Review: Sequences and Series

Course Title: Real Analysis 2 Course Code: MTH322

Course instructor: Dr. Atiq ur Rehman Class: MSc-II
Course URL: www.mathcity.org/atiq/sp19-mth322

A sequence (of real numbers, of sets, of functions, of anything) is

simply a list. There is a first element in the list, a second element, a
third element, and so on continuing in an order forever. In
mathematics a finite list is not called a sequence (some authors
considered it finite sequence); a sequence must continue without
interruption. Formally it is defined as follows:

Sequence
A sequence is a function whose domain of definition is the set
of natural numbers.
Notation:
An infinite sequence is denoted as

{sn } or sn : n  or s1, s2 , s3 ,... or simply as sn or by (sn ) .
n =1

The values sn are called the terms or the elements of the

sequence sn  .
e.g. i) n = 1,2,3,  .
1   1 1 
ii)   = 1, , ,  .
n  2 3 
iii) (−1)n+1 = 1, −1,1, −1, .
iv) 2,3,5,7,11,... , a sequence of positive prime numbers.
Subsequence
It is a sequence whose terms are contained in given sequence.
A subsequence of {sn } is usually written as {snk } .

Increasing Sequence
A sequence sn  is said to be an increasing sequence if
sn+1  sn  n  1 .
Decreasing Sequence
A sequence sn  is said to be an decreasing sequence if
sn+1  sn  n  1 .
Monotonic Sequence
A sequence sn  is said to be monotonic sequence if it is either
increasing or decreasing.
 Review: Sequences and Series -2-

Examples:
➢ n = {1,2,3,...} is an increasing sequence.
1 
➢   is a decreasing sequence.
n
➢ cos n  = {−1,1, −1,1,...} is neither increasing nor decreasing.

Bounded Sequence
A sequence is said to be bounded if its range is a bounded set.
Definition
A sequence sn  is said to be bounded if there is a number  so that
sn    n  .

Examples
 (−1) n 
a) un  =   is a bounded sequence
 n 
b) vn  = sin nx is also bounded sequence. Its supremum is 1 and
infimum is −1.
c) The geometric sequence ar n−1 , r  1 is an unbounded above
sequence. It is bounded below by a.
d) exp(n) is an unbounded sequence.

Definition
A sequence sn  of real numbers is said to convergent to limit
‘s’ as n →  , if for every real number   0 , there exists a positive
integer n0 , depending on  , such that
sn − s   whenever n  n0 .
A sequence that converges is said to be convergent. A sequence that
fails to converge is said to divergent. If sn  converges to s , then we
write lim sn = s or lim sn = s .
n →
 Review: Sequences and Series -3-

Theorem
A convergent sequence of real number has one and only one
limit (i.e. limit of the sequence is unique.)

Theorem (Sandwich Theorem or Squeeze Theorem)

Suppose that sn  and tn  be two convergent sequences such
that lim sn = lim tn = s . If sn  un  tn  n  n0 , then the sequence
n → n→

un  also converges to s.

Cauchy Sequence
A sequence sn  of real number is said to be a Cauchy sequence
if for given number   0 , there exists a positive integer n0 ( ) such
that
sn − sm    m, n  n0
Theorem
A Cauchy sequence of real numbers is bounded.
Theorem
Let a sequence sn  be a bounded sequence.
(i) If sn  is monotonically increasing then it converges to its
supremum.
(ii) If sn  is monotonically decreasing then it converges to its
infimum.
Remark:
Let sn  be a sequence and lim sn = s . Then lim sn+1 = s .
n → n →

Theorem
Every Cauchy sequence of real numbers has a convergent
subsequence.
Theorem (Cauchy’s General Principle for Convergence)
A sequence of real number is convergent if and only if it is a
Cauchy sequence.

