EDB β€” 0CX

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Exercises

  1. [0CX] Difficulty:*.

    Let \(a_{n,m}\) be a real valued sequence 1 with two indexes \(n,mβˆˆβ„•\). Suppose that

    • for every \(m\) the limit \(\lim _{nβ†’ ∞} a_{n,m}\) exists, and that

    • the limit \(\lim _{mβ†’ ∞} a_{n,m}=b_ n\) exists uniformly in \(n\) and is finite, i.e.

      \[ βˆ€ \varepsilon {\gt}0 ,~ βˆƒ mβˆˆβ„•~ βˆ€ nβˆˆβ„• ,~ βˆ€ hβ‰₯ m ~ ~ | a_{n,h}-b_ n|{\lt}\varepsilon ~ ~ . \]

    then

    \begin{equation} \lim _{nβ†’ ∞} \lim _{mβ†’ ∞} a_{n,m}= \lim _{mβ†’ ∞} \lim _{nβ†’ ∞} a_{n,m}\label{eq:limlimlimlim} \end{equation}
    3

    in the sense that if one of the two limits exists (possibly infinite), then the other also exists, and they are equal.

    Find a simple example where the two limits in 3 are infinite.

    Find an example where \(\lim _{mβ†’ ∞} a_{n,m}=b_ n\) but the limit is not uniform and the previous equality 3 does not apply.

    Solution 1

    [0CZ]

  1. This result applies more generally when \(a_{n,m}\) are elements of a metric space; moreover a similar result occurs when the limits \(nβ†’ ∞\) and/or \(mβ†’βˆž\) are replaced with limits \(xβ†’ \hat x\) and/or \(yβ†’\hat y\) where the above variables move in metric spaces. See for example [1JS].
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Bibliography
Book index
  • exchanging limits
  • convergence, of a series
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