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Sequence

nN\forall n\in \mathbb{N} we define the list number ,xn,xn+1,\dots,x_n,x_{n+1},\dots then {xn}\{x_n\} is a sequence, or (xn)(x_n); some time we have multiple variable and we may have something like (xa,b)aN(x_{a,b})_{a\in N} means this sequence focus on the changing of aa

Supreme: we denote supreme as i,Lri    sup(ri)=L\forall i, L \ge r_i \implies \sup(r_i) = L

Infimum: we denote infimum as i,Lri    inf(ri)=L\forall i, L \le r_i \implies \inf(r_i) = L

Limit of Sequence & Cauchy Sequence

  1. We say a sequence {an}n=1\{a_n\}^{\infty}_{n=1} has a limit LL or it's convergent to LL if ϵ>0\forall \epsilon>0, anL<ϵ|a_n-L|<\epsilon. Equivalent, limnan=L\lim_{n\to \infty}a_n = L
    • The limit of a convergent sequence is unique
  2. If limnan=L\lim_{n\to \infty}a_n = L, limnbn=M\lim_{n\to \infty}b_n = M and αR\alpha\in\mathbb{R} then:
    • limnan+bn=L+M\lim_{n\to \infty}a_n +b_n = L + M
    • limnαan=αL\lim_{n\to \infty}\alpha a_n = \alpha L
    • limnanbn=LM\lim_{n\to \infty}a_nb_n = LM
    • limnanbn=LM\lim_{n\to \infty}\frac{a_n}{b_n} = \frac{L}{M} if M0M\ne0
  3. Squeeze Theorem: if three sequence {an},{bn},{cn}\{a_n\},\{b_n\},\{c_n\} satisfy anbncn,n>1a_n\le b_n\le c_n,\forall n>1 and limnan=limncn=L\lim_{n\to \infty}a_n = \lim_{n\to \infty}c_n =L, then limnbn=L\lim_{n\to \infty}b_n = L
  4. If a sequence {an}n=1\{a_n\}^{\infty}_{n=1} is converging to LL, then ϵ>0,NN,aman<ϵ\forall \epsilon>0,\exists N\in\mathbb{N}, |a_m-a_n|<\epsilon for all m,nNm,n\ge N
  5. If a sequence of R\mathbb{R} satisfied ϵ>0,NN,aman<ϵ\forall \epsilon>0,\exists N\in\mathbb{N}, |a_m-a_n|<\epsilon for all m,nNm,n\ge N then it is called Cauchy Sequence.
    • Every Cauchy Sequence is bounded (has a supreme and a infimum)
    • A sequence converges     \iff Cauchy Sequence
  6. A subset SS of R\mathbb{R} is a complete set if every Cauchy Sequence in SS converges to a point in SS
  7. yR\forall y \in\mathbb{R}, \exists a sequence of Q\mathbb{Q} that converges to yy

Monotone Sequence

A sequence {an}n1\{a_n\}_{n\ge1}, if anan+1a_n\le a_{n+1}, then it's increasing. If anan+1a_n\ge a_{n+1}, then it's decreasing. A sequence either increase or decrease is a monotone sequence.

  • A not monotone sequence example {an}n1\{a_n\}_{n\ge1}, where an=(1)nna_n = (-1)^nn

Monotone Convergence Theorem:

  • A monotone increasing sequence and bounded above converges to its supremum.
  • A monotone decreasing sequence and bounded below converges to its infimum.

Subsequence

A subsequence of a sequence {an}n=1\{a_n\}^{\infty}_{n=1} is a sequence {ank}n=1=an1,an2,an3,\{a_{n_k}\}^{\infty}_{n=1} = {a_{n_1},a_{n_2}},a_{n_3},\dots where n1,n2,n3,n_1,n_2,n_3,\dots

Bolzano-Weierstrass Theorem: Every bounded sequence of real numbers has a convergent subsequence

infinite Series

An infinite series is an infinite sum n=1an=a1+a2+a3+\sum_{n=1}^{\infty}a_n=a_1+a_2+a_3+\dots

  • Partial sums of a infinite series is a sequence. E.g. Sn=j=1najS_n = \sum_{j=1}^{n}a_j
  • n=1an\sum_{n=1}^{\infty}a_n converges     \iff limnSn=L\lim_{n\to \infty}S_n = L
  • n=1an<    \sum_{n=1}^{\infty}a_n<\infty\implies n=1an\sum_{n=1}^{\infty}a_n converge
  • n=1an\sum_{n=1}^{\infty}a_n converges     \iff ϵ>0,NN,n>mN,am+1++an<ϵ\forall \epsilon>0,\exists N\in\mathbb{N},n>m\ge N, |a_{m+1}+\dots+a_n|<\epsilon
  • If n=1an\sum_{n=1}^{\infty}a_n converges, limnan=0\lim_{n\to \infty}a_n = 0
  • n=1an\sum_{n=1}^{\infty}a_n absolutely converges     \iff n=1an\sum_{n=1}^{\infty}|a_n| converges
  • n=1an\sum_{n=1}^{\infty}a_n conditional converges     \iff n=1an\sum_{n=1}^{\infty}|a_n| diverges

Some convergent Test

  • P test
  • Comparison Test
  • Ratio Test
  • Root Test
  • Cauchy Condensation Test
  • Alternating Series Test
  • Absolute Convergence Test