# Cauchy criteria

2010 Mathematics Subject Classification: Primary: 40A05 [MSN][ZBL]

### The elementary Cauchy criterion for sequences of real numbers

The Cauchy criterion is a characterization of convergent sequences of real numbers. More precisely it states that

Theorem 1 A sequence $\{a_n\}$ of real numbers has a finite limit if and only if for every $\varepsilon > 0$ there is an $N$ such that $$\label{e:cauchy} |a_n-a_m| < \varepsilon \qquad \mbox{for every}\;\; n,m \geq N\, .$$

The latter is often called the Cauchy condition and a sequence which satisfies it is called Cauchy sequence. An intuitive way of thinking about a Cauchy sequence is that it oscillates less and less. More precisely we could introduce the oscillation after the $N$-th element as $O (N) := \sup \big\{ |a_n-a_m| : n,m\geq N\big\}\,$ and hence the Cauchy condition is equivalent to $\lim_{N\to\infty} O(N) = 0$. Probably the most interesting part of Theorem 1 is that the Cauchy condition implies the existence of the limit: this is indeed related to the completeness of the real line.

The Cauchy criterion can be generalized to a variety of situations, which can all be loosely summarized as "a vanishing oscillation condition is equivalent to convergence".

### Generalizations to real valued maps

#### Cauchy criterion for series

Consider a series $\sum_i a_i$ of real numbers. The convergence of the series is by definition the convergence of the sequence of its partial sums $S_j := \sum_{i=0}^j a_i\, .$ Thus a straightforward consequence of Theorem 1 is that $\sum_i a_i$ is a convergent series if and only if the sequence $\{S_i\}$ satisfies the Cauchy condition. There are several other criteria (for testing the convergence of a series) which are named after Cauchy: see Cauchy test.

#### Cauchy criterion for real-valued functions

Consider a function $f: A \to \mathbb R$, where $A$ is a subset of the real numbers. Assume $p$ is an accumulation point of $A$ (observe that $p$ does not necessarily belong to $A$). We can then introduce the oscillation around $p$ of $f$ as ${\rm osc}\, (f, p, \varepsilon) := \sup \big\{|f(x)-f(y)|: x,y\in (A\setminus \{p\}) \cap ]p-\varepsilon, p+\varepsilon[\big\}\, .$ The Cauchy criterion states that

Theorem 2 The following limit exists and is finite $$\label{e:limit_cont} \lim_{x\in A, x\to p} f(x)$$ if and only if $\lim_{\varepsilon\downarrow 0}\; {\rm osc}\, (f, p, \varepsilon) = 0\, .$

Analogous statements for $\lim_{x\to\pm \infty}$ hold as well. Since the existence of the limit \eqref{e:limit_cont} can be characterized in terms of sequences, Theorem 2 can be easily reduced to Theorem 1. Theorem 2 can be generalized to maps on a general topological space. For this reason, given a set $A$ and a map $f:A \to \mathbb R$ we define the oscillation of $f$ in $A$ as ${\rm osc}\, (f, A) := \sup \big\{ |f(x)-f(y)|:x,y\in A \big\}\, .$

Theorem 3 Let $X$ be a topological space, $A\subset X$, $f: A \to \mathbb R$ and $p$ an accumulation point of $A$. Then the following limit exists and is finite $\lim_{x\in A, x\to p} f(x)\,$ if and only if for every $\varepsilon >0$ there is a neighborhood $U$ of $p$ such that ${\rm osc}\, (f, (A\cap U)\setminus \{p\}) < \varepsilon\, .$

Observe that Theorem 1 can be considered as a particular case of Theorem 1. In fact, consider set $X = \mathbb N \cup \{\infty\}$ endowed with the topology $\tau = \Big\{\emptyset, X\Big\} \cup \Big\{\big\{i\in \mathbb N: i\geq j\big\}\cup \big\{\infty\big\} : j \in \mathbb N \Big\}\, .$ A sequence $\{a_i\}$ can be considered as a map $a: \mathbb N \to \mathbb R$. Then the existence of the limit of the sequence is equivalent to the existence of the limit at $\infty$ of the map $a$ on the (subset $A$ of the) topological space $X$.

