CAUCHY SEQUENCE

DR.HAMED AL-SULAMI

Definition 0.1. A sequence {xn } of real numbers is said to be Cauchy sequence if for every ε > 0

there exists N ∈ N such that if n, m > N ⇒ |xn − xm | < ε.

A sequence is Cauchy if the terms eventually get arbitrarily close to each other.

Example 0.1. The sequence { n1 } is Cauchy. To see this let ε > 0 be given. Choose N ∈ N such that

1
N < 2ε . Now, if n, m > N ⇒ | n1 − 1
m| ≤ 1
n + 1
m < ε
2 + ε
2 = ε.

n
Example 0.2. The sequence { n+1 } is Cauchy. To see this let ε > 0 be given. Choose N ∈ N such that

1
N < 2ε . Now, if n, m > N ⇒ | n+1
n
− m
m+1 |
m+1−n−1
= | (n+1)(m+1) | ≤ | m−n
nm | <
1
n + 1
m < ε
2 + ε
2 = ε.

Lemma 1. Let sequence {xn } be a Cauchy sequence of real numbers. Then {xn } is bounded.

Proof. Since {xn } is a Cauchy sequence, then there exists N ∈ N such that if n, m > N ⇒ |xn − xm | < 3.

if n, m > N ⇒ |xn − xm | < 3

let m = N + 1, if n > N ⇒ |xn − xN +1 | < 3 Note: |xn | − |xN +1 | ≤ |xn − xN +1 |

⇒ |xn | − |xN +1 | ≤ |xn − xN +1 | < 3

if n > N ⇒ |xn | < 3 + |xN +1 |.

Let M = max{|x1 |, |x2 |, · · · |xN |, |xN +1 | + 3}

Now, if n > N ⇒ |xn | < 3 + |xN +1 | ≤ M

Now, if n ≤ N ⇒ |xn | < max{|x1 |, |x2 |, · · · |xN |} ≤ M

Thus ∀ n ∈ N, |xn | ≤ M.

Date: April 1, 2006.

1
Cauchy Sequence Dr.Hamed Al-Sulami

Theorem 0.1. [Cauchy Convergence Criterion]

A sequence of real numbers is convergent if and only if it is a Cauchy sequence.

Proof. Let {xn } be a sequence of real numbers.

(⇒) Suppose that limn→∞ xn = x ∈ R. We want to show that {xn } is Cauchy sequence.

Let ε > 0 be given. Since lim xn = x ∴ ∃ N ∈ N 3

x→∞

ε
if n > N ⇒ |xn − x| <
2
ε
Also, if m > N ⇒ |xm − x| < .
2
ε ε
Now, if n, m > N ⇒ |xn − xm | = |xn − x + x − xm | ≤ |xn − x| + |xm − x| < + = ε.
2 2

Thus {xn } is a Cauchy sequence .

(⇐) Suppose that {xn } is a Cauchy sequence.We want to show that {xn } is convergent.

Let ε > 0 be given. Since {xn } is a Cauchy sequence, then by Lemma 1 it is bounded.

Hence {xn } has a converge subsequence {xnk }. Suppose lim xnk = x ∈ R.

k→∞

ε
There exist N1 , N2 ∈ N 3 if n, m > N1 ⇒ |xn − xm | <
2
ε
and, if k > N2 ⇒ |xnk − x| < .
2
ε ε
Now, fix k > N2 such that nk > N1 and, if n > N1 ⇒ |xn − xnk | < and |xnk − x| < .
2 2
ε ε
Now, if n > N1 ⇒ |xn − x| = |xn − xnk + xnk − x| ≤ |xn − xnk | + |xnk − x| < + = ε.
2 2

Thus {xn } converges . ¤

April 1, 2006 2 c Dr.Hamed Al-Sulami

°
Cauchy Sequence Dr.Hamed Al-Sulami

Example 0.3. Prove that any sequence of real numbers {xn } which satisfies

1
|xn − xn+1 | = 5n , ∀ n ∈ N is convergent.

Proof.

If m > n ⇒ |xn − xm | = |xn − xn+1 + xn+1 + xn+2 + . . . + xm−1 − xm |

≤ |xn − xn+1 | + |xn+1 + xn+2 | + . . . + |xm−1 − xm |

1 1 1
= + n+1 + . . . + m−1
5n 5 5
µ ¶
1 1 1 1
= n−1 + 2 + . . . + m−n
5 5 5 5
m−n
X
1 1
=
5n−1 5k
k=1
µ ¶ µ ¶
1 1 1
= 1− Note that: 1− <1
5n−1 5m−n 5m−n
1
< .
5n−1
1
Let ε > 0 be given, choose N ∈ N such that < ε.
5n−1
1
Now, if n, m > N ⇒ |xn − xm | < < ε.
5n−1

Thus {xn } is convergent. ¤

April 1, 2006 3 c Dr.Hamed Al-Sulami

°