CHAPTER 01 · MA-0350

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Sequences

Let \(0<x<1\), then

\[x = 0,\bar{a_{1}}\bar{a_{2}}\bar{a_{3}}\dots\]

Let \(x_{1} = 10x\), then \(0<x_{1} <10\). If \(0 \leq x_{1} <1\), then the first decimal digit is given by \(a_{1} = 0\). If not, iterate to find the natural number \(0 \leq n_{1} \leq 9\) such that \(n_{1} \leq x_{1} < n_{1} + 1.\) Then \(0 \leq a_{1}=n_{1} \leq 9 \quad \text{(1)}\).

Now take \(x_{2} = 10(x_{1}-n_{1})\). Note that \(0\leq x_{2} < 10\). Take \(a_{2} = n_{2}\), where \(n_{2}\) is such that \(n_{2}\leq x_{2} \leq n_{2}+1.\) From (1), we have that

\[\begin{aligned} n_{1} &\leq 10x < n_{1} + 1\\ \implies \frac{n_{1}}{10} &\leq x < \frac{n_{1}}{10}+\frac{1}{10} \\ \implies 0 &\leq x-\frac{n_{1}}{10} < \frac{1}{10}. \end{aligned}\]

Moreover,

\[\begin{aligned} &n_{2} \leq 10(x_{1}-n_{1}) < n_{2} + 1\\ \implies & \frac{n_{2}}{10} \leq x_{1}-n_{1} < \frac{n_{2}}{10}+\frac{1}{10} \\ \implies & n_{1}+\frac{n_{2}}{10} \leq x_{1} < n_{1} + \frac{n_{2}}{10} + \frac{1}{10} \\ \implies & n_{1}+\frac{n_{2}}{10} \leq 10x < n_{1} + \frac{n_{2}}{10} + \frac{1}{10} \\ \implies & \frac{n_{1}}{10}+\frac{n_{2}}{100} \leq x < \frac{n_{1}}{10} + \frac{n_{2}}{100} + \frac{1}{100} \\ \implies& 0\leq x -\frac{n_{1}}{10} -\frac{n_{2}}{100} < \frac{1}{10^{2}}. \end{aligned}\]

Iterating the process, we obtain

\[0\leq n_{1},n_{2},n_{3},...,n_{k} \leq 9,\]

with

\[\frac{n_{1}}{10} +\frac{n_{2}}{10^{2}}+\frac{n_{3}}{10^{3}} + \dots + \frac{n_{k}}{10^{k}} \leq x \leq \frac{n_{1}}{10} +\frac{n_{2}}{10^{2}}+\frac{n_{3}}{10^{3}} + \dots + \frac{n_{k}}{10^{k}} + \frac{1}{10^{k}}.\]

Let \(x_{k+1} = 10(x_{k}-n_{k})\). Then there exists \(n_{k+1} \in \mathbb{N}\) such that \(n_{k+1} \leq x_{k+1} < n_{k+1} +1,\) with \(0\leq n_{k+1} \leq 9.\) Since

\[0 \leq \underbrace{ x-\frac{n_{1}}{10}-\frac{n_{2}}{10^{2}} - \frac{n_{3}}{10^{3}} - \dots - \frac{n_{k}}{10^{k}} }_{ y_{1} } < \frac{1}{10^{k}},\]

we have that \(0 \leq 10^{k+1} y_{1} < 10\). Then \(x_{k+1} = 10^{k+1}y_{1}\). We know that \(n_{k+1} \leq x_{k+1} < n_{k+1} +1,\), so

\[\begin{aligned} & n_{k+1} \leq 10^{k+1}\left( x-\frac{n_{1}}{10}-\frac{n_{2}}{10^{2}}-\frac{n_{3}}{10^{3}}-\dots-\frac{n_{k}}{10^{k}} \right) < n_{k+1}+1\\ \implies & 0 \leq x-\frac{n_{1}}{10}-\frac{n_{2}}{10^{2}}-\frac{n_{3}}{10^{3}}-\dots-\frac{n_{k}}{10^{k}} - \frac{n_{k+1}}{10^{k+1}} < \frac{1}{10^{k+1}}. \end{aligned}\]

Conclude by induction that \(x - \left( \frac{n_{1}}{10} + \frac{n_{2}}{10^{2}} +\frac{n_{3}}{10^{3}} +\dots+ \frac{n_{k}}{10^{k}} \right) < \frac{1}{10^{k}}\). Sequences are born in order to approximate numbers.

Sequences

Definition (Real-valued sequence)

A sequence in \(\mathbb{R}\) (denoted \(\{x_{n}\}_{n=1}^\infty\)) is a function \(\underset{n \to x_{n}}{f:\mathbb{N} \to \mathbb{R}}\).

Definition (Convergence)

We say that a sequence \(\{x_{n}\}_{n=1}^\infty\) converges to \(L\) \((\lim_{ n \to \infty } x_{n} = L)\), denoted by \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} L\), if for every \(\varepsilon > 0\) there exists \(N \in \mathbb{N}\) such that for every \(n \geq N\), \(\lvert x_{n}-L \rvert < \varepsilon\).

Example

Given \(x \in (0,1)\), there exists \(x_{m} = \sum_{i=1}^{m} \frac{n_{i}}{10^{i}}\) satisfying \(\lvert x-x_{m} \rvert < \frac{1}{10^{m}}\). Let \(\varepsilon > 0\) be fixed and arbitrary. Take \(N = \left\lceil \log_{10}\left( \frac{1}{\varepsilon} \right) \right\rceil\). Let \(n \geq N\) be fixed and arbitrary. Note that

\[\log_{10} \left( \frac{1}{\varepsilon} \right) \leq M \leq n\] \[\implies\quad\frac{1}{\varepsilon} \leq 10^{n}\] \[\implies \frac{1}{10^{n}} \leq \varepsilon\] \[\implies \lvert x_{n} - x \rvert < \frac{1}{10^{n}} \leq \varepsilon.\]

Conclude that \(\lim_{ n \to \infty } x_{n} = x\).

Theorem (Uniqueness of the limit)

Let \(\{x_{n}\}_{n=1}^\infty\) be a sequence such that \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} \ell_{1}\) and \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} \ell_{2}\). Then \(\ell_{1} = \ell_{2}\).

Proof: Suppose for the sake of contradiction that \(\ell_{1} \neq \ell_{2}\). Consider

\[0 < \lvert \ell_{2} - \ell_{2} \rvert \leq \lvert \ell_{1}-x_{n} \rvert + \lvert x_{n}-\ell_{2} \rvert.\]

Take \(\varepsilon = \frac{\lvert \ell_{1}-\ell_{2} \rvert}{2}\). Then there exists \(N \in \mathbb{N}\) such that \(\lvert \ell_{1}-x_{n} \rvert < \varepsilon\) and \(\lvert x_{n} - \ell_{2} \rvert < \varepsilon\) for \(n \geq N\). Hence,

\[0 < \lvert \ell_{1} - \ell_{2} \rvert \leq \lvert x_{n}-\ell_{1} \rvert + \lvert x_{n} - \ell_{2} \rvert < 2\varepsilon = \lvert \ell_{1} - \ell_{2} \rvert. \quad (\Rightarrow\!\Leftarrow)\]

Theorem (Boundedness)

Let \(\{x_{n}\}_{n=1}^\infty\) be such that \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} L\). Then \(\{x_{n}\}_{n=1}^\infty\) is bounded.

Proof: Take \(\varepsilon = 1\). Then there exists \(N \in \mathbb{N}\) such that \(\lvert x_{n}-1 \rvert < 1\) for \(n \geq N\), that is,

\[L -1 < x_{n} <L+1 \implies \lvert x_{n} \rvert < \max\{\lvert L+1 \rvert , \lvert L-1 \rvert \}.\]

Take \(M = \max \{\lvert x_{1} \rvert\ , \lvert x_{2} \rvert,\dots,\lvert x_{N} \rvert, \lvert L-1 \rvert, \lvert L+1 \rvert\}\). Then \(\lvert x_{n} \rvert \leq M\) for every \(n \in \mathbb{N}\).

Corollary

Let \(\{x_{n}\}_{n=1}^\infty\) be an unbounded sequence. Then \(\{x_{n}\}_{n=1}^\infty\) is divergent.

Proof: This follows directly from the contrapositive of the theorem.

Example

Let \(b>1\) and let \(y_{n} = b^{n}\) for \(n \geq 0\). Assume that there exists \(M \in \mathbb{R}\) such that \(b^{n} \leq M\) for every \(n \in \mathbb{N}\). By Bernoulli’s inequality, we have that \(1 + n(b-1) \leq b^{n} \leq M\). But this implies that \(n \leq \frac{M-1}{b-1}\) for every \(n \in \mathbb{N}\), that is, that the sequence \(\{n_{}\}_{n=1}^\infty\) is bounded \((\Rightarrow\!\Leftarrow)\).

Definition (Cauchy sequence)

Let \(\{x_{n}\}_{n=1}^\infty \subseteq \mathbb{R}\). We say that the sequence is Cauchy if for every \(\varepsilon>0\) there exists \(N_{0} \in \mathbb{N}\) such that \(\lvert x_{n}-x_{m} \rvert < \varepsilon\) for all \(n,m \geq N_{0}\).

Theorem (Convergence implies Cauchy)

Let \(\{x_{n}\}_{n=1}^\infty\) be a sequence such that \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} L \in \mathbb{R}\). Then \(\{x_{n}\}_{n=1}^\infty\) is Cauchy.

Proof: Assume that \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} L\). Then, given \(\varepsilon > 0\), there exists \(N_{0} \in \mathbb{N}\) such that \(\lvert x_{n} - L \rvert > \frac{\varepsilon}{2}\) for every \(n \geq N_{0}\). Let \(n,m \geq N_{0}\) be fixed and arbitrary. Then

\[\lvert x_{n} - x_{m} \rvert \leq \lvert x_{n} - L \rvert + \lvert x_{m} - L \rvert < \varepsilon.\]

Conclude that \(\{x_{n}\}_{n=1}^\infty\) is Cauchy.

Corollary

If \(\{x_{n}\}_{n=1}^\infty\) is not Cauchy, then it does not converge.

Example

Let \(z_{n} = (-1)^{n}\). Note that

\[z_{n} = \begin{cases} 1 \quad\text{if $n$ is even} \\ -1 \quad\text{if $n$ is odd} \end{cases}\]

Let \(0 < \varepsilon <2\) and \(N_{0} \in \mathbb{N}\). Take \(n = 2N_{0} > N_{0}\) and \(m = 2N_{0}+1>N_{0}\). Then \(\lvert x_{n} - x_{m}\rvert = 2 > \varepsilon\). Therefore \(\{z_{n}\}_{n=1}^\infty\) is not Cauchy and diverges.

Definition (Divergence to infinity)

Let \(\{x_{n}\}_{n=1}^\infty\) be a sequence. We say that it diverges to infinity, denoted by \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} \infty\) (\(\lim_{ n \to \infty } x_{n} = \infty\)), if for every \(\alpha > 0\) there exists \(N \in \mathbb{N}\) such that \(x_{n} > \alpha\) for every \(n \geq N\). In the same way, \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} -\infty\) if for every \(\beta >0\) there exists \(N \in \mathbb{N}\) such that \(x_{n} < -\beta\) for every \(n \geq N\).

Example

If \(b>1\) and \(y_{n} = b^{n}\), then \(y_{n} \underset{n \rightarrow \infty}{\longrightarrow}\infty\). \(\underset{}{\sup}\)

Theorem (Monotone convergence)

Let \(\{x_{n}\}_{n=1}^\infty \subseteq \mathbb{R}\).

  1. If \(\{x_{n}\}_{n=1}^\infty\) is decreasing and bounded below, then \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} \underset{n \in \mathbb{N}}{\inf} x_{n}\).
  2. If \(\{x_{n}\}_{n=1}^\infty\) is increasing and bounded above, then \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} \underset{n \in \mathbb{N}}{\sup} x_{n}\).

Proof of 2: Assume that \(\{x_{n}\}_{n=1}^\infty\) is increasing and bounded above. Take \(L = \underset{n \in \mathbb{N}}{\sup} x_{n}\) and \(\varepsilon >0\) fixed and arbitrary. By the definition of the supremum, there exists \(N \in \mathbb{N}\) such that \(L - \varepsilon < x_{N} \leq L\). Take \(n \geq N\), then \(x_{n} \geq x_{N}\). Hence \(L - \varepsilon < x_{N} \leq x_{n} \leq L\). Therefore, conclude that \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow}L\). The proof of 1. is analogous.

Example

Consider \(z_{n} = a^{n}\) with \(0<a<1\). Note that \(a < 1\), so \(a^{n+1} < a^{n}\). Let \(L = \underset{n \in \mathbb{N}}{\inf} z_{n}\). Take \(\varepsilon>0\). By the definition of the infimum, we know that there exists \(N_{1} \in \mathbb{N}\) such that \(L \leq a^{N_{1}} < L + \varepsilon\). Let \(n \geq N_{1}\). Then \(L \leq a^{n} < a^{N_{1}} < L + \varepsilon\), i.e. \(\lvert a^{n}-L \rvert < \varepsilon\). Therefore \(z_{n} \underset{n \rightarrow \infty}{\longrightarrow}L\). We will now prove that \(L = 0\). To that end, suppose for the sake of contradiction that \(L>0\), that is, that for every \(n \in \mathbb{N}\), \(0 < L < a^{n}\). Then \(\left( \frac{1}{a} \right)^{n} < \frac{1}{L}\), a contradiction since \(\frac{1}{a} > 1\) and in that case the sequence diverges to \(\infty\).

Theorem (Algebraic properties of the limit)

Let \(\{x_{n}\}_{n=1}^\infty\) and \(\{y_{n}\}_{n=1}^\infty\) be sequences in \(\mathbb{R}\) such that \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow}\ell_{1}\) and \(y_{n} \underset{n \rightarrow \infty}{\longrightarrow}\ell_{2}\). Then:

  1. \(x_{n} + y_{n} \underset{n \rightarrow \infty}{\longrightarrow} \ell_{1} + \ell_{2}\).
  2. \(x_{n}y_{n} \underset{ \rightarrow \infty}{\longrightarrow} \ell_{1} \ell_{2}\).
  3. If \(y_{n} \neq 0\) for every \(n \in \mathbb{N}\) and \(\ell_{2} \neq 0\), then \(\frac{1}{y_{n}} \underset{n \rightarrow \infty}{\longrightarrow} \frac{1}{\ell_{2}}\).

Proof of 3: We know that \(\ell_{2} \neq 0\). Let \(\varepsilon > 0\) be fixed and arbitrary. Then there exists \(N_{1} \in \mathbb{N}\) such that

\[\begin{aligned} &\lvert y_{n} \rvert - \lvert \ell_{2} \rvert \leq \lvert y_{n}-\ell_2 \rvert < \varepsilon \leq \\ \implies & \lvert l_{2}\rvert - \varepsilon < \lvert y_{n} \rvert. \end{aligned}\]

I take \(\varepsilon = \frac{\lvert l_{2} \rvert}{2}\), so \(\lvert y_{n} \rvert \geq\lvert l_{2} \rvert - \varepsilon \geq \lvert \ell_{2} \rvert - \frac{\lvert l_{2} \rvert}{2} = \frac{\lvert \ell_{2} \rvert}{2}\) for \(n \geq N_{1}\), that is, \(\frac{1}{\lvert y_{n} \rvert} \leq \frac{2}{\lvert \ell_{2} \rvert}\). Then, for \(n\geq N_{1}\), we have that

\[\left\lvert \frac{1}{y_{n}} - \frac{1}{\ell_{2}} \right\rvert = \frac{\lvert \ell_{2} - y_{n} \rvert }{\lvert y_{n} \rvert \lvert \ell_{2} \rvert } \leq \frac{\lvert \ell_{2}-y_{n} \rvert }{\lvert \ell_{2} \rvert} \frac{2}{\lvert \ell_{2} \rvert }.\]

Let \(N_{2} \in \mathbb{N}\) be such that \(\lvert y_{n} - \ell_{2} \rvert < \frac{\varepsilon \lvert \ell_{2} \rvert}{2}\). Then, for \(n \geq \max\{N_{1}, N_{2}\}\), we have that

\[\left\lvert \frac{1}{y_{n}} - \frac{1}{\ell_{2}} \right\rvert = \frac{\lvert y_{n}-\ell_{2} \rvert }{\lvert y_{n} \rvert \lvert \ell_{2} \rvert } \leq \frac{2\lvert y_{n}-\ell_{2} \rvert }{\lvert \ell_{2} \rvert ^{2}} < \frac{\varepsilon \lvert \ell_{2} \rvert ^{2}}{2} \frac{2}{\lvert \ell_{2} \rvert ^{2}} = \varepsilon.\]

Conclude that \(\frac{1}{y_{n}} \underset{n \rightarrow \infty}{\longrightarrow} \frac{1}{\ell_{2}}\).

Theorem (Limits and continuous functions)

Let \(\{x_{n}\}_{n=1}^\infty\) be such that \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} L\) and let \(f:(a,b) \to \mathbb{R}\) be continuous with \(L \in (a,b)\). Then \(f(x_{n}) \underset{n \rightarrow \infty}{\longrightarrow} f(L)\).

Proof: Given \(\varepsilon>0\), there exists \(\delta > 0\) such that if \(\lvert x-L \rvert < \delta\) then \(\lvert f(x) - f(L) \rvert < \varepsilon\). Since \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} L\), there exists \(N_{0}\) such that \(\lvert x_{n} - L\rvert < \delta\) if \(n \geq N_{0}\). Hence, for every \(n \geq N_{0}\), \(\lvert x_{n} - L \rvert < \delta\) and consequently \(\lvert f(x_{n}) - f(L) \rvert < \varepsilon\).

Example

\(\sqrt{ 1+\frac{2}{1+\frac{1}{n}}} \underset{n \rightarrow \infty}{\longrightarrow} \sqrt{ 3 }\). Note that:

\[\frac{1}{n} \underset{n \rightarrow \infty}{\longrightarrow} 0\] \[\implies 1+\frac{1}{n} \underset{n \rightarrow \infty}{\longrightarrow} 1\]

since \(1+x\) is continuous on \(\mathbb{R}\),

\[\implies \frac{2}{1+\frac{1}{n}} \underset{n \rightarrow \infty}{\longrightarrow} 2\]

since \(\frac{2}{x}\) is continuous on \((0,+\infty)\),

\[\implies \sqrt{ 1 + \frac{2}{1+\frac{1}{n}} } \underset{n \rightarrow \infty}{\longrightarrow} \sqrt{ 3 },\]

since \(\sqrt{ 1+x }\) is continuous on \((0,+\infty)\).

Example

Compute \(\lim_{ n \to \infty } k - \sqrt{ k^{2}-k }\).

Note that

\[\begin{aligned} x_{k} &= \frac{(k-\sqrt{ k^{2}-k })(k+\sqrt{ k^{2}-k })}{k + \sqrt{ k^{2}-k }} \\ &= \frac{k^{2} - (\sqrt{ k^{2}-k })^{2}}{k + \sqrt{ k^{2}-k }} \\ &= \frac{k}{k+\sqrt{ k^{2}-k }} \\ &= \frac{1}{1 + \sqrt{ 1-\frac{1}{k}}}. \end{aligned}\]

Then

\[x_{k} = \frac{1}{1+\sqrt{ 1-\frac{1}{k} }} \underset{n \rightarrow \infty}{\longrightarrow} \frac{1}{2}.\]

Example

Compute \(\lim_{ n \to \infty } \ln(n^{2}-1) - \ln(n(n-1))\).

Note that

\[\begin{aligned} \ln(n^{2}-1) - \ln(n(n-1)) &= \ln\left(\frac{n^{2}-1}{n(n-1)}\right) \\ &= \ln\left( \frac{(n+1)(n-1)}{n(n-1)} \right) \\ &= \ln\left( \frac{n+1}{n} \right) \\ &= \ln\left( 1 + \frac{1}{n} \right) \underset{n \rightarrow \infty}{\longrightarrow} \ln(1) = 0. \end{aligned}\]

Recursive sequences

Example

Let \(\{a_{n}\}_{n=1}^\infty\) be such that \(a_{0} = 1\) and \(a_{n+1} = \sqrt{ 1+a_{n} }\). Prove that it converges and compute its limit.

Proof: First, we will prove by induction that \(\{a_{n}\}_{n=1}^\infty\) is increasing, i.e., \(a_{n+1} \geq a_{n}\) for every \(n \in \mathbb{N}\). Base case: For \(n = 0\), \(a_{1} = \sqrt{ 2 } \geq 1 = a_{0}\). This proves the base case. Inductive step: Suppose as the inductive hypothesis that \(a_{m+1} \geq a_{m}\) for some fixed and arbitrary \(m \in \mathbb{N}\). We must show that \(a_{m+2} \geq a_{m+1}\). From the inductive hypothesis:

\[\begin{aligned} a_{m+1} &\geq a_{m} \\ 1 + a_{m+1} &\geq 1+a_{m} \\ a_{m+2} = \sqrt{ 1 + a_{m+1} } &\geq \sqrt{ 1 + a_{m} } = a_{m+1}. \end{aligned}\]

This proves the inductive step. Conclude that \(\{a_{n}\}_{n=1}^\infty\) is increasing. We will now prove that it is bounded above. In particular, we will prove by induction that for every \(n \in \mathbb{N}\), \(a_{n} \leq 2\). Base case: For \(n=0\), \(a_{0} = 1 \leq 2\). This proves the base case. Inductive step: Suppose as the inductive hypothesis that \(a_{m} \leq 2\) for some fixed and arbitrary \(m \in \mathbb{N}\). We must show that \(a_{m+1} \leq 2\). From the inductive hypothesis:

\[\begin{aligned} a_{m} &\leq 2 \\ 1 + a_{m} &\leq 3\\ a_{m+1} = \sqrt{ 1 + a_{m} } &\leq \sqrt{3} < 2. \end{aligned}\]

This proves the inductive step. Conclude that \(\{a_{n}\}_{n=1}^\infty\) is bounded. Then, by the monotone convergence theorem, conclude that \(\{a_{n}\}_{n=1}^\infty\) converges. Let \(L = \lim_{ n \to \infty } a_{n}\). Then

\[\begin{aligned} a_{n+1} &= \sqrt{ 1 + a_{n} } \\ \implies \lim_{ n \to \infty } a_{n+1} &=\lim_{ n \to \infty } \sqrt{1 + a_{n}} \\ \implies L &= \sqrt{ 1 + L } \\ \implies L^{2}-L-1 &= 0 \\ \implies L &= \frac{1+\sqrt{ 5 }}{2}. \end{aligned}\]

Example

Let \(x_{n} = \frac{x_{n-1}+1}{3} = \frac{x_{n-1}}{3} + \frac{1}{3}\) for \(n \geq 1\) and \(x_{0} = x\). Note that

\[\begin{aligned} x_{1} &= \frac{x}{3}+\frac{1}{3} \\ x_{2} &= \frac{ \frac{x+1}{3}}{3} + \frac{1}{3} = \frac{x}{3^{2}} + \frac{1}{3^{2}} +\frac{1}{3} \\ x_{3} &= \frac{x}{3^{3}} + \frac{1}{3^{3}} + \frac{1}{3^{2}} + \frac{1}{3}. \end{aligned}\]

In general, one can show by induction that

\[x_{n} = \frac{x}{3^{n}} + \frac{1}{3^{n}} + \frac{1}{3^{n-1}} + \dots + \frac{1}{3}.\]

Now, if \(a \neq 1\), \(1+a+a^{2}+\dots+a^{n} = \frac{1-a^{n+1}}{1-a}\). Then

\[x_{n} = \frac{x}{3^{n}} + \frac{ 1-\left( \frac{1}{3} \right)^{n+1} }{\frac{2}{3}} - 1 = \frac{x}{3^{n}} + \frac{3}{2}\left( 1-\left( \frac{1}{3} \right)^{n+1} \right) -1.\]

Therefore \(x_{n} \underset{n \rightarrow \infty}{\longrightarrow} \frac{1}{2}\).

Theorem (Convergence under permutation)

Let \(\phi: \mathbb{N} \to\mathbb{N}\) be a bijection and let \(\{a_{n}\}_{n=0}^\infty\) be such that \(\sum_{n=0}^\infty \lvert a_{n} \rvert\) converges. Then \(\sum_{n=0}^\infty a_{\phi(n)}\) converges and moreover \(\sum_{n=0}^\infty a_{\phi_{n}} = \sum_{n=0}^\infty a_{n}\).

Proof: Define

\[S_{k} = \sum_{n=0}^{k} a_{n}, \quad \tilde{S}_{k} = \sum_{n=0}^{k} \lvert a_{n} \rvert, \quad U_{k} = \sum_{n=0}^{k} a_{\phi(n)}.\]

We know that \(\sum_{n=0}^\infty \lvert a_{n} \rvert\) converges. Then, given \(\varepsilon>0\), there exists \(N\) such that \(\lvert \tilde{S}_{n} - \tilde{S}_{m} \rvert < \varepsilon\) for all \(m\geq n\geq N\). Then

\[\lvert a_{n+1} \rvert + \lvert a_{n+2} \rvert +\dots+ \lvert a_{m} \rvert < \varepsilon.\]

We must show that \(\lim_{ k \to \infty } S_{k} = \ell = \lim_{ k \to \infty } U_{k}\). Take \(N_{1}\) such that \(\lvert S_{k} - \ell \rvert < \varepsilon\) if \(k \geq N_{1}\). Since \(\phi\) is a bijection, we know that for every \(m \in \mathbb{N}\) there exists \(n_{m}\) such that \(\phi(n_{m})\). Take \(M = \max \phi^{-1}[\{ 1,\dots,N \}]\). Then \(\{ 1,\dots,N \} \subseteq \{ \phi(1),\dots,\phi(M) \}\). Then, for \(m\geq M\), \(k \geq N\), we have that

\[\lvert U_{m} - S_{k} \rvert \leq \lvert a_{N+1} \rvert +\dots+\lvert a_{\ell} \rvert < \varepsilon.\]