\documentclass[12pt,letterpaper]{article} \usepackage[utf8]{inputenc} \usepackage[english]{babel} \usepackage{amsthm} \usepackage{amsmath} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{graphicx} \usepackage{array} \usepackage[left=2cm, right=2.5cm, top=2.5cm, bottom=2.5cm]{geometry} \usepackage{enumitem} \newcommand{\st}{\ \text{s.t.}\ } \newcommand{\abs}[1]{\left\lvert #1 \right\rvert} \newcommand{\R}{\mathbb{R}} \newcommand{\N}{\mathbb{N}} \newcommand{\Q}{\mathbb{Q}} \newcommand{\C}{\mathbb{C}} \newcommand{\Z}{\mathbb{Z}} \DeclareMathOperator{\sign}{sgn} \newtheoremstyle{case}{}{}{}{}{}{:}{ }{} \theoremstyle{case} \newtheorem{case}{Case} \theoremstyle{definition} \newtheorem{definition}{Definition}[section] \newtheorem{theorem}{Theorem}[section] \newtheorem*{theorem*}{Theorem} \newtheorem{corollary}{Corollary}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem*{remark}{Remark} \setlist[enumerate]{font=\bfseries} \renewcommand{\qedsymbol}{$\blacksquare$} \author{Alexander J. Tusa} \title{Real Analysis Homework 5} \begin{document} \maketitle \begin{enumerate} \item For the following sequences, i) write out the first 5 terms, ii) Use the Monotone Sequence Property to show that the sequences converges. \begin{enumerate} \item \textbf{Section 3.3} \begin{enumerate} \item[2)] Let $x_1 > 1$ and $x_{n+1} := 2-1/x_n$ for $n \in \N$. Show that $(x_n)$ is bounded and monotone. Find the limit. \\\\ The first five terms of this sequence are $x_1 \geq 2,x_2 \geq \frac{3}{2}, x_3 \geq \frac{4}{5}, x_4 \geq \frac{5}{4}, x_5 \geq \frac{6}{5}, \dots$. This sequence appears to be decreasing. \\\\Recall the Monotone Sequence Property: \begin{theorem*}{Monotone Sequence Property} A monotone sequence of real numbers is convergent if and only if it is bounded. Further, \begin{enumerate} \item If $X=(x_n)$ is a bounded increasing sequence, then \[\lim (x_n) = \sup \{x_n:n \in \N\}\] \item If $Y=(y_n)$ is a bounded decreasing sequence, then \[\lim (y_n) = \inf \{y_n : n \in \N \}\] \end{enumerate} \end{theorem*} To show that this sequence converges, we must first find the possible limit points (fixed points) of this sequence. So, \begin{align*} x&=2-\frac{1}{x} \\ x^2 &= 2x -1 \\ x^2 - 2x + 1 &= 0 \\ (x-1)^2 &= 0 \end{align*} Thus, $x=1$ is a possible limit of this sequence. \\\\Now, we will prove that $(x_n)$ is bounded by $1$, and since we hypothesized that $(x_n)$ is decreasing, we say that $(x_n)$ is bounded below by 1. \begin{proof} We want to show that the sequence $(x_n)$ is bounded below by 1; that is, we want to show that $1 \leq x_n,\ \forall\ n \in \N$. We prove it by method of mathematical induction. \\\\\textbf{Basis Step:} Let $n=1$. Then \begin{align*} x_n &\geq x_{n+1}, &\text{by the definition of decreasing,} \\ x_1 &\geq x_{1+1} \\ x_1 &\geq x_2 \end{align*} Since $x_1>1 \Rightarrow \frac{1}{x_1} < 1$, we have \[x_2 = 2-\frac{1}{x_1} > 1\] \[\Rightarrow 1 < x_2 < 2.