Theorem
- If {an} is Bounded
- If {an} is Monotone
- In particular, it is either:
- Strictly Increasing and Bounded Above
- Strictly Decreasing and Bounded Below
Then, {an} Converges
Proof
Proving Strictly Increasing and Bounded Above Case
- Suppose {an} is Bounded Above
- Suppose {an} is Strictly Increasing
- Then, ∃c∈R s.t ∀a∈{an},a≤c
- Then, ∀x1,x2∈N,x1<x2⟹ax1<ax2
- We want to show ∃l∈R,∀ϵ>0,∃N>0 s.t n>N⟹∣an−l∣<ϵ
- Consider A={an∣n∈N}⊂R
- Note that a1∈A so A is non-empty
- Note A is bounded above, as we know {an} is bounded above
- By the Completeness Axiom, the Supremum of the set A exists
- Choose l=sup(A)
- Then, choose arbitrary ϵ>0
- Choose N∈N s.t l−ϵ<aN by definition of supremum
- Suppose n>N
- Note that l−ϵ<aN<an as {an} is strictly increasing
- Note by definition that since l=sup(A),∀a∈A,a<l
- Note an∈A by definition
- Then, an≤l<l+ϵ
- Then, by transitivity of <, it follows that l−ϵ<an<l+ϵ
- ⟹−ϵ<an−l<ϵ
- ∣an−l∣<ϵ by ∣⋅∣ defn
- Thus, we have shown convergence
- □
Examples