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


For the definitions of sequences and what it means to for a sequence to converge, see this, for subsequences see this.
For the “show the limit” template and an example, see this.

Problem Discussion

We’ll follow a similar approach to proving (i) in here For (ii) we want to show that \(\lim (a_n + b_n) = a + b\). So we want to find \(N\) such that for any \(\epsilon > 0\),

$$ \begin{align*} \lvert a_n + b_n - (a + b) \rvert < \epsilon. \end{align*} $$

We can use the triangle inequality to bound the term:

$$ \begin{align*} \lvert a_n + b_n - (a + b) \rvert &= \lvert (a_n - a) + (b_n - b) \rvert \\ &\leq \lvert a_n - a \rvert + \lvert b_n - b \rvert. \end{align*} $$

So now the goal is to get the right hand side to be \(\epsilon\). To do so we’re given that \(\lim a_n = a\). This means that we can make \(\lvert a_n - a \rvert\) be as small as we want and similarly we can make \(\lvert b_n - b \rvert\) be as small as we want. So if we make each of them be \(\epsilon/2\) then the terms will total to \(\epsilon\) which is what we want. Formally, given that \(\lim a_n = a\), then we know that for some \(n \geq N_1\),

$$ \begin{align*} \lvert a_n - a \rvert \leq \frac{\epsilon}{2}. \end{align*} $$

Similarly, given that \(\lim b_n = b\), then we know that for some \(n \geq N_2\),

$$ \begin{align*} \lvert b_n - b \rvert \leq \frac{\epsilon}{2}. \end{align*} $$

You can see now if we replace these terms in the equation above we will get

$$ \begin{align*} \lvert (a_n - a) + (b_n - b) \rvert &\leq \lvert a_n - a \rvert + \lvert b_n - b \rvert = \frac{\epsilon}{2}+\frac{\epsilon}{2} = \epsilon. \end{align*} $$

\(N\) can safely be set to the maximum of \(N_1\) and \(N_2\) to guarantee the above bounds.

Formal Proof

Let \(\epsilon > 0\) be arbitrary. We are given that \(\lim a_n = a\). This means that for some \(n \geq N_1\) and for any choice of \(\epsilon\) (we choose \(\epsilon\) to be \(\epsilon/2\)), the following holds:

$$ \begin{align*} \lvert a_n - a \rvert \leq \frac{\epsilon}{2}. \end{align*} $$

Similarly, given that \(\lim b_n = b\). This means that for some \(n \geq N_2\) and for any choice of \(\epsilon\) (we choose \(\epsilon\) to be \(\epsilon/2\)), the following holds:

$$ \begin{align*} \lvert a_n - a \rvert \leq \frac{\epsilon}{2}. \end{align*} $$

Therefore, choose a natural number \(N\) satisfying \(\max(N_1,N_2)\). We now verify that this choice has the desired property. Let \(n \geq N\). Then,

$$ \begin{align*} \lvert (a_n - a) + (b_n - b) \rvert &\leq \lvert a_n - a \rvert + \lvert b_n - b \rvert \\ &\leq \frac{\epsilon}{2} + \frac{\epsilon}{2} \\ &\leq \epsilon, \end{align*} $$

as we wanted to show. \(\blacksquare\)

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