Monotone Convergence Theorem
For the absolute value function definition and other properties see here.
For the definitions of sequences and what it means to for a sequence to converge, see this.
For the “show the limit” template and an example, see this.
Proof:
Let \((a_n)\) be a sequence that is monotone and bounded. Suppose without the loss of generality that \((a_n)\) is increasing. We know that \((a_n)\) is bounded so if we consider the set \(\{a_n : n \in \mathbf{N}\}\), then we can let
The claim is \((a_n)\) converges to \(s\) or \(\lim(a_n) = s\). To prove that, we need to show that for any \(\epsilon > 0\), there exists some \(n \in \mathbf{N}\) such that,
Let \(\epsilon > 0\). First, by lemma 1.3.8, \(s - \epsilon\) is not an upper bound so we know that there exists some \(a_N\) such that
Second, since \((a_n)\) is increasing, then if we let \(n \geq N\), we will have
Combining both inequalities and adding the fact \(s + \epsilon\) is an upper bound on the set, then
From this we see that,
Therefore, \(\lvert a_n - s \rvert < \epsilon\) and so \(\lim(a_n) = s\) as we wanted to show.
\(\blacksquare\)
References: