WEBVTT

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[SQUEAKING]

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[RUSTLING]

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[CLICKING]

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CASEY RODRIGUEZ: OK, so let's
continue our study of sequences

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of real numbers.

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So we've seen special types of
sequences, monotone sequences,

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before.

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And then in the
previous lecture,

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we looked at sequences
obtained from sequences,

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namely the sequences that give
you the lim sup and lim inf.

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And we showed that
these are actually

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limits of subsequences.

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Now I'm going to
define what looks

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like a new class of sequences.

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But we'll see it's actually not.

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These are called
Cauchy sequences.

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So "coe-shee"-- not
"couch-ee," not "cawt-shee"--

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Cauchy, so a French guy.

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So it's pronounced Cauchy and
probably not even pronounced

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like that.

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It's probably got a
different pronunciation

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by people who
actually speak French.

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So what is the definition
of a Cauchy sequence?

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A Cauchy sequence,
intuitively, it's

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a sequence so that if you go
far enough out in the sequence,

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any two entries in that
sequence are close together.

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So convergent sequences
had the property

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that if you go far enough out,
the entries in the sequence

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are getting close
to a real number.

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Cauchy sequence is
that any two entries

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are close to each other.

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So a Cauchy sequence, so
we say a sequence is Cauchy

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if we're all epsilon
positive, there

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exists an M,
natural number, such

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that if n is bigger
than or equal to M and k

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is bigger than or equal
to M, then xn minus xk

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is less than epsilon.

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So maybe not write if.

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I mean, it's the same
statement, but since it looks--

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so it'll look a little more
like previous statements

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when we put a "for all" there.

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So you have a definition here.

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It's the definition
of a new thing.

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You should now try
to look at an example

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and then possibly negate the
definition to see if you really

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understand it.

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So an example of
a Cauchy sequence

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is x of n equals 1 over
n, our favorite sequence.

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So let's prove this.

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So all we have is
the definition.

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So we have to verify that
x of n equals 1 over n

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verifies the definition
of being Cauchy.

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So just like when we try to
prove something is convergent,

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which is a "for all" epsilon
statement, the first thing

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you have to do is let
epsilon be positive.

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And then I have to choose M
and show that that capital

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M produces this statement here.

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So choose M, a natural
number, so that 1 over M

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is less than epsilon over 2.

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So I could phrase that as
capital M being bigger than 2

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over epsilon, but I'm going
to phrase it this way.

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Now we have to show
that it works-- namely,

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if I take n bigger than
or equal to capital M

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and k bigger than or
equal to a capital M,

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then this difference
is less than epsilon.

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Then if n is bigger
than or equal to M,

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k is bigger than or equal to M,
and I look at 1 over n minus 1

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over k, this is less than
or equal to, by the triangle

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inequality, the
absolute value of each

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of these added together, which
is just 1 over n plus 1 over k.

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And since these are both
bigger than or equal to M,

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each 1 is less than
or equal to 1 over M 1

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over M, so I get 2 over M,
which, by our choice of M,

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is less than epsilon.

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So x of n equals 1 over n is an
example of a Cauchy sequence.

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So let's negate the
definition, and then we'll

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look at an example of a
sequence which is not Cauchy.

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And as you'll probably guess, if
this is our favorite sequence,

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which converges, our favorite
sequence which doesn't converge

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will be an example of a
sequence which is not Cauchy.

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And this should shouldn't
come as a surprise.

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Because, again, a sequence
which is Cauchy, if you

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go far enough out,
any two entries

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are close to each other.

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But if we look at, for
example, the sequence minus 1

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to the n, which is just
minus 1 plus 1 minus 1,

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any two entries will differ by--

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or you can always
choose two entries--

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that differ by 2 in distance.

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So let's negate this
definition to get what it means

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for something not to be Cauchy.

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So we'll not write all that out.

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So x of n is not Cauchy if--

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so every time we
see a "for all,"

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it becomes "there exists."

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If there exists a bad
epsilon 0 positive

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such that for all
M, a natural number,

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you can find two entries
further out than M

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that are greater than epsilon
0 distance to each other.

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So there exists n bigger
than or equal to M

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and k bigger than or equal to
M such that x of n minus x of k

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is bigger than or equal
to this bad epsilon.

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OK

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Again, the definition
of Cauchy means

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that, as long as I go far
enough out in the sequence,

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this distance is supposed
to be less than epsilon.

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So for all epsilon positive,
there exists a capital M

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so that I have this picture.

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If I choose x sub k plus
1, then it should also

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be within distance epsilon
to x sub n or x sub k.

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So they're getting closer
and closer together.

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The negation means that they're
not getting closer and closer

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together to each other.

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So there exists
some small distance

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so that you can always go as
far out as you want and find

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two entries that are greater
than epsilon 0 distance

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to each other.

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So what's an example of that?

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Like I said, the sequence
minus 1 to the n is not Cauchy.

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That just doesn't look right.

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There we go.

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Now it is.

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So this is not Cauchy.

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So that means there should
exist some bad epsilon 0.

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So I can go as far
out as I want and find

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two entries in the sequence
differing from each other

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by epsilon 0 in distance.

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So basically, I can
always find two entries

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in the sequence which
differ from each other by 2.

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So that'll be my bad epsilon 0.

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So if you like, here's a proof.

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Choose epsilon 0 equals 2.

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Let M be a natural number.

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So now we have to find
an element of entries

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in the sequence further out than
M whose distance to each other

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is bigger than or equal to 2.

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We can just take M plus
1 and capital M. Choose n

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equals M and k equals M plus 1.

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So these are both bigger
than or equal to M.

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Then minus 1 to the
n minus 1 to the k,

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this is equal to 1 minus minus
1 after I factor out a minus 1

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to the capital M,
which equals 2.

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So minus 1 to the
n is not Cauchy.

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So I, at the beginning,
said that this

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will look like a definition
of a new type of sequence,

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but it's not, really.

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So as it turns out, the
elements of the sequence

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are getting closer
and closer together

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as you go far enough out.

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So

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They're all kind of clustering
near each other, which kind of

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makes you think they're all
clustering near something

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in the real number line.

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And therefore, maybe, the
sequence is convergent.

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Now, this is true--
and we'll prove this--

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that a sequence is Cauchy if
and only if it's convergent.

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Now, this is true only
for the real numbers.

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And I'll say a little bit
about this in a minute--

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or not only true for
the real numbers,

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but it's not true for
the rational numbers.

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And I'll get to that
in just a second.

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So what we're going to prove
is that a sequence is Cauchy if

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and only if it is convergent.

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So the first thing
I want to show

00:11:18.920 --> 00:11:25.695 align:middle line:84%
is that Cauchy
sequences are bounded.

00:11:25.695 --> 00:11:35.360 align:middle line:90%


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So the proof of this
statement is essentially

00:11:38.810 --> 00:11:44.160 align:middle line:84%
the same as the proof
that convergent sequences

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are bounded.

00:11:44.660 --> 00:11:48.630 align:middle line:84%
So let me draw a picture that
goes along with this proof.

00:11:48.630 --> 00:11:51.140 align:middle line:84%
So as long as I
go far enough out,

00:11:51.140 --> 00:11:57.530 align:middle line:84%
there exists an M so
that for all n bigger

00:11:57.530 --> 00:12:00.200 align:middle line:84%
than or equal to capital
M, I can say this.

00:12:00.200 --> 00:12:04.400 align:middle line:84%
Let's look at this entry x
of M. Then for all n bigger

00:12:04.400 --> 00:12:06.890 align:middle line:84%
than or equal to capital
M, all of the other entries

00:12:06.890 --> 00:12:10.490 align:middle line:84%
have to be within a certain
distance to x sub n,

00:12:10.490 --> 00:12:13.160 align:middle line:84%
based on the
definition of Cauchy.

00:12:13.160 --> 00:12:16.550 align:middle line:84%
So let's say I make
that distance 1.

00:12:16.550 --> 00:12:20.510 align:middle line:90%


00:12:20.510 --> 00:12:23.900 align:middle line:84%
And let's say 0's over
here, just for this picture.

00:12:23.900 --> 00:12:28.400 align:middle line:84%
So then for all n
for all n bigger

00:12:28.400 --> 00:12:31.215 align:middle line:84%
than or equal to capital M,
x sub n lies in this interval

00:12:31.215 --> 00:12:31.715 align:middle line:90%
here.

00:12:31.715 --> 00:12:34.450 align:middle line:90%


00:12:34.450 --> 00:12:43.560 align:middle line:84%
And therefore, we'll get
that x of n is bounded.

00:12:43.560 --> 00:12:46.700 align:middle line:84%
So the way this picture looks,
I'm going to write it this way.

00:12:46.700 --> 00:12:47.780 align:middle line:90%
It's 1 plus 1.

00:12:47.780 --> 00:12:50.660 align:middle line:90%


00:12:50.660 --> 00:12:54.110 align:middle line:84%
Now, that handles all n bigger
than or equal to capital M.

00:12:54.110 --> 00:12:56.605 align:middle line:84%
So we just need to deal
with the first capital

00:12:56.605 --> 00:12:59.960 align:middle line:90%
M minus 1 other guy.

00:12:59.960 --> 00:13:04.700 align:middle line:84%
So maybe there's capital
M minus 1 is over here.

00:13:04.700 --> 00:13:06.290 align:middle line:90%
Capital X sub 1 is over there.

00:13:06.290 --> 00:13:08.100 align:middle line:90%
Capital X sub 2 is over here.

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So then our bound
will just be this one,

00:13:11.150 --> 00:13:14.030 align:middle line:84%
which handles all of the n
bigger than or equal to M

00:13:14.030 --> 00:13:20.135 align:middle line:84%
plus the absolute values of
these guys that we missed.

00:13:20.135 --> 00:13:24.810 align:middle line:90%


00:13:24.810 --> 00:13:35.140 align:middle line:84%
So since xn is
Cauchy, there exists

00:13:35.140 --> 00:13:40.050 align:middle line:84%
and M, a natural number,
such that for all n

00:13:40.050 --> 00:13:44.970 align:middle line:84%
bigger than or equal
to M, and k bigger

00:13:44.970 --> 00:13:54.130 align:middle line:84%
than or equal to M, x sub n
minus x sub k is less than 1

00:13:54.130 --> 00:13:56.510 align:middle line:90%
in distance.

