Proving "Limits of Finite Sequences Implies Limit of Sum

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SUMMARY

The discussion focuses on proving that for a finite sequence ##\{b_{n,m}\}_{m=1}^n##, where ##b_{n,1}+b_{n,2}+\cdots+b_{n,n}=1##, the limit of the weighted sum converges to the limit of the sequence ##\{a_n\}_{n=1}^\infty## if and only if ##\lim_{n\to\infty}b_{n,m}=0## for each ##m\in\mathbb{N}##. Participants suggest starting the proof by showing that if ##\lim_{n\to\infty}b_{n,m}=0##, the weighted sum converges to zero. Conversely, a proof by contradiction is recommended to demonstrate the necessity of the condition. The discussion emphasizes the importance of understanding the behavior of the sequences involved.

PREREQUISITES
  • Understanding of limits in calculus
  • Familiarity with convergent sequences in real analysis
  • Knowledge of weighted sums and their properties
  • Experience with proof techniques, including proof by contradiction
NEXT STEPS
  • Study the properties of convergent sequences in real analysis
  • Learn about the concept of weighted averages and their limits
  • Explore proof techniques, particularly proof by contradiction
  • Investigate the implications of limits in sequences and series
USEFUL FOR

Students and educators in mathematics, particularly those studying real analysis, limit theorems, and proof strategies. This discussion is beneficial for anyone looking to deepen their understanding of convergence in sequences and the implications of finite sequences on limits.

Mr Davis 97
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Homework Statement


For each ##n\in\mathbb{N}##, let the finite sequence ##\{b_{n,m}\}_{m=1}^n\subset(0,\infty)## be given. Assume, for each ##n\in\mathbb{N}##, that ##b_{n,1}+b_{n,2}+\cdots+b_{n,n}=1##.

Show that ##\lim_{n\to\infty}( b_{n,1}\cdot a_1+b_{n,2}\cdot a_2+\cdots+b_{n,n}\cdot a_n) = \lim_{n\to\infty}a_n##, for every convergent sequence ##\{a_n\}_{n=1}^\infty\subset\mathbb{R}## if and only if, for each ##m\in\mathbb{N}##, ##\lim_{n\to\infty}b_{n,m}=0##.

Homework Equations

The Attempt at a Solution


I really need at least one hint for this one. Which direction of the proof should I start with? Which one is easier?

My idea for the <---- direction is that since for each ##m\in\mathbb{N}##, ##\lim_{n\to\infty}b_{n,m}=0##, we see that ## \lim_{n\to\infty}b_{n,1}\cdot a_1+\lim_{n\to\infty}b_{n,2}\cdot a_2+\cdots+\lim_{n\to\infty}b_{n,n}\cdot a_n) = 0 + 0 + \cdots + 0##... But I'm not sure where this gets me.
 
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Mr Davis 97 said:

Homework Statement


For each ##n\in\mathbb{N}##, let the finite sequence ##\{b_{n,m}\}_{m=1}^n\subset(0,\infty)## be given. Assume, for each ##n\in\mathbb{N}##, that ##b_{n,1}+b_{n,2}+\cdots+b_{n,n}=1##.

Show that ##\lim_{n\to\infty}( b_{n,1}\cdot a_1+b_{n,2}\cdot a_2+\cdots+b_{n,n}\cdot a_n) = \lim_{n\to\infty}a_n##, for every convergent sequence ##\{a_n\}_{n=1}^\infty\subset\mathbb{R}## if and only if, for each ##m\in\mathbb{N}##, ##\lim_{n\to\infty}b_{n,m}=0##.

Homework Equations

The Attempt at a Solution


I really need at least one hint for this one. Which direction of the proof should I start with? Which one is easier?

My idea for the <---- direction is that since for each ##m\in\mathbb{N}##, ##\lim_{n\to\infty}b_{n,m}=0##, we see that ## \lim_{n\to\infty}b_{n,1}\cdot a_1+\lim_{n\to\infty}b_{n,2}\cdot a_2+\cdots+\lim_{n\to\infty}b_{n,n}\cdot a_n) = 0 + 0 + \cdots + 0##... But I'm not sure where this gets me.
Here is my stab at a solution for the <--- direction.

Let ##(a_n)## be an arbitrary convergent sequence that converges to ##c##. We want to show that ##b_{n,1}a_n + \cdots b_{n,n}a_n## also converges to ##c##. To this end, given ##\epsilon > 0##, there exists ##N \in \mathbb{N}## such that if ##n \ge N## we have ##|a_n - c| \le \epsilon##. ##|b_{n,1} a_1 + \cdots b_{n,n}a_n - c| = |b_{n,1} a_1 + \cdots + b_{n,n}a_n - c(b_{n,1}+ \cdots + b_{n,n})| = |b_{n,1}(a_1 - c) + \cdots b_{n,n}(a_n - c)|##... This is kind of where I get stuck. I'm not sure what to do next.
 
Mr Davis 97 said:
My idea for the <---- direction is that since for each ##m\in\mathbb{N}##, ##\lim_{n\to\infty}b_{n,m}=0##, we see that ## \lim_{n\to\infty}b_{n,1}\cdot a_1+\lim_{n\to\infty}b_{n,2}\cdot a_2+\cdots+\lim_{n\to\infty}b_{n,n}\cdot a_n) = 0 + 0 + \cdots + 0##... But I'm not sure where this gets me.
You cannot split a limit like that.

The other direction is easier if you make a proof by contradiction. Assume there is an m such that ##\lim_{n\to\infty}b_{n,m} \neq 0## and show that the original statement is no longer true. That should also give an idea how the overall structure works.
 

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