极限

  1. 证明序列 \(x_n=(1+\frac{1}{n})^n\) \((n=1,2,\cdots)\) 收敛
  2. 掌握展开和放缩方法
\[ 0 < x_n = 1 + n \frac{1}{n} + \frac{n(n-1)}{2} \frac{1}{n^2} + \frac{n(n-1)(n-2)}{3!} \frac{1}{n^3} + \cdots + \frac{n(n-1)\cdots(n-k+1)}{k!} \frac{1}{n^k} + \cdots + \frac{1}{n^n} \]
\[= 1 + 1 + \frac{1}{2} \left( 1 - \frac{1}{n} \right) + \frac{1}{3!} \left( 1 - \frac{1}{n} \right) \left( 1 - \frac{2}{n} \right) \]
\[ + \cdots + \frac{1}{k!} \left( 1 - \frac{1}{n} \right) \cdots \left( 1 - \frac{k-1}{n} \right) \]
\[ + \cdots + \frac{1}{n!} \left( 1 - \frac{1}{n} \right) \cdots \left( 1 - \frac{n-1}{n} \right) \]
\[\leq 1 + 1 + \frac{1}{2!} + \frac{1}{3!} + \cdots + \frac{1}{k!} + \cdots + \frac{1}{n!} \]
\[\leq 1 + 1 + \frac{1}{2} + \frac{1}{2^2} + \cdots + \frac{1}{2^{k-1}} + \cdots + \frac{1}{2^{n-1}} \]
\[ = 1 + \frac{1 - \left( \frac{1}{2} \right)^n}{1 - \frac{1}{2}} < 1 + \frac{1}{1 - \frac{1}{2}} = 3. \]

即序列有界。观察第二步展开式,\(x_{n+1}\) 的表示式中前 \(n+1\) 项每一项都比 \(x_n\) 中相应的项大,且 \(x_{n+1}\) 的表示式还比 \(x_n\) 的表示式多一个正项,则有 \(x_n<x_{n+1},\forall n\in \mathbb{N}.\) 即数列严格递增.

根据单调有界定理,数列收敛,记其极限为 \(e\).

  1. 证明序列
\[ x_n=1+\frac{1}{2}+\cdots+\frac{1}{n},n=1,2,\cdots. \]

是无界的

  • F1:利用极限定义。对任意自然数 \(N\) , 取 \(n=2^{2N}\) , 把 \(x_n\) 的展开式进行分组,
\[ x_n = 1 + \frac{1}{2} + \left( \frac{1}{3} + \frac{1}{4} \right) + \left( \frac{1}{5} + \frac{1}{6} + \frac{1}{7} + \frac{1}{8} \right) + \cdots + \left( \frac{1}{2^{k-1} + 1} + \cdots + \frac{1}{2^k} \right) + \cdots + \left( \frac{1}{2^{2N-1} + 1} + \cdots + \frac{1}{2^{2N}} \right) \]
\[ > 1 + \frac{1}{2} + 2 \frac{1}{2^2} + 4 \frac{1}{2^3} + \cdots + 2^{k-1} \frac{1}{2^k} + \cdots + 2^{2N-1} \frac{1}{2^{2N}} \]
\[ > \frac{1}{2} + \frac{1}{2} + \cdots + \frac{1}{2} \]
\[ = 2N \frac{1}{2} = N. \]
  • F2: 利用柯西收敛准则, 无论 \(n\) 有多大,
\[ |x_{2n}-x_n|=\frac{1}{n+1}+\cdots+\frac{1}{2n}>n\cdot\frac{1}{2n}=\frac{1}{2}. \]
  1. \(x_n = \sum_{k=1}^n \frac{1}{k^2} = 1 + \frac{1}{2^2} + \cdots + \frac{1}{n^2}\) 。试证序列 \(\{x_n\}\) 收敛。

  2. 证明: 我们有

\[ |x_{n+p} - x_n| = \frac{1}{(n+1)^2} + \cdots + \frac{1}{(n+p)^2} \]
\[ \leq \frac{1}{n(n+1)} + \cdots + \frac{1}{(n+p-1)(n+p)} \]
\[= \left( \frac{1}{n} - \frac{1}{n+1} \right) + \cdots + \left( \frac{1}{n+p-1} - \frac{1}{n+p} \right) \]
\[ = \frac{1}{n} - \frac{1}{n+p} < \frac{1}{n} \]

对任意 \(\varepsilon > 0\),可取 \(N = [1/\varepsilon] + 1\),则对任意的 \(n > N\)\(p \in \mathbb{N}\) 都有 \(|x_{n+p} - x_n| < 1/n < \varepsilon.\)