\documentclass[12pt]{article} \textwidth 6.6in \oddsidemargin 0.0in \evensidemargin 0.0in \textheight 9.0in \topmargin -0.3in \usepackage{amsthm,amssymb,amsmath,mathrsfs} \begin{document} Problem 4: $(a_n)$ bdd. All $a_{n_j}$ converges to a common $\alpha$. Does $(a_n)$ converge?? \begin{proof} Assume that $(c_n)$ doesn't converge to $\alpha$, the common limit of all convergent subsequences. Then there is an $\varepsilon _0 \textgreater 0 $ such that for all $N\in\mathbb{N}$, there is a corresponding term $n_N \textgreater N$ such that $|a_{n_N}-\alpha |\geq \varepsilon _0$. Now, we form a subsequence \begin{align} c_{n_1}, \quad c_{n_{n_1}}, \quad c_{n_{n_{n_1}}},...\notag \end{align} and denote it by $(b_j)_{j=1}^\infty$. If $(b_j)$ contains infinitely many terms such that \begin{align} b_j\geq \alpha + \varepsilon _0 , \end{align} then, we ignore the opposite terms and form a subsequence $(b_{j_k})_{k=1}^\infty$. If $(b_j)$ contains only finitely many terms such that (1) holds, then we ignore these terms and keep the opposite terms, forming the subsequence $(b_{j_k})_{k=1}^\infty$. In these cases, we have $b_{j_k} \geq \alpha +\varepsilon_0$ and $b_{j_k} \leq \alpha -\varepsilon_0$ respectively. Bolzano-Weierstrass Theorem yields that we have a convergent subsequence \begin{align} (b_{j_{k_l}})_{l=1}^\infty \notag \end{align} and its limit must $\geq \alpha +\varepsilon_0 \textgreater \alpha $ ($\leq \alpha -\varepsilon_0 \textless \alpha$ respectively). But condition says that the limit equals $\alpha$, a contradiction. \end{proof} [Note] This exercise indicates that if a bounded sequence $(a_n)$ has merely one accumulation point $a$, then $a_n\to a$. But if not bounded, for example, $a_{2k+1} = (-k)^k$ while $a_{2k} = (-\frac{1}{k})^k$, this statement is not necessarily true. \end{document}