Let be a sequence of real numbers such that and for all . Show that the sequence converges and find its limit.
(Kristyan Vasilev)
Solution
We will first prove that the sequence is strictly increasing. Note that for each we have , since for each . Besides we have that the function is decreasing for , because for each .
Therefore, for we have . So we get that , which is equivalent to . Therefore, the series is increasing and since it is bounded it follows that it is convergent. If is its limit, then for it is true that , i.e. . The function is decreasing, which means that .
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