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Monotone and Bounded Sequences · Tutorial 535 of 998

Proving Monotonicity And Boundedness Together

Build a single induction proof for monotonicity and boundedness, then use the monotone convergence theorem to conclude that the sequence converges.

Intermediate 10 min read

What You'll Learn

  • Define an induction property that contains both interval bounds and a comparison of consecutive terms.
  • Use an invariant interval to prove a recursive sequence stays bounded.
  • Use an order-preserving recurrence to propagate the direction of monotonicity.
  • Apply the method to increasing and decreasing recursive sequences.
  • Use the monotone convergence theorem once monotonicity and boundedness are established.

Why Prove Two Properties Together?

A recursive sequence is defined by an initial value and a rule for producing each next term. To prove that such a sequence converges using the monotone convergence theorem, it is often necessary to establish two facts: the terms move in one direction, and they remain within a fixed bound.

These facts can support one another. A bound may identify an interval on which the recurrence behaves predictably, while comparing consecutive terms can help show that the sequence stays in that interval. Rather than treating monotonicity and boundedness as unrelated tasks, we can put both claims into one induction hypothesis.

Central strategy: Choose an interval that the recurrence maps into itself. Then use induction to prove both that the sequence stays in that interval and that consecutive terms have the required order.

Definitions and the Monotone Convergence Theorem

A sequence \((x_n)\) is nondecreasing if \(x_n\le x_{n+1}\) for every \(n\in\mathbb{N}\). It is nonincreasing if \(x_{n+1}\le x_n\) for every \(n\in\mathbb{N}\). A sequence is bounded if there are real numbers \(L\) and \(U\) such that \(L\le x_n\le U\) for every \(n\).

For a recurrence \(x_{n+1}=f(x_n)\), an interval \(I\) is invariant if \(f(x)\in I\) whenever \(x\in I\). The function \(f\) is order-preserving on \(I\) if \(u,v\in I\) and \(u\le v\) imply \(f(u)\le f(v)\).

Theorem (Monotone Convergence Theorem): Every nondecreasing sequence that is bounded above converges to a real number. Every nonincreasing sequence that is bounded below converges to a real number.

An invariant interval supplies both an upper and a lower bound. Thus, once induction establishes monotonicity as well as membership in that interval, the theorem applies immediately.

The Joint Induction Argument

Suppose \(x_{n+1}=f(x_n)\), the initial value \(x_1\) belongs to an invariant interval \(I\), and \(f\) is order-preserving on \(I\). The crucial induction property includes two pieces of information: the current term lies in \(I\), and the pair of consecutive terms has the desired order.

Theorem: Under these assumptions, if \(x_1\le x_2\), then every term belongs to \(I\) and the sequence is nondecreasing. If \(x_2\le x_1\), then every term belongs to \(I\) and the sequence is nonincreasing.

Here \(x_2=f(x_1)\), so the initial comparison can be checked directly. To prove the nondecreasing case, use the induction property \(P(n)\): \(x_n\in I\), \(x_{n+1}\in I\), and \(x_n\le x_{n+1}\).

1
Base case.
Check \(x_1,x_2\in I\) and \(x_1\le x_2\). This establishes \(P(1)\).
2
Preserve the interval.
If \(P(n)\) holds, then \(x_{n+1}\in I\). Invariance gives \(x_{n+2}=f(x_{n+1})\in I\).
3
Preserve the order.
Since \(x_n\le x_{n+1}\) and \(f\) is order-preserving, \(x_{n+1}=f(x_n)\le f(x_{n+1})=x_{n+2}\). Thus \(P(n+1)\) holds.

By induction, \(P(n)\) holds for every \(n\). Consequently, all terms lie in \(I\), and \(x_n\le x_{n+1}\) for every \(n\). The nonincreasing case uses the same property with \(x_{n+1}\le x_n\): order preservation gives \(x_{n+2}=f(x_{n+1})\le f(x_n)=x_{n+1}\). This is the complete reason one induction can prove both claims: the interval membership makes the recurrence applicable within the chosen interval, and the order comparison propagates through \(f\).

Worked Examples

Worked Example: An Increasing Affine Recurrence

Let \(x_1=1\) and \(x_{n+1}=(x_n+4)/3\). Prove that the sequence is nondecreasing and bounded, then conclude that it converges.

Choose \(I=[1,2]\) and define \(f(x)=(x+4)/3\). If \(x\in[1,2]\), then

$$ \frac{5}{3}\le f(x)\le 2, $$

so \(f(x)\in[1,2]\). The interval is invariant. Also, if \(u\le v\), then \(f(u)=(u+4)/3\le(v+4)/3=f(v)\), so \(f\) is order-preserving.

