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I read a property about limit of sequences as:

suppose $ a_{n} \leq b_{n}, \lim _{n \rightarrow \infty } a_{n}=a, \lim _{n \rightarrow \infty } b_{n}=b $, then $a \leq b$.

I know a proof by contradiction and I am wondering how to prove this property directly? Thanks a lot!

2 Answers2

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Choose $\epsilon > 0$, then there is $N_0 \in \mathbb{N}$ such that $$ b_n < b+\epsilon \quad\forall n\geq N_0 $$ and $N_1 \in \mathbb{N}$ such that $$ a-\epsilon < a_n \quad\forall n\geq N_1 $$ So for $n= \max\{N_0, N_1\}$, one has $$ a-\epsilon < a_n \leq b_n < b+\epsilon $$ and so $$ a < b+2\epsilon \quad\forall \epsilon > 0 $$ and so $a\leq b$.

However, this last statement is usually proved using contradiction, so I'm not really sure if this satisfies your (rather stringent) conditions.

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$$b-a=\lim_{n\to\infty}b_n-\lim_{n\to\infty}a_n=\lim_{n\to\infty}(b_n-a_n)\geq\lim_{n\to\infty}0=0$$

Shuchang
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