Friday, 12 April 2013

calculus - Proof verification. If xn is a monotone sequence and it has a convergent subsequence xnk, then xn is convergent to the same limit.




Let xn denote a monotone sequence where nN. Let xn have a convergent subsequence xnk. Prove that xn is convergent to the same limit as xnk.




I've decided to consider two separate cases. xn is either increasing or decreasing. For the case of a stationary sequence the result follows immediately.



Below i'm using the fact that a bounded monotone sequence has a limit.







Case 1. Let xn be a monotonically increasing sequence. Thus:
xn+1xn



Consider a subsequence of xn namely xnk. Then:
xnkxn, nkn



We are also given that:
lim



Given that fact we know that x_{n_k} is bounded above. Therefore:
x_n \le x_{n_k} \le L



Now by monotone convergence theorem a monotone bounded sequence must be convergent. Also by uniqueness of a limit for a convergent sequence and the fact that all its subsequences are also convergent to the same limit:
\lim_{k\to\infty}x_{n_k} = \lim_{n\to\infty}x_n = L






Case 2. I know of two possible ways to follow for this case. First is reproduce the reasoning above for the monodically decreasing sequence, which is almost the same as case 1. Or, as mentioned in comments, consider a new sequence:

y_n = (-x_n)_n
Then the result follows immediately from case 1.




Is my proof rigorous enough to consider it complete?



Answer



Here's a more formal (and shorter) proof:




Let (x_{n_k}) be a convergent subsequence of (x_n), which we know exists, and let L be its limit. Then, given any \varepsilon > 0, there is some K \in \mathbb{N} such that for all k \geq K, |x_{n_k} - L| < \varepsilon (this is the definition of the limit).



Now, for any n \geq n_K, we will show than |x_n - L| < \varepsilon, which will complete the proof. For this purpose, suppose that this is not true. Then there is some n \geq n_K such that |x_n - L| \geq \varepsilon > |x_{n_K} - L|.



First, note that if x_1 \leq L then we must have x_i \leq L for all i: if not, then we have some i, such that x_1 \leq L < x_i, but then for all m > i, x_m \geq x_i > L, so |x_m - L| \geq |x_i - L| > 0, so in particular, (x_{n_k})\not\to L, a contradiction. Symmetrically, if x_1 \geq L, then x_i \geq L for all i.



Now, we have a problem: we have either x_n \geq L + \varepsilon > x_{n_K} \geq L or x_n\leq L - \varepsilon < x_{n_K} \leq L, but then monotonicity gives us either x_m \geq L + \varepsilon or x_m \leq L - \varepsilon for all m \geq n, in particular for all but finitely many n_k, so |x_{n_k} - L| \geq \varepsilon for all but finitely many n_k, so (x_{n_k})\not\to L, a contradiction.



Thus, we must have |x_n - L| <\varepsilon for all n \geq n_K, hence (x_n)\to L.



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