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Monotone Convergence Theorem Overview

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0% found this document useful (0 votes)
45 views11 pages

Monotone Convergence Theorem Overview

Uploaded by

Rahmi Yanti
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

TUGAS XI

ANALISIS RIIL

NAMA : Riska Kurniati

NIM : 17029043

TOPIC : Monotone Convergence Theorem and The Cauchy

TUGAS : Resume dan Exercise Tugas 11

4.3. Defenition of Convergence

we say SnS : f

( ∀∈ >0 ¿ (∃ N ∈ N )(n ≥ N ⟹|S n−S|<∈)

But,what if we don’t know the limit S ?

Defenition . A sequence (Sn) is said to be :

increasing if Sn ≤ S n+1 for all n ∈ N

decreasing if Sn ≥ S n+1 for all n ∈ N

monotone if it is either increasing or decreasing

Example :

1
1. C n=2−
n
3 5 7
Answer : (C n ¿=(1 , , , , …)
2 3 4
monotone increasing and it is bdd.
2. (d ¿¿ n)=(1 , 2, 2 , 3 ,3 , 3 , …)¿
Answer :
monotone increasing and it is unbdd.
n
3. X n=1−(−1 )
Answer :

X n=(2 , 0 , 2 ,2 , 2 , …)
not monotone and it is bdd.

Theorem. Monotone Convergence Theorem (MCT)

claim A monotone sequence is convergent if and only if it is bounded


Proof :
⟹ with show that if a monotone sequence converge, then it is bounded.
Suppose that a sequence ( Sn ¿ converges to a value, S.
Let ∈=1. by the defenition of conv erges we know the exist N ∈ N s . t .
n ≥ N ⟹|S n−S|<1.
therefore, for n ≥ N ,|S n|<|s|+1 ,

Let, M = Max {|S 1| ,|S 2| ,…|S n| ,|S|+1 }

Now |S n|≤ M for all n∈ N .

If a monotone sequence is odd then it convergens.

Case 1:

Suppose (sn ) is a bounded increasing sequeces

Let S= { s n|n ∈ N } . By the completeness axiom

Let s=( S ) .¿

Let ϵ >0 be given , then s−ϵ is not on UB for S.

Therefore there exists N ∈ N ,s,t S N > S−ϵ

But since ¿) is increasing S−ϵ< S N ≤ Sn ≤ S .

This is true for all n ∈ N .

Therefore ( Sn ¿ → S

Application
( t n+1 )
Let t 1=1 and t n+1=
4

( 1 3 11
( t n )= 1 , 2 , 8 , 32 , … )

Claim

( t n ) is montone
Pf

By induction

BC

1
1=t , and =t so t 1> t 2
2 2

IH

Suppose that

t k >t k+1 for some k

IS

t k+1 t k+ 1+1
t k+1= > =t k+ 2
4 4

Conclusion

By induction the sequence is decreasing

Claim

( t n ) is bounded
Bc

t 1=1 which is positive

IH

Suppose t k >0 for some k

IS
t k+1 t k 1
Consider t k+1= = = ≥0
4 4 4

Conclusion

By induction t n> 0 for all n

Claim

( t n ) is converges
Pf

By MCI, ( t n ) converges

CAUCHYNESS

Definition

A sequence (Sn ) is called Cauchy if:

for each ε > 0, there is a natural number N such that m , n≥ N implies |S n−S m|< ε
Cauchy means the terms of the sequence ae getting very close to each other.

Claim

Every convrgent sequence is cauchy.

Proof
Let (Sn ) be a convergent sequence

Say (Sn )→ S.

Notice

|S n−S m|=|S n−S+ S−Sm|≤|S n−S|+|Sm −S|

Let ε > 0 be given.

Let's choose N such that


ε
If k ≥ N , We have |S k −S|< .
2

Now, if m , n≥ N

ε ε
We have that |S n−S m|≤|S n−S|+|S m−S|< + =ε
2 2

So, (Sn ) is cauchy. MWO

Claim (Lemma for big claim c 3 ¿

Every Cauchy sequence is bounded.

Proof

Suppose (Sn ) is a cauchy sequence.

Let ε =1. since (Sn ) is cauchy we know there exists N ∈ N such that for all m , n≥ N

We know that for all n ≥ N , |S n−S N |<1.

This would mean |S n|≤|S N|+1.

Let M =max ¿|S 1| ,|S 2| ,|S3|, … ,|S N|,|S N|+1 }¿

So, |S N|≤ M for all n ∈ N . MOW

Big Claim (Cauchy Convergence Criterian) (c 3 ¿

A sequence of real numbers is convergent if and only if it is cauchy.

Proof

⇒Lemma for c 3

Let S= { S n|n ∈ N }

Case 1

S is finite
So, Since (S¿¿ n)¿ is cauchy there is a N ∈ N such that |S n−S m|< ε for all n , m≥ N .

Given m ≥ N , S m and S N are both in S.

If the distance between these twopointsis less than ε , then the distance between them must be
ZERO!

So, Sm =S N for all m ≥ N ,

Then (S¿¿ n)¿ converges.

Case 2

S is infinite

At least we know Sn is bounded. By Bolzano-Weirstrass, There is an accumulation point s in


𝑆. [We will show this acc pt s is the limit of Sn ¿

Let ε > 0 be given

Since (S¿¿ n)¿ is cauchy

Let N be such that for all m , n≥ N

We have |S n−S m|< ε

Since S is an accumulation pt, neighborhood N s ;( ε2 ) must have infinitely many points of S,


In particular, there is an m ≥ N

ε ε
We get |S n−S|=|S n−Sm + S m−S|≤|Sn−S m|+|Sm −S|< + =ε
2 2

Therefore Sn → S .

