Real AnalysisSequences and Their Limits

Writing ε–N Proofs

Work backward on scratch paper to find N in terms of ε; then write the proof forward: let ε > 0, choose N, take n ≥ N and show |aₙ − L| < ε.

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Finding an $N$ for one $\varepsilon$, as in the definition, is a computation. A proof must handle every $\varepsilon > 0$ at once, so $N$ becomes a formula in $\varepsilon$. Every ε–N proof is written in two passes: scratch work backward, then a clean argument forward.

Key idea

Scratch work (not part of the proof): simplify $|a_n - L|$, bound it by something simple like $\frac{C}{n}$, and solve $\frac{C}{n} < \varepsilon$ to see that $N > \frac{C}{\varepsilon}$ will do. The proof: "Let $\varepsilon > 0$. Choose an integer $N > \frac{C}{\varepsilon}$. Let $n \ge N$. Then $|a_n - L| \le \frac{C}{n} \le \frac{C}{N} < \varepsilon$."

Why it works

The order of the sentences follows the order of the quantifiers in the definition: for every $\varepsilon$ (let $\varepsilon > 0$), there is an $N$ (choose it, using only $\varepsilon$), such that for all $n \ge N$ (let $n \ge N$), the inequality holds (the estimate). The scratch work runs the other way, starting from the inequality we want, which is why it cannot be handed in as a proof: it assumes what it is trying to show. Replacing $|a_n - L|$ by a simpler upper bound is allowed and makes the algebra easy; the bound only has to be true and to go to $0$.

Model proof. Claim: $\frac{3n + 1}{n + 2} \to 3$. Scratch: $\left|\frac{3n + 1}{n + 2} - 3\right| = \frac{5}{n + 2} < \frac{5}{n}$, and $\frac{5}{n} < \varepsilon$ when $n > \frac{5}{\varepsilon}$. Proof. Let $\varepsilon > 0$. By the Archimedean property choose an integer $N > \frac{5}{\varepsilon}$. For every $n \ge N$, $\left|\frac{3n + 1}{n + 2} - 3\right| = \frac{5}{n + 2} < \frac{5}{n} \le \frac{5}{N} < \varepsilon$. $\blacksquare$

The proof's choice $N > \frac{5}{\varepsilon}$ for $\frac{3n + 1}{n + 2} \to 3$: try several $\varepsilon$ and check that $N = \frac{5}{\varepsilon}$ (rounded up) always lands in the green.

Worked examples

Worked example: Simplify, then bound

For $a_n = \frac{2n - 7}{n + 4}$ and $L = 2$, find a constant $C$ with $|a_n - L| < \frac{C}{n}$, and write the choice of $N$.
  1. $a_n - 2 = \frac{2n - 7 - 2n - 8}{n + 4} = \frac{-15}{n + 4}$, so $|a_n - 2| = \frac{15}{n + 4}$.
  2. Dropping the $4$ makes the denominator smaller and the fraction bigger: $\frac{15}{n + 4} < \frac{15}{n}$. So $C = 15$.
  3. Choose an integer $N > \frac{15}{\varepsilon}$.

Answer: $C = 15$, $N > \frac{15}{\varepsilon}$.

Worked example: A bound that needs care

For $a_n = \frac{n}{n^{2} + 1}$ and $L = 0$, find a simple bound and the choice of $N$.
  1. $\left|\frac{n}{n^{2} + 1}\right| = \frac{n}{n^{2} + 1} < \frac{n}{n^{2}} = \frac{1}{n}$.
  2. So $N > \frac{1}{\varepsilon}$ works: for $n \ge N$, $|a_n| < \frac{1}{n} \le \frac{1}{N} < \varepsilon$.

Answer: $|a_n| < \frac{1}{n}$; choose $N > \frac{1}{\varepsilon}$.

Common mistake

Handing in the scratch work. "Suppose $\frac{5}{n + 2} < \varepsilon$; then $n > \frac{5}{\varepsilon} - 2$, so the limit is $3$" starts from the conclusion. Another common slip is an $N$ that depends on $n$ (like "choose $N = n + 1$"): $N$ must be fixed before $n$ is chosen, from $\varepsilon$ alone. And a proof that picks $\varepsilon = 0.01$ proves the inequality for that one $\varepsilon$, not convergence.

Practice

Pass with 3 right answers, the last 2 in a row. Each right answer earns 3 XP.

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Sources and further reading

  • Jiří Lebl, Basic Analysis I: Introduction to Real Analysis, section 2.1 (examples of limits)
  • MIT OpenCourseWare 18.100A Real Analysis, lecture notes on convergent sequences (proof examples)
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