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A real sequence converges to iff , and diverges to iff both equal
Statement
Let be a sequence of reals (Sequences of reals: bounded, eventually, frequently, tails, subsequences), with and as in Limit superior and limit inferior of a real sequence as and in .
- For : converges to (Limits and Cauchy sequences of reals) if and only if .
- (Divergence to and to ) if and only if . Moreover on its own already forces .
- if and only if , and on its own already forces .
The three clauses combine into one statement about the extended line: for , the sequence converges to in (Convergence in and the extended subsequential limit set: is an extended subsequential limit when some subsequence converges to , or diverges to ) if and only if
Since always ( for every real sequence), the single equation is therefore equivalent to convergence in , and the common value is the limit. A sequence that neither converges nor diverges to is exactly one for which the inequality is strict.
Facts & Assumptions
Given: A sequence of reals, its tail ranges , the extended tail bounds and , and the quantities , (Limit superior and limit inferior of a real sequence as and in ).
All of , , and exist in for every sequence; is the greatest lower bound of and the least upper bound of , with the dual descriptions for and (The tail suprema of any real sequence are nonincreasing in , so the limit superior exists for every sequence, Every subset of has a least upper bound and a greatest lower bound in , agreeing with the real supremum and infimum on nonempty sets bounded in , Upper bound, least upper bound, and strict upper bound, Partial order and partially ordered set).
The order on is total, so the failure of is ; it restricts on to the order of ; is the greatest element and the least; and every real is and (The extended real line , its order, and the arithmetic that is left undefined, Partial order and partially ordered set).
Epsilon characterisation, for a real : exactly when for every real one has eventually and frequently; and exactly when for every real one has eventually and frequently (For finite : iff for every one has eventually and frequently).
Reflection: and (, with the reflection of exchanging ). Also if and only if : the condition for all is equivalent to for all by order reversal, and runs over all reals exactly when does (Divergence to and to ); the order reversal used here is strict, and the form stated in Order is preserved by adding a constant and by adding inequalities is likewise strict, so nothing nonstrict is being borrowed from it.
Convergence to a real means: for every rational there is with for all ; and the same relation is obtained by testing every real instead, since below any positive real lies a positive rational (Limits and Cauchy sequences of reals, Sequences of reals: bounded, eventually, frequently, tails, subsequences, The rationals embed densely in the reals).
Divergence: means that for every real there is with for all (Divergence to and to ).
Eventually and frequently, and the fact that a property holding eventually holds frequently, since indices beyond any two given thresholds exist by totality of the order on ; likewise two properties each holding eventually hold together from the larger threshold on (Sequences of reals: bounded, eventually, frequently, tails, subsequences, is a linear order on ).
Absolute value: for , if and only if (Basic properties of the absolute value).
Order arithmetic in : , so for every real , and no real is above every real; adding a constant preserves the order (The multiplicative identity is positive, Order is preserved by adding a constant and by adding inequalities, Ordered field, Complete ordered field (least-upper-bound property)).
Proof
For the forward implication of claim 1, assume and that converges to .
For the converse implication of claim 1, assume and .
For the forward implication of claim 2, assume .
For the converse implication of claim 2, assume .
Under the assumption of step 1.1, let be an arbitrary real. Testing convergence at gives with , hence , for all . So eventually and eventually, and each of the two therefore also holds frequently. Both halves of each characterisation in [L3] are met, so and .
Under the assumption of step 1.2, let be an arbitrary real. The forward halves of the two characterisations in [L3] give for all beyond some and for all beyond some ; beyond the larger of and both hold, so there. This holds for every real , in particular for every rational one, so converges to .
Under the assumption of step 1.3, let be an arbitrary real and take with for all . Then is a lower bound of , so , and because is an upper bound of ; hence . Since was an arbitrary real, is not , which lies below every real, and it is not a real either, since would give . So .
Under the assumption of step 1.4, let be an arbitrary real. Since and , the real is not an upper bound of , for otherwise the least upper bound would satisfy ; by totality there is with . Every satisfies , so eventually. As was arbitrary, .
Steps 2.1 and 2.2 are the two implications of claim 1.
For claim 2: if then by step 2.3, and then forces since is the greatest element; conversely if then in particular and step 2.4 gives . The same use of [L4] is the additional assertion that alone forces .
For claim 3, reflection gives exactly when , which by claim 2 holds exactly when , that is , that is ; and alone forces , hence , since is least. Claims 1, 2 and 3 together say that for the sequence converges to in exactly when , since the three clauses of that definition are convergence to a real , divergence to and divergence to .
