1.7 Complete and Separable Metric Spaces

So far we have defined a metric space, given examples and then studied a number of concepts associated with metric spaces. In this section we discuss two special classes of metric spaces, known as complete and separable metric spaces. These are important in both theoretical and practical applications.

Definition 1.7.1. A sequence \((x_n)\) in a metric space \((X,d)\) is said to be a Cauchy sequence if for every \(\epsilon >0\), there exists a natural number \(N\) such that \(d(x_n,x_m)<\epsilon \) for every \(m,n>N\).

A metric space in which every Cauchy sequence is convergent is called a complete metric space.

From previous courses on real analysis, you have discussed the following theorem about sequences of real numbers.

Theorem 1.7.2. A sequence of real numbers \((x_n)\) is a Cauchy sequence if and only if it is convergent.

Proof.

Convergent implies Cauchy

If \(x_n\rightarrow x\) then given \(\varepsilon >0\) choose \(N\) with \(\left |x_n-x\right |<\varepsilon /2\) for \(n\geq N\). For \(m,n\geq N\), \[\left |x_m-x_n\right | \leq \left |x_m-x\right | + \left |x-x_n\right | < \varepsilon .\] This direction holds in every metric space.

Cauchy implies convergent

This direction is special to \(\mathbb {R}\) and rests on its completeness axiom. A Cauchy sequence is bounded: taking \(\varepsilon =1\) gives an \(N\) with \(\left |x_n-x_N\right |<1\) for \(n\geq N\), so every term lies within \(\max \left \{\left |x_1\right |,\dots ,\left |x_{N-1}\right |,\left |x_N\right |+1\right \}\) of the origin. By the Bolzano–Weierstrass theorem a bounded real sequence has a convergent subsequence, say \(x_{n_k}\rightarrow x\).

A Cauchy sequence with a convergent subsequence converges to the same limit. Given \(\varepsilon >0\), choose \(N\) with \(\left |x_m-x_n\right |<\varepsilon /2\) for \(m,n\geq N\), and then \(n_k\geq N\) with \(\left |x_{n_k}-x\right |<\varepsilon /2\). For any \(n\geq N\), \[\left |x_n-x\right | \leq \left |x_n-x_{n_k}\right | + \left |x_{n_k}-x\right | < \varepsilon .\] □

It follows immediately that \(\mathbb {R}\) with the usual metric is a complete metric space.

Note. Only the second direction used a property of \(\mathbb {R}\). In a general metric space Cauchy sequences need not converge — the rationals with the usual metric are the standard example, where a sequence of rational approximations to \(\sqrt 2\) is Cauchy with no rational limit. Completeness is precisely the assertion that this cannot happen, and it is a property of the space, not of the sequences.

Theorem 1.7.3. The metric space \((\mathbb {R}^2,d)\) where \(d(x,y)=\sqrt {(x_1-y_1)^2+(x_2-y_2)^2}\),
\(x=(x_1,x_2)\), \(y=(y_1,y_2)\) is a complete metric space.

Proof. Let \((x_n)\) be a Cauchy sequence in \(\mathbb {R}^2\) and let \(x_n=(x_1^{(n)},x_2^{(n)})\) since \((x_n)\) is Cauchy, for every \(\epsilon >0\) there is an \(N>0\) such that
\(d(x_n,y_m)=\sqrt {(x_1^{(n)}-y_1^{(m)})^2+(x_2^{(n)}-y_1^{(m)})^2}<\epsilon \) for all \(n,m>N\). Squaring, we obtain that \((x_1^{(n)}-y_1^{(m)})^2<\epsilon ^2\), so that \(|x_1^{(n)}-y_1^{(m)}|<\epsilon \) for all \(n,m>N\).
Similarly, \(|x_2^{(n)}-y_2^{(m)}|<\epsilon \) for \(n,m>N\). This shows that \((x_1^{(n)},x_2^{(n)},..........)\) and \((y_1^{(m)},y_2^{(m)},...........)\) are Cauchy sequences of real numbers and therefore convergent by the previous theorem say \(x_1^{(n)}\rightarrow x_1\) as \(n\rightarrow \infty \) and \(x_2^{(m)}\rightarrow x_2\) as \(m\rightarrow \infty \). Let \(x=(x_1,x_2)\). Then \(x\in \mathbb {R}^2\) and \(d(x_n,x)<\epsilon \) for \(n>N\). This proves that the sequence \((x_n)\) converges to x. Hence \(\mathbb {R}^2\) is complete.

