The Order Limit Theorem
- If \(a_n \geq 0\) for all \(n \in \mathbf{N}\), then \(a \geq 0\);
- If \(a_n \leq b_n\) for all \(n \in \mathbf{N}\), then \(a \leq b\);
- If there exists \(c \in \mathbf{R}\) for which \(c \leq b_n\) for all \(n \in \mathbf{N}\), then \(c \leq b\). Similarly, if \(a_n \leq c\) for all \(n \in \mathbf{N}\), then \(a \leq c\)
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.
Proof (i)
Assume for the sake of contradiction that \(a < 0\). Since \(\lim a_n = a\), then for \(\epsilon > 0\), there exist some \(n \geq N\) such that \(|a_n - a| < \epsilon\). Choose \(\epsilon = |a|\). Then, we must have an \(n \geq N\) such that
But this contradicts the assumption that \(a_n \geq 0\) for all \(n \in \mathbf{N}\). Therefore, we must have \(a \geq 0\). \(\blacksquare\)
Proof (ii)
Write \(a_n \leq b_n\) as \(b_n - a_n \geq 0\). Since we have both \(\lim a_n = a\) and \(\lim b_n = a\), then by the algebraic limit theorem, This limit will converge to \(b - a\). By part (i), since \(b_n - a_n \geq 0\), then \(b-a \geq 0\) and so \(a \leq b\) as required.
\(\blacksquare\)
Proof (iii)
TODO
References: