1.2 Limit

Definition 1.2.1 A set E⊆Rm is bounded if there exists M>0 such that for any x∈E, ∥x∥≤M.

Definition 1.2.2 Bounded and Convergent.

1.

A sequence {xn}n≥1 is bounded if there exists M>0 such that for any n∈N+, ∥xn∥≤M.

2.

{xn}n≥1 is convergent if there exists x0∈Rm such that for any ϵ>0, there exists Nϵ such that for any n>Nϵ, ∥xn−x0∥<ϵ, marked as x0=limn→+∞xn.

3.

{xn}n≥1 is a Cauchy sequence if for any ϵ>0, there exists Nϵ such that for any p,q>Nϵ, ∥xp−xq∥<ϵ.

Theorem 1.2.3 Convergent → bounded, Cauchy ⇔ convergent, bounded sequence has convergent point subsequence.

Note The definition above depends on the norm. Prove the theorem for p=+∞ first.

Proof Mark xn=(x1(n),...,xm(n))∈Rm. |xk(n)|≤∥xn∥∞≤M, so {xn} is bounded ⇔{xk(n)} is bounded for any k. Also ∥xn∥∞≤∑i=1m|xi(n)|, |xk(n)−xk(0)|≤∥xn−x0∥∞≤∑i=1m|xi(n)−xi(0)|. So ∥xn−x0∥∞ could be constrained by m one-dimension sequences. ◻

Theorem 1.2.4 Any norm on Rm is equivalent to ∥⋅∥∞, i.e. there exists C>1 such that for any x∈Rm, 1C∥x∥∞≤∥x∥≤C∥x∥∞.

Proof Right-handed side. x=∑i=1mxiei, so ∥x∥≤|x1|∥e1∥+...+|xm|∥em∥≤∥xn∥∞(∥e1∥+...+∥em∥+1)=C∥xn∥∞

Left-handed side is proved by contradiction. Assuming that for any C>1, there exists x∈Rm such that 1C∥x∥∞>∥x∥. For any n∈N+, there exists xn such that ∥x∥∞>n∥x∥≥0. Let yn=xn∥xn∥∞, then for any n, ∥yn∥∞=1 and ∥yn∥=∥xn∥∥xn∥∞<1n. ∥yn∥∞=1 means {yn} is bounded under ∥⋅∥, so it has convergent subsequence {ynk}. When k→+∞, ∥ynk−y0∥∞→0. ∥y0∥∞≤∥ynk−y0∥∞+∥ynk∥∞→∥y0∥∞≤11=∥ynk∥∞≤∥ynk−y0∥∞+∥y0∥∞→∥y0∥∞≥1∥y0∥≤∥ynk−y0∥+∥ynk∥≤C∥ynk−y0∥∞+1nk→∥y0∥=0→∥y0∥∞=0

They are contradicted. ◻

Definition 1.2.5 A set E⊆Rm is a closed set if {xn}⊆E,limn→+∞xn=x0→x0∈E.

Theorem 1.2.6 E⊆Rm is a bounded closed set (compact set) if and only if every sequence in E has a convergent subsequence in E.

Proof Sufficiency. Assuming E is bounded closed, then for any {xn}⊆ is bounded, so it has convergent subsequence {xnk} and limk→+∞xnk=x0∈E.

Necessity. Prove it is bounded first by contradiction. Assuming E is unbounded, meaning for any n≥1, there exists xn∈E such that ∥xn∥>n. According to the precondition, {xn} has a convergent subsequence {xnk} and ∥xnk∥>nk≥k. So {xnk} is unbounded, contradicted with its convergence. So the assumption is false, E is bounded.

Prove it is closed then. The convergent subsequence {xnk} of {xn} subjects to limk→+∞xnk=x0∈E. So if {xn} is convergent, limn→+∞xn=x0∈E. So E is closed. ◻