73

Patterns of Proof in Analysis

CHAPTER 6: CAUCHY SEQUENCES
Study Guide
The problem in this chapter is to relate convergence of sequences with completeness of the real numbers by
showing that there are enough numbers that sequences which "ought to" converge have a number to converge
to. As a first step, we must find a way to characterize sequences that "ought to" converge in terms of their
internal structure without having to establish their limit. Then we must prove that convergent sequences have
the properties that characterize sequences which "ought to" converge. And, finally, we must prove that if a
sequence "ought to" converge, then there is a number to serve as its limit.
After participating in class discussions, completing the readings, and doing the assigned and recommended
homework, you should be able to do the following:
I. Disprove the following
CONJECTURE: Suppose {a
n
}
n
is a sequence of real numbers. If for every c > 0 there exists a positive
integer N such that for every n > N, | a
n+1
a
n
| < c, then {a
n
}
n
converges.
(Are unbounded sequences the only counterexamples?)
II. State and prove the converse of the Conjecture in I.
III. A. Define the phrase "{a
n
}
n
is Cauchy sequence."
B. Prove from the definition that a given sequence of the form
{

An + B
Cn + D
}
n

(C > 0, D O) is a Cauchy sequence.
C. Prove from the (negation of) the definition that a given (divergent) sequence is not a Cauchy
sequence.
IV. Prove that if a sequence {a
n
}
n
converges, then {a
n
}
n
is a Cauchy sequence.
V. Prove that if {a
n
}
n
is a Cauchy sequence and its set of terms is finite, then {a
n
}
n
is convergent.
VI. State and prove a theorem relating Cauchy sequences and bounded sequences.
State the converse of this theorem and prove or disprove it.
VII. Define the phrase "x is an accumulation point for a set S of real numbers " in two different, but logically
equivalent, ways.
VIII. A. Give examples of sets of real numbers which have given numbers as accumulation points or have a
specified number of accumulation points.
B. Does an accumulation point for a set always belong to the set?
If your answer is "yes," give a proof. If your answer is "no," give examples.
IX. Formulate and investigate conjectures relating convergence of a sequence with existence of accumulation
points for its set of terms.
X. State and prove a theorem that gives a sequential characterization of accumulation points.
Use this theorem to prove other results.
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
74

XI. Prove the following result relating lub(E) with accumulation points.
Proposition: Suppose E is a non-empty set of real numbers and is bounded above.
If x = lub(E), then either x is in E or x is an accumulation point of E (or both).
Be able to state and prove this result and to use it to prove other results.
XII. A. Write a complete statement of the Bolzano-Weierstrass Theorem.
B. Give examples to show that both hypotheses must be satisfied to assure the existence of an
accumulation point.
C. State the converse of the Bolzano-Weierstrass Theorem and prove or disprove it.
XIII. Prove that if {a
n
}
n
is a Cauchy sequence and its set of terms is infinite, then {a
n
}
n
is convergent.
XIV. A. Write a complete statement of a theorem relating convergence of sequences with the Cauchy
property.
B. Explain the role of each of the preliminary results included above in the proof.
C. Explain how the definition of Cauchy sequence and this theorem are a solution to the (two part)
problem posed in the introduction to this study guide.
D. I'll not ask you to reproduce the entire proof of this major result. However, you may be asked to
state and prove one or more of the preliminary results that are part of its proof (other than the
Bolzano-Weierstrass Theorem).
XV. Be able to use the concepts and proof techniques developed to this point in the course to investigate
conjectures and prove results you have not seen before analogous to those in the exercise sets.
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
75
THE PROBLEM
The problem is to relate convergence of sequences with completeness of the real numbers by showing that
there are enough numbers that sequences which "ought to" converge have a number available to serve as their
limit. As a first step, we must find a way to characterize sequences that "ought to" converge in terms of their
internal structure without having to establish their limit. Then we must prove that convergent sequences have
the properties that characterize sequences which "ought to" converge and that sequences which "ought to"
converge actually do converge. In other words, our problem is to discover some internal property of sequences
that allows us to prove a theorem like this:
THEOREM: A sequence {a
n
}
n
of real numbers [has some nice property that we have not discovered yet] if
and only if {a
n
}
n
converges.
From visualizing convergent sequences on the number line, we see that terms in a tail of a convergent
sequence must be close to each other. This leads us to make the following
CONJECTURE: Suppose {a
n
}
n
is a sequence of real numbers. If for every c > 0 there exists a positive integer
N such that for every n > N, | a
n+1
a
n
| < c, then {a
n
}
n
converges.
EXERCISES
1. Show that the sequence {

