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In mathematics, the limit of a sequence is the value that the terms of a sequence "tend to", and is often denoted using the symbol (e.g., ). If such a limit exists and is finite, the sequence is called convergent. A sequence that does not converge is said to be divergent. The limit of a sequence is said to be the fundamental notion on which the whole of mathematical analysis ultimately rests.
1 | 0.841471 |
2 | 0.958851 |
... | |
10 | 0.998334 |
... | |
100 | 0.999983 |
Limits can be defined in any metric or topological space, but are usually first encountered in the real numbers.
History
The Greek philosopher Zeno of Elea is famous for formulating paradoxes that involve limiting processes.
Leucippus, Democritus, Antiphon, Eudoxus, and Archimedes developed the method of exhaustion, which uses an infinite sequence of approximations to determine an area or a volume. Archimedes succeeded in summing what is now called a geometric series.
Grégoire de Saint-Vincent gave the first definition of limit (terminus) of a geometric series in his work Opus Geometricum (1647): "The terminus of a progression is the end of the series, which none progression can reach, even not if she is continued in infinity, but which she can approach nearer than a given segment."
Pietro Mengoli anticipated the modern idea of limit of a sequence with his study of quasi-proportions in Geometriae speciosae elementa (1659). He used the term quasi-infinite for unbounded and quasi-null for vanishing.
Newton dealt with series in his works on Analysis with infinite series (written in 1669, circulated in manuscript, published in 1711), Method of fluxions and infinite series (written in 1671, published in English translation in 1736, Latin original published much later) and Tractatus de Quadratura Curvarum (written in 1693, published in 1704 as an Appendix to his Optiks). In the latter work, Newton considers the binomial expansion of , which he then linearizes by taking the limit as tends to .
In the 18th century, mathematicians such as Euler succeeded in summing some divergent series by stopping at the right moment; they did not much care whether a limit existed, as long as it could be calculated. At the end of the century, Lagrange in his Théorie des fonctions analytiques (1797) opined that the lack of rigour precluded further development in calculus. Gauss in his study of hypergeometric series (1813) for the first time rigorously investigated the conditions under which a series converged to a limit.
The modern definition of a limit (for any there exists an index so that ...) was given by Bernard Bolzano (Der binomische Lehrsatz, Prague 1816, which was little noticed at the time), and by Karl Weierstrass in the 1870s.
Real numbers
In the real numbers, a number is the limit of the sequence , if the numbers in the sequence become closer and closer to , and not to any other number.
Examples
- If for constant , then .
- If , then .
- If when is even, and when is odd, then . (The fact that whenever is odd is irrelevant.)
- Given any real number, one may easily construct a sequence that converges to that number by taking decimal approximations. For example, the sequence converges to . The decimal representation is the limit of the previous sequence, defined by
- Finding the limit of a sequence is not always obvious. Two examples are (the limit of which is the number e) and the arithmetic–geometric mean. The squeeze theorem is often useful in the establishment of such limits.
Definition
We call the limit of the sequence , which is written
- , or
- ,
if the following condition holds:
- For each real number , there exists a natural number such that, for every natural number , we have .
In other words, for every measure of closeness , the sequence's terms are eventually that close to the limit. The sequence is said to converge to or tend to the limit .
Symbolically, this is:
- .
If a sequence converges to some limit , then it is convergent and is the only limit; otherwise is divergent. A sequence that has zero as its limit is sometimes called a null sequence.
Illustration
- Example of a sequence which converges to the limit
- Regardless which we have, there is an index , so that the sequence lies afterwards completely in the epsilon tube .
- There is also for a smaller an index , so that the sequence is afterwards inside the epsilon tube .
- For each there are only finitely many sequence members outside the epsilon tube.
Properties
Some other important properties of limits of real sequences include the following:
- When it exists, the limit of a sequence is unique.
- Limits of sequences behave well with respect to the usual arithmetic operations. If and exists, then
- provided
- For any continuous function , if exists, then exists too. In fact, any real-valued function is continuous if and only if it preserves the limits of sequences (though this is not necessarily true when using more general notions of continuity).
- If for all greater than some , then .
- (Squeeze theorem) If for all greater than some , and , then .
- (Monotone convergence theorem) If is bounded and monotonic for all greater than some , then it is convergent.
