Real Numbers, Sequences and Series: part 9

Definition.

We call a sequence $(a_{n})_{n=1}^{\infty}$ a Cauchy sequence if for all $\varepsilon >0$ there exists an $n_{0}$ such that $|a_{m}-a_{n}|<\varepsilon$ for all m, $n > n_{0}$.

Theorem:

Every Cauchy sequence is a bounded sequence and is convergent.

Proof.

By definition, for all $\varepsilon >0$ there is an $n_{0}$ such that

$|a_{m}-a_{n}|<\varepsilon$ for all m, $n>n_{0}$.

So, in particular, $|a_{n_{0}}-a_{n}|<\varepsilon$ for all $n > n_{0}$, that is,

$a_{n_{0}+1}-\varepsilon for all $n>n_{0}$.

Let $M=\max \{ a_{1}, \ldots, a_{n_{0}}, a_{n_{0}+1}+\varepsilon\}$ and $m=\min \{ a_{1}, \ldots, a_{n_{0}+1}-\varepsilon\}$.

It is clear that $m \leq a_{n} \leq M$, for all $n \geq 1$.

We now prove that such a sequence is convergent. Let $\overline {\lim} a_{n}=L$ and $\underline{\lim}a_{n}=l$. Since any Cauchy sequence is bounded,

$-\infty < l \leq L < \infty$.

But since $(a_{n})_{n=1}^{\infty}$ is Cauchy, for every $\varepsilon >0$ there is an $n_{0}=n_{0}(\varepsilon)$ such that

$a_{n_{0}+1}-\varepsilon for all $n>n_{0}$.

which implies that $a_{n_{0}+1}-\varepsilon \leq \underline{\lim}a_{n} =l \leq \overline{\lim}a_{n}=L \leq a_{n_{0}+1}+\varepsilon$. Thus, $L-l \leq 2\varepsilon$ for all $\varepsilon>0$. This is possible only if $L=l$.

QED.

Thus, we have established that the Cauchy criterion is both a necessary and sufficient criterion of convergence of a sequence. We state a few more results without proofs (exercises).

Theorem:

For sequences $(a_{n})_{n=1}^{\infty}$ and $(b_{n})_{n=1}^{\infty}$.

(i) If $l \leq a_{n} \leq b_{n}$ and $\lim_{n \rightarrow \infty}b_{n}=l$, then $(a_{n})_{n=1}^{\infty}$ too is convergent and $\lim_{n \rightarrow \infty}a_{n}=l$.

(ii) If $a_{n} \leq b_{n}$, then $\overline{\lim}a_{n} \leq \overline{\lim}b_{n}$, $\underline{\lim}a_{n} \leq \underline{\lim}b_{n}$.

(iii) $\underline{\lim}(a_{n}+b_{n}) \geq \underline{\lim}a_{n}+\underline{\lim}b_{n}$

(iv) $\overline{\lim}(a_{n}+b_{n}) \leq \overline{\lim}{a_{n}}+ \overline{\lim}{b_{n}}$

(v) If $(a_{n})_{n=1}^{\infty}$ and $(b_{n})_{n=1}^{\infty}$ are both convergent, then $(a_{n}+b_{n})_{n=1}^{\infty}$, $(a_{n}-b_{n})_{n=1}^{\infty}$, and $(a_{n}b_{n})_{n=1}^{\infty}$ are convergent and we have $\lim(a_{n} \pm b_{n})=\lim{(a_{n} \pm b_{n})}=\lim{a_{n}} \pm \lim{b_{n}}$, and $\lim{a_{n}b_{n}}=\lim {a_{n}}\leq \lim {b_{n}}$.

(vi) If $(a_{n})_{n=1}^{\infty}$, $(b_{n})_{n=1}^{\infty}$ are convergent and $\lim_{n \rightarrow \infty}b_{n}=l \neq 0$, then $(\frac{a_{n}}{b_{n}})_{n=1}^{\infty}$ is convergent and $\lim_{n \rightarrow \frac{a_{n}}{b_{n}}}= \frac{\lim {a_{n}}}{\lim{b_{n}}}$.

Reference: Understanding Mathematics by Sinha, Karandikar et al. I have used this reference for all the previous articles on series and sequences.

More later,

Nalin Pithwa

everywhere differentiable function — an interesting problem

Question: Determine all the functions f, which are everywhere differentiable and satisfy

$f(x)+f(y)=f((x+y)/(1-xy))$ for all real x and y with $xy \neq 1$. —- Equation I

Solution:

Let $f(x)$ satisfy Equation I above. Differentiating Equation I partially with respect to each of x and y, we obtain

$f^{'}(x)=((1+y^{2})/(1-xy)^{2})f^{'}((x+y)/(1-xy))$ Equation II

$f^{'}(y)=((1+x^{2})/(1-xy)^{2})f^{'}((x+y)/(1-xy))$ Equation III

Eliminating common  terms in Equation II and Equation III, we deduce that

$(1+x^{2})f^{'}(x)=(1+y^{2})f^{'}(y)$

As the left side of Equation III depends only on x and the  right side only on y, each side of Equation III must be equal to a constant c. Thus, we have

$f^{'}(x)=\frac {c}{1+x^{2}}$

and so, $f(x)=c\arctan x +d$,

for some constant d. However, taking $y=0$ in Equation III, we obtain $f(x)+f(0)=f(x)$, so that $f(0)=0$ and

$d=0$. Clearly, $f(x)=c\arctan x$ satisfies Equation I and so all solutions of Equation I are given by

$f(x)=c\arctan x$ where c is a constant.

Note: In Equation II, the $f^{'}$ is w.r.t. x and in Equation III, the $f^{'}$ is w.r.t. y, yet in equation II

$f^{'}(x+y)/(1-xy)$ is the same as the corresponding $f^{'}$ in Equation III because the argument $(x+y)/(1-xy)$ is symmetric w.r.t. x and y.