2.4 Cauchy 命题与 Stolz 定理
2.4.3 练习题
1. 设 lim n → ∞ x n = + ∞ \underset{n \rightarrow \infty}{\lim}x_{n}=+\infty n→∞limxn=+∞，证明：
lim n → ∞ x 1 + x 2 + ⋯ + x n n = + ∞ . \lim_{n \rightarrow \infty}\frac{x_{1} +x_{2}+\cdots + x_{n}}{n} = +\infty. n→∞limnx1+x2+⋯+xn=+∞.
证 1： { x n } \{x_{n}\} {xn} 是正无穷大量，则对于任意给定的 G > 0 G>0 G>0，存在某个正整数 N 1 N_{1} N1，使得当 n > N 1 n>N_{1} n>N1 时，成立 x n > 2 G x_{n}>2G xn>2G.
分析可知，当 n n n 充分大时（不妨假设 n > N 1 n>N_{1} n>N1 时就已经满足），有
x 1 + x 2 + ⋯ + x n n > 0 ⟺ ∣ x 1 + x 2 + ⋯ + x n n ∣ = x 1 + x 2 + ⋯ + x n n . \frac{x_{1}+x_{2} +\cdots + x_{n}}{n}>0 \Longleftrightarrow \left|\frac{x_{1}+x_{2} +\cdots + x_{n}}{n}\right| = \frac{x_{1}+x_{2} +\cdots + x_{n}}{n}. nx1+x2+⋯+xn>0⟺∣ ∣nx1+x2+⋯+xn∣ ∣=nx1+x2+⋯+xn.
由三角不等式可得
x 1 + x 2 + ⋯ + x n n = ∣ x 1 + x 2 + ⋯ + x n n ∣ = ∣ ( x N 1 + 1 + x N 1 + 2 + ⋯ + x n n ) − ( − x 1 + x 2 + ⋯ + x N 1 n ) ∣ ≥ ∣ x N 1 + 1 + x N 1 + 2 + ⋯ + x n n ∣ − ∣ x 1 + x 2 + ⋯ + x N 1 n ∣ > n − N 1 n ⋅ ( 2 G ) − M n . \begin{aligned} \frac{x_{1}+x_{2} +\cdots + x_{n}}{n} &= \left|\frac{x_{1}+x_{2} +\cdots + x_{n}}{n}\right| \\ &= \left|\left(\frac{x_{N_{1}+1}+x_{N_{1}+2}+\cdots+x_{n}}{n}\right)-\left(-\frac{x_{1}+x_{2}+\cdots + x_{N_{1}}}{n}\right)\right| \\ &\ge \left|\frac{x_{N_{1}+1}+x_{N_{1}+2}+\cdots+x_{n}}{n}\right| - \left|\frac{x_{1}+x_{2}+\cdots + x_{N_{1}}}{n}\right| \\ &>\frac{n-N_{1}}{n}\cdot(2G) - \frac{M}{n}. \end{aligned} nx1+x2+⋯+xn=∣ ∣nx1+x2+⋯+xn∣ ∣=∣ ∣(nxN1+1+xN1+2+⋯+xn)−(−nx1+x2+⋯+xN1)∣ ∣≥∣ ∣nxN1+1+xN1+2+⋯+xn∣ ∣−∣ ∣nx1+x2+⋯+xN1∣ ∣>nn−N1⋅(2G)−nM.
其中， M = ∣ x 1 + x 2 + ⋯ + x N 1 ∣ M=|x_{1}+x_{2}+\cdots + x_{N_{1}}| M=∣x1+x2+⋯+xN1∣ 为一实数。
取 N 2 = max { 4 N 1 , 2 M G } N_{2} = \max \{4N_{1},\frac{2M}{G}\} N2=max{4N1,G2M}，则当 n > N 2 n>N_{2} n>N2 时，成立
x 1 + x 2 + ⋯ + x n n > G . \frac{x_{1}+x_{2} +\cdots + x_{n}}{n} >G. nx1+x2+⋯+xn>G.