00:13:56.510 --> 00:13:59.920 align:middle line:84%
So this is certainly
true for k equals

00:13:59.920 --> 00:14:04.750 align:middle line:84%
capital M. So this
implies for all n bigger

00:14:04.750 --> 00:14:09.040 align:middle line:84%
than or equal to M, x
sub n minus x sub capital

00:14:09.040 --> 00:14:11.200 align:middle line:90%
M is less than 1.

00:14:11.200 --> 00:14:15.940 align:middle line:84%
So now, if I use the
triangle inequality,

00:14:15.940 --> 00:14:18.790 align:middle line:84%
I can show that the
previous implies

00:14:18.790 --> 00:14:21.100 align:middle line:84%
that for all n bigger
than or equal to M,

00:14:21.100 --> 00:14:23.530 align:middle line:84%
if I look at the absolute
value of x sub n,

00:14:23.530 --> 00:14:32.020 align:middle line:84%
this is equal to x sub n minus
x sub capital M plus capital M.

00:14:32.020 --> 00:14:34.330 align:middle line:84%
And this is less than or
equal to the absolute value

00:14:34.330 --> 00:14:40.300 align:middle line:84%
of this guy plus the
absolute value of this guy.

00:14:40.300 --> 00:14:42.250 align:middle line:90%
And this is bounded by 1.

00:14:42.250 --> 00:14:46.690 align:middle line:90%


00:14:46.690 --> 00:14:52.530 align:middle line:84%
So in summary, I've shown
that for all n bigger

00:14:52.530 --> 00:14:57.550 align:middle line:84%
than or equal to this
fixed integer, capital M, x

00:14:57.550 --> 00:15:03.450 align:middle line:84%
sub n is less than or
equal to x sub capital

00:15:03.450 --> 00:15:07.987 align:middle line:90%
M in absolute value plus 1.

00:15:07.987 --> 00:15:09.570 align:middle line:84%
So that's for all
little n bigger than

00:15:09.570 --> 00:15:11.070 align:middle line:84%
or equal to capital
M. So now I just

00:15:11.070 --> 00:15:18.280 align:middle line:84%
need to pick a big enough number
that bounds the first capital M

00:15:18.280 --> 00:15:21.520 align:middle line:84%
entries that are not
covered by this inequality.

00:15:21.520 --> 00:15:22.525 align:middle line:90%
Capital M is fixed.

00:15:22.525 --> 00:15:26.830 align:middle line:90%


00:15:26.830 --> 00:15:32.350 align:middle line:84%
So let B be the absolute
value of x sub 1

00:15:32.350 --> 00:15:43.770 align:middle line:84%
plus absolute value of x sub
2 plus this fixed number now.

00:15:43.770 --> 00:15:47.490 align:middle line:90%


00:15:47.490 --> 00:15:51.890 align:middle line:84%
Then for all n bigger than
or equal to capital M,

00:15:51.890 --> 00:15:55.170 align:middle line:84%
I have, by this
inequality up here--

00:15:55.170 --> 00:15:58.560 align:middle line:90%


00:15:58.560 --> 00:16:00.505 align:middle line:84%
this is a sum of
non-negative numbers,

00:16:00.505 --> 00:16:02.130 align:middle line:84%
so this number is
certainly bigger than

00:16:02.130 --> 00:16:03.555 align:middle line:90%
or equal to just this part.

00:16:03.555 --> 00:16:09.390 align:middle line:90%


00:16:09.390 --> 00:16:18.610 align:middle line:84%
And if I have n bigger than
equal to 1 and less than M,

00:16:18.610 --> 00:16:24.120 align:middle line:84%
then x of n, the absolute
value of this guy

00:16:24.120 --> 00:16:26.850 align:middle line:84%
is going to be one of these
that appears here, which

00:16:26.850 --> 00:16:30.390 align:middle line:84%
is certainly less than
or equal to if I add

00:16:30.390 --> 00:16:34.020 align:middle line:84%
on this number and the
others, which is less than

00:16:34.020 --> 00:16:39.100 align:middle line:84%
or equal to B. So now I've found
a B which is non-negative which

00:16:39.100 --> 00:16:40.690 align:middle line:90%
bounds all the absolute values.

00:16:40.690 --> 00:16:44.860 align:middle line:84%
And therefore, this proves
that the sequence is bounded.

00:16:44.860 --> 00:16:54.160 align:middle line:90%


00:16:54.160 --> 00:16:58.810 align:middle line:84%
So we've shown that a
Cauchy sequence is bounded.

00:16:58.810 --> 00:17:01.470 align:middle line:90%


00:17:01.470 --> 00:17:12.349 align:middle line:84%
And so what I'm now going
to show is the following.

00:17:12.349 --> 00:17:16.099 align:middle line:84%
So again, all of the entries
are getting close to each other.

00:17:16.099 --> 00:17:18.260 align:middle line:84%
They're kind of clustering
near each other.

00:17:18.260 --> 00:17:23.609 align:middle line:84%
So it kind of feels like
they want to converge.

00:17:23.609 --> 00:17:25.950 align:middle line:84%
And this next theorem
says that, well,

00:17:25.950 --> 00:17:29.880 align:middle line:84%
if you've identified a
limit along a subsequence,

00:17:29.880 --> 00:17:32.830 align:middle line:84%
then, in fact, the entire
sequence converges.

00:17:32.830 --> 00:17:36.280 align:middle line:84%
So of course, this is not true
for an arbitrary sequence.

00:17:36.280 --> 00:17:39.270 align:middle line:90%
If a subsequence converges--

00:17:39.270 --> 00:17:42.540 align:middle line:84%
or I should say, for
an arbitrary sequence,

00:17:42.540 --> 00:17:45.180 align:middle line:84%
it's not true that a
subsequence converging implies

00:17:45.180 --> 00:17:47.100 align:middle line:90%
a full sequence converging.

00:17:47.100 --> 00:17:51.660 align:middle line:84%
We have minus 1 to the n for
which a subsequence converges,

00:17:51.660 --> 00:17:53.790 align:middle line:84%
but the whole sequence
does not converge.

00:17:53.790 --> 00:17:56.190 align:middle line:84%
But if we make the
additional hypothesis

00:17:56.190 --> 00:17:59.580 align:middle line:84%
that the sequence is
Cauchy, then the sequence

00:17:59.580 --> 00:18:03.340 align:middle line:84%
converges if and only if
that subsequence converges.

00:18:03.340 --> 00:18:06.060 align:middle line:84%
So the statement of the
theorem is following.

00:18:06.060 --> 00:18:12.380 align:middle line:90%


00:18:12.380 --> 00:18:34.620 align:middle line:84%
If x sub n is Cauchy and there
exists a subsequence which

00:18:34.620 --> 00:18:37.680 align:middle line:90%
is converging to some number--

00:18:37.680 --> 00:18:50.035 align:middle line:84%
call it x-- then the whole
sequence converges to x.

00:18:50.035 --> 00:18:53.500 align:middle line:90%


00:18:53.500 --> 00:18:56.290 align:middle line:84%
So what I was saying right
before I stated this theorem is

00:18:56.290 --> 00:18:58.120 align:middle line:84%
that if I hide this
part and just say,

00:18:58.120 --> 00:19:01.600 align:middle line:84%
there exists a subsequence
which is converging to x,

00:19:01.600 --> 00:19:04.270 align:middle line:84%
this does not imply that the
full sequence converges to x.

00:19:04.270 --> 00:19:07.060 align:middle line:84%
Because we had this example
of minus 1 to the n.

00:19:07.060 --> 00:19:10.900 align:middle line:84%
But if I also assume
the sequence is Cauchy,

00:19:10.900 --> 00:19:14.110 align:middle line:84%
then it does follow that
Cauchy plus subsequence

00:19:14.110 --> 00:19:16.720 align:middle line:84%
converging implies the
full sequence converges.

00:19:16.720 --> 00:19:21.960 align:middle line:90%


00:19:21.960 --> 00:19:26.520 align:middle line:84%
So I want to show that
xn converges to x.

00:19:26.520 --> 00:19:27.795 align:middle line:90%
So want to show--

00:19:27.795 --> 00:19:36.180 align:middle line:90%


00:19:36.180 --> 00:19:41.310 align:middle line:84%
and we're going to do this
just by using the definition,

00:19:41.310 --> 00:19:43.200 align:middle line:84%
by verifying this
through the definition,

00:19:43.200 --> 00:19:47.018 align:middle line:84%
not using the squeeze theorem
or anything like that.

00:19:47.018 --> 00:19:51.120 align:middle line:90%
So let epsilon be positive.

00:19:51.120 --> 00:19:58.260 align:middle line:90%


00:19:58.260 --> 00:20:15.790 align:middle line:84%
Since xn is Cauchy, there
exist M0, a natural number

00:20:15.790 --> 00:20:20.320 align:middle line:84%
such that for all n
bigger than or equal to M0

00:20:20.320 --> 00:20:27.145 align:middle line:84%
and k bigger than
or equal to M0, x

00:20:27.145 --> 00:20:32.200 align:middle line:84%
sub n minus x sub k is
less than epsilon over 2.

00:20:32.200 --> 00:20:35.200 align:middle line:90%
Why this epsilon over 2?

00:20:35.200 --> 00:20:36.730 align:middle line:84%
Or why should you
not be surprised?

00:20:36.730 --> 00:20:38.720 align:middle line:84%
Well, we have two
assumptions here.

00:20:38.720 --> 00:20:44.230 align:middle line:84%
So like we did when we did
convergence of products

00:20:44.230 --> 00:20:49.090 align:middle line:84%
of sequences and so on,
which had two assumptions,

00:20:49.090 --> 00:20:52.360 align:middle line:84%
namely two sequences converged
to something, typically,

00:20:52.360 --> 00:20:54.160 align:middle line:84%
that means we'll have
two integers coming.

00:20:54.160 --> 00:20:58.300 align:middle line:84%
We'll choose a bigger integer
and then some inequalities

00:20:58.300 --> 00:20:59.240 align:middle line:90%
to get an epsilon.

00:20:59.240 --> 00:21:02.320 align:middle line:84%
So that's a little bit
of a rambling answer

00:21:02.320 --> 00:21:07.240 align:middle line:84%
to why we get an epsilon over 2
here, or why we put one there.

00:21:07.240 --> 00:21:12.690 align:middle line:90%


00:21:12.690 --> 00:21:19.920 align:middle line:84%
Since the subsequence-- so this
subsequence converges to x--

00:21:19.920 --> 00:21:28.670 align:middle line:90%


00:21:28.670 --> 00:21:33.590 align:middle line:84%
there exists another
integer, M sub 1 such

00:21:33.590 --> 00:21:41.540 align:middle line:84%
that if k is bigger than
or equal to M sub 1,

00:21:41.540 --> 00:21:50.840 align:middle line:84%
then x sub n sub k minus x
is less than epsilon over 2.

