In mathematics, a Cauchy sequence (French pronunciation: [koʃi]; English: // KOH-shee), named after Augustin-Louis Cauchy, is a sequence whose elements become arbitrarily close to each other as the sequence progresses. More precisely, given any small positive distance, all but a finite number of elements of the sequence are less than that given distance from each other.
It is not sufficient for each term to become arbitrarily close to the preceding term. For instance, in the sequence of square roots of natural numbers:
the consecutive terms become arbitrarily close to each other:
However, with growing values of the index n, the terms an become arbitrarily large, so for any index n and distance d, there exists an index m big enough such that am – an > d. (Actually, any m > (√ + d)2 suffices.) As a result, despite how far one goes, the remaining terms of the sequence never get close to each other, hence the sequence is not Cauchy.
The utility of Cauchy sequences lies in the fact that in a complete metric space (one where all such sequences are known to converge to a limit), the criterion for convergence depends only on the terms of the sequence itself, as opposed to the definition of convergence, which uses the limit value as well as the terms. This is often exploited in algorithms, both theoretical and applied, where an iterative process can be shown relatively easily to produce a Cauchy sequence, consisting of the iterates, thus fulfilling a logical condition, such as termination.
The notions above are not as unfamiliar as they might at first appear. The customary acceptance of the fact that any real number x has a decimal expansion is an implicit acknowledgment that a particular Cauchy sequence of rational numbers (whose terms are the successive truncations of the decimal expansion of x) has the real limit x. In some cases it may be difficult to describe x independently of such a limiting process involving rational numbers.
In real numbersEdit
where the vertical bars denote the absolute value. In a similar way one can define Cauchy sequences of rational or complex numbers. Cauchy formulated such a condition by requiring to be infinitesimal for every pair of infinite m, n.
In a metric spaceEdit
Since the definition of a Cauchy sequence only involves metric concepts, it is straightforward to generalize it to any metric space X. To do so, the absolute value |xm - xn| is replaced by the distance d(xm, xn) (where d denotes a metric) between xm and xn.
Formally, given a metric space (X, d), a sequence
- x1, x2, x3, ...
- d(xm, xn) < ε.
Roughly speaking, the terms of the sequence are getting closer and closer together in a way that suggests that the sequence ought to have a limit in X. Nonetheless, such a limit does not always exist within X.
A metric space (X, d) in which every Cauchy sequence converges to an element of X is called complete.
The real numbers are complete under the metric induced by the usual absolute value, and one of the standard constructions of the real numbers involves Cauchy sequences of rational numbers. In this construction, each equivalence class of Cauchy sequences of rational numbers with a certain tail behavior—that is, each class of sequences that get arbitrarily close to one another— is a real number.
A rather different type of example is afforded by a metric space X which has the discrete metric (where any two distinct points are at distance 1 from each other). Any Cauchy sequence of elements of X must be constant beyond some fixed point, and converges to the eventually repeating term.
Counter-example: rational numbersEdit
The rational numbers Q are not complete (for the usual distance):
There are sequences of rationals that converge (in R) to irrational numbers; these are Cauchy sequences having no limit in Q. In fact, if a real number x is irrational, then the sequence (xn), whose n-th term is the truncation to n decimal places of the decimal expansion of x, gives a Cauchy sequence of rational numbers with irrational limit x. Irrational numbers certainly exist in R, for example:
- The sequence defined by consists of rational numbers (1, 3/2, 17/12,...), which is clear from the definition; however it converges to the irrational square root of two, see Babylonian method of computing square root.
- The sequence of ratios of consecutive Fibonacci numbers which, if it converges at all, converges to a limit satisfying , and no rational number has this property. If one considers this as a sequence of real numbers, however, it converges to the real number , the Golden ratio, which is irrational.
- The values of the exponential, sine and cosine functions, exp(x), sin(x), cos(x), are known to be irrational for any rational value of x≠0, but each can be defined as the limit of a rational Cauchy sequence, using, for instance, the Maclaurin series.
Counter-example: open intervalEdit
The open interval in the set of real numbers with an ordinary distance in R is not a complete space: there is a sequence in it, which is Cauchy (for arbitrarily small distance bound all terms of fit in the interval), however does not converge in — its 'limit', number , does not belong to the space .
- Every convergent sequence (with limit s, say) is a Cauchy sequence, since, given any real number ε > 0, beyond some fixed point, every term of the sequence is within distance ε/2 of s, so any two terms of the sequence are within distance ε of each other.
- In any metric space, a Cauchy sequence xn is bounded (since for some N, all terms of the sequence from the N-th onwards are within distance 1 of each other, and if M is the largest distance between xN and any terms up to the N-th, then no term of the sequence has distance greater than M + 1 from xN).
- In any metric space, a Cauchy sequence which has a convergent subsequence with limit s is itself convergent (with the same limit), since, given any real number r > 0, beyond some fixed point in the original sequence, every term of the subsequence is within distance r/2 of s, and any two terms of the original sequence are within distance r/2 of each other, so every term of the original sequence is within distance r of s.
These last two properties, together with the Bolzano–Weierstrass theorem, yield one standard proof of the completeness of the real numbers, closely related to both the Bolzano–Weierstrass theorem and the Heine–Borel theorem. Every Cauchy sequence of real numbers is bounded, hence by Bolzano-Weierstrass has a convergent subsequence, hence is itself convergent. This proof of the completeness of the real numbers implicitly makes use of the least upper bound axiom. The alternative approach, mentioned above, of constructing the real numbers as the completion of the rational numbers, makes the completeness of the real numbers tautological.
