Prove a recursive sequence converges

proof-verificationreal-analysissequences-and-series

Let $\{a_n\}_{n=0}^∞$
be a sequence defined recursively as follows:

$$\left\{\begin{array}{l}a_0=\sqrt2\\a_n=\sqrt{2a_{n-1}},n\geq1\end{array}\right.$$

Show that $\{a_n\}_{n=0}^∞$ converges and that its limit is $2$.

Hint: It may be helpful to first prove that for all $x ∈ (0, 2)$, we have $x < \sqrt{2x} < 2$.


What I tried so far:

I proved the hint first

WTS $$\forall x\in(0,2), x<\sqrt{2x}<2$$

$$\Leftrightarrow \forall x,0<x<2\rightarrow x<\sqrt{2x}\wedge \sqrt{2x}<2$$

Assume the negation:

$$\not\Leftrightarrow \exists x,0<x<2 \wedge (x\geq\sqrt{2x}\vee \sqrt{2x}\geq2)$$

$$\Leftrightarrow \exists x,(0<x<2 \wedge x\geq\sqrt{2x}) \vee (0<x<2 \wedge \sqrt{2x}\geq2)$$

Case1: $\exists x,0<x<2 \wedge x\geq\sqrt{2x}$

Let $x$ be such $x$

Since $0<x<2$

Have $0<\sqrt{2x}$

That $0<\sqrt{2x}\leq x$

$\Rightarrow 0<2x<x^2$

$\Rightarrow 0<2\leq x$ Contradiction

Case2: $\exists x,0<x<2 \wedge \sqrt{2x} \geq 2$

Let x be such x

Have $0<x<2\leq \sqrt{2x}$

$\Rightarrow 0<x^2<4\leq 2x$

$\Rightarrow 0<x<\frac{4}{x}\leq 2$

But $0<x<2$

Implies $4x<8$

$\Rightarrow 4<\frac{8}{x}$

$\Rightarrow \frac{4}{2}<\frac{4}{x}$

$\Rightarrow 2<\frac{4}{x}$ Contradiction

Therefore $\forall x\in(0,2), x<\sqrt{2x}<2$ hold by contradiction.

Then prove $\forall n \in \mathbb{N},0<a_{n}<2$ by induction:

Base case: $n=0$
$$0<\sqrt2<2 \text{ hold}$$

Inductive steps:

Assumse $$0<a_k=\sqrt{2a_{k-1}}<2$$

Show $$0<a_{k+1}=\sqrt{2\sqrt{2a_{k-1}}}<2$$

By assumption $$0<a_k=\sqrt{2a_{k-1}}<2$$

Have $$\sqrt{2(0)}<\sqrt{2(a_k)}=\sqrt{2(\sqrt{2a_{k-1}})}<\sqrt{2(2)}$$

That $$0<a_{k+1}=\sqrt{2\sqrt{2a_{k-1}}}<2 \text{ hold}$$

Therefore $$\forall n \in \mathbb{N},0<a_{n}<2$$

Since $0<a_{n-1}<2$, that $x<\sqrt{2x}<2$ hold for $a_{n – 1}$ implies:
$$0 < a_{n – 1} < \sqrt{2a_{n-1}} = a_n < 2,$$
Therefore $a_n$ is increasing and bounded above, implies:
$$\exists L\in \mathbb{R},\{a_n\}_{n=0}^∞=L$$

By given also have
$$a_n = \sqrt{2a_{n-1}}$$
Take the limit on both sides we have:
$$L = \sqrt{2L} \rightarrow L = 2.$$
Therefore $$\{a_n\}_{n=0}^∞=2$$

Best Answer

First, I just want to say, your proof of the hint is indeed correct, but it's... it's so inelegant. What you have here is the fact that the geometric mean of $x$ and $2$ lies between $x$ and $2$. This can be proven, more directly.

Since $0 < x < 2$, we have $0 < \sqrt{x} < \sqrt{2}$ since the square root function is strictly increasing. Then, multiplying through by $\sqrt{x} > 0$, $$0 < x < \sqrt{2x}.$$ Now, multiplying through by $\sqrt{2} > 0$, $$0 < \sqrt{2x} < 2.$$ In total, $$0 < x < \sqrt{2x} < 2.$$

How does this help? Well, taking $x = a_{n - 1}$ implies $$0 < a_{n - 1} < \sqrt{2a_{n-1}} = a_n < 2,$$ implying both that $a_n$ is increasing, and bounded above. Thus, a limit $L$ exists. If we take the recurrence relation $$a_n = \sqrt{2a_{n-1}}$$ and take the limit of both sides, then $$L = \sqrt{2L} \implies L = 2.$$ The limit must therefore be $2$.