A real sequence has limit of a sequence when for every there is such that for all . Its limit of a sequence is unique. Extended-real convergence to means that every real upper bound eventually exceeds all the terms; convergence to is the corresponding lower-bound condition. The extended-real Fekete lemma is an example where the limit of a sequence need not be finite.
The Cesaro mean of the first terms of a sequence is their arithmetic average. If , then its Cesaro means also tend to .
If a sequence converges, its Cesaro means have the same limit. Given a small tolerance, split the average error into a fixed finite initial segment and a tail whose individual errors are below that tolerance. The first contribution is a fixed constant divided by , while the second is bounded by the tolerance. The converse fails: the alternating sequence has means tending to zero while its terms do not converge.
An increasing real sequence converges exactly when it is bounded above. For a bounded sequence, its limit is the supremum of its set of terms.
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