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 limn→∞xn=x for some x∈R. 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, limn→∞σn=x.
Proof. Since limn→∞xn=x, for any ϵ>0, there exists a natural number N such that
n>N⇒|xn−x|<ϵ
Now fix ϵ>0, and let Nϵ be the natural number that satisfies the property above. Note that
|σn−x|=|1n(x1+x2+⋯+xn)−x|≤1n(|x1−x|+⋯+|xn−x|)
Now, for sufficiently large n>Nϵ, we can divide the term above as
|σn−x|=1n(|x1−x|+|x2−x|+⋯+|xNϵ−x|)+1n(|xNϵ+1−x|+⋯+|xn−x|)
Since the first term above has only finite constant terms,
1n(|x1−x|+|x2−x|+⋯+|xNϵ−x|)→0asn→∞
Now,
|σn−x|=1n(|xNϵ+1−x|+⋯+|xn−x|)<1n×ϵ(n−Nϵ)→ϵ
as n→∞. Therefore limn→∞σn=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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