MathIsimple
CALC-2.3
4-5 Hours

Fundamental Convergence Theorems

Core Theorems
6 Sections
Essential for Analysis
Learning Objectives
By the end of this course, you will be able to:
  • State and apply the Squeeze Theorem (Sandwich Theorem)
  • Understand and prove the Monotone Bounded Theorem
  • Derive the important limit e = lim(1 + 1/n)^n
  • Apply the Stolz Theorem for indeterminate forms
  • Understand infinitesimals and their order comparison
  • Master techniques for proving convergence without knowing the limit

Section 1: The Squeeze Theorem

Theorem 3.1: Squeeze Theorem (Sandwich Theorem)

Let {an}\{a_n\}, {bn}\{b_n\}, {cn}\{c_n\} be sequences satisfying:

  1. N0N\exists N_0 \in \mathbb{N}: anbncna_n \leq b_n \leq c_n for all nN0n \geq N_0
  2. limnan=L=limncn\lim_{n \to \infty} a_n = L = \lim_{n \to \infty} c_n

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

Proof of Theorem 3.1:

Given ϵ>0\epsilon > 0:

  • N1\exists N_1: n>N1anL<ϵLϵ<ann > N_1 \Rightarrow |a_n - L| < \epsilon \Rightarrow L - \epsilon < a_n
  • N2\exists N_2: n>N2cnL<ϵcn<L+ϵn > N_2 \Rightarrow |c_n - L| < \epsilon \Rightarrow c_n < L + \epsilon

For n>max{N0,N1,N2}n > \max\{N_0, N_1, N_2\}:

Lϵ<anbncn<L+ϵL - \epsilon < a_n \leq b_n \leq c_n < L + \epsilon

Therefore bnL<ϵ|b_n - L| < \epsilon.

Corollary 3.1: Zero Limit Equivalence
limnan=0limnan=0\lim_{n \to \infty} a_n = 0 \Leftrightarrow \lim_{n \to \infty} |a_n| = 0
Corollary 3.2: Domination Principle

If anbn|a_n| \leq b_n and limnbn=0\lim_{n \to \infty} b_n = 0, then limnan=0\lim_{n \to \infty} a_n = 0.

Example 3.1: Proving √[n]{n} → 1

Problem: Prove limnnn=1\lim_{n \to \infty} \sqrt[n]{n} = 1.

Solution:

Let nn=1+hn\sqrt[n]{n} = 1 + h_n where hn0h_n \geq 0 for n1n \geq 1.

Then n=(1+hn)n1+(n2)hn2=1+n(n1)2hn2n = (1 + h_n)^n \geq 1 + \binom{n}{2}h_n^2 = 1 + \frac{n(n-1)}{2}h_n^2 (Binomial theorem)

So hn22(n1)n(n1)=2nh_n^2 \leq \frac{2(n-1)}{n(n-1)} = \frac{2}{n}, giving 0hn2n0 \leq h_n \leq \sqrt{\frac{2}{n}}.

Since 2n0\sqrt{\frac{2}{n}} \to 0, by Squeeze theorem hn0h_n \to 0, so nn1\sqrt[n]{n} \to 1.

Example 3.2: Maximum of Powers

Problem: Prove limnan+bnn=max{a,b}\lim_{n \to \infty} \sqrt[n]{a^n + b^n} = \max\{a, b\} for a,b>0a, b > 0.

Solution:

WLOG assume ab>0a \geq b > 0. Then:

a=annan+bnn2ann=a2na = \sqrt[n]{a^n} \leq \sqrt[n]{a^n + b^n} \leq \sqrt[n]{2a^n} = a \cdot \sqrt[n]{2}

Since 2n1\sqrt[n]{2} \to 1, by Squeeze theorem the limit is a=max{a,b}a = \max\{a, b\}.

Section 2: Monotone Bounded Theorem

Definition 3.1: Monotone Sequence

A sequence {an}\{a_n\} is:

  • Monotonically increasing if anan+1a_n \leq a_{n+1} for all nn
  • Strictly increasing if an<an+1a_n < a_{n+1} for all nn
  • Monotonically decreasing if anan+1a_n \geq a_{n+1} for all nn
  • Strictly decreasing if an>an+1a_n > a_{n+1} for all nn
Theorem 3.2: Monotone Bounded Theorem

A bounded monotone sequence converges.

Proof of Theorem 3.2 (Increasing Case):

Let E={an:nN}E = \{a_n : n \in \mathbb{N}\}. Since EE is non-empty and bounded above, by the Completeness Axiom, α=supE\alpha = \sup E exists.