00:21:50.840 --> 00:21:53.810 align:middle line:84%
So maybe I should have used
a different letter here.

00:21:53.810 --> 00:21:55.675 align:middle line:90%
Let's use a little m.

00:21:55.675 --> 00:21:57.050 align:middle line:84%
Because I don't
want you to think

00:21:57.050 --> 00:21:58.430 align:middle line:90%
these have to be the same k.

00:21:58.430 --> 00:22:07.950 align:middle line:90%


00:22:07.950 --> 00:22:15.900 align:middle line:84%
So now we'll choose an integer
bigger than both M1 and M2

00:22:15.900 --> 00:22:17.320 align:middle line:90%
and show that it works.

00:22:17.320 --> 00:22:23.190 align:middle line:90%
Choose M to be M0 plus M1.

00:22:23.190 --> 00:22:39.470 align:middle line:90%


00:22:39.470 --> 00:22:41.510 align:middle line:90%
Now we need to show this works.

00:22:41.510 --> 00:22:53.130 align:middle line:84%
And if n is bigger than
or equal to M, so let me,

00:22:53.130 --> 00:22:59.150 align:middle line:84%
actually, make a
first observation

00:22:59.150 --> 00:23:02.720 align:middle line:84%
before I go to the n bigger
than or equal to capital M.

00:23:02.720 --> 00:23:13.350 align:middle line:84%
Then, since n sub k is bigger
than or equal to k for all

00:23:13.350 --> 00:23:16.290 align:middle line:84%
of k, a natural number-- just
because the n sub k is there

00:23:16.290 --> 00:23:19.130 align:middle line:84%
in increasing
sequence of integers,

00:23:19.130 --> 00:23:20.810 align:middle line:90%
which starts at least at 1--

00:23:20.810 --> 00:23:24.430 align:middle line:90%


00:23:24.430 --> 00:23:28.120 align:middle line:84%
and since n sub k is bigger
than or equal to k for all k,

00:23:28.120 --> 00:23:33.520 align:middle line:84%
this implies that the integer
n sub capital M is bigger

00:23:33.520 --> 00:23:35.110 align:middle line:84%
than or equal to
M, which, remember,

00:23:35.110 --> 00:23:41.080 align:middle line:84%
is M0 plus M1, which
implies that n sub M is

00:23:41.080 --> 00:23:45.190 align:middle line:84%
bigger than or equal
to M0 and n sub M is

00:23:45.190 --> 00:23:48.010 align:middle line:90%
bigger than or equal to M1.

00:23:48.010 --> 00:23:54.310 align:middle line:84%
So I just wanted to make
this preliminary observation.

00:23:54.310 --> 00:23:57.145 align:middle line:84%
And now we'll go to showing
that this capital M works.

00:23:57.145 --> 00:24:00.360 align:middle line:90%


00:24:00.360 --> 00:24:02.700 align:middle line:84%
So now, if n is bigger
than or equal to capital

00:24:02.700 --> 00:24:08.170 align:middle line:84%
M, and I look at x sub n
minus x, an absolute value,

00:24:08.170 --> 00:24:20.610 align:middle line:84%
and add and subtract x sub n
capital M capital M minus x

00:24:20.610 --> 00:24:34.360 align:middle line:84%
and use the triangle
inequality, then--

00:24:34.360 --> 00:24:38.020 align:middle line:84%
so since n is bigger than
or equal to capital M, which

00:24:38.020 --> 00:24:40.360 align:middle line:84%
is bigger than or
equal to M0, that

00:24:40.360 --> 00:24:43.210 align:middle line:84%
means n is bigger
than or equal to M0.

00:24:43.210 --> 00:24:46.960 align:middle line:84%
And then n sub M we just showed
is bigger than or equal to 0.

00:24:46.960 --> 00:24:52.840 align:middle line:84%
So by this inequality, I
get that the first term

00:24:52.840 --> 00:24:55.780 align:middle line:90%
is less than epsilon over 2.

00:24:55.780 --> 00:25:01.840 align:middle line:84%
And now, so M is
certainly bigger than

00:25:01.840 --> 00:25:03.880 align:middle line:90%
or equal to M sub 1.

00:25:03.880 --> 00:25:09.940 align:middle line:84%
And therefore, I will get that
this part is less than epsilon

00:25:09.940 --> 00:25:14.180 align:middle line:84%
over 2 because of
this inequality.

00:25:14.180 --> 00:25:22.650 align:middle line:84%
So that choice of
capital M works.

00:25:22.650 --> 00:25:27.780 align:middle line:90%


00:25:27.780 --> 00:25:35.800 align:middle line:84%
And now, we'll
prove the following,

00:25:35.800 --> 00:25:39.550 align:middle line:84%
that a sequence is convergent
if and only if it's Cauchy.

00:25:39.550 --> 00:26:07.140 align:middle line:90%


00:26:07.140 --> 00:26:08.890 align:middle line:90%
So this is a two-way street.

00:26:08.890 --> 00:26:12.270 align:middle line:84%
So we need to show the
left implies the right

00:26:12.270 --> 00:26:13.935 align:middle line:84%
and then the right
implies the left.

00:26:13.935 --> 00:26:20.800 align:middle line:90%


00:26:20.800 --> 00:26:30.557 align:middle line:84%
So this direction
is, in fact, easy.

00:26:30.557 --> 00:26:31.640 align:middle line:90%
Based on what we've done--

00:26:31.640 --> 00:26:32.780 align:middle line:90%
I shouldn't say it's easy--

00:26:32.780 --> 00:26:35.750 align:middle line:84%
but what we've done so
far, it quickly follows.

00:26:35.750 --> 00:26:42.310 align:middle line:90%


00:26:42.310 --> 00:26:45.450 align:middle line:84%
So we're assuming
x sub n is Cauchy.

00:26:45.450 --> 00:26:46.920 align:middle line:84%
I'm trying to show
it's convergent.

00:26:46.920 --> 00:26:52.250 align:middle line:90%


00:26:52.250 --> 00:26:55.160 align:middle line:84%
So if x sub n is
Cauchy, this implies

00:26:55.160 --> 00:27:02.240 align:middle line:84%
that x sub n is bounded,
the sequence is bounded,

00:27:02.240 --> 00:27:05.720 align:middle line:84%
which implies by the
Bolzano-Weierstrass theorem

00:27:05.720 --> 00:27:20.830 align:middle line:84%
that x sub n has a
convergent subsequence.

00:27:20.830 --> 00:27:22.720 align:middle line:84%
And by the theorem
we just proved,

00:27:22.720 --> 00:27:26.530 align:middle line:84%
if a Cauchy sequence has
a convergent subsequence,

00:27:26.530 --> 00:27:27.850 align:middle line:90%
it must be convergent.

00:27:27.850 --> 00:27:36.050 align:middle line:90%


00:27:36.050 --> 00:27:39.440 align:middle line:84%
Now, for the converse
direction, that xn

00:27:39.440 --> 00:27:44.570 align:middle line:84%
is convergent implies xn
is Cauchy, well, so this

00:27:44.570 --> 00:27:45.830 align:middle line:90%
should not come as a surprise.

00:27:45.830 --> 00:27:46.747 align:middle line:90%
Let me draw a picture.

00:27:46.747 --> 00:27:50.510 align:middle line:90%


00:27:50.510 --> 00:27:55.860 align:middle line:84%
Let's suppose x sub
n is converging to x,

00:27:55.860 --> 00:27:57.630 align:middle line:90%
and epsilon is positive.

00:27:57.630 --> 00:28:00.550 align:middle line:90%


00:28:00.550 --> 00:28:03.550 align:middle line:84%
Then, since the
xn's are converging

00:28:03.550 --> 00:28:12.850 align:middle line:84%
to x, if I draw a
little interval around x

00:28:12.850 --> 00:28:15.920 align:middle line:90%
of total length epsilon--

00:28:15.920 --> 00:28:19.300 align:middle line:84%
so x minus epsilon over 2
and x plus epsilon over 2--

00:28:19.300 --> 00:28:24.910 align:middle line:84%
then I will find, as long
as so then there exists M

00:28:24.910 --> 00:28:29.800 align:middle line:84%
so that, for all n bigger
than or equal to capital M,

00:28:29.800 --> 00:28:35.470 align:middle line:84%
all of the x sub n's
lie in this interval.

00:28:35.470 --> 00:28:41.540 align:middle line:90%


00:28:41.540 --> 00:28:43.290 align:middle line:84%
They all lie in this
interval because they

00:28:43.290 --> 00:28:45.090 align:middle line:84%
have to be within
distance epsilon over 2

00:28:45.090 --> 00:28:50.550 align:middle line:84%
to x if the xn's
are converging to x.

00:28:50.550 --> 00:28:52.410 align:middle line:84%
And since they lie
in this interval,

00:28:52.410 --> 00:28:54.780 align:middle line:84%
the distance between
any two of them

00:28:54.780 --> 00:28:57.480 align:middle line:84%
can only be as big as the
length of the interval, which

00:28:57.480 --> 00:29:00.270 align:middle line:90%
is epsilon.

00:29:00.270 --> 00:29:04.050 align:middle line:84%
So this is essentially
the picture

00:29:04.050 --> 00:29:06.720 align:middle line:84%
of why a convergence
sequence has to be Cauchy.

00:29:06.720 --> 00:29:08.520 align:middle line:84%
So now let's turn this
picture into math.

00:29:08.520 --> 00:29:13.200 align:middle line:90%


00:29:13.200 --> 00:29:15.540 align:middle line:84%
We have to verify xn is
Cauchy through the definition.

00:29:15.540 --> 00:29:16.560 align:middle line:90%
That's all we have.

00:29:16.560 --> 00:29:20.040 align:middle line:90%
So let epsilon be positive.

00:29:20.040 --> 00:29:24.360 align:middle line:84%
Since the xn's
converge to x, there

00:29:24.360 --> 00:29:28.200 align:middle line:84%
exists an integer M sub
0, a natural number,

00:29:28.200 --> 00:29:33.840 align:middle line:84%
such that for all n bigger
than or equal to M sub 0, x

00:29:33.840 --> 00:29:37.260 align:middle line:84%
sub n minus x is less
than epsilon over 2.

00:29:37.260 --> 00:29:42.860 align:middle line:90%


00:29:42.860 --> 00:29:47.510 align:middle line:84%
And so we'll choose the M
for our definition of Cauchy

00:29:47.510 --> 00:29:48.920 align:middle line:90%
to be this M sub 0.

