Cauchy's Convergence Criterion/Real Numbers/Sufficient Condition
Theorem
Let $\sequence {x_n}$ be a sequence in $\R$.
Let $\sequence {x_n}$ be a Cauchy sequence.
Then $\sequence {x_n}$ is convergent.
Proof 1
Let $\sequence {a_n}$ be a Cauchy sequence in $\R$.
We have the result Real Number Line is Metric Space.
Hence by Convergent Subsequence of Cauchy Sequence, it is sufficient to show that $\sequence {a_n}$ has a convergent subsequence.
Since $\sequence {a_n}$ is Cauchy, by Real Cauchy Sequence is Bounded, it is also bounded.
By the Bolzano-Weierstrass Theorem, $\sequence {a_n}$ has a convergent subsequence.
Hence the result.
$\blacksquare$
Proof 2
Let $\sequence {a_n}$ be a Cauchy sequence in $\R$.
By Real Cauchy Sequence is Bounded, $\sequence {a_n}$ is bounded.
By the Bolzano-Weierstrass Theorem, $\sequence {a_n}$ has a convergent subsequence $\sequence {a_{n_r} }$.
Let $a_{n_r} \to l$ as $r \to \infty$.
It is to be shown that $a_n \to l$ as $n \to \infty$.
Let $\epsilon \in \R_{>0}$ be a (strictly) positive real number.
Then $\dfrac \epsilon 2 > 0$.
Hence:
- $(1): \quad \exists R \in \R: \forall r > R: \size {a_{n_r} - l} < \dfrac \epsilon 2$
We have that $\sequence {a_n}$ is a Cauchy sequence.
Hence:
- $(2): \quad \exists N \in \R: \forall m > N, n > N: \size {x_m - x_n} \le \dfrac \epsilon 2$
Let $n > N$.
Let $r \in \N$ be sufficiently large that:
- $n_r > N$
and:
- $r > R$
Then $(1)$ is satisfied, and $(2)$ is satisfied with $m = n_r$.
So:
\(\ds \forall n > N: \, \) | \(\ds \size {a_n - l}\) | \(=\) | \(\ds \size {a_n - a_{n_r} + a_{n_r} - l}\) | |||||||||||
\(\ds \) | \(\le\) | \(\ds \size {a_n - a_{n_r} } + \size{a_{n_r} - l}\) | Triangle Inequality for Real Numbers | |||||||||||
\(\ds \) | \(<\) | \(\ds \dfrac \epsilon 2 + \dfrac \epsilon 2\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \epsilon\) |
So, given $\epsilon > 0$, we have found $n \in \R$ such that:
- $\forall n > N: \size {a_n - l} < \epsilon$
Thus:
- $x_n \to l$ as $n \to \infty$.
$\blacksquare$
Proof 3
The aim is to define two sequences whose elements are respectively upper and lower bounds to subsequences of the sequence $\sequence {a_n}$.
It is then shown that these two sequences converge to the same limit.
This is used to prove that $\sequence {a_n}$ converges.
A sequence $\sequence {\epsilon_i}$ is introduced that can be considered a sequence of values or levels that a positive, real variable $\epsilon$ ($ \ge 1$) passes through on its way towards $0$.
At each level an upper bound and a lower bound for a subsequence of $\sequence {a_n}$ are defined.
All such upper bounds form a sequence of upper bounds and the lower bounds a sequence of lower bounds.
These two sequences are the ones that are used to show that $\sequence {a_n}$ converges.
Let $\sequence {a_n}$ be a Cauchy sequence in $\R$.
Since $\sequence {a_n}$ is Cauchy, for every $\epsilon \in \R_{>0}$ a natural number $N$ exists such that:
- $\size {a_n - a_m} < \epsilon$ for every $m, n \ge N$
We aim to show that $\sequence {a_n}$ converges.
That is, that a real number $a$ exists and for every $\epsilon \in \R_{>0}$ a natural number $N'$ exists such that:
- $\size {a_n - a} < \epsilon$ for every $n > N'$
Let $\sequence {\epsilon_i}_{i \mathop \in \N}$ be a sequence of strictly positive real numbers that satisfies:
- $\epsilon_0 = 1$
- $\epsilon_{i + 1} < \epsilon_i$ for every $i \in \N$
- $\ds \lim_{i \mathop \to \infty} \epsilon_i = 0$
$a_n$ is between and arbitrarily close to elements of two sequences
Since $\sequence {a_n}$ is Cauchy, for each $\epsilon_i$ a natural number $N_i$ exists such that:
- $\size {a_n - a_m} < \epsilon_i$ for every $m, n \ge N_i$
Therefore, we have for every $i \in \N$:
\(\ds \size {a_n - a_m}\) | \(<\) | \(\ds \epsilon_i\) | for every $m, n \ge N_i$ | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds \size {a_n - a_{N_i} }\) | \(<\) | \(\ds \epsilon_i\) | for every $n \ge N_i$ | ||||||||||
\(\ds \leadsto \ \ \) | \(\ds a_{N_i} - \epsilon_i\) | \(<\) | \(\ds a_n < a_{N_i} + \epsilon_i\) | for every $n \ge N_i$ by Negative of Absolute Value: Corollary 1 |
Let us study the sequence $\sequence {N_i}_{i \mathop \in \N}$.
