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A Cauchy sequence in a metric space with a convergent subsequence converges to that subsequence’s limit

Statement

Let (X,d)(X,d) be a metric space (Metric space: d(x,y)=0d(x,y) = 0 iff x=yx = y, symmetry, and the triangle inequality; pseudometric and ultrametric), let (xk)(x_k) be a Cauchy sequence in XX (Cauchy sequence in a metric space), and suppose some subsequence (xnj)(x_{n_j}) converges to pXp \in X, that is pp is a subsequential limit of (xk)(x_k) in (X,d)(X,d) (Convergence of a sequence in a metric space: xkxx_k \to x iff d(xk,x)0d(x_k, x) \to 0 in R\mathbb{R}, Subsequential limit of a real sequence, and the subsequential limit set). Then the whole sequence converges to pp.

In particular a Cauchy sequence has at most one subsequential limit, and it has one exactly when it converges.

Facts & Assumptions

Given: A metric space (X,d)(X,d), a Cauchy sequence (xk)(x_k) in XX, a strictly increasing n:NNn : \mathbb{N} \to \mathbb{N}, a point pXp \in X with xnjpx_{n_j} \to p, and a real ε>0\varepsilon > 0.

[A1]

Cauchyness: for every real η>0\eta > 0 there is K1K_1 with d(xm,xl)<ηd(x_m,x_l) < \eta for all m,lK1m,l \ge K_1 (Cauchy sequence in a metric space, The rationals embed densely in the reals).

[A2]

Metric convergence: a sequence (yj)(y_j) converges to pp if and only if for every real η>0\eta > 0 there is KK such that d(yj,p)<ηd(y_j,p) < \eta for all jKj \ge K. Applied to yj=xnjy_j = x_{n_j}, the subsequence hypothesis gives K2K_2 with d(xnj,p)<ηd(x_{n_j},p) < \eta for all jK2j \ge K_2 (Convergence of a sequence in a metric space: xkxx_k \to x iff d(xk,x)0d(x_k, x) \to 0 in R\mathbb{R}, The rationals embed densely in the reals).

[L1]

A strictly increasing index map satisfies njjn_j \ge j for every jj (A strictly increasing index map satisfies nkkn_k \ge k).

[L3]

Two naturals have a maximum, which is one of them and is at least each of them (Every nonempty finite set of reals has a maximum and a minimum, Maximum and minimum of a set).

Proof

technique · direct
1.1

Apply [A1] with η=ε/2\eta = \varepsilon/2 to get K1K_1 with d(xm,xl)<ε/2d(x_m,x_l) < \varepsilon/2 for all m,lK1m,l \ge K_1, and [A2] with η=ε/2\eta = \varepsilon/2 to get K2K_2 with d(xnj,p)<ε/2d(x_{n_j},p) < \varepsilon/2 for all jK2j \ge K_2.

A1A2algebra
1.2

Put K:=max{K1,K2}K := \max\{K_1, K_2\}, so KK1K \ge K_1 and KK2K \ge K_2.

L3choose
2.1

The index nKn_K satisfies nKKK1n_K \ge K \ge K_1, and KK2K \ge K_2, so d(xnK,p)<ε/2d(x_{n_K}, p) < \varepsilon/2.

step 1.1step 1.2L1
3.1

Let kKk \ge K. Then kK1k \ge K_1 and nKK1n_K \ge K_1, so d(xk,xnK)<ε/2d(x_k, x_{n_K}) < \varepsilon/2, and therefore d(xk,p)d(xk,xnK)+d(xnK,p)<ε/2+ε/2=εd(x_k,p) \le d(x_k, x_{n_K}) + d(x_{n_K}, p) < \varepsilon/2 + \varepsilon/2 = \varepsilon.

step 1.1step 1.2step 2.1L1L2algebra
4.1

Since ε>0\varepsilon > 0 was an arbitrary real, xkpx_k \to p in (X,d)(X,d).

step 3.1A2

Remarks

  • Where njjn_j \ge j is used. In step 2.1, and quoted again in step 3.1, and both places matter: it puts the single chosen subsequence term xnKx_{n_K} beyond the Cauchy index K1K_1, and it is what lets one index KK control the subsequence and the sequence at once. Without it the subsequence could in principle look only at small indices, and the Cauchy hypothesis would never be reached.
  • Only one term of the subsequence is used. The proof does not pass to the limit along the subsequence; it fixes the single index nKn_K and routes every later term of the whole sequence through it. That is why no further hypothesis on the subsequence is needed.
  • This is the lemma that turns compactness into completeness. A space in which every sequence has a convergent subsequence is complete (Complete metric space: every Cauchy sequence converges in the space) by this lemma alone, applied to a Cauchy sequence. The converse is false, not merely harder: R\mathbb{R} is complete (R\mathbb{R} and Rn\mathbb{R}^n for n1n \ge 1 with the Euclidean metric are complete, componentwise from the Cauchy criterion in R\mathbb{R}) and the sequence xk=kx_k = k has no convergent subsequence, its terms being at pairwise distance at least 11 so that no subsequence is Cauchy. What does hold is that a complete space in which every sequence has a convergent subsequence is exactly a complete and totally bounded one, and total boundedness is a later page of this library.

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