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Comprehensive Proof Practicum · Tutorial 961 of 1000

Prove a Basic Epsilon-N Limit

Build epsilon-N proofs by fixing an arbitrary tolerance, deriving an explicit integer threshold, and checking the required strict inequality.

Advanced 9 min read

What You'll Learn

  • State sequence convergence with the correct quantifiers and strict inequality
  • Choose an integer threshold from a given error bound
  • Prove convergence using an error estimate of the form constant over n
  • Verify rational, alternating, and square-root examples with explicit thresholds
  • Explain why finitely many initial terms do not affect convergence

Turn the Definition into a Proof Plan

Proof Strategy Mastery emphasized fixing the exact target and identifying the bridge between the assumptions and the conclusion. For a basic epsilon-\(N\) limit proof, that bridge is an estimate: we bound the distance between the sequence term and its proposed limit, then choose an integer threshold that makes the bound smaller than a prescribed tolerance.

Let \((a_n)\) be a real sequence and let \(L\in\mathbb R\). The statement \(a_n\to L\) says that, no matter how small a positive tolerance is requested, every sufficiently late term lies within that tolerance of \(L\). The threshold may depend on the tolerance, but it must work for every index from that threshold onward.

Definition: A real sequence \((a_n)\) converges to \(L\in\mathbb R\) if for every \(\varepsilon>0\), there is a positive integer \(N\) such that for every integer \(n\geq N\), \(|a_n-L|<\varepsilon\). In that case, \(L\) is called the limit of \((a_n)\).

The quantifiers determine the proof’s order. First, take an arbitrary \(\varepsilon>0\). Next, choose \(N\), possibly using \(\varepsilon\). Finally, prove the required inequality for an arbitrary integer \(n\geq N\). A proof that selects one \(N\) before knowing \(\varepsilon\), or checks only a single term, does not establish the definition.

1
Fix the tolerance.
Begin with an arbitrary \(\varepsilon>0\), rather than a particular numerical tolerance.
2
Estimate the error.
Find a bound for \(|a_n-L|\) that becomes small as \(n\) grows.
3
Choose an integer threshold.
Use the error bound to specify \(N\), and ensure it is a positive integer.
4
Verify the tail.
Take any \(n\geq N\) and show explicitly that \(|a_n-L|<\varepsilon\).

An Error-Bound Theorem

Often the difficult algebra is not the choice of \(N\), but obtaining a useful estimate for the error. The following theorem isolates the common pattern. It also allows the estimate to begin only after some initial index, a detail that should not be hidden in a convergence proof.

Theorem (Convergence from a Reciprocal Error Bound): Let \((a_n)\) be a real sequence, let \(L\in\mathbb R\), and suppose there are a constant \(C\geq0\) and a positive integer \(n_0\) such that \(|a_n-L|\leq C/n\) for every \(n\geq n_0\). Then \(a_n\to L\).

Proof. Let \(\varepsilon>0\) be arbitrary. If \(C=0\), the assumed inequality gives \(|a_n-L|\leq0\) for every \(n\geq n_0\). Since an absolute value is nonnegative, \(|a_n-L|=0<\varepsilon\). Thus \(N=n_0\) works.

Suppose instead that \(C>0\). Choose

$$ N=\max\left\{n_0,\left\lfloor\frac{C}{\varepsilon}\right\rfloor+1\right\}. $$

This is a positive integer, and \(N> C/\varepsilon\). Take any integer \(n\geq N\). Then \(n\geq n_0\), so the assumed error estimate applies. Also \(n\geq N> C/\varepsilon\), which implies \(C/n<\varepsilon\). Consequently,

$$ |a_n-L|\leq\frac{C}{n}<\varepsilon. $$

This verifies the definition for the arbitrary \(\varepsilon>0\). Therefore \(a_n\to L\). \(\square\)

The floor in the choice of \(N\) is a convenient way to guarantee an integer threshold strictly greater than \(C/\varepsilon\). Any positive integer with that property and with \(N\geq n_0\) would also work. The theorem does not say that this choice is the smallest possible threshold; convergence requires a suitable threshold, not an optimal one.