\] Since $x_1>1$ and because $1 < x_2 < 2$, we have that $x_1 \geq x_2$. \\\\\textbf{Inductive Step:} Assume $1 < x_n < 2,\ \forall\ n \in \N$. \\\\\textbf{Show:} Now we want to show that $x_n \leq x_{n+1}$. \\So, \[1 < x_n <2\] \[1 > \frac{1}{x_n} > \frac{1}{2}\] \[-1 < -\frac{1}{x_n} < -\frac{1}{2}\] \[1 < 2-\frac{1}{x_n} < 2-\frac{1}{2} < 2\] \[1 < x_{n+1} < 2\] Thus we have that $(x_n)$ is bounded between 1 and 2. \end{proof} Now we need to show that $(x_n)$ is monotone decreasing; that is, we must show that $x_1 \geq x_2 \geq \dots \geq x_n$. \begin{proof} We want to show that $x_1 \geq x_2 \geq \dots \geq x_n,\ \forall\ n \in \N$. We prove it by method of mathematical induction. \\\\\textbf{Basis Step:} Let $n=1$. Then since $x_1 >1$ is given, we have that $\frac{1}{x_1} < 1$. This yields $x_2=2-\frac{1}{x_1}>1$, as was determined for the boundedness proof, and thus we have that $1 < x_2 < 2$. This means that $1 > \frac{1}{x_2} > \frac{1}{2}$, and since $\frac{1}{2} \leq \frac{1}{x_n}$, we have $x_2 \geq x_1$. \\\\\textbf{Inductive Step:} Assume $x_n \geq x_{n+1}\ \forall\ n \in \N$. \\\\\textbf{Show:} We now want to show that $x_{n+2} \leq x_{n+1}$. \\So, \[x_{n+2}=2-\frac{1}{x_{x+1}}\] Recall the inductive hypothesis, in that $x_n \geq x_{n+1} \Rightarrow \frac{1}{x_n} \leq \frac{1}{x_{n+1}}$. Thus, \[-\frac{1}{x_n} \geq -\frac{1}{x_{n+1}}\] \[\Rightarrow 2-\frac{1}{x_n} \leq 2 -\frac{1}{x_{n+1}}\] \[x_{n+1} \leq x_{n+2}\] $\therefore$ we have that $x_1 \geq x_2 \geq \dots \geq x_n,\ \forall\ n \in \N$. \end{proof} Thus $(x_n)$ is monotone decreasing. \\\\By the \textit{Monotone Sequence Property}, since we have shown that $(x_n)$ is both bounded (and thus converges), and that $(x_n)$ is monotone decreasing, we have that \begin{align*} \lim (x_n) &= \inf \{x_n: n \in \N\} \\ &=\inf (1,2) \\ &= 1 \end{align*} Hence the sequence converges to the previously found possible limit of 1. \\ \item[3)] Let $x_1 > 1$ and $x_{n+1} := 1 + \sqrt{x_n - 1}$ for $n \in \N$. Show that $(x_n)$ is decreasing and bounded below by $2$. Find the limit. \\\\The first 5 terms of this sequence are $x_1 \geq 2, x_2 \geq 2, x_3 \geq 2, x_4 \geq 2, x_5 \geq 2, \dots$. Notice the following, however: \begin{align*} x_{n+1} \leq x_n &\iff 1+\sqrt{x_n - 1} \leq x_n \\ &\iff \sqrt{x_n -1} \leq x_n -1 \end{align*} which we know is always true since the square root function is a decreasing function. \\\\Now we must find the possible limit points (fixed points) of this sequence. So, \begin{align*} x &= 1 + \sqrt{x-1} \\ x-1 &= \sqrt{x-1} \\ x-1 &= (x-1)^2 \\ x-1 &= x^2 -2x +1 \\ (x-1)-(x^2-2x+1) &= 0 \\ -x^2+3x-2 &=0 \\ -(x^2-3x+2) &= 0 \\ -(x-1)(x-2) &= 0 \\ (x-1)(x-2) &= 0 \end{align*} Thus $x=1$, or $x=2$. These are the possible limits of $(x_n)$. Since we hypothesized that $(x_n)$ is decreasing, then we say that $(x_n)$ is bounded below by 2, since we are given that $x_1 > 1$. \\\\Now we will prove that $(x_n)$ is bounded below by 2.