The notion of
limit of a sequence is very natural. Indeed, consider our scientist who is collecting data everyday. Set

to be the sequence generated by our scientist (

is the data collected after
n days). Imagine that after a certain day the numbers are very close to each other. Therefore our scientist will decide that the experiment settled down to a equilibrium state, meaning that no change occured to the data. The danger here is that, though the data collected after that date are closer to each other, you should not, in general, believe that the system settles down. Small changes may be responsible for weird behavior. This is the beginning of the Chaos Theory. But, this is not the subject treated here. We will focus more on the nice experiment where the system settles down to an equilibrium state. To better illustrate this phenomena, let us consider the following example.
Example: Take a calculator, set it to "radian mode" and enter the number 1. Then, hit the function Cosine over and over again. Analyze the output of this experiment.
Answer: Then, we have

.
Next, we have

.
If we proceed with this we get

Clearly, the numbers are getting closer to something that starts as 0.73.
To better appreciate the sequence, we graph the points

on a plane (see the Figure below).
Example: Do the same as the example above with the Sine function.
Answer: We have

.
Next, we have

.
If we proceed with this we get

Clearly, the numbers are getting smaller and smaller (see Figure below). In fact, the numbers do get closer to 0 as close as one wishes!!!
Remark: It is amazing to see how slow this sequence gets to 0. There are mathematical reasons behind this which we will not discuss here. But, keep in mind that many people are interested in them (that is, speed of convergence).
After discussing the above two examples one will wonder if any sequence has the same faith (meaning, it gets closer to a number). Unfortunately, the answer is NO. Let us consider a slightly more complicated example.
Example: As before, take your calculator and enter the number 0.3. Second, program your machine to compute
y =
f(
x)= 4(1-
x)
x. Then, keep on doing the same as you did in the previous two examples. Finally, analyze the output.
Answer: In this case we have

. Then

.
If we keep on iterating, we get
n | xn |
1 | 0.3 |
2 | 0.84 |
3 | 0.5376 |
4 | 0.994345 |
5 | 0.0224922 |
6 | 0.0879454 |
7 | 0.320844 |
8 | 0.871612 |
9 | 0.447617 |
10 | 0.989024 |
It is clear from this example that no conclusion can be made. In fact, you are right and even more than that; this sequence is completely chaotic (see the Figure below for the first 50 terms of the sequence). Meaning that, even if we compute the first billion terms nothing nice will happen!!! This is a truly scary situation but we will not deal with it here... so don't panic....
By the way, this sequence is used as a discrete mathematical model for
population dynamics (called the
discrete logistic model).
Let us summarize what we just noticed on these examples.
Consider a sequence of numbers

. Sometimes the numbers get closer and closer to a number L (we will write

). And sometimes the numbers do not exhibit such behavior. If it does, we say that the sequence

is
convergent and has a limit equal to L. We will write

,
or

.
It may happen that we will say
n gets larger to express that

. If a sequence is not convergent, it is called
divergent.
Let us discuss the above definition. A sequence

is convergent if there exists a number L such that the numbers

get closer and closer to L as
n gets larger. We have to make sure that the claim

is justified. That is,

gets really close to L. We do not want

to get close to L and then when you go to

it is not!!! This will be terrible in some serious calculations. So, when we say that

gets close to L, as
n gets large, we mean that regardless of how close you want

to be to L, if you go far enough you will get there.... Meaning, if I want my

to be close to L up to 100 Digits, then I am sure if
n is big enough, I will get

close to L up to 100 Digits (this will happen if

). In other words, let us set

to be a very small number (which measures the error like

), then there exists

such that for every

, we have
The integer
N tells you how far you have to go to get closer to L up to

. Meaning that,
N is somehow responsible for the speed of the sequence; how fast it goes to its limit...
Definition: The sequence

converges to the number L, if and only if,
for every

, there exists

such that for every
Some authors will use

, instead. No harm is done, do not worry about it.
Example: Show that

.
Answer: Let

. We know that there exists an integer

such that

.
Let

. Then, we have
Remark: Keep in mind that

measures the error between the numbers

and the limit L, while the integer
N measures how fast the sequence gets closer to the limit L.
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