lacunary - Mathnotes

Sequences

Review the definition of a sequence:

Definition: Sequence \@{sequence}

A sequence is a function f defined on the set J of all positive integers.

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Definition: Converge \@{converge}

A sequence {pn} in a metric space X is said to converge if there is a point p∈X with the following property: For every ϵ>0, there is an integer N such that n≥N implies that d(pn,p)<ϵ.

Definition: Diverge \@{diverge}

If a sequence {pn} does not converge, it is said to diverge.

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Definition: Range (sequence) \@{range-sequence}

The set of all points pn of a sequence {pn}(n=1,2,3,…) is the range of {pn}.

Note \@{sequence-range-cardinality}

The range (sequence) of a sequence may be finite or it may be infinite.

Definition: Bounded (sequence) \@{bounded-sequence}

The sequence {pn} is said to be bounded if its range (sequence) is bounded.

Note \@{sequence-theorems-context}

In the following theorems, let {pn} be a sequence in a metric space X.

Theorem \@{sequence-converges-iff-neighborhood-contains-all-but-finitely-many-points}

{pn} converges to p∈X if and only if every neighborhood of p contains pn for all but finitely many n.

Proof \@{proof-of-sequence-converges-iff-neighborhood-contains-all-but-finitely-many-points}

Suppose {pn} converges to p∈X. Let ϵ>0. For some integer N, d(p,pn)<ϵ when n>N. Therefore, pn∈Bϵ(p) for all but the finitely many pn where n≤N.

Conversely, suppose every neighborhood of p contains all but finitely many pn, i.e., for all but N elements of {pn}. Let ϵ>0. Then, pn∈Bϵ(p) whenever n≥N, therefore, d(p,pn)<ϵ.

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Theorem \@{limits-of-sequences-are-unique}

If p∈X,p′∈X and {pn} converges to p and p′, then p=p′.

Proof \@{proof-of-limits-of-sequences-are-unique}

Suppose, for contradiction, that p≠p′. Then, ϵ=d(p,p′)>0. Let δ=ϵ/2 and Bδ(p),Bδ(p′) be balls around p and p′, respectively. This means that only finitely many points from {pn} are not in Bδ(p). However, since Bδ(p) and Bδ(p′) are disjoint by construction, this means only finitely many points of {pn} are in Bδ(p′), a contradiction. Therefore, our assumption that p≠p′ is incorrect, so p=p′.

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Theorem \@{convergent-sequences-are-bounded}

If {pn} converges, then {pn} is bounded (sequence).

Proof \@{proof-of-convergent-sequences-are-bounded}

Let ϵ>0. Only finitely many points in {pn} lie outside of Bϵ(p). That is, for some integer N, only the points pn where n≤N lie outside of Bϵ(p). Let δ=max{ϵ,d(p,p1),d(p,p2),…,d(p,pn)},n=1,2,…,N. Then, d(p,pn)<δ for all n=1,2,3,….

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Theorem \@{limit-point-implies-convergent-sequence}

If E⊂X and if p is a limit point of E, then there is a sequence {pn} in E such that p=limn→∞pn.

Proof \@{proof-of-limit-point-implies-convergent-sequence}

For each n=1,2,3…, there is a point pn∈E such that d(p,pn)<1/n. Let ϵ>0, and pick N so that Nϵ>1. Then, if n>N, d(p,pn)<ϵ, so limn→∞pn=p.

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Theorem \@{sums-and-products-of-sequences}

Suppose {sn} and {tn} are complex sequences, and limn→∞sn=s,limn→∞tn=t. Then

(a) limn→∞(sn+tn)=s+t;

(b) limn→∞csn=cs, for any number c;

(c) limn→∞(c+sn)=c+s, for any number c;

(d) limn→∞sntn=st;

(e) limn→∞1sn=1s,sn≠0,s≠0.

Proof \@{proof-of-sums-and-products-of-sequences}

For (a), let ϵ>0, pick Ns such that |sn−s|<ϵ/2 when n≥Ns, and pick Nt such that |tn−s|<ϵ/2 when n≥Nt. Then, let N=max{Ns,Nt}. Then, when n≥N,

|(sn+tn)−(s+t)|=|(sn−s)+(tn−t)|≤|sn−s|+|tn−t|<ϵ.

