Chapter 1

Sequences and Limits

{ } Let a n be a sequence of real or complex numbers. A necessary and sucient condition for the sequence to converge is that for any > 0 there exists an integer N > 0 such that | a p aq | < holds for all integers p and q greater than N. This is called the Cauchy criterion. Any monotone bounded sequence is convergent. { } For any sequence a n the inferior limit and the superior limit are dened by the limits of monotone sequences { } lim inf a n = lim inf a n , a n+1 , ...
n n

and { } lim sup a n = lim sup a n , a n+1 , ...

n n

respectively. Note that the inferior and superior limits always exist if we adopt as limits. { } A bounded sequence a n converges if and only if the inferior limit coincides with the superior limit.

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Problems and Solutions in Real Analysis

Problem 1. 1 Prove that n sin (2n!e) converges to 2 as n .

Problem 1. 2 Prove that the sequence ( )n ( )n ( )n 2 n 1 + + + n n n converges to e/(e 1) as n .

Problem 1. 3 Prove that the sequence ) ( e n/4 n (n+1)/2 11 2 2 n n 1/n converges to 1 as n .

This was proposed by Ces` ro (1888) and solved by P lya (1911). a o

Problem 1. 4 Suppose that a n and bn converge to and as n respectively. Show that the sequence a 0 bn + a1 bn1 + + a n b 0 n converges to as n .

Problem 1. 5

{ } Suppose that a n n0 is a non-negative sequence satisfying a m+n a m + a n + C

for all positive integers m, n and some non-negative constant C. Show that a n /n converges as n .
This is essentially due to Fekete (1923). In various places we encounter this useful lemma in deducing the existence of limits.

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Sequences and Limits

Problem 1. 6

{ } For any positive sequence a n n1 show that ( )n a1 + a n+1 >e an

for innitely many ns, where e is base of the natural logarithm. Prove moreover that the constant e on the right-hand side cannot in general be replaced by any larger number.

Problem 1. 7 For any 0 < < and any positive integer n show the inequality sin + sin 2 sin n + + > 0. 2 n

This was conjectured by Fej r and proved by Jackson (1911) and by Grone wall (1912) independently. Landau (1934) gave a shorter (maybe the shortest) elegant proof. See also Problem 5. 9. Note that

n=1

sin n = n 2

for 0 < < 2, which is shown in Solution 7. 10.

Problem 1. 8 For any real number and any positive integer n show the inequality cos cos 2 cos n 1 + + + . 2 3 n+1 2
This was shown by Rogosinski and Szeg (1928). Verblunsky (1945) gave o another proof. Koumandos (2001) obtained the lower bound 41/96 for n 2. Note that ( ) cos n n + 1 = 2 sin cos log 2 sin 2 n=0 for 0 < < 2. For the simpler cosine sum Young (1912) showed that

n=1

cos n > 1 n

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Problems and Solutions in Real Analysis

for any and positive integer m 2. Brown and Koumandos (1997) improved this by replacing 1 by 5/6.

Problem 1. 9

{ } Given a positive sequence a n n0 satisfying a 1 a 0 + 1 and a n+1

2 an 1 a n1

for any positive integer n, show that a n+1 an converges as n . Show moreover that a n n converges as n , where is the limit of the sequence a n+1 /a n .
This is due to Boyd (1969).

Problem 1. 10 Let E be any bounded closed set in the complex plane containing an innite number of points, and let Mn be the maximum of | V(x1 , ..., x n ) | as the points x1 , ..., x n run through the set E, where V(x1 , ..., x n ) = (x i x j )
1i< jn 2/(n(n1)) is the Vandermonde determinant. Show that Mn converges as n .

This is due to Fekete (1923) and the limit

2/(n(n1)) (E ) = lim Mn n

is called the transnite diameter of E. See Problem 15. 9.

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Sequences and Limits

Solutions for Chapter 1

Solution 1. 1 Let rn and n be the integral and fractional parts of the number n!e respectively. Using the expansion e=1+ we have 1 1 1 + + + + , 1! 2! n!

