[Math] Bolzano-Weierstrass implies the monotone convergence theorem.

real-analysissequences-and-series

I'm having some trouble proving that BW implies MCT. Here's what I've done so far

If a bounded sequence $(a_n)$ is monotone, then the sequence is convergent.

Case 1: $(a_n)$ is always increasing.

Proof. By BW, there exists a subsequence $(a_{n_k})$ that converges to some limit $L$. Observe that
$$|a_n-L| = |a_n-a_{n_k}+a_{n_k}-L|\leq |a_n-a_{n_k}|+|a_{n_k}-L|$$
I think the next step is to argue that you can make the left term as small as possible but I'm not sure how to show that.

Best Answer

You are close.

MCT : Every bounded monotone sequence is convergent.

BW: There exist a convergent subsequence $(a_{n_k})$.

Consider a monotonically increasing sequence.

Let $\epsilon >0$ be given.

There is a $k_0$ such that for $k \ge k_0$:

$|a_{n_k} -L|< \epsilon $.

Let $N:= n_{k_0}$.

For every $n \ge N$ there is a $k \ge k_0$ with

$n_k \le n \lt n_{k+1}$.

Since $(a_n)$ is mon. increasing we have

$a_{n_k} \le a_n \le a_{n_{k+1}} \le L$,

hence

$|a_n-L| \le |a_{n_k} -L| \lt \epsilon$.