得证。
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证 2：与 证 1 基本相同，不同之处在于使用三角不等式时，利用了一种“折半”的思想：
x 1 + x 2 + ⋯ + x n n = ∣ x 1 + x 2 + ⋯ + x n n ∣ = ∣ ( x N 1 + 1 + x N 1 + 2 + ⋯ + x n n ) − ( − x 1 + x 2 + ⋯ + x N 1 n ) ∣ ≥ ∣ x N 1 + 1 + x N 1 + 2 + ⋯ + x n n ∣ − ∣ x 1 + x 2 + ⋯ + x N 1 n ∣ > 1 2 ⋅ ( 3 G ) − 1 2 ⋅ G = G . \begin{aligned} \frac{x_{1}+x_{2} +\cdots + x_{n}}{n} &= \left|\frac{x_{1}+x_{2} +\cdots + x_{n}}{n}\right| \\ &= \left|\left(\frac{x_{N_{1}+1}+x_{N_{1}+2}+\cdots+x_{n}}{n}\right)-\left(-\frac{x_{1}+x_{2}+\cdots + x_{N_{1}}}{n}\right)\right| \\ &\ge \left|\frac{x_{N_{1}+1}+x_{N_{1}+2}+\cdots+x_{n}}{n}\right| - \left|\frac{x_{1}+x_{2}+\cdots + x_{N_{1}}}{n}\right| \\ &>\frac{1}{2} \cdot (3G) - \frac{1}{2} \cdot G = G. \end{aligned} nx1+x2+⋯+xn=∣ ∣nx1+x2+⋯+xn∣ ∣=∣ ∣(nxN1+1+xN1+2+⋯+xn)−(−nx1+x2+⋯+xN1)∣ ∣≥∣ ∣nxN1+1+xN1+2+⋯+xn∣ ∣−∣ ∣nx1+x2+⋯+xN1∣ ∣>21⋅(3G)−21⋅G=G.
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2. 设 { x n } \{x_{n}\} {xn} 单调增加， lim n → ∞ x 1 + x 2 + ⋯ + x n n = a \underset{n \rightarrow \infty}{\lim}\frac{x_{1}+x_{2}+\cdots+x_{n}}{n}=a n→∞limnx1+x2+⋯+xn=a，证明： { x n } \{x_{n}\} {xn} 收敛于 a a a.
证：分析可知，对于单调增加的数列而言，若有界，则由 单调有界数列收敛定理 ，数列收敛；若无界，则发散至正无穷。对于
{
x
n
}
\{x_{n}\}
{xn} 而言，若有界，则收敛，不妨设
lim n → ∞ x n = b . \lim_{n \rightarrow \infty}x_{n} = b. n→∞limxn=b.
则由 Cauchy 命题 可知，
a
=
b
a = b
a=b.
若 { x n } \{x_{n}\} {xn} 无界，则
lim n → ∞ x n = + ∞ . \lim_{n \rightarrow \infty}x_{n} = +\infty. n→∞limxn=+∞.
同样由 Cauchy 命题 可知，
a
=
+
∞
a = +\infty
a=+∞.
综上，问题得证。
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3. 设 { a 2 k − 1 } \{a_{2k-1}\} {a2k−1} 收敛于 a a a， { a 2 k } \{a_{2k}\} {a2k} 收敛于 b b b，且 a ≠ b a \ne b a=b，求
lim n → ∞ a 1 + a 2 + ⋯ + a n n . \lim_{n \rightarrow \infty}\frac{a_{1} +a_{2}+\cdots + a_{n}}{n}. n→∞limna1+a2+⋯+an.
解：先考虑数列 { x n } \{x_{n}\} {xn}，其中
x n = a 1 + a 2 + ⋯ + a n n . x_{n} = \frac{a_{1} +a_{2}+\cdots + a_{n}}{n}. xn=na1+a2+⋯+an.
