A sequence {xn} is said to have bounded variation if a sequence σn is bounded, where σn is defined as:
σn=|x2−x1|+|x3−x2|+⋯+|xn+1−xn|, n∈N
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+1≥σn
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:
∃limn→∞xn=L1⟹∃M∈R:σn≤M ∀n∈N
It is given that {xn} is bounded and monotonic, thus it converges by Monotone Convergence Theorem. Define a new sequence:
yn=xn+1−xn
By convergence of xn it follows that:
∃limn→∞yn=limn→∞(xn+1−xn)=0
But then it also follows that yn converges absolutely:
limn→∞|yn|=limn→∞|xn+1−xn|=0
Let's now fix some number p∈N and consider the following expression:
σn+p−σn=n+p∑n+1|yk|
Now consider the limit of RHS:
limn→∞n+p∑n+1|yk|=0
Then if follows:
limn→∞|σn+p−σn|=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+1−x1.
Since {xn} is bounded, then of course σn is bounded...
No comments:
Post a Comment