n }
n
is a counterexample for this conjecture.
2. Show that the sequence { ln(n) }
n
is a counterexample for this conjecture.
3. Are all the counterexamples to this conjecture unbounded sequences?
4. Prove the converse of the conjecture.
The conjecture seems very reasonable, but "for every c > 0 there exists a positive integer N such that for
every n > N, | a
n+1
a
n
| < c" is not the nice property we are looking for. The problem is that this property
only requires successive terms in a tail of the sequence to be close to each other. We need all the terms in a tail
to be close to each other. With this in mind, we make the following definition.
DEFINITION: We say that a sequence {a
n
}
n
of real numbers is a Cauchy sequence to mean that for every
c > 0 there exists a positive integer N such that for every pair of positive integers m and n greater than N,
| a
n
a
m
| < c.
CAUCHY SEQUENCES: APPLYING THE DEFINITION
Example 1: Prove from the definition that {

3n 7
9n + 2
}
n
is a Cauchy sequence.
SOLUTION:
We must prove that for every c > 0 there exists a positive integer N such that for every positive integers
n, m > N we have |

3n 7
9n + 2



3m 7
9m+ 2
| < c.
Consider c > 0, arbitrary.
Choose N to be an integer greater than
46
27c
. (This expression for N was found from scratch work.)
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
76

Consider positive integers n, m > N, arbitrary.
For such an n and m,
|

3n 7
9n + 2


3m 7
9m+ 2
| = |

(27nm+ 6n 63m14) (27mn + 6m 63n 14)
(9n + 2)(9m+ 2)
|
= |

69m 69n
(9n + 2)(9m+ 2)
| <

69
81
| m n |
mn

<

69
81
m+ n
mn
=

23
27
(
1
n
+
1
m
) <

23
27
(
1
N
+
1
N
) =

46
27N
< c. QED
Example 2: Prove from the (negation of the) definition that {a
n
}
n
= { (-1)
n


n +1
n
}
n
is not a Cauchy
sequence. Include a drawing which shows geometrically that the c you chose will work.
SOLUTION:
We must prove that there exists c > 0 such that for every positive integer N there exists m, n > N such that
| a
n
a
m
| =
|
(-1)
n


n +1
n
(-1)
m


m+1
m
|
c.
Set c = 2. [Note from the drawing that there are terms with large index that are more than 2 units apart.]
Consider positive integer N, arbitrary.
Set n = 2N and m = 2N + 1.
Then n > N and m > N as required. Furthermore,
| a
n
a
m
| = | (-1)
n


n +1
n
(-1)
m


m+1
m
|
= | (-1)
2N


2N +1
2N
(-1)
2N+1


(2N +1) +1
(2N +1)
| = |

2N +1
2N
+

(2N +1) +1
(2N +1)
|
= | 1 +

1
2N
+ 1 +

1
2N +1
| = 2 +

1
2N
+

1
2N +1
> 2 = c. QED
Example 3: Prove from the (negation of the) definition that { a
n
}
n
= { ln(n)}
n
is not a Cauchy sequence.
Solution: We must prove that there exists c > 0 such that for every positive integer N there exists m, n > N
such that
| a
n
a
m
| =
|
ln(n) ln(m)
|
c.
Set c = 1. (Since the sequence is unbounded, there are terms with large index arbitrarily far apart. As a
result, any number could be used as c.)
Consider positive integer N, arbitrary.
Set m = N + 1. Choose n to be a positive integer greater than e
(1 + ln(m))
. Clearly, m > N. Also, since
the function f(x) = e
x
is increasing,
n > e
(1 + ln(m))
e
ln(m)
= m > N.
Since the natural logarithm is an increasing function and n > m , ln(n) > ln(m) so ln(n) ln(m) > 0. Also,
since n > e
(1 + ln(m))
we have ln(n) > ln e
(1 + ln(m))
= 1 + ln(m). It follows that
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
77
|
ln(n) ln(m)
|
= ln(n) ln(m) > ln e
(1 + ln(m))
ln(m)
= (1 + ln(m)) ln(m) = 1 = c. QED
These examples suggest (correctly) being a Cauchy sequence is the internal property of sequences that
characterizes convergence of a sequence. The following result lends further credence to this suggestion.
THEOREM: If { a
n
}
n
is a convergent sequence of real numbers, then { a
n
}
n
is a Cauchy sequence.
PROOF: Suppose { a
n
}
n
is a convergent sequence of real numbers.
We will prove that { a
n
}
n
is a Cauchy sequence by showing that for every c > 0 there exists a positive
integer N such that for every positive integers n, m > N we have | a
n
a
m
| < c.
Consider c > 0, arbitrary.
Since { a
n
}
n
converges, there exists A such that { a
n
}
n
converges to A. Choose such an A. Now,
there exists a positive integer N such that for every n > N we have | a
n
A | <
c
2
. Choose such an N.
Consider n, m > N, arbitrary.
Since n > N, | a
n
A | <
c
2
and since m > N, | a
m
A | <
c
2
. From the triangle inequality,
| a
n
a
m
| = | ( a
n
A ) + ( A a
m
) | | a
n
A | + | A a
m
| <
c
2
+
c
2
c.
Therefore, | a
n
a
m
| < c.
It follows that { a
n
}
n
is a Cauchy sequence. QED
EXERCISES
1. Make up several sequences of the form {