Compute the first terms exactly:

$$ x_1=1,\qquad x_2=\frac{1+4}{3}=\frac{5}{3},\qquad x_3=\frac{\frac{5}{3}+4}{3}=\frac{17}{9}. $$

For the induction base, \(x_1=1\in[1,2]\), \(x_2=5/3\in[1,2]\), and \(1\le5/3\). Now suppose \(x_n,x_{n+1}\in[1,2]\) and \(x_n\le x_{n+1}\). Invariance gives \(x_{n+2}=f(x_{n+1})\in[1,2]\), and order preservation gives \(x_{n+1}=f(x_n)\le f(x_{n+1})=x_{n+2}\). Induction proves the sequence is nondecreasing and every term lies between 1 and 2. The monotone convergence theorem therefore guarantees convergence. The recurrence check is \(f(1)=5/3=x_2\), as required.

Worked Example: A Nonlinear Increasing Recurrence

Let \(x_1=0\) and \(x_{n+1}=(1+x_n^2)/2\). Prove that the sequence is nondecreasing and bounded.

Take \(I=[0,1]\) and \(f(x)=(1+x^2)/2\). For \(x\in[0,1]\), \(1/2\le f(x)\le1\), so \(f\) maps \(I\) into itself. For \(0\le u\le v\le1\),

$$ f(v)-f(u) =\frac{v^2-u^2}{2} =\frac{(v-u)(v+u)}{2}\ge0. $$

Thus \(f\) is order-preserving on \(I\).

The first terms, calculated from the recurrence, are

$$ x_1=0,\qquad x_2=\frac{1+0^2}{2}=\frac12,\qquad x_3=\frac{1+\left(\frac12\right)^2}{2}=\frac58,\qquad x_4=\frac{1+\left(\frac58\right)^2}{2} =\frac{1+\frac{25}{64}}{2} =\frac{89}{128}. $$

The base pair satisfies \(x_1=0\le1/2=x_2\), and both terms belong to \([0,1]\). If \(x_n,x_{n+1}\in[0,1]\) and \(x_n\le x_{n+1}\), invariance puts \(x_{n+2}=f(x_{n+1})\) in \([0,1]\), while order preservation gives \(x_{n+1}=f(x_n)\le f(x_{n+1})=x_{n+2}\). This proves both properties by induction. In particular, \(0\le x_n\le1\) for every \(n\), and the sequence is nondecreasing, so it converges by the monotone convergence theorem. Each displayed term also checks directly against the recurrence; for example, \(f(5/8)=89/128\).

Worked Example: A Decreasing Affine Recurrence

Let \(x_1=2\) and \(x_{n+1}=(x_n+1)/2\). Prove that the sequence is nonincreasing and bounded below.

Use \(I=[1,2]\) and \(f(x)=(x+1)/2\). For \(1\le x\le2\), \(1\le f(x)\le3/2\), so \(f(x)\in I\). If \(u\le v\), then \((u+1)/2\le(v+1)/2\); hence \(f\) is order-preserving.

Calculate the initial terms:

$$ x_1=2,\qquad x_2=\frac{2+1}{2}=\frac32,\qquad x_3=\frac{\frac32+1}{2}=\frac54,\qquad x_4=\frac{\frac54+1}{2}=\frac98. $$

For the base case, \(x_1,x_2\in[1,2]\) and \(x_2=3/2\le2=x_1\). Suppose \(x_n,x_{n+1}\in[1,2]\) and \(x_{n+1}\le x_n\). Invariance gives \(x_{n+2}=f(x_{n+1})\in[1,2]\). Order preservation gives \(x_{n+2}=f(x_{n+1})\le f(x_n)=x_{n+1}\). Induction proves that the sequence is nonincreasing and bounded below by 1, so it converges. The last calculation checks directly: \(f(5/4)=(5/4+1)/2=9/8\).

A Common Pitfall: Proving Only One Half

It is not enough to show that a recurrence preserves an interval and then assume the sequence is monotone. Nor does observing several consecutive terms in increasing order establish the inequality for every index. For example, in the nonlinear example, the computations \(0<1/2<5/8<89/128\) check only the first few terms.

The induction step must explicitly prove both parts. In the nondecreasing case, it needs to show that \(x_{n+2}\) stays in the interval and that \(x_{n+1}\le x_{n+2}\). Leaving out either inequality leaves a gap: without interval membership, the order-preserving property may not be available; without the comparison, monotonicity has not been proved.

Proof check: State a single induction property containing interval membership and the consecutive-term inequality. Verify both clauses in the base case and both clauses in the induction step.

Why This Method Matters

For a recursive sequence, each new term depends on the preceding one. An induction hypothesis that tracks both a bound and a comparison matches that dependence directly. It can also prevent circular reasoning: rather than presuming that the sequence remains in the region where the recurrence behaves well, the induction proves that it does.

Once the two properties are established, convergence follows from a standard theorem rather than from numerical evidence. The method does not require calculating a limit or solving an equation for one; it establishes the hypotheses needed to know that a limit exists.

Check Your Understanding

For each question, identify how interval membership and the consecutive-term comparison contribute to the proof.

  1. What two claims should be included together in the induction property for an increasing recursive sequence?
  2. What does it mean for an interval to be invariant under a recurrence map?
  3. Why does order preservation carry \(x_n\le x_{n+1}\) forward to the next pair of terms?
  4. For a nonincreasing sequence, which inequality should appear in the induction property?
  5. Which hypotheses allow the monotone convergence theorem to conclude that a sequence converges?