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For n≥1 all norms on Rn are equivalent

Statement

Let n∈N with n≥1. Then any two norms on Rn are equivalent (Equivalent norms, and the dictionary with equivalent metrics, A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).

More precisely, for every norm N on Rn there are reals c>0 and C′>0 with

c ∥x∥2  ≤  N(x)  ≤  C′ ∥x∥2for every x∈Rn,

and the general statement follows because equivalence of norms is an equivalence relation.

Consequently all the metric notions on Rn are norm independent for n≥1: any two norms give the same open sets, the same convergent sequences with the same limits, the same Cauchy sequences and the same uniformly continuous maps (Equivalent norms, and the dictionary with equivalent metrics).

The hypothesis n≥1 is used twice in the proof and both uses are marked: once so that the constant C of The finite and reverse triangle inequalities for a norm; and for n≥1 every norm N on Rn satisfies N(x)≤C∥x∥1 and is Lipschitz, hence continuous, for d2 exists, and once so that the Euclidean unit sphere is nonempty, which is what the extreme value theorem needs. At n=0 the conclusion is true but vacuous, the zero space carrying exactly one norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms), and it is not obtained from the argument below.

Facts & Assumptions

[L1]

For n≥1: C:=max⁡{N(ek):k<n} exists with C≥0, N(x)≤C∥x∥1, ∥x∥1≤ι(n)∥x∥2, and N is continuous as a map (Rn,d2)→(R,dR) (The finite and reverse triangle inequalities for a norm; and for n≥1 every norm N on Rn satisfies N(x)≤C∥x∥1 and is Lipschitz, hence continuous, for d2 clauses 2, 3, 4).

[L2]

Equivalence of norms is an equivalence relation, and cM≤N≤CM with c,C>0 is what it means (Equivalent norms, and the dictionary with equivalent metrics).

[L4]

Extreme value theorem: a continuous real-valued function on a nonempty compact metric space attains a least value (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).

[L5]

Continuity characterisations: a map of metric spaces continuous at every point has closed preimages of closed sets (Metric continuity characterisations, with countable choice for the sequential converse, clause (c)).

[L6]
[L7]

The norm axioms (N1) and (N2), and nonnegativity of a norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).

[L9]

Proof

technique · direct
1.1

The singleton {1}⊆R is closed: if y≠1 then r:=∣y−1∣>0 and the ball B(y,r) omits 1, so the complement of {1} is open.

L6L9
1.2

∥⋅∥2 is itself a norm on Rn, so by [L1] applied to it, ∥⋅∥2:(Rn,d2)→(R,dR) is continuous.

L1L7
1.3

S⊆B(0,2), since x∈S gives d2(x,0)=∥x∥2=1<2; so S is bounded.

L6L7
1.4

e0∈S, because ∥e0∥2=1; this is where n≥1 is used, since for n=0 there is no index 0<n and no such vector. So S≠∅.

L8
1.5

For every a∈S and every real ε>0, a δ>0 witnessing continuity of N at a as a map on Rn also witnesses it for the restriction N∣S on the metric subspace (S,dS), because dS is the restriction of d2 and the condition is quantified over fewer points; so N∣S is continuous.

L1L10
1.6

Put C′:=Cι(n)+1, a real >0. By [L1], N(x)≤C∥x∥1≤Cι(n)∥x∥2≤C′∥x∥2, the last step because ∥x∥2≥0.

L1L7
2.1

S is the preimage of {1} under the continuous ∥⋅∥2, hence closed in Rn.

step 1.1step 1.2L5
3.1

S is a compact subset of (Rn,d2), being closed and bounded.

step 1.3step 2.1L3
4.1

By the extreme value theorem applied to the nonempty compact metric space (S,dS) and the continuous N∣S, there is xmin⁡∈S with N(xmin⁡)≤N(x) for every x∈S; put c:=N(xmin⁡).

step 1.4step 1.5step 3.1L4
5.1

c>0: from xmin⁡∈S we get ∥xmin⁡∥2=1≠0, so xmin⁡≠0 by (N1) for ∥⋅∥2, so N(xmin⁡)≠0 by (N1) for N, and N(xmin⁡)≥0; trichotomy leaves c>0.

step 4.1L7L9
5.2

Let x≠0. Then ∥x∥2>0 by (N1) and nonnegativity, so t:=1/∥x∥2>0 and u:=t x satisfies ∥u∥2=∣t∣ ∥x∥2=1 by (N2); hence u∈S and c≤N(u)=∣t∣ N(x)=N(x)/∥x∥2, that is c ∥x∥2≤N(x).

step 4.1L7L9
6.1

For x=0 both c∥x∥2 and N(x) are 0 by (N1), so c∥x∥2≤N(x) holds for every x∈Rn.

step 5.2L7
7.1

Steps 5.1, 6.1 and 1.6 give c∥x∥2≤N(x)≤C′∥x∥2 with c,C′>0, so every norm N on Rn is equivalent to ∥⋅∥2.

step 5.1step 6.1step 1.6L2
8.1

Given two norms M and N on Rn, each is equivalent to ∥⋅∥2 by step 7.1, so M is equivalent to N by symmetry and transitivity of the relation.

step 7.1L2∎

Remarks

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