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Mathematical Analysis

Section 2.4 Cauchy Sequences and Complete Metric Spaces

“Within you, you will find everything you need to be complete.”
―Bryant H. McGill

Definition 2.41. Cauchy Sequence.

Let (M, d) be a metric space. A sequence {xn} in M is a Cauchy sequence if for every ε > 0, there exists a positive integer N such that if m,n ≥ N, then d(xm, xn) < ε.
A sequence \((x_n)_{n=1}^{\infty}\subseteq \mathbb{C}\) is Cauchy if for all \(\varepsilon>0\,\exists N\in\mathbb{Z}, N\geq 1, \forall n,m\geq N\text{,}\) \(\left|{x_n-x_m}\right|<\varepsilon\text{.}\)

Example 2.42.

\((x_n)_{n=1}^{\infty}\subseteq \mathbb{Q}\) is an increasing sequence with \(\sup_{n\geq 1} x_n=\sqrt{2}\text{.}\) (eg \(x_1=1,x_2=1.4,x_3=1.41,\dots\)) Then \((x_n)_{n=1}^{\infty}\subseteq \mathbb{Q}\) is Cauchy (by the next result) but it will not converge in \(\mathbb{Q}\) (In \(R\text{,}\) \(\lim_{n\rightarrow\infty}x_n=\sqrt{2}\text{.}\)
Fix \(N\geq 1\) such that for all \(n,m\geq N\text{,}\) \(\left|{x_n-x_m}\right|<1\text{.}\) Set \(C=\max\{\left|{x_1}\right|,\left|{x_2}\right|,\dots,\left|{x_{N-1}}\right|,\left|{x_N}\right|+1\}\) then of \(1\leq n<N, \left|{x_n}\right|\leq C\) and if \(n\geq N, \left|{x_n}\right|\leq \left|{x_n-x_N}\right|+\left|{x_N}\right|<1+\left|{x_N}\right|\leq C\text{.}\)
Every cauchy sequence is bounded by the lemma, so has a convergent subsequence by the Bolzano-Weierstrass theorem, and then converges by assignment 3 number 1.

Warning 2.45.

A subsequence \((x_n)_{n=1}^{\infty}\subseteq \mathbb{C}\) which satisfies \(\lim_{n\rightarrow\infty}|x_n-x_{n+1}|=0\) does not imply \((x_n)_{n=1}^{\infty}\) is Cauchy.

Example 2.46.

(short version: \(\sum_{k=1}^{\infty}\frac{1}{k}\) diverges) Consider \((S_n)=\sum_{k=1}^{n}\frac{1}{k}\text{.}\) Then \(|S_{n+1}-S_n|=\frac{1}{n+1}\rightarrow 0\text{.}\) We will show \((S_n)_{n=1}^{\infty}\) is unbounded, and hence it is not Cauchy. Note that \(S_{2^n}=1+\frac{1}{2}+(\frac{1}{3}+\frac{1}{4})+(\frac{1}{5}+\frac{1}{6}+\frac{1}{7}+\frac{1}{8})+\dots+\frac{1}{2^n}\geq 1+\frac{1}{2}+(\frac{1}{4}+\frac{1}{4})+(\frac{1}{8}+\frac{1}{8}+\frac{1}{8}+\frac{1}{8})+\dots +\frac{1}{2^n}=1+\frac{n}{2}\) So \(\sup_{n\geq 1}S_n=\infty\text{.}\)

Definition 2.48. Complete Metric Space.

Let M be a metric space. If every Cauchy sequence in M is convergent, we say that M is a complete metric space.

Example 2.50.

The metric space \Q (viewed as a subspace of \R) is not complete.