Monotone Convergence Theorem (for sequences)

A bounded monotone sequence of real numbers converges
Monotone Convergence Theorem (for sequences)

Monotone Convergence Theorem (sequences): If (xn)(x_n) is a sequence in R\mathbb{R} that is , then (xn)(x_n) and limnxn=sup{xn:nN}.\lim_{n\to\infty} x_n = \sup\{x_n:n\in\mathbb{N}\}. Similarly, a monotone decreasing sequence that is converges to its .

This theorem is one of the main working consequences of and provides a robust method for proving convergence without explicitly identifying a limit.

Proof sketch (optional): Let s=sup{xn}s=\sup\{x_n\}. Given ε>0\varepsilon>0, sεs-\varepsilon is not an upper bound, so some NN has xN>sεx_N>s-\varepsilon. Monotonicity gives sε<xnss-\varepsilon<x_n\le s for all nNn\ge N, proving xnsx_n\to s.