Problem 11837
(American Mathematical Monthly, Vol.122, April 2015)
Proposed by I. Pinelis (USA).
Let a0 = 1, and for n ≥ 0 let an+1 = an + e−an. Let bn = an− log n. For n ≥ 0, show that 0 < bn+1< bn and also show that limn→∞bn = 0.
Solution proposed by Roberto Tauraso, Dipartimento di Matematica, Universit`a di Roma “Tor Vergata”, via della Ricerca Scientifica, 00133 Roma, Italy.
We first show by induction that an≥ log(n + 1). It holds for n = 0 and for n ≥ 0,
an+1= f (an) ≥ f (log(n + 1)) = log(n + 1) + 1
n + 1≥ log(n + 1) + log
1 + 1
n + 1
= log(n + 2)
where f (x) = x + e−x is an increasing function for x ≥ 0.
Hence bn≥ log(n + 1) − log(n) > 0, and
bn+1− bn= e−an+ log
1 − 1
n + 1
≤ −
− 1
n + 1− log
1 − 1
n + 1
< 0
Since {bn}n≥0 is strictly decreasing positive sequence, it follows that it has a finite limit L ∈ [0, 1).
Note that
(n + 1)(bn+1− bn) = (n + 1) e−bn n + log
1 − 1
n + 1
→ e−L− 1.
Finally, let Hn=Pn
k=11/k, then, by applying Stolz-Cesaro theorem, we have
0 = L
+∞ = lim
n→∞
bn
Hn
SC= lim
n→∞
bn+1− bn
1/(n + 1) = e−L− 1.