We claim limnan=α\lim_{n \to \infty} a_n = \alpha.

Given ϵ>0\epsilon > 0:

  • By supremum property: N\exists N such that aN>αϵa_N > \alpha - \epsilon
  • By monotonicity: n>NanaN>αϵn > N \Rightarrow a_n \geq a_N > \alpha - \epsilon
  • By upper bound: anα<α+ϵa_n \leq \alpha < \alpha + \epsilon

Therefore anα<ϵ|a_n - \alpha| < \epsilon for n>Nn > N.

Methods to Check Monotonicity
1. Difference Method

Compute an+1ana_{n+1} - a_n and check its sign.

2. Ratio Method

For positive sequences, compute an+1an\frac{a_{n+1}}{a_n} and compare to 1.

Section 3: The Important Limit e

Definition 3.2: Sequences Defining e

Define sequences:

xn=(1+1n)n,yn=(1+1n)n+1x_n = \left(1 + \frac{1}{n}\right)^n, \quad y_n = \left(1 + \frac{1}{n}\right)^{n+1}
Theorem 3.3: Properties of e
  • {xn}\{x_n\} is strictly increasing and bounded above by 3
  • {yn}\{y_n\} is strictly decreasing and bounded below by 2
  • Both converge to the same limit, denoted ee
Key Result: Euler's Number
e=limn(1+1n)n2.71828...e = \lim_{n \to \infty} \left(1 + \frac{1}{n}\right)^n \approx 2.71828...
Important Inequalities:

From xn<e<ynx_n < e < y_n:

1n+1<ln(1+1n)<1n\frac{1}{n+1} < \ln\left(1 + \frac{1}{n}\right) < \frac{1}{n}
Euler-Mascheroni Constant:

The sequence γn=1+12++1nlnn\gamma_n = 1 + \frac{1}{2} + \cdots + \frac{1}{n} - \ln n converges to γ0.5772\gamma \approx 0.5772.

Section 4: Infinitesimals and Order Comparison

Definition 3.3: Infinitesimal

A sequence {xn}\{x_n\} is an infinitesimal if limnxn=0\lim_{n \to \infty} x_n = 0, written xn=o(1)x_n = o(1).

Order Comparison Notation
NotationDefinitionMeaning
xnynx_n \sim y_nlimxnyn=1\lim \frac{x_n}{y_n} = 1Equivalent (asymptotically equal)
xn=o(yn)x_n = o(y_n)limxnyn=0\lim \frac{x_n}{y_n} = 0Higher order infinitesimal (xₙ is much smaller)
xn=O(yn)x_n = O(y_n)xnCyn for large n|x_n| \leq C|y_n| \text{ for large } nSame order or smaller (big-O notation)

Section 5: Stolz Theorem

Theorem 3.4: Stolz Theorem

Let {xn}\{x_n\}, {yn}\{y_n\} satisfy:

  1. {yn}\{y_n\} is strictly increasing and yn+y_n \to +\infty
  2. limnxn+1xnyn+1yn=L\lim_{n \to \infty} \frac{x_{n+1} - x_n}{y_{n+1} - y_n} = L (finite or infinite)

Then limnxnyn=L\lim_{n \to \infty} \frac{x_n}{y_n} = L.

Remark 3.1: Discrete L'Hôpital's Rule

Stolz theorem is the discrete analog of L'Hôpital's rule for \frac{\infty}{\infty} forms. It allows us to simplify limits by looking at differences rather than the sequences themselves.

Corollary 3.3: Cesàro Mean

If limnxn=A\lim_{n \to \infty} x_n = A, then:

limnx1+x2++xnn=A\lim_{n \to \infty} \frac{x_1 + x_2 + \cdots + x_n}{n} = A
Proof of Cesàro Mean:

Apply Stolz with yn=ny_n = n. Then:

xn+1xn(n+1)n=xn+1xnAA=0?\frac{x_{n+1} - x_n}{(n+1) - n} = x_{n+1} - x_n \to A - A = 0?

Wait, let's reconsider. Let Sn=x1++xnS_n = x_1 + \cdots + x_n. Then:

Sn+1Sn(n+1)n=xn+1A\frac{S_{n+1} - S_n}{(n+1) - n} = x_{n+1} \to A

By Stolz, SnnA\frac{S_n}{n} \to A.

Remark 3.2: Converse is False

The converse is false. Cesàro mean can converge even when the original sequence diverges.

