Sequences · Definition

Uniqueness of limits

real analysissequences

Before you start you need to know

This result justifies the notation \(\lim a_n\): without it, “the limit” could refer to several numbers at once.

Definition

Uniqueness of limits says that a sequence \((a_n)\) cannot converge to two different numbers \(L\) and \(M\); that is why it makes sense to speak of “the” limit.

\[a_n\to L,\ a_n\to M\ \Rightarrow\ L=M\]

The idea of the proof is that two distinct numbers \(L\) and \(M\) can be separated by disjoint neighborhoods. Let \(\varepsilon=\frac{|L-M|}{2}>0\). If \(a_n\to L\), there is \(N_1\) with \(|a_n-L|<\varepsilon\) for \(n\ge N_1\); if \(a_n\to M\), there is \(N_2\) with \(|a_n-M|<\varepsilon\) for \(n\ge N_2\). Taking \(n\ge\max(N_1,N_2)\) both hold at once.

Then the triangle inequality gives \(|L-M|\le|L-a_n|+|a_n-M|<2\varepsilon=|L-M|\), that is, \(|L-M|<|L-M|\), absurd. Hence \(L=M\). An equivalent variant shows \(|L-M|<\varepsilon\) for every \(\varepsilon>0\), which forces \(|L-M|=0\).

Uniqueness has a practical use: to show that a sequence does not converge it suffices to see that, if it did, it would have to meet two incompatible conditions. For \((-1)^n\), a limit \(L\) would have to be within \(\tfrac12\) of both \(1\) and \(-1\), which is impossible because they are at distance \(2\).

The result holds in \(\mathbb R\) thanks to the absolute value and the triangle inequality. In spaces with other notions of closeness, two distinct points must also be separable, which leads to the idea of a Hausdorff space.

Think about it

If \(a_n\to L\) and \(a_n\to M\), explain why it is essential to take \(n\ge\max(N_1,N_2)\).

Only for such \(n\) do both \(|a_n-L|<\varepsilon\) and \(|a_n-M|<\varepsilon\) hold; without both we cannot apply the triangle inequality in the proof.

Why doesn't the proof work with an arbitrary fixed \(\varepsilon\)?

If \(\varepsilon\) is large, the neighborhoods of \(L\) and \(M\) may overlap and there is no contradiction; we need \(\varepsilon\le|L-M|/2\).

Exercises 10

References

  • Stephen Abbott, Understanding Analysis, 2nd edition, Springer, 2015. §2.2
  • Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976. Cap. 3, 3.2
  • Robert G. Bartle, Donald R. Sherbert, Introduction to Real Analysis, 4th edition, Wiley, 2011. §3.1