22. Some interesting limits (sequence/function).

by Virgil Nicula, Apr 22, 2010, 5:04 PM

0I. Exercises with limits (sequence/function).

$1.0.\blacktriangleright$ . Number $e\ .\ \boxed{\lim_{n\to \infty} \left( 1+\frac 1n\right)^n=e\simeq 2.718281\ldots\in (2,3)}$ . Define $\ a_n=\left( 1+\frac 1n\right)^n,\ b_n=\left(1+\frac 1n\right)^{n+1},\ c_n=\left( 1-\frac 1n\right)^n$ , where $n\in\mathbb N^*$ .

$\blacksquare\ 1^{\circ}.\ \left(\forall\right) n\in N^*,\ a_n<a_{n+1}$, i.e. $a_n\nearrow a\in \overline R \equiv [-\infty ,\infty ].$ Apply the A.M.-G.M. to $x_k=1+\frac 1n,\ k\in \overline {1,n}$ and $x_{n+1}=1.$

$\blacksquare\ 2^{\circ}.\ \left(\forall\right) n\in N,\ n>1\ c_n<c_{n+1}$, i.e. $c_n\nearrow c\in \overline R.$ Apply the A.M.-G.M. to $y_k=1-\frac 1n,\ k\in \overline {1,n},\ y_{n+1}=1.$

$\blacksquare\ 3^{\circ}.\ \left(\forall\right) n\in N^*,\ 2\le a_n<a_{n+1}<b_{n+1}<b_n=\frac{1}{c_{n+1}}\le 4$ . Apply Weierstrass' theorem: $\Longrightarrow a_n\nearrow a\in R,\ b_n\searrow b\in R$ :

$2=a_1<\ldots <a_n<\ldots <a\le b<\ldots <b_n<\ldots <b_5\simeq 2.98$ . Thus, $\left(\forall\right)n\in N^*,\ b_n=\left( 1+\frac 1n\right) \cdot a_n;\ n\rightarrow \infty \Longrightarrow a=b\equiv \boxed{e\approx 2,718281}\in (2,3)$ .

$\lim_{n\to\infty}\left(1+\frac 1n\right)=e\in(2,3)$ and $\boxed{\ \left(1+\frac 1n\right)^n\ <\ e\ <\ \left(1+\frac 1n\right)^{n+1}\ }$ $\blacktriangleleft :\blacktriangleright$ $n\ln\left(1+\frac 1n\right)<1<(n+1)\ln\left(1+\frac 1n\right)\iff$ $\boxed{\frac 1{n+1}<\ln(n+1)-\ln n<\frac 1n}$ .

$\blacksquare\ 4^{\circ}\ .$ Applications. $A_n=\sum_{k=1}^n\frac 1k\rightarrow\infty\ ;\ E_n=$ $\sum_{k=1}^n\frac 1k-\ln n\rightarrow \boxed{E\approx  0,577215} \in (0,1)$ (Euler's number) $;\ F_n=\sum_{k=1}^n\frac 1{k!}\rightarrow e\ ;\ L_n=$ $\sum_{k=1}^n\frac 1{n+k}\rightarrow \boxed{\ln 2\approx 0,69315}$ .



$1.1.\blacktriangleright$ $\lim_{n\to\infty}n^{2}\cdot\left(\sqrt{1+\frac{1}{n}}+\sqrt{1-\frac{1}{n}}-2\right)$ $=-\frac{1}{4}\ \ \ \wedge\ \ \ \lim_{n\to\infty}n^{2}\cdot$ $\left(\sqrt [p]{1+\frac{1}{n}}+\sqrt [p]{1-\frac{1}{n}}-2\right)=-\frac{p-1}{p^{2}}$ .

$1.2.\blacktriangleright$ Generally (without l'Hospital's rules) : $\sum_{k=1}^{n}a_{k}=0$ $\Longrightarrow$ $\lim_{x\to 0}\frac{1}{x^{2}}\cdot\left(\sum_{k=1}^{n}\sqrt [p]{1+a_{k}x+b_{k}x^{2}+\ldots }-n\right)=\frac{1}{p}\cdot\sum_{k=1}^{n}b_{k}-\frac{p-1}{2p^{2}}\cdot\sum_{k=1}^{n}a^{2}_{k}$ .

$1.3.\blacktriangleright$ $\lim_{n\to\infty}\frac {1^n + 2^n + 3^n + \ldots + n^n}{n^n} = \frac {e}{e - 1}$ (Isac Schoenberg).

Proof. Prove easily that $ \sum_{k = 1}^na_k = \sum_{k = 1}^na_{n + 1 - k}$ and $ x\in [0,1)\implies \ln (1 - x)\le - x$ . Particularly, for any $ k\in \overline {1,n - 1}$ , $ \ln\left(1 - \frac kn\right)\le - \frac kn$, i.e. $ \left(1 - \frac kn\right)^n\le e^{ - k}$ . Therefore,

$ \sum_{k = 1}^n\left(\frac kn\right)^n =$ $ 1 + \sum_{k = 1}^{n - 1}\left(\frac kn\right)^n =$ $ 1 + \sum_{k = 1}^{n - 1}\left(\frac {n - k}{n}\right)^n =$ $ 1 + \sum_{k = 1}^{n - 1}\left(1 - \frac kn\right)^n\le$ $ 1 + \sum_{k = 1}^{n - 1}e^{ - k} =$ $ \frac {1 - \frac {1}{e^n}}{1 - \frac 1e} < \frac {e}{e - 1}\implies$ $ \boxed {L\le\frac {e}{e - 1}}\ \ (1)$ . For a fixed $ m\in \overline {1,n}$ we have

$ \sum_{k = 1}^n\left(\frac kn\right)^n = \sum_{k = 1}^n\left(\frac {n + 1 - k}{n}\right)^n\ge \sum_{k = 1}^m\left(\frac {n + 1 - k}{n}\right)^n\ .$ For $ n\to\infty$ obtain $ L\ge \sum_{k = 1}^m\lim_{n\to\infty}\left(\frac {n + 1 - k}{n}\right)^n = \sum_{k = 1}^m\frac {1}{e^{k - 1}} = \frac {1 - \frac {1}{e^m}}{1 - \frac 1e}$ . For $ m\to\infty$ obtain $ \boxed {L\ge \frac {e}{e - 1}}\ \ (2)$ .

From the relations $ (1)$ and $ (2)$ obtain $ \boxed {L = \frac {e}{e - 1}}$ .


$1.4.\blacktriangleright$ $\lim_{n\to\infty}\left(\frac {1}{\sqrt {n^2 + 1}} + \frac {1}{\sqrt {n^2 + 2}} + \ldots + \frac {1}{\sqrt {n^2 + (n - 1)}} + \frac {1}{\sqrt {n^2 + n}}\right)^n =$ $ \frac {1}{\sqrt [4]e}$ .

Proof. Define $ a_n \equiv \sum_{k = 1}^n\frac {1}{\sqrt {n^2 + k}}$. Observe that $ \frac {n}{\sqrt {n^2 + n}}\le a_n\le \frac {n}{\sqrt {n^2 + 1}}$ $ \implies$ $ \lim_{n\to\infty}a_n=1$ and we are in the indetermination $ 1^{\infty}$. Therefore, $ L = e^l$, where

$ l = \lim_{n\to\infty}n\cdot \left(\sum_{k = 1}^n\frac {1}{\sqrt {n^2 + k}} - 1\right) =$ $ \lim_{n\to\infty}n\cdot\sum_{k = 1}^n\left(\frac {1}{\sqrt {n^2 + k}} - \frac 1n\right) =$ $ \lim_{n\to\infty}\sum_{k = 1}^n\frac {n - \sqrt {n^2 + k}}{\sqrt {n^2 + k}} =$ $ - \lim_{n\to\infty}b_n$, where $ b_n\equiv\sum_{k = 1}^n\frac {k}{n\sqrt {n^2 + k} + n^2 + k}$ . Define

$ c_n\equiv\sum_{k = 1}^n\frac {k}{\sqrt {n^2 + n} + n^2 + n}$ and $ d_n\equiv\sum_{k = 1}^n\frac {k}{n\sqrt {n^2 + 1} + n^2 + 1}$. Observe that $ c_n\le b_n\le d_n$ and $ c_n = \frac {1}{n\sqrt {n^2 + n} + n^2 + n}\cdot\sum_{k = 1}^nk = \frac {n(n + 1)}{2\left[n\sqrt {n^2 + n} + n^2 + n\right]}\rightarrow\frac 14$

and $ d_n = \frac {1}{n\sqrt {n^2 + 1} + n^2 + 1}\cdot\sum_{k = 1}^nk = \frac {n(n + 1)}{2\left[n\sqrt {n^2 + 1} + n^2 + 1\right]}\rightarrow\frac 14$. In conclusion, $ b_n\rightarrow -\frac 14$ and $ l = - \frac 14$, i.e. $ L = \frac {1}{\sqrt [4]{e}}$ .


$1.5.\blacktriangleright$ $\lim_{n\to\infty}a_n=\frac {1}{\sqrt [4]e}$ , where $a_n=\left(\frac {1^1\cdot 2^2\cdot 3^3\cdot\cdot\cdot (n-1)^{n-1}\cdot n^n}{n^{1+2+3+\cdot\cdot\cdot +(n-1)+n}}\right)^{\frac {1}{n^2}}$ .

Proof. Observe that $a_n=\left[\prod_{k=1}^n\left(\frac kn\right)^{\frac kn}\right]^{\frac 1n}$ and $b_n=\ln a_n=$ $\frac 1n\cdot\sum_{k=1}^n\frac kn\ln\frac kn\rightarrow$ $ \int_0^1x\ln x\ \mathrm{dx}=$

$\lim_{t\searrow 0}\int _t^1x\ln x\ \mathrm{dx}=$ $\lim_{t\searrow 0}\left\|\left(\frac {x^2\ln x}{2}-\frac {x^2}{4}\right)\right\|_t^1=$ $\lim_{t\searrow 0}\left(-\frac 14-\frac {t^2\ln t}{2}+\frac {t^2}{4}\right)=-\frac 14$ . In conclusion, $a_n\rightarrow\frac {1}{\sqrt [4]e}$ .


$1.6.\blacktriangleright$ (Mateescu Constantin). $\lim_{n\to\infty}\ \frac {\sqrt{1+\frac 1{\ln 2}}+\sqrt[3]{1+\frac 1{\ln 3}}+\ldots +\sqrt[n]{1+\frac 1{\ln n}}-n}{\ln (\ln n)}=1$ .

