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Lecture 3 : Cauchy Criterion, Bolzano-Weierstrass Theorem

We have seen one criterion, called monotone criterion, for proving that a sequence converges without
knowing its limit. We will now present another criterion.

Suppose that a sequence (xn ) converges to x. Then for ² > 0, there exists an N such that
|xn − x| < ²/2 for all n ≥ N . Hence for n, m ≥ N we have

|xn − xm | = |xn − x + x − xm | ≤ |xn − x| + |x − xm | < ².

Thus we arrive at the following conclusion:

If a sequence (xn ) converges then it satisfies the Cauchy’s criterion: for ² > 0, there exists N
such that |xn − xm | < ² for all n, m ≥ N .

If a sequence converges then the elements of the sequence get close to the limit as n increases. In
case of a sequence satisfying Cauchy criterion the elements get close to each other as m, n increases.

We note that a sequence satisfying Cauchy criterion is a bounded sequence (verify!) with some
additional property. Moreover, intuitively it seems as if it converges. We will show that a sequence
satisfying Cauchy criterion does converge. We need some results to prove this.

Theorem 3.1 :(Nested interval Theorem) For each n, let In = [an , bn ] be a (nonempty) bounded
interval of real numbers such that

I1 ⊃ I2 ⊃ · · · ⊃ In ⊃ In+1 ⊃ · · ·
T
∞
and lim (bn − an ) = 0. Then In contains only one point.
n→∞ n=1

Proof (*): Note that the sequences (an ) and (bn ) are respectively increasing and decreasing
sequences; moreover both are bounded. Hence both converge, say an → a and bn → b. Then
an ≤ a and b ≤ bn for all n ∈ N . Since b − a = lim(bn − an ) = 0, a = b. Since an ≤ bn for all n we
T
∞ T
∞
have a ∈ In . Clearly if x 6= a then x does not belong to In . ¤
n=1 n=1

Subsequences : Let (xn ) be a sequence and let (nk ) be any sequence of positive integers such
that n1 < n2 < n3 < . . .. The sequence (xnk ) is called a subsequence. Note that here k varies from
1 to ∞.

A subsequence is formed by deleting some of the elements of the sequence and retaining the
remaining in the same order. For example, ( k12 ) and ( 21k ) (k varies from 1 to ∞) are subsequences
of ( n1 ), where nk = k 2 and nk = 2k .

Sequences (1, 1, 1, . . .) and (0, 0, 0, . . .) are both subsequences of (1, 0, 1, 0, . . .). From this we
see that a given sequence may have convergent subsequences though the sequence itself is not
convergent. We note that every sequence is a subsequence of itself and if xn → x then every
subsequence of (xn ) also converges to x.

The following theorem which is an important result in calculus, is a consequence of the nested
interval theorem.

Theorem 3.2 (Bolzano-Weierstrass theorem): Every bounded sequence in R has a convergent

subsequence.
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Proof (*):(Sketch). Let (xn ) be a bounded sequence such that the set {x1 , x2 , · · · } ⊂ [a, b]. Divide
this interval into two equal parts. Let I1 be that interval which contains an infinite number of
elements (or say terms) of (xn ). Let xn1 be one of the elements belonging to the interval I1 . Divide
I1 into two equal parts and let I2 be that interval which contains an infinite number of elements.
Choose a point xn2 in I2 such that n2 > n1 . Keep dividing the intervals Ik , to generate Ik ’s and
T
∞
xnk ’s. By nested interval theorem Ik = {x}, for some x ∈ [a, b]. It is easy to see that the
k=1
subsequence (xnk ) converges to x. ¤

Theorem 3.3: If a sequence (xn ) satisfies the Cauchy criterion then (xn ) converges.

Proof (*): Let (xn ) satisfy the Cauchy criterion. Since (xn ) is bounded, by the previous theorem
there exists a subsequence (xnk ) convergent to some x0 . We now show that xn → x0 . Let ² > 0.
Since (xn ) satisfies the Cauchy criterion,

there exists N1 s.t. | xn − xm | ≤ ²/2 for all n, m ≥ N1 ...... (1)

Since xnk → x0 ,

there exists N2 s.t. | xnk − x0 | ≤ ²/2 for all nk ≥ N2 ....... (2)

Let N = max{N1 , N2 }. For n ≥ N , choose some nk ≥ N , then by (1) and (2) we have

| xn − x0 | ≤ | xn − xnk | + | xnk − x0 | ≤ ²/2 + ²/2 = ².

This proves that xn → 0. ¤

Checking the Cauchy criterion directly from the definition is very difficult. The following result
will help us to check the Cauchy criterion.

Problem 3.4: Suppose 0 < α < 1 and (xn ) is a sequence satisfying the contractive condition:

|xn+2 − xn+1 | ≤ α|xn+1 − xn | n = 1, 2, 3, . . . .

Then show that (xn ) satisfies the Cauchy criterion.

Solution : Note that |xn+2 − xn+1 | ≤ α|xn+1 − xn | ≤ α2 |xn − xn−1 | ≤ · · · ≤ αn |x2 − x1 |.

αm
For n > m, |xn − xm | ≤ (αn−2 + αn−3 + · · · + αm−1 )|x2 − x1 | ≤ 1−α |x2 − x1 | → 0 as m → ∞.

Thus (xn ) satisfies the Cauchy criterion. ¤

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Examples 3.5: 1. Let x1 = 1 and xn+1 = 2+xn . Then

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| xn+2 − xn+1 | = | xn − xn+1 | < | xn − xn+1 | .
(2 + xn+1 )(2 + xn ) 4

Therefore (xn ) satisfies the contractive condition with α = 1/4 and hence it satisfies the Cauchy
1
criterion. Therefore it converges. Suppose xn → l. Then l = 2+l . Find l !.

Remark : Whenever we use the result given in the above exercise, we have to show that the
number α that we get, satisfies 0 < α < 1.
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2. If x1 = 2 and xn+1 = 2 + xn then | xn+2 − xn+1 | < 4 | xn − xn+1 | (verify !). Therefore the
sequence (xn ) converges.