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Hey guys I am kind of confused about these three terms.

How to prove if a sequence is convergent? How to prove the sup S or inf S exists? How to prove the limit of a sequence exists? How to show that a sequence is bounded?

To show that the limit exist, we can show that the sequence is decreasing/increasing and bounded. What about the rest? Thanks.

J.doe
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A sequence $x_n$ converges to some limit $L$ iff for every $\epsilon>0$, there is a $N\in\mathbb{N}$ such that if $n>N$, then $|x_n-L|<\epsilon$; that is, for any arbitrarily small positive $\epsilon$, you can find some natural number such that past that number, all the terms of the sequence are less than $\epsilon$ from the limit.

Alternatively, you can prove $x_n$ converges if $\forall\epsilon>0$, there is some natural number $N$ such that $m,n>N$ implies that $|x_n-x_m|<\epsilon$. This is called a Cauchy sequence. For real numbers, if a sequence is Cauchy, that is equivalent to saying it converges, so you can prove that a series has a limit even if you don't know what it is.

If you want to show that a sequence $x_n$ is bounded, just show that there is some $N$ such that $|x_n|\leq N$, for all $n$. The supremum is just the smallest upper bound of $x_n$; likewise, the infimum is the largest lower bound.

Matt G
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    What's the relation of them? l.e. if a sequence converges, can I say that it is bounded? or it must have a limit? – J.doe Feb 18 '16 at 04:44
  • If a sequence converges, then it has a limit. The two statements are equivalent. If a sequence converges, then it is bounded (but not vice versa). – Matt G Feb 18 '16 at 04:46