( ) rn = n! 1 + 1 + 1 + + 1 1! 2! n! 1 = 1 + n + , n + 1 (n + 1)(n + 2) 1 < n+1 1 1 1 + + = . 2 n + 1 (n + 1) n

since
n

<

Thus sin (2n!e) = sin (2 n ). Note that this implies the irrationality of e. Since n n converges to 1 as n , we have
n

lim n sin (2 n ) = lim

sin (2 n )
n

= 2.

Hence n sin (2n!e) converges to 2 as n . Remark. More precisely one gets

n

( ) 1 1 1 3 +O 4 ; n n n

hence we have n sin (2n!e) = 2n ( 5) 43 3 n n +O n n 3 ( ) 2(2 2 3) 1 = 2 + +O 3 2 3n n

n

as n .

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Problems and Solutions in Real Analysis

Solution 1. 2 { } Let d n be any monotone increasing sequence of positive integers diverging to and satisfying d n < n for n > 1. We divide the sum into two parts as follows. ( )n ( )n ( )n a = 1 + 2 + + n 1 dn , n n n n ( ( )n )n bn = n d n + + n . n n First the sum a n is roughly estimated above by 1 nn
0 nd n

( )n (n d n ) n+1 dn x dx = < 1 . (n + 1)n n n

n

Now using the inequality log(1 x) + x < 0 valid for 0 < x < 1 we obtain 0 < a n < e n log(1 dn /n) < e dn , which converges to 0 as n . Next by using Taylors formula for log(1 x) we can take a positive constant c1 such that the inequality | log(1 x) + x | c1 x 2 holds for any | x | 1/2. Thus for any integer n satisfying d n /n 1/2 we get ) ( 2 k c1 k 2 c1 d n +k n log 1 n n n
2 for 0 k d n . Suppose further that d n /n converges to 0 as n . For exam[ 1/3 ] satises all the conditions imposed above. Next take a positive ple d n = n constant c2 satisfying

| e x 1 | c2 | x |
2 for any | x | 1. Since c1 d n /n 1 for all suciently large n, we have ( )n k ek 1 1 = e n log(1k/n)+k 1 n

2 c1 c2 d n . n

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Sequences and Limits

Dividing both sides by e k and summing from k = 0 to d n , we get )n dn ( 2 c1 c2 d n dn k k 1 e k e . n n k=0 k=0 Hence bn which implies bn
dn 2 ec1 c2 d n , (e 1)n

k=0

e k

<

( ) 2 c1 c2 d n e e + e dn . e1 e1 n

Therefore a n + bn converges to e/(e 1) as n . Solution 1. 3 One can easily verify that the function f (x) = x log x satises all the conditions stated in Problem 5.7. Therefore the logarithm of the given sequence converges to f (1) f (0+) = 0, 2 hence the limit is 1. Solution 1. 4 Let M be an upper bound of the two convergent sequences | a n | and | bn |. For any > 0 we can take a positive integer N satisfying | a n | < and | bn | < for all integers n greater than N. If n is greater than N 2 , then | a k bnk | | (a k )bnk + (bnk ) | (M + | | ) ] [ for any integer k in the interval n , n n . Therefore 1 n

k=0

ak bnk

1 n

( ) [ n ] + 1 + 2 | | + M 2 n ( ) n + 1 (M + | | ) + 2 | | + M 2 . n

n kn n

| a k bnk |

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Problems and Solutions in Real Analysis

We can take n so large that the last expression is less than (M + | | + 1) . Solution 1. 5 For an arbitrary xed positive integer k we put n = qk + r with 0 r < k. Since a n = a qk+r q(a k + C) + a r , we have an ak + C ar + . n k n Taking the limit as n , we get lim sup
n

an ak + C . n k

The sequence a n /n is therefore bounded. Since k is arbitrary, we may conclude that an ak lim sup lim inf , n k k n which means the convergence of a n /n. Solution 1. 6 Without loss of generality we may put a 1 = 1. Suppose, contrary to the conclusion, that there is an integer N satisfying )n ( 1 + a n+1 e an for all n N. Put sj,k = exp ( )

