Week 3 Discussion Notes

Table of Contents

Sequences

Definition

A sequence (an)n\p{a_n}_n is an infinitely long ordered list of numbers.

When working with sequences, we're most interested in the limiting behavior, i.e., what happens as nn \to \infty.

Limits of Sequences

Definition

Let (an)n\p{a_n}_n be a sequence. Then we say that (an)n\p{a_n}_n converges if limnan\lim_{n\to\infty} a_n exists, and we say that it diverges if the limit does not exist.

A lot of times, you can just replace nn with xx and calculate limits like you usually do:

Example 1.

Calculate limnn2+13n2+4\displaystyle\lim_{n\to\infty} \frac{n^2 + 1}{3n^2 + 4}.

Solution.

Technically, we can't use L'Hôpital's rule yet. We need differentiable functions to use it, but functions of nn are not differentiable. This is because to take a derivative, you need to take a limit that looks like this:

f(x)=limh0f(x+h)f(x)h,f'\p{x} = \lim_{h\to0} \frac{f\p{x + h} - f\p{x}}{h},

but sequences are only defined on whole numbers, whereas hh can take on fractional values as h0h \to 0. However, if you replace nn with xx and the resulting limit exists, then it's the same as the original limit:

limnn2+13n2+4=limxx2+13x2+4=limx2x6x=13.\lim_{n\to\infty} \frac{n^2 + 1}{3n^2 + 4} = \lim_{x\to\infty} \frac{x^2 + 1}{3x^2 + 4} = \lim_{x\to\infty} \frac{2x}{6x} = \boxed{\frac{1}{3}}.

The bolded part of the sentence above is important: if the limit with xx doesn't exist, then you run into trouble.

Example 2.

Calculate limnsin(nπ)\displaystyle\lim_{n\to\infty} \sin\p{n\pi}.

Solution.

Let's try to replace nn with xx (the following thing is wrong):

limnsin(nπ)=limxsin(πx)=DNE.\lim_{n\to\infty} \sin\p{n\pi} = \lim_{x\to\infty} \sin\p{\pi x} = \dne.

You can't write the first equals sign because the resulting limit does not exist. In this example, the limit with xx doesn't exist, but the limit with nn does: sin(nπ)=0\sin\p{n\pi} = 0 for every integer nn, so

limnsin(nπ)=limn0=0.\lim_{n\to\infty} \sin\p{n\pi} = \lim_{n\to\infty} 0 = \boxed{0}.

(For this example, the fact that nn is an integer is very important.)

Bounded Monotone Sequences

Theorem (bounded monotone sequences converge)

Let (an)n\p{a_n}_n be a sequence.

  1. If (an)n\p{a_n}_n is bounded above and is increasing, then (an)n\p{a_n}_n converges.
  2. If (an)n\p{a_n}_n is bounded below and is decreasing, then (an)n\p{a_n}_n converges.

As a rule of thumb, this theorem is mainly useful when dealing with recursive sequences.

Example 3.

Let a1=4a_1 = 4 and an=12(an1+8)a_n = \frac{1}{2} \p{a_{n-1} + 8} for n2n \geq 2. Show that (an)n\p{a_n}_n converges and calculate its limit.

Solution.

To solve this problem, we'll be using induction a lot. Basically, induction says that to prove something is true for every nn, we just need to prove two things:

  1. Base case: Prove it's true for the first case, usually n=1n = 1.
  2. Inductive step: Assume it's true for n=kn = k and prove it's true for n=k+1n = k + 1 (i.e., if one case is true, then so is the next one).

We're going to try to use the theorem above to prove that this sequence converges, so we need to show that it's bounded and that it's increasing or decreasing. To figure that out, it's a good idea to write out the first couple terms and make an educated guess:

a1=4a2=12(a1+8)=6a3=12(a2+8)=7a4=12(a3+8)=7.5.\begin{aligned} a_1 &= 4 \\ a_2 &= \frac{1}{2} \p{a_1 + 8} = 6 \\ a_3 &= \frac{1}{2} \p{a_2 + 8} = 7 \\ a_4 &= \frac{1}{2} \p{a_3 + 8} = 7.5. \end{aligned}

Based on these terms, we're going to make the guess that an10a_n \leq 10 and that (an)n\p{a_n}_n is increasing.

Proof that an10a_n \leq 10:

As mentioned above, we're going to use induction here.

Base case: (n=1n = 1)

a1=410a_1 = 4 \leq 10, so the base case is true.

Inductive step:

To do this step, we need to assume that ak10a_k \leq 10 and then prove that ak+110a_{k+1} \leq 10 also. If we use the recursive formula for ak+1a_{k+1}, we get

ak+1=12(ak+8).a_{k+1} = \frac{1}{2} \p{a_k + 8}.

Since ak10a_k \leq 10, we can replace aka_k with 1010 and get something bigger overall:

ak+1=12(ak+8)12(10+8)=910,\begin{aligned} a_{k+1} &= \frac{1}{2} \p{a_k + 8} \\ &\leq \frac{1}{2} \p{10 + 8} \\ &= 9 \\ &\leq 10, \end{aligned}

which finishes the inductive step.

Since the base case and inductive step are both true, this means that an10a_n \leq 10 for every nn.

Proof that (an)n\p{a_n}_n is increasing:

(an)n\p{a_n}_n increasing means that anan+1a_n \leq a_{n+1} for every nn. Like above, we're going to prove this by induction:

Base case: (n=1n = 1)

a1=4a_1 = 4 and a2=6a_2 = 6, so a1a2a_1 \leq a_2, which means the base case is true.