于是，对于 { x n } \{x_{n}\} {xn} 的奇数列 { x 2 k − 1 } \{x_{2k-1}\} {x2k−1} 与 偶数列 { x 2 k } \{x_{2k}\} {x2k} 而言，
x 2 k − 1 = a 1 + a 2 + ⋯ + a 2 k − 1 2 k − 1 , x 2 k = a 1 + a 2 + ⋯ + a 2 k 2 k . x_{2k-1} = \frac{a_{1} + a_{2} + \cdots + a_{2k-1}}{2k-1},\quad x_{2k} = \frac{a_{1}+a_{2}+\cdots+a_{2k}}{2k}. x2k−1=2k−1a1+a2+⋯+a2k−1,x2k=2ka1+a2+⋯+a2k.
显然，
x 2 k − 1 = a 1 + a 3 + ⋯ + a 2 k − 1 k ⋅ k 2 k − 1 + a 2 + a 4 + ⋯ + a 2 k − 2 k − 1 ⋅ k − 1 2 k − 1 , x 2 k = a 1 + a 3 + ⋯ + a 2 k − 1 k ⋅ k 2 k + a 2 + a 4 + ⋯ + a 2 k k ⋅ k 2 k . \begin{aligned} &x_{2k-1} = \frac{a_{1}+a_{3}+\cdots+a_{2k-1}}{k} \cdot \frac{k}{2k-1} +\frac{a_{2}+a_{4}+\cdots+a_{2k-2}}{k-1} \cdot \frac{k-1}{2k-1}, \\ &x_{2k} = \frac{a_{1}+a_{3}+\cdots+a_{2k-1}}{k} \cdot \frac{k}{2k} + \frac{a_{2} +a_{4} +\cdots + a_{2k}}{k} \cdot \frac{k}{2k}. \end{aligned} x2k−1=ka1+a3+⋯+a2k−1⋅2k−1k+k−1a2+a4+⋯+a2k−2⋅2k−1k−1,x2k=ka1+a3+⋯+a2k−1⋅2kk+ka2+a4+⋯+a2k⋅2kk.
由 Cauchy 命题，
lim k → ∞ x 2 k − 1 = a + b 2 , lim k → ∞ x 2 k = a + b 2 . \lim_{k \rightarrow \infty}x_{2k-1} = \frac{a+b}{2},\quad \lim_{k \rightarrow \infty}x_{2k} = \frac{a+b}{2}. k→∞limx2k−1=2a+b,k→∞limx2k=2a+b.
因此 { x n } \{x_{n}\} {xn} 收敛，且
lim n → ∞ x n = a + b 2 , \lim_{n \rightarrow \infty}x_{n} = \frac{a+b}{2}, n→∞limxn=2a+b,
证毕
附注：题3 说明了 Cauchy 命题 的逆命题不成立。
4. 若 lim n → ∞ ( a n − a n − 1 ) = d \underset{n \rightarrow \infty}{\lim}(a_{n}-a_{n-1})=d n→∞lim(an−an−1)=d，证明： lim n → ∞ a n n = d \underset{n \rightarrow \infty}{\lim}{\frac{a_{n}}{n}}=d n→∞limnan=d.
证 1：直接使用 Stolz 定理，得证。
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证 2：构造数列 { x n } \{x_{n}\} {xn}，其中
x n = { a 1 n = 1 , a n − a n − 1 n > 2. x_{n} = \begin{cases} &a_{1} &n=1, \\ &a_{n} -a_{n-1} &n>2. \end{cases} xn={a1an−an−1n=1,n>2.
则
lim n → ∞ x n = d . \lim_{n \rightarrow \infty}x_{n} = d. n→∞limxn=d.
由 Cauchy 命题，
lim n → ∞ a n n = lim n → x 1 + x 2 + ⋯ + x n n = d . \lim_{n \rightarrow \infty}\frac{a_{n}}{n} = \lim_{n \rightarrow}\frac{x_{1}+x_{2}+\cdots+x_{n}}{n} = d. n→∞limnan=n→limnx1+x2+⋯+xn=d.
