2.1 Limit of a Sequence in \((X,d)\)
Definition 2.7. Let \((S_n)\) be a sequence of points in a metric space \(X\). We say that \(S_n\rightarrow l\) in \(X\) as \(n\rightarrow \infty \) if given \(\varepsilon >0\), \(\exists \) a positive integer \(n_0\) such that \(\hspace {0.3cm}\displaystyle { d(S_n,l)<\varepsilon \hspace {0.4cm} \forall n\geq n_0}.\)
Denote this as \(\lim \limits _{n\rightarrow \infty }S_n=l\).
In other words, we say that \((S_n)\) has a limit and converges to \(l\).
- 1.
- Let \(X=\mathbb {R}\), \(\hspace {0.3cm} d(S_n,l)=|S_n-l|\)
- 2.
- \(X=\mathbb {C}\), \(\hspace {0.3cm} d(S_n,l)=|S_n-l|\)
- 3.
- Let \(X=\mathbb {R}^n\), \(\hspace {0.4cm}\displaystyle { d(S_n,l)=\Bigg [\sum ^n_{i=1}|S_n-l|^2\Bigg ]^{\frac {1}{2}}}\)
- 4.
- \(X=l_{\infty }\) space of bounded sequences, \(\hspace {0.3cm}\displaystyle { d(S_n,l)=\sup _{1\leq n<\infty }|S_n-l|}.\)
Definition 2.9. Let \((X,d)\) be a metric space and \((S_n)\) be a sequence of points in \(X\). We say that \((S_n)\) is a Cauchy sequence in \(X\) if given \(\varepsilon >0\), \(\exists \) a natural number \(n_0\) such that \(\hspace {0.2cm}\displaystyle { d(S_m,S_n)<\varepsilon \hspace {0.4cm} \forall m,n\geq n_0}\)
In other words, \(d(S_m,S_n)\rightarrow 0\) as \(m,n\rightarrow \infty \).
Example 2.10. Let \(X=\mathbb {R}\,\) and \(\hspace {0.3cm}\displaystyle { S_n=1-\frac {1}{2}+\frac {1}{3}-\frac {1}{4}+\cdots +\frac {(-1)^{n-1}}{n}}\hspace {0.3cm}\) Is \((S_n)\) a Cauchy sequence?
Solution. Let \(m>n\geq n_0\) we have \begin {align*} |S_m-S_n| &=\Big |\frac {(-1)^{n}}{n+1}+\cdots +\frac {(-1)^{m-1}}{m}\Big |\\ &=\Big |\frac {1}{n+1}-\frac {1}{(n+2)(n+3)}-\frac {1}{(n+4)(n+5)}-\cdots -\Big | \end {align*}
with negative last term \(\hspace {0.3cm}\dfrac {1}{m}<\dfrac {1}{n}<\dfrac {1}{n_0}\hspace {0.2cm},\hspace {0.3cm}\) choose \(n_0>\frac {1}{\varepsilon }\) then \(|S_m-S_n|<\varepsilon \) whenever \(n_0>\dfrac {1}{\varepsilon }\) so \((S_n)\) is Cauchy in \(\mathbb {R}\).
Proof. Suppose \((S_n)\) converges to both \(l\) and \(l'\). The strategy is to show \(d(l,l')\) is smaller than every positive number, which for a metric leaves only one possibility.
Let \(\varepsilon >0\). By convergence to \(l\) there is \(N_1\) with \(d(S_n,l)<\frac {\varepsilon }{2}\) for \(n\geq N_1\), and by convergence to \(l'\) there is \(N_2\) with \(d(S_n,l')<\frac {\varepsilon }{2}\) for \(n\geq N_2\). Take \(n\geq \max (N_1,N_2)\); then by the triangle inequality \[0\leq d(l,l')\leq d(l,S_n)+d(S_n,l')<\frac {\varepsilon }{2}+\frac {\varepsilon }{2} =\varepsilon .\] So \(0\leq d(l,l')<\varepsilon \) for every \(\varepsilon >0\), which forces \(d(l,l')=0\), and by the second metric axiom \(l=l'\).
Note where the axioms are used: the triangle inequality to compare the two limits through a common term, and \(d(x,y)=0\Rightarrow x=y\) to convert distance zero into equality. Without the second axiom the limit need not be unique, which is exactly what happens in a pseudometric space. □
Proof. Let \((S_n)\) be a convergent sequence in \((X,d)\). If the limit is not unique, then it may be \(l_1\) or \(l_2\). This means that \[d(S_n,l_1)<\frac {\varepsilon }{2}\hspace {0.5cm}\forall n\geq n_1\] \[d(S_n,l_2)<\frac {\varepsilon }{2}\hspace {0.5cm} \forall n\geq n_2\] Take \(n_0=\max \{n_1,n_2\}\), then we have \[0\leq d(l_1,l_2)\leq d(S_n,l_1)+d(S_n,l_2)<\frac {\varepsilon }{2}+\frac {\varepsilon }{2}=\varepsilon \hspace {0.3cm} \forall n\geq n_0\] \(d(l_1,l_2)\rightarrow 0\) as \(n\rightarrow \infty \). Thus \(l_1\) and \(l_2\) are but the same. □
Proof. Let \((S_n)\) be a convergent sequence in \((X,d)\). i.e \(\lim \limits _{n\rightarrow \infty }S_n=l\) where \(l\in (X,d)\). Then
\[0\leq d(S_n,S_m)\leq d(S_n,l)+d(S_m,l)\rightarrow 0\hspace {0.3cm}\text {as}\hspace {0.3cm} n,m\rightarrow \infty .\]
Hence \((S_n)\) is Cauchy.
Note. The converse of this statement is not true in general.
□
In order to see this, we consider a counter example.
Example 2.13. Let \(E=(0,1)\subset \mathbb {R}\). Take \(S_n=\frac {1}{n}\) in \(E\).
Note that \((S_n)\) is a Cauchy sequence in \(E\).
\[0\leq d(S_n,S_m)=\Big |\frac {1}{n}-\frac {1}{m}\Big |\leq \dfrac {1}{n}+\frac {1}{m}\rightarrow 0\hspace {0.3cm}\text {as}\hspace {0.3cm} n,m\rightarrow \infty .\]
But \(\lim \limits _{n\rightarrow \infty }S_n=\lim \limits _{n\rightarrow \infty }\dfrac {1}{n}=0\not \in E\). In other words, no point of \(E=(0,1)\) can be a limit of the sequence \((S_n)=\dfrac {1}{n}\).
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