If
is a monotone
increasing sequence that is bounded above, then the sequence must
converge (see picture).
If
is a monotone
decreasing sequence that is bounded below, then the sequence must converge
(see picture).
Proof:
Let's look at the first statement, i.e. the sequence in monotone increasing.
Take an
> 0 and let
c = sup(xk). Then c is finite, and given
> 0, there exists at least
one integer N such that
xN > c -
.
Since the sequence is monotone increasing, we then have that
xk > c -
for all k > N, or
| c - xk | <
for all k > N
But that means, by definition, that the sequence converges to c.
The proof for the infimum is very similar, and is left as an exercise.

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