infty} {\lim} \frac{b_1 + \cdots + b_n}{n} = \underset {n \to \infty} {\lim} b_n = \beta

Condition C) is again a consequence of the constraint of the sequence b_n since it is fulfilled that \left\| \lambda_{1,n} \right\| + \left\| \lambda_{2,n} \right\| + \cdots + \left\| \lambda_{n,n} \right\| \leqslant C \cdot (\frac{1}{n} + \cdots + \frac{1}{n}) = C

Subsuccessions

Subsuccessions

Subsucessions arise from extracting new sequences, whose terms are from the original sequence and in the same order

That is, we take infinite terms, skipping some, but without going back

For example, given the succession:

s_1, s_2, s_3, s_4, s_5, s_6, s_7, s_8, s_9, \cdots, s_n, \cdots

And now we are left with the terms that occupy the odd position:

s_1, s_3, s_5, s_7, s_9, \cdots, s_{2 \cdot n + 1}, \cdots

And now we are left with the terms that occupy the even position:

s_2, s_4, s_6, s_8, s_{10}, \cdots, s_{2 \cdot n}, \cdots

Both the odd and even sequence are subsuccessions of our initial succession

Many different ways can be devised to extract successions from the initial sequence with this procedure.

Dividing the initial sequence into subsucessions, allows us to demonstrate properties of the theory of real functions of real variables, in a simpler way than if we would do it directly on the function

Definition of subsuccession

Given a succession (s_n), it is said that another succession (t_n) is a subsuccession of (s_n) if there is a function \varphi | \mathbb{N} \to \mathbb{N} strictly increasing, that is:

\varphi(1) < \varphi(2) < \varphi(3) < \cdots < \varphi(n) < \varphi(n + 1) < \cdots, \forall n \in \mathbb{N} | t_n = s_{\varphi(n)}

From the definition of limit, it is easy to verify that if a succession is convergent, any subsucession of its will be convergent and will have the same limit

Examples

  • It n_0 \in \mathbb{N} | \varphi(n) = n + n_0 and continuing with the initial succession of the example, the subsuccession is obtained:

    s_{n_0 + 1}, s_{n_0 + 2}, s_{n_0 + 3} + s_{n_0 + 4} + s_{n_0 + 5} + s_{n_0 + 6} + s_{n_0 + 7} + s_{n_0 + 8} + s_{n_0 + 9} + \cdots + s_{n_0 + n}, \cdots

    What is obtained from the initial by suppressing the n_0 terms

  • The nth term succession t_n = 4 \cdot n^{2} is a subsuccession of the nth term s_n = (-1)^n \cdot n^2, how can we check if we take \varphi(n) = 2\cdot n

  • The succession (1, \frac{1}{3}, \frac{1}{2}, \frac{1}{4}, \frac{1}{5}, \frac{1}{6}, \frac{1}{7}, \frac{1}{8}, \frac{1}{9}, \cdots, \frac{1}{n}, \cdots) is not a subsuccession of \left ( \frac{1}{n} \right )^\infty_{n=1}, since although they have the same terms, they do not have the same order

    The succession (1, 0, \frac{1}{3}, 0, \frac{1}{5}, 0, \frac{1}{7}, 0, , \cdots, \frac{1 + (-1)^{n + 1})}{2\cdot n}, \cdots) nor is it a subsuccession of \left ( \frac{1}{n} \right )^\infty_{n=1}, since although they have the same terms, it alternates between values ​​with 0, breaking the order

  • Every subsuccession is a subsuccession of itself (reflective property)

    It also complies with the transitive property: if (u_n) is a subsuccession of (t_n) and (t_n) is a subsuccession of (s_n), which in turn is a subsuccession of (s_n)

  • In C) we have seen that \left ( (-1)^n \right ) is not a convergent succession

    However, the subsuccession of its even terms converges to 1 and the subsuccession of its odd terms converges to -1

  • The succession (x^n) for x \in [0, 1) converges to 0, since it is convergent and \underset {n \to \infty} {\lim} x^n = a, we see that \underset {n \to \infty} {\lim} x^{n+1} = a\cdot x

    Even though (x^{n+1}) is a subsuccession of (x^n) (the one that corresponds to \varphi(n) = n + 1 in the definition), then your limit will be \underset {n \to \infty} {\lim} x^{n + 1} = a, with a \cdot x = a and as x\neq 1 then a = 0

  • The diagonal numbering of all rational numbers form a succession (s_n) which is not convergent

    But it has a surprising property, it has convergent subsucessions to any real number

    Given \alpha \in \mathbb{R}, we will build a subsuccession (s_{n_k}) such that \left \| s_{n_k} - \alpha \right \| < \frac{1}{k}, k\geq 1 and therefore convergent to \alpha

    To find the subsuccession we will proceed by induction over k

    We select n_1 such that \left \| s_{n_1} - \alpha \right \| < 1, this is possible since in the interval (\alpha - 1, \alpha + 1) there are infinite rational numbers

    Suppose we have already chosen n_1 < n_2 < \cdots < n_k such that \left \| s_{n_j} - \alpha \right \| < \frac{1}{j}, j = 1, 2, \cdots, k

    Since in an interval \left (\frac{\alpha - 1}{k + 1}, \frac{\alpha + 1}{k + 1} \right ) there are infinite rational numbers, we can choose n_{k + 1} > n_k such that s_{n_{k+1}} belongs to that interval and, therefore, \left \| s_{n_{k + 1}} - \alpha \right \| < \frac{1}{k + 1}

    Through this procedure we have constructed a subsuccession of (s_n) such that \underset {k \to \infty} {\lim} s_{n_k} = \alpha

An observation that can be useful in some circumstances:

If the subsuccessions (s_{2_n}) and (s_{n + 1}) are convergent to the same value, then the subsuccession (s_n) will be convergent and its limit will coincide with that of the subsuccessions

Theorem of Bolzano-Weierstrass

Every bounded sequence has a convergent subsuccession

Lemma of Theorem of Bolzano-Weierstrass

Every subsuccession has a monotonous subsuccession

Proof of the Lemma of Theorem of Bolzano–Weierstrass

We will call peak point of a succession (a_n), \forall n\in \mathbb{N}|a_m < a_n with m > n

We distinguish between the following cases:

  • The sequence has infinite peak points

    If n_1 < n_2 < n_3 < \cdots are the infinite peak points of the succession, you have to a_1 > a_2 > a_3 > \cdots, so that (a_{n_k}) is a decreasing subsuccession, and therefore, it is the monotonous subsuccession we were looking for

  • The succession has a finite set of summit points

    It n_1 higher than all peak points

    As n_1 it is not a peak point, \exists n_2 > n1\rightarrow a_{n_2}\geq a_{n_1}

    As n_2 is not a peak point (since it was greater than n_1, and therefore greater than all the peak points), \exists n_3 > n2\rightarrow a_{n_3}\geq a_{n_2}

    Continuing with this series we will be able to build (a_{a_k}) which is a non decreasing subsuccession, which is what we were looking for

Proof of Theorem of Bolzano-Weierstrass

It (s_n) a bounded succession

By the Lemma of Theoremof Bolzano-Weierstrass , it will possess a monotonous subsucession (s_{\varphi_(n)})

As the succession is bounded, the succession will also be bounded, and therefore also convergent. Thus being demonstrated

Cauchy successions

A succession (s_n)^\infty_{n=1} it is said to be from Cauchy if \forall \epsilon > 0, \exists N \in \mathbb{N}|n,m > N\Rightarrow \left \| s_n - s_m \right \| < \epsilon

If we take for example \epsilon=1 in the definition of Cauchy succession, we inferred that if \exists N \in \mathbb{N}|n > N\Rightarrow \left \| s_n - s_{N + 1} \right \| < 1

From this fact we can immediately deduce that a Cauchy succession is always bounded

Proposition

A succession is convergent if and only if it is Cauchy's

Demonstration of the proposition

Are s_n \to a \in \mathbb{R} and \epsilon > 0

By definition of limit \exists N \in \mathbb{N} | n > N\Rightarrow \left \| s_n - a \right \| < \frac{\epsilon }{2}

Therefore, if n, m > N \Rightarrow \left \| s_n - s_m \right \| = \left \| s_n - a + a - s_m \right \| \leq \left \| s_n - a \right \| + \left \| s_m - a \right \| < \frac{\epsilon }{2} + \frac{\epsilon }{2} = \epsilon

Consevered, either (s_n) a Cauchy succession, by the theorem of Bolzano–Weierstrass is bounded and assures us of the existence of a subsucession (s_{\varphi(n)}) convergent to a a \in \mathbb{R}

Given \forall \epsilon > 0, \exists N \in \mathbb{N}|n,m > N\Rightarrow \left \| s_n - s_m \right \| < \frac{\epsilon }{2}

In particular, we need to \left \| s_n - s_{\varphi(n)} \right \| > \frac{\epsilon }{2}

If we take the limit in m we have that if n > N\Rightarrow \left \| s_n - a \right \| \leqslant \frac{\epsilon }{2} < \epsilon

Thus it is shown that if the succession is Cauchy, it is also convergent

Infinite limits

Infinite limits

Given (s_n) divergent succession to +\infty, we will denote it as:

\underset {n \to \infty} {\lim} s_n = +\infty if \forall M \in \mathbb{R}, \exists N \in \mathbb{N} |n < \overset{n}{N}\Rightarrow s_n > M

Given (s_n) divergent succession to -\infty, we will denote it as:

\underset {n \to \infty} {\lim} s_n = -\infty if \forall M \in \mathbb{R}, \exists N \in \mathbb{N} |n > N\Rightarrow s_n < \overset{n}{M}

A divergent succession is a sequence that diverges to +\infty or -\infty

The successions that are not convergent nor divergent are called oscillating

Henceforth, we will say that a succession has limit if it is convergent or divergent, that is, it is not oscillating

The limit remains unique:

If a, b \in \mathbb{R} \cup \left \{ +\infty, -\infty \right \} \left\{\begin{matrix} \underset {n \to \infty} {\lim} s_n = a \\ \underset {n \to \infty} {\lim} s_n = b \end{matrix}\right. \Rightarrow a = b

To the inheritance of convergent we will refer to as finite limit successions and to the divergent successions as successions with infinite limit

From the definition of divergent succession it can be inferred immediately that if a succession is monotonically non decreasing or not growing and not bounded above or inferiorly then diverges to +\infty or -\infty

Proposition

Every monotone succession has a limit (finite if bounded, infinite otherwise)

Example

We saw earlier that the succession H_n = 1 + \frac{1}{2} + \frac{1}{3} + \cdots + \frac{1}{n} + \cdots of n-th term was monotonous, strictly growing and was not bounded above

Then it is divergent and by the proposition, it will have limit, which in this case will be +\infty

Results on divergent successions

  • Any sub-succession of a divergent succession to +\infty or -\infty is divergent to +\infty or -\infty
  • A succession has a divergent sub-succession to +\infty or -\infty if and only if it is not bounded above or below

    In general, a succession has a divergent sub-succession, if and only if it is not bounded

  • If (s_n) is a divergent succession to +\infty or -\infty and (t_n) is a succession bounded lowerly or higher, the succession (s_n + t_n) diverges to +\infty or -\infty
  • If (s_n) is a divergent succession to +\infty or -\infty and (t_n) is a convergent or divergent succession to +\infty or -\infty, the succession (s_n + t_n) diverges to +\infty or -\infty. The abbreviated form:

    \tiny\left\{\begin{matrix} \underset {n \to \infty} {\lim} s_n = +\infty, \underset {n \to \infty} {\lim} t_n = a \in \mathbb{R}\cup +\infty \Rightarrow \underset {n \to \infty} {\lim} \left ( s_n + t_n \right ) = +\infty \\ \underset {n \to \infty} {\lim} s_n = -\infty, \underset {n \to \infty} {\lim} t_n = a \in \mathbb{R}\cup -\infty \Rightarrow \underset {n \to \infty} {\lim} \left ( s_n + t_n \right ) = -\infty \end{matrix}\right.

  • The sum of a succession divergent to +\infty with a divergent succession to -\infty can be convergent, divergent to +\infty, diverging the -\infty or oscillating
  • If (s_n) is a divergent succession to +\infty or -\infty and (t_n) is a succession with r > 0 and m such that t_n > r always that n > m, the succession (s_n \cdot t_n) diverges to +\infty or -\infty
  • If (s_n) is a divergent succession to +\infty or -\infty and (t_n) is a succession with r > 0 and m such that t_n < -r always that n > m, the succession (s_n \cdot t_n) diverges to -\infty or +\infty
  • If (s_n) is a divergent succession to +\infty or -\infty and (t_n) is a convergent succession with positive or divergent limit to +\infty or -\infty, the succession (s_n \cdot t_n) diverges to +\infty. The abbreviated form:

    \tiny\left\{\begin{matrix} \underset {n \to \infty} {\lim} s_n = +\infty, \underset {n \to \infty} {\lim} t_n = a \in \mathbb{R}\cup \left (0, +\infty \right )\cup +\infty \Rightarrow \underset {n \to \infty} {\lim} \left ( s_n \cdot t_n \right ) = +\infty \\ \underset {n \to \infty} {\lim} s_n = -\infty, \underset {n \to \infty} {\lim} t_n = a \in \mathbb{R}\cup \left (0, +\infty \right )\cup -\infty \Rightarrow \underset {n \to \infty} {\lim} \left ( s_n \cdot t_n \right ) = +\infty \end{matrix}\right.

  • If (s_n) is a divergent succession to -\infty or +\infty and (t_n) is a convergent succession with positive or divergent limit to +\infty or -\infty, the succession (s_n \cdot t_n) diverges to -\infty. The abbreviated form:

    \tiny\left\{\begin{matrix} \underset {n \to \infty} {\lim} s_n = -\infty, \underset {n \to \infty} {\lim} t_n = a \in \mathbb{R}\cup \left (0, +\infty \right )\cup -\infty \Rightarrow \underset {n \to \infty} {\lim} \left ( s_n \cdot t_n \right ) = -\infty \\ \underset {n \to \infty} {\lim} s_n = +\infty, \underset {n \to \infty} {\lim} t_n = a \in \mathbb{R}\cup \left (0, +\infty \right )\cup +\infty \Rightarrow \underset {n \to \infty} {\lim} \left ( s_n \cdot t_n \right ) = -\infty \end{matrix}\right.

  • The product of a divergent succession to +\infty or -\infty by a convergent succession to 0 can be convergent, divergent to +\infty, diverging the -\infty or oscillating
  • If (s_n) diverges to +\infty or -\infty if and only if it has at most a finite number of non positive terms and its inverse converges to 0. Or in short form:

    \tiny\left\{\begin{matrix} \underset {n \to \infty} {\lim} s_n = +\infty \left\{\begin{matrix} \exists m | s_n > 0 \text{ siempre que }n > m\\ \underset {n \to \infty} {\lim} \frac{1}{s_n} = 0 \end{matrix}\right.\\ \underset {n \to \infty} {\lim} s_n = -\infty \left\{\begin{matrix} \exists m | s_n < 0 \text{ siempre que }n > m\\ \underset {n \to \infty} {\lim} \frac{1}{s_n} = 0 \end{matrix}\right. \end{matrix}\right.

  • The succession of absolute values of a succession (s_n) diverges to +\infty if and only if it has at most a finite number of non zero terms and its inverse converges to 0. Or in short form:

    \tiny\underset {n \to \infty} {\lim} \left \| s_n \right \| = +\infty \Leftrightarrow \left\{\begin{matrix} \exists m | s_n \neq 0 \text{ siempre que } n > m \\ \underset {n \to \infty} {\lim} \frac{1}{s_n} = 0 \end{matrix}\right.

  • It is easy to check that a succession (s_n) converges to 0 if and only if the succession (\left \| s_n \right \|) of its absolute values converges to 0

    Both properties are equivalent to \forall \epsilon > 0, \exists N| \left \| s_n \right \| < \epsilon for n > N

    In general, it can only be said that if (s_n) is convergent with limit a, then \left ( \left \| s_n \right \| \right ) is convergent with limit \left \| a \right \|; the reciprocal is not always true if a\neq 0

    So we can deduce that a succession (s_n) without null terms converges to 0 if and only if the succession \frac{1}{\left \| s_n \right \|} from the inverse absolute values, it diverges to +\infty. The abbreviated form:

    If s_n\neq 0, \forall n|\underset {n \to \infty} {\lim}s_n = 0\Leftrightarrow \underset {n \to \infty} {\lim}\frac{1}{\left \| s_n \right \|} =+\infty

  • Given that \frac{s_n}{t_n} = s_n \cdot \frac{1}{t_n}, the above results on the product, can be easily applied on the quotient

    For example, if (s_n) is a divergent succession to +\infty and (t_n) is a positive limit succession or a convergent succession to 0 that has a finite number of non positive terms, then \left (\frac{s_n}{t_n} \right ) is a divergent succession to +\infty

  • If the quotient succession \left (\frac{s_n}{t_n} \right ) is defined, can be convergent, divergent to +\infty, diverging the -\infty or oscillating, if we are in any of these cases:

    • (s_n) and (t_n) converge to 0
    • \underset {n \to \infty} {\lim} \left \| s_n \right \| = \underset {n \to \infty} {\lim} \left \| t_n \right \| = +\infty

    If (s_n) has non zero limit (finite or infinite) and (t_n) converges to 0, its quotient is divergent except in the case that it has infinite positive terms and infinite negative terms

  • Fitting divergent successions

    Given two successions (s_n) and (t_n) such that \exists m| s_n\leq t_n; \forall n > m it is verified that:

    • If (s_n) diverges to +\infty, (t_n) it also diverges to +\infty. The abbreviated form:

      \underset {n \to \infty} {\lim} s_n = +\infty\Rightarrow \underset {n \to \infty} {\lim} t_n = +\infty

    • If (t_n) diverges to -\infty, (s_n) it also diverges to -\infty. The abbreviated form:

      \underset {n \to \infty} {\lim} t_n = -\infty\Rightarrow \underset {n \to \infty} {\lim} s_n = -\infty

Extended straight

Thanks to the above results we can expand the set of reals as follows:

\mathbb{\overline{R}}=\mathbb{R}\cup {+\infty,-\infty}

To this structure \mathbb{\overline{R}} is often referred to as extended straight

Like the order structure of \mathbb{R} and (partially) its algebraic operations are extended as follows:

