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Let $a_n\subseteq\mathbb{R}$ be a sequence, where $a_n\to a$. Let $$A = \{a_1, a_2, a_3, \cdots\}.$$ Let $b_n \in A$. Prove that if $(b_n)$ converges, then $b_n \to a$ or $b_n \to a_N$, where $N \in \mathbb{N}$. Let $B = \{b_1, b_2, b_3, \cdots\}$.

I tried to do it in the following way (with a lot of help from the book "Analysis with an introduction to proof" by Steven Lay).

Suppose that $(b_n)$ is finite with k terms. and let $\{b_n\} = a_m, \cdots, a_n$. Since $(b_n)$ is finite, the minimum distance between two distinct points is positive. $(b_n)$ is also Cauchy, since convergent implies Cauchy. We know from the definition of Cauchy sequence, that for all $\epsilon > 0$, there exists $N \in \mathbb{N}$ such that $$s, t \geq N \implies | a_s - a_t | < \epsilon.$$ Given any $s\ge N$, $a_s$ and $a_N$ are both in $B$, so if the distance between them is less than $\epsilon$, it must be zero (since $\epsilon$ is the minimum distance between distinct points in S).

Thus $a_s$ = $a_N$ for all $s \ge N$. It follows that $$\lim_{n\to k} b_n = a_N.$$

Is this correct? And I'm struggling when we suppose that $B$ is infinite.

For the infinite case, there's a whole lot going in my mind. We know that B is a subset of $\mathbb{R}$, and B is bounded and infinite. The bolzano-weirstrass theorem then implies that there is a real number "x" in $\mathbb{R}$ which is a limit point of B and we know that B converges to x. We know $a_n$ converges to a, we just need to show that a = x. Showing x $\leq$ a has not been a problem but I am having difficulties in showing that x $\geq$ a. I got stuck here so I tried another method.

I tried to suppose that x > a and x < a give us contradictions but I can't come up with the contradictions.

I then tried another way, we know that B is infinite, so B = { $a_m$, $a_{m+1}$, .... }. Only a finite number of terms have been skipped, and so $ \lim (b_n) = a$. Is this correct..?

I haven't studied subsequences yet, so I can't use them.

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  • $\begingroup$ Yes. For infinite $B$, we can recycle the Cauchy criterion for $a_n$. $\endgroup$ Commented Sep 20, 2020 at 16:10
  • $\begingroup$ Sorry, I don't understand. can you elaborate? $\endgroup$ Commented Sep 20, 2020 at 16:21

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Hint : If $(b_n)$ takes a finite number of values, show that $(b_n)$ must be stationnary.

If $(b_n)$ takes an infinite number of values, show that there exists a subsequence of $(b_n)$ which is also a subsequence of $(a_n)$, and conclude.

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  • $\begingroup$ Isn't my working for the finite case correct? I think I showed it's stationary. An for the infinite case, I haven't studied subsequences yet. Sorry, is there another way? $\endgroup$ Commented Sep 23, 2020 at 1:48
  • $\begingroup$ The correct case is correct, except that you should have defined the "good" $\epsilon$ at the beginning of your proof. For the other case, you have studied Bolzano-Weierstrass, but not subsequences ?? This is strange ! $\endgroup$ Commented Sep 23, 2020 at 6:41
  • $\begingroup$ Yes the book I'm studying from has covered Bolzanao-Weierstrass theorem but not subsequences. I would appreciate it if you could help me find another way to solve this problem. Thanks!!! $\endgroup$ Commented Sep 23, 2020 at 11:54

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