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Nested intervals plus the Archimedean property imply Bolzano-Weierstrass, by repeated bisection

Statement

Let FF be an ordered field that is Archimedean (Archimedean ordered field) and has the nested interval property (NIP) of The five completeness properties of an ordered field: least upper bound, monotone convergence, nested intervals, Bolzano-Weierstrass, and Cauchy completeness. Then FF has the Bolzano-Weierstrass property (BW): every bounded sequence in FF has a subsequence converging in FF.

Say that a set ENE \subseteq \mathbb{N} is cofinal when for every KNK \in \mathbb{N} there is kKk \ge K with kEk \in E. The construction below bisects a bracketing interval, keeping at each stage a half that the sequence visits cofinally often, and reads the limit off (NIP).

Facts & Assumptions

Given: An Archimedean ordered field FF with (NIP), and a bounded sequence (xk)(x_k) in FF, so that xkM0|x_k| \le M_0 for every kk and some M0FM_0 \in F.

[L2]

Sequences in an ordered field: boundedness, [a,b]F={xF:axb}[a,b]_F = \{x \in F : a \le x \le b\} for aba \le b, nesting, lengths tending to 00 in FF, convergence in FF, and subsequences along a strictly increasing index map (Sequences, convergence, Cauchyness, monotonicity, boundedness and closed intervals in an arbitrary ordered field).

[L3]

Archimedean property: for every xFx \in F there is a natural number nn with x<n1Fx < n \cdot 1_F (Archimedean ordered field); and the canonical naturals satisfy n1F>0n \cdot 1_F > 0 for n1n \ge 1 and n1Fm1Fn \cdot 1_F \le m \cdot 1_F whenever nmn \le m (Canonical naturals are positive and strictly increasing).

[L4]

Recursion theorem (The recursion theorem).

[L5]

Well-ordering principle: every nonempty subset of N\mathbb{N} has a least element (The well-ordering principle).

[L6]

Consecutive comparisons suffice for strict increase: if nj<nj+1n_j < n_{j+1} for every jj then nn is strictly increasing (A strictly increasing index map satisfies nkkn_k \ge k).

[L7]

Powers and Bernoulli: a0=1a^0 = 1 and an+1=anaa^{n+1} = a^n a (Integer powers ama^m); and (1F+x)n1F+nx(1_F + x)^n \ge 1_F + n \cdot x for x1Fx \ge -1_F (Bernoulli's inequality (1+x)n1+nx(1+x)^n \ge 1 + nx).

[L8]

Order arithmetic: 0<1F0 < 1_F (The multiplicative identity is positive); adding a constant preserves the strict order and strict inequalities add (Order is preserved by adding a constant and by adding inequalities), the nonstrict forms following with the equality cases; a>0a > 0 gives a1>0a^{-1} > 0, and 0<a<b0 < a < b gives 0<b1<a10 < b^{-1} < a^{-1} (Inverses of positives are positive, and reciprocation reverses order); the order is total and transitive and sums and products of positives are positive (Ordered field).

[L9]

Absolute value: u0|u| \ge 0, and u|u| equals uu or u-u, so uc|u| \le c whenever both ucu \le c and uc-u \le c (Basic properties of the absolute value).

[L10]

Induction principle (The principle of mathematical induction) and totality of the order on N\mathbb{N} (\le is a linear order on N\mathbb{N}).

Proof

technique · constructive
1.1

Since M0x00M_0 \ge |x_0| \ge 0, the element M:=M0+1FM := M_0 + 1_F satisfies M>0M > 0 and xkM0<M|x_k| \le M_0 < M for every kk, so MxkM-M \le x_k \le M and xk[M,M]Fx_k \in [-M, M]_F for every kk.

L2L8L9construct
1.2

Writing m(a,b):=(a+b)(21F)1m(a,b) := (a + b) \cdot (2 \cdot 1_F)^{-1}, define f:F×FF×Ff : F \times F \to F \times F by f(a,b):=(a,m(a,b))f(a,b) := (a, m(a,b)) when aba \le b and the set of kk with xk[a,m(a,b)]Fx_k \in [a, m(a,b)]_F is cofinal, and f(a,b):=(m(a,b),b)f(a,b) := (m(a,b), b) otherwise; the recursion theorem applied to F×FF \times F, the element (M,M)(-M, M) and ff gives a unique g:NF×Fg : \mathbb{N} \to F \times F with g(0)=(M,M)g(0) = (-M, M) and g(n+1)=f(g(n))g(n+1) = f(g(n)), and we write g(n)=(an,bn)g(n) = (a_n, b_n) and In:=[an,bn]FI_n := [a_n, b_n]_F.

