After having stated and/or proved some important theorems about sequences in the previous post we will know introduce some auxiliary notions that will help us continuing our study of sequences.



— 5.3. Relationships Between Sequences —

Definition 19 Let us consider $ { u_n}$ and $ { v_n}$. Furthermore let us suppose that there exists another sequence, $ { h_n}$, such as $ { u_n = h_n v_n}$.
If $ { \lim h_n=1}$ we'll say that $ { u_n}$ is asymptotically equal to $ { v_n}$ and denote it by $ { u_n \sim v_n}$. If $ { v_n \neq 0}$ we can write $ { h_n = \dfrac{u_n}{v_n}}$.



As an example let us consider the sequence $ { u_n=3n^2-5n+1}$. It is easy to see that in this case we have $ { u_n \sim 3n^2}$.

We can write $ { 3n^2-5n+1=3n^2\left(1-\dfrac{5}{3n}+\dfrac{1}{3n^2}\right)}$.

In this case it is $ { h_n=1-\dfrac{5}{3n}+\dfrac{1}{3n^2}}$ and we have $ { \lim h_n = \lim \left( 1-\dfrac{5}{3n}+\dfrac{1}{3n^2} \right) = 1}$.


Theorem 23 Consider the sequences $ { a_n}$, $ { b_n}$, $ { c_n}$, and $ { d_n}$.
  • If $ { a_n \sim b_n}$ and $ { \lim a_n = a}$ then we also have $ { \lim b_n = a}$
  • If $ { a_n \sim c_n}$ and $ { b_n \sim d_n}$ then $ { u_n b_n \sim c_n d_n}$ and $ { \dfrac{a_n}{b_n} \sim \dfrac{c_n}{d_n}}$.
Proof: By definition of $ { a_n \sim b_n}$ it is $ { a_n=h_n b_n}$. Applying limits to both sides of the previous equation we have $ { \lim a_n =\lim (h_n b_n)= \lim h_n \lim b_n= 1\cdot \lim b_n}$ where $ { \lim h_n = 1}$ by hypothesis. So what we have is $ { \lim b_n =\lim a_n=a}$.

Let us write $ { a_n= h_n c_n}$ and $ { b_n= t_n d_n}$ with $ { \lim h_n = \lim t_n = 1}$. Then $ { a_n b_n = h_n t_n c_n d_n}$ and applying limits what we have is $ { \lim ( a_n b_n )= \lim (h_n t_n)\lim ( c_n d_n )}$ with $ { \lim (h_n t_n)= \lim h_n \lim t_n=1\times 1 =1}$. So $ { \lim ( a_n b_n )= \lim ( c_n d_n )}$ as we intended to prove.

The division part of the enunciate is proven with the same kind of reasoning. $ \Box$





Definition 20 Let $ { u_n}$ and $ { v_n}$ be two sequences and let us suppose that we can write $ { u_n= h_n v_n}$ with some sequence $ { h_n}$:
  • If $ { \lim h_n = 0}$ we'll say that $ { u_n}$ is negligible to $ { v_n}$ and denote it by $ { u_n = o(v_n)}$. Or we can say in a more colloquial way that $ { u_n}$ is little-o of $ { v_n}$.
  • If $ { h_n}$ is bounded we'll say that $ { u_n}$ and $ { v_n}$ have the same order of magnitude (or say that $ { u_n}$ is big-o to $ { v_n}$) and denote it by $ { u_n = O(v_n)}$.



Let us now try to give a more intuitive meaning to these three notions introduced so far:

First of the notion $ { u_n \sim v_n}$ expresses the fact the difference between $ { u_n}$ and $ { v_n}$ tends to $ { 0\,}$ as $ { n \rightarrow \infty}$. That is to say that the two sequences get closer and closer together.

The notion of $ { u_n = O(v_n)}$ expresses the fact the both sequences differ only by a scale factor. That is to say that they have the same kind of behavior at $ { \infty}$.

The meaning of the sentence the same kind of behavior will be made clearer as real analysis gets unfolded in this blog.

The notion of $ { u_n = o(v_n)}$ tell us at the $ { u_n}$ gets smaller and smaller when compared to $ { v_n}$ when we get to $ { \infty}$. In a more formal way: if $ { v_n \neq 0 \quad \lim \dfrac{u_n}{v_n}=0}$.

Let us now give some examples in order to make things a little bit easier to grasp:


$ \displaystyle \dfrac{1}{n^3}=o \left(\dfrac{1}{n}\right)$

This is easy to see if we write $ { \dfrac{1}{n^3}=\dfrac{1}{n^2}\dfrac{1}{n}}$. Taking $ { h_n = \dfrac{1}{n^2}}$ we see that it is effectively $ { \lim h_n=0}$.


