Monotone Convergence Theorem (Real Analysis)


This proof is about Monotone Convergence Theorem in the context of Real Analysis. For other uses, see Monotone Convergence Theorem.

Theorem

Let $\sequence {x_n}$ be a bounded monotone sequence sequence in $\R$.

Then $\sequence {x_n}$ is convergent.


Increasing Sequence

Let $\sequence {x_n}$ be an increasing real sequence which is bounded above.


Then $\sequence {x_n}$ converges to its supremum.


Decreasing Sequence

Let $\sequence {x_n}$ be a decreasing real sequence which is bounded below.


Then $\sequence {x_n}$ converges to its infimum.


Graphical Illustration

The following diagram illustrates the :



Examples

Example: $\dfrac {n - 1} n$

The sequence $\sequence {a_n}_{n \mathop \ge 1}$ defined as:

$a_n = \dfrac {n - 1} n$

is convergent to the limit $1$.


Example: $x^n$ for $0 < x < 1$

Let $x \in \R$ such that $0 < x < 1$.

The sequence $\sequence {a_n}_{n \mathop \ge 1}$ defined as:

$a_n = x^n$

is convergent to the limit $0$.


Sources

  • 1953: Walter Rudin: Principles of Mathematical Analysis ... (previous): $3.14$
  • 1975: W.A. Sutherland: Introduction to Metric and Topological Spaces ... (previous) ... (next): $1$: Review of some real analysis: $\S 1.2$: Real Sequences: Theorem $1.2.6$
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