Consider the relation between $N_{i + 1}$ and $N_i$.
We have, for every $i \in \N$:
- $\size {a_n - a_m} < \epsilon_i$ for every $m, n \ge N_i$
and:
- $\size {a_n - a_m} < \epsilon_{i + 1}$ for every $m, n \ge N_{i + 1}$
We have that $\epsilon_{i + 1} < \epsilon_i$ for every $i \in \N$.
Accordingly, $N_{i + 1}$ should be at least as great as $N_i$.
Therefore, we choose the value of $N_{i + 1}$ so that:
- $N_{i + 1} \ge N_i$ for every $i \in \N$
$\Box$
Define a real sequence $\sequence {u_i}_{i \mathop \in \N}$ by:
- $u_0 = a_{N_0} + \epsilon_0$
- $u_{i + 1} = \min \set {u_i, a_{N_{i + 1} } + \epsilon_{i + 1} }$ for every $i \in \N$
We observe that $u_{i + 1}$ is the minimum of two numbers, one of which is $u_i$.
Therefore $\sequence {u_i}$ is decreasing.
$u_i$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$
We prove this by using the Principle of Mathematical Induction.
We have that $a_n < a_{N_0} + \epsilon_0$ whenever $n \ge N_0$.
Therefore, $a_{N_0} + \epsilon_0$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_0}$.
Furthermore, $u_0$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_0}$ since $u_0 = a_{N_0} + \epsilon_0$.
This concludes the first induction step.
We need to prove that $u_{i + 1}$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_{i + 1} }$ if $u_i$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$.
Assume that $u_i$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$.
$u_{i + 1}$ equals either $u_i$ or $a_{N_{i + 1} } + \epsilon_{i + 1}$.
First, assume that $u_{i + 1} = u_i$.
We have that $u_i$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$ by presupposition.
Therefore, $u_{i + 1}$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$ as $u_{i + 1} = u_i$.
We have that $\sequence {a_n}_{n \mathop \ge N_{i + 1} }$ is a subsequence of $\sequence {a_n}_{n \mathop \ge N_i}$ because $N_{i + 1} \ge N_i$.
Therefore, an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$ is also an upper bound for $\sequence {a_n}_{n \mathop \ge N_{i + 1} }$.
Therefore, $u_{i + 1}$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_{i + 1} }$ because $u_{i + 1}$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$.
This concludes the first part of the second induction step.
Now, assume that $u_{i + 1} = a_{N_{i + 1} } + \epsilon_{i + 1}$.
We have that $a_n < a_{N_{i + 1} } + \epsilon_{i + 1}$ whenever $n \ge N_{i + 1}$.
In other words, $a_{N_{i + 1} } + \epsilon_{i + 1}$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_{i + 1} }$.
Therefore, $u_{i + 1}$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_{i + 1} }$ as $u_{i + 1} = a_{N_{i + 1} } + \epsilon_{i + 1}$.
This concludes the proof that $u_i$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$ for every $i \in \N$.
$\Box$
$\sequence {u_i}$ converges
$\sequence {a_n}$ is bounded by Real Cauchy Sequence is Bounded.
Therefore, $\sequence {a_n}$ has a lower bound $b$.
$\sequence {a_n}_{n \mathop \ge N_i}$ is a subsequence of $\sequence {a_n}$ for every $i \in \N$.
Therefore, $b$ is also a lower bound for $\sequence {a_n}_{n \mathop \ge N_i}$.
We have that $u_i$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$.
Therefore, $b$ is less than or equal to $u_i$ for every $i$.
So, $\sequence {u_i}$ is bounded below.
Since $\sequence {u_i}$ is decreasing, its first element is an upper bound for $\sequence {u_i}$.
Since $\sequence {u_i}$ is bounded below and above, it is bounded.
We have that$ \sequence {u_i}$ is bounded and decreasing.
Therefore $\sequence {u_i}$ converges by the Monotone Convergence Theorem.
