Chapter II

Sequences

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Problem II.1.1

Let xn=1n∣∑1⩽k⩽n(−1)kk∣x_{n}=\frac{1}{\sqrt{n}}\left|\sum_{1 \leqslant k \leqslant n}(-1)^{k} \sqrt{k}\right|. Find lim⁡xn\lim x_{n}.

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Problem II.1.2

Find the limits

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(a)

lim⁡n→∞∑0⩽k⩽2n2−kcos⁡kn\lim_{n \rightarrow \infty } \sum_{0 \leqslant k \leqslant 2 n} 2^{-k} \cos \sqrt{\frac{k}{n}};

(b)

lim⁡n→∞∑0⩽k⩽2n2−nk/(n+k)\lim_{n \rightarrow \infty } \sum_{0 \leqslant k \leqslant 2 n} 2^{-n k /(n+k)}.

Problem II.1.3

Let Wn=∫0π/2sin⁡nxdx(n∈N)W_{n}=\int_{0}^{\pi / 2} \sin^{n} x d x(n \in \mathbb {N}).

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(a)

Using integration by parts, prove that

Wn=(n−1)!!n!!×{1 for odd n,π2 for even n. W_{n}=\frac{(n-1)!!}{n!!} \times \begin{cases} 1 & \text{ for odd } n, \\ \frac{\pi }{2} & \text{ for even } n . \end{cases}
(b)

Using the inequalities W2k+1<W2k<W2k−1W_{2 k+1}<W_{2 k}<W_{2 k-1}, obtain Wallis's formula

π=lim⁡1n((2n)!!(2n−1)!!)2. \pi =\lim \frac{1}{n}\left(\frac{(2 n)!!}{(2 n-1)!!}\right)^{2} .
Problem II.1.4

Let xn=n(n−1)!!n!!x_{n}=\sqrt{n} \frac{(n-1)!!}{n!!}. Find sup⁡xn,inf⁡xn,lim⁡‾xn,lim⁡‾xn\sup x_{n}, \inf x_{n}, \overline{\lim } x_{n}, \underline{\lim } x_{n}.

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Problem II.1.5

Let a∈Ra \in \mathbb {R} and xn=∑1⩽k⩽n(a+kn)nx_{n}=\sum_{1 \leqslant k \leqslant n}\left(\frac{a+k}{n}\right)^{n}. Find lim⁡xn\lim x_{n}.

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Problem II.1.6

Let Sn=∑1⩽k⩽n(kn)kS_{n}=\sum_{1 \leqslant k \leqslant n}\left(\frac{k}{n}\right)^{k}.

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(a)

Find the limit lim⁡Sn\lim S_{n}.

(b)

What is the nature of monotonicity of the sequence {Sn}\left\{ S_{n}\right\}?

(c)

Is it true that Sn⩽2S_{n} \leqslant 2 for every n∈Nn \in \mathbb {N}?

Problem II.1.7

Compute the limit

lim⁡1n(n+1)(n+2)…(n+n)n \lim \frac{1}{n} \sqrt[n]{(n+1)(n+2) \ldots (n+n)}
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Problem II.1.8

Let the sequence of natural numbers {kn}\left\{ k_{n}\right\} be such that knn→p,kn⩽n\frac{k_{n}}{n} \rightarrow p, k_{n} \leqslant n. Compute the limit lim⁡1nln⁡Cnkn\lim \frac{1}{n} \ln C_{n}^{k_{n}}.

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Problem II.1.9

Find the limits

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(a)

lim⁡∑0⩽k⩽2nkk2+n2\lim \sum_{0 \leqslant k \leqslant 2 n} \frac{k}{k^{2}+n^{2}};

(b)

lim⁡1n2∑0⩽k⩽nk(n−k)\lim \frac{1}{n^{2}} \sum_{0 \leqslant k \leqslant n} \sqrt{k(n-k)};

(c)

lim⁡∑0⩽k⩽2nkk+n2\lim \sum_{0 \leqslant k \leqslant 2 n} \frac{k}{k+n^{2}};

(d)

lim⁡∑n⩽k⩽2nsin⁡πk\lim \sum_{n \leqslant k \leqslant 2 n} \sin \frac{\pi }{k};

(e)

lim⁡∑1⩽k<n1k(n−k)\lim \sum_{1 \leqslant k<n} \frac{1}{\sqrt{k(n-k)}};

(f)

lim⁡∑1<k<n1(n−k)ln⁡k\lim \sum_{1<k<n} \frac{1}{(n-k) \ln k}.

Problem II.1.10

Let f∈C1([0,1])f \in C^{1}(\left[0,1\right]). Prove that

∑1⩽k⩽nf(kn)−n∫01f(x)dx⟶n→∞f(1)−f(0)2 \sum _{1 \leqslant k \leqslant n} f\left(\frac{k}{n}\right)-n \int _{0}^{1} f(x) d x \underset {n \rightarrow \infty }{\longrightarrow } \frac{f(1)-f(0)}{2}
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Problem II.1.11

Compute the limits of the sequences {xn}\left\{ x_{n}\right\} in the following cases:

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(a)

xn=n3n/2n!∏1⩽k⩽nsin⁡kn3/2x_{n}=\frac{n^{3 n / 2}}{n!} \prod_{1 \leqslant k \leqslant n} \sin \frac{k}{n^{3 / 2}};

(b)

xn=2nn∏1⩽k⩽nsin⁡πk2nx_{n}=\frac{2^{n}}{\sqrt{n}} \prod_{1 \leqslant k \leqslant n} \sin \frac{\pi k}{2 n}.

