Sequences
Review the definition of a sequence:
A sequence in a metric space is said to converge if there is a point with the following property: For every there is an integer such that implies that
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If a sequence converges to we say that is the limit of denoted as:
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The range (sequence) of a sequence may be finite or it may be infinite.
The sequence is said to be bounded if its range (sequence) is bounded.
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In the following theorems, let be a sequence in a metric space
converges to if and only if every neighborhood of contains for all but finitely many
Suppose converges to Let For some integer when Therefore, for all but the finitely many where
Conversely, suppose every neighborhood of contains all but finitely many i.e., for all but elements of Let Then, whenever therefore,
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If and converges to and then
Suppose, for contradiction, that Then, Let and be balls around and respectively. This means that only finitely many points from are not in . However, since and are disjoint by construction, this means only finitely many points of are in a contradiction. Therefore, our assumption that is incorrect, so
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If converges, then is bounded (sequence).
Let Only finitely many points in lie outside of . That is, for some integer only the points where lie outside of Let Then, for all
If and if is a limit point of then there is a sequence in such that
For each there is a point such that . Let and pick so that Then, if so .
Suppose and are complex sequences, and Then
(a)
(b) for any number
(c) for any number
(d)
(e)
For (a), let pick such that when and pick such that when Then, let Then, when
For (b), If let and then Otherwise,
Let For some when we have
For (c), let For some when we have
For (d), first note the identity
Now, let Pick such that when and pick such that when Then, let Then, when
which means
Applying this, along with the results of (a) and (b) to (1) gives:
For (e), pick such that when so we have that
Now, let For some integer when we have that
Thus, when
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(a) Suppose and
Then, converges to if and only if
(b) Suppose are sequences in is a sequence of real numbers, and Then
For (a), assume Then, from the definition of the norm,
that is, the distance from to is always less than or equal to the distance from to Therefore, for and we can pick to make this true for as small of as we'd like. Therefore,
Conversely, assume Let For some integer when we have
Therefore, implies that
so
Part (b) follows from part (a) and A sequence in converges iff its components converge.
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Subsequences
Given a sequence consider a sequence of positive integers, such that Then the sequence is called a subsequence of
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Direct references:
- theorem-23
- proof-of-theorem-23
- sequence-in-compact-metric-space-has-a-convergent-subsequence
- proof-of-sequence-in-compact-metric-space-has-a-convergent-subsequence
- Bolzano-Weierstrass
- proof-of-subsequential-limits-of-a-metric-space-form-a-closed-set
- Real Sequences
- weierstrass-note
- infinite-subset-of-countable-is-countable-intuition
Transitive (depth 1):
If a subsequence of converges, its limit (sequence) is called a subsequential limit of
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A sequence converges to if and only if every subsequence of converges to
Suppose that converges to Suppose some subsequence converges to and suppose, for contradiction, that Now, following an argument similar to the proof that limits of sequences are unique, we can see that if arbitrary neighborhoods around both can't contain all but finitely many points, so we have a contradiction, and
Conversely, suppose every subsequence of converges to Then, is a subsequence of itself, so it converges to
If is a sequence in a compact metric space then some subsequence of converges to a point in
Let be the range of If is finite, then at least one point in must be repeated infinitely many times in If we let be the indices of the occurrences of in
then the subsequence converges to
On the other hand, if is infinite, then has a limit point . Pick so that Now, after picking we can pick such that , so converges to
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Every bounded sequence in contains a convergent subsequence.
Note that any bounded sequence is a subset of some closed set, bounded and thus compact k-cell in Therefore, is a sequence in a compact metric space, and has a convergent subsequence.
The subsequential limits of a sequence in a metric space form a closed set subset of
Let be the set of all subsequential limits of and let be a limit point of We want to show that
First, note that if the range of is just then is the only subsequential limit of In this case, is a singleton and is closed set, as it vacuously contains all of its limit points. So, assume this is not the case.