Application

Claim

The sequence given by


1 1
Sn=1+ +…+ is divergent.
2 n

Proof

If m>n, then

1 1 1 1 1 1 m−n n
Sm −S n= + +…+ ¿ + +…+ ¿ =1−
n+1 n+ 2 m m m m m m

n 1 1
But if m=2 n, Sm −S n=1− =1− =
2n 2 2

So (S¿¿ n)¿ is not cauchy.

So (S¿¿ n)¿ does not convergent.

Exercise For Section 3.5

1. Give an example of a bounded sequence that is not a cauchy sequence.


Answer:
The sequence (0,1,0,1,0,1, ...) is clearly a bounded sequence that is not a cauchy
sequence because difference of two consecutive term is 1.

2. Show directly from the definition that the following are cauchy sequences.

a. ( n+1n )
Answer:
1 ϵ
For ϵ >0 arbitrary, there exists n 0 ∈ N such that < .
n0 2
For every m , n∈ N , m> n≥ n 0

|m+1
m

n+ 1
n |=| − |
1 1
m n
1 1
≤ + ( triangle inequality )
m n


2
n( 1 1
m> n⇒ <
m n )
2
≤ (n≥ n 0)
n0

¿ϵ ( n1 < ϵ2 )
0

Thus, 1+ ( 1n ) is a cauchy sequence.


b. (1+ 2!1 + …+ n!1 )
Answer:
1
For ϵ >0 arbitrary we can choose n 0 ∈ N for which n0−1
<ϵ . for m, n ∈ N , m>n> n0 .
2

|( 1+
1
2!
+…+
1
m! )(
1
− 1+ + …+
2
1
n!
= )|
1
+
1
( n+ 1 ) ! ( n+2 ) !
+
1
m!
1 1 1 k
≤ n +1
+ n+2 +… m (2 < k ! , for k ≥ 4)
2 2 2

¿
1 1 1
( 1
+ 2 +… m−n
2 2 2
n
2 )

1
2
n (
1 1
1+ + + …
2 4 )
1 1
¿ .
2 1− 1
n

2

1
(sum of geometric series ∑ ¿¿
n=0 2n
1
¿ n
2 −1
1
≤ n0−1
2
¿ϵ

Thus, 1+ ( 1
2!
+ …+
1
n! )
is a cauchy sequence.
4. Show directly from the definition that if (x n ) and ( y n ) are cauchy sequences, then
( x n + y n ) and (x n y n) are cauchy sequences.
Answer:
( x n ) , ( y n )−cauchy sequences .

We know that cauchy sequences are bounded. Le M > 0 such that |x n|≤ M ,| y n|≤ M for
all n ∈ N .

ε ε
For ε > 0 ,get n1 , n2 ∈ N such that |x n−x m|≤ ∧| y n− y m|≤ for all m , n≥ n1 and all
2 2
m , n≥ n2 respectively.

|( x n + y n ) −( x m + y m )|≤|x n−x m|+| y n − y m|


ε ε
For n 0=max { n 1 , n2 } , we have ,∨x n−x m∨≤ and | y n − y m|≤ for all m , n ≥n 0 . Hence
2 2

ε ε
|( x n + y n ) −( x m + y m )|≤ 2 + 2 , ∀ m, n ≥ n0

⇒ ( x n + y n ) is cauchy.

Similarly, consider,

|x n y n−x m y m|=¿ x n y n− y n x m+ xm y n−x m y m∨¿ ¿

≤| y n||x n−x m|+|x m|| y n− y m|

≤M¿

ε ε
≤ M ( + ) for all n , m≥ n 0
2 2

¿ Mε

ε
Note that we can replace ε by initially to get ¿ x n y n−x m y m ∨≤ ε for all n , m≥ n 0 .
M
Hence, ( x n y n ) is also cauchy.
7. Let (x n ) be a cauchy sequence such that x n is an integer for every n ∈ N . Show that ( x n )
is ultimately constant.
Answer:
Let ( x n ) be a cauchy sequence such that x n ∈ Z , ∀ n .
We want to prove that x n=a for large enough n, in other words, that (x n ) is ultimately
constant.
By the definition of a cauchy sequence, we know that for every ϵ >0 , there exist a
H ( ϵ ) ∈ N , so that for every n , m≥ H ( ϵ ) , following inequality is true:
|x n−x m|< ϵ
Now lets use ϵ=1. So, there exist a H (1) so that for n , m≥ H (1) following holds:
|x n−x m|< 1
But since we know that ( x n ) ⊂ N , we have:
|x n−x m|< 1⇒ x n=x m
so ,(x n ) becomes constant for n ≥ H (1 ) .

14. The polynomial equation x 3−5 x+ 1=0 has a root r with 0 < r < 1. Use an appropriate
contractive sequence to calculate r within 10−4 .
Answer:
1
Writing the polynomial as; x n+1= ( x n +1) then nothing that for at least one root
5
0< x =r then for all n we have, 0< x n <1.

Now observing; |x n+ 2−x n+1|=


1 3
5
( | |
1
| |2
x n+1−x 3n ) ¿ ( x 2n+1 + x n+1 xn + x 2n ) |x n +1−x n|< x n+ 1−x n|
5 5
If n = 10 then since the firts two sequence terms are ( a guess value) x 1=0 , 5 and

| |( ) ( 1−1 2 )=4.37e-4
9
1 9 2
9
following on x 2= we have
|x∗−x10|≤ −
2 40 5
40
5

However it follows also that;


|x∗−x10|≤ ( 25 )( 1−1 2 )|x −x |≤ 23|x −x |<10 e−4 so n=4
5 4 5 4

5
iterations is sufficient to obtain the root x = r.

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