Examples for limits – Serlo

Some important limits

Bearbeiten

The following limits are fundamental building bricks, which you can use to find the limits for a lot of other sequences. You should know them by heart - and have a figure in mind what they look like and how they converge:

  •   for all  
  •  
  •   for all  
  •   for all  
  •   for all   with  
  •   for all  
  •  
  •   for all   and   with  
  •   for all   and   with  
  •   for all   with  
  •  
  •  

In the following, we will derive all of those limits using the Epsilon-definition of convergence. Only   will be considered later in the article „Monotony criterion“.

Hint

In real analysis, it is helpful to have an intuition about how fast sequences grow. For instance, there is  , because the exponentially increasing   grows faster than the polynomially increasing  . An experienced mathematician will not try to compute   but instead use the intuitive picture "exponential beats polynomial". Both the enumerator and the denominator grow infinitely large, but the "denominator wins" in this process and the sequence goes to  .

There is actually an entire hierarchy of growth speeds. We express "  wins against  " by writing   and mathematically meaning  . The list of limits above then implies:

 

Or intuitively, polynomial beats constant, exponential beats polynomial, factorial beats exponential and   beats them all.

Constant sequences

Bearbeiten

Theorem (Limit of a constant sequence)

Every constant sequence converges to

 

Example (Limit of a constant sequence)

  •  
  •  

How to get to the proof? (Limit of a constant sequence)

The formal proof requires to show that   for any   and all   . But this is rather simple, as   , so   and

 

always holds. We do not even have to care about how to choose   . For simplicity, we may just use   . The proof now reads:

„Choose  . Let   with   be arbitrary. Then…

This fomulation can be simplified, since   just means that   is a natural number:

„For all   there is…“

Proof (Limit of a constant sequence)

Let   be a constant sequence and   arbitrary. For all   (and hence, almost all  ) there is

 

Harmonic sequence

Bearbeiten

Theorem (Limit of the Harmonic sequence)

There is  .

How to get to the proof? (Limit of the Harmonic sequence)

We have to establish the inequality   . First, let us get rid of the absolute  :

 

So we need to find some  , such that  . Which   satisfy this? Let us resolve the inequality for  :

 

So there must be   , in order to fulfill  .

Question: Which threshold   will we choose for the later proof?

Just choose any   with  . If we consider any bigger number  , then also  .

How do we know that such an   exist? This will be considered to be obvious in an exam or a textbook. Nevertheless, it is useful to think about the exact reasoning at least once:

Question: Why does such an   exist?

This follows by the Archimedean axiom. For all real numbers,   , there is a larger natural number   , i.e.  . We choose  .

Proof (Limit of the Harmonic sequence)

Let   be arbitrary. We choose an   with  . Te existence is provided by the Archimedean axiom. Let   be arbitrary. Then

 

Inverse power series

Bearbeiten

Theorem

For all   there is  .

How to get to the proof?

The proof is quite similar to the harmonic sequence above (which is if fact just a special case for  ). We start by simplifying  :

 

Now, resolve   for  :

 

So we need to find an   with   . This can be done by the Archimedean axiom

Proof

Let   be arbitrary. Choose   such that   . Existence is guaranteed by the Archimedean axiom. Let   be arbitrary. Then,

 

Inverse root sequence

Bearbeiten

Theorem

For all   there is  .

How to get to the proof?

The proof is almost as above. We start by simplifying  :

 

Now, we resolve   for  :

 

So we need to find an   with   . This can be done by the Archimedean axiom:

Proof

Let   be arbitrary. Choose   such that   . Existence is guaranteed by the Archimedean axiom. Hence,

 

Let now   with   be arbitrary. There is:

 

Geometric series

Bearbeiten
 
The sequence   converges to 0.

Theorem

For all   with   there is   .

This is now an exponentially (and no longer polynomially) decreasing sequence, so in the end, it goes to 0 even faster.

Example

  •  
  •  

How to get to the proof?

We start again by simplifying the absolute  :

 

Using the Bernoulli-inequality we can show:

„For each   and   there is an   mit  .“

We set  . Then, there must be an   with  , which is exactly what we need. For all greater   there is also:

 

Proof

Let   and   mit   be arbitrary. By the Bernoulli-inequality, we obtain a   mit   . For all  , there is:

 

Hint

We can also investigate convergence for   . This requires distinguishing 3 cases:

  •   This is just a constant sequence  . Above, we have shown that  .
  •   Here, we get the alternating sequence  . It "jumps" between 0 and 1 and hence divergence. The mathematical proof is an exercise in the article „Exercises for convergence and divergence“.
  •   The sequence   diverges, since it is unbounded. In the article „Unbounded sequences divrge“ we will show that even all unbounded sequences must diverge.

n-th root

Bearbeiten

Theorem (Limit of a sequence with the n-th root)

For all   there is  .

How to get to the proof? (Limit of a sequence with the n-th root)

We need to establish an inequality like   . First, let us focus on the proof for  . Then,   and we can leave out the absolute:

Fall 1:  

In this case,  , and we need to show   for almost all   . We resolve for   :

 

Does this inequality make sense? Since   there is  . So   is a geometric sequence getting arbitrarily large for increasing  . Hence, there must be an  , for which   is bigger than   , which is equivalent to  . More precisely, by an „Implication of the Bernoulli-inequality“, there is:

For each   and   there is an  , such that   .

