The relation: \begin{equation} a_{n+1} = a_n + e^{-a_n} (a_0 = 0) \end{equation} Does it converge or diverge?
I've been working on this on and off for about a year, and I think I've figured out a proof:
Proof:
You can easily rewrite the relation as the following sum: \begin{equation} a_{n+1} = \sum_{m=0}^{n}e^{-a_m} \end{equation} Thus the question of convergence of divergence boils down to figuring out if the following series converges or diverges: \begin{equation} a_{n+1} = \sum_{m=0}^{\infty}e^{-a_m} \end{equation} Now Raabe's Test states for an arbitrary series: \begin{equation} \sum_{m=0}^{\infty}b_m \end{equation} If: \begin{equation} \lim_{n\to\infty}\left|\frac{b_n}{b_{n+1}}\right| = 1 \end{equation} And setting: \begin{equation} R = \lim_{n\to\infty}n\left(\left|\frac{b_n}{b_{n+1}}\right|-1\right) \end{equation} If $R > 1$, that series converges. If $R < 1$ that series diverges.
Now applying that test to my relation: \begin{align*} \lim_{n\to\infty}\left|\frac{e^{-a_n}}{e^{-a_{n+1}}}\right| &= \lim_{n\to\infty}\frac{e^{a_{n+1}}}{e^{a_{n}}}\\ &= \lim_{n\to\infty}\frac{e^{a_{n} + e^{-a_n}}}{e^{a_{n}}}\\ &= \lim_{n\to\infty}e^{e^{-a_n}}\\ \end{align*} Assume $a_n$ diverges, i.e: \begin{equation} \lim_{n\to\infty}a_n = \infty \end{equation} Since: \begin{equation} \lim_{n\to\infty}e^{-n}= 0 \end{equation} Thus: \begin{equation} \lim_{n\to\infty}e^{e^{-a_n}}= e^0 = 1 \end{equation} Thus it fulfills the first condition of Raabe's Test. Now set $R$: \begin{equation} R = \lim_{n\to\infty}n\left(\left|\frac{a_n}{a_{n+1}}\right|-1\right) = \lim_{n\to\infty}n\left(e^{e^{-a_n}}-1\right) \end{equation} By a property of limits: \begin{equation} \lim_{n\to\infty}n\left(e^{e^{-a_n}}-1\right) = \lim_{n\to\infty}ne^{e^{-a_n}} - 1 \end{equation} And by the fact that the limit of a product is the product of the limits: \begin{equation} \lim_{n\to\infty}n\lim_{n\to\infty}e^{e^{-a_n}} - 1 = \lim_{n\to\infty}n - 1 \end{equation} Which is a divergent limit i.e: \begin{equation} \lim_{n\to\infty}n - 1 = \infty \end{equation} Therefore: \begin{equation} R > 1 \end{equation} Therefore the series converges. But since we assumed the series diverges, we have reached a contradiction and thus the series converges.
Is this proof correct?
Now please, I beg of you, could you please just point out the mistakes in my proof, and not solve the problem? This is a problem I work on when I'm bored or when I have free time to so pass time. So if my proof is incorrect, and you solve the problem, I'll have no problem to while my time away.
Now that you solved it, you can keep working on the problem to find a more elementary proof :)
– fjardon Sep 28 '17 at 07:22