Choose so that and let Suppose are chosen. Since is a limit point of there is an with Since and is thus the limit (sequence) of some subsequence of there is an such that Now, via the triangle inequality,
This means that converges to because we can find a as close as desired to Therefore is a subsequential limit of and so and is closed.
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The theorem above tells us about the long term behavior of a sequence, even if it doesn't converge. The set of all subsequential limits of gives us the set of all points that are approached arbitrarily closely infinitely often in It's basically the set of points that likes to hang out around! being closed means that if there is a point in that the points of get arbitrarily close to, then it is also a point likes to hang out around.
Cauchy Sequences
A sequence in a metric space is said to be a Cauchy sequence if for every there is an integer such that is and
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Direct references:
- limit-of-diameter-of-remaining-points-in-cauchy-sequence-is-zero
- proof-of-limit-of-diameter-of-remaining-points-in-cauchy-sequence-is-zero
- every-convergent-sequence-in-a-metric-space-is-a-cauchy-sequence
- Complete
- compact-metric-spaces-are-complete
- proof-of-compact-metric-spaces-are-complete
- euclidean-spaces-are-complete
- proof-of-euclidean-spaces-are-complete
- Cauchy criterion for convergence
- note-49
- proof-of-theorem-50
Transitive (depth 1):
Let be a nonempty subset of a metric space and let be the set of all real numbers of the form with The supremum of is called the diameter of
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if is a sequence in and if consists of the points then is a Cauchy sequence if and only if
Suppose is a Cauchy sequence. Then, let For some integer when Therefore, Since was arbitrary, we can see that the sequence converges to
Conversely, suppose Then, every neighborhood of contains for all but finitely many N. Let Then, pick such that Letting we have that
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Transitive (depth 1):
If is the closure of a set in a metric space then
Because
Conversely, Let and such that Therefore, by the triangle inequality,
Therefore, and since was arbitrary,
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If is a sequence of nonempty compact sets in such that and if
then consists of exactly one point.
Let Then is not empty. Assume for the sake of contradiction that contains more than one point. Then, But, for each so that But, this contradicts our given that so our assumption that contains more than one point must be invalid, and thus contains exactly one point.
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Every convergent sequence in a metric space is a Cauchy sequence.
Suppose is a convergent sequence in a metric space Let Then for some when Thus,
whenever and so is Cauchy.
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A metric space in which every cauchy sequence converges is said to be complete.
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Compact metric spaces are complete.
That is, if is a compact metric space and if is a cauchy sequence in then converges to some point of
Let be a cauchy sequence in the compact metric space For let bet the set consisting of Then
by two theorems above. Each is a closed subset of the compact space and is thus compact. Also, which implies that . Now, we have that there is a unique which lies in every
Let Since there is an integer such that if Since we have that for every and thus for every That is, if so converges to
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All Euclidean spaces are complete
That is, in every cauchy sequence converges.
Let be a cauchy sequence in Define as in the proof above, but with in place of For some The range (sequence) of is the union of and the finite set Hence, is bounded (sequence) (since the finite set of points can be contained in some bounding box, and the remaining points can be contained in some ball with diameter 1.) Since is bounded, it is compact, and thus is a subset of a compact metric space (its closure), and so converges.
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A sequence converges in if and only if it is a cauchy sequence.
Suppose converges. Then, because is a metric space, is cauchy.
An important difference between the definition of a convergent sequence and a cauchy sequence is that the limit (sequence) is explicitly involved in the former, but not the latter. Thus, we may be able to decide whether or not a given sequence converges without knowledge of the limit (sequence) to which it may converge.
Every closed subset of a complete metric space is complete.
Let be a cauchy sequence. Then, it converges to some point and actually because is closed. Therefore, is complete.
Not all metric spaces are complete. For example, the space of all rationals with is not complete.
For more content specifically on real sequences, see Real Sequences.