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Consider the sequence defined as

$x_1 = 1$

$x_{n+1} = \sin x_n$

I think I was able to show that the sequence $\sqrt{n} x_{n}$ converges to $\sqrt{3}$ by a tedious elementary method which I wasn't too happy about.

(I think I did this by showing that $\sqrt{\frac{3}{n+1}} < x_{n} < \sqrt{\frac{3}{n}}$, don't remember exactly)

This looks like it should be a standard problem.

Does anyone know a simple (and preferably elementary) proof for the fact that the sequence $\sqrt{n}x_{n}$ converges to $\sqrt{3}$?

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up vote 54 down vote accepted

Before getting into the details, let me say: The ideas I'm talking about, including this exact example, can be found in chapter 8 of Asymptotic Methods in Analysis (second edition), by N. G. de Bruijn. This is a really superb book, and I recommend it to anyone who wants to learn how to approximate quantities in "calculus-like" settings. (If you want to do approximation in combinatorial settings, I recommend Chapter 9 of Concrete Mathematics.)

Also, this isn't just about $\sin$. Let $f$ be a function with $f(0)=0$ and $0 \leq f(u) < u$ for $u$ in $(0,c]$ then the sequence $x_n:=f(f(f(\cdots f(c)\cdots)$ approaches $0$. If $f(u)=u-a u^{k+1} + O(u^{k+2})$ (with $a>0$) then $x_n \approx \alpha n^{-1/k}$ and you can prove that by the same methods here.

Having said that, the answer to your question. On $[0,1]$, we have $$\sin x=x-x^3/6+O(x^5).$$ Setting $y_n=1/x_n^2$, we have $$1/x_{n+1}^2 = x_n^{-2} \left(1-x_n^2/6+O(x_n^4) \right)^{-2} = 1/x_n^2 + 1/3 + O(x_n^2)$$ so $$y_{n+1} = y_n + 1/3 + O(y_n^{-1}).$$

We see that $$y_n = \frac{n}{3} + O\left( \sum_{k=1}^n y_k^{-1} \right)$$ and $$\frac{1}{n}y_n = \frac{1}{3} + \frac{1}{n} O\left( \sum_{k=1}^n y_k^{-1} \right)$$ Since we already know that $x_n \to 0$, we know that $y_n^{-1} \to 0$, so the average goes to zero and we get $\lim_{n \to \infty} y_n/n=1/3$. Transforming back to $\sqrt{n} x_n$ now follows by the continuity of $1/\sqrt{t}$.

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PS This is a good example of why I find the O() notation insanely more useful than limits. – David Speyer Aug 24 '10 at 18:12
Very nice! Thanks... – Aryabhata Aug 24 '10 at 18:56
Second paragraph says .. $0\le f(u)\le u$ then .. $f^{(n)}(c) \to 0$. But what if $f(u)=u$? – Maesumi Jan 11 '13 at 1:04
@Maesumi Inequalities fixed, thanks. – David Speyer Jan 11 '13 at 14:54
Well done! Brute force wins! This is a very straightforward proof without the need to appeal to a nested set of theorems, each of which requires proof. – Dr. MV Mar 5 '15 at 19:19

This problem can be found in Kaczor, Nowak: Problems in Mathematical Analysis I, Real Numbers, Sequences and Series. I'll copy their solution here.

Problem 2.5.22, p.50, a solution is given on p.215.

Problem 2.5.22. The sequence $(a_n)$ is defined inductively as follows: $$0<a_1<\pi \qquad a_{n+1}=\sin a_n \text{ for }n\ge 1$$ Prove that $\lim\limits_{n\to\infty} \sqrt n a_n = \sqrt3$.

Solution: It is easy to see that the sequence $(a_n)$ is monotonically decreasing to zero. Moreover, an application of I'Hospital's rule gives $$\lim\limits_{x\to 0}\frac{x^2-\sin^2x}{x^2\sin^2x}=\frac13.$$ Therefore $$\lim\limits_{n\to\infty}\left(\frac1{a_{n+1}^2}-\frac1{a_n^2}\right)=\frac13$$ Now, by the result in Problem 2.3.14, $\lim\limits_{n\to\infty} na_n^2 = 3$.

Problem 2.3.14, p.38, a solution is given on p.184.

Problem 2.3.14. Prove that if $(a_n)$ is a sequence for which $$\lim\limits_{n\to\infty}(a_{n+1}-a_n)=a$$ then $$\lim\limits_{n\to\infty}\frac{a_n}n=a.$$

Solution: In Stolz theorem we set $x_{n}=a_{n+1}$ and $y_n=n$.

Formulation of Stolz theorem in this book is the following

Let $(x_n)$, $(y_n)$ be two sequences that satisfy the conditions:

  • $(y_n)$ strictly increases to $+\infty$,
  • $$\lim\limits_{n\to\infty} \frac{x_n-x_{n-1}}{y_n-y_{n-1}}=g.$$

Then $$\lim\limits_{n\to\infty} \frac{x_n}{y_n}=g.$$

For Stolz-Cesaro theorem see also this question: Stolz-Cesàro Theorem

Perhaps it is also worth mentioning that there are two equivalent forms of Stolz-Cesaro theorem: see e.g. this answer.

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Another source: Polya-Szego, Problem and Theorems in analysis I, Spronger-Verlag, problems 173-174, p.38 – Unoqualunque May 25 '12 at 16:26
.........Thanks! – Aryabhata May 25 '12 at 19:17
Now I noticed that this question also has an answer based on Stolz-Cesaro: Need help solving Recursive series. – Martin Sleziak Jun 17 '12 at 6:07

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