Wednesday 11 December 2013

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





A sequence $\{x_n\}$ is said to have bounded variation if a sequence $\sigma_n$ is bounded, where $\sigma_n$ is defined as:
$$
\sigma_n = |x_2 - x_1| + |x_3 - x_2| + \cdots + |x_{n+1} - x_n|,\ n\in\Bbb N
$$

Prove that any monotone bounded sequence $\{x_n\}$ has bounded variation.




I've started with taking a look at $\sigma_n$, since it is a sum of absolute values then it must follow that:
$$
\sigma_{n+1} \ge \sigma_n

$$

Thus $\sigma_n$ 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:
$$
\exists\lim_{n\to\infty}x_n = L_1 \implies \exists M\in\Bbb R: \sigma_n \le M\ \forall n\in\Bbb N
$$

It is given that $\{x_n\}$ is bounded and monotonic, thus it converges by Monotone Convergence Theorem. Define a new sequence:
$$
y_n = x_{n+1} - x_n

$$

By convergence of $x_n$ it follows that:
$$
\exists \lim_{n\to\infty}y_n = \lim_{n\to\infty}(x_{n+1} - x_n) = 0
$$

But then it also follows that $y_n$ converges absolutely:
$$
\lim_{n\to\infty}|y_n| = \lim_{n\to\infty}|x_{n+1} - x_n| = 0
$$

Let's now fix some number $p \in \Bbb N$ and consider the following expression:

$$
\sigma_{n+p} - \sigma_n = \sum_{n+1}^{n+p} |y_k|
$$

Now consider the limit of RHS:
$$
\lim_{n\to\infty}\sum_{n+1}^{n+p}|y_k| = 0
$$



Then if follows:
$$

\lim_{n\to\infty}|\sigma_{n+p} - \sigma_n| = 0
$$



Thus $\sigma_n$ 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 $\{x_n\}$ is increasing, $$\sigma _n=x_{n+1}-x_1.$$
Since $\{x_n\}$ is bounded, then of course $\sigma _n$ is bounded...


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