1 1 + + j k

for any integers j k. Since 0 < a n+1 e 1/n a n 1, we get successively 0<a n+1 s n,n a n 1, 0 < a n+2 s n,n+1 a n s n+1,n+1 1, . . . 0<a n+k+1 s n,n+k a n s n+1,n+k s n+k,n+k 1 for any non-negative integer k. Hence it follows that an > 1 s n,n + 1 s n,n+1 + + 1 s n,n+k .

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Sequences and Limits

On the other hand, using the inequality ( n+ j ) 1 n1 dx > exp = , s n,n+ j x n+ j n1 we get an >
k

j=0

n1 , n+ j

which is a contradiction, since the right-hand side diverges to as k . To see that the bound e cannot be replaced by any larger number, consider the case a n = n log n for n 2. Then ( )n ( ( ( 1 ))) a 1 + (n + 1) log(n + 1) 1 = exp n log 1 + + O n log n n n log n ( ( 1 )) = exp 1 + O , log n which converges to e as n . Solution 1. 7 Denote by s n () the left-hand side of the inequality to be shown. Write for 2 for brevity. Since ( ) e i + e 2i + + e ni sn () = = cos (n + 1) sin n , sin

we obtain the candidates for extreme points of s n () on the interval (0, ] by solving the equations cos (n + 1) = 0 and sin n = 0, as follows: 2 3 4 , , , , ... n+1 n n+1 n where the last two candidates are (n 1)/(n + 1) and if n is even, and (n 1)/n and n/(n + 1) if n is odd. In any case sn () vanishes at least at n points in the interval (0, ). Since sn () can be expressed as a polynomial in cos of degree n and cos maps the interval [0, ] onto [1, 1] homeomorphically, this polynomial possesses at most n real roots in [1, 1]. Therefore all these roots must be simple and give the actual extreme points of s n () except for = . Clearly s n () is positive in the right neighborhood of the origin, and the maximal and minimal points stand in line alternately from left to right. Thus s n () attains its minimal values at the

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Problems and Solutions in Real Analysis

points 2 /n (0, ) when n 3. In the cases n = 1 and n = 2, however, s n () has no minimal points in (0, ). Now we will show that s n () is positive on the interval (0, ) by induction on n. This is clear for n = 1 and n = 2 since s 1 () = sin and s 2 () = (1+cos ) sin . Suppose that s n1 () > 0 for some n 3. Then the minimal values of s n () are certainly attained at some points 2 /n in (0, ), whose values are ( ) ( ) 2 2 sin 2 sn = s n1 + n n n ) ( 2 > 0. = s n1 n Therefore s n () > 0 on the interval (0, ). Remark. Landau (1934) gave the following elegant shorter proof using mathematical induction on n. Suppose that s n1 () > 0 on (0, ). If s n attains the non-positive minimum at some point, say , then sn ( ) = 0 implies ( ) 1 sin n + = sin 2 2 and hence ( ) 1 cos n + = cos . 2 2 ) ( ) 1 1 sin n = sin n + cos cos n + sin 2 2 2 2 = sin cos cos sin , 2 2 2 2

Since

being equal either to 0 or sin 0 according to the sign. We are led to a contradiction. Solution 1. 8 The proof is substantially based on Verblunsky (1945). Write for 2 for brevity. Let cn () be the left-hand side of the inequality to be shown. It suces to conne ourselves to the interval [0, /2]. Clearly c1 () = cos /2 1/2 and c 2 () = 2 1 1 41 cos2 + cos , 3 2 3 96

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Sequences and Limits

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and we assume that n 3. Note that cos n = sin (2n + 1) sin (2n 1) 2 sin sin2 (n + 1) 2 sin2 n + sin2 (n 1) = , 2 sin2