We say that a sequence of real numbers is Cauchy if and only if it is convergent. This is not generally true in a metric space. However, we have the following result.

Theorem 1.7.4. Every convergent sequence in a metric space is Cauchy.

Proof. Suppose that \(x_n\rightarrow x\) as \(n\rightarrow \infty \). Then for every \(\epsilon >0\) there is an \(N>0\) such that \(d(x_n,x)< \dfrac {\epsilon }{2}\) for \(n>N\). From the triangle inequality, it follows that for \(n,m>N\), \begin {align*} d(x_m,x_n) &\leq d(x_m,x)+d(x,x_n)\\ &< \frac {\epsilon }{2} +\frac {\epsilon }{2}\\ &=\epsilon \end {align*}

Hence \((x_n)\) is a Cauchy sequence.

The previous two theorems provide examples of complete metric spaces. The following is an example of an incomplete metric space.

Example 1.7.5. The metric space \((\mathbb {Q},d)\), where \(\mathbb {Q}\) is the set of rational numbers and d is the absolute value metric \(d(x,y)=|x-y|\) is incomplete.

Proof. For every \(\epsilon >0\), the open ball \(B(\sqrt {2},\epsilon )\) contains a real number. Therefore there is a sequence \((x_n)\) of rational numbers converging to \(\sqrt {2}\). By the
previous theorem, we have that \((x_n)\) is a Cauchy sequence in \(\mathbb {Q}\) which does not converge in \(\mathbb {Q}\). Hence \((\mathbb {Q},d)\) is incomplete.

So far in this section we have defined a complete metric space, given examples and shown that every convergent sequence is Cauchy. We now turn to separable metric spaces.

Definition 1.7.6. A set \(S\) is said to be countable if there is an injective map from \(S\) into the set of natural numbers \(\mathbb {N}\).

We state the next theorem without proof.

Theorem 1.7.7. The set \(\mathbb {Q}\) of rational numbers is countable.

Definition 1.7.8. A subset \(A\) of a metric space \((X,d)\) is said to be dense in \((X,d)\) if \(\overline {A}=X\), where \(\overline {A}\) denotes the closure of \(A\).

Example 1.7.9. The set \(\mathbb {Q}\) of rational numbers is dense in \(\mathbb {R}\).

Proof. If \(x_0\) is any real number , then there is a sequence \((x_n)\) of rational numbers such that \(x_n\rightarrow x_0\) as \(n\rightarrow \infty \). Therefore for any \(r>0\), the open ball \(B(x_0,r)\) always contains a rational number. Thus \(x_0\) is an an accumulation point of \(\mathbb {Q}\). Since \(x_0\) was an arbitrary real number, this means that \(\overline {\mathbb {Q}}=\mathbb {R}\).

Definition 1.7.10. A metric space \((X,d)\) is said to be separable if it contains a countable dense subset.

Example 1.7.11. The metric space \((\mathbb {R},d)\), where d is the usual metric, is separable.

Solution. From the previous, \(\mathbb {Q}\) is a countable dense subset of \(\mathbb {R}\).

Example 1.7.12. The complex plane \(\mathbb {C}\), with the metric \(d(w,z)=|w-z|\), is separable.

Proof. A countable dense subset of \(\mathbb {C}\) is the set of all complex numbers whose real and imaginary parts are both rational.

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