Limit Inferior of the sequence

Suppose sn  is bounded below then we define limit inferior of
sn as follow
liminf sn = lim un , where un = inf sk : k  n .
n→ n→

If sn is not bounded below then

 Review: Sequences and Series -4-

liminf sn = − .
n→

Limit Superior of the sequence

Suppose sn  is bounded above then we define limit superior of
sn as follow
limsup sn = lim vn , where vn = supsk : k  n
n→ n→

If sn is not bounded above then we have

limsup sn = +  .
n→

Theorem
If sn  is a convergent sequence then
lim sn = lim ( inf sn ) = lim ( sup sn ) .
n→ n→ n→

Infinite Series

Given a sequence an  , we use the notation a
i =1
n or simply

a n to denotes the sum a1 + a2 + a3 + and called a infinite series

or just series.
n
The numbers sn =  ak are called the partial sum of the series.
k =1

If the sequence sn  converges to s, we say that the series converges


and write a
n =1
n = s , the number s is called the sum of the series but it

should be clearly understood that the ‘s’ is the limit of the sequence of
sums and is not obtained simply by addition.
If the sequence sn  diverges then the series is said to be diverge.
Note:
The behaviors of the series remain unchanged by addition or
deletion of the certain terms
Theorem

If a
n =1
n converges then lim an = 0 .
n →

Note: The converse of the above theorem is false. For example, the

1
series  is divergent, although lim an = 0 .
n →
n =1 n
 Review: Sequences and Series -5-

This implies that if lim an  0 , then

n →
a n is divergent (It is known
as basic divergent test).
Theorem (Cauchy Criterion for Convergence of Infinite Series)
A series  an is convergent if and only if for any real number
  0 , there exists a positive integer n0 such that
n

a
i = m +1
i   n  m  n0 .

Above theorem can be stated as A series  an is convergent if and

only if for any real number   0 , there exists a positive integer n0
such that
an+1 + an+2 + ... + an+ p   such that n  n0 , p  1 .

Theorem (Comparison Test)

Suppose  an and  bn are infinite series such that an  0 , bn  0
 n . Also suppose that for a fixed positive number  and positive
integer k , an   bn  n  k .
(i) If  bn is convergent, then  an is convergent.
(ii) If a n is divergent, then b n is divergent.

Example
1
The series  n is convergent if   1 and diverges if   1 .

Theorem
an
Let an  0 , bn  0 and lim
n→ b
=   0 then the series a n and
n

b n behave alike.

Theorem (Cauchy Condensation Test)

Let an  0 , an  an+1  n  1. Then the series a n and
2 n−1
a2n−1 converges or diverges together.

Alternating Series
A series in which successive terms have opposite signs is called an
alternating series.
 Review: Sequences and Series -6-

(−1)n+1 1 1 1
e.g.  =1− + − + is an alternating series.
n 2 3 4
Theorem (Alternating Series Test or Leibniz Test)
Let an  be a decreasing sequence of positive numbers such that
lim an = 0 then the alternating series
n →


 (−1)
n =1
n +1
an = a1 − a2 + a3 − a4 + converges.

Absolute Convergence
 an is said to converge absolutely if a n converges.

Theorem
An absolutely convergent series is convergent.
Note
The converse of the above theorem does not hold.
(−1) n+1 1
e.g.  is convergent but  is divergent.
n n

Theorem (Dirichlet test for infinite series)

Let  an  be positive term decreasing sequence such that lim an = 0
n →

and sn  , sn =  k =1 bk is bounded, then a

n
n bn is convergent.

Theorem (Abel’s test for infinite series)

If  an  is monotonic convergent sequence and b n is convergent
then a b
n n is also convergent.

References:
1. W. Rudin, Principle of Mathematical Analysis, 3rd Edition, McGraw-Hill, Inc., 1976.
2. R.G. Bartle and D.R. Sherbert, Introduction to Real Analysis, 4th Edition, John Wiley
& Sons, Inc., 2011.
3. B.S. Thomson, J.B. Bruckner and A.M. Bruckner, Elementary Real Analysis,
Prentice Hall (Pearson), 2001. URL: http://www.classicalrealanalysis.com