An + B
Cn + D
}
n

(C > 0, D O) and prove from the definition
that each one is a Cauchy sequence.
2. Make up several sequences of the form { (-1)
n


An + B
Cn + D
}
n

(A 0, C > 0, D O) and prove from the
negation of the definition that each one is not a Cauchy sequence.
3. Prove that {

n }
n
is not a Cauchy sequence.
4. Make up several unbounded sequences and prove from the negation of the definition that each one is not a
Cauchy sequence.
5. Prove the following assertion directly from the definition of Cauchy sequence.
CONJECTURE: If { x
n
}
n
and { y
n
}
n
are Cauchy sequences, then { x
n
+ y
n
}
n
is a Cauchy sequence.
6. Prove or disprove the following assertion.
CONJECTURE: If { x
n
}
n
and { y
n
}
n
are Cauchy sequences, then their merge { z
n
}
n
is a Cauchy
sequence. (The merge of two sequences is defined on page 53.)
7. Prove the following assertion.
PROPOSITION: Suppose { x
n
}
n
and { y
n
}
n
are sequences of real numbers. If { x
n
}
n
is a Cauchy
sequence and for every q > 0 there exists positive integer N such that for every n > N | x
n
y
n
| < q,
then { y
n
}
n
is a Cauchy sequence
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
78

CONVERGENCE OF CAUCHY SEQUENCES I
Our task now is to prove the converse of the theorem that convergent sequences are Cauchy sequences.
The converse says that sequences which "ought to" converge -- that is, Cauchy sequences -- have a number to
converge to. The converse is another way of saying that the real numbers are complete. Completeness is a
fundamental and profound property of the real numbers. Proving another characterization of a fundamental
property of the real numbers sounds difficult. It is. We must prove several preliminary results and develop a
new idea to prove the converse. We'll construct the argument block by block as illustrated in the following
figure.

