Subject - Statistics

Paper - Probability
Module - Sequences-I
Let n be a positive integer. Consider the ordered set of real numbers as:
a1 , a2 , . . . , an , . . .
Now consider the one-to-one correspondence of this set of real numbers with natural
numbers as shown below:

Then tan u is called a sequence.

Definition 1 A function f whose domain is the set of all positive integers 1, 2, 3, . . .
is called an infinite sequence. The function value f pnq is the n-th term of the se-
quence. It is usually denoted by an or xn etc.
Example 1 an “ 1{n
Putting n “ 1, 2, 3, . . . , we get the terms of this sequence as:
1, 21 , 13 , ¨ ¨ ¨ , 100
1
, ¨ ¨ ¨ Clearly, |an | ď 1. We call that the sequence is bounded. Also, as
n increases, an decreases. Hence, an Ñ 0 as n Ñ 8, i.e. lim an “ 0.
nÑ8

Example 2 an “ 1. lim an “ 1. an is convergent and bounded.

nÑ8

Example 3 an “ n2 . Here as n gets larger and larger an also gets larger and
larger and it is not bounded by any fixed number. Therefore lim an “ 8 i.e. an is
nÑ8
unbounded and divergent.
Example 4 an “ 1 ` p´1qn ¨ n1 . Here tan u converges to 1 as n goes to 8. Putting
n “ 1, 2, 3, 4, . . . , successively we get the terms of this sequence as:
3 2 5
0, , , , ¨ ¨ ¨
2 3 4
It can be immediately observed that whatever be the maximum value of n, an is always
less than 2. Therefore an is bounded and it converges to 1.

1
Example 5 an “ p´1qn . Putting n “ 1, 2, 3, 4, . . . , successively we get the terms of
this sequence as:
´1, 1, ´1, 1, . . .
Therefore an is bounded but not convergent. Actually it oscillates between ´1 and
`1.

1 Convergent Sequence
Definition 2 A sequence tan u is said to have a limit L if for every positive real
number pą 0q, there exists a positive integer n0 (depending on ε) such that

|an ´ L| ă ε @ n ą n0 .

When this holds, we say that the sequence tan u converges to L as n Ñ 8 and we
write:
lim an “ L.
nÑ8

When we say that n tends to infinity, we mean that n takes up successively an

endless series of integral values which ultimately become and remain greater than
any arbitrarily assigned positive integer. Consider the following example:
Example 6 an “ n1 . Then lim an “ 0.
nÑ8
1
We have to identify n0 P N such that n
ă ε for all n ě n0 . It is easy to note that
1 1
ăεôně
n ε
n0 “ r 1ε s ` 1.
p´1qn
Example 7 an “ n
, then lim an “ 0.
nÑ8
Note that |an | “ n1 . Here also, |an ´ 0| ă ε for all n ě r 1ε s ` 1.

Example 8 an “ 1 ` p´1qn ¨ n1 . Here tan u converges to 1 and is bounded.

Example 9 an “ c, constant.
For every ε ą 0, |an ´ c| “ 0 ă ε for all n ě N “ 1.
1
Example 10 For a given k P N, an “ nk
, then lim an “ 0.
nÑ8
1 1
Note that nk
ăεôně εk
. Hence, |an ´ 0| ă ε for all n ě r ε1k s ` 1.

2
A sequence which does not converge is called divergent.
Definition 3 A sequence tan u is said to be divergent and it diverges to `8, if
corresponding to any arbitrarily large positive real number N , there exists a positive
integer m such that an ą N , when n ě m. This we express as

lim an “ `8.
nÑ8

Definition 4 A sequence tan u is said to be divergent and to diverge to ´8, if cor-

responding to any arbitrarily large positive real number N , there exists a positive
integer m such that an ă ´N , when n ě m. This we express as

lim an “ ´8.
nÑ8

Definition 5 If a sequence be not convergent, nor does it diverge to p`8q or p´8q,

then we say that the sequence is oscillatory.

If for an oscillatory sequence tan u, a constant C exists such that for all n, |an | ă C,
then the sequence is said to oscillate finitely; otherwise, it is said to oscillate infinitely.
Example 11 an “ n2 . tan u is unbounded and divergent. In particular tan u con-
verges to `8.

Example 12 an “ 1 ` p´1qn . tan u is bounded but not convergent. Actually it

oscillates between 0 and 2.

Theorem 1 Limit of a convergent sequence is unique. Suppose an Ñ a and an Ñ b,

then a “ b.
Proof 1 Suppose an Ñ a and an Ñ b and a ‰ b. Now for ε ą 0, suppose n1 , n2 P N
such that

an P pa ´ ε, a ` εq @n ě n1 and an P pb ´ ε, b ` εq @n ě n2

ñ an P pa ´ ε, a ` εq , an P pb ´ ε, b ` εq @n ě minpn1 , n2 q
.
Take ε ă |a ´ b|{2, the intervals become disjoint. This is a contradiction. Hence the
proof. 

