无穷大量
无穷大量的定义
定义2.1 无穷大量
若数列
{
x
n
}
\left \{ x_{n} \right \}
{xn}满足:
∀
G
>
0
\forall G>0
∀G>0,
∃
N
:
∀
n
>
N
\exists N:\forall n>N
∃N:∀n>N,
x
n
>
G
x_{n}>G
xn>G,则称
{
x
n
}
\left \{ x_{n} \right \}
{xn}为正无穷大量,数列极限为正无穷大,记为
lim
n
→
∞
x
n
=
+
∞
\lim _{n\to \infty } x_{n}=+\infty
limn→∞xn=+∞;
若数列
{
x
n
}
\left \{ x_{n} \right \}
{xn}满足:
∀
G
>
0
\forall G>0
∀G>0,
∃
N
:
∀
n
>
N
\exists N:\forall n>N
∃N:∀n>N,
x
n
<
−
G
x_{n}<-G
xn<−G,则称
{
x
n
}
\left \{ x_{n} \right \}
{xn}为负无穷大量,数列极限为负无穷大,记为
lim
n
→
∞
x
n
=
−
∞
\lim _{n\to \infty } x_{n}=-\infty
limn→∞xn=−∞;
若数列
{
x
n
}
\left \{ x_{n} \right \}
{xn}满足:
∀
G
>
0
\forall G>0
∀G>0,
∃
N
:
∀
n
>
N
\exists N:\forall n>N
∃N:∀n>N,
∣
x
n
∣
>
G
\left | x_{n} \right |>G
∣xn∣>G,则称
{
x
n
}
\left \{ x_{n} \right \}
{xn}为不定号无穷大量数列极限为不定号无穷大,记为
lim
n
→
∞
x
n
=
∞
\lim _{n\to \infty } x_{n}=\infty
limn→∞xn=∞。
可扩充极限定义,认为无穷大量的极限是正无穷大,负无穷大或不定号无穷大。
定理2.1
{
x
n
}
\left \{ x_{n} \right \}
{xn}是无穷大量当且仅当
{
1
x
n
}
\left \{ \frac{1}{x_{n}} \right \}
{xn1}是无穷小量。
根据无穷小量的定义,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
N
\exists N
∃N:
∀
n
>
N
\forall n>N
∀n>N,
∣
x
n
∣
<
ε
\left | x_{n} \right |< \varepsilon
∣xn∣<ε,令
G
=
1
ε
G=\frac{1}{\varepsilon }
G=ε1,则
∣
1
x
n
∣
>
G
=
1
ε
\left | \frac{1}{x_{n} } \right | >G=\frac{1}{\varepsilon }
xn1
>G=ε1,
{
1
x
n
}
\left \{ \frac{1}{x_{n}} \right \}
{xn1}是无穷大量。
根据无穷大量的定义,
∀
G
>
0
\forall G >0
∀G>0,
∃
N
\exists N
∃N:
∀
n
>
N
\forall n>N
∀n>N,
∣
x
n
∣
>
G
\left | x_{n} \right |>G
∣xn∣>G,令
ε
=
1
G
\varepsilon=\frac{1}{G }
ε=G1,则
∣
1
x
n
∣
<
ε
=
1
G
\left | \frac{1}{x_{n} } \right | <\varepsilon=\frac{1}{G }
xn1
<ε=G1,
{
1
x
n
}
\left \{ \frac{1}{x_{n}} \right \}
{xn1}是无穷小量。
无穷大量的判定
定理2.2
无穷小量与有界数列的乘积也是无穷小量。相应地,无穷大量与无界数列的乘积也是无穷大量。
定理2.3 Stolz定理
设
{
x
n
}
\left \{ x_{n} \right \}
{xn},
{
y
n
}
\left \{ y_{n} \right \}
{yn}是数列,若满足以下条件:
(1)数列
{
x
n
+
1
−
x
n
y
n
+
1
−
y
n
}
\left \{ \frac{x_{n+1} -x_{n} }{y_{n+1}-y_{n}} \right \}
{yn+1−ynxn+1−xn}收敛或是正(负)无穷大量;
(2)数列
{
y
n
}
\left \{ y_{n} \right \}
{yn}是严格递增的正无穷大量。
则
{
x
n
y
n
}
\left \{ \frac{x_{n} }{y_{n} } \right \}
{ynxn}也收敛,且
lim
n
