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[parent] limit of nondecreasing sequence (Theorem)

Theorem. A monotonically nondecreasing sequence of real numbers with upper bound a number $ M$ converges to a limit which does not exceed $ M$.

Proof. Let $ a_1 \leqq a_2 \leqq \ldots \leqq a_n \leqq \ldots \leqq M$. Therefore the set $ \{a_1,\,a_2,\,\ldots\}$ has a finite supremum $ s \leqq M$. We show that

$\displaystyle \lim_{n\to\infty}a_n = s.$ (1)

Let $ \varepsilon$ an arbitrary positive number. According to the definition of supremum we have $ a_n \leqq s$ for all $ n$ and on the other hand, there exists a member $ a_{n(\varepsilon)}$ of the sequence that is $ > s-\varepsilon$. Then we have $ s-\varepsilon < a_{n(\varepsilon)} \leqq s$, and since the sequence is nondecreasing,
$\displaystyle 0 \leqq s-a_n \leqq s\!-\!a_{n(\varepsilon)} < \varepsilon$   for all$\displaystyle \;\, n \geqq n(\varepsilon).$
Thus the equation (1) and the whole theorem has been proven.

For the nonincreasing sequences there is the corresponding

Theorem. A monotonically nonincreasing sequence of real numbers with lower bound a number $ L$ converges to a limit which is not less than $ L$.

Note. A good application of the latter theorem is in the proof that Euler's constant exists.



"limit of nondecreasing sequence" is owned by pahio.
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See Also: monotonically increasing, monotone increasing, supremum, infimum, convergence of the sequence (1+1/n)^n

Other names:  nondecreasing sequence with upper bound, limit of increasing sequence
Keywords:  nondecreasing, bounded from above, nonincreasing, bounded from below

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example of converging increasing sequence (Example) by pahio
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Cross-references: proof that Euler's constant exists, lower bound, monotonically nonincreasing, equation, positive, supremum, finite, limit, converges, number, upper bound, real numbers, sequence, monotonically nondecreasing
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This is version 9 of limit of nondecreasing sequence, born on 2007-12-08, modified 2008-01-04.
Object id is 10114, canonical name is NondecreasingSequenceWithUpperBound.
Accessed 609 times total.

Classification:
AMS MSC40-00 (Sequences, series, summability :: General reference works )

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Nondecreasing sequence with upper bound by pahio on 2007-12-08 15:47:45
I did not find this important theorem in PM, and therefore I wrote this entry. It were good if this entry had alternative titles -- for that one could more easily find it. Can someone propose alternative titles?
Jussi
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