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A monotone sequence converges if and only if it is bounded
Statement
Let be a monotone sequence of reals (Sequences of reals: bounded, eventually, frequently, tails, subsequences, Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences). Then converges if and only if it is bounded, that is if and only if there is with for every .
The forward implication holds for every sequence and is Every convergent sequence is bounded. What monotonicity buys is the converse, which is false for sequences in general.
Facts & Assumptions
Given: A monotone sequence of reals, with range .
Monotone means nondecreasing or nonincreasing (Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences).
Monotone convergence: a nondecreasing sequence whose range is bounded above converges, to the supremum of its range; a nonincreasing sequence whose range is bounded below converges, to the infimum (A nondecreasing sequence bounded above converges to the supremum of its range, and a nonincreasing sequence bounded below to the infimum).
Every convergent sequence of reals is bounded (Every convergent sequence is bounded).
A sequence is bounded when some satisfies for every ; its range is bounded above by when for every , and bounded below by when for every (Sequences of reals: bounded, eventually, frequently, tails, subsequences, Lower bound, bounded below, bounded set).
Absolute value: exactly when (Basic properties of the absolute value).
Proof
Suppose converges. Then it is bounded by [L3], and this direction uses neither the monotonicity hypothesis nor any case distinction.
Suppose instead that is bounded, and fix with for every ; then for every , so the range is bounded above by and bounded below by .
If is nondecreasing then its range is bounded above by step 1.2, so converges, to .
If is nonincreasing then its range is bounded below by step 1.2, so converges, to .
A monotone sequence is nondecreasing or nonincreasing, so those two cases exhaust the hypothesis, and in both a bounded monotone sequence converges.
Both directions are established: a monotone sequence converges if and only if it is bounded.
Remarks
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The limit is named, not merely asserted to exist. In the nondecreasing case it is and in the nonincreasing case , by A nondecreasing sequence bounded above converges to the supremum of its range, and a nonincreasing sequence bounded below to the infimum. The equivalence is stated without the value only because the value depends on which of the two cases holds.
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This is the form in which the result is used. Bolzano-Weierstrass (Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence) extracts a monotone subsequence of a bounded sequence and then needs exactly this corollary, since what is available about the subsequence is boundedness, inherited from the sequence, and not a bound on a particular side.
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Monotonicity cannot be dropped. Without it the converse direction fails, by FALSE: every bounded sequence converges. The forward direction is not in the same position: it holds for every sequence, monotone or not, so there is no hypothesis to drop from it. What monotonicity adds there is sharpness rather than validity, and the sharpened form is recorded by A nondecreasing sequence that is not bounded above diverges to : an unbounded nondecreasing sequence does not merely fail to converge, it diverges to .
Depends on
- A nondecreasing sequence bounded above converges to the supremum of its range, and a nonincreasing sequence bounded below to the infimum
- Every convergent sequence is bounded
- Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences
- Lower bound, bounded below, bounded set
- Sequences of reals: bounded, eventually, frequently, tails, subsequences
- Basic properties of the absolute value
Used by
- Integral test as an equivalence with an improper integral Corollary
- ∑_j ≥ 0 (-1)ʲ (j+3)/(j+1)² converges, by Abel's test with the monotone bounded factor (j+3)/(j+1) Example
- The jumps of a variation function equal the absolute jumps of the original function Lemma
- A nonnegative improper integral converges iff its truncated integrals are bounded Theorem
- A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum Theorem
- Abel's test: if ∑ aₖ converges and (bₖ) is monotone and bounded then ∑ aₖ bₖ converges Theorem
- Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence Theorem
- For pₖ ≥ 0 the product ∏ (1 + pₖ) converges iff ∑ pₖ converges, with 1 + ∑_k<n pₖ ≤ ∏_k<n(1+pₖ) ≤ 1/(1 - ∑_k<n pₖ) when ∑_k<n pₖ < 1; for 0 ≤ pₖ < 1 the product ∏ (1 - pₖ) converges iff ∑ pₖ converges and its partial products tend to 0 otherwise; and ∑ |pₖ| convergent implies ∏ (1+pₖ) convergent Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 59 results over 19 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- Monotone convergence theorem (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 3 (Thm 3.14) (standard reference, not scraped)
- T. Tao, Analysis I, 3rd ed., §6.3 (standard reference, not scraped)
- J. Lebl, Basic Analysis I, Sequences and limits (Theorem 2.1.10) (standard reference, not scraped)