Distance functions allow us to talk concretely about limits and convergence
of sequences.
Definition 1
Let
be a metric space and
be
a sequence of elements in
. We say that
converges to
if and only if for every
there
is an
such that
for all
. In this case
we say that
is the
limit of
.
Definition 2
A sequence
is said to be a
Cauchy sequence if for any
there is an
such that
for every
.
It can be shown that any convergent sequence is a Cauchy sequence. However, it is possible for a Cauchy sequence to not be convergent!
Suppose that
, i.e., the open interval from 0 to 2 on the real line, and let
. Consider the sequence defined by
.
is Cauchy since for any
we can set
such that
, so that
. However,
, but
, i.e., the sequence converges to something that lives outside of our space.
Suppose that
(the set of continuous functions defined on
) and let
denote the
metric. Consider the sequence of functions defined by
For
we have that
This goes to 0 for
sufficiently large. Thus, the sequence
is Cauchy, but it converges to a discontinuous
function, and thus it is not convergent in
.
Definition 3
A metric space
is
complete if every Cauchy sequence in
is convergent in
.
is complete.
is not complete, but one can check that
is complete. (This space works because using
, the above example is no longer Cauchy.)