- A sequence is convergent if and only if every subsequence is convergent.
- If every subsequence of a sequence has its own subsequence which converges to the same point, then the original sequence converges to that point.
These properties are extensively used to prove limits, without the need to directly use the cumbersome formal definition. For example, once it is proven that , it becomes easy to show—using the properties above—that (assuming that ).
Infinite limits
A sequence is said to tend to infinity, written
- , or
- ,
if the following holds:
- For every real number , there is a natural number such that for every natural number , we have ; that is, the sequence terms are eventually larger than any fixed .
Symbolically, this is:
- .
Similarly, we say a sequence tends to minus infinity, written
- , or
- ,
if the following holds:
- For every real number , there is a natural number such that for every natural number , we have ; that is, the sequence terms are eventually smaller than any fixed .
Symbolically, this is:
- .
If a sequence tends to infinity or minus infinity, then it is divergent. However, a divergent sequence need not tend to plus or minus infinity, and the sequence provides one such example.
Metric spaces
Definition
A point of the metric space is the limit of the sequence if:
- For each real number , there is a natural number such that, for every natural number , we have .
Symbolically, this is:
- .
This coincides with the definition given for real numbers when and .
Properties
- When it exists, the limit of a sequence is unique, as distinct points are separated by some positive distance, so for less than half this distance, sequence terms cannot be within a distance of both points.
- For any continuous function f, if exists, then . In fact, a function f is continuous if and only if it preserves the limits of sequences.
Cauchy sequences
A Cauchy sequence is a sequence whose terms ultimately become arbitrarily close together, after sufficiently many initial terms have been discarded. The notion of a Cauchy sequence is important in the study of sequences in metric spaces, and, in particular, in real analysis. One particularly important result in real analysis is the Cauchy criterion for convergence of sequences: a sequence of real numbers is convergent if and only if it is a Cauchy sequence. This remains true in other complete metric spaces.
Topological spaces
Definition
A point of the topological space is a limit or limit point of the sequence if:
- For every neighbourhood of , there exists some such that for every , we have .
This coincides with the definition given for metric spaces, if is a metric space and is the topology generated by .
A limit of a sequence of points in a topological space is a special case of a limit of a function: the domain is in the space , with the induced topology of the affinely extended real number system, the range is , and the function argument tends to , which in this space is a limit point of .
Properties
In a Hausdorff space, limits of sequences are unique whenever they exist. This need not be the case in non-Hausdorff spaces; in particular, if two points and are topologically indistinguishable, then any sequence that converges to must converge to and vice versa.
Hyperreal numbers
The definition of the limit using the hyperreal numbers formalizes the intuition that for a "very large" value of the index, the corresponding term is "very close" to the limit. More precisely, a real sequence tends to L if for every infinite hypernatural , the term is infinitely close to (i.e., the difference is infinitesimal). Equivalently, L is the standard part of :
- .
Thus, the limit can be defined by the formula
- .
where the limit exists if and only if the righthand side is independent of the choice of an infinite .
Sequence of more than one index
Sometimes one may also consider a sequence with more than one index, for example, a double sequence . This sequence has a limit if it becomes closer and closer to when both n and m becomes very large.
Example
- If for constant , then .
- If , then .
- If , then the limit does not exist. Depending on the relative "growing speed" of and , this sequence can get closer to any value between and .
Definition
We call the double limit of the sequence , written
- , or
- ,
if the following condition holds:
- For each real number , there exists a natural number such that, for every pair of natural numbers , we have .
In other words, for every measure of closeness , the sequence's terms are eventually that close to the limit. The sequence is said to converge to or tend to the limit .
Symbolically, this is:
- .
The double limit is different from taking limit in n first, and then in m. The latter is known as iterated limit. Given that both the double limit and the iterated limit exists, they have the same value. However, it is possible that one of them exist but the other does not.
Infinite limits
A sequence is said to tend to infinity, written
- , or
- ,
if the following holds:
- For every real number , there is a natural number such that for every pair of natural numbers , we have ; that is, the sequence terms are eventually larger than any fixed .
Symbolically, this is:
- .