00:29:48.920 --> 00:29:52.520 align:middle line:90%


00:29:52.520 --> 00:29:56.180 align:middle line:84%
And if n is bigger
than or equal to M

00:29:56.180 --> 00:29:59.690 align:middle line:84%
and k is bigger
than or equal to M

00:29:59.690 --> 00:30:04.310 align:middle line:84%
and I look at the absolute
value of x sub n minus x sub k

00:30:04.310 --> 00:30:08.450 align:middle line:84%
and add and subtract x and
use the triangle inequality,

00:30:08.450 --> 00:30:10.100 align:middle line:84%
this is less than
or equal to x sub

00:30:10.100 --> 00:30:17.030 align:middle line:84%
n minus x, an absolute
value, plus x minus x sub k.

00:30:17.030 --> 00:30:22.130 align:middle line:84%
Each of these is less
than epsilon over 2

00:30:22.130 --> 00:30:24.118 align:middle line:84%
since n is bigger than
or equal to capital M,

00:30:24.118 --> 00:30:25.910 align:middle line:84%
and k is bigger than
or equal to capital M.

00:30:25.910 --> 00:30:30.110 align:middle line:84%
So this is less than epsilon
over 2 plus epsilon over 2

00:30:30.110 --> 00:30:31.400 align:middle line:90%
equals epsilon.

00:30:31.400 --> 00:30:32.900 align:middle line:90%
And therefore, xn is Cauchy.

00:30:32.900 --> 00:30:37.230 align:middle line:90%


00:30:37.230 --> 00:30:41.730 align:middle line:84%
Now I want to make
a brief remark

00:30:41.730 --> 00:30:44.970 align:middle line:90%
about the previous theorem.

00:30:44.970 --> 00:30:47.940 align:middle line:90%


00:30:47.940 --> 00:30:51.120 align:middle line:84%
So remember how this
whole story started off?

00:30:51.120 --> 00:30:56.070 align:middle line:90%


00:30:56.070 --> 00:31:01.130 align:middle line:84%
There was something wrong with
the rational numbers, namely,

00:31:01.130 --> 00:31:03.890 align:middle line:84%
they didn't contain
the square root of 2.

00:31:03.890 --> 00:31:06.230 align:middle line:84%
So we couldn't solve
the algebraic equation

00:31:06.230 --> 00:31:09.020 align:middle line:90%
x squared minus 2 equals 0.

00:31:09.020 --> 00:31:13.760 align:middle line:84%
But this also, then,
turned into the rationals

00:31:13.760 --> 00:31:17.480 align:middle line:84%
not being complete in
the sense of order.

00:31:17.480 --> 00:31:20.828 align:middle line:84%
Not every non-empty
bounded set had a supremum.

00:31:20.828 --> 00:31:22.745 align:middle line:84%
It didn't have the least
upper bound property.

00:31:22.745 --> 00:31:25.700 align:middle line:90%


00:31:25.700 --> 00:31:30.860 align:middle line:84%
But you can also interpret this
lack of having square root of 2

00:31:30.860 --> 00:31:37.100 align:middle line:84%
as somehow saying
that the rationals are

00:31:37.100 --> 00:31:39.030 align:middle line:90%
incomplete in this sense.

00:31:39.030 --> 00:31:42.777 align:middle line:84%
So hopefully, at the
end of this class,

00:31:42.777 --> 00:31:44.360 align:middle line:84%
we'll be able to get
to metrics basis.

00:31:44.360 --> 00:31:48.390 align:middle line:90%
But so what do I mean by that?

00:31:48.390 --> 00:31:50.210 align:middle line:84%
Let's say I look
at this statement

00:31:50.210 --> 00:31:55.080 align:middle line:84%
now within the universe
of rational numbers.

00:31:55.080 --> 00:31:59.260 align:middle line:90%


00:31:59.260 --> 00:32:18.290 align:middle line:84%
So now, if this sequence
is rational numbers--

00:32:18.290 --> 00:32:22.360 align:middle line:84%
meaning sequences are only
sequences of rational numbers,

00:32:22.360 --> 00:32:27.370 align:middle line:84%
limits are only elements
of the rational numbers,

00:32:27.370 --> 00:32:32.470 align:middle line:84%
epsilon is only a rational
number, and so on-- then

00:32:32.470 --> 00:32:34.480 align:middle line:84%
we still have many
of the same theorems

00:32:34.480 --> 00:32:36.700 align:middle line:84%
that we proved--
not all of them,

00:32:36.700 --> 00:32:39.980 align:middle line:84%
and I'll indicate
which ones don't hold.

00:32:39.980 --> 00:32:41.530 align:middle line:84%
But if we only
work in rationals,

00:32:41.530 --> 00:32:52.910 align:middle line:84%
then we always do have a
convergence implies Cauchy,

00:32:52.910 --> 00:32:57.140 align:middle line:84%
meaning convergent
sequences are Cauchy.

00:32:57.140 --> 00:33:10.880 align:middle line:84%
But Cauchy sequences are
not necessarily convergent.

00:33:10.880 --> 00:33:19.320 align:middle line:84%
Again, what's the
example here, or what's

00:33:19.320 --> 00:33:20.490 align:middle line:90%
the intuitive example?

00:33:20.490 --> 00:33:31.540 align:middle line:84%
Take x sub n so
that x of n is in Q.

00:33:31.540 --> 00:33:38.160 align:middle line:84%
And now viewed in the
universe of real numbers,

00:33:38.160 --> 00:33:39.975 align:middle line:90%
x sub n's converge to root 2.

00:33:39.975 --> 00:33:46.590 align:middle line:90%


00:33:46.590 --> 00:33:50.970 align:middle line:84%
Then such a sequence would
be a Cauchy sequence.

00:33:50.970 --> 00:33:53.310 align:middle line:90%
We just proved that, basically.

00:33:53.310 --> 00:33:55.500 align:middle line:84%
So such a sequence would
be a Cauchy sequence

00:33:55.500 --> 00:33:57.210 align:middle line:90%
of rational numbers.

00:33:57.210 --> 00:34:01.160 align:middle line:84%
However, it would not converge
in the set of rational numbers.

00:34:01.160 --> 00:34:02.910 align:middle line:84%
It would converge to
the square root of 2,

00:34:02.910 --> 00:34:04.780 align:middle line:90%
which is not a rational number.

00:34:04.780 --> 00:34:09.820 align:middle line:84%
So because the square root of
2 is not a rational number,

00:34:09.820 --> 00:34:11.739 align:middle line:84%
this shows that the
rational numbers do not

00:34:11.739 --> 00:34:16.419 align:middle line:84%
have this completeness property
that Cauchy sequences converge.

00:34:16.419 --> 00:34:22.340 align:middle line:90%


00:34:22.340 --> 00:34:27.210 align:middle line:84%
So there's a whole,
still, to this day, kind

00:34:27.210 --> 00:34:31.560 align:middle line:84%
of industry of studying
spaces for which Cauchy

00:34:31.560 --> 00:34:34.110 align:middle line:90%
is equivalent to convergent.

00:34:34.110 --> 00:34:35.909 align:middle line:84%
These are called
complete metric spaces.

00:34:35.909 --> 00:34:37.742 align:middle line:84%
And then if you add a
little more structure,

00:34:37.742 --> 00:34:41.889 align:middle line:84%
they're called Banach
spaces and so on,

00:34:41.889 --> 00:34:43.639 align:middle line:84%
which are very important,
not just in math

00:34:43.639 --> 00:34:49.909 align:middle line:84%
but also for
formulating rigorously

00:34:49.909 --> 00:34:56.330 align:middle line:84%
a lot of the
underlying assumptions

00:34:56.330 --> 00:34:58.190 align:middle line:90%
for mathematical physics.

00:34:58.190 --> 00:35:01.960 align:middle line:90%


00:35:01.960 --> 00:35:04.720 align:middle line:84%
So if we're just looking
inside the rationals,

00:35:04.720 --> 00:35:08.200 align:middle line:84%
it does not follow that Cauchy
sequences always converge.

00:35:08.200 --> 00:35:10.000 align:middle line:84%
And now let's just
stop for a minute

00:35:10.000 --> 00:35:13.430 align:middle line:84%
and take stock of why this
was true for the real numbers.

00:35:13.430 --> 00:35:15.186 align:middle line:90%
What did we use going back?

00:35:15.186 --> 00:35:23.560 align:middle line:84%
So if you really go
back to the proof

00:35:23.560 --> 00:35:27.130 align:middle line:84%
of the Bolzano-Weierstrass--
so that's what we used here

00:35:27.130 --> 00:35:29.380 align:middle line:84%
to show that Cauchy
sequences converge--

00:35:29.380 --> 00:35:32.110 align:middle line:90%


00:35:32.110 --> 00:35:37.480 align:middle line:84%
we use the fact that the lim sup
and the lim inf always exists.

00:35:37.480 --> 00:35:41.110 align:middle line:84%
And lim sup and lim
inf, first off, they're

00:35:41.110 --> 00:35:43.270 align:middle line:84%
defined to be sups and
infs, which may not always

00:35:43.270 --> 00:35:46.150 align:middle line:84%
exist as rational numbers,
as we've already shown.

00:35:46.150 --> 00:35:51.430 align:middle line:84%
So that's definitely a
problem already there.

00:35:51.430 --> 00:35:55.450 align:middle line:84%
But even more so, when we prove
that every bounded monotone

00:35:55.450 --> 00:35:58.210 align:middle line:84%
sequence converges,
what we showed

00:35:58.210 --> 00:36:01.480 align:middle line:84%
was that this limit is
actually a sup of a certain set

00:36:01.480 --> 00:36:04.323 align:middle line:84%
or an inf of a certain set,
which, again, may or may not

00:36:04.323 --> 00:36:06.490 align:middle line:84%
exist if we're just looking
in the rational numbers.

00:36:06.490 --> 00:36:09.190 align:middle line:84%
Because the rational numbers do
not have the least upper bound

00:36:09.190 --> 00:36:10.420 align:middle line:90%
property.

00:36:10.420 --> 00:36:14.590 align:middle line:84%
So it really is the least
upper bound property

00:36:14.590 --> 00:36:18.250 align:middle line:84%
that gives us
convergence equivalent

00:36:18.250 --> 00:36:20.420 align:middle line:90%
to Cauchy for the real numbers.

