Thursday, 20 October 2016

real analysis - Find the flaw in the given proof: about the limit of a sequence

I'm studying Real Analysis, and one problem gives me a trouble. The problem is as below:




Let {xn} be a sequence defined on R with limnxn=x for some xR. Define a sequence {σn} on R by
σn=1n(x1+x2+x3++xn)


Find the flaw of the proof below, which tries to show the claim.



Claim : The sequence {σn} converges. In addition, limnσn=x.




Proof. Since limnxn=x, for any ϵ>0, there exists a natural number N such that
n>N|xnx|<ϵ


Now fix ϵ>0, and let Nϵ be the natural number that satisfies the property above. Note that
|σnx|=|1n(x1+x2++xn)x|1n(|x1x|++|xnx|)

Now, for sufficiently large n>Nϵ, we can divide the term above as
|σnx|=1n(|x1x|+|x2x|++|xNϵx|)+1n(|xNϵ+1x|++|xnx|)

Since the first term above has only finite constant terms,
1n(|x1x|+|x2x|++|xNϵx|)0asn

Now,
|σnx|=1n(|xNϵ+1x|++|xnx|)<1n×ϵ(nNϵ)ϵ


as n. Therefore limnσn=x.




I understand that there is some problem in the proof, but I cannot clearly explain the answer! I think the problem comes from finding the limit not at once, but calculating the parts first. Could somebody explain this to me plainly?

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