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The squeeze theorem
Statement
Let , and be sequences of reals (Sequences of reals: bounded, eventually, frequently, tails, subsequences) with
and suppose and both converge to the same real (Limits and Cauchy sequences of reals). Then converges to .
The middle sequence is not assumed to converge; that is the point of the theorem, and it is why the squeeze is a tool for establishing convergence rather than for computing a limit already known to exist.
Facts & Assumptions
Given: Sequences , , of reals, an index with for every , and a real such that converges to and converges to (Sequences of reals: bounded, eventually, frequently, tails, subsequences, Limits and Cauchy sequences of reals).
Convergence, quantified over rational (Limits and Cauchy sequences of reals).
Absolute value: for , if and only if (Basic properties of the absolute value).
Order arithmetic in : adding a constant preserves and ; and both give ; and is transitive (Order is preserved by adding a constant and by adding inequalities, Complete ordered field (least-upper-bound property), Ordered field).
The order on is total and transitive, so three indices admit an index with , and , and then gives , , ( is a linear order on ).
Proof
Let be rational. By convergence of there is with for all , and by convergence of there is with for all .
By [L2], gives , that is , for all ; and gives , that is , for all .
Choose with , and . For every the hypothesis gives , so , hence , hence , hence .
The rational was arbitrary, so for every rational there is an index beyond which ; that is, converges to .
Remarks
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The proof is direct from the definition and does not route through Limits preserve non-strict inequalities. It could not: that lemma assumes the middle sequence converges, which is what is being proved here.
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Both bounding sequences must have the same limit. With , and any taking values in the hypothesis holds and nothing whatever follows, since a bounded sequence need not converge (FALSE: every bounded sequence converges).
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The most common use is with and for a null sequence : if eventually and , then . That special case also follows from A null sequence times a bounded sequence is null whenever is presented as a product of a null sequence and a bounded one, but the squeeze needs no such presentation.