Example: xn=(1)nx_n = (-1)^n diverges, but 1nk=1n(1)k0\frac{1}{n}\sum_{k=1}^{n}(-1)^k \to 0.

Example 3.3: Applying Stolz Theorem

Problem: Find limn12+22++n2n3\lim_{n \to \infty} \frac{1^2 + 2^2 + \cdots + n^2}{n^3}.

Solution using Stolz:

Let xn=12+22++n2x_n = 1^2 + 2^2 + \cdots + n^2 and yn=n3y_n = n^3.

xn+1xnyn+1yn=(n+1)2(n+1)3n3=(n+1)23n2+3n+1\frac{x_{n+1} - x_n}{y_{n+1} - y_n} = \frac{(n+1)^2}{(n+1)^3 - n^3} = \frac{(n+1)^2}{3n^2 + 3n + 1}

Taking the limit:

limn(n+1)23n2+3n+1=limnn2+2n+13n2+3n+1=13\lim_{n \to \infty} \frac{(n+1)^2}{3n^2 + 3n + 1} = \lim_{n \to \infty} \frac{n^2 + 2n + 1}{3n^2 + 3n + 1} = \frac{1}{3}
Example 3.4: Recursive Sequence with Monotone Bounded

Problem: Let x1=1x_1 = 1, xn+1=2+xnx_{n+1} = \sqrt{2 + x_n}. Find limnxn\lim_{n \to \infty} x_n.

Solution:

Step 1: Assume limit LL exists. Then L=2+LL = \sqrt{2 + L}.

L2=2+LL2L2=0(L2)(L+1)=0L^2 = 2 + L \Rightarrow L^2 - L - 2 = 0 \Rightarrow (L-2)(L+1) = 0

So L=2L = 2 (since xn>0x_n > 0).

Step 2: Prove xn<2x_n < 2 by induction:

  • x1=1<2x_1 = 1 < 2
  • If xn<2x_n < 2, then xn+1=2+xn<2+2=2x_{n+1} = \sqrt{2 + x_n} < \sqrt{2 + 2} = 2

Step 3: Prove increasing:

xn+12xn2=2+xnxn2=(xn2)(xn+1)>0x_{n+1}^2 - x_n^2 = 2 + x_n - x_n^2 = -(x_n - 2)(x_n + 1) > 0

since xn<2x_n < 2 and xn>0x_n > 0. So xn+1>xnx_{n+1} > x_n.

Conclusion: By Monotone Bounded Theorem, xn2x_n \to 2.

Example 3.5: Proving √[n]{n!} / n → 1/e

Problem: Prove limnn!nn=1e\lim_{n \to \infty} \frac{\sqrt[n]{n!}}{n} = \frac{1}{e}.

Solution using Cesàro Mean:

Let an=lnn!nn=1nln(n!)lnn=1nk=1nlnklnna_n = \ln\frac{\sqrt[n]{n!}}{n} = \frac{1}{n}\ln(n!) - \ln n = \frac{1}{n}\sum_{k=1}^{n}\ln k - \ln n

This equals 1nk=1nlnkn\frac{1}{n}\sum_{k=1}^{n}\ln\frac{k}{n}.

As nn \to \infty, this is a Riemann sum for:

01lnxdx=[xlnxx]01=1\int_0^1 \ln x \, dx = [x\ln x - x]_0^1 = -1

Therefore limnn!nn=e1=1e\lim_{n \to \infty} \frac{\sqrt[n]{n!}}{n} = e^{-1} = \frac{1}{e}.

Summary: Convergence Theorem Applications
TheoremWhen to UseKey Requirement
SqueezeCan bound sequence between two with same limitanxnbna_n \leq x_n \leq b_n
Monotone BoundedRecursive sequences, proving existenceMonotonic + Bounded
StolzIndeterminate \frac{\infty}{\infty} formsyny_n \to \infty strictly increasing
Cesàro MeanAverage of sequence termsOriginal sequence converges
Theorem 3.5: Ratio Test for Sequences

Let {an}\{a_n\} be a sequence with an>0a_n > 0. If limnan+1an=L\lim_{n \to \infty} \frac{a_{n+1}}{a_n} = L, then:

  • If L<1L < 1, then limnan=0\lim_{n \to \infty} a_n = 0
  • If L>1L > 1, then limnan=+\lim_{n \to \infty} a_n = +\infty
  • If L=1L = 1, the test is inconclusive
Example 3.6: Using Ratio Test

Problem: Find limnn102n\lim_{n \to \infty} \frac{n^{10}}{2^n}.