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附注：题 4 也被说为 Cauchy 命题 的另一形式。
5. 设 { a n } \{a_{n}\} {an} 为正数列，且收敛于 A A A，证明：
lim n → ∞ ( a 1 a 2 ⋯ a n ) 1 n = A . \lim_{n \rightarrow \infty}\left(a_{1}a_{2}\cdots a_{n}\right)^{\frac{1}{n}} = A. n→∞lim(a1a2⋯an)n1=A.
证：由题意得
lim n → ∞ x n = A . \lim_{n \rightarrow \infty}x_{n} = A. n→∞limxn=A.
由于 { x n } \{x_{n}\} {xn} 为正数列，因此 A ≥ 0 A \ge 0 A≥0.
（1）若
A
=
0
A=0
A=0，则由 Cauchy 命题 可得
lim n → ∞ x 1 + x 2 + ⋯ + x n n = 0. \lim_{n \rightarrow \infty} \frac{x_{1}+x_{2}+\cdots +x_{n}}{n} = 0. n→∞limnx1+x2+⋯+xn=0.
由 算术-几何平均值不等式 可得
0 < ( x 1 x 2 ⋯ x n ) 1 n < x 1 + x 2 + ⋯ + x n n . 0< \left(x_{1}x_{2}\cdots x_{n}\right)^{\frac{1}{n}}< \frac{x_{1}+x_{2}+\cdots +x_{n}}{n} . 0<(x1x2⋯xn)n1<nx1+x2+⋯+xn.
由数列极限的夹逼性可得
lim n → ( x 1 x 2 ⋯ x n ) 1 n = A = 0. \lim_{n \rightarrow}\left(x_{1}x_{2}\cdots x_{n}\right)^{\frac{1}{n}} = A=0. n→lim(x1x2⋯xn)n1=A=0.
（2）若 A ≠ 0 A \ne 0 A=0，则有
lim n → ∞ 1 x n = 1 A . \lim_{n \rightarrow \infty}\frac{1}{x_{n}} = \frac{1}{A}. n→∞limxn1=A1.
由 Cauchy 命题 可得
lim n → ∞ 1 x n + 1 x 2 + ⋯ + 1 x n n = 1 A . \lim_{n \rightarrow \infty}\frac{\frac{1}{x_{n}}+\frac{1}{x_{2}}+\cdots+\frac{1}{x_{n}}}{n} = \frac{1}{A}. n→∞limnxn1+x21+⋯+xn1=A1.
再由 算术-几何平均值不等式
n 1 x n + 1 x 2 + ⋯ + 1 x n ≤ ( x 1 x 2 ⋯ x n ) 1 n ≤ x 1 + x 2 + ⋯ + x n n . \frac{n}{\frac{1}{x_{n}}+\frac{1}{x_{2}}+\cdots+\frac{1}{x_{n}}} \le \left(x_{1}x_{2}\cdots x_{n}\right)^{\frac{1}{n}} \le \frac{x_{1}+x_{2}+\cdots+x_{n}}{n}. xn1+x21+⋯+xn1n≤(x1x2⋯xn)n1≤nx1+x2+⋯+xn.
由数列极限的夹逼性，则
lim n → ( x 1 x 2 ⋯ x n ) 1 n = A . \lim_{n \rightarrow}\left(x_{1}x_{2}\cdots x_{n}\right)^{\frac{1}{n}} = A. n→lim(x1x2⋯xn)n1=A.
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6. 设 { a n } \{a_{n}\} {an} 为正数列，且存在极限 lim n → ∞ a n + 1 a n = l \underset{n \rightarrow \infty}{\lim}\frac{a_{n+1}}{a_{n}} = l n→∞limanan+1=l，证明： lim n → ∞ a n n = l \underset{n \rightarrow \infty}{\lim}\sqrt[n]{a_{n}}=l n→∞limnan=l.
证：构造一个数列 { y n } \{y_{n}\} {yn}，其中
x n = { a 1 n = 1 , a n a n − 1 n ≥ 2. x_{n} = \begin{cases} & a_{1} &n=1,\\ & \frac{a_{n}}{a_{n-1}} &n \ge 2. \end{cases} xn={a1an−1ann=1,n≥2.
