Wednesday, 1 July 2015

Finding the limit of recursive sequence




Assuming that the solution of ex=x is c(0,1)



And give the following sequence



an+1=ean



a1=1



How can i prove that the sequence converge and that the limit is lim




I tried to define a new sequence b_n=a_n-c and to prove it using the ratio test but without success


Answer



Exponential function is continuous,then



\lim_{n\to\infty}a_n=\lim_{n\to\infty}a_{n+1}=\lim_{n\to\infty}e^{-a_n}=e^{-\lim_{n\to\infty}a_n}.



So the limit of this sequence is the solution of x=e^{-x} which is c.




To see the existence, first note by induction that 1\geq a_n\geq 0. Now we claim that subsequence with odd terms decreasing and subsequence with even terms increasing. For k=1, a_{2k-1}\geq a_{2k+1} is immediate and to see a_{2k}\leq a_{2k+2} note that 1\geq a_n and e is monotone. Thus, a_2=e^{-1}\leq a_4=e^{-a_3}.



Suppose now for some k, a_{2k-1}\geq a_{2k+1} and a_{2k}\leq a_{2k+2}. Then



e^{-a_{2k}}\geq e^{-a_{2k+2}}\implies a_{2k+1}\geq a_{2k+3},\\ e^{-a_{2k+1}}\leq e^{-a_{2k+3}}\implies a_{2k+2}\leq a_{2k+4}.



This tells us that both \lim_{k\to\infty}a_{2_k}=l_0 and \lim_{k\to\infty}a_{2k-1}=l_1 exist by monotone convergence theorem. Now we claim that every odd term is bigger than every even term. Trivially for k=1, this claim holds. Suppose now that it is true for some k, a_{2k-1}\geq a_{2k}. Then



a_{2k+1}=e^{-a_{2k}}\geq e^{-a_{2k-1}}=a_{2k}\implies e^{-a_2k}=a_{2k+1}\geq e^{a_{2k+1}}=a_{2k+2}
which shows that the claim is true for k+1 and induction is completed. So we show that a_{2k}\leq a_{2k+2}\leq a_{2k+1}\leq a_{2k-1}. Note also that l_0 is supremum and l_1 is infimum for corresponding sequences. Then l_1\geq l_0.




By induction one can show a_{2k+1}=a_{2k}^{1/e}\geq a_{2k+1}^{1/e}=a_{2k+2}. Taking limit on both sides gives us l_0^{1/e}\geq l_1^{1/e} and l_0\geq l_1. Thus l_0=l_1=l and a_k\to l.


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