→
∞
x
n
y
n
=
lim
n
→
∞
x
n
+
1
−
x
n
y
n
+
1
−
y
n
\lim_{n \to \infty} \frac{x_{n} }{y_{n} } =\lim_{n \to \infty} \frac{x_{n+1} -x_{n} }{y_{n+1}-y_{n}}
limn→∞ynxn=limn→∞yn+1−ynxn+1−xn。
以数列
{
x
n
+
1
−
x
n
y
n
+
1
−
y
n
}
\left \{ \frac{x_{n+1} -x_{n} }{y_{n+1}-y_{n}} \right \}
{yn+1−ynxn+1−xn}的极限
a
a
a的不同情形,分类讨论:
<1>
a
=
0
a=0
a=0,
根据数列极限定义,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
N
1
\exists N_{1}
∃N1:
∀
n
>
N
1
\forall n>N_{1}
∀n>N1,
∣
x
n
+
1
−
x
n
∣
<
ε
∣
y
n
+
1
−
y
n
∣
\left | x_{n+1} -x_{n} \right |<\varepsilon \left | y_{n+1}-y_{n} \right |
∣xn+1−xn∣<ε∣yn+1−yn∣,
因为
{
y
n
}
\left \{ y_{n} \right \}
{yn}是单调递增数列,所以
y
n
+
1
−
y
n
>
0
y_{n+1}-y_{n}>0
yn+1−yn>0,
∣
x
n
+
1
−
x
n
∣
<
ε
(
y
n
+
1
−
y
n
)
\left | x_{n+1} -x_{n} \right |<\varepsilon\left ( y_{n+1}-y_{n} \right )
∣xn+1−xn∣<ε(yn+1−yn)。
又根据三角不等式:
∣
x
n
−
x
N
1
∣
=
∣
∑
i
=
N
1
n
−
1
(
x
i
+
1
−
x
i
)
∣
<
∑
i
=
N
1
n
−
1
∣
x
i
+
1
−
x
i
∣
<
∑
i
=
N
1
n
−
1
ε
(
y
i
+
1
−
y
i
)
<
ε
(
y
n
−
y
N
1
)
\left | x_{n}-x_{N_{1}} \right | =\left | \sum_{i=N_{1}}^{n-1}\left ( x_{i+1} -x_{i} \right ) \right | < \sum_{i=N_{1}}^{n-1 } \left | x_{i+1} -x_{i} \right | < \sum_{i=N_{1}}^{n-1 } \varepsilon \left ( y_{i+1}-y_{i} \right ) < \varepsilon \left ( y_{n}-y_{N_{1}} \right )
∣xn−xN1∣=
∑i=N1n−1(xi+1−xi)
<∑i=N1n−1∣xi+1−xi∣<∑i=N1n−1ε(yi+1−yi)<ε(yn−yN1)
因为
y
n
+
1
−
y
n
>
0
y_{n+1}-y_{n}>0
yn+1−yn>0,所以
y
n
+
1
−
y
N
1
=
∑
i
=
N
1
n
−
1
(
y
i
+
1
−
y
i
)
>
0
y_{n+1}-y_{N_{1}} =\sum_{i=N_{1}}^{n-1 } \left ( y_{i+1}-y_{i} \right )>0
yn+1−yN1=∑i=N1n−1(yi+1−yi)>0
不等式两边除以
y
n
−
y
N
1
y_{n}-y_{N_{1}}
yn−yN1,可得
∣
x
n
−
x
N
1
y
n
−
y
N
1
∣
<
ε
\left | \frac{ x_{n}-x_{N_{1}}}{y_{n}-y_{N_{1}} } \right | < \varepsilon
yn−yN1xn−xN1
<ε,
又因为数列
{
y
n
}
\left \{ y_{n} \right \}
{yn}是正无穷大量,所以
∀
G
>
0
\forall G>0
∀G>0,
∃
N
2
\exists N_{2}
∃N2:
∀
n
>
N
2
\forall n> N_{2}
∀n>N2,
∣
y
n
∣
>
G
\left | y_{n} \right |>G
∣yn∣>G,令
G
=
0
G=0
G=0,可得
∃
N
2
\exists N_{2}
∃N2:
∀
n
>
N
2
\forall n> N_{2}
∀n>N2,
∣
y
n
∣
>
0
\left | y_{n} \right |>0
∣yn∣>0。
取
N
=
max
{
N
1
,
N
2
}
N=\max \left \{ N_{1} ,N_{2} \right \}