#### Cauchy criterion for improper integrals

Let $I= [a,b]$ be an interval of the real line and $f:[a,b]\to \mathbb R$ a function which is Riemann (or Lebesgue) integrable on $[a+\varepsilon, b]$ for every $\varepsilon >0$. The improper integral of $f$ on $I$ is defined as $\int_a^b f(x)\, dx = \lim_{\varepsilon\downarrow 0} \int_{a+\varepsilon}^b f(x)\, dx\, ,$ if the latter limit exists. Similar definitions can be introduced when the function is integrable over intervals of the form $[a, b-\varepsilon]$ or $[a+\delta, b-\varepsilon]$ and when $a=-\infty$ and/or $b=\infty$ (see Improper integral). If we introduce $F(\varepsilon) := \int_{a+\varepsilon}^b f(x)\, dx$ the improper integral is simply $\lim_{\varepsilon\downarrow 0} F(\varepsilon)$ and its existence can therefore be characterized using Theorem 2. For a thorough statement (and all its variants) see Improper integral.

### Euclidean spaces

All the statements above are valid for sequences and series of vectors in $\mathbb R^n$, for functions taking values in $\mathbb R^n$ and for improper integrals of such functions.

### Complete metric spaces and Banach spaces

If $(X,d)$ is a metric space, then a Cauchy sequence on $X$ is a sequence $\{x_i\}\subset X$ such that for any $\varepsilon > 0$ there exists an $N$ such that $d(x_n,x_m) < \varepsilon \qquad \forall n,m \geq N\, .$ Similarly, one can define a Cauchy sequence in a normed vector space using the induced metric. Any convergent sequence in any metric space is necessarily a Cauchy sequence. However, in general metric space not all Cauchy sequences necessarily converge. Those metric spaces for which any Cauchy sequence has a limit are called complete and the corresponding versions of Theorem 3 hold. A complete normed vector space is called a Banach space.

An important property of complete metric spaces is that any closed subset is also complete (with the metric induced by the restriction of the ambient metric).

#### Cauchy criterion for uniform convergence

If $X$ is a set and $\mathcal{B} (X)$ the space of bounded real-valued functions on it, then $\mathcal{B} (X)$ can be endowed with the uniform distance: $\rho (f, g) :=\sup_{x\in X} |f(x) - g(x)|\, .$ $(\mathcal{B} (X), \rho)$ is then a complete metric space and as such we conclude the Cauchy criterion for uniform convergence: a sequence $\{f_k\} \subset \mathcal{B} (X)$ converges uniformly if and only if it is a Cauchy sequence for the distance $\rho$. If $X$ has a topological structure, the space of bounded continuous functions $\mathcal{C}_b (X)$ is a closed subset of $(\mathcal{B} (X), d)$. Therefore we also conclude that a Cauchy sequence of bounded continuous functions converges uniformly to a bounded continuous function. A widely used special case of this theorem is when $X$ is a subset of $\mathbb R^n$ or, in particular, an interval $I\subset \mathbb R$ (cf. Uniform convergence). Corresponding statements can be easily generalized to series of (bounded or continuous) functions

### Cauchy filters and uniform spaces

A generalization of the concept of Cauchy sequence is that of Cauchy filter in a Uniform space, to which a corresponding notion of completeness is attached.

### References

 [Ca] A.L. Cauchy, "Analyse algébrique" , Gauthier-Villars (1821) (German translation: Springer, 1885) [Di] J.A. Dieudonné, "Foundations of modern analysis" , Acad. Press (1961) (Translated from French) [IP] V.A. Il'in, E.G. Poznyak, "Fundamentals of mathematical analysis" , 1–2 , MIR (1971–1973) (Translated from Russian) [Ku] L.D. Kudryavtsev, "A course in mathematical analysis" , 1–2 , Moscow (1981) (In Russian) [Ni] S.M. Nikol'skii, "A course of mathematical analysis" , 1–2 , MIR (1977) (Translated from Russian) [Ru] W. Rudin, "Principles of mathematical analysis" , McGraw-Hill (1976) [St] O. Stolz, Math. Ann. , 24 (1884) pp. 154–171 [WW] E.T. Whittaker, G.N. Watson, "A course of modern analysis" , Cambridge Univ. Press (1952)
How to Cite This Entry:
Cauchy criteria. Encyclopedia of Mathematics. URL: http://www.encyclopediaofmath.org/index.php?title=Cauchy_criteria&oldid=30908
This article was adapted from an original article by L.D. Kudryavtsev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article