Convergence of a Sequence: Proving Existence of Limit Using Cauchy Sequences

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Felafel
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I think the solution I've found makes sense, but I'd like it to be double-checked.

Homework Statement



Let ##(a_n)## be a limited sequence and ##(b_n)## such that ##0≤b_n≤ \frac{1}{2} B_{n-1} ##

Prove that if
##a_{n+1} \ge a_{n} -b_{n}##

Then
##\lim_{n\to \infty}a_n##

exists.

The Attempt at a Solution



I can say that ##b_n \ge (\frac{1}{2})^n b_0 ## which is constant.
THen,
##a_n-a_{n+1} \ge (\frac{1}{2})^nb_0##

Thus ##|a_n-a{n+1}| ## is a Cauchy sequence, which means it converges and therefore the limit exists.
 
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You need to watch your inequality signs a bit. From ##0\leq b_n\leq\frac12b_{n-1}## you get ##0\leq b_n\leq(\frac12)^nb_0##. And that isn't a constant, since it depends on ##n##. What you probably mean is that ##b_0## is constant.

Then, ##a_n-a_{n+1}\leq(\frac12)^nb_0##. But how do you now conclude that ##(|a_n-a_{n+1}|)_{n\in\mathbb N}## is a Cauchy sequence? And even if it is, how does that make the sequence ##(a_n)_{n\in\mathbb N}## converge?
 
Right, ##\frac{1}{2}^nb_0## is not a constant, but for n diverging to ##\infty b_0## gets smaller and smaller, so ##a_n-a_{n+1}## is bounded above.
For Cauchy's criterion a sequence converges to something if and only if this holds:
for every  ##\epsilon> 0## there exists n* such that ##|a_n-a_m| < \epsilon ## whenever n, m > n*.
Let's just call ##\frac{1}{2}b_0=\epsilon## and ##a_m=a_{n+1}##. for a n*, big enough, the criterion holds.
 
Felafel said:
Right, ##\frac{1}{2}^nb_0## is not a constant, but for n diverging to ##\infty b_0## gets smaller and smaller, so ##a_n-a_{n+1}## is bounded above.
For Cauchy's criterion a sequence converges to something if and only if this holds:
for every ##\epsilon> 0## there exists n* such that ##|a_n-a_m| < \epsilon ## whenever n, m > n*.
Let's just call ##\frac{1}{2}b_0=\epsilon## and ##a_m=a_{n+1}##. for a n*, big enough, the criterion holds.

That's not sufficient.

You need to show that for all [itex]\epsilon > 0[/itex], there exists [itex]N \in \mathbb{N}[/itex] such that for all [itex]n,m \geq N[/itex], [itex]|a_n - a_m| < \epsilon[/itex]. You can't just choose a particular [itex]\epsilon[/itex].

Hint: Without loss of generality you can take [itex]m > n[/itex]. Then
[tex]|a_n - a_m| = |a_n - a_{n+1} + a_{n+1} + \dots - a_{m-1} + a_{m-1} - a_m|[/tex]
 
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ok, what if I prove it this way:
by definition, a sequent is convergent when the following property holds:
for every ## \epsilon>0 ## there exists an ##N## such that for every n## \geq N##, we have
## |a_n-L|<\epsilon##.
In this exercise I have ##|a_n - a_m| < \epsilon##
but by taking
##n,m \geq N##
I can obtain
##|a_n-a_m+L-L|<\epsilon ##which is ## \geq |a_n-L|+|a-M-L| \geq \frac{\epsilon}{2}+\frac{\epsilon}{2} ##
is this what you meant?
 
Felafel said:
Right, ##\frac{1}{2}^nb_0## is not a constant, but for n diverging to ##\infty b_0## gets smaller and smaller, ...

##b_0## doesn't get smaller, ever. You really should be more careful about what you put in words, because you need even more care with formulas.

Felafel said:
In this exercise I have ##|a_n - a_m| < \epsilon##
but by taking
##n,m \geq N##
I can obtain
##|a_n-a_m+L-L|<\epsilon ##

You don't have ##|a_n-a_m|<\epsilon##. That's what you want to get. What you're using here is called "circular reasoning", and it's a very easy mistake to make -- confusing what you are aiming at with what you're starting off with.

I think you might try pasmith's suggestion: Assume ##m>n## and have a look at
$$
|a_n-a_m| = |a_n-a_{n-1}+a_{n-1}-a_{n-2}+a_{n-2}-\ldots-a_{m+2}+a_{m+2}-a_{m+1}+a_{m+1}-a_m|
$$
 
Michael Redei said:
I think you might try pasmith's suggestion: Assume ##m>n## and have a look at
$$
|a_n-a_m| = |a_n-a_{n-1}+a_{n-1}-a_{n-2}+a_{n-2}-\ldots-a_{m+2}+a_{m+2}-a_{m+1}+a_{m+1}-a_m|
$$
thanks! is it okay now?:
##|a_n - a_m| \le |a_n - a_{n-1}| + |a_{n-1}-a_{n-2}|+...+|a_m - a_{m-1}| ##
each member of this sum is ≤ ##(\frac{1}{2})^nb_0## thus ##|a_n-a_m|## converges.
(i don't know exactly how to formally find ##\epsilon##
can I also add that ##b_n## goes to 0 due to the squeeze rule?
thanks again
 
You must check your inequalities better. Each member of that sum is ##\leq(\frac12)^{n-1}b_0## (note the exponent).

Also, you don't find ##\epsilon##. That value is just assumed to be positive, and you must show that the sum is smaller than ##\epsilon##. So you need to ensure that
$$
\left(\frac12\right)^{n-1}b_0 < \epsilon.
$$
Suppose you solve that and get some integer ##N## as a result. Then you can re-write your proof "backwards":

Let ##\epsilon>0## be given. Then we set ##N=(\ldots \epsilon \ldots)##, and for ##n,m\geq N## with ##m>n## we have
$$
\epsilon > \left(\frac12\right)^Nb_0 \geq \ldots \geq |a_n-a_m|.
$$
This proves that ##(a_n)## is a Cauchy sequence, and so this sequence must converge. QED
 
Michael Redei said:
QED

thank you, i really didn't get it