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This question asks to prove the limit of the infinitely nested radical. Now, I only have vague idea of what rigor means in proving something, but seeing my "answer" being radically different from those provided from others, I guess there are some critical errors in my reasoning, but again, I'm too noob to see it.

Question:

Prove $$\lim_{x\to 0^+} \sqrt{x+\sqrt[3]{x+\sqrt[4]{\cdots}}}=1$$

My "Answer":

We can see the nested radical is always positive, so taking the square

$$\lim_{x\to 0^+} (x +\sqrt[3]{x+\sqrt[4]{x + \sqrt[5]\cdots}})=1$$

$$\lim_{x\to 0^+} x + \lim_{x\to 0^+}\sqrt[3]{x+\sqrt[4]{x + \sqrt[5]\cdots}}=1$$

Where $$\lim_{x\to 0^+} x = 0 $$

So we are left with

$$\lim_{x\to 0^+}\sqrt[3]{x+\sqrt[4]{x + \sqrt[5]\cdots}}=1$$

This can obviously continue indefinitely until we are left with

$$\lim_{x\to 0^+, n \to \infty}x^{\frac{1}{n}}=1$$

And we know

$$\lim_{n \to \infty}\frac{1}{n}= 0$$

So the question can be re-written as

$$\lim_{x\to 0^+}x^x=1$$

Where it is known numerically that the limit of the above does indeed equal to one. (Where I just end here, pseudo-complete)

I think the error lies where I just take the square without considering the RHS, where it should be more like

$$\lim_{x\to 0^+} \sqrt{x+\sqrt[3]{x+\sqrt[4]{\cdots}}}= a , a > 0$$

And taking the square

$$ \lim_{x\to 0^+} (x +\sqrt[3]{x+\sqrt[4]{x + \sqrt[5]\cdots}})= a^2 $$

$$ \lim_{x\to 0^+}\sqrt[3]{x+\sqrt[4]{x + \sqrt[5]\cdots}} = a^2 $$

$$ \lim_{x\to 0^+} x = 0 $$

again, and continuing but this time

$$ \lim_{x\to 0^+, n \to \infty}x^{\frac{1}{n}}= ((a^{2})^3)^4... $$

But here, I'm stuck. I do not know how to argue any further than this.

