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Cauchy Sequences in R: Daniel Bump October 5, 2010

(i) The document defines a Cauchy sequence as a sequence of real numbers where for any epsilon greater than 0, there exists an N such that the absolute value of an - am is less than epsilon whenever n and m are greater than or equal to N. (ii) It proves that every Cauchy sequence is convergent by associating the sequence with increasing and decreasing sequences of lower and upper bounds that converge to the same limit, which the original sequence also converges to. (iii) Two key lemmas are that a Cauchy sequence is bounded, and increasing and decreasing bounded sequences converge.

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Sefa Anıl Sezer
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132 views3 pages

Cauchy Sequences in R: Daniel Bump October 5, 2010

(i) The document defines a Cauchy sequence as a sequence of real numbers where for any epsilon greater than 0, there exists an N such that the absolute value of an - am is less than epsilon whenever n and m are greater than or equal to N. (ii) It proves that every Cauchy sequence is convergent by associating the sequence with increasing and decreasing sequences of lower and upper bounds that converge to the same limit, which the original sequence also converges to. (iii) Two key lemmas are that a Cauchy sequence is bounded, and increasing and decreasing bounded sequences converge.

Uploaded by

Sefa Anıl Sezer
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Cauchy Sequences in R

Daniel Bump October 5, 2010


A sequence {an } of real numbers is called a Cauchy sequence if for every > 0 there exists an N such that |an am | < whenever n, m N . The goal of this note is to prove that every Cauchy sequence is convergent. This is proved in the book, but the proof we give is dierent, since we do not rely on the Bolzano-Weierstrass theorem. We will call the sequence {an } is increasing if whenever n < m we have an am . If whenever n < m we have an < am we will call the sequence strictly increasing. Similarly, the sequence {an } is decreasing whenever n < m we have an am and strictly decreasing if n < m implies that an > am . Proposition 1 (i) Let {an } be a bounded increasing sequence of real numbers. Then the sequence {an } is convergent. The limit of the sequence coincides with its least upper bound. (ii) If {an } is a bounded decreasing sequence, then the sequence {an } converges to its greatest lower bound. Proof The proof of (ii) is similar to (i). We will prove (i), leaving (ii) to the reader. Since the set of an is bounded, it has a least upper bound L. We will prove that lim an = L.
n

Let > 0 be given. We must show that there exists an N such that if n N then |an L| < . First, we note that there exists a positive integer N such that aN > L . Indeed, if no such aN exists, then L is an upper bound for the set of an , which is a contradiction since L is the least upper bound and L < L. 1

Now we may show that if n N , then |an L| < . Indeed, we have an aN since n N and the sequence {an } is increasing. Since aN > L , this means that an > L . On the other hand an L since L is an upper bound. Thus L < aN L. This implies that |an L| < , and the proof is complete. Lemma 1 A Cauchy sequence is bounded. Proof Let {an } be a Cauchy sequence. By the denition of a Cauchy sequence, with = 1, there exists an N such that if n, m N then |an am | < 1. Pick any n0 > N . We will show that for any n we have |an | B where B = max{|a1 |, |a2 |, , |an0 1 |, |an0 | + 1}. There are two cases. If n < n0 , then |an | B by the denition of B. On the other hand, if n n0 then n, n0 > N and so |an an0 | < 1. Therefore |an | = |an0 + (an an0 )| < |an0 | + |an an0 | < |an0 | + 1 B, as required. We have proved that {an } is bounded. Theorem 1 Let {an } be a Cauchy sequence of real numbers. Then the sequence {an } is convergent. Proof Let us associate with the sequence {an } two other sequences {ln } and {rn }. We dene ln to be the greatest lower bound of the subsequence {an , an+1 , an+2 , }. (1)

Note that this greatest bound exists since by Lemma 1, because this is a subsequence of a bounded sequence, hence bounded. Clearly ln = min(an , ln+1 ). Therefore ln ln+1 and so the sequence ln is increasing. It is bounded, since if |an | B for all n then |ln | B. By Proposition 1 the sequence {ln } is convergent. Similarly, we dene rn to be the least upper bound of the subsequence (1). By the same reasoning {rn } is a bounded decreasing sequence, hence convergent. Let lim ln = L, lim rn = R.
n n

We will show that L = R. Suppose that L = R. Since ln is a lower bound of the subsequence (1) and rn is an upper bound, we have ln rn for all 1 n. Therefore L R. Thus L = R implies that L < R. Let = 3 (R L). Because the sequence {an } is Cauchy, there exists some integer N such that if n, m N then |an am | < . Because lN is the greatest lower bound of the sequence {aN , aN +1 , }, there exists n N such that |an lN | < . Recalling that by Proposition 1 the limit L is the least upper bound of {ln }, we have lN < L and therefore an lN + L + . Similarly, for some m > N , we have am R . Now |am an | am an > (R ) (L + ) = R L 2 = , which is a contradiction. We have proved that R = L. Now we will prove that
n

lim an = L.

(2)

Let > 0 be given. Since L is the least upper bound of {ln } and the greatest lower bound of {rn }, there exists a positive integer N such that 0 LlN < and 0 rN L < . Thus L < lN rN L + . If n N then since lN is the greatest lower bound of {aN , aN +1 , aN +2 , } and rN is the least upper bound of this sequence, we have lN an rN . Therefore L < an < L + and so |an L| < . This proves (2).

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