Proof
We first need to show that \((x_n)_n\) is monotone increasing and bounded. We can use induction to show that it’s bounded above by \(2\). For the base case, we know that \(x_1 = 1 \leq 2\). For the inductive case, suppose the statement is true for \(n\). We will show it’s true for \(n+1\). Then
Hence, this sequence is bounded above by \(2\). Next, we want to show that it’s monotone increasing. Observe that
But recall that \(x_n\) is bounded above by \(2\). So
Thus, \(x_{n+1} \geq x_n\) and the sequence is monotone increasing. Therefore, we can use the Monotone Convergence Theorem to conclude that the limit exists. Then,
To compute the limit, take the limit on both sides of
Then \(L = 2\) or \(L = -1\). Clearly, \(L \neq -1\). Therefore, we must have that \(L = 2\). \(\ \blacksquare\)
References
- Lecture Notes by Professor Chun Kit Lai