We first prove convergence of Cauchy sequences of the simplest kind -- those with a finite number of
distinct terms.
THEOREM: If { a
n
}
n
is a Cauchy sequence and there exists a number o that appears an infinite number of
times as a term of the sequence, then { a
n
}
n
converges.
PROOF: Suppose { a
n
}
n
is a Cauchy sequence and there exists a number o that appears an infinite number
of times as a term of { a
n
}
n
.
We'll prove that { a
n
}
n
converges by showing that there exists a real number A such that for every c > 0
there exists a positive integer N such that for every n > N we have | a
n
A | < c.
By hypothesis, there exists a number o that appears an infinite number of times as a term of { a
n
}
n
.
Choose such a number o as A.
Consider c > 0, arbitrary.
Since {a
n
}
n
is a Cauchy sequence, there exists a positive integer N such that for every pair of positive
integers n, m > N we have | a
n
a
m
| < c. Choose such a positive integer N.
Consider an arbitrary positive integer n > N.
Because o appears an infinite number of times as a term of the sequence, there exists m > N such that
a
m
= o. Choose such an m. Now m > N and n > N, so it follows that
| a
n
A | = | a
n
o | = | a
n
a
m
| < c.
The conclusion follows.
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
79
COROLLARY: If { a
n
}
n
is a Cauchy sequence and the set S of terms of the sequence is finite, then
{ a
n
}
n
converges.
PROOF: Suppose { a
n
}
n
is a Cauchy sequence and the set S = {a
n
| n a positive integer} is finite.
Since there is a term of { a
n
}
n
corresponding to each positive integer and since there are only a finite
number of numbers that are terms of the sequence, there must be a number o from S that corresponds to an
infinite number of positive integers. This number appears an infinite number of times as a term of the Cauchy
sequence { a
n
}
n
. It follows from the immediately preceding theorem that { a
n
}
n
converges. QED
EXERCISES
1. Construct several different examples of sequences which have S = { 3,
5
2
,
15
4
,
10
3
} as their set of
terms. Do any of these sequences converge? Do any diverge? Are any of them Cauchy sequences?
2. In the proof that every Cauchy sequence that has a finite number of distinct terms converges (the Corollary
to the Theorem), it is argued that there must be a member of the set S of terms of the sequence that
appears an infinite number of times as a term of {a
n
}
n
.
Could several members of the set of terms of a Cauchy sequence appear an infinite number of times as a
term of {a
n
}
n
?
Could several members of the set of terms of a sequence that is not a Cauchy sequence appear an infinite
number of times as a term of {a
n
}
n
?
3. Saying that there exists a number o that appears an infinite number of times as a term of the sequence
{a
n
}
n
is the same as saying that there exists a real number o such that for every positive integer K there
exists k > K such that a
k
= o. Explain why.
4. Prove or disprove the following assertion.
CONJECTURE: If {a
n
}
n
is a Cauchy sequence and there exists a real number o such that for every
positive integer K there exists k > K such that a
k
= o, then the set S of terms of {a
n
}
n
is a finite set.
5. Suppose S = { 3,
5
2
,
15
4
,
10
3
} is the set of terms of the sequence {a
n
}
n
. Construct the set
D = { | a
i
a
j
| : a
i
a
j
} = {d : d is the distance between distinct terms of the sequence {a
n
}
n
}.
(D should consist of 6 different positive numbers.)
(a) What is the minimum of D ? Does a set D constructed in this way from a sequence with a finite
number of distinct terms always have a minimum? Convince a classmate.
(b) Does a set D constructed in this way from an arbitrary sequence (which may have an infinite number
of distinct terms) always have a minimum? Does it ever have a minimum? What if the sequence
converges? Convince a classmate.
6. Prove the following results.
(a) PROPOSITION: If {a
n
}
n
is a Cauchy sequence and S = { 3 ,
5
2
,
15
4
,
10
3
} is the set of terms of
{a
n
}
n
, then {a
n
}
n
is eventually constant.
(b) If {a
n
}
n
is a Cauchy sequence and the set S of terms of {a
n
}
n
is finite, then {a
n
}
n
is eventually
constant.
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
80

ACCUMULATION POINTS
Think about what a proof of convergence of Cauchy sequences with an infinite number of distinct terms
would require. The proof might begin like this:
Suppose { a
n
}
n
is a Cauchy sequence and the set S = {a
n
| n a positive integer} is infinite. We'll prove
that { a
n
}
n
converges by showing there exists a real number A such that for every c > 0 there exists a
positive integer N such that for every n > N we have | a
n
A | < c.
The first (and hardest) problem is establishing the existence of a number A which is a candidate to be the
limit. We can't expect to "serve up" a specific A. We must give a blueprint for building A from the materials
at hand -- from the set S of terms of the sequence {a
n
}
n
. Intuition suggests that the terms of {a
n
}
n
will "pile
up" around any number which might be the limit of the sequence, so we might hope to build A as the "pile up"
point of the set of terms of the sequence. We need to make this intuitive idea of the elements of a set "piling
up" or "accumulating" around some number more precise.
DEFINITION Suppose that S is a set of real numbers. We say that a number o is a strong accumulation
point of S to mean that for every c > 0 there exists an infinite number of members s of S such that
| s o | < c.
A less demanding mathematician might ask less of an accumulation point and formulate the following
DEFINITION Suppose that S is a set of real numbers. We say that a number o is a weak accumulation point
of S to mean that for every c > 0 there exists a member s of S such that 0 < | s o | < c.
PROPOSITION Suppose that S is a set of real numbers and o is a number. The number o is a strong
accumulation point of S if and only if o is a weak accumulation point of S.
Proof: (Remember, an "if and only if" assertion is a combination of two assertions that usually must be proven
separately.)
First note that if o is a strong accumulation point of S then o is obviously a weak accumulation point of S.
[If this is not obvious to you, write a complete proof that begins with "set the stage" and "plan" paragraphs.]
Next prove that if o is a weak accumulation point of S, then o is a strong accumulation point of S. We
will argue contrapositively and prove that if o is not a strong accumulation point of S then o is not a weak
accumulation point of S.
Suppose o is not a strong accumulation point of S. We will prove that o is not a weak accumulation
point of S by showing that there exists c > 0 such that for every member s of S\{o} | s o | c.
Since o is not a strong accumulation point of S, there exists q > 0 such that there are only a finite
number of members of S such that | s o | < q. Choose such an q. [We use q instead of c to avoid
confusion with c in the next sentence.] If there are no members of S other than o such that | s o | < q, set
c = q. If there are members of S other than o such that | s o | < q, denote these members of S as
s
1
, s
2
, , s
n
. (Keep in mind that there is only a finite number of such members of S and none of them are
equal to o.) Now, set
c = min[ q, | s
1
o | , | s
2
o | , , | s
n
o | ].
Then, c > 0 and for every member s of S different from o, | s o | c. QED
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
81
Because there is no logical difference between the two kinds of accumulation points we defined, we will
drop the adjectives weak and strong and simply refer to accumulation points. Even though there is no logical
difference between weak and strong characterizations of accumulation points, there is a psychological
difference. If you were faced with the challenge of proving that a number is an accumulation point of a set of
real numbers, which characterization would you prefer to use? Probably weak accumulation point. If you were
going to use the fact that a certain number is an accumulation point of a set of real numbers to prove something
else, which characterization would you prefer? Probably strong accumulation point.
EXERCISES
1. Prove that if a set S of real numbers has an accumulation point, then S is not the empty set.
2. Prove that if a set S of real numbers has an accumulation point, then S is an infinite set (i.e. has an
infinite number of members).
3. Prove the following result.
Proposition: Suppose S is a set of real numbers, o is a real number, A = { x e S | x < o } and
B = { x e S | x > o }. If o is an accumulation point of S, then o is either an accumulation point of A
or of B (or both).
The conjectures in problems 4 - 8 involve limits of sequences, accumulation points, and bounds of sets of real
numbers. Remember, sets have accumulation points but sequences do not. However, the set of terms of a
sequence can have accumulation points.
(a) Prove or disprove each conjecture.
(b) Formulate and investigate similar conjectures that you form by making simple, reasonable changes in the
hypotheses and conclusions of these conjectures.
4. If a sequence {a
n
}
n
converges to a number A, then A is an accumulation point of the set S of terms of
the sequence.
5. If a number A is an accumulation point of the set S of terms of the sequence {a
n
}
n
, then {a
n
}
n

