Compactness Arzela-Ascoli Theorem

Ramesh Kadambi

December 28, 2023

1
May, 09, 2021

Contents
1 Introduction 3
May, 09, 2021

1 Introduction
The idea of compactness is extremely important and it facilitates convergence arguments of sequences in the embedded space.
The idea is that we are looking for an analogue of Bolzano-Weirstrass theorem. Something that would state, "Every bounded
sequence of functions satisfying some property (P (f )) has a convergent sub-sequence." In the case of continuous functions this is
a bit complex. Even in the case of continuous functions, this is not a simple matter. Not every bounded sequence in the metric
space C([0, 1], R) has a convergent sub-sequence. Here we will arrive at conditions under which such a notion is possible.

Definition 1 (Uniform/Global Convergence). We say that a sequence of functions {fn }, n ∈ N converges uniformly on E to a
function f if for every  > 0 there is an integer N such that n ≥ N ⇒ |fn (x) − f (x)| ≤ , ∀x ∈ E.

Definition 2 (Uniform Norm). Given a bounded function f : S 7→ C, the non-negative number kf k∞ = sup{|f (s)| : s ∈ S}.

Definition 3 (Space of continuous bounded Functions on C). The space of complex continuous functions on a metric space X
is denoted by C(X, C) or Cb (X, C). This space is complete under the uniform norm or the supremum norm.

Definition 4 (Countable Pointwise Bounded, Countable Uniformly Bounded). Let X be a set. Let fn : X → C be functions in
a sequence. We say that {fn }∞
n=1 is pointwise bounded if for every x ∈ X, there is a M (x) ∈ R such that,

|fn (x)| ≤ M (x) ∀n ∈ N.

We say that {fn }∞

n=1 is uniformly bounded if there is an M ∈ R such that

|fn (x)| ≤ M ∀n ∈ N, x ∈ X.

On the other hand we have a different definition in general for uniformly bounded on an arbitrary general set.

Definition 5 (Uniformly Bounded). Let X be a compact space. Let C(X, R) be the space of continuous functions on X. A set
M ⊆ C(X, R) is uniformly bounded if there exists L > 0 such that for all f ∈ M we have supx∈X |f (x)| ≤ L.

Remark 1 (Uniformly Bounded, Countable Uniformly Bounded). In the definition above, it is true that every function
f ∈ M is bounded. This follows from the fact that f is a continuous function on a compact space. However, it does not
mean that all the functions in M can be bounded by the same constant. The example is a follows. Let X = [0, 1] and
M = {nx|n ∈ N}. Now if we try to define L = supx∈X |f (x)| we have L = ∞, since the functions are bounded by n.
Similarly the l = inf x∈X |f (x)| = 0. I am not so sure about not being bounded by the same constant. I have posted the
question here "How to understand Arzela-Ascoli Theorem". On some more thought, M = {nx|n ∈ N} is not a uniformly
bounded set. It does not satisfy the Arzela-Ascoli theorem requirements.

Definition 6 (Bounded as a Set, Boundedness). A sequence is bounded if it is bounded as a set. More precisely {an } is bounded
below if B ≤ an ∀n ∈ N, and bounded above if an ≤ U ∀n ∈ N. If it bounded below and above it is said to be bounded. It is
bounded as a set when considered as a set, it is a bounded above and below. inf{an } ∈ R and sup{an } ∈ R.

Lemma 1 (Compact Metric Space/Uniformly Bounded). If X is a compact metric space, then a sequence in C(X, C) is
uniformly bounded if it is bounded as a set in the metric space C(X, C) using the uniform norm.

Proof. The proof follows from the fact that C(X, C) are continuous functions on compact space X each function is bounded on
X. This seems to follow from the previous fact. However that is not true. See our example M = {nx|n ∈ N}, each individual
function is bounded. However as noted the supremum tends to infinity. It is not bounded as a set.

Definition 7 (Equicontinuous). A family F of complex functions f defined on a set E in a metric space X is said to be
equicontinuous on E, if for every  there exists a delta such that, for any x, y ∈ X such that dX (x, y) < δ ⇒ |f (x) − f (y)| < ,
and ∀f ∈ F.
May, 09, 2021

Theorem 1 (Convergent Subsequences). If {fn } is a pointwise bounded sequence of complex functions on a countable E,
then {fn } has a subsequence {fnk } such that {fnk (x)} converges for every x ∈ E.
Proof. Thee are few things to note. fi are continuous functions, Bounded sequences in C are subsets of Compact sets and
hence have a converging subsequence. We haven not made any equi-continuity assumptions. Let {xi } be a sequence of
points in E. Since fn (xi ) is bounded it has a subsequence that converges . Denote the subsequence that converges as
S1 = {f1,k } such that {f1,k (xi )} converges as k → ∞.