\\ \begin{proof} We want to show that $(x_n)$ is bounded below by 1; that is, we want to show that $1 \leq x_n,\ \forall\ n \in \N$. We prove it by method of mathematical induction. \\\\\textbf{Basis Step:} Let $n=1$. Then we are given that $x_1 \geq 2$. \\\\\textbf{Inductive Step:} Assume that $x_n \geq 2,\ \forall\ n \in \N$. \\\\\textbf{Show:} We now want to show that $x_{n+1} \geq 2,\ \forall\ n \in \N$. \\\\So, \begin{align*} x_{n+1} &= 1+\sqrt{x_n -1} \\ &\geq 1+\sqrt{2 -1} \\ &=1 + 1 \\ &= 2 \end{align*} Thus, $x_n \geq 2,\ \forall\ n \in \N$. By the definition of boundedness, we have that $(x_n)$ is bounded below by 2. \end{proof} Since we have also shown earlier that $(x_n)$ is monotone decreasing, we have that by the monotone sequence property, since $(x_n)$ is bounded, $(x_n)$ converges, and since $(x_n)$ is monotone decreasing, we have: \begin{align*} \lim (x_n) &= \inf \{x_n:n \in \N\} \\ &=2 \end{align*} \item[7)] Let $x_1 := a>0$ and $x_{n+1} := x_n+1/x_n$ for $n \in \N$. Determine whether $(x_n)$ converges or diverges. \\\\The first 5 terms of this sequence are $x_1 \geq 1, x_2 \geq 2, x_3 \geq \frac{5}{2}, x_4 \geq \frac{29}{10}, x_5 \geq \frac{941}{290}, \dots$. This sequence appears to be increasing. We show this to be true as follows: \begin{align*} x_{n+1} \geq x_n &\iff x_n + \frac{1}{x_n} \geq x_n \\ &\iff x_n^2 + 1 \geq x_n^2 \\ &\iff 1 \geq 0 \end{align*} which is true. However, notice that one of the terms of the sequence is $x_n$. We know that $x_n$ is an unbounded sequence. Thus, we can infer that $(x_n)$ is unbounded above. We show this as follows: \begin{align*} x_{n+1}^2 &= \left(x_n + \frac{1}{x_n} \right)^2 \\ &= x_n^2+2+\frac{1}{x_n^2} \\ &> x_n^2 +2 \end{align*} Since: \[x_{n+1}^2 > x_n^2+2 > x_{n-1}^2 +4 > \dots > x_1^2+2 \cdot n = a^2+2 \cdot n\] \[\Downarrow\] \[x_n > \sqrt{a^2 + 2 \cdot (n-1)}\] Since the right hand side of this inequality is unbounded, the left hand side is also unbounded. \\\\Thus we have that this sequence $(x_n)$ is unbounded above. \\\\Since this sequence is increasing and unbounded above, we have that the sequence is divergent.\\ \item[8)] Let $(a_n)$ be an increasing sequence, $(b_n)$ be a decreasing sequence, and assume that $a_n \leq b_n$ for all $n \in \N$. Show that $\lim (a_n) \leq \lim (b_n)$, and thereby deduce the Nested Intervals Property 2.5.2 from the Monotone Convergence Theorem 3.3.2. \\\\Since $(a_n)$ is an increasing sequence, we know that $(a_1 \leq a_2 \leq \dots \leq a_n)$, and since $(b_n)$ is a decreasing sequence, we know that $(b_1 \geq b_2 \geq \dots \geq b_n)$. Also, since we have that $a_n \leq b_n,\ \forall\ n \in \N$, we know that $(a_n)$ is bounded above by $(b_1)$. Thus, by the \textit{Monotone Convergence Theorem}, we know that \[\lim (a_n) = \sup \{a_n: n \in \N\}\] Also, since $(b_n)$ is a decreasing sequence such that it is bounded below by $(a_1)$, by the \textit{Monotone Convergence Theorem}, we have \[\lim (b_n) = \inf \{b_n: n \in \N\}\] Recall Theorem 3.2.5: \begin{theorem*} If $X=(x_n)$ and $Y=(y_n)$ are convergent sequences of real numbers and if $x_n \leq y_n\ \forall\ n \in \N$, then $\lim (x_n) \leq \lim (y_n)$. \end{theorem*} Also, recall the \textit{Nested Intervals Property}: \begin{theorem*} If $I_n=[a_n,b_n],\ n \in \N$, is a nested sequence of closed bounded intervals, then there exists