  • \forall x\in\mathbb{\overline{R}}|-\infty \leqslant x \leqslant +\infty
  • \forall x\in\mathbb{\overline{R}}, x\neq -\infty|(+\infty) + x =\ x + (+\infty) = +\infty
  • \forall x\in\mathbb{\overline{R}}, x\neq +\infty|(-\infty) + x =\ x + (-\infty) = -\infty

    Remaining to be defined (+\infty) + (-\infty) and (-\infty) + (+\infty)

  • -(+\infty) = -\infty, -(-\infty) = +\infty
  • \forall x, y\in\mathbb{\overline{R}}|x - y = x + (-y)

    As long as the sum makes sense and remains to be defined (+\infty) - (+\infty) and (-\infty) - (-\infty)

  • \forall x\in (0, +\infty)\cup \left \{ +\infty \right \} | (+\infty) \cdot x = x \cdot (+\infty) = +\infty
  • \forall x\in \left \{ -\infty \right \} \cup (-\infty, 0) | (+\infty) \cdot x = x \cdot (+\infty) = -\infty
  • \forall x\in (0, +\infty) \cup \left \{ +\infty \right \} | (-\infty) \cdot x = x \cdot (-\infty) = -\infty
  • \forall x\in \left \{ -\infty \right \} \cup (-\infty, 0) | (-\infty) \cdot x = x \cdot (-\infty) = +\infty

    Remaining to be defined (+\infty) \cdot 0, 0 \cdot (+\infty), (-\infty) \cdot 0 and 0 \cdot (-\infty)

  • \frac{1}{+\infty} = \frac{1}{-\infty} = 0
  • \forall x, y \in \mathbb{\overline{R}}|\frac{x}{y} = x \cdot \left (\frac{1}{y} \right )

    As long as the product makes sense and remains to be defined \frac{1}{0} and \frac{x}{0}, \forall x \in \mathbb{\overline{R}}, así como \frac{+\infty}{+\infty}, \frac{+\infty}{-\infty}, \frac{-\infty}{+\infty} and \frac{-\infty}{-\infty}

  • \left \| +\infty \right \| = \left \| -\infty \right \| = +\infty

Properties of the extended straight

In \mathbb{\overline{R}} there are the top and bottom quotas of a non empty set, just like supreme, tiny, maximum and minimum

Every non empty subset of \mathbb{\overline{R}} has supreme (minimum top quota) and tiny (maximum lower bound) in \mathbb{\overline{R}}

  • Dice x, y \in \mathbb{\overline{R}} | x < y, we can find z \in \mathbb{R} | x < z < y

    In other words, (x,y)\subseteq \mathbb{\overline{R}} contains real numbers

  • Dice x, y, z \in \mathbb{\overline{R}}|x\geq y\Rightarrow x+z\geq y+z

    As long as the sums are defined

  • \forall x \in \mathbb{\overline{R}}|(-1)\cdot x = -x
  • In \mathbb{\overline{R}} they continue to be verified all the properties of the absolute value, provided that the operations are defined
  • Given a succession (s_n) with limit a (finite or infinite) and a succession (t_n) with limit b (finite or infinite), we have to:

    • If a + b is set to \mathbb{\overline{R}}, (s_n + t_n) has limit a + b
    • If a - b is set to \mathbb{\overline{R}}, (s_n - t_n) has limit a - b
    • If a \cdot b is set to \mathbb{\overline{R}}, (s_n \cdot t_n) has limit a \cdot b
    • If \frac{a}{b} is set to \mathbb{\overline{R}}, (\frac{s_n}{t_n}) has limit \frac{a}{b}

Oscillation limits

Upper limit

It (s_n) a top bounded succession

The succession (x_n)\in \mathbb{R} defined as x_n = \text{sup }\left \{ s_k|k\geq n \right \} is monotone not increasing, so it has limit (which can be finite or -\infty)

This limit is called upper limit of the succession (s_n) and it is denoted \tiny\left\{\begin{matrix} \underset {n \to \infty} {\lim} \text{sup } s_n = \underset {n \to \infty} {\lim} \left ( \underset{k\geq n} {\text{sup } } s_n \right ) = \underset {n \to \infty} {\text{inf } } \left ( \underset{k\geq n} {\text{sup } } s_k \right ) \\ \underset {n \to \infty} {\lim} \text{sup } s_n = + \infty && \text{si no est}{a}'\text{ acotada superiormente} \end{matrix}\right.

Lower limit

It (s_n) a lower bounded succession

The succession (y_n)\in \mathbb{R} defined as y_n = \text{inf }\left \{ s_k|k\geq n \right \} is monotone not decreasing, so it has limit (which can be finite or +\infty)

This limit is called lower limit of the succession (s_n) and it is denoted \tiny\left\{\begin{matrix} \underset {n \to \infty} {\lim} \text{inf } s_n = \underset {n \to \infty} {\lim} \left ( \underset{k\geq n} {\text{inf } } s_n \right ) = \underset {n \to \infty} {\text{sup } } \left ( \underset{k\geq n} {\text{inf } } s_k \right ) \\ \underset {n \to \infty} {\lim} \text{sup } s_n = - \infty && \text{si no est}{a}'\text{ acotada inferiormente} \end{matrix}\right.

An immediate consequence of both definitions is that \underset {n \to \infty} {\lim} \left ( \underset{k\geq n} {\text{inf } } s_n \right ) \leq \underset {n \to \infty} {\lim} \left ( \underset{k\geq n} {\text{sup } } s_n \right )

Examples of lower and upper limits

In some of these examples it is not easy to rigorously demonstrate what the lower and upper bounds are

  • Given the succession (-1)^n, \underset {n \to \infty} {\lim} \text{inf } (-1)^n = -1 and \underset {n \to \infty} {\lim} \text{sup } (-1)^n = 1
  • Given the succession (-1)^n \cdot n, \underset {n \to \infty} {\lim} \text{inf } (-1)^n \cdot n = -\infty and \underset {n \to \infty} {\lim} \text{sup } (-1)^n \cdot n = \infty
  • Given the succession \frac{(-1)^n}{n}, \underset {n \to \infty} {\lim} \text{inf } \frac{(-1)^n}{n} = 0 and \underset {n \to \infty} {\lim} \text{sup } \frac{(-1)^n}{n} = 0
  • Given the succession \text{sen } n, \underset {n \to \infty} {\lim} \text{inf } \text{sen } n = -1 and \underset {n \to \infty} {\lim} \text{sup } \text{sen } n = 1
  • Given the succession (0, 1, 0, 1, 0, 1, \cdots), \underset {n \to \infty} {\lim} \text{inf } (0, 1, 0, 1, 0, 1, \cdots) = 0 and \underset {n \to \infty} {\lim} \text{sup } (0, 1, 0, 1, 0, 1, \cdots) = 1
  • Given the succession (0, 1, 0, 2, 0, 3, \cdots), \underset {n \to \infty} {\lim} \text{inf } (0, 1, 0, 2, 0, 3, \cdots) = 0 and \underset {n \to \infty} {\lim} \text{sup } (0, 1, 0, 2, 0, 3, \cdots) = +\infty
  • Given the succession (0, \frac{1}{2}, 0, \frac{1}{3}, 0, \frac{1}{4}, \cdots), \underset {n \to \infty} {\lim} \text{inf } (0, \frac{1}{2}, 0, \frac{1}{3}, 0, \frac{1}{4}, \cdots) = 0 and \underset {n \to \infty} {\lim} \text{sup } (0, \frac{1}{2}, 0, \frac{1}{3}, 0, \frac{1}{4}, \cdots) = 0
  • Given the succession (a, b, c, a, b, c, \cdots), \underset {n \to \infty} {\lim} \text{inf } (a, b, c, a, b, c, \cdots) = \left \{ a, b, c \right \} and \underset {n \to \infty} {\lim} \text{sup } (a, b, c, a, b, c, \cdots) = \text{m}\acute{a}\text{x}\left \{ a, b, c \right \}

Proposition 1

Given a succession s_n you have to:

  • It is convergent with limit a if and only if \underset {n \to \infty} {\lim} \text{inf } s_n = \underset {n \to \infty} {\lim} \text{sup } s_n = a
  • It is divergent with limit +\infty if and only if \underset {n \to \infty} {\lim} \text{inf } s_n = +\infty
  • It is divergent with limit -\infty if and only if \underset {n \to \infty} {\lim} \text{sup } s_n = \underset {n \to \infty} {\lim} \text{inf } s_n = -\infty

Demonstration of proposition 1 A)

Dice \forall n \in \mathbb{N}; x_n = \text{sup }\left \{ s_k|k\geqslant n \right \}; y_n = \text{inf }\left \{ s_k|k\geqslant n \right \}

From this definition we have to y_n \leq s_n \leq x_n

As \underset {n \to \infty} {\lim} \text{inf } s_n = \underset {n \to \infty} {\lim} y_n and \underset {n \to \infty} {\lim} \text{sup } s_n = \underset {n \to \infty} {\lim} x_n, si \underset {n \to \infty} {\lim} \text{inf } s_n = \underset {n \to \infty} {\lim} \text{sup } s_n = a \in \mathbb{R} nos basta con aplicar la regla del Sandwich para obtener que s_n es convergente con límite a

