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SH 11

This document introduces Cauchy sequences as another way to characterize convergence of sequences. It defines a Cauchy sequence and notes that every convergent sequence is Cauchy, while every Cauchy sequence is bounded. It also discusses using Cauchy sequences of rational numbers to construct the real numbers. The document presents several lemmas and theorems about Cauchy sequences and their relationship to convergence and properties of sets of real numbers. It concludes by defining the limit superior and limit inferior of bounded sequences.

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23 views

SH 11

This document introduces Cauchy sequences as another way to characterize convergence of sequences. It defines a Cauchy sequence and notes that every convergent sequence is Cauchy, while every Cauchy sequence is bounded. It also discusses using Cauchy sequences of rational numbers to construct the real numbers. The document presents several lemmas and theorems about Cauchy sequences and their relationship to convergence and properties of sets of real numbers. It concludes by defining the limit superior and limit inferior of bounded sequences.

Uploaded by

vichu
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Sheet 11: Cauchy Sequences

Elizabeth Beazley Winter 2007


We will continue to discuss sequences, introducing yet another way to characterize convergence. Denition 1 (Cauchy sequence). We say that a sequence (an ) is a Cauchy sequence if for each > 0 there is an N N such that if n, m N , then |an am | < .

As an interesting note, an alternative way to construct the reals from Q is to let R be the set of all Cauchy sequences of rational numbers, up to a certain equivalence relation. Addition and multiplication of such sequences is well-dened, and you can verify the ordered eld axioms and the least upper bound axiom. Lemma 2. Every convergent sequence is Cauchy.

Lemma 3. Every Cauchy sequence is bounded. Exercise 4. Let (an ) be a sequence and let (bk ) be a subsequence that converges to a. Then (an ) does not necessarily converge to a. Lemma 5. Let (an ) be a Cauchy sequence and let (bk ) be a subsequence. Prove that if (bk ) converges to a, then so does (an ). Theorem 6 (Cauchy convergence theorem). A sequence of real numbers is convergent if and only if it is Cauchy. Lemma 7. A set A R is closed if and only if any Cauchy sequence of real numbers contained in A converges to some element of A. Theorem 8. A set A R is compact if and only if any sequence in A has a convergent subsequence that converges to some element of A. Here we introduce another denition that provides yet one more way to determine whether or not a sequence converges. Denition 9 (Lim sup). Let (an ) be a bounded sequence, and let A be the set of its accumulation points. Dene the limit superior, denoted either lim sup an or
n n

lim an , to be the last point of A.

Exercise 10. Dene the limit inferior of a bounded sequence (an ), denoted lim inf an n or lim an , and prove that
n

lim an lim an .
n n

Theorem 11. Let (an ) be a bounded sequence. Prove that lim an = lim an if
n n

and only if (an ) is convergent, in which case


n

lim an = lim an = lim an .


n 1 n

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