Let $f:\ [0,1] \to [0,1]$ be continuous and increasing. Also let $p \in [0,1]$. Define $$x_n = f^n(p) = f(f(...f(p))...)$$ Prove that either $p$ is a fixed point of $f$ or $x_n$ converges to a fixed point of $f.$
What I have so far:
We know that there are exactly 3 possible cases when $p \in [0,1]$.
- $f(p) = p$
In this case, we are done as $p$ is a fixed point of $f$.
- $f(p) > p$
In this case we have $$p < f(p) \leq f^2(p) \leq f^3(p) \leq ...$$
- $f(p) < p$
Here we have that $$...f^3(p) \leq f^2(p) \leq f(p) < p$$
I suppose I am struggling to see how to show that $x_n$ conveges to a fixed point of $f$. Any help would be greatly appreciated!
In case $2, (x_n)$ is an increasing sequence bounded above by $1,$ hence it converges to its supremum, say $x.$
Since $f$ is continuous, $$x_n \to x \implies f(x_n)\to f(x).$$ That is $f^{n+1}(p) \to f(p).$ But $f^{n+1}(p)=x_{n+1} \to x.$ Therefore $f(x)=x.$ Hence, $x$ is a fixed point.
Similarly for case $3.$