Worked Example: A Rational Sequence with an Explicit Threshold

We prove that the sequence defined by \(a_n=(7n+3)/(2n+5)\) converges to \(7/2\). The denominator is positive for every positive integer \(n\), so the sequence is well-defined. Subtract the proposed limit and combine the fractions:

$$ \left|\frac{7n+3}{2n+5}-\frac72\right| =\left|\frac{2(7n+3)-7(2n+5)}{2(2n+5)}\right| =\frac{29}{4n+10}. $$

In the numerator, \(2(7n+3)-7(2n+5)=14n+6-14n-35=-29\), which verifies the absolute-value simplification. Since \(4n+10>4n\) for \(n\geq1\), we obtain

$$ \left|a_n-\frac72\right|=\frac{29}{4n+10}<\frac{29}{4n}. $$

Now let \(\varepsilon>0\). Choose the positive integer \(N=\lfloor 29/(4\varepsilon)\rfloor+1\). Then \(N>29/(4\varepsilon)\). For every \(n\geq N\), it follows that \(29/(4n)\leq29/(4N)<\varepsilon\). Therefore \(|a_n-7/2|<\varepsilon\), as required. This proves \(a_n\to7/2\).

Use a Bound That Matches the Target

The estimate in the theorem is a reusable technique: once the error is bounded by \(C/n\), convergence follows with an explicit threshold. The estimate itself must still be justified. In other problems, rationalizing a difference or using the triangle inequality may reveal a bound that tends to zero. The next example shows how to control a square-root expression without relying on a limit law.

Worked Example: Rationalizing Before Choosing \(N\)

For each positive integer \(n\), define \(b_n=\sqrt{n^2+5n}-n\). We will prove directly that \(b_n\to5/2\). Since \(n>0\), factoring \(n^2\) inside the square root gives

$$ b_n=n\left(\sqrt{1+\frac5n}-1\right) =\frac{5}{\sqrt{1+5/n}+1}. $$

The second equality follows by multiplying the parenthesized difference by its conjugate: \((\sqrt{1+5/n}-1)(\sqrt{1+5/n}+1)=5/n\). Set \(s=\sqrt{1+5/n}\), so \(s\geq1\). Then

$$ \left|b_n-\frac52\right| =\left|\frac{5}{s+1}-\frac52\right| =\frac52\frac{s-1}{s+1} =\frac{25}{2n(s+1)^2} \leq\frac{25}{8n}. $$

For the third equality, \(s-1=(s^2-1)/(s+1)=(5/n)/(s+1)\); the final inequality uses \(s+1\geq2\). Given any \(\varepsilon>0\), choose \(N=\lfloor25/(8\varepsilon)\rfloor+1\). For every \(n\geq N\), \(25/(8n)\leq25/(8N)<\varepsilon\). The displayed estimate now gives \(|b_n-5/2|<\varepsilon\), proving the claimed convergence.

This proof has two distinct jobs. Rationalization creates an error bound, and the threshold converts that bound into the exact strict inequality in the definition. Choosing \(N\) before finding an estimate would leave no reason to believe that all later terms are close enough.

When an Estimate Holds Only Eventually

A formula or inequality may be convenient only for indices beyond some starting point. That is not an obstacle: the definition concerns all \(n\geq N\), and \(N\) can be chosen beyond the starting point of the estimate. More generally, changing finitely many terms does not affect whether a sequence converges. This principle makes it legitimate to focus on a tail, provided the proof says where that tail begins.

Theorem (Finite Changes Do Not Affect Convergence): Let \((a_n)\) and \((b_n)\) be real sequences. Suppose there is a positive integer \(m\) such that \(a_n=b_n\) for every \(n\geq m\). Then \((a_n)\) converges if and only if \((b_n)\) converges, and when they converge they have the same limit.

