Induction on an inequality involving sequences

AI Thread Summary
The discussion centers on proving inequalities involving sequences defined by a recurrence relation. The user seeks assistance with proving that a_n ≤ a_{n + 1} ≤ b_{n + 1} ≤ b_n for all n, and deducing the convergence of the sequences {a_n} and {b_n}. They argue that since {a_n} is increasing and bounded above by {b_n}, while {b_n} is decreasing and bounded below by {a_n}, both sequences converge by the monotonic sequence theorem. The user expresses difficulty in establishing the necessary inequalities for the base case and subsequent steps in the proof. The conversation highlights the importance of careful induction and the application of known results to complete the proof.
Benny
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I just can't get the following question. Can someone help me out?

Q. Let a < a_1 < b_1 and define a_{n + 1} = \sqrt {a_n b_n } ,b_{n + 1} = \frac{{a_n + b_n }}{2} .

a) Prove that a_n \le a_{n + 1} \le b_{n + 1} \le b_n for all n.
b) Deduce that the sequences {a_n} and {b_n} both converge.
c) Prove that they have the same limit. (This limit is called the arithmetic-geometric mean of a_1 and b_1)

Here are my attempts

b) I'll do this one first. By the result of part 'a' {a_n} is increasing and bounded above by b_n while {b_n} is a decreasing sequence and bounded below by a_n. So by the monotonic sequence theorem both sequences converge. Not sure about the argument there, I might have missed a few important points.

a) There might ways other than induction to do this but I can't think of any. So I need to start off with a specific case.

For n = 1: I can get a_1 <= a_(2) but not the b_(2) <= b_(1) part 'properly' and I can't get the a_2 <= b_2 bit at all.
 
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Here are a few comments. If 0< a< b then
1) 0< a2< ab so 0< a< \sqrt{ab}
That gives you "a2< a1".
2) 0< a+ b< 2b so 0< (a+b)/2< b.
That gives you "b2< b1".
Now, assume that a_n \le a_{n + 1} \le b_{n + 1} \le b_n
for some k and use the same calculations as above to show that
a_{n+1} \le a_{n + 2} \le b_{n + 2} \le b_{n+1}
 
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Thanks for the help HallsofIvy.
 
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