converges to A .
6. If a number A is the only accumulation point of the set S of terms of the sequence {a
n
}
n
, then {a
n
}
n

converges to A .
7. If a sequence {a
n
}
n
is bounded, then the set S of terms of the sequence has an accumulation point.
8. If a set S of real numbers is bounded above, then S has an accumulation point.
9. Prove the following result which relates the limits of certain sequences with accumulation points.
PROPOSITION: Suppose {a
n
}
n
converges to A. If for every N there exists n > N such that a
n
A,
then A is an accumulation point of the set S of terms of the sequence.
10. This proposition relating the least upper bound of a set of numbers with accumulation points of the set will
be used to prove the Extreme Value Theorem. Prove this result.
PROPOSITION: Suppose S is a nonempty set of real numbers and is bounded above. If x = lub(S),
then either x is in S or x is an accumulation point of S.
(My favorite approach is to exploit the language and restate the proposition so the conclusion does not
involve "or". I can think of several ways to do this. The different restatements lead to different proofs.)
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
82

To avoid an empty set fallacy and successfully carry out the proof that we planned in the paragraphs that
began this discussion of accumulation points, we must know that the set of terms of a Cauchy sequence which
has an infinite number of distinct terms has an accumulation point. (Remember, we want to use this
accumulation point as the limit of the sequence.) The following theorem, which is equivalent to completeness
of the real numbers, provides the tool we need to be sure that the accumulation point we believe should exist
really does.
THE BOLZANO-WEIERSTRASS THEOREM: Every bounded infinite set of real numbers has at least one
accumulation point.
PROOF Suppose S is a bounded infinite set of real numbers.
We will prove that there exists a number o which is an accumulation point of S by constructing the
number o as the common limit of two monotone sequences and then showing that the number constructed is
an accumulation point of the set S.
Since S is bounded, S is bounded below and bounded above. Choose a
1
to be a lower bound for S and
b
1
to be an upper bound for S. Now set c
1
=

a
1
+b
1
2
. Since S is infinite, either the interval [ a
1
, c
1
] or the
interval [ c
1
, b
1
] (or both) contains an infinite number of elements of S. If [ a
1
, c
1
] contains an infinite
number of elements of S, set a
2
= a
1
and b
2
= c
1
. If not, set a
2
= c
1
and b
2
= b
1
. Then [ a
2
, b
2
] contains
an infinite number of elements of S, a
1
a
2
< b
2
b
1
, and b
2
a
2
=