N=max{N1,N2},则当
n
>
N
n>N
n>N时,
∣
x
n
y
n
−
x
N
y
n
∣
<
ε
\left | \frac{x_{n} }{y_{n} } -\frac{x_{N} }{y_{n} } \right |<\varepsilon
ynxn−ynxN
<ε,
根据三角不等式,
∣
x
n
y
n
∣
<
ε
+
∣
x
N
y
n
∣
\left | \frac{x_{n} }{y_{n} } \right |<\varepsilon +\left | \frac{x_{N} }{y_{n} } \right |
ynxn
<ε+
ynxN
,
因为数列
{
y
n
}
\left \{ y_{n} \right \}
{yn}是正无穷大量,由定理2.1,
{
1
y
n
}
\left \{ \frac{1}{y_{n}} \right \}
{yn1}是无穷小量,
而
x
N
x_{N}
xN是有界的常量,所以根据定理2.2,
{
x
N
y
n
}
\left \{ \frac{x_{N} }{y_{n} } \right \}
{ynxN}也是无穷小量,
∀
ε
>
0
\forall \varepsilon >0
∀ε>0,
∃
N
\exists N
∃N:
∀
n
>
N
\forall n>N
∀n>N,
∣
x
N
y
n
∣
<
ε
\left | \frac{x_{N} }{y_{n} } \right |<\varepsilon
ynxN
<ε,
∣
x
n
y
n
∣
<
ε
+
∣
x
N
y
n
∣
<
2
ε
\left | \frac{x_{n} }{y_{n} } \right |<\varepsilon +\left | \frac{x_{N} }{y_{n} } \right |<2\varepsilon
ynxn
<ε+
ynxN
<2ε。
综上所述,
{
x
n
y
n
}
\left \{ \frac{x_{n} }{y_{n}} \right \}
{ynxn}也是无穷小量,也就是
{
x
n
y
n
}
\left \{ \frac{x_{n} }{y_{n}} \right \}
{ynxn}极限为0。
<2>
a
≠
0
a\neq 0
a=0且
a
a
a有界
根据定理1.1,
lim
n
→
∞
(
x
n
+
1
−
x
n
y
n
+
1
−
y
n
)
=
a
⇔
lim
n
→
∞
(
x
n
+
1
−
x
n
y
n
+
1
−
y
n
−
a
)
=
0
\lim_{n \to \infty} \left ( \frac{x_{n+1} -x_{n} }{y_{n+1}-y_{n}} \right ) =a\Leftrightarrow \lim_{n \to \infty}\left ( \frac{x_{n+1} -x_{n} }{y_{n+1}-y_{n}} -a\right )=0
limn→∞(yn+1−ynxn+1−xn)=a⇔limn→∞(yn+1−ynxn+1−xn−a)=0。
右侧等式又可以化简为
x
n
+
1
−
x
n
−
a
(
y
n
+
1
−
y
n
)
y
n
+
1
−
y
n
=
(
x
n
+
1
−
a
y
n
+
1
)
−
(
x
n
−
a
y
n
)
y
n
+
1
−
y
n
\frac{x_{n+1} -x_{n}-a\left ( y_{n+1}-y_{n} \right ) }{y_{n+1}-y_{n}} =\frac{\left ( x_{n+1}-a y_{n+1} \right ) -\left ( x_{n}-a y_{n}\right ) }{y_{n+1}-y_{n}}
yn+1−ynxn+1−xn−a(yn+1−yn)=yn+1−yn(xn+1−ayn+1)−(xn−ayn),
由此可以构造新数列
x
n
′
=
x
n
−
a
y
n
x^{\prime }_{n} = x_{n}-a y_{n}
xn′=xn−ayn,
x
n
+
1
′
−
x
n
′
y
n
+
1
−
y
n
\frac{x_{n+1}^{\prime } -x_{n}^{\prime } }{y_{n+1}-y_{n}}
yn+1−ynxn+1′−xn′同样满足Stolz定理,所以
lim
n
→
∞
(
x
n
′
y
n
)
=
lim
n
→
∞
(
x
n
−
a
y
n
y
n
)
=
lim
n
→
∞
(
x
n
y
n
−
a
)
=
0
\lim_{n \to \infty}\left ( \frac{x_{n}^{\prime } }{y_{n}} \right ) =\lim_{n \to \infty}\left ( \frac{x_{n}-a y_{n}}{y_{n}} \right )= \lim_{n \to \infty}\left ( \frac{x_{n} }{y_{n} }-a \right )=0
