前置
一些标准的极限
Proposition Let . Then we have .
Proof Since , one can show that the sequence is decreasing (why?). On the other hand, the sequence has a lower bound of . Thus the sequence converges to some limit . Since , we thus see from the limit laws that converges to . But the sequence is just the sequence shifted by one, and so they must have the same limits (why?). So . Since , we can solve for to obtain . Thus converges to .
Proposition 对于任何 ,均有:
证明:
过程我们分三种情况讨论:情况 1:当 时如果 ,那么对于任何正整数 ,都有 。显然:情况 2:当 时令 。由于 ,显然有 。根据二项式定理(或更简单的伯努利不等式 ):由此可得:当 时,。根据夹逼定理:因此:情况 3:当 时令 。因为 ,所以 。根据情况 2 的结论,我们知道:利用极限的商法则:结论综上所述,对于任何 ,均有:
Q.E.D.