One of the standard illustrations of the advantage of being able to work with Cauchy sequences and make use of completeness is provided by consideration of the summation of an infinite series of real numbers (or, more generally, of elements of any complete normed linear space, or Banach space). Such a series is considered to be convergent if and only if the sequence of partial sums is convergent, where . It is a routine matter to determine whether the sequence of partial sums is Cauchy or not, since for positive integers p > q,
If is a uniformly continuous map between the metric spaces M and N and (xn) is a Cauchy sequence in M, then is a Cauchy sequence in N. If and are two Cauchy sequences in the rational, real or complex numbers, then the sum and the product are also Cauchy sequences.
In topological vector spacesEdit
There is also a concept of Cauchy sequence for a topological vector space : Pick a local base for about 0; then ( ) is a Cauchy sequence if for each member , there is some number such that whenever is an element of . If the topology of is compatible with a translation-invariant metric , the two definitions agree.
In topological groupsEdit
Since the topological vector space definition of Cauchy sequence requires only that there be a continuous "subtraction" operation, it can just as well be stated in the context of a topological group: A sequence in a topological group is a Cauchy sequence if for every open neighbourhood of the identity in there exists some number such that whenever it follows that . As above, it is sufficient to check this for the neighbourhoods in any local base of the identity in .
As in the construction of the completion of a metric space, one can furthermore define the binary relation on Cauchy sequences in that and are equivalent if for every open neighbourhood of the identity in there exists some number such that whenever it follows that . This relation is an equivalence relation: It is reflexive since the sequences are Cauchy sequences. It is symmetric since which by continuity of the inverse is another open neighbourhood of the identity. It is transitive since where and are open neighbourhoods of the identity such that ; such pairs exist by the continuity of the group operation.
There is also a concept of Cauchy sequence in a group : Let be a decreasing sequence of normal subgroups of of finite index. Then a sequence in is said to be Cauchy (w.r.t. ) if and only if for any there is such that .
Technically, this is the same thing as a topological group Cauchy sequence for a particular choice of topology on , namely that for which is a local base.
The set of such Cauchy sequences forms a group (for the componentwise product), and the set of null sequences (s.th. ) is a normal subgroup of . The factor group is called the completion of with respect to .
One can then show that this completion is isomorphic to the inverse limit of the sequence .
An example of this construction, familiar in number theory and algebraic geometry is the construction of the p-adic completion of the integers with respect to a prime p. In this case, G is the integers under addition, and Hr is the additive subgroup consisting of integer multiples of pr.
If is a cofinal sequence (i.e., any normal subgroup of finite index contains some ), then this completion is canonical in the sense that it is isomorphic to the inverse limit of , where varies over all normal subgroups of finite index. For further details, see ch. I.10 in Lang's "Algebra".
In constructive mathematicsEdit
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In constructive mathematics, Cauchy sequences often must be given with a modulus of Cauchy convergence to be useful. If is a Cauchy sequence in the set , then a modulus of Cauchy convergence for the sequence is a function from the set of natural numbers to itself, such that .
Clearly, any sequence with a modulus of Cauchy convergence is a Cauchy sequence. The converse (that every Cauchy sequence has a modulus) follows from the well-ordering property of the natural numbers (let be the smallest possible in the definition of Cauchy sequence, taking to be ). However, this well-ordering property does not hold in constructive mathematics (it is equivalent to the principle of excluded middle). On the other hand, this converse also follows (directly) from the principle of dependent choice (in fact, it will follow from the weaker AC00), which is generally accepted by constructive mathematicians. Thus, moduli of Cauchy convergence are needed directly only by constructive mathematicians who (like Fred Richman) do not wish to use any form of choice.
That said, using a modulus of Cauchy convergence can simplify both definitions and theorems in constructive analysis. Perhaps even more useful are regular Cauchy sequences, sequences with a given modulus of Cauchy convergence (usually or ). Any Cauchy sequence with a modulus of Cauchy convergence is equivalent (in the sense used to form the completion of a metric space) to a regular Cauchy sequence; this can be proved without using any form of the axiom of choice. Regular Cauchy sequences were used by Errett Bishop in his Foundations of Constructive Analysis, but they have also been used by Douglas Bridges in a non-constructive textbook (ISBN 978-0-387-98239-7). However, Bridges also works on mathematical constructivism; the concept has not spread far outside of that milieu.
In a hyperreal continuumEdit
A real sequence has a natural hyperreal extension, defined for hypernatural values H of the index n in addition to the usual natural n. The sequence is Cauchy if and only if for every infinite H and K, the values and are infinitely close, or adequal, i.e.
where "st" is the standard part function.
Cauchy completion of categoriesEdit
Krause (2018) introduced a notion of Cauchy completion of a category. Applied to Q (the category whose objects are rational numbers, and there is a morphism from x to y if and only if x ≤ y), this Cauchy completion yields R (again interpreted as a category using its natural ordering).
- Bourbaki, Nicolas (1972). Commutative Algebra (English translation ed.). Addison-Wesley. ISBN 0-201-00644-8.
- Krause, Henning (2018), Completing perfect complexes: With appendices by Tobias Barthel and Bernhard Keller, arXiv:1805.10751, Bibcode:2018arXiv180510751B
- Lang, Serge (1993), Algebra (Third ed.), Reading, Mass.: Addison-Wesley, ISBN 978-0-201-55540-0, Zbl 0848.13001
- Spivak, Michael (1994). Calculus (3rd ed.). Berkeley, CA: Publish or Perish. ISBN 0-914098-89-6.
- Troelstra, A. S.; D. van Dalen. Constructivism in Mathematics: An Introduction. (for uses in constructive mathematics)