104 Chapter 2 • Sequences
{an} and {bn} of left and right endpoints of the intervals In. Since the intervals
are nested, we have Vn EN,
Thus, the sequence {an} is monotone increasing and bounded above by b 1.
Likewise, the sequence {bn} is monotone decreasing and bounded below by a 1.
By the monotone convergence theorem,
3a = n--+oo lim an = sup{ an: n EN}, and 3b = n--+oo lim bn = inf{bn: n EN}.
Now, Vn E N, an ::; bn. Thus, by Theorem 2.3.12, a ::; b. We shall prove
00
that n I n = [a, b].
n=l
Let x E [a, b]. Then Vn EN, an::; a::; x::; b::; bn, so x E In. Thus, Vn EN,
[a, b] s:;; In. Therefore,
00
[a,b] s:;; n In. (9)
n=l
We now show that the set containment goes the other way also. Suppose
00
y E n In. Then Vn E N, an ::; y ::; bn. Then, by Theorem 2.3.12 (limits
n=l
preserve inequalities), lim an ::; y::; lim bn. That is, a::; y::; b. Therefore,
n-+oo n-+oo
00
n Ins:;; [a,b]. (10)
n=l
Putting (9) and (10) together, we have
00
n In= [a,b]. (11)
n=l
Since a ::; b, this interval is nonempty.
(b) Suppose further, that lim (bn-an) = 0. Then, by the algebra of limits,
n--->oo
lim bn - lim an = 0. But lim bn = b and lim an = a. Thus, b - a = O;
n-+oo n-+oo n-+oo n--+oo
that is , b = a.
00
Therefore, by (11), n In= {a}. •
n=l
EXERCISE SET 2.5
l. A sequence {xn} is said to be eventually monotone (increasing or
decreasing) if it has a tail that is monotone (increasing or decreasing).
Restate Theorem 2.5.3 for eventually monotone sequences, and prove ei-
ther (a) or (b) of the resulting theorem.