Similarly, a sequence tends to minus infinity, written
- , or
- ,
if the following holds:
- For every real number , there is a natural number such that for every pair of natural numbers , we have ; that is, the sequence terms are eventually smaller than any fixed .
Symbolically, this is:
- .
If a sequence tends to infinity or minus infinity, then it is divergent. However, a divergent sequence need not tend to plus or minus infinity, and the sequence provides one such example.
Pointwise limits and uniform limits
For a double sequence , we may take limit in one of the indices, say, , to obtain a single sequence . In fact, there are two possible meanings when taking this limit. The first one is called pointwise limit, denoted
- , or
- ,
which means:
- For each real number and each fixed natural number , there exists a natural number such that, for every natural number , we have .
Symbolically, this is:
- .
When such a limit exists, we say the sequence converges pointwise to .
The second one is called uniform limit, denoted
- ,
- ,
- , or
- ,
which means:
- For each real number , there exists a natural number such that, for every natural number and for every natural number , we have .
Symbolically, this is:
- .
In this definition, the choice of is independent of . In other words, the choice of is uniformly applicable to all natural numbers . Hence, one can easily see that uniform convergence is a stronger property than pointwise convergence: the existence of uniform limit implies the existence and equality of pointwise limit:
- If uniformly, then pointwise.
When such a limit exists, we say the sequence converges uniformly to .
Iterated limit
For a double sequence , we may take limit in one of the indices, say, , to obtain a single sequence , and then take limit in the other index, namely , to get a number . Symbolically,
- .
This limit is known as iterated limit of the double sequence. The order of taking limits may affect the result, i.e.,
- in general.
A sufficient condition of equality is given by the Moore-Osgood theorem, which requires the limit to be uniform in .
See also
- Limit point
- Subsequential limit
- Limit superior and limit inferior
- Limit of a function
- Limit of a sequence of sets
- Limit of a net
- Pointwise convergence
- Uniform convergence
- Modes of convergence
Notes
- Courant (1961), p. 29.
- Weisstein, Eric W. "Convergent Sequence". mathworld.wolfram.com. Retrieved 2020-08-18.
- Courant (1961), p. 39.
- Van Looy, H. (1984). A chronology and historical analysis of the mathematical manuscripts of Gregorius a Sancto Vincentio (1584–1667). Historia Mathematica, 11(1), 57-75.
- "Limits of Sequences | Brilliant Math & Science Wiki". brilliant.org. Retrieved 2020-08-18.
- Weisstein, Eric W. "Limit". mathworld.wolfram.com. Retrieved 2020-08-18.
- Dugundji 1966, pp. 209–210.
- Császár 1978, p. 61.
- Zeidler, Eberhard (1995). Applied functional analysis : main principles and their applications (1 ed.). New York: Springer-Verlag. p. 29. ISBN 978-0-387-94422-7.
- Zakon, Elias (2011). "Chapter 4. Function Limits and Continuity". Mathematical Anaylysis, Volume I. p. 223. ISBN 9781617386473.
- Habil, Eissa (2005). "Double Sequences and Double Series". Retrieved 2022-10-28.
Proofs
- Proof: Choose . For every ,
- Proof: choose (the floor function). For every , .
References
- Császár, Ákos (1978). General topology. Translated by Császár, Klára. Bristol England: Adam Hilger Ltd. ISBN 0-85274-275-4. OCLC 4146011.
- Dugundji, James (1966). Topology. Boston: Allyn and Bacon. ISBN 978-0-697-06889-7. OCLC 395340485.
- Courant, Richard (1961). "Differential and Integral Calculus Volume I", Blackie & Son, Ltd., Glasgow.