Proof. $\lim_{n\to\infty}\frac {1}{\ln(\ln n)}\cdot\left[\sum_{k=2}^{n}\sqrt[k]{1+\frac{1}{\ln k}-n}\right]\  \stackrel{\mathrm{S.C.}}{=}$ $\lim_{n\to\infty}\frac{\sqrt[n+1]{1+\frac{1}{\ln (n+1)}}-1}{\ln\frac{\ln (n+1)}{\ln n}}=$ $\lim_{n\to\infty}\frac{e^{\frac{1}{n+1}\cdot\ln\left [1+\frac{1}{\ln (n+1)}\right]}-1}{\ln\frac{\ln (n+1)}{\ln n}}=$ $\lim_{n\to\infty}\frac{\frac{1}{n+1}\cdot\ln\left [1+\frac{1}{\ln (n+1)}\right]}{\ln\frac{\ln (n+1)}{\ln n}}=$

$\lim_{n\to\infty}\frac{\frac{1}{n+1}\cdot\frac{1}{\ln (n+1)}}{\ln\left [1+\frac{\ln (n+1)-\ln n}{\ln n}\right]}
=$ $\lim_{n\to\infty}\frac{\frac{1}{n+1}\cdot\frac{1}{\ln (n+1)}}{\frac{\ln (n+1)-\ln n}{\ln n}}=$ $\lim_{n\to\infty}\frac{1}{n+1}\cdot\frac{\ln n}{\ln (n+1)}\cdot\frac{1}{\ln \left (1+\frac{1}{n}\right )}=$ $\lim_{n\to\infty}\frac{n}{n+1}\cdot\frac{\ln n}{\ln (n+1)}=\mathbf{1}$ .


$1.7.\blacktriangleright$ Ascertain $\mathrm{Im(f)}$ , where $I=\left(0,\frac {\pi}{2}\right]$ and the correspondence is $f(x)=\frac{\sin x-x\cos x}{x-\sin x}\ ,\ x\in I$ .

Proof. I will find $\mathrm{Im(f)}$ studyng monotony of $f(x)=\frac{\sin x-x\cos x}{x-\sin x},x\in \left(0,\frac{\pi}{2}\right]$ . Thus $ f'(x)\ .s.s.\ x\sin x(x-\sin x)-(1-\cos x)(\sin x-x\cos x)\ .s.s.$ $(\sin x)\cdot x^2-$

$(1-\cos x)\cdot x-\sin x(1-\cos x)\ .s.s.$ $\left[x-(1-\cos x)\cdot \frac{1+\sqrt{5+4\cos x}}{2\sin x}\right] \equiv\ g(x)$ . So $g(0)=0$ and $g'(x)\ .s.s.\ (2\sin^2 x+\cos x-1)\cdot \sqrt{5+4\cos x}-$

$(1-\cos x)(5+4\cos x)+2\sin^2 x (1-\cos x)\ .s.s. $ $(1+2\cos x)\cdot \sqrt{5+4\cos x}-(2\cos^2 x+4\cos x+3)\ .s.s.$ $(1+2\cos x)^2\cdot (5+4\cos x)-$ $(2\cos^2 x+4\cos x+3)^2\ .s.s.$

$-4(\cos^4 x-2\cos^2 x+1)=-4\sin^4 x<0$ . Thus, $g\searrow$ and $f\searrow\ \implies$ $\boxed {\ x\in \left(\ 0\ ,\ \frac {\pi}{2}\ \right]\ \implies\ \frac {2}{\pi -2}\ \le\ \frac {\sin x-x\cos x}{x-\sin x}\ <\ 2\ \implies\ \mathrm{Im}(f)=\left[\frac {2}{\pi -2},2\right)\ }$ .

Geometrical interpretation. Let $C=C(O,1)\ ,$ $\{A,B\}\subset C$ such that $OA\perp OB$ and $d$ for which $A\in d$ and $d\perp OA$ . For $P(-\lambda ,0)\in \mathrm{ray}(AO$ , where $\lambda >0$ and $X\in\overarc{AB}$, let $Y\in (OA)$ so that

$XY\perp OA$ and $T\in PX\cap d$ . I"ll seek position of the remotest (to left) $P$ (if it exists) such that for any $X\in\overarc{AB}$, have the length $l\left(\overarc{AX}\right)\le AT$ . Thus, $\frac {XY}{AT}=\frac {PY}{PA}$ , i.e. $\frac {\sin x}{TA}=\frac {\cos x+\lambda}{1+\lambda}$ $\implies$

$TA=\frac {(1+\lambda )\sin x}{\lambda +\cos x}$ . Therefore, the length $l\left(\overarc{AX}\right)\le AT$ $\Longleftrightarrow$ $x\le\frac {(1+\lambda )\sin x}{\lambda +\cos x}$ $\Longleftrightarrow$ $\lambda\le \frac {\sin x-x\cos x}{x-\sin x}=f(x)$ for any $x\in\left(0,\frac {\pi}{2}\right]$ . With other words, the left remotest $P(-\lambda , 0)$ for which

$\left(\forall\right) x\in\left(0,\frac {\pi}{2}\right]$ we have the length of $\mathrm{arc}(AX)\le AT$ is $P_0 \left(\frac {2}{2-\pi},0\right)$ , i.e. $\boxed {\ \frac {2}{\pi -2}\ \le \frac {\sin x-x\cos x}{x-\sin x}\ <\ 2\ }$ because $f$ is decresing and $f\left(\frac {\pi}{2}\right)=\frac {2}{\pi -2}$ and $\lim_{x\searrow 0}f(x)=2$ .


Applications. Prove that the following inequalities : $x\in \left(0,\frac{\pi}{2}\right]\Longrightarrow\frac{2}{\pi}\le\boxed {\left(1-\frac{2}{\pi}\right)\cos x+\frac{2}{\pi}\le \frac{\sin x}{x}<\frac{2+\cos x}{3}}\le 1\ ;$

$\frac {2}{\pi}\tan\frac x2\ <\ \frac 1x-$ $\frac {1}{\tan x}\ <\ \frac 23$ $\tan\frac x2\ \ ;\ \ \sqrt {17}$ $ -1\ <\ \pi\ <\ 2\left(3-\sqrt 2\right)\ \ ;\ \ \int_0^{\frac {\pi}{2}}\frac {\sin x}{x}\mathrm{dx}\ \le\ \frac {\pi +1}{3}$ .

Remark. I used the equivalence relation ("same signature") over $\mathbb R\ :\ a\ .s.s.\ b\ \iff\ \mathrm{sign}(a)=\mathrm{sign}(b)\ \iff\ ab>0\ \mathrm{or}\ a=b=0\ .$



$1.8.\blacktriangleright$ Compute $L=\lim_{x\searrow 0}\frac{\tan x^a-\sin^ax}{x^{a+2}}$ , where $0<a\ne 1$ .

Proof. The given limit can be written as $L=L_1+L_2$ , where $\left\{\begin{array}{cccc} 
L_1=\lim\limits_{x\searrow 0}\, \frac {\tan^ax-x^a}{x^{a+2}} \\ \\ 
L_2=\lim\limits_{x\searrow 0}\, \frac {x^a-\sin^ax}{x^{a+2}}\end{array}\right\|$ .

$\blacktriangleright\ L_1=\lim_{x\searrow 0}\frac {\tan^ax-x^a}{x^{a+2}}=$ $\lim_{x\searrow 0}\frac {\left(\frac {\tan x}{x}\right)^a-1}{\frac {\tan x}{x}-1}\cdot\frac {\frac {\tan x}{x}-1}{x^2}=$ $a\cdot\lim_{x\searrow 0}$ $\frac {\tan x-x}{x^3}\ \stackrel{\text{(l'H)}}{=}\ \frac a3\cdot$ $\lim_{x\searrow 0}\frac {1+\tan^2x-1}{x^2}=$

$\frac a3\cdot\lim_{x\searrow 0}\left(\frac {\tan x}{x}\right)^2=\frac a3$ . I used the remarkable limits $\boxed{\lim_{x\to 1}\frac {t^a-1}{t-1}=a}$ , $\boxed{\lim_{x\to 0}\frac {\tan x}{x}=1}$ and $(\tan x)'=1+\tan^2x$ .

$\blacktriangleright\ L_2=\lim_{x\searrow 0}\frac {x^a-\sin^ax}{x^{a+2}}=\lim_{x\searrow 0}\frac {1-\left(\frac {\sin x}{x}\right)^a}{1-\frac {\sin x}{x}}\cdot\frac {1-\frac {\sin x}{x}}{x^2}=$ $a\cdot\lim_{x\searrow 0}\frac {x-\sin x}{x^3}\ \stackrel{\text{(l'H)}}{=}\ \frac a3\cdot\lim_{x\searrow 0}\frac {1-\cos x}{x^2}=\frac a6$ .

I used the remarkable limits $\boxed{\lim_{x\to 1}\frac {t^a-1}{t-1}=a}$ and $\boxed{\lim_{t\rightarrow 0}\frac {1-\cos  t}{t^2}=\frac 12}$ . In conclusion, $L=\frac a3+\frac a6\implies\boxed{\ L=\frac a2\ }$ .


$1.9.\blacktriangleright$ Proposed problem. Find $\alpha\in\mathrm R^*$ so that $L\equiv\lim_{x\to\infty}x^{\alpha}\cdot\left(\sqrt{x^2+\sqrt{x^4+1}}-x\sqrt{2}\right)\in\mathbb R^*$ .

Proof. I"ll use only the remarkable limit $\lim_{t\to 1}\frac {t^a-1}{t-1}=a$ , where $a\in \mathbb R^*$ . Observe that $\sqrt{x^2+\sqrt{x^4+1}}-x\sqrt{2}=$

$x\sqrt 2\cdot\left(\sqrt{\frac {x^2+\sqrt {x^4+1}}{2x^2}}-1\right)=$ $x\sqrt 2\cdot \frac {\left(\frac {x^2+\sqrt {x^4+1}}{2x^2}\right)^{\frac 12}-1}{\frac{x^2+\sqrt {x^4+1}}{2x^2}-1}\cdot\left(\frac {x^2+\sqrt {x^4+1}}{2x^2}-1\right)=$

$x\sqrt 2\cdot \frac {\left(\frac {x^2+\sqrt {x^4+1}}{2x^2}\right)^{\frac 12}-1}{\frac{x^2+\sqrt {x^4+1}}{2x^2}-1}\cdot\frac {\sqrt {x^4+1}-x^2}{2x^2}=$ $\frac {x\sqrt 2}{2}\cdot \frac {\left(\frac {x^2+\sqrt {x^4+1}}{2x^2}\right)^{\frac 12}-1}{\frac{x^2+\sqrt {x^4+1}}{2x^2}-1}\cdot\frac {\left(1+\frac {1}{x^4}\right)^{\frac 12}-1}{\left(1+\frac {1}{x^4}\right)-1}\cdot\frac {1}{x^4}$ $\implies$

$\sqrt{x^2+\sqrt{x^4+1}}-x\sqrt{2}=$ $\frac {\sqrt 2}{2}\cdot \frac {\left(\frac {x^2+\sqrt {x^4+1}}{2x^2}\right)^{\frac 12}-1}{\frac{x^2+\sqrt {x^4+1}}{2x^2}-1}\cdot\frac {\left(1+\frac {1}{x^4}\right)^{\frac 12}-1}{\left(1+\frac {1}{x^4}\right)-1}\cdot\frac {1}{x^3}$ . In conclusion, our limit

$L=\lim_{x\to\infty}x^{\alpha}\cdot \frac {\sqrt 2}{2}\cdot \frac {\left(\frac {x^2+\sqrt {x^4+1}}{2x^2}\right)^{\frac 12}-1}{\frac{x^2+\sqrt {x^4+1}}{2x^2}-1}\cdot\frac {\left(1+\frac {1}{x^4}\right)^{\frac 12}-1}{\left(1+\frac {1}{x^4}\right)-1}\cdot\frac {1}{x^3}\in\mathbb R^*\iff$ $\alpha =3$ and in this case $L=\frac {\sqrt 2}{8}$ .



