Since S>1, a2>0, and since k<1, S2=1+a2<1+(S−1)=S. If Sn>S for some n, then there is a smallest n. For this n, S>Sn−1, so Sn=Sn−1+k(S−Sn−1) =kS+(1−k)Sn−1<S, a contradiction. Thus Sn<S and an+1>0 for all n, so Sn is increasing and bounded by S. Let S∗=limSn. If S∗<S, then δ=k(S−S∗)>0, but we can find n such that S∗−Sn<δ/2, which implies that Sn+1=Sn+k(S−Sn) >S∗+δ/2, contradicting that Sn is increasing to S∗. Thus Sn→S.