Remarks
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This is the theorem that makes and worth defining. They exist for every sequence, with no hypothesis, and their coincidence is exactly convergence in . So a question about convergence becomes a question about two computable quantities, and a proof of convergence can be assembled from one-sided estimates without a candidate limit in hand.
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The equation is between elements of , and reading it in would lose two thirds of the content. Clauses 2 and 3 are statements about divergence, and they are true statements about Divergence to and to , not a redefinition of it: nothing above claims that a sequence diverging to has a limit in , and the symbol occurring in them is the element of introduced in The extended real line , its order, and the arithmetic that is left undefined.
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A sequence with does neither. The alternating sequence is the standard witness, with the two values and ( has and , so it does not converge ↗); it is bounded, so it also does not diverge to , and the theorem says its failure to converge is exactly the gap between the two quantities.
Depends on
- Limit superior and limit inferior of a real sequence as $\inf_n \sup_{k \ge n} x_k$ and $\sup_n \inf_{k \ge n} x_k$ in $\overline{\mathbb{R}}$
- For finite $L$: $L = \limsup x_k$ iff for every $\varepsilon > 0$ one has $x_k < L + \varepsilon$ eventually and $x_k > L - \varepsilon$ frequently
- $\liminf x_k \le \limsup x_k$ for every real sequence
- $\limsup(-x_k) = -\liminf(x_k)$, with the reflection of $\overline{\mathbb{R}}$ exchanging $\pm\infty$
- The tail suprema of any real sequence are nonincreasing in $\overline{\mathbb{R}}$, so the limit superior exists for every sequence
- Every subset of $\overline{\mathbb{R}}$ has a least upper bound and a greatest lower bound in $\overline{\mathbb{R}}$, agreeing with the real supremum and infimum on nonempty sets bounded in $\mathbb{R}$
- Limits and Cauchy sequences of reals
- Divergence to $+\infty$ and to $-\infty$
- The extended real line $\overline{\mathbb{R}} = \mathbb{R} \cup \{-\infty, +\infty\}$, its order, and the arithmetic that is left undefined
- Convergence in $\overline{\mathbb{R}}$ and the extended subsequential limit set: $L \in \overline{\mathbb{R}}$ is an extended subsequential limit when some subsequence converges to $L$, or diverges to $L = \pm\infty$
- Upper bound, least upper bound, and strict upper bound
- Partial order and partially ordered set
- Sequences of reals: bounded, eventually, frequently, tails, subsequences
- The rationals embed densely in the reals
- Basic properties of the absolute value
- Order is preserved by adding a constant and by adding inequalities
- The multiplicative identity is positive
- $\le$ is a linear order on $\mathbb{N}$
- Ordered field
- Complete ordered field (least-upper-bound property)
Used by
- ∑ k^-1/2 diverges and ∑ k⁻² converges, and both have root limit exactly 1 Counterexample
- (-1)ᵏ has liminf = -1 and limsup = 1, so it does not converge Example
- FALSE: a sequence in ℝⁿ whose coordinate sequences are each bounded converges False statement
- FALSE: limsup aₖ^1/k = limsup aₖ₊₁/aₖ for every positive sequence False statement
- For aₖ > 0: liminf aₖ₊₁/aₖ ≤ liminf aₖ^1/k ≤ limsup aₖ^1/k ≤ limsup aₖ₊₁/aₖ Theorem
- limsup(xₖ + yₖ) ≤ limsup xₖ + limsup yₖ whenever the right-hand side is defined in overlineℝ, and dually for liminf Theorem
- Root test: limsup |aₖ|^1/k < 1 gives absolute convergence and hence convergence, > 1 gives divergence, and = 1 decides nothing Theorem
- The limit superior is itself a subsequential limit in overlineℝ and is the greatest one Theorem
- The Riemann series theorem: a conditionally convergent real series has, for every c ∈ ℝ, a rearrangement with sum c, and rearrangements diverging to +∞, to -∞, and oscillating with any prescribed liminf ≤ limsup in overlineℝ Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 83 results over 35 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
- Limit superior and limit inferior (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 3 (3.17) (standard reference, not scraped)
- T. Tao, Analysis I, 3rd ed., §6.4 (standard reference, not scraped)
- J. Lebl, Basic Analysis I, §2.3 (standard reference, not scraped)