Monotone and bounded sequences

Level UniversityDifficulty ★★★★★Theorem⌖ Open in the map

What is it?

A monotone sequence converges if and only if it is bounded. It is the cleanest way to prove convergence without knowing the limit in advance.

Statement

If a1≤a2≤…a_1 \le a_2 \le \dots and an≤Ma_n \le M for all nn, then an→sup⁡nana_n \to \sup_n a_n.

Idea of the proof

Let s=sup⁡ans = \sup a_n (it exists by completeness). Some aN>s−εa_N > s - \varepsilon, and monotonicity keeps every later term in (s−ε,s](s - \varepsilon, s].

Where it shows up in AI

  • Gradient descent★★★★★frequentAI and machine learning

    With a small enough step the loss decreases monotonically and is bounded below, so the loss values converge.

Where is it used?

Computing topics reachable from here, through the chain of ideas that leads to them:

What depends on it

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