b
1
a
1
2
. Now, set c
2
=

a
2
+b
2
2
. Since
[ a
2
, b
2
] contains an infinite number of elements of S, either the interval [ a
2
, c
2
] or the interval [ c
2
, b
2
]
(or both) contains an infinite number of elements of S. If [ a
2
, c
2
] contains an infinite number of elements of
S, set a
3
= a
2
and b
3
= c
2
. If not, set a
3
= c
2
and b
3
= b
2
. Then [ a
3
, b
3
] contains an infinite number of
elements of S, a
2
a
3
< b
3
b
2
, and b
3
a
3
=

b
2
a
2
2
=

b
1
a
1
4
. Continue in this way. Having
constructed a
1
, a
2
, , a
k
and b
1
, b
2
, , b
k
construct a
k+1
and b
k+1
like this. Set c
k
=

a
k
+b
k
2
. Since
[ a
k
, b
k
] contains an infinite number of elements of S, either the interval [ a
k
, c
k
] or the interval [ c
k
, b
k
]
(or both) contains an infinite number of elements of S. If [ a
k
, c
k
] contains an infinite number of elements of
S, set a
k+1
= a
k
and b
k+1
= c
k
. If not, set a
k+1
= c
k
and b
k+1
= b
k
.
In this way, we define two sequences { a
n
}
n
and { b
n
}
n
which have the following properties:
(i) for every n, a
n
< b
n
,
(ii) { a
n
}
n
is increasing and { b
n
}
n
is decreasing, and
(iii) for every n, b
n
a
n
=

b
1
a
1
2
n1
.
The sequences { a
n
}
n
and { b
n
}
n
are bounded and monotone so, by the Monotone Convergence Theorem,
they converge to numbers o and |. Choose such numbers o and |. By the Sum Theorem, { b
n
a
n
}
n

converges to | o. Since we also have that { b
n
a
n
}
n
= {

b
1
a
1
2
n1
}
n
, { b
n
a
n
}
n
also converges to 0.
By the Uniqueness Theorem, | o = 0 so o = |.
We will prove that o is an accumulation point of S by showing that for every c > 0 there are an infinite
number of elements s of S such that | s o | < c.
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
83
Consider c > 0, arbitrary. Since { a
n
}
n
converge to o, there exists a positive integer N
1
such that for
every n > N
1
, | a
n
o | = o a
n
< c . Choose such an N
1
. Since { b
n
}
n
converge to o, there exists a
positive integer N
2
such that for every n > N
2
, | b
n
o| = b
n
o < c . Choose such an N
2
.
Set N = max[N
1
, N
2
]. Since N + 1 > N,
o c < a
N+1
< b
N+1
< o + c
so the interval [ a
N+1
, b
N+1
] is contained in the interval ( o c, o + c ). The interval [ a
N+1
, b
N+1
] was
constructed so that it contains an infinite number of elements of the set S. Consequently, there is an infinite
number of elements s of the set S in the interval ( o c, o + c ) or, to say it another way, there is an infinite
number of elements s of the set S such that | s o | < c. It follows that o is an accumulation point of S.
QED
EXERCISES
1. Prove or disprove the following conjecture.
If a set S of real numbers does not have any accumulation points, then S is either finite or unbounded.
2. Prove or disprove the following conjecture.
If a sequence {a
n
}
n
is bounded and the set S of terms of {a
n
}
n
has the number L as its only
accumulation point, then {a
n
}
n
converges to L.
3. The following conjecture is false.
(a) Disprove the conjecture.
(b) Find the error in the purported proof.
Conjecture If {a
n
}
n
is bounded and its set of terms is infinite, then {a
n
}
n
converges.
Purported Proof: The set S of terms of {a
n
}
n
is bounded and infinite. Hence, by the Bolzano-
Weierstrass Theorem, S has an accumulation point. Choose an accumulation point of S as A.
Consider c > 0 arbitrary.
Since A is an accumulation point of the set S of terms of {a
n
}
n
, there is an infinite number of
members of S, and hence an infinite number of terms a
k
of {a
n
}
n
, such that |a
k
A| < c. Hence,
there are an infinite number of positive integers k such that | a
k
A | < c. Choose a positive integer k
as N. Then | a
N
A | < c.
Consider n > N, arbitrary.
Since there is an infinite number of terms a
k
of {a
n
}
n
such that | a
k
A | < c and a
N
is one of
those terms, there is an infinite number of positive integers n greater than N such that |a
n
A| < c.
Since n > N, it follows that | a
n
A | < c. QED
BOUNDEDNESS OF CAUCHY SEQUENCES
In order to apply the Bolzano-Weierstrass Theorem and infer the existence of an accumulation point that can
serve as the limit of a Cauchy sequence, we must know that the set of terms of a Cauchy sequence is bounded.
THEOREM: If {a
n
}
n
is a Cauchy sequence of real numbers, then {a
n
}
n
is bounded.
PROOF: Suppose {a
n
}
n
is a Cauchy sequence.
We will prove that the sequence {a
n
}
n
is bounded by showing that there exists a number B such that for
every positive integer k, | a
k
| < B.
From the definition of Cauchy sequence (used with c = 1), there exists a positive integer N such that for
every n, m > N we have | a
n
a
m
| < 1. Choose such an N. Set
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
84

