Wednesday, 11 December 2013

real analysis - Prove that convergence of a sequence implies boundedness of its variation.





A sequence {xn} is said to have bounded variation if a sequence σn is bounded, where σn is defined as:
σn=|x2x1|+|x3x2|++|xn+1xn|, nN


Prove that any monotone bounded sequence {xn} has bounded variation.




I've started with taking a look at σn, since it is a sum of absolute values then it must follow that:
σn+1σn


Thus σn is monotonically increasing. To show a sequence is bounded it is sufficient to show that it converges.



Here is what we wan't to show eventually:
limnxn=L1MR:σnM nN


It is given that {xn} is bounded and monotonic, thus it converges by Monotone Convergence Theorem. Define a new sequence:
yn=xn+1xn

By convergence of xn it follows that:
limnyn=limn(xn+1xn)=0

But then it also follows that yn converges absolutely:
limn|yn|=limn|xn+1xn|=0

Let's now fix some number pN and consider the following expression:

σn+pσn=n+pn+1|yk|

Now consider the limit of RHS:
limnn+pn+1|yk|=0



Then if follows:
limn|σn+pσn|=0



Thus σn satisfies Cauchy's Criteria hence convergent, hence bounded.



I would like to ask for a verification of the proof above, and point to mistakes in case of any, or suggest a solution in case the above makes no sense. Thank you!


Answer



If {xn} is increasing, σn=xn+1x1.


Since {xn} is bounded, then of course σn is bounded...


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