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Let (an)∞n=0 be a bounded sequence with the property that there exists l such that if (anj)∞j=1 is any convergent subsequence of (an)∞n=0 then its limit is l. Prove that an→l as n→∞.
Proof:
(a) (an)∞n=0 converges:
Suppose that all convergent subsequences of (an)∞n=0 converge to l, but (an)∞n=0 itself does not converge. As (an)∞n=0 is bounded, it cannot diverge to ∞. This means (an)∞n=0 must be alternating. We can look at the example an=(−1)n. It is bounded by [−1,1] but not convergent. However, for an=(−1)n there exist two convergent subsequences with different limits:
anj=(−1)j with j∈{2n:n∈N} is constant and converges to l1=1.
ank=(−1)k with k∈{2n−1:n∈N} is constant and converges to l2=−1.
This means not all the subsequences anj that are convergent, converge to the same l, so (an)∞n=0 cannot be alternating and must then be convergent.
(b) (an)∞n=0 has limit l.
Suppose that all convergent subsequences of (an)∞n=0 converge to l, but (an)∞n=0 converges to x≠l. Then there exists a subsequence (anj)∞j=1=(−1)j with j∈{n+1:n∈N} that converges to x, as it follows the original sequence, but starts at one element later. We assumed that x≠l but all convergent subsequences had limit l, but we just found a convergent subsequence that converges to x≠l. This means an)∞n=0 must converge with its unique limit being l.
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