00:36:20.420 --> 00:36:32.912 align:middle line:84%
So for R, the least
upper bound property is--

00:36:32.912 --> 00:36:34.870 align:middle line:84%
it has to be because
that's the main thing that

00:36:34.870 --> 00:36:39.760 align:middle line:84%
separates the two fields,
but I'm just reiterating this

00:36:39.760 --> 00:36:41.320 align:middle line:90%
here--

00:36:41.320 --> 00:36:53.420 align:middle line:84%
is the reason why convergent
is equivalent to Cauchy.

00:36:53.420 --> 00:37:07.750 align:middle line:90%


00:37:07.750 --> 00:37:13.240 align:middle line:84%
Now that I've proved that Cauchy
is equivalent to convergence,

00:37:13.240 --> 00:37:15.970 align:middle line:84%
maybe you'll ask, then why
did we introduce it at all?

00:37:15.970 --> 00:37:18.480 align:middle line:90%


00:37:18.480 --> 00:37:23.440 align:middle line:84%
If these two notions
are the same,

00:37:23.440 --> 00:37:25.630 align:middle line:84%
why even introduce
them if they're just

00:37:25.630 --> 00:37:27.860 align:middle line:90%
convergent sequences already?

00:37:27.860 --> 00:37:34.450 align:middle line:84%
And the reason is because to
show that a sequence converges,

00:37:34.450 --> 00:37:36.310 align:middle line:84%
you have to somehow
have your hands

00:37:36.310 --> 00:37:40.780 align:middle line:90%
on a candidate for the limit.

00:37:40.780 --> 00:37:45.490 align:middle line:84%
If you want to prove
that xn converges,

00:37:45.490 --> 00:37:48.880 align:middle line:84%
you have to somehow come up
with an x that it converges to.

00:37:48.880 --> 00:37:55.114 align:middle line:84%
And it's not always
clear how to find that x.

00:37:55.114 --> 00:37:58.420 align:middle line:84%
But Cauchy, although it's
equivalent to a convergent

00:37:58.420 --> 00:38:01.870 align:middle line:84%
in the set of real
numbers, doesn't

00:38:01.870 --> 00:38:07.150 align:middle line:84%
require you to find a
candidate for convergence.

00:38:07.150 --> 00:38:09.820 align:middle line:84%
All it requires
you to do is show

00:38:09.820 --> 00:38:13.430 align:middle line:84%
that, as long as you
go far enough out,

00:38:13.430 --> 00:38:18.410 align:middle line:84%
any two entries in the
sequence are close together

00:38:18.410 --> 00:38:21.030 align:middle line:84%
without requiring you
to come up with a limit.

00:38:21.030 --> 00:38:23.180 align:middle line:84%
See, computing limits
is quite difficult.

00:38:23.180 --> 00:38:24.890 align:middle line:90%
We're about to do series.

00:38:24.890 --> 00:38:28.040 align:middle line:84%
And there's maybe, I don't
know, five series people

00:38:28.040 --> 00:38:29.977 align:middle line:90%
can compute explicitly.

00:38:29.977 --> 00:38:32.060 align:middle line:84%
But you do know that there's
a ton of other series

00:38:32.060 --> 00:38:34.760 align:middle line:84%
that are actually convergent,
even though you don't know what

00:38:34.760 --> 00:38:36.080 align:middle line:90%
the limit as.

00:38:36.080 --> 00:38:37.730 align:middle line:90%
And why do you know that?

00:38:37.730 --> 00:38:39.890 align:middle line:84%
This is exactly
because and exactly

00:38:39.890 --> 00:38:43.850 align:middle line:84%
why people thought
of Cauchy sequences

00:38:43.850 --> 00:38:46.440 align:middle line:84%
to begin with in
much of analysis.

00:38:46.440 --> 00:38:51.770 align:middle line:84%
So again, just to
summarize this,

00:38:51.770 --> 00:38:53.240 align:middle line:90%
convergent sequences are nice.

00:38:53.240 --> 00:38:56.180 align:middle line:84%
But in practice, it's
difficult to get your hands

00:38:56.180 --> 00:38:58.280 align:middle line:84%
on what could be a
limit of a sequence,

00:38:58.280 --> 00:39:01.650 align:middle line:84%
especially if that sequence
is pretty complicated.

00:39:01.650 --> 00:39:05.150 align:middle line:84%
So if you're trying to show
a certain sequence converges,

00:39:05.150 --> 00:39:09.330 align:middle line:84%
it suffices, by what we've done
here, to show that it's Cauchy.

00:39:09.330 --> 00:39:12.840 align:middle line:84%
And that's a little bit
easier to do because that just

00:39:12.840 --> 00:39:15.325 align:middle line:84%
requires you to work with
the original sequence.

00:39:15.325 --> 00:39:16.950 align:middle line:84%
You don't have to
come up with a limit.

00:39:16.950 --> 00:39:21.360 align:middle line:84%
You can just take your sequence
and start playing directly

00:39:21.360 --> 00:39:27.370 align:middle line:84%
with the entries rather than
try to come up with a limit

00:39:27.370 --> 00:39:28.300 align:middle line:90%
explicitly.

00:39:28.300 --> 00:39:32.020 align:middle line:90%


00:39:32.020 --> 00:39:34.480 align:middle line:84%
So that's what we're
going to move on to

00:39:34.480 --> 00:39:39.940 align:middle line:84%
is series now, which,
as I said a minute ago,

00:39:39.940 --> 00:39:48.750 align:middle line:84%
is original reason why
people started developing

00:39:48.750 --> 00:39:50.998 align:middle line:84%
the foundations of
analysis, what we're talking

00:39:50.998 --> 00:39:52.290 align:middle line:90%
about right now, to begin with.

00:39:52.290 --> 00:39:55.640 align:middle line:90%


00:39:55.640 --> 00:40:01.970 align:middle line:84%
Because they were just kind
of doing very formal things

00:40:01.970 --> 00:40:07.040 align:middle line:84%
that ended up not
making sense, like they

00:40:07.040 --> 00:40:09.980 align:middle line:84%
were adding infinitely
many positive numbers

00:40:09.980 --> 00:40:13.028 align:middle line:84%
and coming up with
a negative number.

00:40:13.028 --> 00:40:14.280 align:middle line:90%
Well, that can't be right.

00:40:14.280 --> 00:40:21.590 align:middle line:84%
So all of this was
created, discovered--

00:40:21.590 --> 00:40:23.150 align:middle line:90%
however you want to phrase it--

00:40:23.150 --> 00:40:29.293 align:middle line:84%
to put on rigorous
foundations this next topic,

00:40:29.293 --> 00:40:29.960 align:middle line:90%
which is series.

00:40:29.960 --> 00:40:35.200 align:middle line:90%


00:40:35.200 --> 00:40:38.710 align:middle line:84%
And you dealt with
series in calculus,

00:40:38.710 --> 00:40:40.595 align:middle line:90%
so you know what a series is.

00:40:40.595 --> 00:40:42.220 align:middle line:84%
Maybe you don't
remember all the proofs

00:40:42.220 --> 00:40:43.570 align:middle line:90%
of the properties of series.

00:40:43.570 --> 00:40:49.730 align:middle line:84%
But suffice it to say, series
is a pretty good motivation

00:40:49.730 --> 00:40:54.105 align:middle line:84%
since it's one of the most
useful things that comes out

00:40:54.105 --> 00:40:54.605 align:middle line:90%
of math.

00:40:54.605 --> 00:40:58.790 align:middle line:90%


00:40:58.790 --> 00:41:05.000 align:middle line:84%
Series expansions are
how you solve ODEs, PDEs,

00:41:05.000 --> 00:41:06.020 align:middle line:90%
Taylor expansions.

00:41:06.020 --> 00:41:09.350 align:middle line:84%
All these things are, in
some sense, a form of series.

00:41:09.350 --> 00:41:14.600 align:middle line:84%
So being able to justify
them as being real things

00:41:14.600 --> 00:41:17.160 align:middle line:90%
is a necessity.

00:41:17.160 --> 00:41:25.820 align:middle line:84%
So the definition of
a series, for now,

00:41:25.820 --> 00:41:28.520 align:middle line:84%
really is just this symbol
I'm about to write down.

00:41:28.520 --> 00:41:37.465 align:middle line:84%
So given a sequence
x sub n, the symbol--

00:41:37.465 --> 00:41:45.130 align:middle line:90%


00:41:45.130 --> 00:41:48.235 align:middle line:84%
or maybe I'll just sometimes
write just the sum x sub n--

00:41:48.235 --> 00:41:50.800 align:middle line:90%


00:41:50.800 --> 00:42:00.110 align:middle line:84%
is what's called the series
associated to the sequence

00:42:00.110 --> 00:42:00.670 align:middle line:90%
x sub n.

00:42:00.670 --> 00:42:03.607 align:middle line:90%


00:42:03.607 --> 00:42:05.065 align:middle line:84%
So right now, that's
just a symbol.

00:42:05.065 --> 00:42:07.600 align:middle line:90%


00:42:07.600 --> 00:42:10.060 align:middle line:84%
We're going to interpret
this as a real number

00:42:10.060 --> 00:42:11.590 align:middle line:90%
in the following situation.

00:42:11.590 --> 00:42:15.040 align:middle line:90%


00:42:15.040 --> 00:42:28.380 align:middle line:84%
We say that the
series converges,

00:42:28.380 --> 00:42:48.890 align:middle line:84%
if the following sequence
given by s sub m equals--

00:42:48.890 --> 00:42:54.060 align:middle line:90%


00:42:54.060 --> 00:42:57.120 align:middle line:84%
so s sub m, this is the
element of the sequence.

00:42:57.120 --> 00:42:57.960 align:middle line:90%
And what is it?

00:42:57.960 --> 00:42:59.890 align:middle line:90%
It is the actual sum.

00:42:59.890 --> 00:43:01.270 align:middle line:90%
So this is not a formal thing.

00:43:01.270 --> 00:43:04.830 align:middle line:84%
This is just a finite
sum from n equals 1 to m.

00:43:04.830 --> 00:43:15.070 align:middle line:84%
So this is-- so this sequence
now, m equals 1 to infinity.

00:43:15.070 --> 00:43:20.000 align:middle line:90%


00:43:20.000 --> 00:43:34.070 align:middle line:84%
And these guys we call
partial sums converges.

00:43:34.070 --> 00:43:36.870 align:middle line:90%


00:43:36.870 --> 00:43:41.910 align:middle line:84%
So right now, if we just
have a sequence x sub n,

00:43:41.910 --> 00:43:46.410 align:middle line:84%
the series associated to that
sequence is just a symbol.

