索引
数列极限
数列极限的定义
定义1.1 邻域
实数轴上的点 x 0 x_{0} x0附近的开区间 U ( x 0 , δ ) = ( x 0 − δ , x 0 + δ ) U\left ( x_{0},\delta \right )=\left ( x_{0}-\delta ,x_{0}+\delta \right ) U(x0,δ)=(x0−δ,x0+δ)称为 x 0 x_{0} x0的邻域,若不包含 x 0 x_{0} x0,则称为去心邻域 U ˚ ( x 0 , δ ) = ( x 0 , δ ) − { x 0 } \mathring{U}\left ( x_{0},\delta \right )=\left ( x_{0},\delta \right )-\left \{ x_{0} \right \} U˚(x0,δ)=(x0,δ)−{x0}。
定义1.2 数列极限
{
x
n
}
\left \{ x_{n} \right \}
{xn}是一串实数组成的序列,下标n代表实数在序列中的位置,也可看做从正整数集到实数的特殊函数,若满足:
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
N
\exists N
∃N:
∀
n
>
N
\forall n> N
∀n>N,
∣
x
n
−
A
∣
<
ε
\left | x_{n} - A\right | < \varepsilon
∣xn−A∣<ε
则称为数列
{
x
n
}
\left \{ x_{n} \right \}
{xn}以实数
A
A
A为极限,或数列
{
x
n
}
\left \{ x_{n} \right \}
{xn}收敛于极限
A
A
A,符号化表述为
lim
n
→
∞
x
n
=
A
\lim_{n\to \infty } x_{n} =A
limn→∞xn=A或
x
n
→
A
(
n
→
∞
)
x_{n}\to A ( n\to \infty )
xn→A(n→∞)。
几何解释:给定
ε
>
0
\varepsilon>0
ε>0,总能找到正整数
N
N
N,使得从第
N
N
N项起,其后的无穷多项
x
n
x_{n}
xn都落在开区间
(
A
−
ε
,
A
+
ε
)
\left ( A-\varepsilon ,A+\varepsilon \right )
(A−ε,A+ε)内。由于条件中
ε
\varepsilon
ε可以是任意小的正实数,所以
x
n
x_{n}
xn能无限趋近于极限
A
A
A。
定义1.3 无穷小量
极限为0的数列称为无穷小量。
定理1.1
数列 { x n } \left \{ x_{n} \right \} {xn}以 A A A为极限当且仅当数列 { x n − A } \left \{ x_{n} -A \right \} {xn−A}以 0 0 0为极限。
数列极限的性质
定理1.2 数列极限的唯一性
若 lim n → ∞ x n = A \lim_{n \to \infty} x_{n}=A limn→∞xn=A, lim n → ∞ x n = B \lim_{n \to \infty} x_{n}=B limn→∞xn=B,则 A = B A=B A=B。
由极限定义,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
N
1
\exists N_{1}
∃N1:
∀
n
>
N
1
\forall n> N_{1}
∀n>N1,
∣
x
n
−
A
∣
<
ε
2
\left | x_{n} - A \right | < \frac{\varepsilon }{2}
∣xn−A∣<2ε,
同理,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
N
2
\exists N_{2}
∃N2:
∀
n
>
N
2
\forall n> N_{2}
∀n>N2,
∣
x
n
−
B
∣
<
ε
2
\left | x_{n} - B\right | < \frac{\varepsilon }{2}
∣xn−B∣<2ε。
取
N
=
max
{
N
1
,
N
2
}
N=\max \left \{ N_{1},N_{2} \right \}
N=max{N1,N2},则以上结论均成立,根据三角不等式有:
∣
A
−
B
∣
<
∣
A
−
x
n
∣
+
∣
x
n
−
B
∣
<
ε
2
+
ε
2
=
ε
\left | A-B \right |< \left | A -x_{n} \right |+\left | x_{n} -B \right | < \frac{\varepsilon }{2}+\frac{\varepsilon }{2}=\varepsilon
∣A−B∣<∣A−xn∣+∣xn−B∣<2ε+2ε=ε
由于
ε
\varepsilon
ε是任意小的正实数,所以只有当
A
=
B
A=B
A=B时不等式才恒成立。
定理1.3 数列极限的有界性
收敛于有限实数的数列必有界。
取
ε
\varepsilon
ε为定值
ε
0
>
0
\varepsilon _{0}> 0
