Definition

A sequence {an } is said to be

increasing if an ≤ an+1 for all n.
decreasing if an ≥ an+1 for all n.
monotonic if it is increasing or decreasing.

The Monotone Convergence Theorem

Every bounded monotonic sequence converges.

Proof
Exercise (Hint. Show that a monotonically increasing sequence that is
bounded above converges to its least upper bound. )

Corollary
A monotonic sequence converges if and only if it is bounded.

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 √
Example (Approximation of 2)
Consider a sequence {an } defined recursively by a1 = 2 and
2
an + an
an+1 = .
2
Note that an ∈ Q, so in particular, an 6= 2/an . By the A-G inequality,
s
√ 2
2= an · < an+1 ,
an
√
so that an > 2 for all n ≥ 1. Then
√
an − 2
0< < 1,
an
so √ √ √ √
(an − 2)2 an − 2 an − 2 an − 2
= · < .
2an an 2 2
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Example (cont’d.)
Then
2 √ √ √
√ an + an
√ an2 + 2 − 2 2an (an − 2)2 an − 2
an+1 − 2= − 2= = < .
2 2an 2an 2

√ that {an } is a decreasing sequence. Since {an } is bounded

This shows
below by 2, it must converge. Note that
√ √ √ √
√ an − 2 an−1 − 2 an−2 − 2 a1 − 2
an+1 − 2 < < < < ··· < ,
2 22 23 2n
so that √
√
a1 − 2
0 < an+1 − 2 < .
2n
√
By the sandwich theorem, it follows that an+1 → 2. For example,

a5 = 1.41421356237469 · · · ,
√
2 = 1.41421356237309 · · · .
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Definition
The expression
lim an = ∞
n→∞

means that for any real number M, there exists an integer N such that
n>N =⇒ an > M.
The expression
lim an = −∞
n→∞

means that for any real number M, there exists an integer N such that
n>N =⇒ an < M.

Exercise
Show that if limn→∞ an = ±∞, then {an } diverges.

Exercise
Show that if r > 1, then limn→∞ r n = ∞.
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The Number e
Applying the A-G inequality to the n + 1 numbers
1 + n1 , · · · , 1 + n1 , 1
| {z }
n times

gives
n
1 n+2 1
 
n+1
1+ < =1+ ,
n n+1 n+1
so n n+1
1 1
 
1+ < 1+ .
n n+1
Hence, the sequence {en } defined by
n
1

en := 1 +
n
is a strictly increasing sequence. Note that e1 = 2, and
e2 = 1.52 = 2.25.
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The Number e (cont’d.)
For an integer n ≥ 2, applying the A-G inequality to the n + 1 numbers

1 − n1 , · · · , 1 − n1 , 1
| {z }
n times

gives
n n
n−1 1 n
   
n+1 n+1
= 1− < ;
n n n+1
taking reciprocals,
n n
1 n n+1 1
   
n+1 n+1
1+ = > =1+ ;
n−1 n−1 n n

taking the (n + 1)th power,

n n+1
1 1
 
1+ > 1+ .
n−1 n

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The Number e (cont’d.)
It follows that the sequence {fn } defined by
n+1
1

fn := 1 +
n
is a strictly decreasing sequence. Note that f1 = 4, and
f2 = 1.53 = 3.375.
Also,
n n+1
1 1
 
2 = e1 ≤ en = 1 + < 1+ = fn ≤ f1 = 4.
n n
By the MCT, it follows that {en } and {fn } converge. Say en → e and
fn → f . Since en < fn for all n, e ≤ f . Note that
n+1 n n
1 1 1 1 en 4
  
fn − en = 1 + − 1+ = 1+ · = < → 0,
n n n n n n
so by the sandwich theorem, fn − en → 0, i.e., e = f .
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Cauchy Sequences and Completeness of R

Theorem
Every sequence has a monotonic subsequence.

Proof
Let {an } be a sequence. Call an a cliff if an > am for all m > n. Suppose
that there are infinitely many cliffs. Then the sequence of cliffs is a
decreasing subsequence. On the other hand, suppose that there are only
finitely many cliffs. Then there exists a positive integer N such that an is
not a cliff for all n ≥ N. Let an1 = aN . Since aN is not a cliff, there is
n2 > N such that an2 ≥ aN . Since an2 is not a cliff, there is n3 > n2 such
that an3 ≥ an2 . Then {ank }∞k=1 is an increasing subsequence.

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Definition
A sequence {an } is said to be Cauchy if for every positive real number ε,
there exists an integer N such that

n, m > N =⇒ |an − am | < ε. (∗)

Note
In (∗), ≤ can be used instead of < in either of the inequalities.

Exercise
Show that every convergent sequence is Cauchy.

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Theorem
Every Cauchy sequence is bounded.

Proof
Let {an } be a Cauchy sequence. Then there exists an integer N such that

n, m ≥ N =⇒ |an − am | < 1.

In particular, |an − aN | < 1 for all n > N. It follows that

max {a1 , . . . , aN , aN + 1} and min {a1 , . . . , aN , aN − 1}

are upper and lower bounds of {an }, respectively.

Corollary
Every Cauchy sequence has a convergent subsequence.

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Theorem (Completeness of R)
Every Cauchy sequence converges.

Proof
Let {an } be a Cauchy sequence. Let ε > 0, and N an integer such that
|an − am | < 2ε for all n, m > N. Let {ank } be a subsequence such that
ank → a, and M an integer such that |ank − a| < 2ε for all k ≥ M; we may
choose M to be large enough so that nM > N. If n > N, then
ε ε
|an − a| ≤ |an − anM | + |anM − a| < + = ε,
2 2
so an → a.

Remark
This property of R is called the completeness. Note that Q does not
have this property; there is a Cauchy sequence in Q which does not
converge (to a rational number).

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