Reciprocally, if s_n is convergent with limit a, given \epsilon > 0, exists an N such that \forall n >N is true that a - \frac{\epsilon}{2} < s_n < a + \frac{\epsilon}{2}

So \forall n >N the set \left \{ s_k|k\geq n \right \} is bounded at the top for a + \frac{\epsilon}{2} e inferiormente para a - \frac{\epsilon}{2}

And we have to \forall n >N is true that a - \epsilon < a- \frac{\epsilon}{2} \leq y_n \leq s_n \leq a + \frac{\epsilon}{2} < a + \epsilon

So it is also true that \underset {n \to \infty} {\lim} \text{inf } s_n = \underset {n \to \infty} {\lim} y_n = a = \underset {n \to \infty} {\lim} x_n = \underset {n \to \infty} {\lim} \text{sup } s_n which is what we wanted to demonstrate

Demonstration of proposition 1B)

We need \underset {n \to \infty} {\lim} \text{inf } s_n = +\infty so s_n should be bounded below

Dice \forall n \in \mathbb{N}; x_n = \text{sup }\left \{ s_k|k\geqslant n \right \}; y_n = \text{inf }\left \{ s_k|k\geqslant n \right \}

From this definition we have to y_n \leq s_n

Which forces s_n is also divergent to +\infty

Reciprocally, if s_n is divergent to +\infty, then it is not bounded above and by definition it is true that \underset {n \to \infty} {\lim} \text{sup } s_n = +\infty

So \underset {n \to \infty} {\lim} \text{inf } s_n = +\infty since given M \in \mathbb{R} there exists an N such that \forall n >N is true that s_n > M + 1

So it is also true that y_n \geq y_N \geq M + 1 > M and we have to \underset {n \to \infty} {\lim} \text{inf } y_n = +\infty which is what we wanted to demonstrate

Demonstration of proposition 1 C)

We need \underset {n \to \infty} {\lim} \text{sup } s_n = -\infty so s_n debe ser acotada superiormente

Dice \forall n \in \mathbb{N}; x_n = \text{sup }\left \{ s_k|k\geqslant n \right \}; y_n = \text{inf }\left \{ s_k|k\geqslant n \right \}

From this definition we have to s_n \leq x_n

Which forces s_n is also divergent to -\infty

Reciprocally, if s_n is divergent to -\infty, then it is not bounded below and by definition it is true that \underset {n \to \infty} {\lim} \text{inf } s_n = -\infty

So \underset {n \to \infty} {\lim} \text{sup } s_n = -\infty since given M \in \mathbb{R} there exists an N such that \forall n >N is true that s_n < M + 1

So it is also true that M + 1 > M \geq x_N \geq x_n and we have to \underset {n \to \infty} {\lim} \text{sup } x_n = -\infty which is what we wanted to demonstrate

Corollary of Proposition 1

A succession (s_n) has limit on \mathbb{\overline{R}} if and only if \underset {n \to \infty} {\lim} \text{inf }s_n = \underset {n \to \infty} {\lim} \text{sup }s_n

And in this case, the limit is equal to the upper limit and the lower limit

The succession (s_n) is oscillating if and only if \underset {n \to \infty} {\lim} \text{inf }s_n < \underset {n \to \infty} {\lim} \text{sup }s_n

Demonstration of the Corollary of Proposition 1

From Proposition 1 A) we see that \underset {n \to \infty} {\lim} \text{inf }s_n = \underset {n \to \infty} {\lim} \text{sup }s_n it is immediate since \underset {n \to \infty} {\lim} \text{inf } s_n = \underset {n \to \infty} {\lim} \text{sup } s_n = a

And in case it is oscillating we need that \underset {n \to \infty} {\lim} \text{inf } s_n < \underset {n \to \infty} {\lim} \text{sup } s_n

Dice \forall n \in \mathbb{N}; x_n = \text{sup }\left \{ s_k|k\geqslant n \right \}; y_n = \text{inf }\left \{ s_k|k\geqslant n \right \}

From this definition we have to y_n \leq s_n \leq x_n

And to make it oscillating y_n \neq s_n \neq x_n so we are left with that y_n < s_n < x_n

So it is also true that y_n < x_n and we have to \underset {n \to \infty} {\lim} \text{inf } s_n < \underset {n \to \infty} {\lim} \text{sup } s_n which is what we wanted to demonstrate

Oscillation limit

A number is said to a \in \mathbb{\overline{R}} it is a oscillation limit of a succession s_n if a is the limit of some sub-succession of s_n

It is clear that every succession has at least one limit of oscillation

Proposition 2

  • The upper limit of a succession s_n is the maximum (in \mathbb{\overline{R}}) of its oscillation limits
  • The lower bound of a succession s_n is the minimum (in \mathbb{\overline{R}}) of its oscillation limits

Demonstration of Proposition 2 A)

Given the succession s_n suppose 3 cases:

Case 1: suppose \underset {n \to \infty} {\lim} \text{sup } s_n = s \in \mathbb{R}

Dice \forall n \in \mathbb{N}; x_n = \text{sup }\left \{ s_k|k\geqslant n \right \}; y_n = \text{inf }\left \{ s_k|k\geqslant n \right \}

By the definition of tiny, \exists N_1 \in \mathbb{N} such that if n > N_1 it is s-1 < x_n < s+1, and by the definition of supreme \exists \varphi(2)>\varphi(1) such that \frac{s-1}{2} < s_{\varphi(2)} < s + \frac{1}{2} and in general \exists \varphi(n) < \cdots < \varphi(1) such that \frac{s-1}{n} < s_{\varphi(n)} < s + \frac{1}{n}

When applying the Sandwich rule, the sub-succession s_{\varphi(n)} converges to s

Case 2: suppose \underset {n \to \infty} {\lim} \text{sup } s_n = +\infty and s_n is not growing

Dice \forall n \in \mathbb{N};x_n = +\infty

As a result, \forall n \in \mathbb{N}; \exists s_{\varphi(n)} such that \exists s_{\varphi(n)} > n

In addition it can be assumed that \exists \varphi(n) < \cdots < \varphi(1)

Therefore s_{\varphi(n)} \to +\infty

Case 3: suppose \underset {n \to \infty} {\lim} \text{sup } s_n = -\infty

When applying Proposition 1 C) it is evident

Demonstration of Proposition 2 B)

Given the succession s_n suppose 3 cases:

Case 1: suppose \underset {n \to \infty} {\lim} \text{inf } s_n = s \in \mathbb{R}

Dice \forall n \in \mathbb{N}; x_n = \text{sup }\left \{ s_k|k\geqslant n \right \}; y_n = \text{inf }\left \{ s_k|k\geqslant n \right \}

By the definition of tiny, \exists N_1 \in \mathbb{N} such that if n > N_1 it is s-1 < x_n < s+1, and by the definition of supreme \exists \varphi(2)>\varphi(1) such that \frac{s-1}{2} < s_{\varphi(2)} < s + \frac{1}{2} and in general \exists \varphi(n) < \cdots < \varphi(1) such that \frac{s-1}{n} < s_{\varphi(n)} < s + \frac{1}{n}

When applying the Sandwich rule, the sub-succession s_{\varphi(n)} converges to s

Case 2: suppose \underset {n \to \infty} {\lim} \text{inf } s_n = +\infty and s_n is not growing

Dice \forall n \in \mathbb{N};y_n = +\infty

As a result, \forall n \in \mathbb{N}; \exists s_{\varphi(n)} such that \exists s_{\varphi(n)} > n

In addition it can be assumed that \exists \varphi(n) < \cdots < \varphi(1)

Therefore s_{\varphi(n)} \to +\infty

Case 3: suppose \underset {n \to \infty} {\lim} \text{sup } s_n = -\infty

When applying Proposition 1 C) it is evident

Finally, it suffices to show that any other limit of oscillation of (s_n) is between the upper and lower bounds

It (s_{\varphi(n)}) convergent subsucession to a limit of oscillation

Using y_n \leq s_{\varphi(n)} \leq x_n and taking limits you get the result of proposition 2, which is what we wanted to prove

Proposition 3

Are (s_n) and (t_n) successions of real numbers and c\in \mathbb{R}

  • If \underset {n \to \infty} {\lim} \text{sup }s_n < c, \exists n_0|s_n < c, \forall n\geqslant n_0

    That is, there is only a finite number of terms of the succession greater than or equal to c

  • If \underset {n \to \infty} {\lim} \text{sup }s_n > c, \exists n|s_n > c

    That is, there is an infinite number of terms of the succession greater than c

  • If \underset {n \to \infty} {\lim} \text{inf }s_n > c, \exists n_0|s_n > c, \forall n\geqslant n_0

    That is, there is only a finite number of terms in the succession less than or equal to c

  • If \underset {n \to \infty} {\lim} \text{inf }s_n < c, \exists n|s_n < c

    That is, there are an infinite number of terms of the succession less than c

  • If \exists m|s_n < t_m, n > m \Rightarrow \left\{\begin{matrix} \underset {n \to \infty} {\lim} \text{inf }s_n \leq \underset {n \to \infty} {\lim} \text{inf }t_n\\ \underset {n \to \infty} {\lim} \text{sup }s_n \leq \underset {n \to \infty} {\lim} \text{sup }t_n \end{matrix}\right.