Solution:

Let an=n102na_n = \frac{n^{10}}{2^n}. Compute the ratio:

an+1an=(n+1)102n+12nn10=12(n+1n)10=12(1+1n)10\frac{a_{n+1}}{a_n} = \frac{(n+1)^{10}}{2^{n+1}} \cdot \frac{2^n}{n^{10}} = \frac{1}{2}\left(\frac{n+1}{n}\right)^{10} = \frac{1}{2}\left(1 + \frac{1}{n}\right)^{10}

As nn \to \infty: an+1an12<1\frac{a_{n+1}}{a_n} \to \frac{1}{2} < 1

By the Ratio Test, limnn102n=0\lim_{n \to \infty} \frac{n^{10}}{2^n} = 0.

This shows exponential growth dominates polynomial growth.

Section 6: Important Limit Computations

Theorem 3.6: Fundamental Limits

The following limits are fundamental and should be memorized:

limnnn=1\lim_{n \to \infty} \sqrt[n]{n} = 1
limnan=1(a>0)\lim_{n \to \infty} \sqrt[n]{a} = 1 \quad (a > 0)
limnann!=0(a)\lim_{n \to \infty} \frac{a^n}{n!} = 0 \quad (\forall a)
limnnkan=0(a>1)\lim_{n \to \infty} \frac{n^k}{a^n} = 0 \quad (a > 1)
Example 3.7: Proving √[n]{n} → 1

Problem: Prove limnnn=1\lim_{n \to \infty} \sqrt[n]{n} = 1.

Solution:

Let nn=1+hn\sqrt[n]{n} = 1 + h_n where hn>0h_n > 0 for n2n \geq 2.

Then n=(1+hn)nn = (1 + h_n)^n. By binomial theorem:

n=(1+hn)n1+nhn+n(n1)2hn2>n(n1)2hn2n = (1 + h_n)^n \geq 1 + nh_n + \frac{n(n-1)}{2}h_n^2 > \frac{n(n-1)}{2}h_n^2

So hn2<2n1h_n^2 < \frac{2}{n-1}, giving 0<hn<2n100 < h_n < \sqrt{\frac{2}{n-1}} \to 0.

Therefore nn=1+hn1\sqrt[n]{n} = 1 + h_n \to 1.

Example 3.8: Nested Radical

Problem: Find limn1+2n+3nn\lim_{n \to \infty} \sqrt[n]{1 + 2^n + 3^n}.

Solution:

Note that 3n1+2n+3n33n3^n \leq 1 + 2^n + 3^n \leq 3 \cdot 3^n.

Taking nn-th roots:

31+2n+3nn33n3 \leq \sqrt[n]{1 + 2^n + 3^n} \leq 3 \cdot \sqrt[n]{3}

Since 3n1\sqrt[n]{3} \to 1, by Squeeze Theorem:

limn1+2n+3nn=3\lim_{n \to \infty} \sqrt[n]{1 + 2^n + 3^n} = 3
Example 3.9: The Number e Revisited

Problem: Prove limn(1+1n)n+1=e\lim_{n \to \infty} \left(1 + \frac{1}{n}\right)^{n+1} = e.

Solution:

(1+1n)n+1=(1+1n)n(1+1n)\left(1 + \frac{1}{n}\right)^{n+1} = \left(1 + \frac{1}{n}\right)^n \cdot \left(1 + \frac{1}{n}\right)

As nn \to \infty:

  • (1+1n)ne\left(1 + \frac{1}{n}\right)^n \to e
  • (1+1n)1\left(1 + \frac{1}{n}\right) \to 1

By product rule: (1+1n)n+1e1=e\left(1 + \frac{1}{n}\right)^{n+1} \to e \cdot 1 = e.

Remark 3.3: Variations of e

All of the following equal ee:

limn(1+1n)n=e\lim_{n \to \infty} \left(1 + \frac{1}{n}\right)^n = e
limn(11n)n=e\lim_{n \to \infty} \left(1 - \frac{1}{n}\right)^{-n} = e
limn(1+kn)n=ek\lim_{n \to \infty} \left(1 + \frac{k}{n}\right)^n = e^k
limn(n+1n)n=e\lim_{n \to \infty} \left(\frac{n+1}{n}\right)^n = e
Problem-Solving Strategy
  1. Identify the dominant term - Which term grows fastest as nn \to \infty?
  2. Factor out the dominant term - Express others relative to it.
  3. Apply standard limits - Use memorized results for nn\sqrt[n]{n}, ee, etc.
  4. Use Squeeze when possible - Bound between simpler expressions.
Example 3.10: Double Application of Stolz

Problem: Find limn13+23++n3n4\lim_{n \to \infty} \frac{1^3 + 2^3 + \cdots + n^3}{n^4}.