For (b), If c=0, let ϵ>0, and then |csn−cs|=0<ϵ. Otherwise,

Let ϵ/|c|>0. For some N, when n≥N, we have

|sn−s|<ϵ/|c|⟺|c||sn−s|<ϵ⟺|csn−cs|<ϵ.

For (c), let ϵ>0. For some N, when n≥N, we have

|(sn+c)−(s+c)|=|sn−s|<ϵ.

For (d), first note the identity

sntn−st=(sn−s)(tn−t)+s(tn−t)+t(sn−s).(1)

Now, let ϵ>0. Pick Ns such that |sn−s|<ϵ when n≥Ns, and pick Nt such that |tn−s|<ϵ when n≥Nt. Then, let N=max{Ns,Nt}. Then, when n≥N,

|(sn−s)(tn−t)|<ϵ,

which means

limn→∞(sn−s)(tn−t)=0.

Applying this, along with the results of (a) and (b) to (1) gives:

limn→∞(sntn−st)=limn→∞((sn−s)(tn−t)+s(tn−t)+t(sn−s))=limn→∞(s(tn−t)+t(sn−s))=limn→∞(s(tn−t))+limn→∞(t(sn−s))=s∗0+t∗0=0.

For (e), pick m such that when n≥m,|sn−s|<12|s|, so we have that

|sn−s|<12|s|⟺|sn|+|s|<12|s|⟺|sn|<−12|s|⟺|sn|>12|s|⟺12|sn||s|<1.

Now, let ϵ>0. For some integer N>m, when n≥M, we have that

|sn−s|<12|s|2ϵ.

Thus, when n≥N,

|1sn−1s|=|sn−ssns|=|sn−s||sns|<12|sn||s||s|2ϵ=12|sn||s|ϵ<ϵ.

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Theorem: A sequence in Rk converges iff its components converge \@{sequence-in-rk-converges-iff-its-components-converge}

(a) Suppose xn∈Rk,(n=1,2,3,…) and xn=(α1,n,…,αk,n).

Then, {xn} converges to x=(α1,…,αk) if and only if

limn→∞αj,n=αj,(1≤j≤k).

(b) Suppose {xn},{yn} are sequences in Rk, {βn} is a sequence of real numbers, and xn→x,yn→y,βn→β. Then

limn→∞(xn+yn)=x+y,limn→∞xn⋅yn=x⋅y,limn→∞βnxn=βx.

Proof \@{proof-of-sequence-in-rk-converges-iff-its-components-converge}

For (a), assume xn→x. Then, from the definition of the norm,

|αj,n−αj|≤|xn−x|,

that is, the distance from αk,n to αn is always less than or equal to the distance from xn to x. Therefore, for ϵ>0, |xn−x|<ϵ⟹|αj,n−αj|<ϵ, and we can pick n to make this true for as small of ϵ as we'd like. Therefore, limn→∞αj,n=αj.

Conversely, assume limn→∞αj,n=αj. Let ϵ>0. For some integer N, when n≥N we have

|αj,n−αj|≤ϵk,(1≤j≤k).

Therefore, n≥N implies that

|xn−x|=∑j=1k|αj,n−αj|2<ϵ,

so xn→x.

Part (b) follows from part (a) and A sequence in Rk converges iff its components converge.

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Subsequences

Definition: Subsequential limit \@{subsequential-limit}

If a subsequence {pni} of {pn} converges, its limit (sequence) is called a subsequential limit of {pn}.

Theorem \@{theorem-23}

A sequence {pn} converges to p if and only if every subsequence of {pn} converges to p.

Proof \@{proof-of-theorem-23}

Suppose that {pn} converges to p. Suppose some subsequence {pni} converges to q, and suppose, for contradiction, that q≠p. Now, following an argument similar to the proof that limits of sequences are unique, we can see that if p≠q, arbitrary neighborhoods around both can't contain all but finitely many points, so we have a contradiction, and p=q.

Conversely, suppose every subsequence of {pn} converges to p. Then, {pn} is a subsequence of itself, so it converges to p.

