[Math] Prove the Squeeze Theorem (for limits of sequences).

convergence-divergenceproof-verificationreal-analysissequences-and-series

Given: $(a_n), (b_n)$, and $(c_n)$ are sequences, with $a_n \le b_n \le c_n$ for all n. Also, $a_n \to a$ and $c_n \to a$.

Prove by contradiction: $(b_n)$ converges and $b_n \to a$.

Here is my attempt. Please let me know if this is a viable proof, and how I can improve upon it.

Proof:

Suppose $(b_n)$ does not converge to $a$.

Then, $\exists \epsilon _b \gt 0$ $ \forall M \in \mathbb N$ such that $\forall n \ge M, |b_n-a| \ge \epsilon _b$

and $\forall \epsilon \gt 0, \exists N_1, N_2 \in \mathbb N$ such that $\forall n \ge N_1, |c_n-a| \lt \epsilon$ and $\forall n \ge N_2, |a_n-a| \lt \epsilon$.

Let $N=max(N_1,N_2)$.

Letting $M=N$, we get:

$\exists \epsilon _b \gt 0$ such that $\forall n \ge N$, $|b_n-a| \ge \epsilon _b, |c_n-a| \lt \epsilon _b, |a_n-a| \lt \epsilon _b$.

Thus:

$a-\epsilon _b \lt a_n $

$a-\epsilon _b \gt c_n$

$a-\epsilon _b \ge b_n$ or $a+\epsilon _b \le b_n$

As a result, $\exists \epsilon _b \gt 0$ such that $\forall n \ge N, b_n \le a-\epsilon _b \lt a_n$ or $c_n \lt a + \epsilon _b \le b_n$, contradicting the fact that $a_n \le b_n \le c_n$. Therefore, $b_n$ must converge to $a$.

Best Answer

I think that your initiating implication is invalid:

Suppose $b_n$ does not converge to $a$.

Then, $\exists \epsilon _b \gt 0$ $ \forall M \in \mathbb N$ such that $\forall n \ge M, |b_n-a| \ge \epsilon _b$

A non-converging sequence $b_n$ might well have infinite points arbitrarily close to $a$ (without converging to it).

  • A (direct) proof to the Squeeze theorem can go like this:

Proof: Since $a_n \leq b_n \leq c_n$ then $0\leq b_n-a_n\leq c_n-a_n$, thus $|b_n-a_n|\leq c_n-a_n$.

Combining the above with the fact that $\lim(c_n-a_n)=a-a=0$ we get: $\lim(b_n-a_n)=0$.

Now we can write the terms of $(b_n)$ as the sum of the terms of two converging sequences: $b_n=(b_n-a_n)+a_n$, so we have: $$ \lim b_n=\lim\big((b_n-a_n)+a_n \big)=\lim(b_n-a_n)+\lim a_n=0+a=a $$

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