Stolz–Cesàro theorem
In mathematics, the Stolz–Cesàro theorem is a criterion for proving the convergence of a sequence. The theorem is named after mathematicians Otto Stolz and Ernesto Cesàro, who stated and proved it for the first time.
The Stolz–Cesàro theorem can be viewed as a generalization of the Cesàro mean, but also as a l'Hôpital's rule for sequences.
Statement of the theorem for the ∙/∞ case
Let and be two sequences of real numbers. Assume that is a strictly monotone and divergent sequence (i.e. strictly increasing and approaching , or strictly decreasing and approaching ) and the following limit exists:
Then, the limit
Statement of the theorem for the 0/0 case
Let and be two sequences of real numbers. Assume now that and while is strictly monotone. If
then
Proofs
Proof of the theorem for the case
Case 1: suppose strictly increasing and divergent to , and . By hypothesis, we have that for all there exists such that
which is to say
Since is strictly increasing, , and the following holds
- .
Next we notice that
thus, by applying the above inequality to each of the terms in the square brackets, we obtain
Now, since as , there is an such that for all , and we can divide the two inequalities by for all
The two sequences (which are only defined for as there could be an such that )
are infinitesimal since and the numerator is a constant number, hence for all there exist , such that
therefore
which concludes the proof. The case with strictly decreasing and divergent to , and is similar.
Case 2: we assume strictly increasing and divergent to , and . Proceeding as before, for all there exists such that for all
Again, by applying the above inequality to each of the terms inside the square brackets we obtain
and
The sequence defined by
is infinitesimal, thus
combining this inequality with the previous one we conclude
The proofs of the other cases with strictly increasing or decreasing and approaching or respectively and all proceed in this same way.
Proof of the theorem for the case
Case 1: we first consider the case with and strictly increasing. This time, for each , we can write
and
The two sequences
are infinitesimal since by hypotehsis , thus for all there are such that
thus, choosing appropriately (which is to say, taking the limit with respect to ) we obtain
which concludes the proof.
Case 2: we assume and strictly increasing. For all there exists such that for all
Therefore, for each
The sequence
converges to (keeping fixed), hence
and, choosing conveniently, we conclude the proof
Applications and examples
The theorem concerning the case has a few notable consequences which are useful in the computation of limits.
Arithmetic mean
Let be a sequence of real numbers which converges to , define
then is strictly increasing and diverges to . We compute
therefore
Given any sequence of real numbers, suppose that
exists (finite or infinite), then
Geometric mean
Let be a sequence of positive real numbers converging to and define
again we compute
where we used the fact that the logarithm is continuous. Thus
since the logarithm is both continuous and injective we can conclude that
- .
Given any sequence of (strictly) positive real numbers, suppose that
exists (finite or infinite), then
Suppose we are given a sequence and we are asked to compute
defining and we obtain
if we apply the property above
This last form is usually the most useful to compute limits
Given any sequence of (strictly) positive real numbers, suppose that
exists (finite or infinite), then
Example 1
Example 3
notice that
therefore
Example 4
Consider the sequence
this can be written as
the sequence is bounded (and oscillating), while
by the well-known limit, because ; therefore
History
The ∞/∞ case is stated and proved on pages 173—175 of Stolz's 1885 book and also on page 54 of Cesàro's 1888 article.
It appears as Problem 70 in Pólya and Szegő (1925).
The general form
Statement
The general form of the Stolz–Cesàro theorem is the following:[2] If and are two sequences such that is monotone and unbounded, then:
Proof
Instead of proving the previous statement, we shall prove a slightly different one; first we introduce a notation: let be any sequence, its partial sum will be denoted by . The equivalent statement we shall prove is:
Let be any two sequences of real numbers such that
- ,
- ,
then
Proof of the equivalent statement
First we notice that:
- holds by definition of limit superior and limit inferior;
- holds if and only if because for any sequence .
Therefore we need only to show that . If there is nothing to prove, hence we can assume (it can be either finite or ). By definition of , for all there is a natural number such that
We can use this inequality so as to write
Because , we also have and we can divide by to get
Since as , the sequence
and we obtain
By definition of least upper bound, this precisely means that
and we are done.
Proof of the original statement
Now, take as in the statement of the general form of the Stolz-Cesàro theorem and define
since is strictly monotone (we can assume strictly increasing for example), for all and since also , thus we can apply the theorem we have just proved to (and their partial sums )
which is exactly what we wanted to prove.
References
- Mureşan, Marian (2008), A Concrete Approach to Classical Analysis, Berlin: Springer, pp. 85–88, ISBN 978-0-387-78932-3.
- Stolz, Otto (1885), Vorlesungen über allgemeine Arithmetik: nach den Neueren Ansichten, Leipzig: Teubners, pp. 173–175.
- Cesàro, Ernesto (1888), "Sur la convergence des séries", Nouvelles annales de mathématiques, Series 3, 7: 49–59.
- Pólya, George; Szegő, Gábor (1925), Aufgaben und Lehrsätze aus der Analysis, I, Berlin: Springer.
- A. D. R. Choudary, Constantin Niculescu: Real Analysis on Intervals. Springer, 2014, ISBN 9788132221487, pp. 59-62
- J. Marshall Ash, Allan Berele, Stefan Catoiu: Plausible and Genuine Extensions of L’Hospital's Rule. Mathematics Magazine, Vol. 85, No. 1 (February 2012), pp. 52–60 (JSTOR)
External links
Notes
This article incorporates material from Stolz-Cesaro theorem on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.