$1.10.\blacktriangleright$ PP. $L=\lim_{x\to 0}\, \frac {\left(1+ax\right)^{\frac 1x}-\left(1+x\right)^{\frac ax}}x=$ $\underbrace{\lim_{x\to 0}\, \frac {\left(1+ax\right)^{\frac 1x}-\text{e}^a}x}_{L_1\, \left(\frac 00\right)}-$ $\underbrace{\lim_{x\to 0}\, \frac {\left(1+x\right)^{\frac ax}-\text{e}^a}x}_{L_2\, \left(\frac 00\right)}$

$L_1=\lim_{x\to 0}\, \frac {\text{e}^{\frac {\ln (1+ax)}x}-\text{e}^a}x=\lim_{x\to 0}\, \left[\text{e}^a\cdot\frac {\text{e}^{\frac {\ln (1+ax)}x-a}-1}{\frac {\ln (1+ax)}x-a}\cdot\frac {\ln\left(1+ax\right)-ax}{x^2}\right]\stackrel{\text{l'H}}{=}$ $\text{e}^a\cdot 1\cdot\lim_{x\to 0}\, \frac {\frac a{1+ax}-a}{2x}=-\text{e}^a\cdot\frac {a^2}2$

$L_2=\lim_{x\to 0}\, \frac {\text{e}^{\frac {a\ln (1+x)}x}-\text{e}^a}x=\lim_{x\to 0}\, \left[\text{e}^a\cdot\frac {\text{e}^{\frac {a\ln (1+x)}x-a}-1}{\frac {a\ln (1+x)}x-a}\cdot\frac {a\ln\left(1+x\right)-ax}{x^2}\right]\stackrel{\text{l'H}}{=}$ $\text{e}^a\cdot 1\cdot\lim_{x\to 0}\, \frac {\frac a{1+x}-a}{2x}=-\text{e}^a\cdot\frac a2$

$\implies L=-\text{e}^a\cdot\frac {a^2}2+\text{e}^a\cdot\frac a2=\boxed{\ \frac {a\text{e}^a}2\cdot\left(1-a\right)\ }$ .


$1.11.\blacktriangleright$ PP. Ascertain $\lim_{x\to 0}f(x)$ , where $f(x)=\frac{\ln|\ln(1-x^2)|}{\ln|\ln\cos x|}$ .

Proof. $f(x)=\frac {\ln\frac{|\ln(1-x^2)|}{x^2} +2\ln |x|}{\ln\frac {|\ln\cos x|}{1-\cos x} +\ln\frac {1-\cos x}{x^2}+2\ln |x|}=\frac {\frac {\ln\frac{|\ln(1-x^2)|}{x^2}}{\ln |x|}+2}{\frac {\ln\frac {|\ln\cos x|}{1-\cos x}}{\ln |x|}+\frac {\ln\frac {|\ln\cos x|}{1-\cos x}}{\ln |x|}+2}\implies$ $\lim_{x\to 0}f(x)=\frac {\frac 0{-\infty}+2}{\frac 0{-\infty}+\frac 0{-\infty}+2}=1$ .

I used the remarkable limits $\lim_{x\to 0}\frac {\ln (x+1)}{x}=1 $ and $\lim_{x\to 0}\frac {1-\cos x}{x^2}=\frac 12$ .



$1.12.\blacktriangleright$ PP. Ascertain $\lim_{x\searrow 0}f(x)$ , where $f(x)=\frac{\arccos\left(\frac {\sin x}{x}\right)}{x}$ .

Proof. $\lim_{x\searrow 0}\frac{\arccos\left(\frac {\sin x}{x}\right)}{x}=$ $\lim_{x\searrow 0}\frac {\arccos\left(\frac {\sin x}{x}\right)}{\sqrt {1-\frac {\sin x}{x}}}\cdot\frac {\sqrt{1-\frac {\sin x}{x}}}{x}=$ $\lim_{t\searrow 0}\sqrt {\frac {t^2}{1-\cos t}}\cdot\lim_{x\searrow 0}\sqrt{\frac {x-\sin x}{x^3}}=\sqrt 2\cdot\sqrt {\frac 16}=\frac {1}{\sqrt 3}$ , where $\cos t=\frac {\sin x}{x}$ .


$1.13.\blacktriangleright$ PP. Solve recurrence system $\begin{cases}
a_{n+1} = 5a_{n} + 29b_{n} \\
b_{n+1} = a_{n} + 5b_{n}\end{cases}$ , $n\in\mathbb N^*$ , where $\begin{cases}
a_{1} = 5 \\
b_{1} = 1\end{cases}$ .

Proof. Define for any $n\in\mathbb N^*$ the matrix $A_n=\left(\begin{array}{c}
a_n\\\\
b_n\end{array}\right)$ , where $A_1=\left(\begin{array}{c}
5\\\\
1\end{array}\right)$ and $A_{n+1}=A\cdot A_n$ where $A=\left(\begin{array}{cc}
5 & 29\\\\
1 & 5\end{array}\right)$ .