ε0>0,根据极限定义有
∀
n
>
N
\forall n> N
∀n>N,
∣
x
n
−
A
∣
<
ε
⇒
∀
n
>
N
\left | x_{n} - A \right | < \varepsilon \Rightarrow \forall n> N
∣xn−A∣<ε⇒∀n>N,
x
n
<
A
+
ε
0
x_{n}< A+\varepsilon _{0}
xn<A+ε0,
可知数列
{
x
n
}
\left \{ x_{n} \right \}
{xn}存在最大数
M
=
max
{
x
1
,
x
2
,
…
,
x
N
,
A
+
ε
0
}
M=\max \left \{ x_{1},x_{2},\dots ,x_{N},A+\varepsilon _{0} \right \}
M=max{x1,x2,…,xN,A+ε0},也就是
∣
x
n
∣
<
∣
M
∣
\left | x_{n} \right | < \left | M \right |
∣xn∣<∣M∣,即数列
{
x
n
}
\left \{ x_{n} \right \}
{xn}有界。
定理1.4 数列极限的保序性
若 A < B A<B A<B, lim n → ∞ x n = A \lim_{n \to \infty} x_{n}=A limn→∞xn=A, lim n → ∞ y n = B \lim_{n \to \infty} y_{n}=B limn→∞yn=B,则 ∃ N \exists N ∃N: ∀ n > N \forall n> N ∀n>N, x n < y n x_{n}<y_{n} xn<yn。
由极限定义,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
N
1
\exists N_{1}
∃N1:
∀
n
>
N
1
\forall n> N_{1}
∀n>N1,
∣
x
n
−
A
∣
<
ε
\left | x_{n} - A \right | < \varepsilon
∣xn−A∣<ε,
同理,
∀
ε
>
0
\forall \varepsilon > 0
∀ε>0,
∃
N
2
\exists N_{2}
∃N2:
∀
n
>
N
2
\forall n> N_{2}
∀n>N2,
∣
y
n
−
B
∣
<
ε
\left | y_{n} - B\right | < \varepsilon
∣yn−B∣<ε。
令
N
=
max
{
N
1
,
N
2
}
N=\max \left \{ N_{1},N_{2} \right \}
N=max{N1,N2},同时令
ε
=
B
−
A
2
\varepsilon = \frac{B-A}{2}
ε=2B−A,使得:
A
−
ε
<
x
n
<
A
+
ε
=
B
+
A
2
=
B
−
ε
<
y
n
<
B
+
ε
A-\varepsilon <x_{n}<A+ \varepsilon = \frac{B+A}{2}=B-\varepsilon <y_{n}<B+\varepsilon
A−ε<xn<A+ε=2B+A=B−ε<yn<B+ε
即
x
n
<
y
n
x_{n}<y_{n}
xn<yn。
定理1.5 数列极限的保号性
若 x n ≤ y n x_{n} \le y_{n} xn≤yn, lim n → ∞ x n = A \lim_{n \to \infty} x_{n}=A limn→∞xn=A, lim n → ∞ y n = B \lim_{n \to \infty} y_{n}=B limn→∞yn=B,则 A ≤ B A \le B A≤B。
反证法,设
x
n
≤
y
n
x_{n} \le y_{n}
xn≤yn,
lim
n
→
∞
x
n
=
A
\lim_{n \to \infty} x_{n}=A
limn→∞xn=A,
lim
n
→
∞
y
n
=
B
\lim_{n \to \infty} y_{n}=B
limn→∞yn=B推出
A
>
B
A>B
A>B,
由数列极限的保序性,
x
n
>
y
n
x_{n} > y_{n}
xn>yn,与条件矛盾,假设不成立。
定理1.6 数列极限的四则运算
lim
n
→
∞
x
n
=
A
\lim_{n \to \infty} x_{n}=A
limn→∞xn=A,
lim
n
→
∞
y
n
=
B
\lim_{n \to \infty} y_{n}=B
limn→∞yn=B,以下结论成立:
(1)
lim
n
→
∞
(
x
n
±
y
n
)
=
lim
n
→
∞
x
n
±
lim
n
→
∞
y
n
=
A
±
B
\lim_{n \to \infty} \left ( x_{n} \pm y_{n} \right ) =\lim _{n\to \infty } x_{n} \pm \lim _{n\to \infty } y_{n} =A\pm B
limn→∞(xn±yn)=limn→∞xn±limn→∞yn=A±B
(2)
lim
n
→
∞
(
x
n
⋅
y
n
)
=
lim
n
→
∞
x
n
⋅
lim
n
→
∞
y
n
=
A