00:43:46.410 --> 00:43:48.210 align:middle line:84%
We say that this
series converges

00:43:48.210 --> 00:43:52.930 align:middle line:84%
if this sequence of
partial sums converge

00:43:52.930 --> 00:44:02.360 align:middle line:90%
and if s is this limit.

00:44:02.360 --> 00:44:11.810 align:middle line:90%


00:44:11.810 --> 00:44:25.070 align:middle line:84%
And we write s is
equal to the series

00:44:25.070 --> 00:44:26.870 align:middle line:84%
and treat the series
now as a number.

00:44:26.870 --> 00:44:37.030 align:middle line:90%


00:44:37.030 --> 00:44:39.010 align:middle line:84%
So in general, if
I have a sequence,

00:44:39.010 --> 00:44:42.740 align:middle line:84%
I just have this formal
symbol, which I'm writing down,

00:44:42.740 --> 00:44:45.700 align:middle line:84%
which I call a series
associated to it.

00:44:45.700 --> 00:44:49.550 align:middle line:84%
In the case that the sequence
of partial sums converges,

00:44:49.550 --> 00:44:53.135 align:middle line:84%
then I actually identify this
series with a real number

00:44:53.135 --> 00:44:54.385 align:middle line:90%
and treat it as a real number.

00:44:54.385 --> 00:44:59.120 align:middle line:90%


00:44:59.120 --> 00:45:03.080 align:middle line:84%
And so the way
I've written this,

00:45:03.080 --> 00:45:04.520 align:middle line:90%
the series is starting at 1.

00:45:04.520 --> 00:45:06.530 align:middle line:84%
But it doesn't
necessarily have to.

00:45:06.530 --> 00:45:11.435 align:middle line:90%
So just by shifting the index--

00:45:11.435 --> 00:45:16.080 align:middle line:90%


00:45:16.080 --> 00:45:25.770 align:middle line:84%
so let me just say here
that we don't necessarily

00:45:25.770 --> 00:45:35.400 align:middle line:84%
have to start a
series at n equals 1.

00:45:35.400 --> 00:45:37.650 align:middle line:84%
So this could be
sum from n equals 0

00:45:37.650 --> 00:45:40.650 align:middle line:84%
to infinity, in which case, we
have a sequence starting now

00:45:40.650 --> 00:45:42.180 align:middle line:90%
at x sub 0.

00:45:42.180 --> 00:45:45.420 align:middle line:84%
Or this could be starting
at 2, in which place

00:45:45.420 --> 00:45:48.540 align:middle line:84%
the sequence of x sub
n starts at n equals 2.

00:45:48.540 --> 00:45:50.970 align:middle line:84%
And then the sequence
of partial sums

00:45:50.970 --> 00:45:54.270 align:middle line:84%
would start at not m
equals 1 but m equals 0

00:45:54.270 --> 00:45:57.840 align:middle line:84%
or m equals 2, depending
on where the series starts.

00:45:57.840 --> 00:46:00.860 align:middle line:90%


00:46:00.860 --> 00:46:01.700 align:middle line:90%
So some examples.

00:46:01.700 --> 00:46:05.180 align:middle line:90%


00:46:05.180 --> 00:46:14.110 align:middle line:84%
The series sum from n equals
1 to infinity 1 over n

00:46:14.110 --> 00:46:21.580 align:middle line:84%
plus 1 times n, this
is a convergent series.

00:46:21.580 --> 00:46:26.010 align:middle line:90%


00:46:26.010 --> 00:46:27.945 align:middle line:90%
So why is this?

00:46:27.945 --> 00:46:29.070 align:middle line:90%
So let's look at the proof.

00:46:29.070 --> 00:46:31.770 align:middle line:84%
So we look at the
m-th partial sum--

00:46:31.770 --> 00:46:38.700 align:middle line:84%
this is the sum from n equals
1 to m of 1 over n plus 1n.

00:46:38.700 --> 00:46:41.430 align:middle line:90%
And this is equal to--

00:46:41.430 --> 00:46:56.540 align:middle line:84%
now, if I write 1 over n plus
1 times n as 1 over n minus 1

00:46:56.540 --> 00:47:01.520 align:middle line:84%
over n plus 1, this is
now the sum of 1 over n

00:47:01.520 --> 00:47:05.390 align:middle line:84%
plus-- these are finite sums,
so I can always split them up.

00:47:05.390 --> 00:47:07.747 align:middle line:90%


00:47:07.747 --> 00:47:08.705 align:middle line:90%
This should be a minus.

00:47:08.705 --> 00:47:11.640 align:middle line:90%


00:47:11.640 --> 00:47:14.550 align:middle line:84%
And so now, this is
equal to 1 plus 1/2

00:47:14.550 --> 00:47:26.550 align:middle line:84%
plus 1 over m minus 1/2
plus 1/3 plus 1 over m

00:47:26.550 --> 00:47:30.960 align:middle line:90%
plus 1 over n plus 1.

00:47:30.960 --> 00:47:34.980 align:middle line:90%
And you see all of these cancel.

00:47:34.980 --> 00:47:40.800 align:middle line:84%
And all that's left is
1 minus 1 over m plus 1.

00:47:40.800 --> 00:47:45.810 align:middle line:84%
So the m-th partial sum is equal
to 1 minus 1 over m plus 1.

00:47:45.810 --> 00:47:53.290 align:middle line:84%
And therefore, the
sequence of partial sums

00:47:53.290 --> 00:47:54.910 align:middle line:84%
is the limit as m
goes to infinity

00:47:54.910 --> 00:47:57.110 align:middle line:90%
of this, which is just 1.

00:47:57.110 --> 00:47:59.950 align:middle line:84%
And therefore, this
series converges.

00:47:59.950 --> 00:48:09.610 align:middle line:90%


00:48:09.610 --> 00:48:14.050 align:middle line:84%
Now, our favorite sequence,
which does not converge,

00:48:14.050 --> 00:48:16.690 align:middle line:84%
will give us a series
which does not converge.

00:48:16.690 --> 00:48:22.240 align:middle line:84%
So let's look at sum from n
equals 1 to infinity minus 1

00:48:22.240 --> 00:48:23.440 align:middle line:90%
to the n.

00:48:23.440 --> 00:48:26.500 align:middle line:90%
This does not converge.

00:48:26.500 --> 00:48:29.532 align:middle line:90%


00:48:29.532 --> 00:48:30.365 align:middle line:90%
So what's the proof?

00:48:30.365 --> 00:48:33.100 align:middle line:90%


00:48:33.100 --> 00:48:39.340 align:middle line:84%
The m-th partial sum,
this is equal to minus 1

00:48:39.340 --> 00:48:45.480 align:middle line:84%
plus 1 plus minus 1 up until
I get minus 1 to the m.

00:48:45.480 --> 00:48:48.610 align:middle line:90%


00:48:48.610 --> 00:48:55.060 align:middle line:84%
And therefore, this is always
equal to one of two things.

00:48:55.060 --> 00:49:02.670 align:middle line:84%
If m is odd, then I have an
odd number of these guys.

00:49:02.670 --> 00:49:07.050 align:middle line:84%
And therefore, the
minuses and pluses

00:49:07.050 --> 00:49:10.800 align:middle line:84%
cancel, just leaving
a minus 1 in the end--

00:49:10.800 --> 00:49:12.240 align:middle line:90%
this last one, the odd one.

00:49:12.240 --> 00:49:15.900 align:middle line:90%


00:49:15.900 --> 00:49:21.760 align:middle line:90%
And m is odd and 0 if m is even.

00:49:21.760 --> 00:49:25.960 align:middle line:84%
If I add up an even
number of these terms,

00:49:25.960 --> 00:49:28.190 align:middle line:84%
then all of the minus
1's and 1's cancel out,

00:49:28.190 --> 00:49:29.680 align:middle line:90%
so I just get 0.

00:49:29.680 --> 00:49:39.930 align:middle line:84%
And therefore, this sequence,
which is just minus 1

00:49:39.930 --> 00:49:51.417 align:middle line:84%
for m odd, 0 for m
even, does not converge.

00:49:51.417 --> 00:49:53.250 align:middle line:84%
And therefore, the
series does not converge.

00:49:53.250 --> 00:49:56.250 align:middle line:84%
So when I write this,
this is just a symbol.

00:49:56.250 --> 00:49:58.088 align:middle line:84%
This is just chalk
on a chalkboard.

00:49:58.088 --> 00:49:59.130 align:middle line:90%
It doesn't mean anything.

00:49:59.130 --> 00:50:06.320 align:middle line:90%


00:50:06.320 --> 00:50:12.320 align:middle line:84%
So let's go to another
series, which does converge.

00:50:12.320 --> 00:50:17.540 align:middle line:84%
And this is kind of
the one to which we

00:50:17.540 --> 00:50:22.520 align:middle line:84%
compare all other series,
essentially, as you'll see.

00:50:22.520 --> 00:50:25.700 align:middle line:84%
You have all these series tests
that you remember, hopefully,

00:50:25.700 --> 00:50:32.700 align:middle line:84%
from calculus that tell you
when a series converges.

00:50:32.700 --> 00:50:35.280 align:middle line:84%
But maybe, if you
remember the proof

00:50:35.280 --> 00:50:37.740 align:middle line:84%
or don't, how you do
that is you converge it

00:50:37.740 --> 00:50:40.320 align:middle line:84%
to one series, which
you do know how to sum.

00:50:40.320 --> 00:50:45.660 align:middle line:84%
So it was just by pure luck we
were able to compute the sum,

00:50:45.660 --> 00:50:50.370 align:middle line:84%
or compute the explicit
series for this guy.

00:50:50.370 --> 00:50:54.010 align:middle line:84%
Another one which we can do
that for is geometric series.

00:50:54.010 --> 00:50:58.230 align:middle line:84%
So the theorem is if
I have a real number

00:50:58.230 --> 00:51:06.000 align:middle line:84%
with absolute value less
than 1, then the series

00:51:06.000 --> 00:51:13.230 align:middle line:84%
starting now at 0 R
to the n converges.

00:51:13.230 --> 00:51:19.800 align:middle line:84%
And I can actually compute
the sum of this series.

00:51:19.800 --> 00:51:22.890 align:middle line:90%
And this is 1 over 1 minus r.

00:51:22.890 --> 00:51:28.775 align:middle line:90%


00:51:28.775 --> 00:51:31.370 align:middle line:90%
So what's the proof?

00:51:31.370 --> 00:51:33.830 align:middle line:90%
Let's look at the partial sums.

