Hard Sequences: Closed Forms, Rates & Periodicity

Study Sheet

Hard Sequences: Closed Forms, Rates & Periodicity

Squaring tricks, reciprocal tricks, Lucas closed forms, Stolz rates, and maps of finite order

Sequences the Putnam Actually Sets

Tip
The squaring and reciprocal tricks

For an+1=an+1ana_{n+1} = a_n + \tfrac{1}{a_n}, square: an+12=an2+2+an−2a_{n+1}^2 = a_n^2 + 2 + a_n^{-2}, so an2≈2na_n^2 \approx 2n. For an+1=an−an2a_{n+1} = a_n - a_n^2, take reciprocals: 1an+1−1an=11−an→1\tfrac{1}{a_{n+1}} - \tfrac{1}{a_n} = \tfrac{1}{1 - a_n} \to 1, so nan→1na_n \to 1.

Recurrences that are not linear usually become tame after a transformation chosen to make the increments simple: square when the recurrence adds a reciprocal, take reciprocals when it subtracts a square, take logarithms when it multiplies. After the transformation, Stolz–Cesàro (the discrete L'Hôpital) reads off the growth rate: if bn+1−bn→Lb_{n+1} - b_n \to L then bn/n→Lb_n/n \to L. The Putnam then asks for ⌊a100⌋\lfloor a_{100}\rfloor or lim⁡nan\lim n a_n — questions that are hopeless by direct iteration and one line after the trick.

Tip
Closed forms from α+α−1\alpha + \alpha^{-1}

If a0=α+α−1a_0 = \alpha + \alpha^{-1} and an+1=an2−2a_{n+1} = a_n^2 - 2, then an=α2n+α−2na_n = \alpha^{2^n} + \alpha^{-2^n}. With a0=3a_0 = 3 this is a Lucas number, L2n+1L_{2^{n+1}}: 3,7,47,2207,…3, 7, 47, 2207, \ldots

Because (αk+α−k)2−2=α2k+α−2k(\alpha^k + \alpha^{-k})^2 - 2 = \alpha^{2k} + \alpha^{-2k}, the map x↦x2−2x \mapsto x^2 - 2 is the doubling map in disguise (compare 2cos⁡2θ=(2cos⁡θ)2−22\cos 2\theta = (2\cos\theta)^2 - 2). This is the engine behind the Lucas–Lehmer primality test and behind Putnam problems that ask about ∏(1+1/ak)\prod(1 + 1/a_k) or an mod ma_n \bmod m: a closed form makes them telescope or cycle. The trigonometric twin, an+1=2+ana_{n+1} = \sqrt{2 + a_n} with a0=0a_0 = 0, has closed form 2cos⁡π2n+12\cos\frac{\pi}{2^{n+1}} and limit 22.

Tip
Maps of finite order and periodic sequences

x↦11−xx \mapsto \tfrac{1}{1-x} has order 33; x↦1+x1−xx \mapsto \tfrac{1+x}{1-x} has order 44; x↦x+1x−1x \mapsto \tfrac{x+1}{x-1} is an involution. A recurrence xn+1=g(xn)x_{n+1} = g(x_n) with gg of order kk is periodic with period dividing kk.

Möbius maps x↦ax+bcx+dx \mapsto \tfrac{ax+b}{cx+d} compose like the matrices (abcd)\begin{pmatrix}a&b\\c&d\end{pmatrix}, so the order of the map is the order of the matrix up to scalars — which is why 1+x1−x\tfrac{1+x}{1-x} (the matrix of a 45∘45^\circ rotation) has order 44. When a Putnam problem asks for x2024x_{2024}, compute a few terms, spot the period, and PROVE it by composing the map with itself.

Side note
Generating functions for linear recurrences

A linear recurrence an+2=pan+1+qana_{n+2} = pa_{n+1} + qa_n has generating function (polynomial)1−px−qx2\tfrac{\text{(polynomial)}}{1 - px - qx^2}; evaluating at a point inside the radius of convergence sums series like ∑Fn/2n=2\sum F_n/2^n = 2 instantly. The radius is 1/∣largest root∣1/|\text{largest root}| — for Fibonacci, 1/φ≈0.6181/\varphi \approx 0.618, so x=12x = \tfrac12 is safely inside.

Side note
Where it goes wrong

"Let a0=3a_0 = 3 and an+1=an2−2a_{n+1} = a_n^2 - 2. If an→La_n \to L then L=L2−2L = L^2 - 2, so L=2L = 2 or L=−1L = -1; since the terms are positive, the limit is 22." But the terms are 3,7,47,2207,…3, 7, 47, 2207, \ldots — the closed form α2n+α−2n\alpha^{2^n} + \alpha^{-2^n} with α=3+52\alpha = \tfrac{3 + \sqrt5}{2} shows they tend to ∞\infty. Solving L=g(L)L = g(L) only says what the limit must be IF it exists. Existence needs its own argument (monotone and bounded, or a contraction), and here the sequence is unbounded.

Try it
Try it: a rate by Stolz

If a1=1a_1 = 1 and an+1=an+1an2a_{n+1} = a_n + \tfrac{1}{a_n^2}, find lim⁡an3/n\lim a_n^3/n.

Show the answer

Cube: an+13=an3+3+3an−3+an−6a_{n+1}^3 = a_n^3 + 3 + 3a_n^{-3} + a_n^{-6}, so an+13−an3→3a_{n+1}^3 - a_n^3 \to 3 and by Stolz an3/n→3a_n^3/n \to 3.