  • If \underset {n \to \infty} {\lim} \text{inf }s_n + \underset {n \to \infty} {\lim} \text{inf }t_n \leq \underset {n \to \infty} {\lim} \text{inf } (s_n + t_n) \leq \underset {n \to \infty} {\lim} \text{inf }s_n + \underset {n \to \infty} {\lim} \text{sup }t_n \leq \underset {n \to \infty} {\lim} \text{sup }s_n + \underset {n \to \infty} {\lim} \text{sup }t_n

  • If c\geq 0
    \left\{\begin{matrix} \underset {n \to \infty} {\lim} \text{inf } (c \cdot s_n) = c \cdot \underset {n \to \infty} {\lim} \text{inf } s_n\\ \underset {n \to \infty} {\lim} \text{sup } (c \cdot s_n) = c \cdot \underset {n \to \infty} {\lim} \text{sup } s_n \end{matrix}\right.

  • If c\leq 0
    \left\{\begin{matrix} \underset {n \to \infty} {\lim} \text{inf } (c \cdot s_n) = c \cdot \underset {n \to \infty} {\lim} \text{sup } s_n\\ \underset {n \to \infty} {\lim} \text{sup } (c \cdot s_n) = c \cdot \underset {n \to \infty} {\lim} \text{inf } s_n \end{matrix}\right.

  • If s_n \leq 0, t_n \leq 0
    \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{inf } t_n \leq \underset {n \to \infty} {\lim} \text{inf } (s_n \cdot t_n) \leq \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n \leq \underset {n \to \infty} {\lim} \text{sup } (s_n \cdot t_n) \leq \underset {n \to \infty} {\lim} \text{sup } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n

  • If s_n \leq 0, \forall n
    \underset {n \to \infty} {\lim} \text{inf } \frac{s_{n+1}}{s_n} \leq \underset {n \to \infty} {\lim} \text{inf } \sqrt[n]{s_n} \leq \underset {n \to \infty} {\lim} \text{sup } \sqrt[n]{s_n} \leq \underset {n \to \infty} {\lim} \text{sup } \frac{s_{n+1}}{s_n}

Demonstration of A)

It \underset {n \to \infty} {\lim} \text{sup}_n s_n = l, then \forall \epsilon >0,\exists n_0\rightarrow \left \| \text{sup}_{k\geq n}s_k-l \right \|<\epsilon, for n\geq n_0

In particular, we need to \epsilon =c-l and therefore \text{sup}_{k\geq n}s_k>\epsilon +l=c, for n\geq n_0

Then s_n< c, for n\geq n_0 which is what we wanted to demonstrate

Demonstration of B)

Suppose that s_n> c only for a finite number of values of n and that n_1 is the maximum of such values

Then s_n< c, for n\geq n_1 and therefore, in that case \text{sup}_{k\geq n}s_k\leq c and \underset {n \to \infty}{\lim} \text{sup}_n sn \leq c

With what using the reduction to the absurd we arrive at what we wanted to demonstrate

Demonstration of C)

It \underset {n \to \infty} {\lim} \text{inf}_n s_n = l, then \forall \epsilon >0,\exists n_0\rightarrow \left \| \text{inf}_{k\geq n}s_k-l \right \|>\epsilon, for n\geq n_0

In particular, we need to \epsilon =c-l and therefore \text{inf}_{k\geq n}s_k<\epsilon +l=c, for n\geq n_0

Then s_n> c, for n\geq n_0 which is what we wanted to demonstrate

Demonstration of D)

Suppose that s_n< c only for a finite number of values of n and that n_1 is the minimum of such values

Then s_n> c, for n\geq n_1 and therefore, in that case \text{inf}_{k\geq n}s_k\geq c and \underset {n \to \infty}{\lim} \text{inf}_n sn \geq c

With what using the reduction to the absurd we arrive at what we wanted to demonstrate

Demonstration of E)

It \underset {n \to \infty} {\lim} \text{inf}_n s_n = l_s, then \forall \epsilon >0,\exists m\rightarrow \left \| \text{inf}_{k\geq n}s_k-l_s \right \|>\epsilon, for n>m

It \underset {n \to \infty} {\lim} \text{inf}_n t_n = l_t, then \forall \epsilon >0,\exists m\rightarrow \left \| \text{inf}_{k\geq n}t_k-l_t \right \|>\epsilon, for n>m

As s_n\leq t_n and if we apply C), then we have to \underset {n \to \infty} {\lim} \text{inf}_n s_n\leq \underset {n \to \infty} {\lim} \text{inf}_n t_n with what is proven that first part

It \underset {n \to \infty} {\lim} \text{sup}_n s_n = l_s, then \forall \epsilon >0,\exists m\rightarrow \left \| \text{sup}_{k\geq n}s_k-l_s \right \|<\epsilon, for n>m

It \underset {n \to \infty} {\lim} \text{sup}_n t_n = l_t, then \forall \epsilon >0,\exists m\rightarrow \left \| \text{sup}_{k\geq n}t_k-l_t \right \|<\epsilon, for n>m

As s_n\leq t_n and if we apply A), then we have to \underset {n \to \infty} {\lim} \text{sup}_n s_n\leq \underset {n \to \infty} {\lim} \text{sup}_n t_n with what is proven that second part

Demonstration of F)

Dice a, b \in \mathbb{\overline{R}} by definition, if \underset {n \to \infty} {\lim} s_n = a and \underset {n \to \infty} {\lim} t_n = b then (s_n + t_n) has limit a + b and therefore \underset {n \to \infty} {\lim} \left ( s_n + t_n \right ) = \left ( a + b \right )

As a \leq \left ( a + b \right ) and b \leq \left ( a + b \right ) then \left\{\begin{matrix} \underset {n \to \infty} {\lim} s_n\leq \underset {n \to \infty} {\lim} \left ( s_n + t_n \right ),\text{si } a\leq \left ( a + b \right )\\ \underset {n \to \infty} {\lim} t_n\leq \underset {n \to \infty} {\lim} \left ( s_n + t_n \right ),\text{si } b\leq \left ( a + b \right ) \end{matrix}\right.

From the definition of upper and lower limit we have to \underset {n \to \infty} {\lim} \text{inf } s_n \leq \underset {n \to \infty} {\lim} {\text{sup } } s_n and \underset {n \to \infty} {\lim} \text{inf } t_n \leq \underset {n \to \infty} {\lim} \text{sup } t_n

Then we can take \underset {n \to \infty} {\lim} s_n and \underset {n \to \infty} {\lim} t_n as lower limits of \underset {n \to \infty} {\lim} \left ( s_n + t_n \right )

And \underset {n \to \infty} {\lim} \left ( s_n + t_n \right ) as an upper limit of \underset {n \to \infty} {\lim} s_n and \underset {n \to \infty} {\lim} t_n

With what we have to \left\{\begin{matrix} \underset {n \to \infty} {\lim} \text{inf } s_n \leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )\\ \underset {n \to \infty} {\lim} \text{inf } t_n \leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right ) \end{matrix}\right.

With what we have found the fourth inequality, let's continue with the demonstration

And if we take \underset {n \to \infty} {\lim} \text{inf } s_n and \underset {n \to \infty} {\lim} \text{inf } t_n as the sum of the lower limits of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )

With what we have found the first and fourth inequalities, let's continue with the demonstration

And if we take \underset {n \to \infty} {\lim} \text{sup } s_n and \underset {n \to \infty} {\lim} \text{sup } t_n as the sum of the upper limits of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } s_n + \underset {n \to \infty} {\lim} \text{sup } t_n

With what we have found the first, the fourth and the fifth inequalities, let's continue with the demonstration

And if we take s_n + t_n as a lower limit of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } \left (s_n + t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )

With what we have found the second inequality, let's continue with the demonstration

And if we take s_n + t_n as an upper limit of \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{inf } t_n

We have to \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{inf } \left ( s_n + t_n \right )

With what we have to \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{inf } \left ( s_n + t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } s_n + \underset {n \to \infty} {\lim} \text{sup } t_n

With what we have found the first, the second, the fourth and the fifth inequalities, let's continue with the demonstration

And if we take \underset {n \to \infty} {\lim} \text{sup } t_n as an upper limit of \underset {n \to \infty} {\lim} \text{inf } \left ( s_n + t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } \left ( s_n + t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } t_n

And if we take \underset {n \to \infty} {\lim} \text{inf } s_n as a lower limit of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } s_n\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )

And if we take \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{sup } t_n as the sum of the upper limits of \underset {n \to \infty} {\lim} \text{inf } \left ( s_n + t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } \left ( s_n + t_n \right )\leq \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{sup } t_n

With what we have found the third inequality, let's continue with the demonstration

And if we take \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{sup } t_n as the sum of the lower limits of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{sup } t_n\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )

With what we have to \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{inf } \left ( s_n + t_n \right )\leq \underset {n \to \infty} {\lim} \text{inf } s_n + \underset {n \to \infty} {\lim} \text{sup } t_n\leq\underset {n \to \infty} {\lim} \text{sup } \left ( s_n + t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } s_n + \underset {n \to \infty} {\lim} \text{sup } t_n

With what we have found all the inequalities, with which we end the demonstration

Demonstration of G)

Dice a, b, c \in \mathbb{\overline{R}} by definition, if \underset {n \to \infty} {\lim} s_n = a and \underset {n \to \infty} {\lim} t_n = b then if (c \cdot s_n) is convergent, has limit c \cdot a

