I read that for any to consecutive convergents of a number $\alpha$, at least one of them must be distance at most $\frac{1}{2q^2}$ from $\alpha$. I don't see how this helps me into determining in what interval $\alpha$ can lie when you know $\frac{p}{q}$ is a convergent of its continued fractions. I would say that $\alpha$ is in $\left(\frac{p}{q}-\frac{1}{2q^2},\frac{p}{q}+\frac{1}{2q^2}\right)$, but I'm not sure and I don't see whether I can used the mentioned theorem for this. Any suggestions?
To state the problem a bit more clear: given $\frac{p}{q}=[a_0,\ldots,a_n]$, to what $[a_0,\ldots,a_n,a_{n+1},\ldots]=\alpha\in\mathbb{R}$ can this fraction be a convergent of its continued fraction? I would say that these $\alpha$ lie in some interval.
EDIT: This answer is incorrect, but since it has been accepted, I can't delete it. See the answer by @dennis.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
I think I understand the question now, and the answer is this:
Let $p_n/q_n=[a_0;a_1,\dots,a_n]$, and let $p_{n-1}/q_{n-1}=[a_0;a_1,\dots,a_{n-1}]$. Then $p_n/q_n$ is a convergent to the continued fraction of $\alpha$ if and only if $\alpha$ is between $p_n/q_n$ and ${p_n\over q_n}+{(-1)^n\over q_n(q_n+q_{n-1})}$. Note that $\alpha$ must be bigger than $p_n/q_n$ if $n$ is even, and smaller if $n$ is odd. Note also that $q_n(q_n+q_{n-1})$ is between $q_n^2$ and $2q_n^2$, but exactly where in between depends on $q_{n-1}$.