⋅
B
\lim_{n \to \infty} \left ( x_{n} \cdot y_{n} \right ) =\lim _{n\to \infty } x_{n} \cdot \lim _{n\to \infty } y_{n} =A\cdot B
limn→∞(xn⋅yn)=limn→∞xn⋅limn→∞yn=A⋅B
(3)
lim
n
→
∞
(
x
n
y
n
)
=
lim
n
→
∞
x
n
lim
n
→
∞
y
n
=
A
B
(
B
≠
0
)
\lim_{n \to \infty} \left ( \frac{x_{n} }{y_{n} } \right ) =\frac{\lim _{n\to \infty } x_{n}}{\lim _{n\to \infty } y_{n} } =\frac{A}{B}(B\neq 0)
limn→∞(ynxn)=limn→∞ynlimn→∞xn=BA(B=0)
(1)
以加法运算为例,减法同理。
∣
(
x
n
+
y
n
)
−
(
A
+
B
)
∣
<
∣
x
n
−
A
∣
+
∣
y
n
−
B
∣
<
ε
+
ε
=
2
ε
\begin{array}{l} & \left | \left ( x_{n} +y_{n} \right )-\left ( A+B \right ) \right | \\ < & \left | x_{n} -A \right | +\left | y_{n}-B \right | \\ < & \varepsilon +\varepsilon =2\varepsilon \\ \end{array}
<<∣(xn+yn)−(A+B)∣∣xn−A∣+∣yn−B∣ε+ε=2ε
即
lim
n
→
∞
(
x
n
+
y
n
)
=
lim
n
→
∞
x
n
+
lim
n
→
∞
y
n
=
A
+
B
\lim_{n \to \infty} \left ( x_{n} + y_{n} \right ) =\lim _{n\to \infty } x_{n} + \lim _{n\to \infty } y_{n} =A+ B
limn→∞(xn+yn)=limn→∞xn+limn→∞yn=A+B。
(2)
∣
x
n
⋅
y
n
−
A
⋅
B
∣
<
∣
x
n
⋅
y
n
−
A
⋅
y
n
+
A
⋅
y
n
−
A
⋅
B
∣
<
∣
y
n
⋅
(
x
n
−
A
)
+
a
⋅
(
y
n
−
B
)
∣
<
∣
y
n
∣
∣
x
n
−
A
∣
+
∣
A
∣
∣
y
n
−
B
∣
\begin{array}{l} & \left | x_{n}\cdot y_{n} -A\cdot B \right | \\ < & \left | x_{n}\cdot y_{n}-A\cdot y_{n} + A\cdot y_{n} -A\cdot B\right | \\ < & \left | y_{n} \cdot \left ( x_{n} -A \right ) + a\cdot \left ( y_{n} -B \right ) \right | \\ < & \left | y_{n}\right | \left | x_{n} -A \right | +\left | A \right | \left | y_{n} -B \right | \\ \end{array}
<<<∣xn⋅yn−A⋅B∣∣xn⋅yn−A⋅yn+A⋅yn−A⋅B∣∣yn⋅(xn−A)+a⋅(yn−B)∣∣yn∣∣xn−A∣+∣A∣∣yn−B∣
由数列极限的有界性,可知收敛序列
y
n
y_{n}
yn有界,
设
∣
y
n
∣
<
∣
M
∣
\left | y_{n} \right | <\left | M \right |
∣yn∣<∣M∣,上式可化简为:
∣
x
n
⋅
y
n
−
A
⋅
B
∣
<
∣
M
∣
∣
x
n
−
A
∣
+
∣
A
∣
∣
y
n
−
B
∣
<
(
∣
M
∣
+
∣
A
∣
)
ε
\begin{array}{l} & \left | x_{n}\cdot y_{n} -A\cdot B \right | \\ < & \left | M \right | \left | x_{n} -A \right | +\left | A \right |\left | y_{n} -B \right | \\ < & \left ( \left | M \right | +\left | A \right | \right ) \varepsilon \end{array}
<<∣xn⋅yn−A⋅B∣∣M∣∣xn−A∣+∣A∣∣yn−B∣(∣M∣+∣A∣)ε
即
lim
n
→
∞
(
x
n
⋅
y
n
)
=
lim
n
→
∞
x
n
⋅
lim
n
→
∞
y
n
=
A
⋅
B
\lim_{n \to \infty} \left ( x_{n} \cdot y_{n} \right ) =\lim _{n\to \infty } x_{n} \cdot \lim _{n\to \infty } y_{n} =A\cdot B
