19 Sequences

The concept of sequences is revisited in the analysis section. As such, this section will relatively be brief while overlapping ideas will only be cross-referenced and a few new ideas will be introduced. The main difference of sequences in this section compared to previous sections is now we deal with the sequence of real numbers.

Monotone and Cauchy Sequences

We have already discussed monotonic sequences and monotone convergence theorem. That is, a monotonic sequence is either decreasing or increasing, denoted

    \[ a_n<a_{n+1} \text{ or } a_n>a_{n+1} \text{ for all } n\in \mathbb{N}\]

and a bounded monotonic sequence is convergent.

By definition, every convergent sequence approaches to the limit. And thus naturally, the distance between the terms decreases and approaches 0. In fact, the fact that the terms get close to each other is the Cauchy property, and we define Cauchy sequence as follows:

Definition. (Cauchy Sequence)
Cauchy sequence is a sequence a_n of real numbers such that
for every \epsilon>0 there exists N\in \mathbb{N} such that

    \[ m,n\geq N\Rightarrow |x_m-x_n|<\epsilon\]

In other words, Cauchy sequence requires |x_m-x_n| to be infinitesimal for arbitrary pairs of large or infinite m,n.

Note the similarity with \epsilon\delta definition of limit.  Therefore, in fact, every convergent real sequence is a Cauchy sequence (Cauchy Convergence Criterion).

Subsequences and Convergence

In fact, we can define a subsequence, a nested sequence of a sequence, or a subset of a sequence. The elements of this subset or subsequence can be picked in an organized way with a pattern, or just arbitrarily. Formally, a subsequence is defined as follows:

Definition. (Subsequence)
Let \left\lbrace s_n\right\rbrace be a sequence, and \left\lbrace n_k\right\rbrace be any monotonically increasing sequence of natural numbers. Then,

    \[ \left\lbrace s_{n_k}\right\rbrace\]

is a subsequence of \left\lbrace s_n\right\rbrace, where \left\lbrace s_{n_k}\right\rbrace \subset \left\lbrace s_n\right\rbrace.

Note that the index for the subsequence s_{n_k} is k, neither n nor n_k.

Let us introduce some useful theorems.

Theorem.
* Every bounded sequence has a convergent subsequence.
* Every unbounded sequence contains a monotone subsequence that has either \infty or -\infty as its limit.

Following is a simple, but interesting example demonstrating the subsequences of a divergent sequence can converge:

    \[ a_n = (-1)^n = \left\lbrace -1,1,-1,1,\cdots\right\rbrace\]

It is clear the original sequence is divergent, since the sequence alternates between -1 and 1, and yet bounded above and below, by 1 and -1, respectively.

If we define subsequences a_{2k-1} and a_{2k} for k\in \mathbb{N}, then these subsequences converge and have limits of -1 and 1, respectively.

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