Problem II.1.12

Prove that

∏n⩾0(1−a2(n+b)2)=Γ2(b)Γ(b+a)Γ(b−a) \prod _{n \geqslant 0}\left(1-\frac{a^{2}}{(n+b)^{2}}\right)=\frac{\Gamma ^{2}(b)}{\Gamma (b+a) \Gamma (b-a)}

(a,b∈R,b≠0,b±a≠0,−1,−2,−3,…)(a, b \in \mathbb {R}, b \neq 0, b \pm a \neq 0,-1,-2,-3, \ldots ). Deduce from this that the fraction Γ(x+12)xΓ(x)\frac{\Gamma \left(x+\frac{1}{2}\right)}{\sqrt{x} \Gamma (x)} is increasing on the interval (0, +∞+\infty).

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Problem II.1.13

Find the limits

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(a)

lim⁡sin⁡(2πen!)\lim \sin (2 \pi e n!);

(b)

lim⁡nsin⁡(2πen!)\lim n \sin (2 \pi e n!);

(c)

lim⁡n2sin⁡(2πen!)\lim n^{2} \sin (2 \pi e n!);

(d)

lim⁡npsin⁡(π(2+1)n)\lim n^{p} \sin \left(\pi (\sqrt{2}+1)^{n}\right).

Problem II.1.14

Let the nondecreasing positive sequence {xn}\left\{ x_{n}\right\} have a finite limit aa. Prove that the convergence of the series ∑(a−xn)\sum \left(a-x_{n}\right) is equivalent to the relation x1⋅x2…xn∼Canx_{1} \cdot x_{2} \ldots x_{n} \sim C a^{n} for some C>0C>0.

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Problem II.1.15

See also [D]. Let a>0a>0 and xn=a+a+…+ax_{n}=\sqrt{a+\sqrt{a+\ldots +\sqrt{a}}} (nn radicals). Prove that

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(a)

xn→la=12(1+1+4a)x_{n} \rightarrow l_{a}=\frac{1}{2}(1+\sqrt{1+4 a});

(b)

la−xn∼Ca(2la)nl_{a}-x_{n} \sim \frac{C_{a}}{\left(2 l_{a}\right)^{n}} for some Ca>0C_{a}>0. What is C2C_{2} equal to?

Problem II.1.16

Let xn=6+6+…+6333x_{n}=\sqrt[3]{6+\sqrt[3]{6+\ldots +\sqrt[3]{6}}} (nn roots). Prove that 2−xn∼C(12)n2-x_{n} \sim \frac{C}{(12)^{n}} for some C>0C>0.

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Problem II.1.17

Let p>1p>1 and xn=1+1+…+1pppx_{n}=\sqrt[p]{1+\sqrt[p]{1+\ldots +\sqrt[p]{1}}} (nn roots). Prove that the sequence {xn}\left\{ x_{n}\right\} converges to the positive root of the equation xp−x−1=0x^{p}-x-1=0.

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Problem II.1.18
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(a)

Let p>1p>1 and let {cn}\left\{ c_{n}\right\} be a nonnegative sequence. Set αn=c1+c2+…+cnppp\alpha_{n}=\sqrt[p]{c_{1}+\sqrt[p]{c_{2}+\ldots +\sqrt[p]{c_{n}}}}. Prove that convergence of the sequence {αn}\left\{ \alpha_{n}\right\} is equivalent to boundedness above of the sequence {1pnln⁡cn}\left\{ \frac{1}{p^{n}} \ln c_{n}\right\}.

(b)

For which nonnegative sequences {cn}\left\{ c_{n}\right\} does the sequence {βn}\left\{ \beta_{n}\right\} converge, where βn=c1+c2+c3+…+cnn3\beta_{n}=c_{1}+\sqrt{c_{2}+\sqrt[3]{c_{3}+\ldots +\sqrt[n]{c_{n}}}}?

(c)

Let c>0c>0, and let {pn}\left\{ p_{n}\right\} be a sequence of numbers greater than one. Set γn=c+c+…+cpnp2p1\gamma_{n}=\sqrt[p_{1}]{c+\sqrt[p_{2}]{c+\ldots +\sqrt[p_{n}]{c}}}. Prove that convergence of the sequence {γn}\left\{ \gamma_{n}\right\} is equivalent to boundedness above of the sequence {ln⁡np1⋅p2⋯pn}\left\{ \frac{\ln n}{p_{1} \cdot p_{2} \cdots p_{n}}\right\}.

Problem II.1.19

Let αn=1+1+1+…n+2n+1n\alpha_{n}=\sqrt[n]{1+\sqrt[n+1]{1+\sqrt[n+2]{1+\ldots }}} (an infinite number of roots). Are these quantities finite? What is lim⁡αn\lim \alpha_{n}?

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Problem II.1.20

Prove that

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(a)

3=1+21+31+41+…3=\sqrt{1+2 \sqrt{1+3 \sqrt{1+4 \sqrt{1+\ldots }}}};

(b)

3=5+6+27+38+49+…3=\sqrt{5+\sqrt{6+2 \sqrt{7+3 \sqrt{8+4 \sqrt{9+\ldots }}}}};

(c)

cos⁡x=sin⁡2x2+cos⁡3x2sin⁡2x4+cos⁡3x4sin⁡2x8+…\cos x=\sqrt{\sin^{2} \frac{x}{2}+\cos \frac{3 x}{2} \sqrt{\sin^{2} \frac{x}{4}+\cos \frac{3 x}{4} \sqrt{\sin^{2} \frac{x}{8}+\ldots }}} for x∈[−π2,π2]x \in \left[-\frac{\pi }{2}, \frac{\pi }{2}\right];

(d)

9=3u2u4+u43u4u6+u63u6u8+…9=\sqrt{3 u_{2} u_{4}+u_{4} \sqrt{3 u_{4} u_{6}+u_{6} \sqrt{3 u_{6} u_{8}+\ldots }}}, where {un}\left\{ u_{n}\right\} is the sequence of Fibonacci numbers, i.e. u1=u2=1u_{1}=u_{2}=1 and un+1=un+un−1u_{n+1}=u_{n}+u_{n-1} for n⩾2n \geqslant 2;

(e)

2x2=2xT0T1+T12xT1T2+T22xT2T3+…2 x^{2}=\sqrt{2 x T_{0} T_{1}+T_{1} \sqrt{2 x T_{1} T_{2}+T_{2} \sqrt{2 x T_{2} T_{3}+\ldots }}} for x⩾1x \geqslant 1; here {Tn}\left\{ T_{n}\right\} is the sequence of values of the Chebyshev polynomials at the point xx (see problem I.2.20);

(f)

2=2+1⋅23+2⋅34+3⋅45+…33332=\sqrt[3]{2+1 \cdot 2 \sqrt[3]{3+2 \cdot 3 \sqrt[3]{4+3 \cdot 4 \sqrt[3]{5+\ldots }}}}.

Problem II.1.21

Let xn=1+2+…+nx_{n}=\sqrt{1+\sqrt{2+\ldots +\sqrt{n}}}. Prove that xn→a∈Rx_{n} \rightarrow a \in \mathbb {R} and a−xnn∼12en\sqrt[n]{a-x_{n}} \sim \frac{1}{2} \sqrt{\frac{e}{n}}.

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(a)
(b)
(c)
Problem II.1.22

Prove that xn→0x_{n} \rightarrow 0, if xn+1−12xn→0x_{n+1}-\frac{1}{2} x_{n} \rightarrow 0.

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Problem II.1.23
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(a)

Prove that lim⁡‾(x1+xn+1xn)n⩾e\overline{\lim }\left(\frac{x_{1}+x_{n+1}}{x_{n}}\right)^{n} \geqslant e for any positive sequence {xn}\left\{ x_{n}\right\}.

(b)

For any number x⩾ex \geqslant e exhibit a positive sequence {xn}\left\{ x_{n}\right\} such that (x1+xn+1xn)n→x\left(\frac{x_{1}+x_{n+1}}{x_{n}}\right)^{n} \rightarrow x.

Problem II.1.24

Prove that for any positive sequence tending to zero one can construct a majorizing convex sequence tending to zero (a sequence {xn}\left\{ x_{n}\right\} is called convex if xn⩽12(xn−1+xn+1)x_{n} \leqslant \frac{1}{2}\left(x_{n-1}+x_{n+1}\right) for n=2,3,…n=2,3, \ldots).

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Problem II.1.25
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(a)

Let a sequence of real numbers {xn}\left\{ x_{n}\right\} be such that xn+m⩽xn+xmx_{n+m} \leqslant x_{n}+x_{m} for all n,m∈Nn, m \in \mathbb {N}. Prove that xnn→inf⁡xmm\frac{x_{n}}{n} \rightarrow \inf \frac{x_{m}}{m}.

(b)

Let a sequence of complex numbers {xn}\left\{ x_{n}\right\} be such that ∣xn+m−xn−xm∣⩽A\left|x_{n+m}-x_{n}-x_{m}\right| \leqslant A for all n,m∈Nn, m \in \mathbb {N}. Prove that a finite limit C=lim⁡xnnC=\lim \frac{x_{n}}{n} exists, and ∣xnn−C∣⩽An\left|\frac{x_{n}}{n}-C\right| \leqslant \frac{A}{n}.

(c)

Describe all sequences of complex numbers {xn}\left\{ x_{n}\right\} satisfying the inequality ∣xn+m−xn−xm∣⩽1n+m\left|x_{n+m}-x_{n}-x_{m}\right| \leqslant \frac{1}{n+m} for all n,m∈Nn, m \in \mathbb {N}.

Problem II.1.26

Let a sequence of real numbers {xn}\left\{ x_{n}\right\} be such that xn+1−xn→0x_{n+1}-x_{n} \rightarrow 0. Prove that the set of its partial limits is an interval with endpoints lim⁡‾xn\overline{\lim } x_{n} and lim⁡‾xn\underline{\lim } x_{n}.

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Problem II.1.27
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(a)

Let a sequence of real numbers {xn}\left\{ x_{n}\right\} be such that xn+1+xn→0x_{n+1}+x_{n} \rightarrow 0. Prove that the set of its partial limits is either infinite or contains at most two points.

(b)

Prove that if the sequence {xn++xn+1+…+xn+100}\left\{ x_{n}+ +x_{n+1}+\ldots +x_{n+100}\right\} converges, then the set of partial limits of the sequence {xn}\left\{ x_{n}\right\} can be represented as the union Δ1∪…∪Δ101\Delta_{1} \cup \ldots \cup \Delta_{101}, where Δj\Delta_{j} are closed intervals (possibly degenerate or empty) in R‾\overline{\mathbb {R}}.

Problem II.1.28

Let {xn}\left\{ x_{n}\right\} be a sequence of real numbers such that for every C>1C>1 the limit lim⁡n→+∞x[Cn]\lim_{n \rightarrow +\infty } x_{\left[C^{n}\right]} exists. Prove that the sequence {xn}\left\{ x_{n}\right\} has a limit.

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Problem II.2.1

Let {xn}\left\{ x_{n}\right\} be a sequence of real numbers. Prove that 1n(x1+…+xn)→L\frac{1}{n}\left(x_{1}+\ldots +x_{n}\right) \rightarrow L if xn→Lx_{n} \rightarrow L. For finite LL the converse statement holds only under the condition

∑1<k⩽nk(xk−xk−1)=o(n). \sum _{1<k \leqslant n} k\left(x_{k}-x_{k-1}\right)=o(n) .
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Problem II.2.2

Let an⩾0a_{n} \geqslant 0 and An=a1+…+an→+∞A_{n}=a_{1}+\ldots +a_{n} \rightarrow +\infty. For an arbitrary sequence {xn}\left\{ x_{n}\right\} of real numbers put x~n=1An(a1x1++a2x2+…+anxn)\tilde{x}_{n}=\frac{1}{A_{n}}\left(a_{1} x_{1}+ +a_{2} x_{2}+\ldots +a_{n} x_{n}\right). Prove that

lim⁡‾xn⩽lim⁡‾x~n⩽lim⁡‾x~n⩽lim⁡‾xn. \underline{\lim } x_{n} \leqslant \underline{\lim } \tilde{x}_{n} \leqslant \overline{\lim } \tilde{x}_{n} \leqslant \overline{\lim } x_{n} .

In particular, x~n→a\tilde{x}_{n} \rightarrow a if xn→ax_{n} \rightarrow a (for an≡1a_{n} \equiv 1 this implies the first statement of problem 2.1).

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Problem II.2.3

Let yn−1<yny_{n-1}<y_{n} and lim⁡yn=+∞\lim y_{n}=+\infty. If a sequence of real numbers {xn}\left\{ x_{n}\right\} is such that the limit lim⁡xn−xn−1yn−yn−1==l∈R‾\lim \frac{x_{n}-x_{n-1}}{y_{n}-y_{n-1}}= =l \in \overline{\mathbb {R}} exists, then xnyn→l\frac{x_{n}}{y_{n}} \rightarrow l (the Stolz theorem — a discrete analogue of L'Hôpital's rule). Formulate and prove a similar statement for indeterminate forms of the type 00\frac{0}{0}.

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Problem II.2.4

Let a sequence of real numbers {xn}\left\{ x_{n}\right\} be such that xn−xn−2→0x_{n}-x_{n-2} \rightarrow 0. Prove that 1nxn→0\frac{1}{n} x_{n} \rightarrow 0.

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Problem II.2.5
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(a)

Give an example of a bounded divergent sequence {xn}\left\{ x_{n}\right\} such that xn+1−xn→0x_{n+1}-x_{n} \rightarrow 0.

(b)

Does there exist a bounded sequence {xn}\left\{ x_{n}\right\} such that xn+1−xn→0x_{n+1}-x_{n} \rightarrow 0, but the sequence {1n(x1+…+xn)}\left\{ \frac{1}{n}\left(x_{1}+\ldots +x_{n}\right)\right\} has no limit?

Problem II.2.6

Let α>0\alpha >0. Prove that

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(a)

∑1⩽k⩽n1k∼ln⁡n\sum_{1 \leqslant k \leqslant n} \frac{1}{k} \sim \ln n;

(b)

∑1⩽k⩽nkα−1∼nαα\sum_{1 \leqslant k \leqslant n} k^{\alpha -1} \sim \frac{n^{\alpha }}{\alpha };

(c)

∑k⩾n1kα+1∼1αnα\sum_{k \geqslant n} \frac{1}{k^{\alpha +1}} \sim \frac{1}{\alpha n^{\alpha }};

(d)

∑1⩽k⩽nkα−1ln⁡k∼nααln⁡n\sum_{1 \leqslant k \leqslant n} k^{\alpha -1} \ln k \sim \frac{n^{\alpha }}{\alpha } \ln n;

(e)

∑k⩾nln⁡kkα+1∼ln⁡nαnα\sum_{k \geqslant n} \frac{\ln k}{k^{\alpha +1}} \sim \frac{\ln n}{\alpha n^{\alpha }}.

Problem II.2.7

Prove that

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(a)

∑1⩽k⩽nkαk∼nαn(α>0)\sum_{1 \leqslant k \leqslant n} k^{\alpha k} \sim n^{\alpha n} \quad (\alpha >0);

(b)

∑k⩾nkαk∼nαn(α<0)\sum_{k \geqslant n} k^{\alpha k} \sim n^{\alpha n} \quad (\alpha <0);

(c)

∑1⩽k⩽nakk!∼ann!(a>0)\sum_{1 \leqslant k \leqslant n} a^{k} k!\sim a^{n} n!\quad (a>0);

(d)

∑1⩽k⩽n(k!)−α/k∼eα1−αn1−α(α<1)\sum_{1 \leqslant k \leqslant n}(k!)^{-\alpha / k} \sim \frac{e^{\alpha }}{1-\alpha } n^{1-\alpha } \quad (\alpha <1);

(e)

∑k⩾n(k!)−α/k∼eαα−1n1−α(α>1)\sum_{k \geqslant n}(k!)^{-\alpha / k} \sim \frac{e^{\alpha }}{\alpha -1} n^{1-\alpha } \quad (\alpha >1).

Problem II.2.8

Prove that

∑1⩽k⩽n1k=ln⁡n+γ+o(1). \sum _{1 \leqslant k \leqslant n} \frac{1}{k}=\ln n+\gamma +o(1) .

The number γ=0.5772…\gamma =0.5772 \ldots is called Euler's constant.

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Remark.
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The results of problems 2.8 and 2.9 play a large role in mathematical analysis. They will be used in the solution of many subsequent problems.

Problem II.2.9

Prove that

ln⁡n!=∑1⩽k⩽nln⁡k=(n+12)ln⁡n−n+C+o(1). \ln n!=\sum _{1 \leqslant k \leqslant n} \ln k=\left(n+\frac{1}{2}\right) \ln n-n+C+o(1) .

Using Wallis's formula (see 1.3 b)) prove that C=12ln⁡(2π)C=\frac{1}{2} \ln (2 \pi ). Deduce from this Stirling's formula

n!∼2πn(ne)n. n!\sim \sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n} .
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Remark.
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The results of problems 2.8 and 2.9 play a large role in mathematical analysis. They will be used in the solution of many subsequent problems.

Problem II.2.10

Refine the results of the two previous problems by proving that for all n∈Nn \in \mathbb {N} the following inequalities hold:

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(a)

ln⁡(n+12)+γ<1+12+…+1n<ln⁡(n+12)+γ+16(2n+1)2\ln \left(n+\frac{1}{2}\right)+\gamma <1+\frac{1}{2}+\ldots +\frac{1}{n}<\ln \left(n+\frac{1}{2}\right)+\gamma +\frac{1}{6(2 n+1)^{2}};

(b)

2πn(ne)ne112n+1<n!<2πn(ne)ne112n\sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n} e^{\frac{1}{12 n+1}}<n!<\sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n} e^{\frac{1}{12 n}}.

(c)

The following inequality gives even tighter bounds for nn!:

2πn(ne)n(1+112n)<n!<2πn(ne)n(1+112n+1288n2). \sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n}\left(1+\frac{1}{12 n}\right)<n!<\sqrt{2 \pi n}\left(\frac{n}{e}\right)^{n}\left(1+\frac{1}{12 n}+\frac{1}{288 n^{2}}\right) .
Problem II.2.11

Prove that as n→+∞n \rightarrow +\infty

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(a)

∑1⩽k⩽nkp=np+1p+1+αp+o(1)\sum_{1 \leqslant k \leqslant n} k^{p}=\frac{n^{p+1}}{p+1}+\alpha_{p}+o(1) (p∈(−1,0]);(p \in (-1,0]) ;

(b)

∑1⩽k⩽nkp=np+1p+1+np2+βp+o(1)\sum_{1 \leqslant k \leqslant n} k^{p}=\frac{n^{p+1}}{p+1}+\frac{n^{p}}{2}+\beta_{p}+o(1) (p∈(0,1]);(p \in (0,1]) ;

(c)

∑1⩽k⩽nkp=np+1p+1+np2+p12np−1+γp+o(1)\sum_{1 \leqslant k \leqslant n} k^{p}=\frac{n^{p+1}}{p+1}+\frac{n^{p}}{2}+\frac{p}{12} n^{p-1}+\gamma_{p}+o(1) (p∈(1,2])(p \in (1,2]).

Problem II.2.12

Prove that as n→+∞n \rightarrow +\infty

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(a)

∑1<k⩽n1kln⁡pk=1p+1ln⁡p+1n+Cp+o(1)(p>−1)\sum_{1<k \leqslant n} \frac{1}{k} \ln^{p} k=\frac{1}{p+1} \ln^{p+1} n+C_{p}+o(1) \quad (p>-1);

(b)

∑1<k⩽n1kln⁡k=ln⁡(ln⁡n)+C+o(1)\sum_{1<k \leqslant n} \frac{1}{k \ln k}=\ln (\ln n)+C+o(1);

(c)

∑1⩽k⩽n1k!k=eln⁡n+C′+o(1)\sum_{1 \leqslant k \leqslant n} \frac{1}{\sqrt[k]{k!}}=e \ln n+C^{\prime }+o(1).

Problem II.2.13

Prove that

∑1⩽k⩽nkln⁡k=(n2+n+16)ln⁡n2−14n2+C1+o(1),∑1⩽k⩽nln⁡k!=(n2+2n+12)ln⁡n2−3n24+(ln⁡2π2−1)n+C2+o(1). \begin{gathered} \sum _{1 \leqslant k \leqslant n} k \ln k=\left(n^{2}+n+\frac{1}{6}\right) \frac{\ln n}{2}-\frac{1}{4} n^{2}+C_{1}+o(1), \\ \sum _{1 \leqslant k \leqslant n} \ln k!=\left(n^{2}+2 n+\frac{1}{2}\right) \frac{\ln n}{2}-\frac{3 n^{2}}{4}+\left(\frac{\ln 2 \pi }{2}-1\right) n+C_{2}+o(1) . \end{gathered}
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Problem II.2.14

Let E={n1,n2,…}E=\left\{ n_{1}, n_{2}, \ldots \right\}, where n1<n2<…n_{1}<n_{2}<\ldots, be an infinite subset of N\mathbb {N}, and let Em={n∈E∣n⩽m}E_{m}=\left\{ n \in E \mid n \leqslant m\right\}. If the limit θ(E)=lim⁡1mcard⁡(Em)\theta (E)=\lim \frac{1}{m} \operatorname {card}\left(E_{m}\right) exists, it is called the density of the set EE (or the density of the sequence {nk}\left\{ n_{k}\right\}). Prove that

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(a)

θ(E)=lim⁡knk\theta (E)=\lim \frac{k}{n_{k}};

(b)

for any number α∈[0,1]\alpha \in [0,1] there exists a set E⊂NE \subset \mathbb {N} such that θ(E)=α\theta (E)=\alpha.

Problem II.2.15

Let {xn}\left\{ x_{n}\right\} be a sequence of real numbers. Prove that

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(a)

if xn→a∈Rx_{n} \rightarrow a \in \mathbb {R}, then 1n∑k=1n∣xk−a∣→0\frac{1}{n} \sum_{k=1}^{n}\left|x_{k}-a\right| \rightarrow 0;

(b)

if the relation 1n∑k=1n∣xk−a∣→0\frac{1}{n} \sum_{k=1}^{n}\left|x_{k}-a\right| \rightarrow 0 holds for some a∈Ra \in \mathbb {R}, then there exists a sequence {nk}\left\{ n_{k}\right\} of density 1 (see Problem 2.14) such that xnk→ax_{n_{k}} \rightarrow a;

(c)

if the sequence {xn}\left\{ x_{n}\right\} is bounded and xnk→ax_{n_{k}} \rightarrow a for some sequence {nk}\left\{ n_{k}\right\} of density 1, then 1n∑k=1n∣xk−a∣→0\frac{1}{n} \sum_{k=1}^{n}\left|x_{k}-a\right| \rightarrow 0.

Problem II.2.16

Let 0<an<10<a_{n}<1 for n∈Nn \in \mathbb {N}.

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(a)

Show by examples that the existence of one of the limits lim⁡1n(a1+…+an)\lim \frac{1}{n}\left(a_{1}+\ldots +a_{n}\right) and lim⁡1n(a12+…+an2)\lim \frac{1}{n}\left(a_{1}^{2}+\ldots +a_{n}^{2}\right) is not related to the existence of the other.

(b)

Suppose 1n(a1+…+an)→a\frac{1}{n}\left(a_{1}+\ldots +a_{n}\right) \rightarrow a and 1n(a12+…+an2)→b\frac{1}{n}\left(a_{1}^{2}+\ldots +a_{n}^{2}\right) \rightarrow b. Prove that a2⩽b⩽aa^{2} \leqslant b \leqslant a and that bb can take any value between a2a^{2} and aa.

Problem II.2.17

We call the periodic density of a set E⊂NE \subset \mathbb {N} the number lim⁡‾1mcard⁡(E~m)\underline{\lim } \frac{1}{m} \operatorname {card}\left(\widetilde{E}_{m}\right), where

E~m={n mod m∣n∈E} \widetilde{E}_{m}=\left\{ n \bmod m \mid n \in E\right\}

is the set of all possible remainders of numbers from EE upon division by mm.

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(a)

Prove that if the set EE has a density, then it does not exceed its periodic density.

(b)

Prove that a set with zero periodic density has zero density.

(c)

Give an example of a set with zero density whose periodic density equals one.

(d)

What is the periodic density of the set of all natural numbers representable as a sum of distinct terms of the form ±4k,k∈Z+\pm 4^{k}, k \in \mathbb {Z}_{+}?

Problem II.2.18

Prove that the periodic density of the set of prime numbers equals zero, and hence (see 2.17 b)), for π(n)\pi (n) (the number of primes not exceeding nn) the estimate π(n)=o(n)\pi (n)=o(n) holds (a more precise result is contained in Problem I.2.13).

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Problem II.2.19

Let E⊂RE \subset \mathbb {R},

n+(r)=sup⁡x∈Rcard⁡(E∩[x,x+r]),n−(r)=inf⁡x∈Rcard⁡(E∩[x,x+r])(r>0). \begin{aligned} & n_{+}(r)=\sup _{x \in \mathbb {R}} \operatorname {card}(E \cap [x, x+r]), \\ & n_{-}(r)=\inf _{x \in \mathbb {R}} \operatorname {card}(E \cap [x, x+r])(r>0) . \end{aligned}

Prove that if n+(r0)<∞n_{+}\left(r_{0}\right)<\infty for some r0>0r_{0}>0, then finite limits d±=lim⁡r→+∞n±(r)rd_{ \pm }=\lim_{r \rightarrow +\infty } \frac{n_{ \pm }(r)}{r} exist (the upper and lower densities of the set EE).

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Problem II.3.1

Let x0,x1∈R,xn+1=13(2xn+xn−1)(n∈N)x_{0}, x_{1} \in \mathbb {R}, x_{n+1}=\frac{1}{3}\left(2 x_{n}+x_{n-1}\right)(n \in \mathbb {N}). Prove that the limit lim⁡xn\lim x_{n} exists and find it.

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Problem II.3.2

Let x0,x1∈Rx_{0}, x_{1} \in \mathbb {R}. Prove that the limit lim⁡xn\lim x_{n} exists and compute it in the following cases:

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(a)

xn+1=(1−1n)xn+1nxn−1(n∈N)x_{n+1}=\left(1-\frac{1}{n}\right) x_{n}+\frac{1}{n} x_{n-1} \quad (n \in \mathbb {N});

(b)

xn+1=(1−12n)xn+12nxn−1(n∈N)x_{n+1}=\left(1-\frac{1}{2 n}\right) x_{n}+\frac{1}{2 n} x_{n-1} \quad (n \in \mathbb {N}).

Problem II.3.3

Let x1∈Rx_{1} \in \mathbb {R} and xn+1=(2+2n)xn−1(n∈N)x_{n+1}=\left(2+\frac{2}{n}\right) x_{n}-1 \quad (n \in \mathbb {N}).

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(a)

For which values of x1x_{1} does the sequence {xn}\left\{ x_{n}\right\} diverge? What is the asymptotic behavior of {xn}\left\{ x_{n}\right\}?

(b)

For which x1x_{1} does the sequence {xn}\left\{ x_{n}\right\} converge? What is the limit lim⁡xn\lim x_{n}?

Problem II.3.4

Let b∈R,an→a∈Rb \in \mathbb {R}, a_{n} \rightarrow a \in \mathbb {R} and xn+1=an+bxnx_{n+1}=a_{n}+b x_{n}. Prove that for any x1∈Rx_{1} \in \mathbb {R}

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(a)

xn→a1−bx_{n} \rightarrow \frac{a}{1-b}, if ∣b∣<1\left|b\right|<1;

(b)

xn→a1−bx_{n} \rightarrow \frac{a}{1-b}, if ∣b∣>1\left|b\right|>1 and x1+∑akbk=0x_{1}+\sum \frac{a_{k}}{b^{k}}=0;

(c)

xn∼Sbn−1x_{n} \sim S b^{n-1}, if ∣b∣>1\left|b\right|>1 and S=x1+∑akbk≠0S=x_{1}+\sum \frac{a_{k}}{b^{k}} \neq 0.

Problem II.3.5

Let the sequence {xn}\left\{ x_{n}\right\} and the number p∈Rp \in \mathbb {R} be such that xn+1⩽pxn+(1−p)xn−1x_{n+1} \leqslant p x_{n}+(1-p) x_{n-1} for all n=2,3,…n=2,3, \ldots Prove that if p>0p>0, then the limit lim⁡xn∈R‾\lim x_{n} \in \overline{\mathbb {R}} exists, while for p⩽0p \leqslant 0 this statement is false for some sequences.

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Problem II.3.6

Let the positive sequence {xn}\left\{ x_{n}\right\} and the number p∈Rp \in \mathbb {R} be such that xn+1⩽xnpxn−11−px_{n+1} \leqslant x_{n}^{p} x_{n-1}^{1-p} for n=2,3,…n=2,3, \ldots Prove that if p∈(0,2)p \in (0,2), then the sequence {xn}\left\{ x_{n}\right\} converges, while for p∉(0,2)p \notin (0,2) this statement is false for some sequences.

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Problem II.3.7

Let x1>0,xn+1=1nπxn(n∈N)x_{1}>0, x_{n+1}=\frac{1}{n^{\pi } x_{n}}(n \in \mathbb {N}). For which value of x1x_{1} is the sequence monotonic? What is the character of the monotonicity?

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Problem II.3.8

Let p>0p>0 and Lp=lim⁡xnL_{p}=\lim x_{n}, where {xn}\left\{ x_{n}\right\} is a sequence such that x1∈(0,1)x_{1} \in (0,1) and xn+1=xn+(xnn)px_{n+1}=x_{n}+\left(\frac{x_{n}}{n}\right)^{p} for all n∈Nn \in \mathbb {N}. Prove that Lp<+∞L_{p}<+\infty only for p>1p>1. How fast does the limit L2L_{2} grow if the first term of the sequence x1x_{1} approaches one?

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Problem II.3.9

In solving the equation x=1x+ax=\frac{1}{x}+a (aa a positive parameter) by the iteration method, a recurrent sequence xn=1xn−1+a,x0>0x_{n}=\frac{1}{x_{n-1}}+a, x_{0}>0 arises. Prove that the limit l=lim⁡xnl=\lim x_{n} exists, and find the asymptotics of the differences xn−lx_{n}-l.

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Problem II.3.10

In solving the equation x2−a=0x^{2}-a=0 (aa a positive parameter) by Newton's method, a recurrent sequence xn=12(xn−1+axn−1),x0>0x_{n}=\frac{1}{2}\left(x_{n-1}+\frac{a}{x_{n-1}}\right), x_{0}>0 arises. Prove that xn→ax_{n} \rightarrow \sqrt{a} and that "superconvergence" occurs here: xn−a∼Cq2nx_{n}-\sqrt{a} \sim C q^{2^{n}} for some q∈(0,1)q \in (0,1) and C>0C>0. What are CC and qq?

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Problem II.3.11
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(a)

Let f∈C([a,b])f \in C(\left[a, b\right]), with f(x)∈[a,b]f(x) \in [a, b] for all x∈[a,b]x \in [a, b]. Prove that the sequence {xn}\left\{ x_{n}\right\}, where x1∈[a,b],xn+1=1n(f(x1)+…+f(xn))x_{1} \in [a, b], x_{n+1}= \frac{1}{n}\left(f\left(x_{1}\right)+\ldots +f\left(x_{n}\right)\right), converges, and its limit x∗x^{*} is a fixed point of the function ff (i.e., f(x∗)=x∗f\left(x^{*}\right)=x^{*}).

(b)

Does an analogous statement hold in the two-dimensional case, when instead of a function continuous on an interval we consider a continuous map of some convex compact set in the plane (for example, a disk) into itself?

Problem II.3.12

Let f∈C([a,b])f \in C(\left[a, b\right]), with f(x)∈[a,b]f(x) \in [a, b] for all x∈[a,b]x \in [a, b]. Consider a sequence {xn}\left\{ x_{n}\right\} such that x1∈[a,b]x_{1} \in [a, b] and xn+1=(1−cn)xn+cnf(xn),cn∈(0,1)x_{n+1}= \left(1-c_{n}\right) x_{n}+c_{n} f\left(x_{n}\right), c_{n} \in (0,1) for all n∈Nn \in \mathbb {N}.

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(a)

Prove that if cn→0c_{n} \rightarrow 0, then the limit x∗=lim⁡xnx^{*}=\lim x_{n} exists. Can the condition cn→0c_{n} \rightarrow 0 be dropped?

(b)

If cn→0c_{n} \rightarrow 0 and ∑cn=+∞\sum c_{n}=+\infty, then x∗x^{*} is a fixed point of the function ff. Can the condition ∑cn=+∞\sum c_{n}=+\infty be dropped?

Problem II.3.13

Let a sequence {xn}\left\{ x_{n}\right\} of nonnegative numbers be such that xn⩽1n2(xn−1+xn−2)x_{n} \leqslant \frac{1}{n^{2}}\left(x_{n-1}+x_{n-2}\right) for n⩾3n \geqslant 3. Prove that xn=O(1n!)x_{n}=O\left(\frac{1}{n!}\right).

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Problem II.3.14

Let k∈N,An↑+∞k \in \mathbb {N}, A_{n} \uparrow +\infty and let {xn}\left\{ x_{n}\right\} be a nonnegative sequence such that

xn⩽1Ank(xn−1+xn−2+…+xn−k) x_{n} \leqslant \frac{1}{A_{n}^{k}}\left(x_{n-1}+x_{n-2}+\ldots +x_{n-k}\right)

for n>kn>k. Set Sn=1A1+…+1AnS_{n}=\frac{1}{A_{1}}+\ldots +\frac{1}{A_{n}}. Prove that

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(a)

xn=O(1A1A2…Ane(1+ε)Sn)x_{n}=O\left(\frac{1}{A_{1} A_{2} \ldots A_{n}} e^{(1+\varepsilon ) S_{n}}\right), where ε\varepsilon is an arbitrary positive number;

(b)

if ∑An−2<+∞\sum A_{n}^{-2}<+\infty, then xn=O(1A1A2…AneSn)x_{n}=O\left(\frac{1}{A_{1} A_{2} \ldots A_{n}} e^{S_{n}}\right).

Problem II.3.15

Let k∈N,An↑+∞k \in \mathbb {N}, A_{n} \uparrow +\infty and let {xn}\left\{ x_{n}\right\} be a nonnegative sequence such that

xn⩽1Ank(xn−1+xn−2+…+xn−k) x_{n} \leqslant \frac{1}{A_{n}^{k}}\left(x_{n-1}+x_{n-2}+\ldots +x_{n-k}\right)

for n>kn>k. Assume that An+1−An⩾δ>0A_{n+1}-A_{n} \geqslant \delta >0. Prove that

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(a)

if δ⩾2k(k−1)\delta \geqslant \frac{2}{k(k-1)}, then xn=O(1A1A2…An)x_{n}=O\left(\frac{1}{A_{1} A_{2} \ldots A_{n}}\right);

(b)

if δ<2k(k−1)\delta <\frac{2}{k(k-1)}, then xn=O(1A1A2…AnAnp)x_{n}=O\left(\frac{1}{A_{1} A_{2} \ldots A_{n}} A_{n}^{p}\right), where p=1k(1δ−k(k−1)2)>0p=\frac{1}{k}\left(\frac{1}{\delta }-\frac{k(k-1)}{2}\right)>0.

Problem II.3.16

Let k∈N,C>0k \in \mathbb {N}, C>0 and let {xn}\left\{ x_{n}\right\} be a nonnegative sequence such that

xn⩽Cknk(xn−1+xn−2+…+xn−k) x_{n} \leqslant \frac{C^{k}}{n^{k}}\left(x_{n-1}+x_{n-2}+\ldots +x_{n-k}\right)

for n>kn>k. Prove that xn=O(Cnn!np)x_{n}=O\left(\frac{C^{n}}{n!} n^{p}\right), where p=1k(C−k(k−1)2)p=\frac{1}{k}\left(C-\frac{k(k-1)}{2}\right). Verify that this estimate cannot be improved.

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Problem II.3.17

Let k∈N,An↑+∞,n(1−ln⁡An−1ln⁡An)→θ⩾0k \in \mathbb {N}, A_{n} \uparrow +\infty , n\left(1-\frac{\ln A_{n-1}}{\ln A_{n}}\right) \rightarrow \theta \geqslant 0 and let {xn}\left\{ x_{n}\right\} be a nonnegative sequence such that

xn=O(xn−1+…+xn−kAnk) for n>k. x_{n}=O\left(\frac{x_{n-1}+\ldots +x_{n-k}}{A_{n}^{k}}\right) \quad \text{ for } \quad n>k .

Prove that xn=O(An−βn)x_{n}=O\left(A_{n}^{-\beta n}\right), if 0<β<11+θ0<\beta <\frac{1}{1+\theta }.

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