$ \displaystyle \dfrac{\sin n}{n}=O\left(\dfrac{1}{n}\right)$

In this case we write $ { \dfrac{\sin n}{n}=\sin n \dfrac{1}{n}}$ and take $ { h_n=\sin n}$. Since $ { \sin n}$ is a bounded function we get the intended result.


— 5.4. Final Comments on Sequences —

Definition 21 We'll say that $ { u_{\alpha_n}}$ is a subsequence of $ { u_n}$ whenever $ { \alpha_n}$ is a sequence that tends to $ { \infty}$.



Roughly speaking a subsequence, $ { u_{\alpha_n}}$, of a given sequence, $ { u_n}$, is sequence that doesn't consider some of the indexes of the initial sequence.

A few examples of subsequences would be $ { u_{2n}}$ (where we don't take into account the odd numbered indexes of the initial sequence), $ { u_{n^2}}$ (only taking into account the the perfect square indexes of the initial sequence).

Theorem 24 If a sequence has a limit, then all of its subsequences have the same limit. Proof: By hypothesis $ { u_n \rightarrow a \in \overline{\mathbb{R}}}$ and let $ { u_{\alpha_n}}$ be a subsequence of $ { u_n}$.

If $ { u_n}$ converges we know that $ { \forall \delta > 0 \exists l \in \mathbb{N}: \; n \geq l \Rightarrow u_n \in V(a,\delta)}$.


Since $ { \alpha_n \rightarrow \infty \quad \exists k \in \mathbb{N}: \; n \geq k \Rightarrow u_{\alpha_n} > l}$.


Thus $ { n \geq k \Rightarrow u_{\alpha_n} \in V(a,\delta)}$.

By definition this is $ { \lim u_{\alpha_n}=a}$ $ \Box$






We already saw that $ { u_n = \left (1+\dfrac{1}{n} \right )^n}$ was a converging sequence, then even though $ { v_n = \left (1+\dfrac{1}{n^2} \right )^{n^2}}$ appears to be a harder sequence we can say, without any effort, that $ { \lim \left (1+\dfrac{1}{n} \right )^n = \lim \left (1+\dfrac{1}{n^2} \right )^{n^2}}$ if we note that it is actually $ { v_n=u_{n^2}}$ and so $ { v_n}$ is a subsequence of a converging sequence.

Corollary 25 If a sequence has two subsequences with distinct limits then the sequence is divergent. Proof: Follows directly from $ { p\Rightarrow q \Leftrightarrow \left( \sim q \Rightarrow \sim p \right)}$. $ \Box$



As an application from the previous corollary we have $ { u_n = (-1)^n}$.

$ { u_{2n}= (-1)^{2n}=1}$ and it is $ { \lim u_{2n}=1}$.

$ { u_{2n+1}=(-1)^{2n+1}=-1}$ and it is $ { \lim u_{2n+1}=-1}$.

In conclusion $ { u_n=(-1)^n}$ is a divergent sequence.

Theorem 26 (Bolzano-Weierstrass) Each bounded sequence has a converging subsequence in $ { \mathbb{R}}$.
Proof: This is only the sketch of a proof.

One way to do this is first to prove that all sequences have a monotone subsequence. Applying this result to a bounded sequence we'd have that the bounded sequence have a subsequence that is monotone and bounded (since the sequence is bounded). But by the Corollary 21 we know that a bounded and monotone sequence is convergent. $ \Box$




Definition 22 Let $ { X \subset \mathbb{R}}$. We'll say that $ { X}$ is a compact interval if it is bounded and closed.



Corollary 27 Let $ { X}$ be a compact interval and $ { u_n : \mathbb{N} \rightarrow X}$. Then $ { \exists \, u_{\alpha_n}: \quad \lim u_{\alpha_n}=x \in X}$ where $ { u_{\alpha_n}}$ is a subsequence of $ { u_n}$.

Proof: Let $ { X= \lbrack a, b \rbrack}$ be the interval and $ { u_n}$ be a sequence of points in $ { X}$. Since $ { a \leq u_n \leq b}$, $ { u_n}$ is bounded. From the theorem 26 $ { u_n}$ has a converging subsequence $ { u_{\alpha_n}}$.


For $ { u_{\alpha_n}}$ it also is $ { a \leq u_{\alpha_n} \leq b}$. This implies $ { \lim a \leq \lim u_{\alpha_n} \leq \lim b \Rightarrow a \leq \lim u_{\alpha_n} \leq b\Rightarrow \lim u_{\alpha_n} \in X}$ $ \Box$