- Frank Morley and James Harkness A treatise on the theory of functions (New York: Macmillan, 1893)
External links
- "Limit", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
- A history of the calculus, including limits
This article needs additional citations for verification Please help improve this article by adding citations to reliable sources Unsourced material may be challenged and removed Find sources Limit of a sequence news newspapers books scholar JSTOR May 2017 Learn how and when to remove this message In mathematics the limit of a sequence is the value that the terms of a sequence tend to and is often denoted using the lim displaystyle lim symbol e g limn an displaystyle lim n to infty a n If such a limit exists and is finite the sequence is called convergent A sequence that does not converge is said to be divergent The limit of a sequence is said to be the fundamental notion on which the whole of mathematical analysis ultimately rests The sequence given by the perimeters of regular n sided polygons that circumscribe the unit circle has a limit equal to the perimeter of the circle i e 2p displaystyle 2 pi The corresponding sequence for inscribed polygons has the same limit n displaystyle n n sin 1n displaystyle n times sin left tfrac 1 n right 1 0 8414712 0 958851 10 0 998334 100 0 999983 As the positive integer n textstyle n becomes larger and larger the value n sin 1n textstyle n times sin left tfrac 1 n right becomes arbitrarily close to 1 textstyle 1 We say that the limit of the sequence n sin 1n textstyle n times sin left tfrac 1 n right equals 1 textstyle 1 Limits can be defined in any metric or topological space but are usually first encountered in the real numbers HistoryThe Greek philosopher Zeno of Elea is famous for formulating paradoxes that involve limiting processes Leucippus Democritus Antiphon Eudoxus and Archimedes developed the method of exhaustion which uses an infinite sequence of approximations to determine an area or a volume Archimedes succeeded in summing what is now called a geometric series Gregoire de Saint Vincent gave the first definition of limit terminus of a geometric series in his work Opus Geometricum 1647 The terminus of a progression is the end of the series which none progression can reach even not if she is continued in infinity but which she can approach nearer than a given segment Pietro Mengoli anticipated the modern idea of limit of a sequence with his study of quasi proportions in Geometriae speciosae elementa 1659 He used the term quasi infinite for unbounded and quasi null for vanishing Newton dealt with series in his works on Analysis with infinite series written in 1669 circulated in manuscript published in 1711 Method of fluxions and infinite series written in 1671 published in English translation in 1736 Latin original published much later and Tractatus de Quadratura Curvarum written in 1693 published in 1704 as an Appendix to his Optiks In the latter work Newton considers the binomial expansion of x o n textstyle x o n which he then linearizes by taking the limit as o textstyle o tends to 0 textstyle 0 In the 18th century mathematicians such as Euler succeeded in summing some divergent series by stopping at the right moment they did not much care whether a limit existed as long as it could be calculated At the end of the century Lagrange in his Theorie des fonctions analytiques 1797 opined that the lack of rigour precluded further development in calculus Gauss in his study of hypergeometric series 1813 for the first time rigorously investigated the conditions under which a series converged to a limit The modern definition of a limit for any e textstyle varepsilon there exists an index N textstyle N so that was given by Bernard Bolzano Der binomische Lehrsatz Prague 1816 which was little noticed at the time and by Karl Weierstrass in the 1870s Real numbersThe plot of a convergent sequence an is shown in blue Here one can see that the sequence is converging to the limit 0 as n increases In the real numbers a number L displaystyle L is the limit of the sequence xn displaystyle x n if the numbers in the sequence become closer and closer to L displaystyle L and not to any other number Examples If xn c displaystyle x n c for constant c textstyle c then xn c displaystyle x n to c If xn 1n displaystyle x n frac 1 n then xn 0 displaystyle x n to 0 If xn 1n displaystyle x n frac 1 n when n displaystyle n is even and xn 1n2 displaystyle x n frac 1 n 2 when n displaystyle n is odd then xn 0 displaystyle x n to 0 The fact that xn 1 gt xn displaystyle x n 1 gt x n whenever n displaystyle n is odd is irrelevant Given any real number one may easily construct a sequence that converges to that number by taking decimal approximations