[The Algebraic Limit Theorem] Let \(\lim a_n = a\) and \(\lim b_n = b\). Then,
  1. \(\lim (ca_n) = ca\) for all \(c \in \mathbb{R}\);
  2. \(\lim (a_n + b_n) = a + b\);
  3. \(\lim (a_nb_n) = ab\);
  4. \(\lim (a_n/b_n) = a\);

Previous Definitions:


Problem Discussion

For (i) we want to show that \(\lim (ca_n) = ca\). So for any \(\epsilon > 0\), we want to find \(N\) such that

$$ \begin{align*} \big\lvert ca_n - ca \big\rvert < \epsilon \end{align*} $$

Solving for \(n\):

$$ \begin{align*} \big\lvert ca_n - ca \big\rvert &< \epsilon \\ \big\lvert c \big\rvert \big\lvert a_n - a \big\rvert &< \epsilon \\ \big\lvert a_n - a \big\rvert &< \frac{\epsilon}{|c|}. \end{align*} $$

So now we are ready to write a formal proof.


Formal Proof

Let \(\epsilon > 0\) be arbitrary. If \(c = 0\), then the result follows trivially since \(ca_n = ca = 0\) for all \(n\). So we may assume \(c \neq 0\). Now, since \(\lim a_n = a\), then by the definition of convergence, there exists a natural number \(N\) such that for all \(n \geq N\), we must have

$$ \begin{align*} |a_n - a| &< \frac{\epsilon}{|c|}. \end{align*} $$

We now verify that this choice has the desired property. Let \(n \geq N\). Then,

$$ \begin{align*} \big\lvert ca_n - ca \big\rvert = \big\lvert c \big\rvert \big\lvert a_n - a \big\rvert < \big\lvert c \big\rvert \frac{\epsilon}{|c|} = \epsilon. \\ \end{align*} $$

Thus,

$$ \begin{align*} \big\lvert ca_n - ca \big\rvert < \epsilon. \\ \end{align*} $$

as required. \(\blacksquare\)


References