We now diagonalize by considering sequences S1 , S2 , · · · represented as below,

S1 : f1,1 f1,2 f1,3 f1,4 ···

1 1 1 1
S2 : f2,1 f2,2 f2,3 f2,4 ···
12 12 12 12
S3 : f3,1 f3,2 f3,3 f3,4 ···

These chosen sequences have the following properties.

1. Sn is a subsequence of Sn−1 , for n = 2, 3, · · · .
x1 ,x2 ,···
2. {fn,k } converges, as k → ∞. This works because this is a bounded sequence in a compact space. It has a
convergent subsequence at point x2 . So essentially we take the sequence Sn and get a subsequence that converges at
x2 and this exists as the sequence Sn (x2 ) is bounded on a compact space.
3. The order in which the functions appear is the same in each sequence; i.e, if a function precedes another in Sk it does
so in Sj for all j > k, until one or the other is deleted. When moving from Si to Sj such that j > i functions may
move to the left but never to the right. a
1 12 123···n
Now we go down the diagonal S : f1,1 , f2,2 , f3,3 , · · · fn+1,n · · · . This is a subsequence of Sn (except possibly the first n − 1
terms). By b as n → ∞ converges to every xi ∈ E. The question that is not answered is if the convergence here is unique?
If we change the order will the final function we converge to change?

aI am not sure why this matters.

Theorem 2 (Equicontinuity and Compactness). If X is a compact metric space, if {fn } ∈ C(X, C) for n ∈ N, and if {fn }
converges uniformly on K, then {fn } is equicontinuous on X

Proof. Uniform convergence implies that there exists n > N such that df (fn (x), f (x)) <  ∀x ∈ X. The proof is just
manipulating the triangle inequality. Let us first establish a few relation ships. If m, n > N and df (fj∈{m,n} (x), f (x)) < 2
then df (fm (x), fn (x)) ≤ df (fm (x), f (x)) + df (f (x), fn (x)) = 2 + 2 = . For a given fn we have for x, y such that |x − y| ≤ δ
the df (fn (x), fn (y)) < df (f (x), fn (x)) + df (f (x), fn (y)) =  and is uniformly true for all x, y ∈ X.

Theorem 3 (Pointwise Bounded and Equicontinuous - ARZELA ASCOLI). Let K be a compact metric space, if {fn } ∈
Cb (K, C) for n ∈ N and if {fn } is pointwise bounded and equi-continuous on K, then

1. {fn } is uniformly bounded on K.

2. {fn } contains a uniformly convergent subsequence.
Proof. To show that it is uniformly bounded I need to show that for all {fn } and for all x ∈ K we have |fn (x)| < M . We
know two things,

1. ∀x ∈ K we have Mx such that |fn (x)| < Mx .

2. Equicontinuity implies ∀x, y ∈ K and ∀ > 0 there is a δ such that |x − y| < δ ⇒ |fn (x) − fn (y)| < . Now we we see
that fn (y) −  < fn (x) < fn (y) +  < My + . Now compactness to the rescue. Given K is a compact metric space and
May, 09, 2021

has a finite open cover. For any x ∈ K and for some δ, x falls in one of the finitely many open covers of K with radius
δ. So that d(x, pi ) < δ. For each of these pi given that the {fn } is point wise bounded, there exists Mi < ∞ such that
fn (pi ) < Ml . We now chose M = max(M 1, · · · , Mr ) for a given finite cover of size δ. Then |fn (x)| < M +  ∀x ∈ K.
3. Every compact set has a dense subset. Let E be a countable dense subset of K. From our earlier theorem (1) {fnk (x)}
converges for every x ∈ E. We will show that {fnk } converges uniformly on K. Compactness plays a role here. We
pick finitely many points xi ∈ E, i ∈ {1, · · · , m} such that we can cover K.

K ⊂ V (x1 , δ) ∪ V (x2 , δ) ∪ · · · ∪ V (xm , δ)

Since {fnk } converges for every x ∈ E, there is an integer N such that.

|fnk (xi ) − fnl (xi )| < 

S
whenever nk , nl > N , 1 ≤ i ≤ m. Now if x ∈ K, we have x ∈ V (xs , δ), since K ⊂ i V (xi , δ). From the fact that
{fnk } are equi-continuous. We have,

|fnk (xs ) − fnl (xs )| < 

Now it is just a matter of using triangle inequality,

|fnk (x) − fnl (x)| < |fnk (x) − fnk (xs )| + |fnk (xs ) − fnl (xs )| + |fnl (xs ) − fnl (x)| < 3

This completes the proof as this is the Cauchy Condition and all Cauchy sequences converge in a Compact metric
space. The result follows from the fact that |fnk (x)−fnk (xs )| <  and |fnl (xs )−fnl (x)| <  is true from equi-continuity.
The condition |fnk (xs ) − fnl (xs )| <  from uniform boundedness on E the dense subset.