For example the sequence 0 3 0 33 0 333 0 3333 textstyle 0 3 0 33 0 333 0 3333 dots converges to 13 textstyle frac 1 3 The decimal representation 0 3333 textstyle 0 3333 dots is the limit of the previous sequence defined by 0 3333 limn k 1n310k displaystyle 0 3333 lim n to infty sum k 1 n frac 3 10 k Finding the limit of a sequence is not always obvious Two examples are limn 1 1n n displaystyle lim n to infty left 1 tfrac 1 n right n the limit of which is the number e and the arithmetic geometric mean The squeeze theorem is often useful in the establishment of such limits Definition We call x displaystyle x the limit of the sequence xn displaystyle x n which is written xn x displaystyle x n to x or limn xn x displaystyle lim n to infty x n x if the following condition holds For each real number e gt 0 displaystyle varepsilon gt 0 there exists a natural number N displaystyle N such that for every natural number n N displaystyle n geq N we have xn x lt e displaystyle x n x lt varepsilon In other words for every measure of closeness e displaystyle varepsilon the sequence s terms are eventually that close to the limit The sequence xn displaystyle x n is said to converge to or tend to the limit x displaystyle x Symbolically this is e gt 0 N N n N n N xn x lt e displaystyle forall varepsilon gt 0 left exists N in mathbb N left forall n in mathbb N left n geq N implies x n x lt varepsilon right right right If a sequence xn displaystyle x n converges to some limit x displaystyle x then it is convergent and x displaystyle x is the only limit otherwise xn displaystyle x n is divergent A sequence that has zero as its limit is sometimes called a null sequence Illustration Example of a sequence which converges to the limit a displaystyle a Regardless which e gt 0 displaystyle varepsilon gt 0 we have there is an index N0 displaystyle N 0 so that the sequence lies afterwards completely in the epsilon tube a e a e displaystyle a varepsilon a varepsilon There is also for a smaller e1 gt 0 displaystyle varepsilon 1 gt 0 an index N1 displaystyle N 1 so that the sequence is afterwards inside the epsilon tube a e1 a e1 displaystyle a varepsilon 1 a varepsilon 1 For each e gt 0 displaystyle varepsilon gt 0 there are only finitely many sequence members outside the epsilon tube Properties Some other important properties of limits of real sequences include the following When it exists the limit of a sequence is unique Limits of sequences behave well with respect to the usual arithmetic operations If limn an displaystyle lim n to infty a n and limn bn displaystyle lim n to infty b n exists thenlimn an bn limn an limn bn displaystyle lim n to infty a n pm b n lim n to infty a n pm lim n to infty b n limn can c limn an displaystyle lim n to infty ca n c cdot lim n to infty a n limn an bn limn an limn bn displaystyle lim n to infty a n cdot b n left lim n to infty a n right cdot left lim n to infty b n right limn anbn limn anlimn bn displaystyle lim n to infty left frac a n b n right frac lim limits n to infty a n lim limits n to infty b n provided limn bn 0 displaystyle lim n to infty b n neq 0 limn anp limn an p displaystyle lim n to infty a n p left lim n to infty a n right p dd For any continuous function f textstyle f if limn xn displaystyle lim n to infty x n exists then limn f xn displaystyle lim n to infty f left x n right exists too In fact any real valued function f textstyle f is continuous if and only if it preserves the limits of sequences though this is not necessarily true when using more general notions of continuity If an bn displaystyle a n leq b n for all n displaystyle n greater than some N displaystyle N then limn an limn bn displaystyle lim n to infty a n leq lim n to infty b n Squeeze theorem If an cn bn displaystyle a n leq c n leq b n for all n displaystyle n greater than some N displaystyle N and limn an limn bn L displaystyle lim n to infty a n lim n to infty b n L then limn cn L displaystyle lim n to infty c n L Monotone convergence theorem If an displaystyle a n is bounded and monotonic for all n displaystyle n greater than some N displaystyle N then it is convergent A sequence is convergent if and only if every subsequence is convergent If every subsequence of a sequence has its own subsequence which converges to the same point then the original sequence converges to that point These properties are extensively used to prove limits without the need to directly use the cumbersome formal definition For example once it is proven that 1 n 0 displaystyle 1 n to 0 it becomes easy to show using the properties above that ab cn ab displaystyle frac a b frac c n to frac a b assuming that b 0 displaystyle b neq 0 Infinite limits A sequence xn displaystyle x n is said to tend to infinity written