Observe that $A_{n+1}=A^{n}\cdot A_1$ for any $n\in\mathbb N^*$ and $A^2-10\cdot A-4\cdot E_2=O_2$ , where $E_2=\left(\begin{array}{cc}
1 & 0\\\\
0 & 1\end{array}\right)$ and $O_2=\left(\begin{array}{cc}
0 & 0\\\\
0 & 0\end{array}\right)$ .

Generally, for any $n\in\mathbb N^*$ we have $A_{n+2}=10\cdot A_{n+1}+4\cdot A_n$ , where $A_1=\left(\begin{array}{c}
5\\\\
1\end{array}\right)$ and $A_2=\left(\begin{array}{c}
54\\\\
10\end{array}\right)$ . Therefore,

the associated equation $t^2-10t-4=0$ has the roots $x_{1,2}\in \left\{5\pm\sqrt {29}\right\}$ . Thus, for any $n\in\mathbb N^*$ we have

$a_n=K_{11}\cdot x_1^n+K_{12}\cdot x_2^n$ and $b_n=K_{21}\cdot x_1^n+K_{22}\cdot x_2^n$ and we can ascertain easily these four constans $K_{ij}$ ,

where $\{i,j\}\subset \in \overline {1,2}$ from the first two terms of each from these two sequencies.


$1.14.\blacktriangleright$ PP. Using eventually the well-known limit $\lim_{n\to\infty}n\cdot \left(1-\ln\frac {n+1}{n}\right)=\frac 12$ prove that

$\lim_{n\to\infty}\frac {n}{\ln n}\left(a_n-\frac 1e\right)=\frac {1}{2e}$ , where $a_n=\frac {\sqrt[n]{n!}}{n}$ . Deduct that $\lim_{n\to\infty}\frac {n}{\ln n}\cdot\left(e-\frac {n}{\sqrt [n]{n!}}\right)=\frac e2$ .


Proof. $\frac {n}{\ln n}\left(a_n-\frac 1e\right)=\frac 1e\cdot\frac {n}{\ln n}\cdot \left(e\cdot a_n-1\right)=\frac 1e\cdot \frac {n}{\ln n}\cdot u_n\cdot\frac{e^{u_n}-1}{u_n}$ , where $u_n=\ln\left(e\cdot a_n\right)=1+\ln a_n=1+\frac 1n\cdot\ln n!-\ln n$ ,

$u_n\rightarrow 0$ and $\frac {e^{u_n}-1}{u_n}\rightarrow 1$ . Therefore, $\lim_{n\to\infty}\frac {n}{\ln n}\cdot\left(a_n-\frac 1e\right)=$ $\frac 1e\cdot\lim_{n\to\infty}\frac {nu_n}{\ln n}=$ $\frac 1e\cdot\lim_{n\to\infty}\frac {n+\ln n!-n\ln n}{\ln n}\stackrel{\mathrm{(ST)}}{=}$ $\frac 1e\cdot \lim_{n\to\infty}\frac {1-n\ln\frac {n+1}{n}}{\ln (n+1)-\ln n}=$

$\frac 1e\cdot \lim_{n\to\infty} \frac {n\left(1-n\ln\frac {n+1}{n}\right)}{\ln\left(1+\frac 1n\right)^n}=\frac {1}{2e}$ . Thus, $\lim_{n\to\infty}\frac {n}{\ln n}\cdot\left(e-\frac {n}{\sqrt[n]{n!}}\right)=$ $\lim_{n\to\infty}\frac {n}{\ln n}\cdot\left(\frac {\sqrt[n]{n!}}{n}-\frac 1e\right)\cdot\frac {ne}{e\sqrt[n]{n!}-n}\cdot\frac {e\sqrt[n]{n!}-n}{\sqrt[n]{n!}}=$ $\frac {1}{2e}\cdot\lim_{n\to\infty}\frac {ne}{\sqrt[n]{n!}}=\frac e2$ .



$1.15.\blacktriangleright$ PP. Let $x_n>0$ be the root of $x^n=x^p+x^{p-1}+\ldots +x^2+x+1$ , where $p\in\mathbb N$ , $p\ge 2$ . Prove that $\lim_{n\to\infty}\ n\left(x_n-1\right)=\ln (p+1)$ .

Proof. Prove easilky that $x_n > 1$ for any $n\in\mathbb N^*$ and $x_n^n = \sum_{k=0}^px_n^k > p+1$ , i.e. $x_n > \sqrt[n]{p+1}$ . We can set similarly $x_n^n < (p+1)\cdot x_n^p$ ,
i.e. $x_n < \sqrt[n-p]{p+1}$ . Thus, $n\left(\sqrt[n]{p+1} - 1\right) < n\left(x_n - 1\right) < n\left(\sqrt[n-p]{p+1} - 1\right)$ and from the squeeze theorem, the limit is $\ln (p+1)$ .



$1.16.\blacktriangleright$ PP. Evaluate $\lim_{n\to \infty} \frac{n^2}{\ln n}\cdot \left(\sqrt[n]{n}-\sqrt[n+1]{n+1}\right)$ .

Proof. $\lim_{n\to\infty}\ \frac{n^2}{\ln n}\cdot \left(\sqrt[n]{n}-\sqrt[n+1]{n+1}\right)=$ $\lim_{n\to\infty}\ \frac{n^2}{\ln n}\cdot \sqrt [n+1]{n+1}\cdot\left(\frac {\sqrt[n]n}{\sqrt[n+1]{n+1}}-1\right)=$

$\lim_{n\to\infty}\ \frac{n^2}{\ln n}\cdot\frac {\frac {\sqrt[n]n}{\sqrt[n+1]{n+1}}-1}{\ln\frac {\sqrt[n]n}{\sqrt[n+1]{n+1}}}\cdot \left[\frac 1n\cdot\ln n-\frac {1}{n+1}\cdot\ln (n+1)\right]=$ $\lim_{n\to\infty}\ \frac {(n+1)\ln n-n\ln (n+1)}{\ln n}=$ $\lim_{n\to\infty}\ \frac {\ln n-\ln\left(\frac {n+1}{n}\right)^n}{\ln n}=1$ .