则
lim n → ∞ x n = l . \lim_{n \rightarrow \infty}x_{n} = l. n→∞limxn=l.
由 题5 结论，
lim n → ∞ a n n = lim n → ∞ ( x 1 x 2 ⋯ x n ) 1 n = l . \lim_{n \rightarrow \infty}\sqrt[n]{a_{n}} = \lim_{n \rightarrow \infty}\left(x_{1}x_{2}\cdots x_{n}\right)^{\frac{1}{n}} = l. n→∞limnan=n→∞lim(x1x2⋯xn)n1=l.
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7. 设 lim n ⇝ ∞ ( x n − x n − 2 ) = 0 \underset{n \rightsquigarrow \infty}{\lim}(x_{n}-x_{n-2})=0 n⇝∞lim(xn−xn−2)=0，证明：
lim n → ∞ x n n = 0. \lim_{n \rightarrow \infty}\frac{x_{n}}{n} = 0. n→∞limnxn=0.
证：构造数列 { y n } \{y_{n}\} {yn}，其中
y n = { x 1 n = 1 , x 2 n = 2 , x n − x n − 2 n > 2. y_{n} = \begin{cases} &x_{1} &n=1,\\ &x_{2} &n=2,\\ &x_{n}-x_{n-2} &n > 2. \end{cases} yn=⎩ ⎨ ⎧x1x2xn−xn−2n=1,n=2,n>2.
于是
lim n → ∞ y n = 0. \lim_{n \rightarrow \infty}y_{n} = 0. n→∞limyn=0.
考虑 { y n } \{y_{n}\} {yn} 的奇数子列 { y 2 k − 1 } \{y_{2k-1}\} {y2k−1} 与偶数子列 { y 2 k } \{y_{2k}\} {y2k}，有
lim k → ∞ y 2 k − 1 = lim k → ∞ ( x 2 k − 1 − x 2 k − 3 ) = 0 , lim k → ∞ y 2 k = lim k → ∞ ( x 2 k − x 2 k − 2 ) = 0. \begin{aligned} &\lim_{k \rightarrow \infty} y_{2k-1} = \lim_{k \rightarrow \infty}(x_{2k-1}-x_{2k-3}) = 0, \\ &\lim_{k \rightarrow \infty} y_{2k} = \lim_{k \rightarrow \infty}(x_{2k}-x_{2k-2}) = 0. \end{aligned} k→∞limy2k−1=k→∞lim(x2k−1−x2k−3)=0,k→∞limy2k=k→∞lim(x2k−x2k−2)=0.
对于两个子列分别应用 题 4 的结论，有
lim k → ∞ ( x 2 k − 1 − x 2 k − 3 ) = 0 ⟹ lim k → ∞ x 2 k − 1 k = 0 , lim k → ∞ ( x 2 k − x 2 k − 2 ) = 0 ⟹ lim k → ∞ x 2 k k = 0. \begin{aligned} &\lim_{k \rightarrow \infty}(x_{2k-1}-x_{2k-3}) = 0 \Longrightarrow \lim_{k \rightarrow \infty}\frac{x_{2k-1}}{k} = 0, \\ &\lim_{k \rightarrow \infty}(x_{2k}-x_{2k-2}) = 0 \Longrightarrow \lim_{k \rightarrow \infty}\frac{x_{2k}}{k} = 0. \end{aligned} k→∞lim(x2k−1−x2k−3)=0⟹k→∞limkx2k−1=0,k→∞lim(x2k−x2k−2)=0⟹k→∞limkx2k=0.
构造数列 { z n } \{z_{n}\} {zn}，其中
z n = x n n . z_{n} = \frac{x_{n}}{n}. zn=nxn.
