TITLE: How to prove this recursive sequence converges to $\sqrt 2$?
QUESTION [12 upvotes]: Let $a_0,a_1>0$ be given. Consider the recursive sequence
$$a_{n+2}=\frac{1}{a_{n+1}}+\frac{1}{a_n}$$
Prove that $a_n\to\sqrt2$. 
I attempted to find a bound for $a_n$ but so far I have only got $a_n>0$. Somebody hints that I might want to use limsup/liminf, but I want to at least put a bound on them first. 
Aside from limsup/liminf (which I don't know how to make use of here yet), is there any other method? That, if possible, will be preferable for me since I'm not very used to limsup/liminf. 
Or, can we prove that this second-order recursion is stable in some way?
Thanks in advance!

REPLY [5 votes]: For those who are interested, one can solve this using $\liminf$, $\limsup$ (So this does not quite meet the OP's requirement). The idea is described in another answer linked in the comment. 
First of all one can show that $a_n$ is bounded. Let 
$$\ell = \liminf_{n\to \infty} a_n, \ \ L = \limsup_{n\to \infty} a_n.$$
By the definition of $\ell$, one can find a subsequence $\{a_{n_k}\}$ so that $a_{n_k} \to \ell$. By picking a subsequence, we also assume that 
$$a_{n_k - 1} \to \ell_1,\ \ a_{n_k  -2} \to \ell_2\ \ \ \text{as }k\to \infty.$$
Then taking $k\to \infty$ of 
$$a_{n_k} = \frac{1}{a_{n_k-1}} + \frac{1}{a_{n_k-2}},$$
we have 
$$\ell = \frac{1}{\ell_1 } + \frac{1}{\ell_2} \ge \frac{1}{L} + \frac{1}{L} = \frac{2}{L} \Rightarrow \ell L \ge 2$$
Similarly by taking a subsequence going to $L$, we have $\ell L \le 2$. Thus $\ell L = 2$. 
Now we show that $\ell =L =\sqrt 2$. Then this implies $a_n \to \sqrt 2$ as $n\to \infty$. 
Similarly, let $a_{n_k}$ converges to $L$ and $a_{n_k-1} \to \ell_1$,  $a_{n_k -2} \to \ell_2$ and $a_{n_k - 3} \to \ell_3$. Then we have 
$$\frac {2}{\ell} = L = \frac{1}{\ell_1} + \frac{1}{\ell_2}$$
and 
$$\ell_1 = \frac{1}{\ell_2} + \frac{1}{\ell_3}.$$
The first equality actually forces $\ell_1 = \ell_2 = \ell$. Put this into the second equality gives 
$$\frac{2}{L} = \ell = \frac{1}{\ell } + \frac{1}{\ell_3}.$$
This again forces $\ell = \ell_3 = L$. Thus $\ell = L = \sqrt 2$.