Proofs & Why It Matters

Tip
Proof: Stolz–Cesàro

If bnb_n is strictly increasing with bn→∞b_n \to \infty and an+1−anbn+1−bn→L\tfrac{a_{n+1} - a_n}{b_{n+1} - b_n} \to L, then anbn→L\tfrac{a_n}{b_n} \to L.

Fix ε>0\varepsilon > 0 and NN with L−ε<ak+1−akbk+1−bk<L+εL - \varepsilon < \tfrac{a_{k+1} - a_k}{b_{k+1} - b_k} < L + \varepsilon for k≥Nk \ge N. Multiply by the positive bk+1−bkb_{k+1} - b_k and sum from NN to n−1n - 1: (L−ε)(bn−bN)<an−aN<(L+ε)(bn−bN)(L - \varepsilon)(b_n - b_N) < a_n - a_N < (L + \varepsilon)(b_n - b_N). Divide by bnb_n and let n→∞n \to \infty: since bN/bn→0b_N/b_n \to 0 and aN/bn→0a_N/b_n \to 0, every limit point of an/bna_n/b_n lies in [L−ε,L+ε][L - \varepsilon, L + \varepsilon]. ■\blacksquare Significance: it turns "the increments tend to LL" into "the average tends to LL" — Cesàro means, the rate of an+1=an−an2a_{n+1} = a_n - a_n^2, and every lim⁡1np+1∑kp\lim \tfrac{1}{n^{p+1}}\sum k^p are one application each.

Going Deeper: Worked Problems

Example
Worked: ⌊a100⌋\lfloor a_{100}\rfloor for an+1=an+1/ana_{n+1} = a_n + 1/a_n
n20406080123aₙ² − (2n − 1)≈ 3.03
The correction aₙ² − (2n − 1) = Σ 1/aₖ² grows like ½ ln n (dashed); at n = 100 it is about 3.03, comfortably inside the bound 5 used in Step 3.

With a1=1a_1 = 1, find ⌊a100⌋\lfloor a_{100}\rfloor.

Step 1 — square: an+12=an2+2+an−2a_{n+1}^2 = a_n^2 + 2 + a_n^{-2}, so a1002=199+∑k=199ak−2a_{100}^2 = 199 + \sum_{k=1}^{99}a_k^{-2}.

Step 2 — lower bound a1002>199a_{100}^2 > 199.

Step 3 — upper bound: from Step 1, ak2≥2k−1a_k^2 \ge 2k - 1, so the correction is at most 1+∑k=29912k−1<1+12ln⁡197+12<51 + \sum_{k=2}^{99}\tfrac{1}{2k-1} < 1 + \tfrac12\ln 197 + \tfrac12 < 5.

Step 4 — 199<a1002<204199 < a_{100}^2 < 204, so 14.1<a100<14.314.1 < a_{100} < 14.3 and the floor is 1414. Every step is an inequality you can state precisely — that is what makes it a Putnam answer rather than a calculator answer.

Example
Worked: iterating the sine (folklore)
xy0.50.5a₁ = 1y = sin xy = x
The cobweb for aₙ₊₁ = sin aₙ from a₁ = 1: the steps between y = sin x and y = x shrink as the curve hugs the diagonal, which is why the decay is only like 1/√n.

Let a1=1a_1 = 1 and an+1=sin⁡ana_{n+1} = \sin a_n. Show that an→0a_n \to 0 and find lim⁡n→∞n an\displaystyle\lim_{n\to\infty}\sqrt n\,a_n.

Step 1 — convergence: 0<sin⁡x<x0 < \sin x < x for 0<x≤10 < x \le 1, so by induction 0<an+1<an0 < a_{n+1} < a_n; a decreasing sequence bounded below has a limit L∈[0,1)L \in [0, 1), and continuity gives sin⁡L=L\sin L = L, whose only solution in [0,1)[0, 1) is L=0L = 0.

Step 2 — the rate: the recurrence subtracts roughly a cube (sin⁡x≈x−x36\sin x \approx x - \tfrac{x^3}{6}), so take reciprocal SQUARES. From sin⁡x=x−x36+O(x5)\sin x = x - \tfrac{x^3}{6} + O(x^5), 1sin⁡2x=1x2(1−x26+O(x4))−2=1x2+13+O(x2)\dfrac{1}{\sin^2x} = \dfrac{1}{x^2}\left(1 - \tfrac{x^2}{6} + O(x^4)\right)^{-2} = \dfrac{1}{x^2} + \dfrac13 + O(x^2).

Step 3 — so 1an+12−1an2→13\dfrac{1}{a_{n+1}^2} - \dfrac{1}{a_n^2} \to \dfrac13, and Stolz–Cesàro with bn=nb_n = n gives 1nan2→13\dfrac{1}{na_n^2} \to \dfrac13, i.e. nan2→3na_n^2 \to 3.

Step 4 — n an→3\sqrt n\,a_n \to \sqrt3. (Numerically nan2≈2.88na_n^2 \approx 2.88 at n=100n = 100 and 2.982.98 at n=1000n = 1000: the convergence is slow, with a ln⁡nn\tfrac{\ln n}{n} correction.)

How to find it. A recurrence an+1=an−cank+1+⋯a_{n+1} = a_n - ca_n^{k+1} + \cdots is tamed by the power a−ka^{-k}: it turns the increment into a constant, an+1−k−an−k→kca_{n+1}^{-k} - a_n^{-k} \to kc. For an−an2a_n - a_n^2 that was reciprocals (k=1k = 1); for the sine, c=16c = \tfrac16 and k=2k = 2 give reciprocal squares and the constant 13\tfrac13.