MAT25 LECTURE 12 NOTES

NATHANIEL GALLUP

1. Bolzano-Weierstrass Theorem
Theorem 1: Bolzano-Weierstrass Theorem (Abbott Theorem 2.5.5)

Every bounded sequence contains a convergent subsequence.

Proof. Let (an ) be a bounded sequence. Then there exists some M > 0 such that |an | ≤ M for all n ∈ N. This
implies that an ∈ [−M, M ] for all n ∈ N.
• We bisect the interval [−M, M ] into two closed intervals of equal length. One of these intervals must
contain infinitely many terms of the sequence (an ). Let I1 be that interval, and let an1 be any point in I1 .
• Next we bisect I1 into two closed intervals, and note that one of these intervals must contain infinitely
many terms of the sequence (an ). Let I2 be that interval, and choose an2 inside this interval which satisfies
n2 ≥ n1 .
• In general, we bisect Ik−1 into two closed intervals, one which must contain infinitely many terms of (an ).
Let Ik be this closed interval, and choose ank ∈ Ik such that nk > nk−1 .
Therefore we have obtained a subsequence (an1 , an2 , . . .) of (an ) and a sequence of nested intervals
I1 ⊇ I2 ⊇ I3 ⊇ . . .
By the Nested Interval Property (??), the intersection ∞
T
n=1 In is nonempty, and therefore contains some element
x.
k−1
We claim that (ank ) converges
 to x. Let  > 0 be arbitrary. Then the length of the interval Ik is M 21 .
1 k−1
By ??, the sequence 2 converges to 0. Therefore, by the Algebraic Limit Theorem (??), the sequence
 
k−1
k−1
M 21 converges to 0 as well. Hence, there exists some N ∈ N such that if k ≥ N , then |M 12


| < .
But then ank , x ∈ Ik , hence |ank − x| < . Therefore (ank ) converges to x. 

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2. Cauchy Sequences
Definition 1: Cauchy Sequence (Abbott Definition 2.6.1)

A sequence (an ) is called Cauchy if, for every  > 0, there exists an N ∈ N such that if n, m ≥ N , then
|an − am | < .

Note 1: Cauchy vs. Convergent

The following is one way to think about the difference between Cauchy and convergent sequences. A
sequence converges to a if it eventually gets close to a, and a sequence is Cauchy if it eventually gets close
to itself.

Theorem 2: Convergent implies Cauchy (Abbott Theorem 2.6.2)

Every convergent sequence is Cauchy.

1
 MAT25 LECTURE 12 NOTES 2

Proof. Suppose that (an ) → a and let  > 0 be arbitrary. Then because (an ) → a, there exists N ∈ N such that
for all n ≥ N , we have that |an − a| < /2. Then if n, m ≥ N , we compute

|an − am | = |an − a + a − am | ≤ |an − a| + |a − am | < /2 + /2 = .

Hence (an ) is Cauchy. 

Lemma 1: Cauchy implies Bounded (Abbott Lemma 2.6.3)

Cauchy sequences are bounded.

Proof. Let (xn ) be a Cauchy sequence. Then given  = 1, there exists N ∈ N such that if n, m ≥ N , we have
|xn − xm | < 1. Let M = max{|x1 |, . . . , |xN −1 |, |xN | + 1}. Given any n ∈ N, if n < N , then by construction of M ,
|xn | ≤ M . If n ≥ N , then n, N ≥, so

|xn − xN | < 1
(1)
=⇒ ||xn | − |xN || ≤ |xn − xN | < 1.
=⇒ |xn | − |xN | < 1
=⇒ |xn | < 1 + |xN | ≤ M.

Here (1) follows from the reverse triangle inequality. Hence for all n ∈ N, |xn | ≤ M , so (xn ) is bounded. 

Theorem 3: Cauchy Criterion (Abbott Theorem 2.6.4)

In the real numbers Cauchy sequences are convergent.

Proof. Suppose that (xn ) is Cauchy. By ??, (xn ) is bounded, hence by the Bolzano-Weierstrass Theorem (??),
there is some subsequence (xnk ) which converges, say to x ∈ R. We claim that (xn ) converges to x as well. Given
 > 0, because (xn ) is Cauchy, there exists N1 ∈ N such that if n, m ≥ N1 , |xn − xm | < 2 . Since (xnk ) converges to
x, there exists K ∈ N such that if k ≥ K, then |xnk − x| < 2 . Let N = max(N1 , K). Then if n ≥ N , we compute

|xn − x| = |xn − xnN + xnN − x|

(1)
≤ |xn − xnN | + |xnN − x|
(2) 
< +
2 2
= .

Here (1) follows from the triangle inequality, and (2) follows from the fact that nN ≥ N , and hence n, nN ≥ N ,
so |xn − xnN | < /2, and nN ≥ N ≥ K, so |xnN − x| < /2. Therefore (xn ) converges to x. 

Note 2: The Cauchy Criterion in Other Spaces

There are other spaces, (larger than R, and called normed vector spaces) in which we can define convergent
and Cauchy sequences. In these spaces it is always true that convergent sequences are Cauchy. However
in these spaces it is not always true that Cauchy sequences are convergent. The normed vector spaces in
which this is true are called Banach spaces. This is an important and subtle point in graduate analysis.

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 MAT25 LECTURE 12 NOTES 3

3. Cauchy Series
Definition 2: Cauchy series
P∞
A series k=1 ak is called Cauchy if its sequence of partial sums (sm ) is a Cauchy sequence.

Exercise 1: Cauchy Series

P∞
Show that a series k=1 ak is Cauchy if and only if for all  > 0 there exists N ∈ N such that whenever
n > m ≥ N,

|am+1 + . . . + an | < .

Proof. This follows easily from the computation

 n m

X X 
|sn − sm | =  ak − ak 
 
 
k=1 k=1
= |am+1 + . . . + an |

Theorem 4: Convergent Series are Cauchy

Convergent series are Cauchy series.

P∞
Proof. If a series k=1 bk is convergent, by definition its sequence of partial sums (sm ) is convergent. Since
convergent sequences are Cauchy (??), (sm ) is Cauchy. But (sm ) is a Cauchy sequence implies that ∞
P
k=1 k is a
b
Cauchy series (??), as desired. 

Theorem 5: Cauchy Criterion for Series (Abbott Theorem 2.7.2)

In the real numbers Cauchy series are convergent series.

P∞
Proof. If a series k=1 bk is Cauchy, then its sequence of partial sums (sm ) is Cauchy
P∞ (??). By the Cauchy
Criterion (??), (sm ) is convergent, hence by the definition of convergence of a series, k=1 bk is convergent. 

Theorem 6: Terms of a Convergent Series go to Zero (Abbot Theorem 2.7.3)

P∞
If the series k=1 ak converges, then (ak ) → 0.

Since ∞
P
Proof. Let  > 0 be arbitrary. P Pam
k=1 k converges, it is Cauchy. Hence there exists some N ∈ N, such
n
that if  n > m ≥ N , we have | a
k=1 k − k=1 ak | < . Therefore if n ≥ N + 1, then n, n − 1 ≥ N , hence
Pn Pn−1 
|an | =  k=1 ak − k=1 ak  < . Hence (an ) converges to 0. 

Exercise 2: Terms of a Convergent Series go to Zero

Is the converse of ?? true? Prove or find a counterexample.

Proof. Homework. 
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