1.2 Limit

Definition 1.2.1 A set ERm is bounded if there exists M>0 such that for any xE, xM.

Definition 1.2.2 Bounded and Convergent.

1.

A sequence {xn}n1 is bounded if there exists M>0 such that for any nN+, xnM.

2.

{xn}n1 is convergent if there exists x0Rm such that for any ϵ>0, there exists Nϵ such that for any n>Nϵ, xnx0<ϵ, marked as x0=limn+xn.

3.

{xn}n1 is a Cauchy sequence if for any ϵ>0, there exists Nϵ such that for any p,q>Nϵ, xpxq<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)|xnM, so {xn} is bounded {xk(n)} is bounded for any k. Also xni=1m|xi(n)|, |xk(n)xk(0)|xnx0i=1m|xi(n)xi(0)|. So xnx0 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 xRm, 1CxxCx.

Proof Right-handed side. x=i=1mxiei, so x|x1|e1+...+|xm|emxn(e1+...+em+1)=Cxn

Left-handed side is proved by contradiction. Assuming that for any C>1, there exists xRm such that 1Cx>x. For any nN+, there exists xn such that x>nx0. Let yn=xnxn, then for any n, yn=1 and yn=xnxn<1n. yn=1 means {yn} is bounded under , so it has convergent subsequence {ynk}. When k+, ynky00. y0ynky0+ynky011=ynkynky0+y0y01y0ynky0+ynkCynky0+1nky0=0y0=0

They are contradicted.

Definition 1.2.5 A set ERm is a closed set if {xn}E,limn+xn=x0x0E.

Theorem 1.2.6 ERm 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=x0E.

Necessity. Prove it is bounded first by contradiction. Assuming E is unbounded, meaning for any n1, there exists xnE such that xn>n. According to the precondition, {xn} has a convergent subsequence {xnk} and xnk>nkk. 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=x0E. So if {xn} is convergent, limn+xn=x0E. So E is closed.