Therefore \underset {n \to \infty} {\lim} \left ( c \cdot s_n \right ) = \left ( c \cdot a \right )

As (c \cdot s_n) it must be convergent and c\geq 0, we have to \underset {n \to \infty} {\lim} \text{inf } \left ( c \cdot s_n \right ) = \underset {n \to \infty} {\lim} \text{sup } \left ( c \cdot s_n \right ) = \left ( c \cdot a \right )

Replace \underset {n \to \infty} {\lim} \text{inf } \left ( c \cdot s_n \right ) = \left ( c \cdot a \right ) in the equality that we want to prove and we have to \left ( c \cdot a \right ) = c\cdot \underset {n \to \infty} {\lim} \text{inf } s_n

As \underset {n \to \infty} {\lim} s_n it is bounded we have to \underset {n \to \infty} {\lim} \text{inf } s_n = \underset {n \to \infty} {\lim} \text{sup } s_n = a

Replace \underset {n \to \infty} {\lim} \text{inf } s_n in the equality that we want to prove and we have to \left ( c \cdot a \right ) = \left ( c \cdot a \right ) which demonstrates the first equality

Replace \underset {n \to \infty} {\lim} \text{sup } \left ( c \cdot s_n \right ) = \left ( c \cdot a \right ) in the equality that we want to prove and we have to \left ( c \cdot a \right ) = c\cdot \underset {n \to \infty} {\lim} \text{sup } s_n

Replace \underset {n \to \infty} {\lim} \text{sup } s_n in the equality that we want to prove and we have to \left ( c \cdot a \right ) = \left ( c \cdot a \right ) with which the second equality is demonstrated, ending the demonstration

Demonstration of H)

Dice a, b, c \in \mathbb{\overline{R}} by definition, if \underset {n \to \infty} {\lim} s_n = a and \underset {n \to \infty} {\lim} t_n = b then if (c \cdot s_n) is convergent, has limit c \cdot a

Therefore \underset {n \to \infty} {\lim } \left ( c \cdot s_n \right ) = \left ( c \cdot a \right )

As (c \cdot s_n) it must be convergent and c < 0, we have to \underset {n \to \infty} {\lim} \text{inf } \left ( c \cdot s_n \right ) = \underset {n \to \infty} {\lim} \text{sup } \left ( c \cdot s_n \right ) = \left ( c \cdot a \right )

Replace \underset {n \to \infty} {\lim} \text{inf } \left ( c \cdot s_n \right ) = \left ( c \cdot a \right ) in the equality that we want to prove and we have to \left ( c \cdot a \right ) = c\cdot \underset {n \to \infty} {\lim} \text{sup } s_n

As \underset {n \to \infty} {\lim} s_n it is bounded we have to \underset {n \to \infty} {\lim} \text{inf } s_n = \underset {n \to \infty} {\lim} \text{sup } s_n = a

Replace \underset {n \to \infty} {\lim} \text{sup } s_n in the equality that we want to prove and we have to \left ( c \cdot a \right ) = \left ( c \cdot a \right ) which demonstrates the first equality

Replace \underset {n \to \infty} {\lim} \text{sup } \left ( c \cdot s_n \right ) = \left ( c \cdot a \right ) in the equality that we want to prove and we have to \left ( c \cdot a \right ) = c\cdot \underset {n \to \infty} {\lim} \text{inf } s_n

Replace \underset {n \to \infty} {\lim} \text{inf } s_n in the equality that we want to prove and we have to \left ( c \cdot a \right ) = \left ( c \cdot a \right ) with which the second equality is demonstrated, ending the demonstration

Demonstration of I)

Dice a, b \in \mathbb{\overline{R}} by definition, if \underset {n \to \infty} {\lim} s_n = a and \underset {n \to \infty} {\lim} t_n = b then (s_n \cdot t_n) has limit a \cdot b and therefore \underset {n \to \infty} {\lim} \left ( s_n \cdot t_n \right ) = \left ( a \cdot b \right )

In addition s_n\geq 0 and t_n\geq 0

As a \leq \left ( a \cdot b \right ) and b \leq \left ( a \cdot b \right ) then \left\{\begin{matrix} \underset {n \to \infty} {\lim} s_n\leq \underset {n \to \infty} {\lim} \left ( s_n \cdot t_n \right ),\text{si } a\leq \left ( a \cdot b \right )\\ \underset {n \to \infty} {\lim} t_n\leq \underset {n \to \infty} {\lim} \left ( s_n \cdot t_n \right ),\text{si } b\leq \left ( a \cdot b \right ) \end{matrix}\right.

From the definition of upper and lower limit we have to \underset {n \to \infty} {\lim} \text{inf } s_n \leq \underset {n \to \infty} {\lim} {\text{sup } } s_n and \underset {n \to \infty} {\lim} \text{inf } t_n \leq \underset {n \to \infty} {\lim} \text{sup } t_n

Then we can take \underset {n \to \infty} {\lim} s_n and \underset {n \to \infty} {\lim} t_n as lower limits of \underset {n \to \infty} {\lim} \left ( s_n \cdot t_n \right )

And \underset {n \to \infty} {\lim} \left ( s_n \cdot t_n \right ) as an upper limit of \underset {n \to \infty} {\lim} s_n and \underset {n \to \infty} {\lim} t_n

With what we have to \left\{\begin{matrix} \underset {n \to \infty} {\lim} \text{inf } s_n \leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )\\ \underset {n \to \infty} {\lim} \text{inf } t_n \leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right ) \end{matrix}\right.

With what we have found the fourth inequality, let's continue with the demonstration

And if we take \underset {n \to \infty} {\lim} \text{inf } s_n and \underset {n \to \infty} {\lim} \text{inf } t_n as the product of the lower limits of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )

With what we have found the first and fourth inequalities, let's continue with the demonstration

And if we take \underset {n \to \infty} {\lim} \text{sup } s_n and \underset {n \to \infty} {\lim} \text{sup } t_n as the product of the upper limits of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n

With what we have found the first, the fourth and the fifth inequalities, let's continue with the demonstration

And if we take s_n \cdot t_n as a lower limit of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } \left (s_n \cdot t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )

With what we have found the second inequality, let's continue with the demonstration

And if we take s_n \cdot t_n as an upper limit of \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{inf } t_n

We have to \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{inf } \left ( s_n \cdot t_n \right )

With what we have to \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{inf } \left ( s_n \cdot t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n

With what we have found the first, the second, the fourth and the fifth inequalities, let's continue with the demonstration

And if we take \underset {n \to \infty} {\lim} \text{sup } t_n as an upper limit of \underset {n \to \infty} {\lim} \text{inf } \left ( s_n \cdot t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } \left ( s_n \cdot t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } t_n

And if we take \underset {n \to \infty} {\lim} \text{inf } s_n as a lower limit of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } s_n\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )

And if we take \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n as a product of the upper limits of \underset {n \to \infty} {\lim} \text{inf } \left ( s_n \cdot t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } \left ( s_n \cdot t_n \right )\leq \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n

With what we have found the third inequality, let's continue with the demonstration

And if we take \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n as the product of the lower limits of \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )

We have to \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n\leq \underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )

With what we have to \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{inf } t_n\leq \underset {n \to \infty} {\lim} \text{inf } \left ( s_n \cdot t_n \right )\leq \underset {n \to \infty} {\lim} \text{inf } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n\leq\underset {n \to \infty} {\lim} \text{sup } \left ( s_n \cdot t_n \right )\leq \underset {n \to \infty} {\lim} \text{sup } s_n \cdot \underset {n \to \infty} {\lim} \text{sup } t_n

With what we have found all the inequalities, with which we end the demonstration

Demonstration of J)

Dice a, b \in \mathbb{\overline{R}} and b\neq 0by definition, if \underset {n \to \infty} {\lim} s_{n+1} = a and \underset {n \to \infty} {\lim} s_n = b then \left ( \frac{s_{n+1}}{s_n} \right ) has limit \frac{a}{b} and therefore \underset {n \to \infty} {\lim} \left ( \frac{s_{n+1}}{s_n} \right ) = \left ( \frac{a}{b} \right )

In addition s_n > 0

As a \leq \left ( \frac{a}{b} \right ) and b \leq \left ( \frac{a}{b} \right ) then \left\{\begin{matrix} \underset {n \to \infty} {\lim} s_{n+1}\leq \underset {n \to \infty} {\lim} \left ( \frac{s_{n+1}}{s_n} \right ),\text{si } a\leq \left ( \frac{a}{b} \right )\\ \underset {n \to \infty} {\lim} s_n\leq \underset {n \to \infty} {\lim} \left ( \frac{s_{n+1}}{s_n} \right ),\text{si } b\leq \left ( \frac{a}{b} \right ) \end{matrix}\right.

