We’ve studied what it means for a sequence to converge to a limit, but we don’t want to be forced to have to prove every limit using the definition! So today, we learn our first tool to prove a limit exists and find it without needing to use the definition of a limit! It’s called the squeeze theorem. I used the squeeze theorem every other day when I took real analysis for the first time. It’s that useful.

Intuition

Imagine we are given some complicated sequence (x_n). As always, we begin by playing around with the expression defining x_n when we happen to notice that for any n the sequence x_n is always larger than 1 and less than 1+\frac{1}{n}. It’s somehow sandwiched between 1 and 1+\frac{1}{n}, in a manner of speaking.

Motivated by this discovery, let’s define two sequences (a_n) = (1) and (b_n) = \left(1+\frac{1}{n}\right).

Observe that both a_n \rightarrow 1 and b_n \rightarrow 1.1 As these two sequences converge to 1 the a_n and b_n terms are squeezing the x_n towards 1 too since a_n \leq x_n\leq b_n. For this reason, we might guess that x_n\rightarrow 1 as well. And we’d be correct! This is the content of the squeeze theorem.

The Squeeze Theorem


Theorem (The Squeeze Theorem): Let a_n, b_n and x_n be three sequences such that a_n \leq x_n\leq b_n for all n\in\mathbb{N}. If a_n \rightarrow \alpha and b_n \rightarrow \alpha then x_n \rightarrow \alpha as well.


We will do two proofs, one short and quick. The second longer, but gives good pracitce using the limit definition.

Proof (i): Let a_n, b_n and x_n be three sequences such that a_n \leq x_n\leq b_n for all n\in\mathbb{N}. Assume that both a_n and b_n converge to the same limit, i.e. a_n \rightarrow \alpha and b_n \rightarrow \alpha. We aim to show that x_n \rightarrow \alpha as well.

Let \varepsilon>0. By definition, there exists an N_a\in\mathbb{N} and N_b\in\mathbb{N} such that,

|a_n - \alpha| < \varepsilon,

for all n>N_a and

|b_n - \alpha| < \varepsilon,

for all n>N_b. Let N = \max{(N_a,N_b)}. Then, for all n>N we have both:

\alpha - \varepsilon <a_n < \alpha + \varepsilon,

\alpha - \varepsilon <b_n < \alpha + \varepsilon.

By assumption a_n \leq x_n\leq b_n and therefore,

\alpha - \varepsilon <a_n \leq x_n \leq b_n < \alpha + \varepsilon,

or better yet |x_n - \alpha| < \varepsilon, for all n>N completing the proof.

\square

Proof (ii): Assume for a contradiction that x_n \not\rightarrow \alpha. Then, there exists an \varepsilon>0 such that for all N\in\mathbb{N} there is some n>N where |x_n - \alpha| \geq \varepsilon. This means either,

(1) x_n  \leq \alpha -\varepsilon, or

(2) x_n \geq \alpha+\varepsilon.

for some n>N. Consider case (1). Since a_n \rightarrow \alpha, we know there exists an N_a\in\mathbb{N} such that,

|a_n - \alpha| < \varepsilon,

or,

\alpha - \varepsilon <a_n < \alpha + \varepsilon,

for all n>N_a. But, this contradicts x_n  \leq \alpha -\varepsilon, since we’d have

x_n  \leq \alpha -\varepsilon< a_n \leq x_n.

A similar contradiction arises with case (2) using b_n \rightarrow \alpha.

\square

Infinite Limits

There is a slightly different version of the squeeze theorem. This one is useful to show that a limit diverges to infinity!


Theorem: (The Infinite Squeeze Theorem): Let a_nand x_n be sequences such that a_n \leq x_n for all n\in\mathbb{N}. If a_n \rightarrow \infty then x_n \rightarrow \infty as well.

Likewise, let a_nand x_n be sequences such that a_n \geq x_n for all n\in\mathbb{N}. If a_n \rightarrow -\infty then x_n \rightarrow -\infty as well.


Proof: Let a_n and x_n be sequences such that a_n \rightarrow \infty and a_n \leq x_n for all n\in\mathbb{N}. Consider some M>0. Recall in order to prove that x_n \rightarrow \infty we must show that exists an N_x\in\mathbb{N} such that x_n>M for all n>N_x. But, since a_n \rightarrow \infty there exists an N_a\in\mathbb{N} such that a_n>M for all n>N_a. We claim that letting N_x=N_a does the job since,

x_n\geq a_n>M for all n>N_x=N_a.

Therefore x_n \rightarrow \infty as well.

For the second situation (when a_n \geq x_n and a_n \rightarrow -\infty) I challenge you to try it out! You got this!!!!!

\square

Closing Remarks

The squeeze theorem is a great utility tool to have under your belt. When we use it we don’t really care about the details of the x_n other than how it compares to two known sequences. This also means the more sequences you know, the more tools you have at your disposal!

Oh, and one final note.

Go back to the section Intuition, where we had two sequences (a_n) = (1) and (b_n) = \left(1+\frac{1}{n}\right). What if we changed the first 100 terms of a_n so that a_n \neq 1. Say we made a_n = 100 for all n\leq 100.

a_n = \underbrace{100,100,100,\cdots, 100}_{first\;100\;terms}, 1, 1, 1, 1, 1, 1,\cdots

Then, since x_n<b_n<100 we know a_n>x_n for all n\leq100. Sooo… we cannot use the squeeze theorem anymore, right? WRONG! The squeeze theorem still applies to for all n>100 since we still have a_n \rightarrow 1 and a_n \leq x_n\leq b_n for all n>100. This is a consequence of the fact that limits don’t really care about the beginning of the sequence; limits cares about the end of the sequence.2 Changing only the first 100 a_n doesn’t amount to any change in a_n 's limit. So we could have also written the squeeze theorem as:


Theorem (The Squeeze Theorem (Nuanced)): Let a_n, b_n and x_n be three sequences such that a_n \leq x_n\leq b_n for all n>N where N\in\mathbb{N}. If a_n \rightarrow \alpha and b_n \rightarrow \alpha then x_n \rightarrow \alpha as well.


Any who, I hope you learned something, had some fun, and/or got a kick in the discovery reading this! If you have any questions, comments, or concerns about the content or my description of it, please leave it in the comments!

Footnote:

  1. See part 2 here to learn how to prove these. ↩︎
  2. You can prove this statement too! Your goal is to prove the following:
    Let a_n and b_n sequences such that b_n = a_n for all n>N. If a_n \rightarrow \alpha then b_n \rightarrow \alpha. ↩︎

2 responses to “Let’s Get Real… Analysis (Part 4): The Squeeze Theorem”

  1. Let’s Get Real… Analysis (Part 5): the Monotone Convergence Theorem – A Kick in the Discovery Avatar

    […] means for a sequence to converge to a limit, we learned that this limit is unique, and we now have the squeeze theorem as a tool in the tool kit. What is there left to study? (A […]

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  2. Let’s Get Real… Analysis (Part 6): The Ratio Test for Sequences – A Kick in the Discovery Avatar

    […] problems, without having to do a proof by definition every time. Some of these tools are the Squeeze Theorem and the Monotone Convergence Theorem. Today, we will add another tool to our tool kit: the […]

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