Math 316, Intro to Analysis

Pointwise Cauchy, Uniform Cauchy.

Just as in sequences of number, given a sequence of functions it is important to have a
means of saying that a sequence has a (uniform or pointwise) limit without knowing what
the limit should be.
We will give the definition in each case:
Definition 1. A sequence of functions fn : U → R is call pointwise Cauchy if for all x ∈ U
and all  > 0 there is an N such that for all m, n > N
Similarly to pointwise versus uniform convergence we can define a uniform (over x ∈ U )
by only allowing N to depend on .
Definition 2. A sequence of functions fn : U → R is call uniformly Cauchy if for all  > 0
there is an N such that for all x ∈ U and all m, n > N
Just like last time the uniform condition implies the pointwise condition
Proposition 3. Let fn : U → R be a sequence of functions. If (fn ) is uniformly Cauchy
then (fn ) is pointwise Cauchy.
Proof. Consider any  > 0. Since (fn ) is uniformly Cauchy there is an N0 such that for all
n, m > N , and all x ∈ R .
Now consider any x ∈ R. Let N = so for all m, n > N we see .
Thus (fn ) is pointwise Cauchy. 
The following propositions reveal that there are alternative definitions:
Proposition 4. Let fn : U → R be a sequence of functions. Then (fn ) is pointwise Cauchy
if and only if for all x ∈ U , the sequence [fn (x)] is Cauchy.
Proof. Let fn : U → R be a sequence of functions. We will write both directions of the proof
at once.
The statement “for all x ∈ U the sequence fn (x) is Cauchy” means that

Notice that this is the exact same as as the definition of pointwise Cauchy 
Proposition 5. Let fn : U → R be a sequence of functions. Then (fn ) is uniformly Cauchy
if and only if for all  > 0 there is an N such that for all n, m > N , sup{|fn (x) − fm (x)|} < 
Proof. Let fn : U → R
(=⇒) Assume that (fn ) is uniformly Cauchy. Consider any  > 0, then there exists an N
such that for all m, n > N and all x .

But then  is an upper bound on { }, so that sup{ } < ,

as desired.
(⇐=) Suppose that for all  > 0 there is an N such that for all m, n > N

sup{ }< .
Consider any x ∈ U . Since the supremum is an upper bound,

|fn (x) − fm (x)| ≤.


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Now on the the whole point

Theorem 6. Let fn : U → R be a sequence of functions. The fn is pointwise convergent if

and only if it is pointwise Cauchy.

Proof. The proof is based on the fact that a sequence of numbers (an ) is Cauchy if and only
if it conerges
Let (fn ) be a sequence of functions.
Suppose (fn ) is pointwise Cauchy so that according to proposition 4 for all x ∈ U

Thus, since Cauchy sequences of numbers converge, for all x ∈ U

For any x ∈ U Let f (x) be the limit of the sequence [fn (x)].
Notice that for all x ∈ U , fn (x) → . Yesterday we proved that this means that

.
Now suppose that f is the pointwise limit of fn . Let x ∈ U . Consider any  > 0. Then
there is an N such that for all n > N

|fn (x) − f (x)| <

Now consider any m, n > N then

|fn (x) − fm (x)| =

So that (fn ) is pointwise Cauchy. 

Theorem 7. Let fn : U → R be a sequence of functions. The fn is uniformly convergent if

and only if it is uniformly Cauchy.

Proof. Suppose that (fn ) is uniformly convergent. Let f be its uniform limit. Consider any
 > 0. Since f is the uniform limit there exists an N such that

Now let m, n > N and consider any x ∈ U then

|fn (x) − fm (x)| =
So that (fn ) is uniformly Cauchy.
Now suppose that (fn ) is uniformly Cauchy. By Proposition 4 then (fn ) is pointwise
Cauchy and by Theorem 6 is pointwise convergent. Let f : U → R be its pointwise limit. A
good candidate to be the uniform limit then is

Consider any  > 0, since (fn ) is uniformly Cauchy then there exists an N such that for
all m, n > N and all x ∈ U
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But then we see that for all m, n > N

< fn (x) <

Recall that fn (x) converges to f (x) by definition. Passing to the limit (only for the middle
term)

≤ f (x) ≤

Thus, | |≤
Notice that N was indepent of x. So that f is the uniform limit. 
We close with some application as a warm up towards the theory of power series.
n
X xn
(1) Let a > 0. Let fn (x) = . Prove that (fn ) is uniformly Cauchy on [−a, a]. (The
n!
k=1
Real Definition of ex is as the limit.)
n
X xn
(2) Let fn (x) = . Prove that (fn ) is uniformly Cauchy on [−1, 1].
2n
k=1
Since these are homework perhaps (time permitting) I will discuss instead the proof that
n
X xn
is uniformly Cauchy on −1 , 12 .
 
the sequence fn (x) = 2
n
k=1