From the definition of upper and lower limit we have to \underset {n \to \infty} {\lim} \text{inf } s_{n+1} \leq \underset {n \to \infty} {\lim} {\text{sup } } s_{n+1} and \underset {n \to \infty} {\lim} \text{inf } s_n \leq \underset {n \to \infty} {\lim} \text{sup } s_n

Then we can take \underset {n \to \infty} {\lim} s_{n+1} and \underset {n \to \infty} {\lim} s_n as lower limits of \underset {n \to \infty} {\lim} \left ( \frac{s_{n+1}}{s_n} \right )

And \underset {n \to \infty} {\lim} \left ( \frac{s_{n+1}}{s_n} \right ) as an upper limit of \underset {n \to \infty} {\lim} s_{n+1} and \underset {n \to \infty} {\lim} s_n

With what we have to \left\{\begin{matrix} \underset {n \to \infty} {\lim} \text{inf } s_{n+1} \leq \underset {n \to \infty} {\lim} \text{sup } \left ( \frac{s_{n+1}}{s_n} \right )\\ \underset {n \to \infty} {\lim} \text{inf } s_n \leq \underset {n \to \infty} {\lim} \text{sup } \left ( \frac{s_{n+1}}{s_n} \right ) \end{matrix}\right.

With what we have found the fourth inequality, let's continue with the demonstration

And if we take \frac{s_{n+1}}{s_n} as a lower limit of \underset {n \to \infty} {\lim} \text{sup } \left ( \frac{s_{n+1}}{s_n} \right )

We have to \underset {n \to \infty} {\lim} \text{inf } \left (\frac{s_{n+1}}{s_n} \right )\leq \underset {n \to \infty} {\lim} \text{sup } \left ( \frac{s_{n+1}}{s_n} \right )

With what we have found the first and fourth inequalities, let's continue with the demonstration

Suppose that b > 0

We take \alpha such that 0 < \alpha < s, by C) we have to \exists n_0 | \frac{s_{k+1}}{s_k} > \alpha, k\geq n_0

We multiply these inequalities for each n > n_0 with the values k = n_0, n_0 + 1, \cdots n - 2, n - 1

Getting \frac{s_n}{s_{n_0}} > \alpha^{n-n_0}, n\geq n_0

Which is equivalent to \sqrt[n]{s_n} > \alpha \cdot \left ( s_{n_0}\cdot \alpha^{-N} \right )^{\frac{1}{n}}, n\geq n_0

And that implies that \underset {n \to \infty} {\lim} \text{inf } \sqrt[n]{s_n} > \alpha \cdot \underset {n \to \infty} {\lim} \text{inf } \left ( s_{n_0}\cdot \alpha^{-N} \right )^{\frac{1}{n}} = \alpha \cdot \underset {n \to \infty} {\lim} \left ( s_{n_0}\cdot \alpha^{-N} \right )^{\frac{1}{n}} = \alpha

Since \underset {n \to \infty} {\lim} \left ( s_{n_0}\cdot \alpha^{-N} \right )^{\frac{1}{n}} = 1

As \alpha \leq b and b = \underset {n \to \infty} {\lim} \text{inf } \frac{s_{n+1}}{s_n} then \underset {n \to \infty} {\lim} \text{inf } \frac{s_{n+1}}{s_n} \leq \underset {n \to \infty} {\lim} \text{inf } \sqrt[n]{s_n}

With what we have found the second inequality, let's continue with the demonstration

We have to \underset {n \to \infty} {\lim} \text{inf } \frac{s_{n+1}}{s_n} \leq \underset {n \to \infty} {\lim} \text{inf } \sqrt[n]{s_n} \leq \underset {n \to \infty} {\lim} \text{sup } \frac{s_{n+1}}{s_n}

Then we can take \underset {n \to \infty} {\lim} \sqrt[n]{s_n} as an upper limit of \underset {n \to \infty} {\lim} \text{inf } \frac{s_{n+1}}{s_n} and \underset {n \to \infty} {\lim} \text{inf } \sqrt[n]{s_n}

With what we have to \underset {n \to \infty} {\lim} \text{inf } \frac{s_{n+1}}{s_n} \leq \underset {n \to \infty} {\lim} \text{inf } \sqrt[n]{s_n} \leq \underset {n \to \infty} {\lim} \text{sup } \sqrt[n]{s_n} \leq \underset {n \to \infty} {\lim} \text{sup } \frac{s_{n+1}}{s_n}

With what we have found all the inequalities, with which we end the demonstration

Limit of succession and elementary functions

If f(x) represents an elementary function (e^x, \log x, \cos x, \tan x, \arcsin x, \arccos x, \arctan x, x^{y}), then \underset {n \to \infty} {\lim} s_n = a \Rightarrow \underset {n \to \infty} {\lim} (s_n) = f(a) for any point a of the domain of the function and any succession s_n contained in the domain of the function

Other elementary limits that we must know are:

  • \underset {n \to \infty} {\lim} s_n = -\infty \Rightarrow \underset {n \to \infty} {\lim} e^{s_n} = 0
  • \underset {n \to \infty} {\lim} s_n = +\infty \Rightarrow \underset {n \to \infty} {\lim} e^{s_n} = +\infty
  • \underset {n \to \infty} {\lim} s_n = 0, s_n > 0, \forall n \Rightarrow \underset {n \to \infty} {\lim} \log s_n = -\infty
  • \underset {n \to \infty} {\lim} s_n = +\infty \Rightarrow \underset {n \to \infty} {\lim} \log s_n = +\infty
  • \underset {n \to \infty} {\lim} s_n = -\infty \Rightarrow \underset {n \to \infty} {\lim} \arctan s_n = -\frac{\pi}{2}
  • \underset {n \to \infty} {\lim} s_n = +\infty \Rightarrow \underset {n \to \infty} {\lim} \arctan s_n = \frac{\pi}{2}
  • \underset {n \to \infty} {\lim} s_n = 0, s_n > 0, \forall n \Rightarrow \underset {n \to \infty} {\lim} s_{n}^{r} = \left\{\begin{matrix} 0, \text{si } r > 0\\ +\infty, \text{si } r < 0 \end{matrix}\right.
  • \underset {n \to \infty} {\lim} s_n = +\infty\Rightarrow \underset {n \to \infty} {\lim} s_{n}^{r} = \left\{\begin{matrix} +\infty, \text{si } r > 0\\ 0, \text{si } r < 0 \end{matrix}\right.
  • If f(x) = a_r \cdot x^r + a_{r - 1} \cdot x^{r - 1} + \cdots + a_0 is a polynomial with r \in \mathbb{N}, a_r \neq 0 then \left\{\begin{matrix} \underset {n \to \infty} {\lim} s_n = +\infty \Rightarrow \underset {n \to \infty} {\lim} f(s_n) = +\infty, \text{si } a_r > 0\\ \underset {n \to \infty} {\lim} s_n = +\infty \Rightarrow \underset {n \to \infty} {\lim} f(s_n) = -\infty, \text{si } r < 0 \end{matrix}\right.

Equivalences

Are (s_n) and (t_n) successions we will say that they are equivalents if it is true that:

\underset {n \to \infty} {\lim} \frac{s_n}{t_n} = 1

And we'll denote it as s_n \sim t_n

Main equivalences

  • If s_n \to 0 then \left\{\begin{matrix} e^{s_n} - 1 \sim s_n \\ \log {(1 + s_n)} \sim s_n \\ \sin s_n \sim s_n \\ 1 - \cos s_n\sim \frac{1}{2} \cdot s_{n}^{2} \end{matrix}\right.
  • If f(x) = a_r \cdot x^r + a_{r - 1} \cdot x^{r - 1} + \cdots + a_0 is a polynomial with r \in \mathbb{N}, a_r \neq 0 and s_n\to +\infty then \left\{\begin{matrix} f(x) \sim a_r \cdot s_{n}^{r}\\ \log (f(s_n)) \sim r \cdot \log (s_n), \text{si } a_r > 0 \end{matrix}\right.
  • Stirling's formula n! \sim n^{n} \cdot e^{-n} \cdot \sqrt{2 \cdot \pi \cdot n}

Wallis Product

The Wallis product has the following form:

\frac{2}{1}\cdot\frac{2}{3}\cdot\frac{4}{3}\cdot\frac{4}{5}\cdot\frac{6}{5}\cdot\frac{6}{7}\cdots=\frac{\pi}{2}

Demonstration of Wallis Product

We can express it as the following succession with s_1, s_n = \frac{3}{2}\cdot\frac{5}{4}\cdots\frac{2\cdot n - 1}{2\cdot n - 1}, n\geq 2

If we take the partial products of the Wallis product with an odd number of factors o_n=\frac{2^2\cdot4^2\cdots\left ( 2\cdot n - 2 \right )^2\cdot\left ( 2\cdot n\right )}{1\cdot3^2\cdots\left ( 2\cdot n - 2 \right )^2} and with even number of factors e_n=\frac{2^2\cdot4^2\cdots\left ( 2\cdot n - 2 \right )^2}{1\cdot3^2\cdots\left ( 2\cdot n - 3 \right )^2\cdots\left ( 2\cdot n - 1 \right )} with e_1 = 1 we interpret it as an empty product

We need to:

o_n = \frac{2\cdot n}{s_{n}^{2}} and e_n = \frac{2\cdot n - 1}{s_{n}^{2}}

It is evident that e_n < e_{n+1}, o_n <o_{n+1} and comparing it to o_n = \frac{2\cdot n}{s_{n}^{2}} and e_n = \frac{2\cdot n - 1}{s_{n}^{2}} we have to:

e_1 < e_2 < e_3 < \cdots < o_3 <o_2 < o_1

If 1\leq i\leq n, o_n\leq o_i=\frac{2\cdot i}{s_{i}^{2}} and e_n\geq e_i = \frac{2\cdot i - 1}{s_{i}^{2}} we deduce that \frac{2\cdot i - 1}{e_n}\leq s_{i}^{2}\leq \frac{2\cdot i}{o_n}