xn displaystyle x n to infty or limn xn displaystyle lim n to infty x n infty if the following holds For every real number K displaystyle K there is a natural number N displaystyle N such that for every natural number n N displaystyle n geq N we have xn gt K displaystyle x n gt K that is the sequence terms are eventually larger than any fixed K displaystyle K Symbolically this is K R N N n N n N xn gt K displaystyle forall K in mathbb R left exists N in mathbb N left forall n in mathbb N left n geq N implies x n gt K right right right Similarly we say a sequence tends to minus infinity written xn displaystyle x n to infty or limn xn displaystyle lim n to infty x n infty if the following holds For every real number K displaystyle K there is a natural number N displaystyle N such that for every natural number n N displaystyle n geq N we have xn lt K displaystyle x n lt K that is the sequence terms are eventually smaller than any fixed K displaystyle K Symbolically this is K R N N n N n N xn lt K displaystyle forall K in mathbb R left exists N in mathbb N left forall n in mathbb N left n geq N implies x n lt K right right right If a sequence tends to infinity or minus infinity then it is divergent However a divergent sequence need not tend to plus or minus infinity and the sequence xn 1 n displaystyle x n 1 n provides one such example Metric spacesDefinition A point x displaystyle x of the metric space X d displaystyle X d is the limit of the sequence xn displaystyle x n if For each real number e gt 0 displaystyle varepsilon gt 0 there is a natural number N displaystyle N such that for every natural number n N displaystyle n geq N we have d xn x lt e displaystyle d x n x lt varepsilon Symbolically this is e gt 0 N N n N n N d xn x lt e displaystyle forall varepsilon gt 0 left exists N in mathbb N left forall n in mathbb N left n geq N implies d x n x lt varepsilon right right right This coincides with the definition given for real numbers when X R displaystyle X mathbb R and d x y x y displaystyle d x y x y Properties When it exists the limit of a sequence is unique as distinct points are separated by some positive distance so for e displaystyle varepsilon less than half this distance sequence terms cannot be within a distance e displaystyle varepsilon of both points For any continuous function f if limn xn displaystyle lim n to infty x n exists then limn f xn f limn xn displaystyle lim n to infty f x n f left lim n to infty x n right In fact a function f is continuous if and only if it preserves the limits of sequences Cauchy sequences The plot of a Cauchy sequence xn shown in blue as xn displaystyle x n versus n Visually we see that the sequence appears to be converging to a limit point as the terms in the sequence become closer together as n increases In the real numbers every Cauchy sequence converges to some limit A Cauchy sequence is a sequence whose terms ultimately become arbitrarily close together after sufficiently many initial terms have been discarded The notion of a Cauchy sequence is important in the study of sequences in metric spaces and in particular in real analysis One particularly important result in real analysis is the Cauchy criterion for convergence of sequences a sequence of real numbers is convergent if and only if it is a Cauchy sequence This remains true in other complete metric spaces Topological spacesDefinition A point x X displaystyle x in X of the topological space X t displaystyle X tau is a limit or limit point of the sequence xn n N displaystyle left x n right n in mathbb N if For every neighbourhood U displaystyle U of x displaystyle x there exists some N N displaystyle N in mathbb N such that for every n N displaystyle n geq N we have xn U displaystyle x n in U This coincides with the definition given for metric spaces if X d displaystyle X d is a metric space and t displaystyle tau is the topology generated by d displaystyle d A limit of a sequence of points xn n N displaystyle left x n right n in mathbb N in a topological space T displaystyle T is a special case of a limit of a function the domain is N displaystyle mathbb N in the space N displaystyle mathbb N cup lbrace infty rbrace with the induced topology of the affinely extended real number system the range is T displaystyle T and the function argument n displaystyle n tends to displaystyle infty which in this space is a limit point of N displaystyle mathbb N Properties In a Hausdorff space limits of sequences are unique whenever they exist This need not be the case in non Hausdorff spaces in particular if two points x displaystyle x and y displaystyle y are topologically indistinguishable then any sequence that converges to x displaystyle x must converge to y displaystyle y and vice