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Here is a homework question, TRUE/FALSE:

$$\lim_{n\to\infty}a_n=a\Longleftrightarrow$$

  1. $\forall\varepsilon>0,\ \exists N\in\mathbb{Z^+},\ \text{whenever}\ n>N\Rightarrow|a_n-a|<\varepsilon$. Answer: TRUE

  2. $\exists N\in\mathbb{Z^+},\forall\varepsilon>0,\ \ \text{whenever}\ n>N\Rightarrow|a_n-a|<\varepsilon$. Answer: FALSE

I am confused that what is difference between 1 & 2 (or say why No.2 is wrong)?
Thanks!

zhaoyin
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6 Answers6

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The first statement is the definition of convergence of the sequence $\{a_n\}$ to $a$; no matter how close you want the terms in the sequence to get to $a$ (i.e. within $\varepsilon$), after finitely many terms (i.e. $N$ of them), the sequence will stay that close.

The second statement says that after finitely many terms (i.e. $N$ of them) the sequence satisfies $|a_n - a| < \varepsilon$ for every $\varepsilon > 0$. This is equivalent to saying that, after the first $N$ terms, $a_n = a$, i.e. the sequence is eventually constant. This is not equivalent to convergence because not every convergent sequence is eventually constant (but every eventually constant sequence is convergent, so the second statement implies $\lim\limits_{n\to\infty}a_n = a$, but it is not equivalent to it). For example, the sequence given by $a_n = \frac{1}{n}$ converges to $0$ but it is not eventually constant.

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    Nice explanation. – mvw Jun 04 '14 at 12:43
  • Yes, my teacher says that No.2 is $a_n=a$ but it does not equal to $lim_{n\to\infty}a_n=a$. – zhaoyin Jun 04 '14 at 12:43
  • @52145208 Regarding the first part of your statement: the sequence elements $a_n$ are equal to $a$ for $n > N$ for the second definition. Regarding the second part: no, in that case it should have the limit value $a$. The counter argument for the second definitions is that it would not be valid for convergent series, which are non-constant and such series exist, as Michael pointed out with his example. – mvw Jun 04 '14 at 12:52
  • I am confused that "why it is constant sequence based on the second statement"? – zhaoyin Jun 04 '14 at 13:12
  • @52145208: For every $n > N$, $|a_n - a| < \varepsilon$ for every $\varepsilon > 0$. The only non-negative number which is less than $\varepsilon$ for every $\varepsilon > 0$, is zero. So the condition implies $|a_n - a| = 0$, so $a_n - a = 0$ and therefore $a_n = a$. Therefore, $a_n = a$ for every $n > N$; that is, $a_n$ is eventually constant. – Michael Albanese Jun 04 '14 at 13:17
  • If a non-negative number is smaller than any given positive $\varepsilon$, then it must be zero. Very important for the whole Weierstraß Epsilontik. – mvw Jun 04 '14 at 13:46
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Note that $N$ is often dependent on the value of $\varepsilon$, $$ N = N(\varepsilon) $$ not "one size (of $N$) fits all ($\varepsilon$ challenges)".

mvw
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In the first case you are saying that for every $\epsilon > 0$ there is $N \in \mathbb{Z}^+$ so that the rest holds. In the second case you're saying there is an $N \in \mathbb{Z}^+$ so that $\forall \epsilon > 0$ the following holds.

If this distinction isn't clear think about $a_n = \frac{1}{n}$. For the first definition it's clear that $N = \lfloor \frac{1}{\epsilon} \rfloor +1$ so that the following holds, but if we consider the second definition there is never a single $N$ so that the statement holds for all $\epsilon > 0$. If you want a proof of that then assume there does exist such an $N$ i.e. $$ \forall \epsilon > 0 \; \frac{1}{n} < \epsilon \; \forall n \ge N $$ but what if $\epsilon = \frac{1}{2N}$, then it should hold that $$ \frac{1}{N} < \frac{1}{2N} $$ but this is surely a contradiction.

DanZimm
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  • This example is quite good! Do you mean that the second statement is $\varepsilon$ based on $N$ but the correct answer should be $N$ based on $\varepsilon$? – zhaoyin Jun 04 '14 at 13:11
  • Yes exactly! the order of the statements really matter. Just wait until you get to uniform continuity! – DanZimm Jun 04 '14 at 13:14
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Note: the order in which we apply quantifiers does matter.

More generally, let $P(x,y)$ be some property of $x,y$: $$\exists x: \forall y \ P(x,y) \nLeftrightarrow \forall y, \exists x: P(x,y).$$

e.g. consider the following two statements, for simplicity, to show that this isn't the case:

$S_1: \forall x \in \mathbb{R}, \exists y \in \mathbb{R}:y>x$ (i.e. for every real number $x$, there is some other real number $y$ which is bigger than $x$). This is true.

Now let's swap the order of the quantifiers:

$S_2: \exists y \in \mathbb{R}: \forall x \in \mathbb{R}, y>x$ (i.e. there exists some real number $y$ which is bigger than all real numbers). This is false (as $\mathbb{R}$ is unbounded above).

This example shows that changing the order in which we apply quantifiers affects the statement.

The same idea applies in your case.

beep-boop
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The first is the correct statement. It says: no matter how small $\epsilon$ is, you can always choose a large enough $N$ so that every $a_n$ is within $\epsilon$ of $a$ whenever $n>N$. The second statement says something quite different. It says that if I hand you some large integer $N$, then no matter how small $\epsilon$ is, $a_n$ is within $\epsilon$ of $a$ whenever $n>N$. This second statement is plainly false. For example, after I give you $N$, simply choose $\epsilon$ to be smaller than some difference $|a_n-a|$ for $n>N$.

rogerl
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  • It is false in general, but for certain convergent series, like constant sequences, it is true. – mvw Jun 04 '14 at 13:52
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The second statement says, in effect, that there comes a point beyond which all the terms of the sequence are exactly equal to $a$.

Barry Cipra
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