In conclusion, $\boxed{\ \lim_{n\to\infty}\ \frac{n^2}{\ln n}\cdot \left(\sqrt[n]{n}-\sqrt[n+1]{n+1}\right)=1\ }$ . I used the remarkable limits $\lim_{n\to\infty}\ \sqrt [n]n=1$ , $\lim_{n\to\infty}\ \left(1+\frac 1n\right)^n=e$ and $\lim_{t\to 1}\ \frac {t-1}{\ln t}=1$ .



$1.17.\blacktriangleright$ Calculate $\lim_{x\to\infty}\ x\cdot\left[\left(\frac {a^{\frac 1x}+b^{\frac 1x}}{2}\right)^x-\sqrt{ab}\right]$ , where $0<a,b\ne 1$ .

Proof. Observe that $\lim_{x\to\infty}\ \left(\frac {a^{\frac 1x}+b^{\frac 1x}}{2}\right)^x\stackrel{\left(1^{\infty}\right)}{\ =\ }e^l$ , where $l=\lim_{x\to\infty}\ x\cdot\left(\frac {a^{\frac 1x}+b^{\frac 1x}}{2}-1\right)=$

$\frac 12\cdot\lim_{x\to\infty}\ \left(\frac {a^{\frac 1x}-1}{\frac 1x}+\frac {b^{\frac 1x}-1}{\frac 1x}\right)=$ $\frac 12\cdot (\ln a+\ln b)=\ln\sqrt {ab}\implies$ $\boxed{\ \lim_{x\to\infty}\ \left(\frac {a^{\frac 1x}+b^{\frac 1x}}{2}\right)^x=\sqrt{ab}\ }$ .

$\lim_{x\to\infty}\ x\cdot\left[\left(\frac {a^{\frac 1x}+b^{\frac 1x}}{2}\right)^x-\sqrt{ab}\right]\stackrel{(\infty\cdot 0)}{\ =\ }$ $\lim_{x\to 0}\ \frac 1x\cdot\left[\left(\frac {a^x+b^x}{2}\right)^{\frac 1x}-\sqrt{ab}\right]\stackrel{(\frac 00)}{\ =\ }$ $\sqrt{ab}\cdot \lim_{x\to 0}\ \frac 1x\cdot\ln\frac {\left(\frac {a^x+b^x}{2}\right)^{\frac 1x}}{\sqrt{ab}}=$

$\sqrt{ab}\cdot \lim_{x\to 0}\ \frac 1x\cdot\left[\frac 1x\cdot\ln\frac {a^x+b^x}{2}-\frac 12\cdot\ln (ab)\right]=$ $\frac {\sqrt{ab}}{2}\cdot\lim_{x\to 0}\ \frac {1}{x^2}\cdot\left[2\cdot\ln\frac {a^x+b^x}{2}-x\ln (ab)\right]\stackrel{(l'H)}{=}$

$\frac {\sqrt{ab}}{2}\cdot\lim_{x\to 0}\ \frac {1}{2x}\cdot\left[\frac {2}{a^x+b^x}\cdot\left(a^x\cdot\ln a+b^x\cdot\ln b\right)-\ln (ab)\right]=$ $\frac {\sqrt{ab}}{8}\cdot\lim_{x\to 0}\ \frac 1x\cdot\left[2\left(a^x\ln a+b^x\ln b\right)-\left(a^x+b^x\right)(\ln a+\ln b)\right]=$

$\frac {\sqrt{ab}}{8}\cdot\lim_{x\to 0}\ \frac 1x\cdot\left(a^x\ln a+b^x\ln b-a^x\ln b-b^x\ln a\right)=$ $\frac {\sqrt{ab}}{8}\cdot\cdot\ln\frac ab\cdot \lim_{x\to 0}\ \frac {a^x-b^x}{x}\implies$ $\boxed{\ \lim_{x\to\infty}\ x\cdot\left[\left(\frac {a^{\frac 1x}+b^{\frac 1x}}{2}\right)^x-\sqrt{ab}\right]=\frac {\sqrt{ab}}{8}\cdot\ln^2\frac ab\ }$ .



$1.18\blacktriangleright$ Without using L'Hospital's Rules, find $\lim_{x \to 0}\frac{\tan x-x}{x- \sin x}$ .

Proof. Denote $f(x)=\frac {1-\sin x}{x^3}\ ,\ x\ne 0$ . Prove easily that $\boxed{4\cdot f(2x)=f(x)+\frac {\sin x}{x}\cdot\frac {1-\cos x}{x^2}}\ (*)$ . If $\lim_{x \to 0} f(x)=L\in\mathbb R$ (it exists

and it is finite), then for $x\rightarrow 0$ in the relation $(*)$ obtain that $4L=L+\frac 12$ , i.e. $L=\frac 16$ . Therefore, $\lim_{x \to 0}\ \frac{\tan x-x}{x- \sin x}=$ $\lim_{x \to 0}\ \frac{\sin x -x\cos x}{\cos x(x- \sin x)}=$

$\lim_{x \to 0}\ \frac {x(1-\cos x)-(x-\sin x)}{x- \sin x}=$ $\lim_{x \to 0}\ \frac {\frac {1-\cos x}{x^2}-\frac {x-\sin x}{x^3}}{\frac {x- \sin x}{x^3}}=$ $\frac {\frac 12-\frac 16}{\frac 16}=2$ . In conclusion, $\lim_{x \to 0}\ \frac{\tan x-x}{x- \sin x}=2$ .