versa Hyperreal numbersThe definition of the limit using the hyperreal numbers formalizes the intuition that for a very large value of the index the corresponding term is very close to the limit More precisely a real sequence xn displaystyle x n tends to L if for every infinite hypernatural H textstyle H the term xH displaystyle x H is infinitely close to L textstyle L i e the difference xH L displaystyle x H L is infinitesimal Equivalently L is the standard part of xH displaystyle x H L st xH displaystyle L rm st x H Thus the limit can be defined by the formula limn xn st xH displaystyle lim n to infty x n rm st x H where the limit exists if and only if the righthand side is independent of the choice of an infinite H textstyle H Sequence of more than one indexSometimes one may also consider a sequence with more than one index for example a double sequence xn m displaystyle x n m This sequence has a limit L displaystyle L if it becomes closer and closer to L displaystyle L when both n and m becomes very large Example If xn m c displaystyle x n m c for constant c textstyle c then xn m c displaystyle x n m to c If xn m 1n m displaystyle x n m frac 1 n m then xn m 0 displaystyle x n m to 0 If xn m nn m displaystyle x n m frac n n m then the limit does not exist Depending on the relative growing speed of n textstyle n and m textstyle m this sequence can get closer to any value between 0 textstyle 0 and 1 textstyle 1 Definition We call x displaystyle x the double limit of the sequence xn m displaystyle x n m written xn m x displaystyle x n m to x or limn m xn m x displaystyle lim begin smallmatrix n to infty m to infty end smallmatrix x n m x if the following condition holds For each real number e gt 0 displaystyle varepsilon gt 0 there exists a natural number N displaystyle N such that for every pair of natural numbers n m N displaystyle n m geq N we have xn m x lt e displaystyle x n m x lt varepsilon In other words for every measure of closeness e displaystyle varepsilon the sequence s terms are eventually that close to the limit The sequence xn m displaystyle x n m is said to converge to or tend to the limit x displaystyle x Symbolically this is e gt 0 N N n m N n m N xn m x lt e displaystyle forall varepsilon gt 0 left exists N in mathbb N left forall n m in mathbb N left n m geq N implies x n m x lt varepsilon right right right The double limit is different from taking limit in n first and then in m The latter is known as iterated limit Given that both the double limit and the iterated limit exists they have the same value However it is possible that one of them exist but the other does not Infinite limits A sequence xn m displaystyle x n m is said to tend to infinity written xn m displaystyle x n m to infty or limn m xn m displaystyle lim begin smallmatrix n to infty m to infty end smallmatrix x n m infty if the following holds For every real number K displaystyle K there is a natural number N displaystyle N such that for every pair of natural numbers n m N displaystyle n m geq N we have xn m gt K displaystyle x n m gt K that is the sequence terms are eventually larger than any fixed K displaystyle K Symbolically this is K R N N n m N n m N xn m gt K displaystyle forall K in mathbb R left exists N in mathbb N left forall n m in mathbb N left n m geq N implies x n m gt K right right right Similarly a sequence xn m displaystyle x n m tends to minus infinity written xn m displaystyle x n m to infty or limn m xn m displaystyle lim begin smallmatrix n to infty m to infty end smallmatrix x n m infty if the following holds For every real number K displaystyle K there is a natural number N displaystyle N such that for every pair of natural numbers n m N displaystyle n m geq N we have xn m lt K displaystyle x n m lt K that is the sequence terms are eventually smaller than any fixed K displaystyle K Symbolically this is K R N N n m N n m N xn m lt K displaystyle forall K in mathbb R left exists N in mathbb N left forall n m in mathbb N left n m geq N implies x n m lt K right right right If a sequence tends to infinity or minus infinity then it is divergent However a divergent sequence need not tend to plus or minus infinity and the sequence xn m 1 n m displaystyle x n m 1 n m provides one such example Pointwise limits and uniform limits For a double sequence xn m displaystyle x n m we may take limit in one of the indices say n displaystyle n to infty to obtain a single sequence ym displaystyle y m In fact there are two possible meanings when taking this limit The first one is called pointwise limit denoted xn m ympointwise displaystyle x n m to y m quad text pointwise or limn xn m ympointwise displaystyle lim n to infty x n m y m quad text pointwise which means For each real number e gt 0 