Cauchy Sequences.

Definition 0.1. A sequence {pn } in a metric space X is said to be a Cauchy

sequence if for all > 0 there exists an integer N such that d(pn , pm ) < if
n, m N.
Lemma 0.2. Any Cauchy sequence is bounded.
Proof. Let {pn } be a Cauchy sequence in a metric space X. Then by the definition
above for = 1 and m = N ,
d(pn , pN ) < 1,

n N.

Thus all pn s with n N are in the ball of radius 1 around pN . Let r =

max{d(pi , pN ), i = 1, ..., N 1} and let R > max{1, r.} Clearly each pn is included
in the ball of radius R around pN .

Corollary 0.3. Any Cauchy sequence in Rk is in a compact subset of Rk .
Proof. By the lemma, any Cauchy sequence in Rk is bounded and hence contained
in a k-cell, which is compact.

Theorem 0.4. If X is a compact metric space and if {pn } is a Cauchy sequence
in X, then {pn } converges to some p X.
Proof. From Theorem 3.6 page 51 part (a), we know that {pn } has a convergent
subsequence {pnk },
pnk p X.
We show that pn p.
Fix > 0. Since {pn } is Cauchy, there exists N > 0 such that

Also, since pnk

d(pn , pm ) < /2, n, m N.

p, there exists M > 0 such that

d(pnk , p) < /2, k M.

Thus, chosen a K M such that nk N , by the triangle inequality and the
two inequalities above (with m = nk ) we get
d(pn , p) d(pn , pnk ) + d(pnk , p) < /2 + /2 = , n N.
We have shown that for > 0 there exists N > 0 such that d(pn , p) < for
n N , i.e. pn p.

Combining the Corollary and the Theorem above, we obtain the following fact.
Theorem 0.5. In Rk , every Cauchy sequence converges.
Definition 0.6. A metric space in which all Cauchy sequences are convergent is
said to be complete.
By the two theorems above, all compact spaces and all euclidean
spaces are complete.
Proposition 0.7. If pn p then pn is Cauchy.
1

Proof. Fix > 0, then there exists N such that

d(pn , p) < /2,

n N.

Thus, by the triangle inequality and the symmetry of d we have

d(pn , pm ) d(pn , p) + d(p, pm ) = d(pn , p) + d(pm , p) < /2 + /2 = ,
as desired.

n, m N


The viceversa is not true. Cauchy sequences do not have to converge.

Example. Consider (0, +) with the euclidean distance. The sequence {1/n}
does not converge in this space. However since it converges in R it is Cauchy in R
and thus in (0, +).