If we now set   and   , we get the desired   mit  . we only need to show   for all greater real numbres  , which is done via

 

Fall 2:  

This is similar to the above case. We set  , such that   . Then:

 

This makes sense, because   gets arbitrarily small ( ). So we just need to estimate the term   from above. There is

 

So

 

and by case 1, we already know that   gets arbitrarily small.

Proof (Limit of a sequence with the n-th root)

Fall 1:  

Let   be arbitrary. We know that:

For all   and all   there is  , such that   .

So there must be a natural number   mit  . Let   be arbitrary. Then,

 

So

 

Fall 2:  

Let   be arbitrary. First, set  . Then,   and by case 1, we know that there must be an   with   for all   . Let   be arbitrary. Then,

 

So

 

n-th root of n

Bearbeiten

Theorem (Grenzwert n-te Wurzel von n)

There is  .

How to get to the proof? (Grenzwert n-te Wurzel von n)

We need to establish  . Let us try to resolve for   :

 

  and   both grow to  . So, the only way to success is to show that   eventually gets bigger than  . Intuitively, the reason is that "exponentials beat polynomials". Mathematically, we can show this by factoring out  :

 

Each term in this sum is  . So, if we can show that   gets smaller than any part of the sum   , we know that   is smaller than the entire series   . We choose the terms   and   both suffice to establish

 

which in turn is smaller than

 

so

 

What is a suitable   to get  ? Let us resolve for  :

 

By the Archimedean axiom, there is an  , with   for all   .

Proof (Grenzwert n-te Wurzel von n)

Let   be arbitrary. We choose   by the Archimedean axiom, such that   . Let   be arbitrary. Then,

 

Ratio - power series / geometric series

Bearbeiten

In simple words: "exponential beats polynomial":

Theorem

Let   be arbitrary and   a real number with  . Then,  .

How to get to the proof?

This proof will be quite complicated. But it includes some useful tricks, which may help you with other proofs as well. One of those tricks is writing   as   with   . The term   can be multiplied out using the binomial theorem:

 

The sum in the denominator is what makes this fraction complicated. It would be nice to have a more simple expression. We can achieve this by making the denominator smaller: all terms in   are positive. So if we leave summands out, we simplify the denominator and make it smaller. The entire fraction then grows. And if an enlarged fraction still converges to 0, the original one will do so, as well. The interesting question is, which terms to leave out.

Since the enumerator includes   , it may be useful to replace the denominator by some term   with   not depending on   . This way, we can make sure that the fraction still converges to 0 after the simplification. We will only keep this one term with   , so  . All other terms are left out for simplicity. Multiplying out yields   as pre-factor of the term with   , whenever there is   . In that case,

 

If we can now estimate the expression   from above by something independent of   , we finally have made it! The pre-factor   remains constant in the limit process   and cannot avoid convergence to 0. However, we will need to additionally require  . Hence,

 

This in turn implies

 

So all together,

 

Since the expression   does not depend on   and   is a null sequence, the last expression must also be a null sequence.

For a mathematically exact proof, we need to find some   for every   such that for all   there is:

 

For the above estimates we need that   and  . Since   for all   , we can restrict to  . Further

 

So we need to satisfy a second condition  . Both conditions can be made sure to be satisfied by setting  . Then, we get the desired result

 

So, let's write this into a concise proof

Proof

Let   with   be arbitrary. Set  . Then,   with  .

Let   be arbitrary. Choose a natural number   with  . Let   be arbitrary. Then,

 

Hint

Sometimes, you may encounter sequences of the form  for all   and   with  . We can reduce them to the above case by setting  . Obviously  , so

 

Ratio - geometric series / factorial sequences

Bearbeiten

In simple words: "factorial beats exponential":

Theorem

Let   be a real number with  . Then,  .

How to get to the proof?

We need to show that   approaches 0, as   goes to infinity. This will be done, by bounding it from above by a more simple expression, of which we already know that it converges to 0.

Let's take a closer look at the ratio we have to bound: Enumerator and denominator consist of an equal amount of factors (  of them). But those in the denominator are gradually increasing, whereas those in the enumerator stay constant at   . So at some   we expect the denominator to "overtake" the enumerator and finally "win against it". For making the actual bounding, we will split the sequence elements in two parts: That one, where   has not yet overtaken   will contain only a bounded amount of factors. By contrast, the part with   will continue to grow with increasing  . We choose   as a threshold, after which "  has overtaken  " and consider  . Then

 

Since   , the sequence   is a geometric one and goes to 0. The factor   is constant for increasing   and does not destroy the convergence to 0. Therefore, we should be able to show  :

 

The proof can be done explicitly, using the Epsilon-definition. Let   be given. We need to find an   , such that for all   the inequality   holds. The elements   have already been bounded from above (see the inequality above). Will the right-hand side of this inequality get smaller than   for certain  ? We have

 

The right-hand side does not depend on  . Since   , the Archimedean axiom implies that there is an  , such that

 

And for all greater  , there is also

 

Now, we have all parts together for constructing the proof. Throughout our considerations, we posed the conditions   and   . Both are satisfied by setting  .

Proof

Let  . By the Archimedean axiom there is an   with  . Now, for all  :

 

Since   there is an   such that  . For all   there is then

 

Ratio - factorial /

Bearbeiten

In simple words: "  beats factorial":

Theorem

There is  .

Proof

Let  . Choose   such that  . For all   there is