Order_Limit_Theorem

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Definition

Assume $\lim a_n = a$ and $\lim b_n = b$. Then:

  1. If $a_n \geq 0$ for all $n \in \mathbb{N}$, then $a \geq 0$
  2. If $a_n \leq b_n$ for all $n \in \mathbb{N}$, then $a \leq b$
  3. If there exists $c \in \mathbb{R}$ for which $c \leq b_n$ for all $n \in \mathbb{N}$, then $c \leq b$. Similarly, if $a_n \leq c$ for all $n$, then $a \leq c$.

Proof

(1) Suppose $a < 0$. Let $\epsilon = -a/2 > 0$. Then for large $n$, $|a_n - a| < \epsilon$, so $a_n < a + \epsilon = a/2 < 0$, contradicting $a_n \geq 0$.

(2) Apply (1) to the sequence $(b_n - a_n)$, which is $\geq 0$ and converges to $b - a$.

(3) Apply (2) with the constant sequence $a_n = c$.