Solution:

Let xn=k=1nk3x_n = \sum_{k=1}^n k^3, yn=n4y_n = n^4. Apply Stolz:

xn+1xnyn+1yn=(n+1)3(n+1)4n4\frac{x_{n+1} - x_n}{y_{n+1} - y_n} = \frac{(n+1)^3}{(n+1)^4 - n^4}

We have (n+1)4n4=4n3+6n2+4n+1(n+1)^4 - n^4 = 4n^3 + 6n^2 + 4n + 1, so:

(n+1)34n3+6n2+4n+1=n3+3n2+3n+14n3+6n2+4n+114\frac{(n+1)^3}{4n^3 + 6n^2 + 4n + 1} = \frac{n^3 + 3n^2 + 3n + 1}{4n^3 + 6n^2 + 4n + 1} \to \frac{1}{4}
Remark 3.4: Alternative Formula

The sum k=1nk3=(n(n+1)2)2\sum_{k=1}^n k^3 = \left(\frac{n(n+1)}{2}\right)^2 gives directly:

k=1nk3n4=n2(n+1)24n4=(n+1)24n214\frac{\sum_{k=1}^n k^3}{n^4} = \frac{n^2(n+1)^2}{4n^4} = \frac{(n+1)^2}{4n^2} \to \frac{1}{4}
Example 3.11: Applying Squeeze to Oscillating Sequences

Problem: Find limnsin(n2)n\lim_{n \to \infty} \frac{\sin(n^2)}{\sqrt{n}}.

Solution:

Since 1sin(n2)1-1 \leq \sin(n^2) \leq 1, we have:

1nsin(n2)n1n\frac{-1}{\sqrt{n}} \leq \frac{\sin(n^2)}{\sqrt{n}} \leq \frac{1}{\sqrt{n}}

Both bounds tend to 0 as nn \to \infty.

By Squeeze Theorem: limnsin(n2)n=0\lim_{n \to \infty} \frac{\sin(n^2)}{\sqrt{n}} = 0.

Example 3.12: Nested Sequence with e

Problem: Find limn(n+2n)n\lim_{n \to \infty} \left(\frac{n+2}{n}\right)^n.

Solution:

(n+2n)n=(1+2n)n\left(\frac{n+2}{n}\right)^n = \left(1 + \frac{2}{n}\right)^n

Using the limit limn(1+kn)n=ek\lim_{n \to \infty} \left(1 + \frac{k}{n}\right)^n = e^k with k=2k = 2:

limn(1+2n)n=e2\lim_{n \to \infty} \left(1 + \frac{2}{n}\right)^n = e^2
Quick Reference: Key Formulas

Power Sums

k=1nk=n(n+1)2\sum_{k=1}^n k = \frac{n(n+1)}{2}
k=1nk2=n(n+1)(2n+1)6\sum_{k=1}^n k^2 = \frac{n(n+1)(2n+1)}{6}

Growth Comparison

lnnnαann!\ln n \ll n^\alpha \ll a^n \ll n!

Section 7: Advanced Techniques

Theorem 3.7: Root Test for Sequences

Let {an}\{a_n\} be a sequence with an0a_n \geq 0. If limnann=L\lim_{n \to \infty} \sqrt[n]{a_n} = L, then:

  • If L<1L < 1, then liman=0\lim a_n = 0
  • If L>1L > 1, then {an}\{a_n\} diverges to ++\infty
Example 3.13: Root Test Application

Problem: Find limn(nn+1)n2\lim_{n \to \infty} \left(\frac{n}{n+1}\right)^{n^2}.

Solution:

Let an=(nn+1)n2a_n = \left(\frac{n}{n+1}\right)^{n^2}. Compute:

ann=(nn+1)n=(11n+1)n\sqrt[n]{a_n} = \left(\frac{n}{n+1}\right)^n = \left(1 - \frac{1}{n+1}\right)^n

As nn \to \infty: (11n+1)ne1=1e<1\left(1 - \frac{1}{n+1}\right)^n \to e^{-1} = \frac{1}{e} < 1

By Root Test: limn(nn+1)n2=0\lim_{n \to \infty} \left(\frac{n}{n+1}\right)^{n^2} = 0.