limn→∞(ynxn′)=limn→∞(ynxn−ayn)=limn→∞(ynxn−a)=0,即
lim
n
→
∞
(
x
n
y
n
)
=
a
\lim_{n \to \infty} \left ( \frac{x_{n} }{y_{n}} \right ) =a
limn→∞(ynxn)=a。
<3>
a
=
+
∞
a=+ \infty
a=+∞
由数列极限的保序性,
∃
N
\exists N
∃N:
∀
n
>
N
\forall n>N
∀n>N,
x
n
+
1
−
x
n
y
n
+
1
−
y
n
>
0
\frac{x_{n+1} -x_{n} }{y_{n+1}-y_{n}}>0
yn+1−ynxn+1−xn>0,
根据无穷大量定义,
∀
G
>
0
\forall G >0
∀G>0,
∃
N
\exists N
∃N:
∀
n
>
N
\forall n>N
∀n>N,
x
n
+
1
−
x
n
y
n
+
1
−
y
n
>
G
⇒
x
n
+
1
−
x
n
>
G
(
y
n
+
1
−
y
n
)
\frac{x_{n+1} -x_{n} }{y_{n+1}-y_{n}} >G\Rightarrow x_{n+1} -x_{n} >G\left ( y_{n+1}-y_{n} \right )
yn+1−ynxn+1−xn>G⇒xn+1−xn>G(yn+1−yn),
因为
{
y
n
}
\left \{ y_{n} \right \}
{yn}是单调递增数列,所以
y
n
+
1
−
y
n
>
0
y_{n+1}-y_{n}>0
yn+1−yn>0,
x
n
+
1
−
x
n
>
G
(
y
n
+
1
−
y
n
)
>
0
x_{n+1} -x_{n} >G \left ( y_{n+1}-y_{n} \right )>0
xn+1−xn>G(yn+1−yn)>0,进而
{
x
n
}
\left \{ x_{n} \right \}
{xn}也是单调递增数列。
对不等式所有满足
n
>
N
n>N
n>N的项
x
n
x_{n}
xn进行累加操作:
∑
i
=
N
n
−
1
(
x
n
+
1
−
x
n
)
>
∑
i
=
N
n
−
1
G
(
y
n
+
1
−
y
n
)
⇔
x
n
−
x
N
>
G
(
y
n
−
y
N
)
⇔
x
n
>
G
(
y
n
−
y
N
)
+
x
N
\sum_{i=N}^{n-1} \left ( x_{n+1} -x_{n} \right ) > \sum_{i=N}^{n-1}G \left ( y_{n+1} -y_{n} \right )\Leftrightarrow x_{n} -x_{N} >G\left ( y_{n} -y_{N} \right ) \Leftrightarrow x_{n}>G\left ( y_{n} -y_{N} \right )+x_{N}
∑i=Nn−1(xn+1−xn)>∑i=Nn−1G(yn+1−yn)⇔xn−xN>G(yn−yN)⇔xn>G(yn−yN)+xN
因为
y
n
y_{n}
yn是严格递增的正无穷大量,而
x
N
x_{N}
xN,
y
N
y_{N}
yN是定量,所以
{
x
n
}
\left \{ x_{n} \right \}
{xn}也是正无穷大量。
根据定理2.1,
lim
n
→
∞
x
n
+
1
−
x
n
y
n
+
1
−
y
n
=
+
∞
⇔
lim
n
→
∞
y
n
+
1
−
y
n
x
n
+
1
−
x
n
=
0
\lim_{n \to \infty} \frac{x_{n+1} -x_{n} }{y_{n+1}-y_{n}} =+\infty \Leftrightarrow \lim_{n \to \infty} \frac{y_{n+1}-y_{n}}{x_{n+1} -x_{n} } =0
limn→∞yn+1−ynxn+1−xn=+∞⇔limn→∞xn+1−xnyn+1−yn=0,上文又已知数列
{
x
n
}
\left \{ x_{n} \right \}
{xn}是严格递增的正无穷大量,所以引用<1>中的结论,
lim
n
→
∞
y
n
x
n
=
0
\lim_{n \to \infty} \frac{y_{n}}{x_{n} } =0
limn→∞xnyn=0,
再次引用定理2.1,
lim
n
→
∞
y
n
x
n
=
+
∞
\lim_{n \to \infty} \frac{y_{n}}{x_{n} } =+\infty
limn→∞xnyn=+∞。
<4>
a
=
−
∞
a=- \infty
a=−∞
与<3>同理。