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Theorem \@{sequence-in-compact-metric-space-has-a-convergent-subsequence}

If {pn} is a sequence in a compact metric space X, then some subsequence of {pn} converges to a point in X.

Proof \@{proof-of-sequence-in-compact-metric-space-has-a-convergent-subsequence}

Let E be the range of {pn}. If E is finite, then at least one point p in E must be repeated infinitely many times in {pn}. If we let {ni} be the indices of the occurrences of p in {pn}:

pn1=pn2=⋯=p,

then the subsequence {pni} converges to p.

On the other hand, if E is infinite, then E has a limit point p∈X. Pick n1 so that d(p,pn1<1. Now, after picking n1,…,ni−1, we can pick ni>ni−1 such that d(p,pni)<1/i, so {pni} converges to p.

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Theorem: Bolzano-Weierstrass \@{bolzano-weierstrass}

Every bounded sequence in Rk contains a convergent subsequence.

Proof \@{proof-of-bolzano-weierstrass}

Note that any bounded sequence {pn}⊂Rk is a subset of some closed set, bounded and thus compact k-cell in Rk. Therefore, {pn} is a sequence in a compact metric space, and has a convergent subsequence.

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Theorem \@{subsequential-limits-of-a-metric-space-form-a-closed-set}

The subsequential limits of a sequence {pn} in a metric space X form a closed set subset of X.

Proof \@{proof-of-subsequential-limits-of-a-metric-space-form-a-closed-set}

Let E∗ be the set of all subsequential limits of {pn} and let q be a limit point of E∗. We want to show that q∈E∗.

First, note that if the range of {pn} is just {q}, then q is the only subsequential limit of {pn}. In this case, E∗={q} is a singleton and is closed set, as it vacuously contains all of its limit points. So, assume this is not the case.

Choose n1 so that pn1≠q, and let δ=d(q,pn1). Suppose n1,…,ni−1 are chosen. Since q is a limit point of E∗, there is an x∈E∗ with d(q,x)<δ2i. Since x∈E∗ and is thus the limit (sequence) of some subsequence of {pn}, there is an ni>ni−1 such that d(x,pni)<δ2i. Now, via the triangle inequality,

d(q,pni)≤d(q,x)+d(x,pni)<δ2i+δ2i=2δ2i=δ2i−1,i=1,2,3,….

This means that {pni} converges to q, because we can find a pni as close as desired to q. Therefore q is a subsequential limit of {pn} and so q∈E∗, and E∗ is closed.

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Note \@{note-31}

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 {pn} gives us the set of all points that are approached arbitrarily closely infinitely often in {pn}. It's basically the set of points that {pn} likes to hang out around! E∗ being closed means that if there is a point in X that the points of E∗ get arbitrarily close to, then it is also a point {pn} likes to hang out around.

Cauchy Sequences

Definition: Diameter \@{diameter}

Let E be a nonempty subset of a metric space X, and let S be the set of all real numbers of the form d(p,q), with p,q∈E. The supremum of S is called the diameter of E.

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Theorem \@{limit-of-diameter-of-remaining-points-in-cauchy-sequence-is-zero}

if {pn} is a sequence in X and if EN consists of the points pN,pN+1,pN+2,…, then {pn} is a Cauchy sequence if and only if

limN→∞diamEN=0.

Proof \@{proof-of-limit-of-diameter-of-remaining-points-in-cauchy-sequence-is-zero}

Suppose {pn} is a Cauchy sequence. Then, let ϵ>0. For some integer N, d(pn,pm)<ϵ when n,m≥N. Therefore, diamEN<ϵ. Since ϵ was arbitrary, we can see that the sequence {diamEN} converges to 0.

Conversely, suppose limN→∞diamEN=0. Then, every neighborhood of 0 contains {diamEN} for all but finitely many N. Let ϵ>0. Then, pick N such that diamEn<ϵ. Letting m,n≥N, we have that d(pm,pn)≤diamEn<ϵ.

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Theorem \@{diameter-of-set-equals-diameter-of-closure}

If E― is the closure of a set E in a metric space X, then

diamE―=diamE.

Proof \@{proof-of-diameter-of-set-equals-diameter-of-closure}

Because E⊂E―, diamE≤diamE―.

