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Stolz-Cesaro, form: if is strictly increasing and unbounded and then
Statement
Let and be sequences of reals (Sequences of reals: bounded, eventually, frequently, tails, subsequences) such that is strictly increasing (Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences) and its range is not bounded above (Lower bound, bounded below, bounded set). Then for every , so the difference quotient
is defined for every . Suppose converges.
Then there is with for every , so that is a sequence of reals; that sequence converges, and
Both limits are asserted to exist: the right-hand one by hypothesis, the left-hand one as part of the conclusion. If moreover for every , so that is itself a sequence of reals, then it converges and , because convergence depends only on a tail (Convergence depends only on the tail).
Why the statement is about a tail. Nothing forbids , and the two standard applications on the companion examples page have exactly that, in one and in the other. Writing the conclusion for the whole sequence would be writing a quotient that does not denote at .
The notation is licensed by uniqueness of limits of real sequences (A sequence has at most one limit).
Facts & Assumptions
Given: Sequences , of reals with strictly increasing and with range not bounded above, and the difference quotients , assumed to converge; write .
Sequences, tails and strict monotonicity: strictly increasing means for , so (Sequences of reals: bounded, eventually, frequently, tails, subsequences, Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences).
Not bounded above: no real is every element of the range (Lower bound, bounded below, bounded set).
A nondecreasing sequence whose range is not bounded above diverges to , that is, for every real there is with for all (A nondecreasing sequence that is not bounded above diverges to , Divergence to and to ).
Finite sums (Finite sums and finite products, by recursion) and their laws: telescoping , splitting, additivity, scaling and monotonicity in the terms (Laws of finite sums and finite products).
Triangle inequalities: (Triangle inequality for finite sums) and (The triangle inequality); also and for (Basic properties of the absolute value).
Convergence: for every real there is beyond which the terms are within of the limit, the rational and real formulations agreeing (Limits and Cauchy sequences of reals, Sequences of reals: bounded, eventually, frequently, tails, subsequences, The rationals embed densely in the reals); limits are unique (A sequence has at most one limit).
For a sequence of strictly positive reals, converging to is equivalent to the reciprocal sequence diverging to (For positive terms, null and divergence to are reciprocal).
Convergence depends only on the tail (Convergence depends only on the tail).
Algebra of limits: a scalar multiple of a convergent sequence converges to the scalar multiple of the limit (Algebra of limits: sums, scalar multiples, products and quotients).
Order arithmetic: gives and gives (Inverses of positives are positive, and reciprocation reverses order); for , if and only if (Sign rules for products and monotonicity of multiplication); adding a constant preserves the order and inequalities add (Order is preserved by adding a constant and by adding inequalities); the order is total and transitive (Complete ordered field (least-upper-bound property), Ordered field); and of two indices one is the larger ( is a linear order on ).
Proof
is nondecreasing and its range is not bounded above, so it diverges to ; taking gives with for every , and then is a well-defined sequence of reals.
For every one has , so each is defined and .
For all : telescoping gives and , hence .
Let be an arbitrary real; choose with for every .
For every : , and with gives , so dividing by yields and therefore .
The sequence has strictly positive terms and its reciprocal diverges to , so it converges to ; multiplying by the constant , the sequence converges to .
So there is with for every , and then for every ; equivalently for every .
As was arbitrary, converges to , so exists and equals ; and if for every then is a sequence of reals whose -th tail is , so it too converges to .
Remarks
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This is a discrete l'Hopital rule, and the shape of the proof says why: the increments of are compared with the increments of , the comparison is summed by telescoping, and the fixed head is washed out by the divergence of . The head is exactly the constant of integration.
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Strict increase is used twice, once so that and the quotients exist, and once so that and the sum estimate keeps its sign. Unboundedness is used twice as well, once to reach positive and once to kill the head.
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There is no converse, not even under the same hypotheses: , have while the difference quotient oscillates, so Stolz-Cesaro has no converse ↗ exhibits and for which converges while oscillates between two values.
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The Cesaro mean theorem is the special case , : then , and the conclusion reads . That deduction is not carried out here, because If then : convergence implies -summability to the same value is proved directly and earlier; the observation is recorded so the reader can see the two results are one.
Depends on
- Sequences of reals: bounded, eventually, frequently, tails, subsequences
- Nondecreasing, increasing, nonincreasing, decreasing, monotone, and eventually monotone sequences
- Lower bound, bounded below, bounded set
- Divergence to $+\infty$ and to $-\infty$
- A nondecreasing sequence that is not bounded above diverges to $+\infty$
- Finite sums and finite products, by recursion
- Laws of finite sums and finite products
- Triangle inequality for finite sums
- The triangle inequality
- Limits and Cauchy sequences of reals
- The rationals embed densely in the reals
- Inverses of positives are positive, and reciprocation reverses order
- Order is preserved by adding a constant and by adding inequalities
- Sign rules for products and monotonicity of multiplication
- Basic properties of the absolute value
- Algebra of limits: sums, scalar multiples, products and quotients
- For positive terms, null and divergence to $+\infty$ are reciprocal
- Convergence depends only on the tail
- A sequence has at most one limit
- $\le$ is a linear order on $\mathbb{N}$
- Complete ordered field (least-upper-bound property)
- Ordered field
Used by
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 80 results over 30 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
- Stolz-Cesàro theorem (Wikipedia) (standard reference, not scraped)
- Cesàro summation (Wikipedia) (standard reference, not scraped)
- J. Lebl, Basic Analysis I, §2.2 and §2.3 (standard reference, not scraped)