Question 3.T.7: A monotonic sequence is convergent if, and only if, it is bo...

A monotonic sequence is convergent if, and only if, it is bounded. More specifically,

(i) if (xn)(x_{n}) is increasing and bounded above, then

lim xn=x_{n} = sup {xn:nN}\left\{x_{n} : n ∈ \mathbb{N}\right\};

(ii) if (xn)(x_{n}) is decreasing and bounded below, then

lim xn=x_{n} = inf {xn:nN}\left\{x_{n} : n ∈ \mathbb{N}\right\}.

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If (xn)(x_{n}) is convergent then, by Theorem 3.2, it must be bounded.

(i) Assume (xn)(x_{n}) is increasing and bounded. The set A={xn:nN}A = \left\{x_{n} : n ∈ \mathbb{N}\right\} will then be non-empty and bounded, so, by the completeness axiom, it has a least upper bound. Let sup A = x. By Definition 2.6, given ε > 0 there is an xNAx_{N} ∈ A such that

xN>xεx_{N} > x − ε.

Since xnx_{n} is increasing,

xnxNx_{n} ≥ x_{N}  for all n ≥ N.        (3.6)

But x is an upper bound for A, hence

xxnx ≥ x_{n}  for all nNn ∈ \mathbb{N}.        (3.7)

From (3.6) and (3.7) we arrive at

xnx=xxnxxN<ε|x_{n} − x| = x − x_{n} ≤ x − x_{N} < ε  for all n ≥ N,

which means xnxx_{n} → x.

(ii) If (xn)(x_{n}) is decreasing and bounded, then (xn)(−x_{n}) is increasing and bounded, and, from (i), we have

lim(xn)=(−x_{n}) = sup(−A).

But since sup(−A) = − inf A, it follows that lim xn=x_{n} = inf A.

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