00:51:33.830 --> 00:51:38.060 align:middle line:84%
And we can actually
compute these, as well,

00:51:38.060 --> 00:51:40.610 align:middle line:84%
just as we were able to
do for the first example.

00:51:40.610 --> 00:51:45.630 align:middle line:90%


00:51:45.630 --> 00:51:52.070 align:middle line:84%
We compute that the sum from n
equals 0 to m of r to the m--

00:51:52.070 --> 00:51:55.010 align:middle line:84%
now, you can prove
this by induction.

00:51:55.010 --> 00:51:57.530 align:middle line:84%
I cannot exactly
remember if I did this--

00:51:57.530 --> 00:52:00.440 align:middle line:90%


00:52:00.440 --> 00:52:02.240 align:middle line:84%
I believe I did-- in
the second lecture

00:52:02.240 --> 00:52:04.760 align:middle line:84%
on induction, first or second
lecture on the induction.

00:52:04.760 --> 00:52:09.170 align:middle line:84%
But if I add up some
number raised to the n-th--

00:52:09.170 --> 00:52:12.080 align:middle line:90%
so this should be to the n--

00:52:12.080 --> 00:52:15.440 align:middle line:84%
power from 0 to m, this
is equal to 1 minus r

00:52:15.440 --> 00:52:20.670 align:middle line:90%
to the m plus 1 over 1 minus r.

00:52:20.670 --> 00:52:26.130 align:middle line:84%
And I guess two lectures
ago, we proved that

00:52:26.130 --> 00:52:28.090 align:middle line:90%
if the absolute value--

00:52:28.090 --> 00:52:30.675 align:middle line:90%
so let me state this now.

00:52:30.675 --> 00:52:38.490 align:middle line:90%


00:52:38.490 --> 00:52:46.290 align:middle line:84%
Two lectures ago, we proved
that if the absolute value of r

00:52:46.290 --> 00:52:55.410 align:middle line:84%
is less than 1, then limit as,
let's make it m, of r to the m

00:52:55.410 --> 00:53:02.780 align:middle line:90%
equals 0, which implies that--

00:53:02.780 --> 00:53:07.110 align:middle line:84%
so this was the
m-th partial sum--

00:53:07.110 --> 00:53:11.930 align:middle line:84%
which implies that the limit as
m goes to infinity of s sub m

00:53:11.930 --> 00:53:16.220 align:middle line:84%
equals the limit as m goes to
infinity of this thing, which

00:53:16.220 --> 00:53:17.270 align:middle line:90%
is, if you like--

00:53:17.270 --> 00:53:20.250 align:middle line:90%


00:53:20.250 --> 00:53:24.870 align:middle line:84%
so that plus 1 there just
multiplies r to the m by r.

00:53:24.870 --> 00:53:29.910 align:middle line:84%
And using the algebraic
facts we proved

00:53:29.910 --> 00:53:32.610 align:middle line:84%
about limits is 1
minus r time 0 over 1

00:53:32.610 --> 00:53:36.540 align:middle line:84%
minus r, which equals
1 over 1 minus r.

00:53:36.540 --> 00:53:42.756 align:middle line:90%


00:53:42.756 --> 00:53:46.290 align:middle line:90%
So now you ask about the other.

00:53:46.290 --> 00:53:48.720 align:middle line:90%
What about r bigger than 1?

00:53:48.720 --> 00:53:52.570 align:middle line:90%


00:53:52.570 --> 00:53:55.300 align:middle line:84%
Well, when r equals
minus 1, then we

00:53:55.300 --> 00:53:59.440 align:middle line:84%
get the second
example we looked at.

00:53:59.440 --> 00:54:04.330 align:middle line:84%
If we get r equals 1, then
that's just summing up 1,

00:54:04.330 --> 00:54:07.570 align:middle line:84%
and I'll leave it to you
to check that that does not

00:54:07.570 --> 00:54:11.290 align:middle line:84%
converge, that the sequence of
partial sums, if I just sum up

00:54:11.290 --> 00:54:16.820 align:middle line:84%
1 from n equals 0 to
m, is equal 2n plus 1,

00:54:16.820 --> 00:54:17.820 align:middle line:90%
which does not converge.

00:54:17.820 --> 00:54:32.670 align:middle line:90%


00:54:32.670 --> 00:54:36.000 align:middle line:84%
And let me make just a
kind of silly comment.

00:54:36.000 --> 00:54:38.160 align:middle line:84%
And maybe I didn't
explicitly make

00:54:38.160 --> 00:54:40.170 align:middle line:90%
this comment about sequences.

00:54:40.170 --> 00:54:41.980 align:middle line:84%
Maybe I forgot to
do that, as well.

00:54:41.980 --> 00:54:50.220 align:middle line:84%
So for a sequence, you could
start your sequence not

00:54:50.220 --> 00:54:52.170 align:middle line:90%
necessarily at the first entry.

00:54:52.170 --> 00:54:55.950 align:middle line:84%
Maybe you look at a, if you
like, new sequence where--

00:54:55.950 --> 00:55:00.050 align:middle line:90%


00:55:00.050 --> 00:55:04.290 align:middle line:84%
well, so we know from
sequences that subsequences

00:55:04.290 --> 00:55:05.970 align:middle line:84%
of convergent
sequences converge.

00:55:05.970 --> 00:55:11.980 align:middle line:84%
So if I, instead of looking at
the whole sequence, start at,

00:55:11.980 --> 00:55:15.960 align:middle line:84%
let's say, x100 and
then go x101, x102,

00:55:15.960 --> 00:55:17.700 align:middle line:84%
and that's the
sequence I look at,

00:55:17.700 --> 00:55:20.490 align:middle line:84%
well, that's a subsequence
of the original one, which,

00:55:20.490 --> 00:55:23.410 align:middle line:84%
if it converges, implies
that subsequence converges.

00:55:23.410 --> 00:55:26.760 align:middle line:90%
So all that is to say--

00:55:26.760 --> 00:55:31.500 align:middle line:84%
and for this simple way of
obtaining this new sequence--

00:55:31.500 --> 00:55:36.540 align:middle line:84%
all of that is to say
that to understand

00:55:36.540 --> 00:55:38.400 align:middle line:84%
if a sequence
converges, I don't have

00:55:38.400 --> 00:55:43.980 align:middle line:84%
to consider what happens for
the first finitely many terms

00:55:43.980 --> 00:55:49.310 align:middle line:84%
in the sequence,
meaning a sequence x

00:55:49.310 --> 00:55:54.880 align:middle line:84%
sub n converges if and only if
a sequence starting now at say,

00:55:54.880 --> 00:56:00.370 align:middle line:84%
n equals 100-- and 101, 102,
103 and so on-- converges.

00:56:00.370 --> 00:56:07.100 align:middle line:84%
And the same is true for series,
that a series converges if

00:56:07.100 --> 00:56:11.780 align:middle line:84%
and only if a series
converges, now,

00:56:11.780 --> 00:56:14.730 align:middle line:84%
starting at a different
point along the sequence.

00:56:14.730 --> 00:56:19.250 align:middle line:84%
So this is the
following theorem.

00:56:19.250 --> 00:56:23.340 align:middle line:90%


00:56:23.340 --> 00:56:38.630 align:middle line:84%
Let xn be a sequence, and let
capital M be a natural number.

00:56:38.630 --> 00:56:46.640 align:middle line:84%
Then n equals 1 to
infinity of x sub n.

00:56:46.640 --> 00:56:51.890 align:middle line:84%
This converges if and only
if the sequence, now starting

00:56:51.890 --> 00:56:58.180 align:middle line:84%
at capital M,
converges, meaning when

00:56:58.180 --> 00:57:01.210 align:middle line:84%
I have to decide whether
a series converges or not,

00:57:01.210 --> 00:57:03.670 align:middle line:84%
it doesn't matter
what's going on

00:57:03.670 --> 00:57:06.680 align:middle line:84%
for the first
finitely many terms.

00:57:06.680 --> 00:57:08.470 align:middle line:84%
What matters is
what's going on as I

00:57:08.470 --> 00:57:12.937 align:middle line:84%
keep adding terms from
further and further out

00:57:12.937 --> 00:57:13.645 align:middle line:90%
of this sequence.

00:57:13.645 --> 00:57:16.570 align:middle line:90%


00:57:16.570 --> 00:57:17.500 align:middle line:90%
And what's the proof?

00:57:17.500 --> 00:57:20.430 align:middle line:84%
The proof is just
expressing the partial sums

00:57:20.430 --> 00:57:23.910 align:middle line:84%
for this guy in terms of the
partial sums for this guy.

00:57:23.910 --> 00:57:42.370 align:middle line:84%
So a partial sum satisfied
for all m, sum from n

00:57:42.370 --> 00:57:52.040 align:middle line:84%
equals 1 to m, and now
x sub n as sum from n

00:57:52.040 --> 00:57:58.670 align:middle line:84%
equals capital M to m
x sub n plus sum from n

00:57:58.670 --> 00:58:05.020 align:middle line:84%
equals 1 to capital
M minus 1 x sub n.

00:58:05.020 --> 00:58:07.340 align:middle line:84%
So this is now just
a fixed number.

00:58:07.340 --> 00:58:12.280 align:middle line:84%
So this is a sequence of
partial sums corresponding

00:58:12.280 --> 00:58:14.200 align:middle line:90%
to this series.

00:58:14.200 --> 00:58:16.480 align:middle line:84%
This is a sequence of
partial sums corresponding

00:58:16.480 --> 00:58:17.470 align:middle line:90%
to this series.

00:58:17.470 --> 00:58:19.480 align:middle line:90%
And this is just a fixed number.

00:58:19.480 --> 00:58:23.260 align:middle line:84%
Therefore, if this
converges, then this side

00:58:23.260 --> 00:58:28.120 align:middle line:90%
converges to this plus this--

00:58:28.120 --> 00:58:30.370 align:middle line:84%
so maybe I'm going
a little quick.

00:58:30.370 --> 00:58:34.660 align:middle line:84%
But so if this
converges, then this

00:58:34.660 --> 00:58:37.970 align:middle line:84%
converges to this
minus this number.

00:58:37.970 --> 00:58:43.330 align:middle line:84%
And if this converges, then
this sequence of partial sums

00:58:43.330 --> 00:58:49.000 align:middle line:84%
converges to this limit
plus this fixed number.

00:58:49.000 --> 00:58:50.650 align:middle line:84%
And that's all I'm
going to write.