B = max {1 + | a
N+1
|, | a
1
|, | a
2
|, | a
3
|, , | a
N
| }.
Consider positive integer k arbitrary.
Either k N or k > N. In the case k N, | a
k
| is one of the numbers used to specify B, so
| a
k
| max { 1 + | a
N+1
|, | a
1
|, | a
2
|, | a
3
|, , | a
k
|, , | a
N
| } = B.
In the case k > N, both k > N and N + 1 > N, so, from the selection of N, we have that | a
k
a
N+1
| < 1.
Consequently, from the triangle inequality for absolute values,
| a
k
| | a
k
a
N+1
+ a
N+1
| | a
k
a
N+1
| + | a
N+1
| < 1 + | a
N+1
| .
Now 1 + | a
N+1
| is one of the numbers used to specify B, so again
| a
k
| < 1 + | a
N+1
| max { 1 + | a
N+1
|, | a
1
|, | a
2
|, | a
3
|, , | a
k
|, , | a
N
| } = B.
Thus, regardless of the size of k, | a
k
| B.
The conclusion follows.
EXERCISES
1. The Boundedness Theorem for Cauchy Sequences is similar to the Boundedness Theorem for Convergent
Sequences. It could be proved as a consequence of preliminary results (lemmas) just as the Boundedness
Theorem for Convergent Sequences was.
(a) Formulate and prove those lemmas.
(b) Then use the lemmas from (a) to give a proof of the Boundedness Theorem for Cauchy Sequences that
is less technically complicated than the one above.
2. Prove the Boundedness Theorem for Convergent Sequences by an argument similar to the proof of the
Boundedness Theorem for Cauchy Sequences given above (without relying on a preliminary lemmas).
3. Prove the Boundedness Theorem for Cauchy Sequences by a contrapositive argument.
CONVERGENCE OF CAUCHY SEQUENCES WHICH HAVE
AN INFINITE NUMBER OF DISTINCT TERMS
THEOREM: If {a
n
}
n
is a Cauchy sequence and the set S of terms of the sequence is infinite, then
{a
n
}
n
converges.
PROOF: Suppose that {a
n
}
n
is a Cauchy sequence and the set S of terms of the sequence is infinite.
We will prove that the sequence {a
n
}
n
converges by showing that there exists a number A such that for
every c > 0 there exists a positive integer N such that for every n > N we have | a
n
A | < c.
Since, by a previously established theorem, every Cauchy sequence is bounded, the set S of terms of the
sequence is bounded. By hypothesis, S is infinite. By the Bolzano-Weierstrass Theorem, the bounded, infinite
set S has at least one accumulation point. Choose an accumulation point of S as A.
Consider c > 0, arbitrary.
Since {a
n
}
n
is a Cauchy sequence, there exists a positive integer N such that for all n, m > N we have
| a
n
a
m
| <
c
2
. Choose such a positive integer N.
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
85
Consider an arbitrary positive integer n > N.
Since A is an accumulation point of S, there is an infinite number of members of S, and hence an infinite
number of terms a
m
of the sequence {a
n
}
n
, such that | a
m
A | <
c
2
. Thus, there exists m > N such that
| a
m
A | <
c
2
. Choose such an m. Since n > N and m > N, we have | a
n
a
m
| <
c
2
.
It follows that
| a
n
A | = | a
n
a
m
+ a
m
A | | a
n
a
m
| + | a
m
A | <
c
2
+
c
2
c.
The conclusion follows.
EXERCISES
1. (a) Where does the reasoning involved in this proof that a Cauchy sequence with an infinite number of
distinct terms converges fail when the sequence has only a finite number of distinct terms?
(b) Conversely, where does the reasoning involved in the proof that Cauchy sequences that have a finite
set of terms converges fail when the sequence has an infinite number of distinct terms?
2. (a) The Bolzano-Weierstrass Theorem guarantees the existence of at least one accumulation point. Many
infinite sets have more than one accumulation point. Give examples of sets of real numbers that have
more than one accumulation point.
(b) In the proof that a Cauchy sequence with an infinite number of distinct terms converges, what if the set
of terms of the sequence has more than one accumulation point? (Formulate and prove a proposition
that addresses this situation.)
SEQUENTIAL CHARACTERIZATION OF ACCUMULATION POINTS
Sequences are our best tool for studying limiting processes. To make effective use of this tool, we need
connections between sequences and other ideas related to limiting processes. The following result characterizes
accumulation points in terms of sequences. Inductive construction, illustrated for the first time in the proof of
the Bolzano-Weierstrass Theorem and used again here, is an important and much-used technique for
establishing the existence of a sequence having specific properties. This result is important, but the technique
of inductive construction illustrated in its proof may be even more important.
DEFINITION: Let A and B denote two sets of real numbers. By the difference of A and B, denoted A\ B,
we mean the set of all numbers that are members of A but not members of B.
Thus, when E is a set of real numbers and x
o
is a number (that might or might not be a member of E), we
write E \ { x
o
} to mean all members of E different from x
o
. When x
o
is not a member of E, the sets E and
E \ { x
o
} are identical.
THEOREM: Suppose E is a set of real numbers. A number x
o
is an accumulation point of E if and only if
there exists a sequence { x
n
}
n
of members of E, each distinct from x
o
such that { x
n
}
n
converges to x
o
.
PROOF: Suppose E is a set of real numbers.
First, we will prove that if there exists a sequence { x
n
}
n
from the set E \ { x
o
} that converges to x
o
,
then x
o
is an accumulation point of E.
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
86