If we define the succession a_0 = 1 and a_n = s_{n+1}-s_n with n\geq 1

It is true that a_n = s_{n+1}-s_n=s_n\cdot \left ( \frac{2\cdot n + 1}{2\cdot n} \right )=\frac{s_n}{2\cdot n}=\frac{1}{2}\cdot\frac{3}{4}\cdots\frac{2\cdot n-1}{2\cdot n}\cdots

As a_i\cdot a_j=\frac{j+1}{i+j+1} \cdot a_i\cdot a_{j+1}+\frac{i+1}{i+j+1} \cdot a_{i+1}\cdot a_j, we have to a_{k+1}=\frac{2\cdot k+1}{2\cdot(k+1)} \cdot a_k and \frac{j+1}{i+j+1}\cdot a_i \cdot a_{j+1}+\frac{i+1}{i+j+1}\cdot a_{i+1} \cdot a_j=a_i \cdot a_j\cdot \left ( \frac{j+1}{i+j+1}\cdot\frac{2\cdot j+1}{2\cdot \left ( j+1 \right )} + \frac{i+1}{i+j+1}\cdot\frac{2\cdot i+1}{2\cdot \left ( i+1 \right )} \right )=a_i \cdot a_j

So a_i\cdot a_j=\frac{j+1}{i+j+1} \cdot a_i\cdot a_{j+1}+\frac{i+1}{i+j+1} \cdot a_{i+1}\cdot a_j is demonstrated

The fundamental property of succession a_n sets that a_0\cdot a_n+a_1\cdot a_{n-1}+\cdots+a_n\cdot a_0=1

Which we're going to test by induction

It is fulfilled for a_{0}^{2}

Let's test if it's true n+1 if met for n

Apply a_i\cdot a_j=\frac{j+1}{i+j+1} \cdot a_i\cdot a_{j+1}+\frac{i+1}{i+j+1} \cdot a_{i+1}\cdot a_j to each summand to obtain:

1=a_0\cdot a_n+a_1\cdot a_{n-1}+\cdots+a_n\cdot a_0=\left ( a_0\cdot a_{n+1}+\frac{1}{n+1}\cdot a_1\cdot a_n \right )+\left ( \frac{n}{n+1} cdot a_1\cdot a_n +\frac{2}{n}\cdot a_2\cdot a_{n-1}\right )+\cdots+\left ( \frac{1}{n+1}\cdot a_n\cdot a_1+a_{n+1}\cdot a_0 \right )=a_0\cdot a_{n+1}+a_1\cdot a_n+\cdots+a_{n+1}\cdot a_0 with what is demonstrated

Now suppose we have the first quadrant of a coordinate system divided into rectangles by the lines x=s_n and y=s_n

It R_{i,j} the rectangle whose lower-left and upper-right corners (s_i,s_j) and (s_i+1,s_j+1)

The area of each rectangle a_i\cdot a_j and therefore identity a_0\cdot a_n+a_1\cdot a_{n-1}+\cdots+a_n\cdot a_0=1 tells us that the sum of the areas of the rectangles R_{i,j} such that i+j=0 is 1

Let us denote P_n as the polygonal region formed by the rectangles R_{i,j} such that i+j<n

The outer corners of P_n are the points (s_i,s_j) for which i+j=n+1, with 1\leq i,j\leq n, and the distance from the coordinate origin to each of them is \sqrt{s_{i}^{2}+s_{j}^{2}}

If we apply \frac{2\cdot i - 1}{e_n}\leq s_{i}^{2}\leq \frac{2\cdot i}{o_n}, each of these distances shall be bounded above by \sqrt{\frac{2\cdot\left ( i+j \right )}{o_n}}=\sqrt{\frac{2\cdot\left ( n+1 \right )}{o_n}}

Similarly, the inner corners of P_n are the points (s_i,s_j) for which i+j=n, with 0\leq i,j\leq n, and the distance from the coordinate origin to each of them is bounded below, using again \frac{2\cdot i - 1}{e_n}\leq s_{i}^{2}\leq \frac{2\cdot i}{o_n} we have to \sqrt{\frac{2\cdot\left ( i+j-1 \right )}{e_n}}=\sqrt{\frac{2\cdot\left ( n-1 \right )}{e_n}}

Therefore, each polygon P_n is contained in a quarter radius circumference \sqrt{\frac{2\cdot\left ( n+1 \right )}{o_n}} and contains a quarter radius circumference \sqrt{\frac{2\cdot\left ( n-1 \right )}{e_n}}

Then, using that area of P_n is n, we have to \frac{n-1}{e_n}\cdot \frac{\pi}{2}<e_n<o_n<\frac{n+1}{n}\cdot \frac{\pi}{2}

And how \underset {n \to \infty} {\lim}e_n=\underset {n \to \infty} {\lim}o_n=\frac{\pi}{2} we have to \frac{2}{1}\cdot\frac{2}{3}\cdot\frac{4}{3}\cdot\frac{4}{5}\cdot\frac{6}{5}\cdot\frac{6}{7}\cdots=\frac{\pi}{2} thus ending the demonstration

Stirling's formula

Stirling's formula has the following form:

n! \sim n^{n} \cdot e^{-n} \cdot \sqrt{2 \cdot \pi \cdot n}

Demonstration of Stirling's Formula

Let's try to prove Stirling's formula using the Wallis product we just demonstrated

Specifically that \underset {n \to \infty} {\lim}\frac{n!}{n^{n} \cdot e^{-n} \cdot \sqrt{2 \cdot \pi \cdot n}}=1

For this we will use the expression x_n=\frac{n!}{n^{n} \cdot e^{-n} \cdot \sqrt{n}}

We have chosen this succession because a_n=\left ( 1+\frac{1}{n} \right )^n it is growing and bounded; therefore it has limit and is the number e

If we consider the succession b_n=\left ( 1+\frac{1}{n} \right )^{n+1} we get that the closed intervals I_n=\left \{ a_n,b_n \right \} verify that I_{n+1}\subset I_n and \underset {n \to \infty} {\lim}b_n-a_n=0

By the principle of embedded intervals, we know that both successions have the same limit, the number e and in addition a_i<e<b_i with i\geq 1

If we replace the previous inequalities for i=1,\cdots,n-1 we have to e\cdot\left ( \frac{n}{e} \right )^n<n!<e\cdot n\cdot\left ( \frac{n}{e} \right )^n

The choice of n^{n} \cdot e^{-n} \cdot \sqrt{n} was correct as it is an intermediate value between e\cdot\left ( \frac{n}{e} \right )^n and e\cdot n\cdot\left ( \frac{n}{e} \right )^n

Now let's see that x_n it is convergent, for this we take x_{n+1}<x_n and that x_n it is positive, we will have to \underset {n \to \infty} {\lim}x_n=\sigma with \exists \sigma\in\mathbb{R}

Then x_{n+1}<x_n\Leftrightarrow \frac{x_n}{x_{n+1}}>1\Leftrightarrow \frac{1}{e}\cdot\left ( 1+\frac{1}{n} \right )^{n+\frac{1}{2}}>1\Leftrightarrow \left ( n+\frac{1}{2} \right )\cdot \log{\left ( 1+\frac{1}{n} \right )}-1<0\Leftrightarrow \log{\left ( 1+\frac{1}{n} \right )}>\frac{1}{n+\frac{1}{2}}

The area bounded by the curve y=\frac{1}{x} and the OX axis between y=n and x=n+1 it is precisely \log{\left ( 1+\frac{1}{n} \right )}, this area is greater than the area of region A, bounded by the OX axis and the line tangent to the function y=\frac{1}{x} at the pointy=n++\frac{1}{2} between x=n and x=n+1

That is to say \log {\left ( 1+\frac{1}{n} \right )}>\acute{A}\text{rea}(A)=\frac{1}{2}\cdot\left ( \frac{n}{\left ( n+\frac{1}{2} \right )^2}+\frac{n+1}{\left ( n+\frac{1}{2} \right )^2} \right )=\frac{1}{n+\frac{1}{2}} so it is convergent

Since x_n is convergent, each sub-succession of x_nwill also be convergent and will have the same limit

Therefore \underset {n \to \infty} {\lim}x_n=\underset {n \to \infty} {\lim}\frac{x_n^2}{x_{2\cdot n}}=\sigma

With what we have to \frac{x_n^2}{x_{2\cdot n}}=\frac{\left ( 2\cdot n \right )^{2\cdot n}\cdot e^{-2\cdot n}\cdot\sqrt{2\cdot n}}{\left ( 2\cdot n \right )!}\cdot \frac{\left ( n! \right )^2}{n^{2\cdot n}\cdot e^{-2\cdot n}\cdot n}=\frac{2\cdot4\cdots (2\cdot n)}{1\cdot 3\cdots\left ( 2\cdot n-1 \right )}\cdot\frac{\sqrt{2}}{\sqrt{n}} \to \sqrt{2\cdot \pi} =\sigma with what we have arrived at the Wallis product that we have already demonstrated before and with which we have finished the demonstration