{ } whose numerator is the second dierence of the positive sequence sin 2 n . Using this formula we get cn () =
n sin2 (k + 1) 2 sin2 k + sin2 (k 1) 1 , k+1 2 sin2 k=1

which can be written as ( 1 2 sin2 sin2 2 2 sin2 (n 1) + + + 3 12 n(n 2 1) 2 sin2 Hence we obtain cn ()

) (n 1) sin2 n sin2 (n + 1) + . n(n + 1) n+1

1 cos2 sin2 (n + 1) sin2 n + + 3 6 2(n + 1) sin2 1 sin2 sin (2n + 1) = + . 6 6 2(n + 1) sin

For any satisfying sin (2n + 1) 0 we obviously have cn () 1/3. Moreover if belongs to the interval (3/(2n + 1), /2), then using Jordans inequality sin 2/, cn () 1 1 3 2(n + 1) sin (3/(2n + 1)) 1 2n + 1 1 > . 3 12(n + 1) 2

Thus it suces to consider the interval [/(2n + 1), 2/(2n + 1)]. In general, we consider an interval of the form [ ] , . 2n + 1 2n + 1 For any satisfying sin (2n + 1) c on this interval it follows that cn () 1 sin2 c . 6 6 2(n + 1) sin

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Problems and Solutions in Real Analysis

Now the right-hand side can be written as 1/6(sin ), where (x) is a concave function; hence, the maximum of is attained at an end point of that interval. By using sin 7 sin we get ( sin ) 1 c = sin2 + 2n + 1 6 2n + 1 2(n + 1) sin (/(2n + 1)) () 2 c 2n + 1 + . 2 2(n + 1) 7 sin (/7) 6(2n + 1) , 7

Since n 3, the last expression is less than c () 2 + . 294 7 sin (/7) Similarly we get an estimate for another end point. For = 1 and = 4/3 we can take c = 3/2 so that the value of at the corresponding end point is less than 0.319 and 0.28 respectively. Similarly for = 4/3 and = 2 we can take c = 1 so that the value of is less than 0.314 and 0.318 respectively. Therefore the maximum of on the interval [/(2n+1), 2/(2n+1)] is less than 1/3, which implies that cn () > 1/2. Solution 1. 9 We rst show that a n+1 1 >1+ an a0 (1. 1)

by induction on n. When n = 0 this holds by the assumption. Put = 1 + 1/ a 0 for brevity. Suppose that (1. 1) holds for n m. We then have a k > k a 0 for 1 k m + 1. Thus
m+1 m+1 a k+1 1 a m+2 a 1 ak , a m+1 a 0 ak a k1 ak k=1 k=1

which is less than 1 a0

m+1 k=1

k < a0 ( 1) =

1 . a0

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Sequences and Limits

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Therefore a m+2 a 1 1 1 > >1+ ; a m+1 a 0 a0 a0 thus (1. 1) holds also for n = m + 1. Let p > q be any positive integers. In the same way,
p p a p+1 a q+1 a k+1 1 ak , ap aq ak a k1 a k=q+1 k=q+1 k

which is less than

pq a0 1 1 < aq . a q k=1 k { } This means that the sequence a n+1 /a n satises the Cauchy criterion since a q diverges to as q . Letting p in the above inequalities, we get a0 a q+1 . aq aq Multiplying both sides by a q / q+1 , we have a0 a q+1 a q q q+1 , q+1 { n} which shows that the sequence a n / also satises the Cauchy criterion. Solution 1. 10 Let 1 , ..., n+1 be the points at which | V(x 1 , ..., x n+1 ) | attains its maximum M n+1 . Since V( 1 , ..., n+1 ) = ( 1 n+1 ) ( n n+1 ), V( 1 , ..., n ) we have M n+1 | 1 n+1 | | n n+1 |. Mn Applying the same argument to each point 1 , ..., n , we get n + 1 similar inequalities whose product gives )n+1 ( M n+1 2 | i j | = M n+1 . Mn i j

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Problems and Solutions in Real Analysis

2/(n(n1)) Hence the sequence M n is monotone decreasing.

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