对于 { z n } \{z_{n}\} {zn} 的奇数列 { z 2 k − 1 } \{z_{2k-1}\} {z2k−1}，有
lim k → ∞ x 2 k − 1 2 k − 1 = lim k → ∞ ( x 2 k − 1 k ⋅ k 2 k − 1 ) = 0. \lim_{k \rightarrow \infty}\frac{x_{2k-1}}{2k-1} = \lim_{k \rightarrow \infty}\left(\frac{x_{2k-1}}{k} \cdot \frac{k}{2k-1}\right) = 0. k→∞lim2k−1x2k−1=k→∞lim(kx2k−1⋅2k−1k)=0.
对于 { z n } \{z_{n}\} {zn} 的偶数列 { z 2 k } \{z_{2k}\} {z2k}，有
lim k → ∞ x 2 k 2 k = lim k → ∞ ( x 2 k k ⋅ k 2 k ) = 0. \lim_{k \rightarrow \infty}\frac{x_{2k}}{2k} = \lim_{k \rightarrow \infty}\left(\frac{x_{2k}}{k} \cdot \frac{k}{2k}\right) = 0. k→∞lim2kx2k=k→∞lim(kx2k⋅2kk)=0.
所以 { z n } \{z_{n}\} {zn} 的奇数列与偶数列收敛于同一极限 0 0 0，从而 { z n } \{z_{n}\} {zn} 收敛于 0 0 0.
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8. 设 lim n → ∞ ( x n − x n − 2 ) = 0 \underset{n \rightarrow \infty}{\lim}\left(x_{n}-x_{n-2}\right)=0 n→∞lim(xn−xn−2)=0，证明：
lim n → ∞ x n − x n − 1 n = 0. \lim_{n \rightarrow \infty}\frac{x_{n}-x_{n-1}}{n} = 0. n→∞limnxn−xn−1=0.
9. 设数列 { a n } \{a_{n}\} {an} 满足条件 0 < a 1 < 1 0<a_{1}<1 0<a1<1 和 a n + 1 = a n ( 1 − a n ) a_{n+1} = a_{n}(1-a_{n}) an+1=an(1−an)，证明：
lim n → ∞ n a n = 1. \lim_{n \rightarrow \infty}na_{n} = 1. n→∞limnan=1.
证：利用数学归纳法，容易证明 0 < a n < 1 , ∀ n ∈ N + 0<a_{n}<1,~ \forall n ~ \in \mathbb{N}^{+} 0<an<1, ∀n ∈N+.
根据递推公式，可得
a n + 1 − a n = − a n 2 < 0. a_{n+1} - a_{n} = -a_{n}^{2} < 0. an+1−an=−an2<0.
因此
{
a
n
}
\{a_{n}\}
{an} 单调减小且有下界。由 单调有界数列收敛定理，
{
a
n
}
\{a_{n}\}
{an} 收敛。
不妨设 lim n → ∞ a n = a \underset{n \rightarrow \infty}{\lim}a_{n}=a n→∞liman=a，则对递推公式两端同取极限，可得
lim n → ∞ a n = 0. \lim_{n \rightarrow \infty}a_{n} = 0. n→∞liman=0.
因此
lim
n
→
∞
1
a
n
=
+
∞
.
\lim_{n \rightarrow \infty}\frac{1}{a_{n}}=+\infty.
n→∞liman1=+∞.
而
{
1
a
n
}
\{\frac{1}{a_{n}}\}
{an1} 显然是单调增加的，由 Stolz 定理，可得
lim n → ∞ n a n = n 1 a n = lim n → ∞ ( n + 1 ) − n 1 a n + 1 − 1 a n = lim n → ∞ ( 1 − a n ) = 1. \lim_{n \rightarrow \infty}na_{n} = \frac{n}{\frac{1}{a_{n}}}=\lim_{n \rightarrow \infty}\frac{(n+1)-n}{\frac{1}{a_{n+1}}-\frac{1}{a_{n}}} = \lim_{n \rightarrow \infty}(1-a_{n}) = 1. n→∞limnan=an1n=n→∞liman+11−an1(n+1)−n=n→∞lim(1−an)=1.