Theorem 3.8: Toeplitz Lemma

If limnxn=L\lim_{n \to \infty} x_n = L and {wn,k}\{w_{n,k}\} is a triangular array with:

  • wn,k0w_{n,k} \geq 0, k=1nwn,k=1\sum_{k=1}^{n} w_{n,k} = 1
  • limnwn,k=0\lim_{n \to \infty} w_{n,k} = 0 for each fixed kk

Then limnk=1nwn,kxk=L\lim_{n \to \infty} \sum_{k=1}^{n} w_{n,k} x_k = L.

Example 3.14: Power Mean Convergence

Problem: If xnLx_n \to L, prove x1x2xnnL\sqrt[n]{x_1 x_2 \cdots x_n} \to L (for xn>0x_n > 0).

Solution:

Taking logarithms:

lnx1xnn=1nk=1nlnxk\ln\sqrt[n]{x_1 \cdots x_n} = \frac{1}{n}\sum_{k=1}^{n}\ln x_k

Since lnxnlnL\ln x_n \to \ln L, by Cesàro mean:

1nk=1nlnxklnL\frac{1}{n}\sum_{k=1}^{n}\ln x_k \to \ln L

Therefore x1xnnelnL=L\sqrt[n]{x_1 \cdots x_n} \to e^{\ln L} = L.

Remark 3.5: Comparison with Series

Many sequence techniques parallel series convergence tests:

Sequences

Ratio Test: an+1anL\frac{a_{n+1}}{a_n} \to L

Series

d'Alembert: an+1anL<1\frac{a_{n+1}}{a_n} \to L < 1 ⟹ convergent

Example 3.15: Factorial Growth

Problem: Find limnnnn!\lim_{n \to \infty} \frac{n^n}{n!}.

Solution:

Using Ratio Test:

an+1an=(n+1)n+1(n+1)!n!nn=(n+1)n+1(n+1)nn=(n+1n)n\frac{a_{n+1}}{a_n} = \frac{(n+1)^{n+1}}{(n+1)!} \cdot \frac{n!}{n^n} = \frac{(n+1)^{n+1}}{(n+1) \cdot n^n} = \left(\frac{n+1}{n}\right)^n

As nn \to \infty: (1+1n)ne>1\left(1 + \frac{1}{n}\right)^n \to e > 1

Therefore nnn!+\frac{n^n}{n!} \to +\infty.

Chapter Summary
  • Squeeze: Bound between two sequences with same limit
  • Monotone Bounded: Monotonic + bounded ⟹ convergent
  • Stolz: Discrete L'Hôpital for ∞/∞ forms
  • e definition: lim(1+1n)n=e\lim\left(1 + \frac{1}{n}\right)^n = e
Example 3.16: Limit of Factorial Ratio

Problem: Find limn(2n)!(n!)24n\lim_{n \to \infty} \frac{(2n)!}{(n!)^2 \cdot 4^n}.

Solution using Stirling's approximation:

n!2πn(ne)nn! \approx \sqrt{2\pi n}\left(\frac{n}{e}\right)^n

(2n)!(n!)24n4πn(2n/e)2n2πn(n/e)2n4n=1πn0\frac{(2n)!}{(n!)^2 \cdot 4^n} \approx \frac{\sqrt{4\pi n}(2n/e)^{2n}}{2\pi n(n/e)^{2n} \cdot 4^n} = \frac{1}{\sqrt{\pi n}} \to 0
Theorem 3.9: Bernoulli Inequality

For h>1h > -1 and nNn \in \mathbb{N}:

(1+h)n1+nh(1 + h)^n \geq 1 + nh

This is essential for proving exponential limits.

Example 3.17: Using Bernoulli

Problem: Prove limnn2n=0\lim_{n \to \infty} \frac{n}{2^n} = 0.

Solution:

Write 2n=(1+1)n1+n2^n = (1 + 1)^n \geq 1 + n by Bernoulli.

Actually, for n2n \geq 2: 2nn242^n \geq \frac{n^2}{4} (by binomial expansion).

0<n2nnn2/4=4n00 < \frac{n}{2^n} \leq \frac{n}{n^2/4} = \frac{4}{n} \to 0
Remark 3.6: Exponential Dominance

Key principle: Exponential growth dominates polynomial growth.

limnnkan=0for any k and a>1\lim_{n \to \infty} \frac{n^k}{a^n} = 0 \quad \text{for any } k \text{ and } a > 1

Similarly, factorial dominates exponential: limann!=0\lim \frac{a^n}{n!} = 0.