VladeKR
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    Where you begin with your "answer": you already assume what has to be proven, namely that the limit exists and equals one. Why? – DonAntonio Feb 29 '16 at 11:08
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    How do you define this infinitely nested radical as a sequence? – lhf Feb 29 '16 at 11:11
  • @Joanpemo then how could I start the formulation? like where do I begin? – VladeKR Feb 29 '16 at 11:27
  • @VladeKR I really don't know. Hopefully someone will give some ideas later. – DonAntonio Feb 29 '16 at 11:44
  • @Joanpemo: In my opinion it is not wise to start with something so complicated. Start with basics first and then later you will naturally see how to formulate such problems. – user21820 Feb 29 '16 at 11:48
  • @user21820 I really don't know what the asker's level is, though it seems to be pretty basic. Yet I, which apparently have already studied all this, have no good idea what to do with such a question. – DonAntonio Feb 29 '16 at 11:51
  • @Joanpemo I am an undergraduate student majoring in physics. Quite noob at physics too. – VladeKR Feb 29 '16 at 11:53
  • @Joanpemo: This kind of infinite nested radical is not at all a basic kind of limit. VladeKR's linked question already has an answer showing how to tackle this kind of limit. How much real analysis have you studied? – user21820 Feb 29 '16 at 11:55
  • @user21820 Thank you. I've studied all of it (undergraduate level) and some beyond (complex analysis, some functional anlalysis, Hilbert spaces and etc.). Yet I didn't notice there's a link in the question to the same sequence, and after looking lightly at the answers there I can tell this limit is horrible. – DonAntonio Feb 29 '16 at 11:57
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    @Joanpemo: Haha yes this limit is not a nice one. But it's still not as nasty as nasty ones go. You see, there are a number of standard techniques that one should try; first is asymptotic expansions, next is bounding limit supremum and infimum and then using the general squeeze theorem. Usually these kinds of techniques together are sufficient, such as for this type of limit question. But if both fail, then one is quite doomed. For example, does $\lim_{n\in\mathbb{N}\to\infty} \frac{\tan(n)}{n^2}$ exist? – user21820 Mar 01 '16 at 06:15
  • @user21820 Thank you. I hope some more or less advanced standard techniques exist to deal with these beasts, though I'm more into algebra, number theory and those things. Now I'd say $;\lim_{n\to\infty}\frac{\tan n}{n^2};$ cannot exist as for any $;M\in\Bbb R;$ there exist infinite points $;n>M;$ such that $;\frac{\tan n}{n^2};$ isn't even defined. – DonAntonio Mar 01 '16 at 07:39
  • @Joanpemo: I wrote the limit as having natural number $n \to \infty$, so there aren't even any such $n$ where the expression is undefined. See http://math.stackexchange.com/q/686841 for a proof that $\lim_{n\in\mathbb{N}\to\infty} \frac{\tan(n)}{n}$ does not exist, and the fact that it is non-trivial suggests that it might be very hard to determine the answer for the variant question I asked. Note that such crazy limit questions can depend crucially on number theory! A well known open problem of this type is https://en.wikipedia.org/wiki/Littlewood_conjecture. – user21820 Mar 01 '16 at 14:23
  • @user21820 Thank you both for the aclaration on the limit and the references. Interesting, indeed. – DonAntonio Mar 01 '16 at 15:59
  • @Joanpemo: I just found http://math.stackexchange.com/q/470527 where one comment points to http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.112.5431&rep=rep1&type=pdf which references http://www.jstor.org/stable/2690793 and suggests that my limit question is still an open question. Lol I didn't know I'm so good at coming up with open questions. – user21820 Mar 02 '16 at 06:29

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You made multiple logical errors in your 'proof' One of them boils down to the following:

We shall 'prove' that $\lim_{n\to\infty} \underbrace{\frac{1}{n}+\frac{1}{n}+\cdots+\frac{1}{n}}_{n\text{ times}} = 0$.

As you can see, $\lim_{n\to\infty} \frac{1}{n} = 0$, so all we need to prove is $\lim_{n\to\infty} \underbrace{\frac{1}{n}+\frac{1}{n}+\cdots+\frac{1}{n}}_{n-1\text{ times}} = 0$.

This can 'obviously' continue indefinitely until we are left with proving $\lim_{n\to\infty} \frac{1}{n} = 0$.

This is obviously true, hence we are 'done'.

This error is marked in bold. Look very carefully at the theorem that says that the limit of a sum of two expressions is the sum of their limits if they exist. You can use induction to show that this theorem extends to any sum of finitely many expressions, but it does not extend to an infinite sum!

Your other errors are with randomly using limit notation, and I cannot really pinpoint for you what is wrong. Basically, in mathematics you must be able to write down precise definitions of everything without using any "...". That is the most prolific source of errors. Consider for example:

Let $x = 1 + 1 + \cdots$.

Then $1 + x = 1 + ( 1 + 1 + \cdots ) = 1 + 1 + \cdots$.

Thus $x = 1 + x$ and hence $0 = 1$. TADA!

The error is in the first line in the very second that I wrote "...".

user21820
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    @VladeKR: If you want to learn to do proper proofs of limits, one good place to start is a good textbook on real analysis such as Spivak's Calculus book. But before that, you might want to learn how to perform valid logical deductions, and one excellent book is "How to Prove It" by Daniel Velleman. (I'm not sure whether the PDF available online is legal, but you'll not regret if you buy the book.) – user21820 Feb 29 '16 at 11:42