Inductive step:

Like before, we're going to assume that akak+1a_k \leq a_{k+1}, and we need to prove that ak+1ak+2a_{k+1} \leq a_{k+2} also. As a tip, it's almost always easier to move all the terms to one side, i.e., prove that ak+1ak+20a_{k+1} - a_{k+2} \leq 0 instead:

ak+1ak+2=12(ak+8)12(ak+1+8)=12(akak+1)0 by assumption0.\begin{aligned} a_{k+1} - a_{k+2} &= \frac{1}{2} \p{a_k + 8} - \frac{1}{2} \p{a_{k+1} + 8} \\ &= \frac{1}{2} \underbrace{\p{a_k - a_{k+1}}}_{\leq 0\text{ by assumption}} \\ &\leq 0. \end{aligned}

This proves that ak+1ak+2a_{k+1} \leq a_{k+2}, so by induction, (an)n\p{a_n}_n is increasing.

Finishing the problem:

We've shown that (an)n\p{a_n}_n is bounded above (by 1010) and is increasing, so by the theorem, we know that the sequence converges. So, the limit L=limnanL = \lim_{n\to\infty} a_n exists. To complete the problem, we just need to figure out what 1010 is. We can do this via the recursive relation:

an=12(an1+8).a_n = \frac{1}{2} \p{a_{n-1} + 8}.

Because we know that limnan\lim_{n\to\infty} a_n exists, we're now allowed to take limits on both sides:

limnan=limn12(an1+8)=12(limnan1+8).\lim_{n\to\infty} a_n = \lim_{n\to\infty} \frac{1}{2} \p{a_{n-1} + 8} = \frac{1}{2} \p{\lim_{n\to\infty} a_{n-1} + 8}.

The sequence (an1)n\p{a_{n-1}}_n is just the sequence (an)n\p{a_n}_n, but shifted one term over. This means that they're essentially the same sequence, which means they have the same limit, i.e., limnan1=L\lim_{n\to\infty} a_{n-1} = L also. Thus,

L=12(L+8)    2L=L+8    L=8.\begin{aligned} L = \frac{1}{2} \p{L + 8} &\implies 2L = L + 8 \\ &\implies \boxed{L = 8}. \end{aligned}

Squeeze Theorem

Theorem (squeeze theorem)

Let (an)n,(bn)n,(cn)n\p{a_n}_n, \p{b_n}_n, \p{c_n}_n be sequences. If:

  1. anbncna_n \leq b_n \leq c_n
  2. limnan=limncn=L\lim_{n\to\infty} a_n = \lim_{n\to\infty} c_n = L

Then limnbn=L\lim_{n\to\infty} b_n = L as well.

In general, this theorem is pretty hard to use because you have to figure out what ana_n and cnc_n need to be.

Example 4.

Prove that limnRnn!=0\displaystyle\lim_{n\to\infty} \frac{R^n}{n!} = 0 when R>0R > 0.

Solution.

Since R>0R > 0, there exists an integer MM such that MRM+1M \leq R \leq M + 1. Since R>0R > 0 and n!>0n! > 0, we already know that 0Rnn!0 \leq \frac{R^n}{n!}. On the other hand,

Rnn!=RnRn11RM+21RM+111RMR2R1=CRn1C.\begin{aligned} \frac{R^n}{n!} &= \frac{R}{n} \cdot \underbrace{\underbrace{\frac{R}{n - 1}}_{\leq\,1} \cdots \underbrace{\frac{R}{M + 2}}_{\leq\,1} \cdot \underbrace{\frac{R}{M + 1}}_{\leq\,1}}_{\leq\,1} \cdot \underbrace{\frac{R}{M} \cdots \frac{R}{2} \cdot \frac{R}{1}}_{=\,C} \\ &\leq \frac{R}{n} \cdot 1 \cdot C. \end{aligned}

Thus, if we let an=0a_n = 0 and cn=RCnc_n = \frac{RC}{n}, then

anRnn!cn.a_n \leq \frac{R^n}{n!} \leq c_n.

Moreover, limnan=limncn=0\lim_{n\to\infty} a_n = \lim_{n\to\infty} c_n = 0, so by the squeeze theorem, limnRnn!\lim_{n\to\infty} \frac{R^n}{n!} as well.

Example 5.
Solution.

Like before, we already know that 0n!nn0 \leq \frac{n!}{n^n}. We're going to use the same trick as before, where we write out each term in the product:

n!nn=nn=1n1n12n11n1n.\begin{aligned} \frac{n!}{n^n} &= \underbrace{\frac{n}{n}}_{=\,1} \cdot \underbrace{\frac{n - 1}{n}}_{\leq\,1} \cdots \underbrace{\frac{2}{n}}_{\leq\,1} \cdot \frac{1}{n} \\ &\leq \frac{1}{n}. \end{aligned}

So, letting an=0a_n = 0 and cn=1nc_n = \frac{1}{n}, then

ann!nncna_n \leq \frac{n!}{n^n} \leq c_n

with limnan=limncn=0\lim_{n\to\infty} a_n = \lim_{n\to\infty} c_n = 0, so limnn!nn\lim_{n\to\infty} \frac{n!}{n^n} by the squeeze theorem.

Other Problems

Example 6.

Calculate ddxlogxe\displaystyle\deriv{}{x} \log_x{e}.

Solution.

By the change-of-base formula,

ddxlogxe=ddxlnelnx=1(lnx)21x=1x(lnx)2.\begin{aligned} \deriv{}{x} \log_x{e} &= \deriv{}{x} \frac{\ln{e}}{\ln{x}} \\ &= -\frac{1}{\p{\ln{x}}^2} \cdot \frac{1}{x} \\ &= \boxed{-\frac{1}{x\p{\ln{x}}^2}}. \end{aligned}