L4L8construct
2.1

By induction on nn, all of the following hold: anbna_n \le b_n; bnan=2M((21F)n)1b_n - a_n = 2M \cdot ((2 \cdot 1_F)^n)^{-1}; In+1InI_{n+1} \subseteq I_n; and the set En:={k:xkIn}E_n := \{\, k : x_k \in I_n \,\} is cofinal. For n=0n = 0 this is step 1.1 together with b0a0=2Mb_0 - a_0 = 2M and (21F)0=1F(2 \cdot 1_F)^0 = 1_F. For the step, put m:=m(an,bn)m := m(a_n,b_n), so that anmbna_n \le m \le b_n and man=bnm=(bnan)(21F)1m - a_n = b_n - m = (b_n - a_n) \cdot (2 \cdot 1_F)^{-1}; if the first clause of ff applies then In+1=[an,m]FI_{n+1} = [a_n, m]_F has the four properties by construction, and otherwise there is KK with xk[an,m]Fx_k \notin [a_n, m]_F for all kKk \ge K, so every kKk \ge K in the cofinal set EnE_n has m<xkbnm < x_k \le b_n and hence lies in {k:xk[m,bn]F}\{k : x_k \in [m, b_n]_F\}, which is therefore cofinal as well.

step 1.1step 1.2L2L7L8L9L10
3.1

The lengths bnanb_n - a_n tend to 00 in FF: given ε>0\varepsilon > 0, the element 2Mε12M \varepsilon^{-1} is positive, so [L3] supplies n1n \ge 1 with 2Mε1<n1F2M\varepsilon^{-1} < n \cdot 1_F, and then for every pnp \ge n Bernoulli at x=1Fx = 1_F gives (21F)p1F+p1F>p1Fn1F>2Mε1>0(2 \cdot 1_F)^p \ge 1_F + p \cdot 1_F > p \cdot 1_F \ge n \cdot 1_F > 2M\varepsilon^{-1} > 0, whence ((21F)p)1<ε(2M)1((2 \cdot 1_F)^p)^{-1} < \varepsilon (2M)^{-1} and bpap=2M((21F)p)1<εb_p - a_p = 2M \cdot ((2 \cdot 1_F)^p)^{-1} < \varepsilon.

step 2.1L3L7L8
3.2

Since each EjE_j is cofinal, for every jj and every nn the set {kN:k>n and xkIj+1}\{\, k \in \mathbb{N} : k > n \text{ and } x_k \in I_{j+1} \,\} is nonempty and so has a least element; the recursion theorem applied to N×N\mathbb{N} \times \mathbb{N}, the element (0,0)(0,0) and the map sending (j,n)(j,n) to (j+1,min{k:k>n, xkIj+1})(j+1, \min\{k : k > n, \ x_k \in I_{j+1}\}) therefore yields indices n0=0n_0 = 0 and nj+1=min{k:k>nj, xkIj+1}n_{j+1} = \min\{k : k > n_j, \ x_k \in I_{j+1}\}.

step 2.1L4L5construct
4.1

The sequence (In)(I_n) is nested with lengths tending to 00, so (NIP) supplies an element cc lying in InI_n for every nn.

step 2.1step 3.1L1L2
4.2

Since nj<nj+1n_{j} < n_{j+1} for every jj, the map jnjj \mapsto n_j is strictly increasing and (xnj)(x_{n_j}) is a subsequence of (xk)(x_k); moreover xnjIjx_{n_j} \in I_j for every jj, the case j=0j = 0 being x0I0x_0 \in I_0 from step 1.1.

step 3.2L2L6
5.1

For every jj, both xnjx_{n_j} and cc lie in IjI_j, so xnjcbjajx_{n_j} - c \le b_j - a_j and cxnjbjajc - x_{n_j} \le b_j - a_j, whence xnjcbjaj|x_{n_j} - c| \le b_j - a_j.

step 4.1step 4.2L2L8L9
6.1

Given ε>0\varepsilon > 0 in FF, step 3.1 supplies JJ with bjaj<εb_j - a_j < \varepsilon for all jJj \ge J, so xnjc<ε|x_{n_j} - c| < \varepsilon for all jJj \ge J; hence xnjcx_{n_j} \to c in FF.

step 3.1step 5.1L2L8
7.1

An arbitrary bounded sequence in FF has therefore been given a subsequence converging in FF, so FF has (BW).

step 6.1L1discharge-construct

Remarks

  • No choice is used. Both recursions are applications of The recursion theorem to functions defined outright: the bisection rule keeps the left half exactly when that half is visited cofinally often, and the index nj+1n_{j+1} is the least admissible one, supplied by The well-ordering principle rather than chosen.

  • Where each hypothesis enters. (NIP) is used once, at step 4.1. The Archimedean property is used once, at step 3.1, and only to know that the halved lengths get below every positive element of FF. Without it the bisection still runs and still produces nested intervals, but their lengths need not tend to 00 in FF, and (NIP) as stated would not apply.

  • The bracketing interval is widened by 1F1_F in step 1.1 so that M>0M > 0 even when the sequence is identically 00; the argument of step 3.1 divides by 2M2M and would otherwise have to treat that case separately.

Depends on

Used by

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