Conversely, Let p,q∈E―, and p′,q′∈E, such that d(p,p′)<ϵ,d(q,q′)<ϵ. Therefore, by the triangle inequality,

d(p,q)≤d(p,p′)+d(p′,q′)+d(q′,q)<2ϵ+d(p′,q′)≤2ϵ+diamE.

Therefore, diamE―≤2ϵ+diamE, and since ϵ was arbitrary, diamE―=diamE.

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Theorem \@{nested-sequence-of-compact-sets-with-lim-diam-zero-has-singleton-intersection}

If Kn is a sequence of nonempty compact sets in X such that Kn+1⊂Kn,(n=1,2,3,…) and if

limn→∞diamKn=0,

then ⋂1∞Kn consists of exactly one point.

Proof \@{proof-of-nested-sequence-of-compact-sets-with-lim-diam-zero-has-singleton-intersection}

Let K=⋂1∞Kn. Then K is not empty. Assume for the sake of contradiction that K contains more than one point. Then, diamK>0. But, for each n,K⊂Kn, so that diamKn≥diamK. But, this contradicts our given that lim+n→∞diamKn=0, so our assumption that K contains more than one point must be invalid, and thus K contains exactly one point.

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Theorem \@{every-convergent-sequence-in-a-metric-space-is-a-cauchy-sequence}

Every convergent sequence in a metric space X is a Cauchy sequence.

Proof \@{proof-of-every-convergent-sequence-in-a-metric-space-is-a-cauchy-sequence}

Suppose {pn} is a convergent sequence in a metric space X. Let ϵ>0. Then for some N,d(p,pn)<ϵ when n≥N. Thus,

d(pn,pm)≤d(p,pn)+d(p,pm)<2ϵ

whenever n,m≥N, and so {pn} is Cauchy.

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Theorem \@{compact-metric-spaces-are-complete}

Compact metric spaces are complete.

That is, if X is a compact metric space and if {pn} is a cauchy sequence in X, then {pn} converges to some point of X.

Proof \@{proof-of-compact-metric-spaces-are-complete}

Let {pn} be a cauchy sequence in the compact metric space X. For N=1,2,3,…, let En bet the set consisting of pN,pN+1,pN+2,…. Then

limN→∞diamEN―=0,

by two theorems above. Each En― is a closed subset of the compact space X, and is thus compact. Also, EN+1⊂EN, which implies that EN+1―⊂EN―. Now, we have that there is a unique p∈X which lies in every En―.

Let ϵ>0. Since limN→∞diamEN―=0, there is an integer N0 such that diamEn―<ϵ if N≥N0. Since p∈En―, we have that d(p,q)<ϵ for every q∈EN― and thus for every q∈En. That is, d(p,pn)<ϵ if n≥N0, so {pn} converges to p.

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Theorem \@{euclidean-spaces-are-complete}

All Euclidean spaces are complete

That is, in Rk, every cauchy sequence converges.

Proof \@{proof-of-euclidean-spaces-are-complete}

Let {xn} be a cauchy sequence in Rk. Define EN as in the proof above, but with xi in place of pi. For some N,diamEn<1. The range (sequence) of {xn} is the union of En and the finite set {x1,…,xN−1}. Hence, {xn} 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 {xn}― is bounded, it is compact, and thus {xn} is a subset of a compact metric space (its closure), and so converges.

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Theorem: Cauchy criterion for convergence \@{cauchy-criterion-for-convergence}

A sequence converges in Rk if and only if it is a cauchy sequence.

Proof \@{proof-of-cauchy-criterion-for-convergence}

Suppose {pn}⊂Rk converges. Then, because Rk is a metric space, {pn} is cauchy.

Conversely, suppose {pn}⊂Rk is cauchy. Then, {pn} converges.

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Note \@{note-49}

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.

Theorem \@{theorem-50}

Every closed subset E of a complete metric space X is complete.

Proof \@{proof-of-theorem-50}

Let {pn}⊂E be a cauchy sequence. Then, it converges to some point p∈X, and actually p∈E, because E is closed. Therefore, E is complete.

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Example \@{example-52}

Not all metric spaces are complete. For example, the space of all rationals with d(x,y)=|x−y| is not complete.

For more content specifically on real sequences, see Real Sequences.