Suppose there exists a sequence { x
n
}
n
from E \ { x
o
} that converges to x
o
. Choose such a sequence
{ x
n
}
n
.
We will prove that x
o
is an accumulation point of E by showing that for every c > 0 there exists a
member x of E, distinct from x
o
, such that | x x
o
| < c.
Consider c > 0, arbitrary.
Since { x
n
}
n
converges to x
o
, there exists a positive integer N such that for every n > N,
| x
n
x
o
| < c. Choose such an N. Set x = x
N+1
. Since the terms of { x
n
}
n
are members of E distinct
from x
o
and x
N+1
is a term of the sequence, x is distinct from x
o
. Now, N + 1 > N, so, from the selection
of N,
0 < | x x
o
| = | x
N+1
x
o
| < c.
It follows that x
o
is an accumulation point of E.
Second, we prove that if x
o
is an accumulation point of E then there exists a sequence { x
n
}
n
of
members of E, each distinct from x
o
, that converges to x
o
.
Suppose x
o
is an accumulation point of E.
We will prove there exists a sequence { x
n
}
n
of members of E, each distinct from x
o
, that converges to
x
o
by giving an inductive construction of such a sequence.
Since x
o
is an accumulation point of E, there exists a member x of E, distinct from x
o
, such that
| x x
o
| < 1. Choose such a member of E as x
1
. Since x
o
is an accumulation point of E, there exists a
member x of E, distinct from x
o
, such that | x x
o
| <
1
2
. Choose such a member of E as x
2
. Continue in
this way. After x
1
, x
2
, , x
n
have been chosen, choose x
n+1
from the members of E different from x
o

so that | x
n+1
x
o
| <

1
n +1
. In this way we obtain a sequence { x
n
}
n
of members of E distinct from x
o
.
We'll prove that { x
n
}
n
converges to x
o
by showing that for every c > 0 there exists a positive integer
N such that for every n > N we have | x
n
x
o
| < c.
Consider c > 0, arbitrary.
Choose positive integer N >
1
c
.
Consider n > N, arbitrary.
From the construction of the sequence { x
n
}
n
it follows that
| x
n
x
o
| <

1
n
<

1
N
< c .
Thus { x
n
}
n
converges to x
o
.
QED
Chapter 6 Cauchy Sequences
Patterns of Proof in Analysis
87
EXERCISES
1. Prove the following stronger version of the second part of the theorem by modifying the inductive
construction of the sequence { x
n
}
n
in the proof above.
THEOREM: Suppose E is a set of real numbers. If x
o
is an accumulation point of E then there exists a
sequence {x
n
}
n
of members of E \ {x
o
}, each distinct from every other, such that { x
n
}
n
converges to x
o
.
2. Prove the following result.
THEOREM: Suppose E is a set of real numbers. If x
o
is an accumulation point of a set E then there
exists a sequence {x
n
}
n
of members of E \ {x
o
} such that { x
n
}
n
converges to x
o
and for every n
| x
n+1
x
o
| < | x
n
x
o
| .
3. Prove or disprove the following conjecture.
CONJECTURE: Suppose x
o
is an accumulation point and also the greatest lower bound of a set E of real
numbers. If { x
n
}
n
is a strictly decreasing sequence of members of E, then { x
n
}
n
converges to x
o
.