Definition: Let (xn)n∈N be a sequence of real numbers. We say that
n→∞limxn=y
when, for all ε>0, there exists an N, such that for all n≥N,∣xn−y∣≤ε.
Another important idea: a subsequence must converge to the same limit. For instance, I mentioned in class that we can prove the following.
Proposition: Let (xn) be a sequence, and let α:N→N be strictly increasing. If (xn) converges, then
n→∞limxα(n)=n→∞limxn.
We could prove this as follows.
Proof: Let y denote the limit of (xn). I claim that the sequence (xα(n)) converges to y. This means that, for any ϵ, there exists some nϵ such that n≥nϵ implies ∣xα(n)−y∣<ε. But indeed, let nε be such that n≥nϵ implies ∣xn−y∣<ϵ. This is guaranteed because (xn) converges to y. Because α is strictly increasing, we must have α(n)≥n for all n. In particular, if n≥nϵ, then α(n)≥n≥nϵ. We conclude that ∣xα(n)−y∣<ϵ, as desired. □
You may also prove that the same holds if α diverges to infinity, in the sense that for every n∈N, there exists some m∈N such that for all k≥m,α(k)≥n.
Proposition: Suppose that (un) converges to u and (vn) converges to v. Then (un+vn) converges to u+v.
At the end of the class I wrote a "textbook-style" proof that looked something like the following.
Proof: Let ϵ>0. We will find an nϵ such that
n≥nϵ⟹∣un+vn−(u+v)∣<ϵ.
Since un converges to u, there exists an nu such that
n≥nu⟹∣un−u∣<ϵ/2.
Similarly, since vn converges to v, there exists an nv such that
n≥nv⟹∣vn−v∣<ϵ/2.
Put nϵ=max{nu,nv}. Then, if n≥nϵ, in particular n≥nu and n≥nv. Applying the two guarantees above gives
∣un+vn−(u+v)∣=∣(un−u)+(vn−v)∣≤∣un−u∣+∣vn−v∣<ϵ/2+ϵ/2=ϵ,
as desired. □
Don't lose sight of the basic idea: if I can guarantee that un will get close to u and vn will get close to v, then un+vn will get close to u+v.
I also suggested the problem of proving that unvn converges to uv.