Section II.3

Recurrent Sequences

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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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