Proof. First suppose \(a_n\to L\). Let \(\varepsilon>0\). By convergence, there is a positive integer \(N_a\) such that \(|a_n-L|<\varepsilon\) for every \(n\geq N_a\). Set \(N=\max\{N_a,m\}\). For any \(n\geq N\), we have both \(n\geq N_a\) and \(n\geq m\). Thus \(|a_n-L|<\varepsilon\), and \(b_n=a_n\). Hence \(|b_n-L|<\varepsilon\). Since this holds for every \(\varepsilon>0\), \(b_n\to L\).

Conversely, suppose \(b_n\to L\). Given \(\varepsilon>0\), choose \(N_b\) such that \(|b_n-L|<\varepsilon\) whenever \(n\geq N_b\). Set \(N=\max\{N_b,m\}\). For every \(n\geq N\), \(a_n=b_n\), so \(|a_n-L|=|b_n-L|<\varepsilon\). Therefore \(a_n\to L\). The two implications show that either sequence converges exactly when the other does, and the argument gives the same limit \(L\) in both directions. \(\square\)

This theorem also explains why an estimate that holds for \(n\geq n_0\) is enough. The finitely many terms before \(n_0\) need not satisfy that estimate: choose the convergence threshold at or beyond \(n_0\). The threshold is allowed to skip an initial segment, but not to skip any terms after it.

Worked Example: An Alternating Sequence Bounded by a Reciprocal

Define \(c_n=(-1)^n/n\) for positive integers \(n\). The sign alternates, so it is useful to use the absolute error:

$$ |c_n-0|=\left|\frac{(-1)^n}{n}\right|=\frac1n. $$

Given \(\varepsilon>0\), choose \(N=\lfloor1/\varepsilon\rfloor+1\). Then \(N>1/\varepsilon\), so for each \(n\geq N\),

$$ |c_n|=\frac1n\leq\frac1N<\varepsilon. $$

The definition therefore gives \(c_n\to0\). The alternating sign causes no difficulty because the distance to the proposed limit is measured by an absolute value. Estimating \(c_n\) itself from above would not control its negative terms; estimating \(|c_n|\) handles both signs at once.

Common Gaps in Epsilon-\(N\) Proofs

A complete proof should make the threshold and the strict inequality visible. Several tempting shortcuts fail precisely at these points:

  • Using a real cutoff without choosing an integer. A threshold in the definition is a positive integer. If an estimate suggests \(n>R\), specify an integer such as \(\lfloor R\rfloor+1\).
  • Proving only that the error is at most \(\varepsilon\). The definition asks for \(|a_n-L|<\varepsilon\). Arrange a strict bound, often by choosing \(N> C/\varepsilon\), rather than merely \(N=C/\varepsilon\).
  • Forgetting the quantifiers. The proof must work for every positive \(\varepsilon\), and then for every \(n\geq N\). Testing a few terms is not a substitute.
  • Ignoring where an estimate applies. If an inequality is valid only for \(n\geq n_0\), make sure the chosen \(N\) is at least \(n_0\).
  • Choosing a threshold before understanding the error. A plausible-looking \(N\) is not enough; the proof must show how \(n\geq N\) forces the required error bound.

The essential pattern is concise: fix \(\varepsilon>0\), estimate \(|a_n-L|\), choose a positive integer \(N\) that makes the estimate strictly smaller than \(\varepsilon\), and verify the claim for arbitrary \(n\geq N\). In the next tutorial, the same care with quantifiers will support a proof that a sequence cannot have two different limits.

Check Your Understanding

For each question, focus on how the definition controls the proof.

  1. In the definition of convergence, which objects may the threshold \(N\) depend on, and what must it work for?
  2. Why does the choice \(N=\lfloor C/\varepsilon\rfloor+1\) ensure \(N>C/\varepsilon\)?
  3. If \(|a_n-L|\leq C/n\) is known only for \(n\geq n_0\), what condition should the chosen threshold satisfy?
  4. In the square-root example, which algebraic step produces a useful reciprocal error bound?
  5. Why does an alternating sign not obstruct the estimate for \((-1)^n/n\)?
  6. How does eventual agreement between two sequences establish that they have the same limit whenever either converges?