Exercise 3.17

Exercise 17: Fix α > 1 . Take x 1 > α , and define

x n + 1 = α + x n 1 + x n = x n + α x n 2 1 + x n .

  • Prove that x 1 > x 3 > x 5 > .
  • Prove that x 2 < x 4 < x 6 < .
  • Prove that lim x n = α .
  • Compare the rapidity of convergence of this process with the one described in Exercise 16.

Answers

(a) First we show that x n > α implies that 0 < x n + 1 < α . Since clearly α > 1 (since α > 1 ) we have

0 < 1 < α < x n 0 < α < x n 2 0 < α ( α 1 ) < x n 2 ( α 1 ) (since  α 1 > 0 ) 0 < α 2 α < α x n 2 x n 2 0 < x n 2 + α < α 2 + x n 2 < α x n 2 + α 0 < 2 α x n < α 2 + 2 α x n + x n 2 < α x n 2 + 2 α x n + α 0 < ( α + x n ) 2 < α ( x n + 1 ) 2 0 < α + x n < α ( x n + 1 ) (since all sides are  0 ) 0 < α + x n x n + 1 < α (since  x n + 1 > 0 ) 0 < x n + 1 < α .

Identical reasoning with the direction reversed shows that 0 < x n < α implies that x n + 1 > α . It follows immediately from these that x n > α if n is odd and 0 < x n < α if n is even.

Now for any n 1 we have

x n + 2 = α + x n + 1 1 + x n + 1 = α + α + x n 1 + x n 1 + α + x n 1 + x n = α ( 1 + x n ) + α + x n 1 + x n + α + x n = 2 α + α x n + x n α + 2 x n + 1 (1)

So supposing that n is odd we have

α < x n α < x n 2 (since both sides are  0 ) 2 α < 2 x n 2 2 α + α x n + x n < 2 x n 2 + α x n + x n = x n ( 2 x n + α + 1 ) 2 α + α x n + x n α + 2 x n + 1 < x n (since clearly  α + 2 x n + 1 > 0 ) x n + 2 < x n .

Thus we have shown that the subsequence of odd indices is monotonically decreasing as required.

(b) An identical derivation as that above with the direction reversed shows that the subsequence of even indices is monotonically increasing.

(c) Consider the subsequence of odd indices, i.e. { x k n } where k n = 2 n 1 for n 1 . We have shown above that this subsequence is bounded (above by x 1 and below by α ) and is monotonic. Therefore by Theorem 3.14 it converges. So let x = lim n x k n . Then also clearly lim n x k n + 1 = lim n x k n = x . So since k n + 1 = 2 ( n + 1 ) 1 = 2 n + 1 = ( 2 n 1 ) + 2 = k n + 2 by (1) we have

lim n x k n + 1 = lim n 2 α + α x k n + x k n α + 2 x k n + 1 = 2 α + α lim n x k n + lim n x k n α + 2 lim n x k n + 1 = 2 α + αx + x α + 2 x + 1 = x .

Solving this for x results in x = α . A similar argument for the subsequence of even indices, i.e. { x l n } where l n = 2 n for n 1 , shows that it also converges to α .

So consider any 𝜖 > 0 . Then there is an N where | x k n α | < 𝜖 for all n N . Likewise there is an M where | x l n α | < 𝜖 for all n M . So let L = max ( k N , l M ) and consider any n L . If n is odd then there is an m 1 where n = 2 m 1 = k m . We then have

n = 2 m 1 L k N = 2 N 1
2 m 2 N
m N

so that | x n α | = | x k m α | < 𝜖 . A similar argument shows that | x n α | < 𝜖 in the case when n is even as well. Thus we have shown that lim n x n = α by definition.

(d)

Lemma 3.17.1: If s n 0 for a real sequence { s n } then also

lim n ( s n ) n = 0 .

Proof: Consider any 𝜖 > 0 . If 𝜖 1 then is an N 1 such that | s n | < 1 for any n N . So consider any n N . We then have

| s n n 0 | = | s n n | = | s n | n < 1 n = 1 𝜖 .

If 𝜖 < 1 then 𝜖 n 𝜖 for n 1 . Also there is an N 1 such that | s n | < 𝜖 for all n N . So consider any n N , nothing that also n N 1 so that

| s n n 0 | = | s n n | = | s n | n < 𝜖 n 𝜖 .

So since 𝜖 was arbitrary we have shown that ( s n ) n 0 . □

Lemma 3.17.2: For 0 < ξ < 1 and positive real a

lim n ξ 2 n a n = 0 .

Proof: First consider any n 2 . Then by the Binomial Theorem we have

2 n = ( 1 + 1 ) n = k = 0 n ( n k ) = ( n 0 ) + ( n 1 ) + ( n 2 ) + > ( n 2 ) = n ! 2 ! ( n 2 ) ! = n ( n 1 ) 2 .

Since ξ < 1 and 2 n > n ( n 1 ) 2 it follows that for n 2

0 < ξ 2 n a n < ξ n ( n 1 ) 2 a n . (2)

But we have

ξ n ( n 1 ) 2 a n = ( ξ n 1 2 a ) n , (3)

and clearly, since | ξ | < 1 , by Theorem 3.20e

lim n ξ n 1 2 a = a lim n ξ n 1 2 = 0

so that by Lemma 3.17.1

lim n ( ξ n 1 2 a ) n = 0 .

The desired result then follows from (2), (3), and Theorem 3.19. □

To start the main argument let { y n } denote the sequence from Exercise 3.16 and { x n } denote the sequence from this exercise, setting y 1 = x 1 > α . We also define δ n = y n α and 𝜖 n = | x n α | , noting that the absolute value for 𝜖 n is necessary since it was shown in part a that x n < α for even n .

First we show that δ n 0 , which is straightforward given that it was shown in Exercise 3.16a that y n α :

lim n δ n = lim n ( y n α ) = lim n y n α = α α = 0

Next we show that there is an N 1 where δ N β < 1 , where again β = 2 α . This follows immediately from the fact that δ n 0 since this implies that there is an N 1 such that | δ n 0 | = | δ n | = δ n < β for all n N , since β > 0 . In particular δ N < β , from which it immediately follows that δ N β < 1 since β > 0 .

Now in Exercise 3.16b it was shown that δ n + 1 < δ n 2 β for all n 1 . Similar to the derivation that follows in Exercise 3.16b we claim that δ n β ( δ N β ) 2 n N for all n N , and to the surprise of no one we show this by induction. For n = N we have

δ n = δ N δ N = β δ N β = β ( δ N β ) 1 = β ( δ N β ) 2 0 = β ( δ N β ) 2 N N = β ( δ N β ) 2 n N .

Now assume that δ n β ( δ N β ) 2 n N . We then have

δ n + 1 δ n 2 β 1 β [ β ( δ N β ) 2 n N ] 2 = β 2 β ( δ N β ) 2 n N + 1 = β ( δ N β ) 2 ( n + 1 ) N .

Turning our attention to { x n } , we first claim that 𝜖 1 > 𝜖 2 . To see this we have

α < x 1 < 2 + x 1 α 1 < 1 + x 1 ( x 1 α ) ( α 1 ) < ( 1 + x 1 ) ( x 1 α ) (since  x 1 α > 0 ) α + α x 1 α x 1 < ( 1 + x 1 ) ( x 1 α ) α ( 1 + x 1 ) ( α + x 1 ) < ( 1 + x 1 ) ( x 1 α ) α α + x 1 1 + x 1 < x 1 α (since  1 + x 1 > 0 ) α x 2 < x 1 α 𝜖 2 < 𝜖 1 .

We also claim that 𝜖 n + 1 𝜖 n γ for any n 1 , where we have let

γ = α 1 1 + x 1

To see this consider any n 1 . If n is odd then we have

𝜖 n + 1 = | x n + 1 α | = α x n + 1 (since  n + 1  is even) = α α + x n 1 + x n = α + α x n α x n 1 + x n = ( α x n ) ( 1 α ) 1 + x n = ( x n α ) ( α 1 ) 1 + x n = 𝜖 n α 1 1 + x n 𝜖 n α 1 1 + x 1 = 𝜖 n γ , (since  n  is odd)

where we have used the fact that x n x 1 for all odd n 1 since the odd indexed sequence decreases monotonically as shown in part a. On the other hand if n is even then

𝜖 n + 1 = | x n + 1 α | = x n + 1 α (since  n + 1  is odd) = α + x n 1 + x n α = α + x n α α x n 1 + x n = ( α x n ) ( α 1 ) 1 + x n = 𝜖 n α 1 1 + x n (since  n  is even) 𝜖 n α 1 1 + x 1 = 𝜖 n γ ,

where we have used the fact that x n < α < x 1 for even n as shown in part a. So from this we can easily show that 𝜖 n 𝜖 1 γ n 1 for all n 1 by induction. For n = 1 we have

𝜖 n = 𝜖 1 𝜖 1 = 𝜖 1 1 = 𝜖 1 γ 0 = 𝜖 1 γ 1 1 = 𝜖 1 γ n 1 .

Now assume that 𝜖 n 𝜖 1 γ n 1 . Then we have

𝜖 n + 1 𝜖 n γ 𝜖 1 γ n 1 γ = 𝜖 1 γ n 1 + 1 = 𝜖 1 γ ( n + 1 ) 1 .

Since 0 < δ N β < 1 and γ > 0 , Lemma 3.17.2 implies that there is an M 1 where

( δ N β ) 2 m ( 1 γ ) m < γ N 1 𝜖 1 β

for all m M , noting that the right hand side is positive. So then let L = N + M and consider an arbitrary n L . Letting m = n N we clearly have n = m + N so that

n L
m + N N + M
m M .

Therefore we have

( δ N β ) 2 m ( 1 γ ) m < γ N 1 𝜖 1 β ( δ N β ) 2 m < γ m + N 1 𝜖 1 β (since  γ m > 0 ) β ( δ N β ) 2 m < 𝜖 1 γ m + N 1 (since  β > 0 ) β ( δ N β ) 2 n N < 𝜖 1 γ n N + N 1 β ( δ N β ) 2 n N < 𝜖 1 γ n 1

But since n L = N + M N 1 , by what was shown before and transitivity we have

δ n β ( δ N β ) 2 n N < 𝜖 1 γ n 1 𝜖 n

Thus we have shown that for all n L

δ n < 𝜖 n .

This shows that { y n } converges more rapidly than { x n } .

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2023-08-07 00:00
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