$\Box$
Now, define a real sequence $\sequence {l_i}_{i \mathop \in \N}$ by:
- $l_0 = a_{N_0} - \epsilon_0$
- $l_{i + 1} = \max \set {l_i, a_{N_{i + 1} } - \epsilon_{i + 1} }$ for every $i \in \N$
$l_i$ is a lower bound for $\sequence {a_n}_{n \mathop \ge N_i}$, and $\sequence {l_i}$ converges
An analysis of $\sequence {l_i}$ is similar to the one above of $\sequence {u_i}$.
Therefore, it is not given here.
It produces the following results:
- $\sequence {l_i}$ is increasing
- $l_i$ is a lower bound for $\sequence {a_n}_{n \mathop \ge N_i}$ for every $i \in \N$
- $\sequence {l_i}$ converges
$\Box$
The limits of $\sequence {u_i} $ and $\sequence {l_i}$ as $i \to \infty$ are equal
We have that $u_i$ and $l_i$ are, respectively, upper and lower bounds for $\sequence {a_n}_{n \mathop \ge N_i}$ for every $i \in \N$.
This means that, for every $n \ge N_i$ for every $i \in \N$:
\(\ds l_i\) | \(\le\) | \(\ds a_n \le u_i\) | ||||||||||||
\(\ds \leadsto \ \ \) | \(\ds l_i\) | \(\le\) | \(\ds u_i\) | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds 0\) | \(\le\) | \(\ds u_i - l_i\) |
Therefore, we have for every $i \in \N$:
\(\ds 0\) | \(\le\) | \(\ds u_{i + 1} - l_{i + 1}\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \min \set {u_i, a_{N_{i + 1} } + \epsilon_{i + 1} } - \max \set {l_i, a_{N_{i + 1} } - \epsilon_{i + 1} }\) | Definitions of $u_{i + 1}$ and $l_{i + 1}$ | |||||||||||
\(\ds \) | \(\le\) | \(\ds a_{N_{i + 1} } + \epsilon_{i + 1} - \max \set {l_i, a_{N_{i + 1} } - \epsilon_{i + 1} }\) | because $\min \set {u_i, a_{N_{i + 1} } + \epsilon_{i + 1} } \le a_{N_{i + 1} } + \epsilon_{i + 1}$ | |||||||||||
\(\ds \) | \(\le\) | \(\ds a_{N_{i + 1} } + \epsilon_{i + 1} - \paren {a_{N_{i + 1} } - \epsilon_{i + 1} }\) | because $\max \set {l_i, a_{N_{i + 1} } - \epsilon_{i + 1} } \ge a_{N_{i + 1} } - \epsilon_{i + 1}$ | |||||||||||
\(\ds \) | \(=\) | \(\ds 2 \epsilon_{i + 1}\) |
This shows that $u_i - l_i \to 0$ as $i \to \infty$ since $\ds \lim_{i \mathop \to \infty} \epsilon_i = 0$.
We have:
\(\ds \lim_{i \mathop \to \infty} u_i - \lim_{i \mathop \to \infty} l_i\) | \(=\) | \(\ds \lim_{i \mathop \to \infty} (u_i - l_i)\) | Combined Sum Rule for Real Sequences as $\sequence {u_i}$ and $\sequence {l_i}$ converge | |||||||||||
\(\ds \leadstoandfrom \ \ \) | \(\ds \lim_{i \mathop \to \infty} u_i - \lim_{i \mathop \to \infty} l_i\) | \(=\) | \(\ds 0\) | as $\ds \lim_{i \mathop \to \infty} (u_i - l_i) = 0$ | ||||||||||
\(\ds \leadstoandfrom \ \ \) | \(\ds \lim_{i \mathop \to \infty} u_i\) | \(=\) | \(\ds \lim_{i \mathop \to \infty} l_i\) |
$\Box$
$\sequence {a_n}$ converges
Let $\ds a = \lim_{i \mathop \to \infty} u_i = \lim_{i \mathop \to \infty} l_i$.
We have for every $i \in \N$:
\(\ds l_i\) | \(\le\) | \(\ds a \le u_i\) | as $\sequence {l_i}$ is increasing and $\sequence {u_i}$ is decreasing | |||||||||||
\(\ds \leadstoandfrom \ \ \) | \(\ds 0\) | \(\le\) | \(\ds a - l_i \le u_i - l_i\) | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds \size {a - l_i}\) | \(\le\) | \(\ds \size {u_i - l_i}\) |
Also, we have for every $n \ge N_i$ for every $i \in \N$:
\(\ds l_i\) | \(\le\) | \(\ds a_n \le u_i\) | as $l_i$ is a lower bound for $\sequence {a_n}_{n \ge N_i}$ and $u_i$ is an upper bound for $\sequence {a_n}_{n \mathop \ge N_i}$ | |||||||||||
\(\ds \leadstoandfrom \ \ \) | \(\ds 0\) | \(\le\) | \(\ds a_n - l_i \le u_i - l_i\) | |||||||||||
\(\ds \leadsto \ \ \) | \(\ds \size {a_n - l_i}\) | \(\le\) | \(\ds \size {u_i - l_i}\) |
Let $\epsilon \in \R_{>0}$.