Example 3.18: Comparing Growth Rates

Problem: Arrange in order of growth: n100,1.01n,n!,nnn^{100}, 1.01^n, n!, n^n.

Solution:

From slowest to fastest growth:

n1001.01nn!nnn^{100} \ll 1.01^n \ll n! \ll n^n

Here fgf \ll g means limf/g=0\lim f/g = 0.

Standard Limits Reference
limnnn=1\lim_{n \to \infty} \sqrt[n]{n} = 1
limnlnnn=0\lim_{n \to \infty} \frac{\ln n}{n} = 0
limnnsin1n=1\lim_{n \to \infty} n \sin\frac{1}{n} = 1
limnn!nn=0\lim_{n \to \infty} \frac{n!}{n^n} = 0
Example 3.19: Recursive Sequence

Problem: Let x1=1x_1 = 1, xn+1=2+xnx_{n+1} = \sqrt{2 + x_n}. Find limxn\lim x_n.

Solution:

Step 1: Show bounded: xn<2x_n < 2 by induction.

Step 2: Show increasing: xn+12xn2=2+xnxn2=(2xn)(1+xn)>0x_{n+1}^2 - x_n^2 = 2 + x_n - x_n^2 = (2-x_n)(1+x_n) > 0.

Step 3: By Monotone Bounded Theorem, limit exists. If L=limxnL = \lim x_n:

L=2+LL2=2+LL=2L = \sqrt{2 + L} \Rightarrow L^2 = 2 + L \Rightarrow L = 2
Theorem 3.10: Weighted Cesàro Mean

If xnLx_n \to L and wn>0w_n > 0 with wk\sum w_k \to \infty, then:

k=1nwkxkk=1nwkL\frac{\sum_{k=1}^{n} w_k x_k}{\sum_{k=1}^{n} w_k} \to L
Remark 3.7: Squeeze Theorem Variants

Extensions of the Squeeze Theorem:

  • One-sided: If 0xnyn0 \leq x_n \leq y_n and yn0y_n \to 0, then xn0x_n \to 0
  • Ratio form: If xnyn1\frac{x_n}{y_n} \to 1 and ynLy_n \to L, then xnLx_n \to L
  • Absolute value: xn0xn0|x_n| \to 0 \Leftrightarrow x_n \to 0
Example 3.20: Squeeze with Oscillation

Problem: Find limncos(n2)n\lim_{n \to \infty} \frac{\cos(n^2)}{n}.

Solution:

1ncos(n2)n1n-\frac{1}{n} \leq \frac{\cos(n^2)}{n} \leq \frac{1}{n}

Both bounds → 0, so by Squeeze: cos(n2)n0\frac{\cos(n^2)}{n} \to 0.

Theorem Selection Flowchart

1. Know the limit? → Use ε-N definition

2. Can bound both sides? → Squeeze Theorem

3. Monotonic sequence? → Monotone Bounded Theorem

4. Ratio of differences? → Stolz-Cesàro

5. Form (1+an)bn(1 + \frac{a}{n})^{bn}? → Use ee limit

Example 3.21: Monotone Bounded Application

Problem: Let x1=2x_1 = 2, xn+1=12(xn+2xn)x_{n+1} = \frac{1}{2}(x_n + \frac{2}{x_n}). Find limxn\lim x_n.

Solution (Newton's method for √2):

Bounded below: AM-GM gives xn+12x_{n+1} \geq \sqrt{2}.

Decreasing: xn+1xn=2xn22xn<0x_{n+1} - x_n = \frac{2-x_n^2}{2x_n} < 0 for xn>2x_n > \sqrt{2}.

Limit satisfies L=12(L+2L)L = \frac{1}{2}(L + \frac{2}{L}), giving L=2L = \sqrt{2}.

Theorem 3.11: Ratio-Root Comparison

If liman+1an=L\lim \frac{a_{n+1}}{a_n} = L, then limann=L\lim \sqrt[n]{a_n} = L.

The converse is false.

