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A nondecreasing sequence that is not bounded above diverges to
Statement
Let be a nondecreasing sequence of reals (Sequences of reals: bounded, eventually, frequently, tails, subsequences, Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences) whose range is not bounded above (Lower bound, bounded below, bounded set). Then diverges to (Divergence to and to ): for every there is with for all .
Read together with the monotone convergence theorem this says that a nondecreasing sequence has exactly two possible behaviours, with nothing in between: it converges to the supremum of its range, or it runs away to .
Facts & Assumptions
Given: A nondecreasing sequence of reals whose range is not bounded above.
Monotonicity: whenever (Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences).
Bounded above: is bounded above exactly when some satisfies for every (Lower bound, bounded below, bounded set).
Trichotomy: for reals and , exactly one of , , holds, so the failure of is (Complete ordered field (least-upper-bound property), Ordered field).
Divergence to : when for every there is such that for all (Divergence to and to ).
Every element of is a term of the sequence, and conversely (Sequences of reals: bounded, eventually, frequently, tails, subsequences).
Proof
Let be arbitrary. Since is not bounded above, is not an upper bound of , so some fails .
By trichotomy that satisfies , and being an element of it is a term: fix with , so .
For every monotonicity gives , hence and so .
For every real an index has been produced with for all , which is exactly divergence to .
Remarks
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Only "not bounded above" is used, not unboundedness of the sequence. For a nondecreasing sequence the two coincide, since such a sequence is bounded below by (Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences), so a nondecreasing sequence is unbounded exactly when its range is not bounded above. The hypothesis is stated in the one-sided form because that is the form the proof consumes.
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The dual statement holds with the same proof: a nonincreasing sequence whose range is not bounded below diverges to . Reflecting through the origin turns one into the other.
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is not a limit. Divergence to and to is deliberately not a case of Limits and Cauchy sequences of reals: a sequence diverging to is unbounded, hence not convergent (Every convergent sequence is bounded), and the arrow in is an abbreviation for the displayed quantifier statement and never an equation.
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The companion statement is A nondecreasing sequence bounded above converges to the supremum of its range, and a nonincreasing sequence bounded below to the infimum: between them, a nondecreasing sequence converges to the supremum of its range or diverges to , with no third possibility.
Depends on
- Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences
- Divergence to $+\infty$ and to $-\infty$
- Sequences of reals: bounded, eventually, frequently, tails, subsequences
- Lower bound, bounded below, bounded set
- Complete ordered field (least-upper-bound property)
- Ordered field
Used by
- FALSE: there is a divergent series of positive terms that diverges more slowly than every other, hence a universal comparison test False statement
- A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum Theorem
- For a divergent series of positive terms with partial sums sₖ, the series ∑ aₖ/sₖ diverges and ∑ aₖ/sₖ² converges Theorem
- Stolz-Cesaro, ∞/∞ form: if bₖ is strictly increasing and unbounded and (aₖ₊₁-aₖ)/(bₖ₊₁-bₖ) → L then aₖ/bₖ → L Theorem
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Sources
- Monotone convergence theorem (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 3 (Thm 3.14 and Def. 3.15) (standard reference, not scraped)
- J. Lebl, Basic Analysis I, §2.2 (standard reference, not scraped)