7 Limit Laws
Highlights of this Chapter: We develop techniques for bounding limits by inequalities, and computing limits using the field axioms. We use these techniques to prove two interesting results:
- The Babylonian sequence approximating
truly does converge to this value. - Given any real number, there exists a sequence of rational numbers converging to it.
Now that we have a handle on the definition of convergence and divergence, our goal is to develop techniques to avoid using the definition directly, wherever possible (finding values of
The natural first set of questions to investigate then are how our new definition interacts with the ordered field axioms: can we learn anything about limits and inequalities, or limits and field operations? We tackle both of these in turn below.
7.1 Limits and Inequalities
Proposition 7.1 (Limits of nonnegative sequences) Let
Proof. Assume for the sake of contradiction that
The definition of convergence says for this
Exercise 7.1 If
This exercise provides the following useful corollary, telling you that if you can bound a sequence, you can bound its limit.
Corollary 7.1 (Inequalities and Convergence) If
In fact, a kind of converse of this is true as well: if a sequence converges, then we know the limit ‘is bounded’ (as it exists, as a real number, and those can’t be infinite). But this is enough to conclude that the entire sequence is bounded!
Proposition 7.2 (Convergent Sequences are Bounded) Let
Proof. Let
Thus, we have both upper and lower bounds for the sequence after
Thus, to get an overall upper bound, we can take
and for an overall lower bound we can take
Then for all
Theorem 7.1 (The Squeeze Theorem) Let
Proof. Choose
But we know more than this: in fact,
Ignoring the terms with
7.1.1 Example Computations
The squeeze theorem is incredibly useful in practice as it allows us to prove the convergence of complicated looking sequences by replacing them with two (hopefully simpler) sequences, an upper and lower bound. To illustrate, let’s look back at ?exr-another-seq-converges, and re-prove its convergence.
Example 7.1 (
One first thought for an upper bound may be
Another attempt at an upper bound may be
Thus since
This theorem is particularly useful for calculating limits involving functions whose values are difficult to compute. While we haven’t formally introduced the sine function yet in this class, we know (and will later confirm) that
Example 7.2 (
Since both of these bounding sequences converge to zero, we know the original does as well, by the squeeze theorem.
This sort of estimation can be applied to even quite complicated looking limits:
Example 7.3 Compute the following limit:
Lets begin by estimating as much as we can: we know
Next, we see that by shrinking the denominator we can produce yet another over estimate:
Bringing back the
And, unpacking the definition of absolute value:
It now suffices to prove that
Exercise 7.2 Use the squeeze theorem to prove that
A nice corollary of the squeeze theorem tells us when a sequence converges by estimating its difference from the proposed limit:
Exercise 7.3 Let
This is useful as unpacking the definition of absolute value (Definition 2.5), a sequence
7.2 Limits and Field Operations
Just like inequalities, the field operations themselves play nicely with limits.
Theorem 7.2 (Constant Multiples) Let
Proof. We distinguish two cases, depending on
If
Thus,
To do a similar calculation for the sum of sequences requires an
Theorem 7.3 (Limit of a Sum) Let
This is a great example of a classic proof technique known as an
Proof. Let
Corollary 7.2 (Limit of a Difference) Let
Proof. Rewrite
The case of products is a little more annoying to prove, but the end result is the same - the limit of a product is the product of the limits.
Theorem 7.4 (Limit of a Product) Let
Proof (Sketch). Let
To start, we consider the difference
applying the triangle inequality we can break this apart
The second term here is easy to bound: if
For the first term we see it includes a term of the form
Since each of these terms can be made small as we need individually, choosing large enough
Exercise 7.4 Write the sketch of an argument above in the right order, as a formal proof.
Corollary 7.3 If
The next natural case to consider after sums and differences and products is quotients. We begin by considering the limit of a reciprocal:
Proposition 7.3 (Limit of a Reciprocal) Let
Proof (Sketch). For any
We can get a common denominator and rewrite this as
Since
Exercise 7.5 Turn the sketch argument for
From here, its quick work to understand the limit of a general quotient.
Theorem 7.5 (Limit of a Quotient) Let
Proof. Since
Finally we look at square roots. We have already proven in Theorem 4.9 that nonnegative numbers have square roots, and so given a nonnegative sequence
Theorem 7.6 (Root of Convergent Sequence) Let
Proof (Sketch). Assume
But what if we multiply and divide by
This has the quantity
Proof (Formal). Let
Now for any
Where the last inequality comes from the fact that
And so,
Exercise 7.6 Prove that if
Hint: you don’t need to rationalize the numerator or do fancy algebra like above
Together this suite of results provides an effective means of calculating limits from simpler pieces. They are often referred to together as the limit theorems
Theorem 7.7 (The Limit Theorems) Let
If
7.2.1 Example Computations
Example 7.4 Compute the limit of the following sequence
Example 7.5 Compute the limit of the sequence
7.3 Applications
7.3.1 Babylon and
We know that
Now we finally have enough tools to combine these facts, and prove that the babylonian procedure really does limit to
Theorem 7.8 Let
Proof. We compute the limit of the sequence
Now, as by assumption
That is, the limit of the squares approaches
converges.
This provides a rigorous justification of the babylonian’s assumption that if you are patient, and compute more and more terms of this sequence, you will always get better and better approximations of the square root of 2.
Exercise 7.7 Build a sequence that converges to
7.3.2 Rational and Irrational Sequences
Combining the squeeze theorem and limit theorems with the density of the (ir)rationals allows us to prove the existence of certain sequences that will prove quite useful:
Theorem 7.9 For every
Proof. Let
Now for each
Through a similar argument using Exercise 4.5 we find the existence of a sequence of irrational numbers converging to any real number.
Exercise 7.8 For every
7.4 Problems
7.4.1 Infinity
Given the formal defintion of divergence to infinity as meaning eventually gets larger than any fixed number, we can formulate analogs of the limit theorems for such divergent sequences. We will not need any of these in the main text but it is good practice to attempt their proofs:
Exercise 7.9 If
Exercise 7.10 If
Exercise 7.11 If
Note that there is not an analog of the division theorem: if
Exercise 7.12 Give examples of sequences
These limit laws are the precise statement behind the “rules” often seen in a calculus course, where students may write