Remark 3.8: Exponential Limit Forms
limn(1+1n)n=e\lim_{n\to\infty}\left(1+\frac{1}{n}\right)^n = e
limn(11n)n=1e\lim_{n\to\infty}\left(1-\frac{1}{n}\right)^n = \frac{1}{e}
limn(1+an)n=ea\lim_{n\to\infty}\left(1+\frac{a}{n}\right)^n = e^a
limn(1+1n)n+k=e\lim_{n\to\infty}\left(1+\frac{1}{n}\right)^{n+k} = e
Chapter 2.3 Mastery Checklist
  • Squeeze Theorem application
  • Monotone Bounded Theorem
  • Stolz-Cesàro Theorem
  • Definition of ee
  • Root and Ratio Tests
Example 3.22: Squeeze with Exponential

Problem: Find limn2nn!\lim_{n \to \infty} \frac{2^n}{n!}.

Solution:

For n4n \geq 4: 2nn!=222212342n456n1624(25)n4\frac{2^n}{n!} = \frac{2 \cdot 2 \cdot 2 \cdot 2}{1 \cdot 2 \cdot 3 \cdot 4} \cdot \frac{2^{n-4}}{5 \cdot 6 \cdots n} \leq \frac{16}{24} \cdot \left(\frac{2}{5}\right)^{n-4}

Since (25)n40\left(\frac{2}{5}\right)^{n-4} \to 0, by Squeeze: 2nn!0\frac{2^n}{n!} \to 0.

Remark 3.9: Key Takeaways
  • Squeeze Theorem is most useful when the sequence oscillates
  • Monotone Bounded is the go-to for recursive sequences
  • Stolz-Cesàro handles ∞/∞ forms elegantly
  • Always check if standard ee limit forms apply
Practice Quiz: Convergence Theorems
8
Questions
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Correct
0%
Accuracy
1
State the Squeeze Theorem: If anbncna_n \leq b_n \leq c_n and liman=limcn=L\lim a_n = \lim c_n = L, then...
Easy
Not attempted
2
Is the sequence {1.001n}\{1.001^n\} bounded?
Easy
Not attempted
3
Find limn3n+4nn\lim_{n \to \infty} \sqrt[n]{3^n + 4^n}.
Medium
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4
If anan+15a_n \leq a_{n+1} \leq 5 for all nn, what can we conclude?
Medium
Not attempted
5
Find limn(1+2n)n\lim_{n \to \infty} \left(1 + \frac{2}{n}\right)^n.
Medium
Not attempted
6
Using Stolz theorem, find limn1+2++nn2\lim_{n \to \infty} \frac{1 + 2 + \cdots + n}{n^2}.
Hard
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7
Evaluate limn12+22++n2n3\lim_{n \to \infty} \frac{1^2 + 2^2 + \cdots + n^2}{n^3}.
Hard
Not attempted
8
The harmonic series partial sums Hn=k=1n1kH_n = \sum_{k=1}^n \frac{1}{k} satisfy:
Hard
Not attempted

Frequently Asked Questions

When should I use the Squeeze Theorem vs. Monotone Bounded Theorem?

Use Squeeze when you can bound your sequence between two sequences with the same limit. Use Monotone Bounded when your sequence is monotonic (always increasing or decreasing) and bounded. Squeeze works even for oscillating sequences; Monotone Bounded requires monotonicity.

Why is e defined as a limit rather than just a decimal number?

The limit definition captures e's fundamental property: it's the natural base for exponential growth. Defining e ≈ 2.71828... is circular—we'd need limits to compute those decimals anyway. The limit (1 + 1/n)^n shows e arises naturally from compound interest and continuous growth.

What's the relationship between Stolz theorem and L'Hôpital's rule?

Stolz theorem is the discrete analog of L'Hôpital's rule. L'Hôpital handles continuous functions (derivatives), while Stolz handles sequences (differences). Both resolve indeterminate forms by looking at 'rates of change.'

Can the Cesàro mean converge when the original sequence diverges?

Yes! Example: xₙ = (-1)^n diverges, but (1/n)Σxₖ → 0. The converse is also important: if xₙ → L, then Cesàro mean → L too. But Cesàro convergence doesn't imply original convergence.

Why does the Monotone Bounded Theorem require both conditions?

Monotone alone isn't enough: n is increasing but unbounded, so diverges. Bounded alone isn't enough: (-1)^n is bounded but oscillates. Together, they force convergence: the sequence approaches its supremum (or infimum).

How do I find bounds for recursive sequences?

A useful trick: assume the limit L exists and solve L = f(L). The solutions are candidates for bounds. For example, if xₙ₊₁ = √(2 + xₙ), solving L = √(2 + L) gives L = 2. Then prove xₙ < 2 by induction and monotonicity.