A natural number $j$ exists such that, for every $i \ge j$:
\(\ds \size {u_i - l_i}\) | \(<\) | \(\ds \dfrac \epsilon 2\) | as $\ds \lim_{k \mathop \to \infty} (u_k - l_k) = 0$ |
Putting all this together, we find for every $n \ge N_j$:
\(\ds \size {a_n - a}\) | \(=\) | \(\ds \size {a_n - l_j + l_j - a}\) | ||||||||||||
\(\ds \) | \(\le\) | \(\ds \size {a_n - l_j} + \size {l_j - a}\) | Triangle Inequality for Real Numbers | |||||||||||
\(\ds \) | \(\le\) | \(\ds \size {u_j - l_j} + \size {l_j - a}\) | as $\size {a_n - l_j} \le \size {u_j - l_j}$ | |||||||||||
\(\ds \) | \(\le\) | \(\ds \size {u_j - l_j} + \size {u_j - l_j}\) | as $\size {a - l_j} \le \size {u_j - l_j}$ | |||||||||||
\(\ds \) | \(=\) | \(\ds 2 \size {u_j - l_j}\) | ||||||||||||
\(\ds \) | \(<\) | \(\ds \epsilon\) | as $\ds \size {u_j - l_j} < \frac \epsilon 2$ |
This finishes the proof that $\sequence {a_n}$ is convergent.
$\blacksquare$
Proof 4
Let $\sequence {a_n}$ be a Cauchy sequence in $\R$.
By Real Cauchy Sequence is Bounded, $\sequence {a_n}$ is bounded.
Thus $\sequence {a_n}$ is both bounded above and bounded below.
Let us create a monotone subsequence $\sequence {b_n}$ of $\sequence {a_n}$ using the following construction:
For each $m \in \N$, let $S_m$ denote the set of elements of $\sequence {a_n}$ from $m$ onwards:
- $S_m = \set {a_n: n \ge m}$
From Real Cauchy Sequence is Bounded, we have that $S_m$ is also bounded.
Hence, by the Continuum Property, $\sup S_m$ exists.
Let $b_m := \sup S_m$.
Because $S_{m + 1} \subseteq S_m$, it follows from Supremum of Set of Real Numbers is at least Supremum of Subset that:
- $\sup S_{m + 1} \le \sup S_m$
Thus $\sequence {b_m}$ is decreasing.
By definition of $b_m$, we also have that:
- $b_m \ge a_m$
So, as $\sequence {a_n}$ is bounded below, so is $\sequence {b_m}$.
So, by the Monotone Convergence Theorem (Real Analysis), $\sequence {b_m}$ is convergent.
Let $\sequence {b_m}$ converge to $l$.
Let $\epsilon \in \R_{>0}$ be arbitrary.
We have that $\sequence {a_n}$ is a Cauchy sequence in $\R$.
We also have from Subsequence of Real Cauchy Sequence is Cauchy that $\sequence {b_n}$ is also a Cauchy sequence in $\R$.
Then there exists:
- $N_1 \in \N$ such that $\size {a_m - a_n} < \epsilon$ for $m, n \ge N_1$
- $N_2 \in \N$ such that $\size {l - b_n} < \epsilon$ for $m \ge N_2$
Let $N = \max \set {N_1, N_2}$.
By definition of $b_N$, we have that $b_N - \epsilon$ is not an upper bound of $S_N = \set {a_n: n \ge N}$.
Thus there exists $M \ge N$ such that $a_M > b_N - \epsilon$.
We note also that $a_M \le b_N$ because $b_N$ is an upper bound for $S_N$.
Now let $n \ge N$.
We have that:
\(\ds \size {a_n - l}\) | \(=\) | \(\ds \size {a_n - a_M + a_M - b_N + b_N - l}\) | ||||||||||||
\(\ds \) | \(\le\) | \(\ds \size {a_n - a_M} + \size {a_M - b_N} + \size {b_N - l}\) | Triangle Inequality | |||||||||||
\(\ds \) | \(<\) | \(\ds 3 \epsilon\) |
Hence by Convergence by Multiple of Error Term we have that $\sequence {a_n}$ converges to $l$.
$\blacksquare$
Also known as
Cauchy's Convergence Criterion is also known as the Cauchy convergence condition.