The Algebraic Limit Theorem (ii)
- \(\lim (ca_n) = ca\) for all \(c \in \mathbf{R}\);
- \(\lim (a_n + b_n) = a + b\);
- \(\lim (a_nb_n) = ab\);
- \(\lim (a_n/b_n) = a\);
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 \(\epsilon > 0\),
We can use the triangle inequality to bound the term:
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 \(n \geq N_1\),
Similarly, given that \(\lim b_n = b\), then we know that for some \(n \geq N_2\),
You can see now if we replace these terms in the equation above we will get
\(N\) 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:
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:
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,
as we wanted to show. \(\blacksquare\)
References: