Section II.1

Computing Limits

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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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