a number $\xi \in \R \st \xi \in I_n\ \forall\ n \in \N$. \end{theorem*} Note that we have a nested sequence of closed, bounded intervals: $[a_n, b_n],\ n \in \N$. Since we showed that $\lim (a_n) \leq \lim (b_n)$, (and we are given that $(a_n)$ is increasing and $(b_n)$ is decreasing), we know that there exists $\xi$ such that \[\lim (a_n) \leq \xi \leq \lim (b_n)\] which means that $\xi \in [a_n, b_n],\ \forall\ n \in \N$. \end{enumerate} \item $a_1 = 1,\ a_{n+1}=\frac{a_n^2+5}{2a_n}$ \\\\The first 5 terms of this sequence are $1, 3, \frac{7}{3}, \frac{47}{21}, \frac{2207}{987}, \dots$. This is a decreasing sequence. \\\\First, we must find the possible limits (fixed points) of the sequence. So, \begin{align*} a&=\frac{a^2+5}{2a} \\ 2a^2 &= a^2+5 \\ a^2 &= 5 \\ a &= \pm \sqrt{5} \end{align*} Since we're given that $a_1=1$, we know that the most likely lower bound will be $\sqrt{5}$. \\\\Now we want to show that $(a_n)$ is bounded below by $\sqrt{5}$. \begin{proof} We want to show that $a_n \geq \sqrt{5},\ \forall\ n \in \N$. We prove it by method of mathematical induction. \\\\\textbf{Basis Step:} Since $1 \geq \sqrt{5}$, we have that $a_1 \geq \sqrt{5}$ \\\\\textbf{Inductive Step:} Assume that $a_n \geq \sqrt{5}\ \forall\ n \in \N$. \\\\\textbf{Show:} We want to show that $a_{n+1} \geq \sqrt{5}\ \forall\ n \in \N$. So, \[a_{n+1} = \frac{a_n^2 + 5}{2a_n}\] \begin{align*} (a_n-\sqrt{5})^2 &\geq 0 \\ a_n^2 -2\sqrt{5}a_n +5 &\geq 0 \\ a_n^2 +5 &\geq 2\sqrt{5}a_n \\ \Downarrow \\ \frac{a_n^2+5}{2a_n} &\geq \frac{2\sqrt{5}a_n}{2a_n} \\ \frac{a_n^2+5}{2a_n} &\geq \sqrt{5} \\ a_{n+1} \geq \sqrt{5} \end{align*} Thus we have that $(a_n)$ is bounded below by $\sqrt{5}$. \end{proof} Now we must show that $(a_n)$ is monotone decreasing.\\ \begin{proof} We want to show that $(a_n)$ is monotone decreasing; that is, we want to show that $(a_2 \geq a_3 \geq \dots \geq a_n),\ \forall\ n \geq 2$. We prove it by method of mathematical induction. \\\\\textbf{Basis Step:} Since $3 \geq \frac{7}{3}$, we have that $a_2 \geq a_3$. \\\\\textbf{Inductive Step:} Assume that $a_n \geq a_{n+1},\ \forall\ n \geq 2$. \\\\\textbf{Show:} We want to show that $a_{n+2} \leq a_{n+1},\ \forall\ n \geq 2$. \\So, \[a_{n+2} = \frac{a_{n+1}^2+5}{2a_{n+1}} \leq \frac{a_n^2+5}{2a_n}\] Since we have: \begin{align*} a_{n+1} &\geq \sqrt{5}, &\text{by the previous proof of boundedness} \\ a_{n+1}^2 &\geq 5 \end{align*} We can equivalently write the inequality as \[\frac{a_{n+1}^2+5}{2a_{n+1}} \leq \frac{a_{n+1}^2+a_{n+1}^2}{2a_{n+1}}=a_{n+1}\] Thus we have that $(a_n)$ is monotone decreasing. \end{proof} Since $(a_n)$ is both monotone decreasing and bounded, we have \begin{align*} \lim (a_n) &= \inf \{a_n:n \in \N\} \\ &= \sqrt{5} \end{align*} \item $a_1 = 5,\ a_{n+1}=\sqrt{4+a_n}$ \\\\The first 5 terms of this sequence are $5, \sqrt{5}, \sqrt{7}, \frac{\sqrt{57}}{3}, \frac{\sqrt{2751}}{21}, \dots$. This sequence is decreasing. \\\\First, we must find the possible limits (fixed points) of the sequence. So, \begin{align*} a&=\sqrt{4+a} \\ a^2 &= 4 + a \\ a^2 -a - 4 &= 0 \\ \end{align*} So we have that $a=\frac{1}{2} - \sqrt{17}$, or $a=\frac{1}{2}+\sqrt{17}$. Since we're given that $a_1=5$, we infer that $\frac{1}{2}+\sqrt{17}$ is a possible limit (fixed point) of $(a_n)$. \\\\Now we want to show that $(a_n)$ is bounded below by $\frac{1}{2}+\sqrt{17}$. \begin{proof} We want to show that $a_n \geq \frac{1}{2}+\sqrt{17},\ \forall\ n \in \N$. We prove it by method of mathematical induction. \\\\\textbf{Basis Step:} $5 \geq \frac{1}{2}+\sqrt{17}$ yields that $a_1 \ge \frac{1}{2}+\sqrt{17}$ \\\\\textbf{Inductive Step:} Assume $a_n \geq \frac{1}{2}+\sqrt{17},\ \forall\ n \in \N$. \\\\\textbf{Show:} We want to show that $a_{n+1} \geq \frac{1}{2}+\sqrt{17},\ \forall\ n \in \N$. \\So, \begin{align*} a_{n+1} \ge \sqrt{4+a_n} \end{align*} \end{proof} \end{enumerate} \item \begin{enumerate} \item Show $a_n=\frac{3 \cdot 5 \cdot 7 \cdot \dots (2n-1)}{2 \cdot 4 \cdot 6 \dots (2n)}$ converges to $A$ where $0 \leq A < 1/2$. \item Show $b_n = \frac{2 \cdot 4 \cdot 6 \dots (2n)}{3 \cdot 5 \cdot 7 \dots (2n+1)}$ converges to $B$ where $0 \leq B < 2/3$. \end{enumerate} \item \textbf{Section 3.4} \begin{enumerate} \item[1)] Give an example of an unbounded sequence that has a convergent subsequence. \item[3)] Let $(f_n)$ be the Fibonacci sequence of Example 3.1.2(d), and let $x_n := f_{n+1}/f_n$. Given that $\lim (x_n) =L$ exists, determine the value of $L$. \item[4a)] Show that the sequence $(1-(-1)^n+1/n)$ converges. \item[16)] Give an example to show that Theorem 3.4.9 fails if the hypothesis that $X$ is a bounded sequences is dropped. \item[18)] Show that if $(x_n)$ is a bounded sequence, then $(x_n)$ converges if and only if $\lim \sup (x_n) = \lim \inf (x_n)$. \item[19)] Show that if $(x_n)$ and $(y_n)$ are bounded sequences, then \[\lim \sup (x_n + y_n) \leq \lim \sup (x_n) + \lim \sup (y_n).\] Give an example in which the two sides are not equal. \end{enumerate} \item \begin{enumerate} \item Show that $x_n=e^{\sin (5n)}$ has a convergent subsequence. \item Give an example of a bounded sequence with three subsequences converging to three different numbers. \item Give an example of a sequence $x_n$ with $\lim \sup x_n = 5$ and $\lim \sup x_n = -3$. \item Let $\lim \sup x_n = 2$. True or False: if $n$ is sufficiently large, then $x_n > 1.99$. \item Compute the infimum, supremum, limit infimum, and limit supremum for $a_n = 3 - (-1)^n - (-1)^n/n$. \end{enumerate} \item \begin{enumerate} \item If $a_n$ and $b_n$ are strictly increasing, then $a_n + b_n$ is strictly increasing. \item If $a_n$ and $b_n$ are strictly increasing, then $a_n \cdot b_n$ is strictly increasing. \item If $a_n$ and $b_n$ are monotonic, then $a_n + b_n$ is monotonic. \item If $a_n$ and $b_n$ are monotonic, then $a_n \cdot b_n$ is monotonic. \item If a monotone sequence is bounded, then it is convergent. \item If a bounded sequence is monotone, then it is convergent. \item If a convergent sequence is monotone, then it is bounded. \item If a convergent sequence is bounded, then it is monotone. \end{enumerate} \end{enumerate} \end{document}