II. Siruri recurente.

$2.1.\blacktriangleright$ Articol din G.M.B. - o clasa de siruri recurente (<== click).

$2.2.\blacktriangleright$ Examples. Ascertain the limits of the following strings $x_n,\ y_n,\ z_n$, where $n\in N^*$ :
1. $x_1\in (0,1),\ x_{n+1}=x_n(1-x_n),\ y_n=nx_n,\ z_n=\sum_{k=1}^n x^2_k\ .$
2. $x_1>0,\ x_{n+1}=\ln (1+x_n),\ y_n=nx_n\ .$
3. $x_1\in (0,\pi),\ x_{n+1}=\sin {x_n},\ y_n=x_n\sqrt{n}\ .$
4. $x_1\in R,\ x_{n+1}=\ln (1+\arctan x_n),\ y_n=nx_n\ .$
5. $x_1\ne 0,\ x_{n+1}=x_n+e^{-x_n},\ y_n=\frac{x_n}{\ln n},\ z_n=\frac{x_n}{n}\ .$
6. $x_1>0,\ x_{n+1}=e^{x^n-1}\ .$
7. $x_1>0,\ x_{n+1}+x^3_{n+1}=x_n,\ y_n=x_n\sqrt n\ .$
8. $x_1>0,\ x_{n+1}=\arctan x_n,\ y_n=x_n\sqrt n\ .$
9. $x_1>0,\ x_{n+1}=\left(1+\frac{x_n}{a}\right)^a-1, 0<a<1,\ y_n=nx_n$ $\left(a:=\frac{1}{p},\ p\in N^*\right)\ .$
10. $x_1\in (0,1),\ x_{n+1}=x_n(1-x_n)^a,\ a>0,\ y_n=nx_n\ .$
11. $x_1\in (0,1),\ x_{n+1}=x_n-x^2_n+x^3_n-x^4_n,\ y_n=nx_n\ .$
!2. $x_1>0,\ x_{n+1}=|x_n-n|,\ y_n=\frac{x_n}{n}\ .$
13. $x_1\in \left(0,\frac{\pi}{2}\right),\ x_{n+1}=x_n\cos x_n,\ y_n=x_n\sqrt n\ .$
14. $x_1>0,\ x_{n+1}=x_n a^{x_n},\ a\in (0,1),\ y_n=nx_n\ .$
15. $x_1=1,\ e^{1+x_{n+1}}=1+\ln (2+x_n)\ .$
16. $x_n\in (0,\pi),\sin {x_n}+\cos {x_n}=1\ .$
17. $x_1=1,\ x_{n+1}=\sqrt {1+nx_n},\ y_n=\frac{x_n}{n},\ z_n=n-x_n\ .$
18. $x_1=0,\ x_{n+1}=\sqrt {n-x_n},\ y_n=\frac{x_n}{\sqrt {n}},\ z_n=x_n-\sqrt n\ .$
19. $x_1>1,\ x_{n+1}=\sqrt [3] {3x_n-2},\ y_n=n(x_n-1)\ .$
20. $x_1\in (0,1),\ x_{n+1}=\frac{\sqrt {x_n}}{\sqrt {x_n}+\sqrt {1-x_n}},\ y_n=\frac{x_n}{1-x_n}\ .$

See here and here
This post has been edited 197 times. Last edited by Virgil Nicula, Aug 16, 2017, 8:16 PM

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For the problem $4.12$ there is a solution that doesn't use Lagrange's theorem :lol:

We shall use the following charactherization of convex functions which states that :
\[\color{white}{.}\]

$\blacksquare $ A function $f$ is convex on the interval $I\subset\mathbb{R}$ if and only if :

\[\frac {f(a)}{(a-b)(a-c)}+\frac {f(b)}{(b-a)(b-c)}+\frac {f(c)}{(c-a)(c-b)}\ge 0\ ,\]

for any distinct $a,b,c\in I$ . If the inequality is strict, then $f$ is strict convex.


\[***\]

For $a<b<c\subset I$ the above inequality is equivalent to :

\[\boxed{\ (c-b)f(a)+(a-c)f(b)+(b-a)f(c)\ge 0\ }\]

\[\iff\ \boxed{\ \frac {f(b)-f(a)}{b-a}\ \le\ \frac {f(c)-f(b)}{c-b}\ }\ \ (\star)\] .

On the interval $\left(\ 0\ ,\ \frac {\pi}2\ \right)$ we need to take $f(x)=-\ln x$ (which is strict convex)

and $\left\|\ \begin{array}{ccc}
a & = & \sin x \\  
b & = & x \\ 
c & = & \tan x\ \end{array}\right\|$ in order to obtain the desired inequality :

\[\frac {\ln x-\ln\sin x}{x-\sin x}\ >\ \frac {\ln\tan x-\ln x}{\tan x-x}\]

\[\iff\ \boxed{\ \left(\frac x{\sin x}\right)^{\tan x-x}\ >\ \left(\frac {\tan x}x\right)^{x-\sin x}\ }\ \ ,\ \forall\ x\in\left(\ 0\ ,\ \frac {\pi}2\ \right)\] .
This post has been edited 2 times. Last edited by Mateescu Constantin, Mar 1, 2011, 4:10 PM

by Mateescu Constantin, Mar 1, 2011, 4:01 PM

Own problems or extensions/generalizations of some problems which was posted here.

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