limn→∞(xn⋅yn)=limn→∞xn⋅limn→∞yn=A⋅B。
(3)
∣
x
n
y
n
−
A
B
∣
<
∣
B
⋅
x
n
−
A
⋅
y
n
B
⋅
y
n
∣
=
∣
(
B
⋅
x
n
−
B
⋅
A
)
−
(
A
⋅
y
n
−
A
⋅
B
)
∣
∣
B
⋅
y
n
∣
<
∣
B
∣
∣
x
n
−
A
∣
∣
B
∣
∣
y
n
∣
+
∣
A
∣
∣
y
n
−
B
∣
∣
B
∣
∣
y
n
∣
\begin{array}{l} &\left | \frac{x_{n} }{y_{n} } -\frac{A}{B} \right | \\ < & \left | \frac{B\cdot x_{n}-A\cdot y_{n} }{B\cdot y_{n} } \right | = & \frac{\left | \left ( B\cdot x_{n} -B\cdot A \right ) -\left ( A\cdot y_{n} -A\cdot B \right ) \right | }{\left | B\cdot y_{n} \right | } \\ < & \frac{\left | B \right |\left | x_{n} -A \right | }{\left | B \right | \left | y_{n} \right | } +\frac{\left | A \right | \left | y_{n}-B \right | }{\left | B \right | \left | y_{n} \right |} \\ \end{array}
<<
ynxn−BA
B⋅ynB⋅xn−A⋅yn
=∣B∣∣yn∣∣B∣∣xn−A∣+∣B∣∣yn∣∣A∣∣yn−B∣∣B⋅yn∣∣(B⋅xn−B⋅A)−(A⋅yn−A⋅B)∣
由数列极限的有界性,可知收敛序列
y
n
y_{n}
yn有界,
设
∣
y
n
∣
<
∣
M
∣
\left | y_{n} \right | <\left | M \right |
∣yn∣<∣M∣,上式可化简为:
∣
x
n
y
n
−
A
B
∣
<
(
∣
A
∣
+
∣
B
∣
∣
B
∣
∣
M
∣
)
ε
\left | \frac{x_{n} }{y_{n} } -\frac{A}{B} \right |< \left ( \frac{\left | A \right |+\left | B \right | }{\left | B \right |\left | M \right | } \right)\varepsilon
ynxn−BA
<(∣B∣∣M∣∣A∣+∣B∣)ε
即
lim
n
→
∞
(
x
n
y
n
)
=
lim
n
→
∞
x
n
lim
n
→
∞
y
n
=
A
B
(
B
≠
0
)
\lim_{n \to \infty} \left ( \frac{x_{n} }{y_{n} } \right ) =\frac{\lim _{n\to \infty } x_{n}}{\lim _{n\to \infty } y_{n} } =\frac{A}{B}(B\neq 0)
limn→∞(ynxn)=limn→∞ynlimn→∞xn=BA(B=0)。
定理1.7 数列极限的迫敛性
若 lim n → ∞ x n = lim n → ∞ z n = A \lim_{n \to \infty} x_{n} =\lim_{n \to \infty} z_{n} =A limn→∞xn=limn→∞zn=A,又有 x n ≤ y n ≤ z n x_{n} \le y_{n} \le z_{n} xn≤yn≤zn,则 lim n → ∞ y n = A \lim_{n \to \infty} y_{n}=A limn→∞yn=A。
根据极限定义,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
N
\exists N
∃N:
∀
n
>
N
\forall n>N
∀n>N,
∣
x
n
−
A
∣
<
ε
⇒
A
−
ε
<
x
n
\left | x_{n} -A \right | < \varepsilon \Rightarrow A-\varepsilon <x_{n}
∣xn−A∣<ε⇒A−ε<xn,
同理
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
N
\exists N
∃N:
∀
n
>
N
\forall n>N
∀n>N,
∣
z
n
−
A
∣
<
ε
⇒
z
n
<
A
+
ε
\left | z_{n} -A \right | < \varepsilon \Rightarrow z_{n} < A+\varepsilon
∣zn−A∣<ε⇒zn<A+ε。
根据数列极限的有界性,
A
−
ε
<
x
n
≤
y
n
≤
z
n
<
A
+
ε
A-\varepsilon <x_{n} \le y_{n} \le z_{n} < A+\varepsilon
A−ε<xn≤yn≤zn<A+ε,
y
n
y_{n}
yn的极限也是
A
A
A。
`