displaystyle varepsilon gt 0 and each fixed natural number m displaystyle m there exists a natural number N e m gt 0 displaystyle N varepsilon m gt 0 such that for every natural number n N displaystyle n geq N we have xn m ym lt e displaystyle x n m y m lt varepsilon Symbolically this is e gt 0 m N N N n N n N xn m ym lt e displaystyle forall varepsilon gt 0 left forall m in mathbb N left exists N in mathbb N left forall n in mathbb N left n geq N implies x n m y m lt varepsilon right right right right When such a limit exists we say the sequence xn m displaystyle x n m converges pointwise to ym displaystyle y m The second one is called uniform limit denoted xn m ymuniformly displaystyle x n m to y m quad text uniformly limn xn m ymuniformly displaystyle lim n to infty x n m y m quad text uniformly xn m ym displaystyle x n m rightrightarrows y m or uniflimn xn m ym displaystyle underset n to infty mathrm unif lim x n m y m which means For each real number e gt 0 displaystyle varepsilon gt 0 there exists a natural number N e gt 0 displaystyle N varepsilon gt 0 such that for every natural number m displaystyle m and for every natural number n N displaystyle n geq N we have xn m ym lt e displaystyle x n m y m lt varepsilon Symbolically this is e gt 0 N N m N n N n N xn m ym lt e displaystyle forall varepsilon gt 0 left exists N in mathbb N left forall m in mathbb N left forall n in mathbb N left n geq N implies x n m y m lt varepsilon right right right right In this definition the choice of N displaystyle N is independent of m displaystyle m In other words the choice of N displaystyle N is uniformly applicable to all natural numbers m displaystyle m Hence one can easily see that uniform convergence is a stronger property than pointwise convergence the existence of uniform limit implies the existence and equality of pointwise limit If xn m ym displaystyle x n m to y m uniformly then xn m ym displaystyle x n m to y m pointwise When such a limit exists we say the sequence xn m displaystyle x n m converges uniformly to ym displaystyle y m Iterated limit For a double sequence xn m displaystyle x n m we may take limit in one of the indices say n displaystyle n to infty to obtain a single sequence ym displaystyle y m and then take limit in the other index namely m displaystyle m to infty to get a number y displaystyle y Symbolically limm limn xn m limm ym y displaystyle lim m to infty lim n to infty x n m lim m to infty y m y This limit is known as iterated limit of the double sequence The order of taking limits may affect the result i e limm limn xn m limn limm xn m displaystyle lim m to infty lim n to infty x n m neq lim n to infty lim m to infty x n m in general A sufficient condition of equality is given by the Moore Osgood theorem which requires the limit limn xn m ym displaystyle lim n to infty x n m y m to be uniform in m textstyle m See alsoLimit point Subsequential limit Limit superior and limit inferior Limit of a function Limit of a sequence of sets Limit of a net Pointwise convergence Uniform convergence Modes of convergenceNotesCourant 1961 p 29 Weisstein Eric W Convergent Sequence mathworld wolfram com Retrieved 2020 08 18 Courant 1961 p 39 Van Looy H 1984 A chronology and historical analysis of the mathematical manuscripts of Gregorius a Sancto Vincentio 1584 1667 Historia Mathematica 11 1 57 75 Limits of Sequences Brilliant Math amp Science Wiki brilliant org Retrieved 2020 08 18 Weisstein Eric W Limit mathworld wolfram com Retrieved 2020 08 18 Dugundji 1966 pp 209 210 Csaszar 1978 p 61 Zeidler Eberhard 1995 Applied functional analysis main principles and their applications 1 ed New York Springer Verlag p 29 ISBN 978 0 387 94422 7 Zakon Elias 2011 Chapter 4 Function Limits and Continuity Mathematical Anaylysis Volume I p 223 ISBN 9781617386473 Habil Eissa 2005 Double Sequences and Double Series Retrieved 2022 10 28 Proofs Proof Choose N 1 displaystyle N 1 For every n N displaystyle n geq N xn c 0 lt e displaystyle x n c 0 lt varepsilon Proof choose N 1e 1 displaystyle N left lfloor frac 1 varepsilon right rfloor 1 the floor function For every n N displaystyle n geq N xn 0 xN 1 1 e 1 lt e displaystyle x n 0 leq x N frac 1 lfloor 1 varepsilon rfloor 1 lt varepsilon ReferencesCsaszar Akos 1978 General topology Translated by Csaszar Klara Bristol England Adam Hilger Ltd ISBN 0 85274 275 4 OCLC 4146011 Dugundji James 1966 Topology Boston Allyn and Bacon ISBN 978 0 697 06889 7 OCLC 395340485 Courant Richard 1961 Differential and Integral Calculus Volume I Blackie amp Son Ltd Glasgow Frank Morley and James Harkness A treatise on the theory of functions New York Macmillan 1893 External links Limit Encyclopedia of Mathematics EMS Press 2001 1994 A history of the calculus including limits