Theorem 2 Suppose tan u and tbn u are sequences of real numbers and lim an “ a
nÑ8
and lim bn “ b. Then,
nÑ8

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 (a) lim pan ˘ bn q “ a ` b.
nÑ8

(b) lim pc ¨ an q “ c ¨ a, for any number c.

nÑ8

(c) lim pan ¨ bn q “ a ¨ b.

nÑ8

1 1
(d) lim “ provided an ‰ 0 @n “ 1, 2, . . . and a ‰ 0.
nÑ8 an a

Proof 2 (a) Since lim an “ a and lim bn “ b for an arbitrary ε ą 0, however

nÑ8 nÑ8
small, we can find two positive integers n01 and n02 such that
1 1
|an ´ a| ă ε for n ě n01 and |bn ´ b| ă ε for n ě n02 .
2 2
Let n0 “ maxpn01 , n02 q. Then for every value of n ě n0 , we have
ε ε
|pan ˘ bn q ´ pa ˘ bq| “ |pan ´ aq ˘ pbn ´ bq| ď |pan ´ aq| ` |pbn ´ bq| ă ` “ ε.
2 2
Hence the proof. 

(b) Since lim an “ a for an arbitrary ε ą 0, however small, we can find positive
nÑ8
integer n0 such that |an ´ a| ă ε for n ě n0 .
Hence for any real number c

|can ´ ca| “ |c||an ´ a| ă |c|ε “ ε1 (say) for n ě n0

Hence the proof. 

(c) Here we see that given ε ą 0, there exist integers n01 and n02 such that
? ?
n ą n01 ñ |an ´ a| ă ε and n ą n02 ñ |bn ´ b| ă ε

First note that an ¨ bn ´ a ¨ b “ pan ´ aqpbn ´ bq ` apbn ´ bq ` bpan ´ aq. Now

taking n0 “ maxpn01 , n02 q and using similar type of arguments as in paq and
pbq, the proof is complete. 

Theorem 3 Suppose an Ñ a and bn Ñ b. Now we have the following:

(a) If an ď bn for all n P N, then a ď b.

4
 (b) If an ď cn ď bn for all n P N and a “ b, then cn Ñ a1 .

Proof 3 (a) Since an ď bn for all n P N, we have bn ´ an ě 0. From (a) of

Theorem 2, we have lim pbn ´ an q “ b ´ a ě 0. This implies a ď b. 
nÑ8

(b) Since lim an “ a and lim bn “ b and a “ b, for a given ε ą 0, however small,
nÑ8 nÑ8
we can find two positive integers n01 and n02 such that

|an ´ a| ă ε for n ě n01 and |bn ´ a| ă ε for n ě n02

Let n0 be a positive integer which is greater than both n01 and n02 . Then for
every value of n ě n0 , we have

a ´ ε ă an ď cn ď bn ă a ` ε for n ě n0
ô |cn ´ a| ă ε for all n ě n0
i.e. lim cn “ a. 
nÑ8

1
Example 13 To find lim an “ p1 ` n1 q n .
nÑ8
Note that 1 ď an ď p1 ` n1 q1{n . Using Sandwich theorem an Ñ 1.

2 Bounded Sequence
Given a sequence tan u, if there exists a number K which is greater than or equal to
any number an of the sequence, then the sequence tan u is said to be bounded above,
K being called a rough upper bound. Of all rough upper bounds, which is the least,
is called the exact upper bound of the sequence. For example, the sequence t1 ` n1 u
is bounded above, the upper bound being 2.
Similarly, given a sequence tan u, if there exists a number k which is less than or
equal to any number an of the sequence, then the sequence tan u is said to be bounded
below, k being called a rough lower bound. Of all rough lower bounds, which is the
least, is called the exact lower bound of the sequence. For example, the sequence
t n1 u is bounded below, the lower bound being 0.
A sequence which is bounded both above and below is called a bounded sequence.
For example, the sequence t2 ` p´1qn n1 u is bounded, the upper and lower bounds
being 2 12 and 1, respectively.
1
This part is known as Sandwich theorem or Squeeze theorem.

5
3 Subsequence
Definition 6 For a given sequence an , consider a sequence tnk u of positive integers,
such that n1 ă n2 ă n3 ă ¨ ¨ ¨ . Then the sequence tank u is called a subsequence of
tan u.

If tank u converges, its limit is called subsequential limit of tan u. So the natural
question will arise that is there any relation between the limit of a subsequence of a
sequence and the limit of a sequence, if it exists? Is it possible that we can have a few
subsequential limits but from that can we say immediately whether tan u converges
or not? Through the following examples we shall now try to answer these questions.

Example 14 Suppose an “ 1{n. Consider two subsequences ta2n´1 u and ta2n u.

Here a1 “ 1, a3 “ 31 , a5 “ 15 , ¨ ¨ ¨ , a2n´1 “ 2n´1
1
and a2 “ 12 , a4 “ 41 , a6 “ 16 , ¨ ¨ ¨ , a2n “
1
2n
. Clearly both the subsequences converge to the same limit i.e. 0.

Example 15 an “ 1 ` p´1qn . Consider same two subsequences. Here a1 “ a3 “

¨ ¨ ¨ “ a2n´1 “ 0 and a2 “ a4 “ ¨ ¨ ¨ “ a2n “ 2. Here both subsequences converge but
to different limits.

Theorem 4 tan u converges to a, if and only if every subsequences of tan u converges

to a.

Remark:This is intuitively clear from the previous examples. But the formal
proof requires simple mathematical argument.