Mathematics III / Limit of a sequence 4 / 6

Limits of Sequences ④ Recurrence Relations and Limits

We consider the limits of sequences defined by recurrence relations. We learn a technique for finding the limiting value by an equation: “If the sequence converges, what is its limit?”

Understanding Limits of Recurrence Relations

When a_{n+1} = f(a_n) converges to α, taking the limit n→∞ on both sides gives
 α = f(α)
and the limiting value can be found (assuming convergence).

Example ①
Find the limiting value of a_1=1、a_{n+1}=(1/2)a_n+3.
Solution:α = (1/2)α + 3 → α = 6

General Terms and Convergence of Linear Recurrence Relations

For a_{n+1} = r·a_n + c, let α = c/(1−r). Then
 a_{n+1} − α = r(a_n − α)
 a_n = α + r^{n−1}(a_1 − α)

When |r|<1, a_n → α (convergence).

Example ②
Find the general term and limit of a_1=5、a_{n+1}=(1/3)a_n+2.
Solution:α = 2/(2/3) = 3. a_n = 3 + 2·(1/3)^{n−1}. lim = 3

Squeeze Theorem

If b_n ≦ a_n ≦ c_n and lim b_n = lim c_n = α, then lim a_n = α.
Example: lim (sin n)/n. Since −1/n ≦ (sin n)/n ≦ 1/n and both endpoints → 0, lim = 0.

Key Points
  • Limit of a recurrence relation: solve α = f(α) (assuming convergence)
  • Linear recurrence relation: α = c/(1−r), converges when |r|<1
  • General term: a_n = α + r^{n−1}(a_1 − α)
  • Use the squeeze theorem to bound a sequence above and below by the same limit

Practice Problems

  1. Find the limit of a_1=0、a_{n+1}=(1/4)a_n+3.
  2. Find lim_{n→∞} (cos n²)/n using the squeeze theorem.
  3. Find the general term and limit of a_1=8、a_{n+1}=(3/4)a_n+1.

Answers and Explanations

  1. Answer:4
    Explanation: α = 3/(3/4) = 4.
  2. Answer:0
    Explanation: −1/n ≦ (cos n²)/n ≦ 1/n, and both endpoints → 0.
  3. Answer:a_n = 4 + 4·(3/4)^{n−1}, lim = 4
    Explanation: α = 1/(1/4) = 4. a_n − 4 = (3/4)^{n−1}·(8−4) = 4·(3/4)^{n−1}.

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