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A nondecreasing sequence bounded above converges to the supremum of its range, and a nonincreasing sequence bounded below to the infimum
Statement
Let be a sequence of reals (Sequences of reals: bounded, eventually, frequently, tails, subsequences) and let be its range.
- If is nondecreasing (Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences) and is bounded above (Lower bound, bounded below, bounded set), then converges (Limits and Cauchy sequences of reals) and
- If is nonincreasing and is bounded below, then converges and
Both suprema and infima exist under the stated hypotheses: is nonempty, so the least-upper-bound property (Complete ordered field (least-upper-bound property)) supplies the first and Every nonempty set bounded below has an infimum the second, and each is unique (Suprema and infima are unique).
This is the first place in this track where the least-upper-bound property produces a limit. Everything on the sequences page held in any Archimedean ordered field; the theorem below does not, and the sequence of decimal truncations of inside is the standard witness of its failure there.
Facts & Assumptions
Given: A sequence of reals with range , which is nonempty since .
Least-upper-bound property and uniqueness: a nonempty subset of that is bounded above has a unique supremum, which is an upper bound of it (Complete ordered field (least-upper-bound property), Suprema and infima are unique).
Greatest-lower-bound property and uniqueness: a nonempty subset of that is bounded below has a unique infimum, which is a lower bound of it (Every nonempty set bounded below has an infimum, Suprema and infima are unique).
Epsilon characterisation of the supremum: if is an upper bound of a nonempty , then exactly when for every there is with (Epsilon characterisation of the supremum).
Epsilon characterisation of the infimum: if is a lower bound of a nonempty , then exactly when for every there is with (Epsilon characterisation of the infimum).
Monotonicity: nondecreasing means whenever , and nonincreasing means whenever (Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences).
Convergence, tested against a real : converges to when for every rational there is with for all , and producing such a for every real establishes this, since every positive rational is a positive real (Limits and Cauchy sequences of reals, Sequences of reals: bounded, eventually, frequently, tails, subsequences).
Absolute value: for , exactly when (Basic properties of the absolute value).
Bounded above and bounded below, for a subset of (Lower bound, bounded below, bounded set).
Proof
Assume is nondecreasing and is bounded above. Since is nonempty, exists, is unique, and is an upper bound of .
Assume is nonincreasing with range bounded below. Since is nonempty, exists, is unique, and is a lower bound of .
Every term satisfies , because and is an upper bound of .
Every term satisfies , because and is a lower bound of .
Let be an arbitrary real. By [L3] there is with , and every element of is a term, so for some .
Let be an arbitrary real. By [L4] there is with , and for some .
For every we have by monotonicity, hence .
For every we have by monotonicity, hence .
For every : subtracting from gives , so .
For every : subtracting from gives , so .
The real was arbitrary and was produced from it, so converges to , which is claim 1.
The real was arbitrary and was produced from it, so converges to , which is claim 2.
Both claims are established, so a nondecreasing sequence bounded above converges to the supremum of its range and a nonincreasing sequence bounded below converges to the infimum of its range.
Remarks
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Only one half is proved twice. Claim 2 could instead be deduced from claim 1 by reflection, since is nondecreasing and bounded above and (Every nonempty set bounded below has an infimum). The direct argument is written out because it is no longer, and because it puts Epsilon characterisation of the infimum to work in the place it was proved for, rather than routing an infimum statement through a supremum statement and a sign change.
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The limit is the supremum of the range, not merely some upper bound. That identification is what Epsilon characterisation of the supremum supplies and it is the useful part of the theorem: it is how a limit is computed from a monotone construction, as in the recursive sequences of the examples page, rather than merely shown to exist.
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Boundedness on the other side is automatic and is not a hypothesis. A nondecreasing sequence is bounded below by (Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences), so "nondecreasing and bounded above" already means "nondecreasing and bounded"; this is what makes A monotone sequence converges if and only if it is bounded an equivalence rather than a one-sided statement.
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Without the hypothesis of boundedness the conclusion fails completely, and fails in a describable way: a nondecreasing sequence that is not bounded above diverges to (A nondecreasing sequence that is not bounded above diverges to ), so a nondecreasing sequence either converges to the supremum of its range or runs away, with no third possibility.
Depends on
- Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences
- Sequences of reals: bounded, eventually, frequently, tails, subsequences
- Limits and Cauchy sequences of reals
- Complete ordered field (least-upper-bound property)
- Lower bound, bounded below, bounded set
- Epsilon characterisation of the supremum
- Suprema and infima are unique
- Epsilon characterisation of the infimum
- Every nonempty set bounded below has an infimum
- Basic properties of the absolute value
Used by
- A monotone sequence converges if and only if it is bounded Corollary
- Dini's theorem applied to a nondecreasing sequence of piecewise linear approximations on [0,1], and what fails when the limit is not continuous Example
- The Babylonian sequence x₁ = 2, xₖ₊₁ = (xₖ + 2/xₖ)/2 decreases to √2 Example
- The sequence x₁ = 1, xₖ₊₁ = √2 + xₖ increases to 2 Example
- A countable pure-step integrator evaluates a continuous integrand as the absolutely convergent weighted sum of its values at the jumps Theorem
- A nested sequence of nonempty closed bounded intervals has nonempty intersection, and the intersection is a single point exactly when the lengths tend to 0 Theorem
- A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum Theorem
- Dini's theorem: on a compact metric space a nondecreasing sequence of continuous real functions converging pointwise to a continuous limit converges uniformly 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
- Kummer: for positive terms aₖ and weights ζₖ > 0, liminf(ζₖ aₖ/aₖ₊₁ - ζₖ₊₁) > 0 gives convergence, and if ∑ 1/ζₖ diverges while that expression is eventually ≤ 0 the series diverges Theorem
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Direct dependencies and their dependencies through the next three levels: 50 results over 10 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 (Prop. 6.3.8) (standard reference, not scraped)
- J. Lebl, Basic Analysis I, §2.2 (Thm 2.2.5) (standard reference, not scraped)