证毕
10. 若 lim n → ∞ a n = α \underset{n \rightarrow \infty}{\lim}a_{n} = \alpha n→∞liman=α， lim n → ∞ b n = β \underset{n \rightarrow \infty}{\lim}b_{n} = \beta n→∞limbn=β，证明：
lim n → ∞ a 1 b n + a 2 b n − 1 + ⋯ + a n b 1 n = α β . \lim_{n \rightarrow \infty} \frac{a_{1}b_{n}+a_{2}b_{n-1}+\cdots+a_{n}b_{1}}{n} = \alpha\beta. n→∞limna1bn+a2bn−1+⋯+anb1=αβ.
证：构造两个数列 { x n } \{x_{n}\} {xn}， { y n } \{y_{n}\} {yn}，其中
a n = a + x n , b n = b + y n . a_{n} = a+x_{n},\quad b_{n} = b+y_{n}. an=a+xn,bn=b+yn.
显然，
lim n → ∞ x n = lim n → ∞ y n = 0. \lim_{n \rightarrow \infty}x_{n} = \lim_{n \rightarrow\infty}y_{n} = 0. n→∞limxn=n→∞limyn=0.
则
a 1 b n + a 2 b n − 1 + ⋯ + a n b 1 n = a n ⋅ ∑ k = 1 n y k + b n ⋅ ∑ k = 1 n x k + 1 n ∑ k = 1 n x k y n − k + α β . \frac{a_{1}b_{n}+a_{2}b_{n-1}+\cdots+a_{n}b_{1}}{n} = \frac{a}{n}\cdot \sum_{k=1}^{n}y_{k} + \frac{b}{n} \cdot \sum_{k=1}^{n}x_{k} + \frac{1}{n}\sum_{k=1}^{n}x_{k}y_{n-k} + \alpha \beta. na1bn+a2bn−1+⋯+anb1=na⋅k=1∑nyk+nb⋅k=1∑nxk+n1k=1∑nxkyn−k+αβ.
收敛数列必定有界，考虑 { x n } \{x_{n}\} {xn}（或者 { y n } \{y_{n}\} {yn}），一定存在 m , M ∈ R m,M\in \mathbb{R} m,M∈R，使得 m < x n < M m<x_{n}<M m<xn<M.
于是，
a n ⋅ ∑ k = 1 n y k + b n ⋅ ∑ k = 1 n x k + m n ∑ k = 1 n y k + α β < a 1 b n + a 2 b n − 1 + ⋯ + a n b 1 n < a n ⋅ ∑ k = 1 n y k + b n ⋅ ∑ k = 1 n x k + M n ∑ k = 1 n y k + α β . \frac{a}{n}\cdot \sum_{k=1}^{n}y_{k} + \frac{b}{n} \cdot \sum_{k=1}^{n}x_{k} + \frac{m}{n}\sum_{k=1}^{n}y_{k} + \alpha \beta < \frac{a_{1}b_{n}+a_{2}b_{n-1}+\cdots+a_{n}b_{1}}{n} < \frac{a}{n}\cdot \sum_{k=1}^{n}y_{k} + \frac{b}{n} \cdot \sum_{k=1}^{n}x_{k} + \frac{M}{n}\sum_{k=1}^{n}y_{k} + \alpha \beta. na⋅k=1∑nyk+nb⋅k=1∑nxk+nmk=1∑nyk+αβ<na1bn+a2bn−1+⋯+anb1<na⋅k=1∑nyk+nb⋅k=1∑nxk+nMk=1∑nyk+αβ.
由 Cauchy 命题 以及数列极限的夹逼性，可得
lim n → ∞ a 1 b n + a 2 b n − 1 + ⋯ + a n b 1 n = α β . \lim_{n \rightarrow \infty} \frac{a_{1}b_{n}+a_{2}b_{n-1}+\cdots+a_{n}b_{1}}{n} = \alpha\beta. n→∞limna1bn+a2bn−1+⋯+anb1=αβ.
证毕
参考
[1] 谢惠民. 数学分析习题课讲义. 第1版. 上册. 北京：高等教育出版社.
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