00:58:50.650 --> 00:58:58.720 align:middle line:90%


00:58:58.720 --> 00:59:14.460 align:middle line:84%
Now, coming back to the
usefulness of Cauchy sequences,

00:59:14.460 --> 00:59:19.460 align:middle line:84%
this is kind of
where they really

00:59:19.460 --> 00:59:22.370 align:middle line:84%
become useful is in
the study of series.

00:59:22.370 --> 00:59:25.580 align:middle line:90%


00:59:25.580 --> 00:59:27.990 align:middle line:84%
Because again, it's
difficult to sum.

00:59:27.990 --> 00:59:30.800 align:middle line:84%
So when I keep talking
saying the word sum a series,

00:59:30.800 --> 00:59:35.855 align:middle line:84%
I'm talking about find
the limit of partial sums.

00:59:35.855 --> 00:59:38.450 align:middle line:90%


00:59:38.450 --> 00:59:41.240 align:middle line:84%
But because we have this
equivalence between Cauchy

00:59:41.240 --> 00:59:44.870 align:middle line:84%
sequences and
convergent sequences,

00:59:44.870 --> 00:59:48.830 align:middle line:84%
to decide if a series
is convergent or not,

00:59:48.830 --> 00:59:53.850 align:middle line:84%
we can just decide if, in some
sense, it's Cauchy or not.

00:59:53.850 --> 00:59:59.240 align:middle line:90%
So let me make this definition.

00:59:59.240 --> 01:00:09.650 align:middle line:84%
We say that a series x sub
n is Cauchy if the sequence

01:00:09.650 --> 01:00:10.820 align:middle line:90%
of partial sums--

01:00:10.820 --> 01:00:19.480 align:middle line:84%
again, I'm just going to
put an m up top because this

01:00:19.480 --> 01:00:23.590 align:middle line:84%
may start at 0 or n equals 1
or something-- so the sequence

01:00:23.590 --> 01:00:31.320 align:middle line:90%
of partial sums is Cauchy.

01:00:31.320 --> 01:00:36.840 align:middle line:90%


01:00:36.840 --> 01:00:42.510 align:middle line:84%
And so let me just restate
what we proved for sequences

01:00:42.510 --> 01:00:44.130 align:middle line:90%
in terms of series.

01:00:44.130 --> 01:00:48.280 align:middle line:84%
So we proved that every
Cauchy sequence is convergent.

01:00:48.280 --> 01:00:56.010 align:middle line:84%
So a series is Cauchy means that
the sequence of partial sums

01:00:56.010 --> 01:00:56.790 align:middle line:90%
is Cauchy.

01:00:56.790 --> 01:01:00.580 align:middle line:84%
But we've proven that Cauchy
sequences are convergent.

01:01:00.580 --> 01:01:04.900 align:middle line:84%
So if this is Cauchy, then
it's convergent and vice versa.

01:01:04.900 --> 01:01:11.890 align:middle line:84%
So based on what we've
proven already for sequences,

01:01:11.890 --> 01:01:13.875 align:middle line:90%
it follows that--

01:01:13.875 --> 01:01:15.250 align:middle line:84%
and this just
follows immediately

01:01:15.250 --> 01:01:17.208 align:middle line:84%
from what we've proven
already, so I'm not even

01:01:17.208 --> 01:01:18.880 align:middle line:90%
going to write a proof--

01:01:18.880 --> 01:01:25.990 align:middle line:84%
a series is Cauchy if and only
if the series is convergent--

01:01:25.990 --> 01:01:28.570 align:middle line:90%


01:01:28.570 --> 01:01:30.610 align:middle line:84%
again, because both
are defined in terms

01:01:30.610 --> 01:01:33.640 align:middle line:84%
of the sequence of partial
sums associated to the series.

01:01:33.640 --> 01:01:36.490 align:middle line:84%
And we've already proven the
equivalence between Cauchy

01:01:36.490 --> 01:01:40.030 align:middle line:90%
and convergence for sequences.

01:01:40.030 --> 01:01:50.740 align:middle line:90%


01:01:50.740 --> 01:01:53.740 align:middle line:84%
Now, let me write what
it means to be Cauchy

01:01:53.740 --> 01:01:57.175 align:middle line:90%
in a slightly different way.

01:01:57.175 --> 01:02:03.660 align:middle line:90%


01:02:03.660 --> 01:02:04.950 align:middle line:90%
And it's the following.

01:02:04.950 --> 01:02:11.860 align:middle line:90%


01:02:11.860 --> 01:02:16.990 align:middle line:84%
So before, we had that
a sequence is Cauchy,

01:02:16.990 --> 01:02:20.620 align:middle line:84%
intuitively, if the
elements of the sequence

01:02:20.620 --> 01:02:22.690 align:middle line:90%
are getting close to each other.

01:02:22.690 --> 01:02:26.560 align:middle line:84%
Now, for a series to be
Cauchy, the intuitive way

01:02:26.560 --> 01:02:30.460 align:middle line:84%
to think about it is
that the tail of the sum

01:02:30.460 --> 01:02:34.180 align:middle line:84%
is getting small, is
getting arbitrarily

01:02:34.180 --> 01:02:38.110 align:middle line:84%
small, the tail of the
sum being if I add up

01:02:38.110 --> 01:02:40.990 align:middle line:84%
finitely many numbers
far enough out.

01:02:40.990 --> 01:02:45.470 align:middle line:84%
So a series is
Cauchy if and only

01:02:45.470 --> 01:02:53.330 align:middle line:84%
if all epsilon positive there
exist to M, a natural number,

01:02:53.330 --> 01:03:00.680 align:middle line:84%
such that for all integers
l bigger than m, which

01:03:00.680 --> 01:03:08.600 align:middle line:84%
is bigger than or equal to
capital M, the sum from n

01:03:08.600 --> 01:03:13.310 align:middle line:84%
equals n plus 1
to l of x sub n--

01:03:13.310 --> 01:03:17.840 align:middle line:84%
so this is a sum involving
terms that are pretty far out

01:03:17.840 --> 01:03:22.280 align:middle line:84%
there, at least all
indexed by something bigger

01:03:22.280 --> 01:03:23.930 align:middle line:90%
than or equal to capital M--

01:03:23.930 --> 01:03:25.790 align:middle line:90%
is less than epsilon.

01:03:25.790 --> 01:03:29.180 align:middle line:84%
So a series is Cauchy
if you're adding up

01:03:29.180 --> 01:03:33.470 align:middle line:84%
smaller and smaller pieces, not
individual pieces but actual

01:03:33.470 --> 01:03:34.760 align:middle line:90%
adding those up.

01:03:34.760 --> 01:03:44.740 align:middle line:90%


01:03:44.740 --> 01:03:49.900 align:middle line:90%
So I'll leave it to you to do--

01:03:49.900 --> 01:03:53.150 align:middle line:84%
they're both pretty
easy-- but this direction,

01:03:53.150 --> 01:03:55.000 align:middle line:84%
I'll leave it to
you as an exercise.

01:03:55.000 --> 01:03:59.290 align:middle line:84%
And it'll follow
immediately from what

01:03:59.290 --> 01:04:02.860 align:middle line:84%
I'm going to write for,
essentially, this direction.

01:04:02.860 --> 01:04:06.450 align:middle line:90%


01:04:06.450 --> 01:04:14.650 align:middle line:84%
So let's suppose-- and
let's make things concrete,

01:04:14.650 --> 01:04:17.185 align:middle line:84%
starting somewhere-- let's
suppose this sum is Cauchy.

01:04:17.185 --> 01:04:21.080 align:middle line:90%


01:04:21.080 --> 01:04:25.310 align:middle line:84%
And we want to prove now
that it has this property.

01:04:25.310 --> 01:04:30.610 align:middle line:90%
So let epsilon be positive.

01:04:30.610 --> 01:04:32.360 align:middle line:84%
We now want to produce
some capital number

01:04:32.360 --> 01:04:34.370 align:middle line:90%
M so that this holds.

01:04:34.370 --> 01:04:43.730 align:middle line:90%


01:04:43.730 --> 01:04:52.220 align:middle line:84%
So since the sequence of
partial sums s sub m is Cauchy--

01:04:52.220 --> 01:04:56.210 align:middle line:84%
that's what it means for
the series to be Cauchy--

01:04:56.210 --> 01:05:00.350 align:middle line:84%
there exists a natural
number, capital M,

01:05:00.350 --> 01:05:10.100 align:middle line:84%
such that for all M
bigger than or equal to M0

01:05:10.100 --> 01:05:23.600 align:middle line:84%
and l bigger than or equal
to M0, s sub m minus s

01:05:23.600 --> 01:05:25.640 align:middle line:90%
sub l is less than epsilon.

01:05:25.640 --> 01:05:31.720 align:middle line:90%


01:05:31.720 --> 01:05:36.190 align:middle line:84%
So we're actually going to
take capital M to be this M0.

01:05:36.190 --> 01:05:44.840 align:middle line:90%
Choose M to be M0.

01:05:44.840 --> 01:05:51.610 align:middle line:84%
Then, if l is
bigger than m, which

01:05:51.610 --> 01:05:57.730 align:middle line:84%
is bigger than or equal to
M, which is equal to M0,

01:05:57.730 --> 01:06:05.710 align:middle line:84%
if I look at this sum from n
equals m plus 1 to l x sub n,

01:06:05.710 --> 01:06:08.278 align:middle line:90%
I can write--

01:06:08.278 --> 01:06:09.550 align:middle line:90%
so this is absolute value.

01:06:09.550 --> 01:06:13.730 align:middle line:90%


01:06:13.730 --> 01:06:15.820 align:middle line:84%
So in fact, let me remove
the absolute value so

01:06:15.820 --> 01:06:17.530 align:middle line:90%
that this becomes pretty clear.

01:06:17.530 --> 01:06:20.540 align:middle line:90%


01:06:20.540 --> 01:06:24.830 align:middle line:84%
I can write this sum
as the l-th partial sum

01:06:24.830 --> 01:06:28.250 align:middle line:90%
minus the n-th partial sum.

01:06:28.250 --> 01:06:32.570 align:middle line:84%
Because the l-th partial sum
sums from n equals 1 up to l.

01:06:32.570 --> 01:06:35.840 align:middle line:84%
The m-th partial sums
from n equals 1 up to m.

01:06:35.840 --> 01:06:39.890 align:middle line:84%
So the sum containing only the
terms between n plus 1 and l

01:06:39.890 --> 01:06:41.285 align:middle line:90%
is the difference of these guys.

01:06:41.285 --> 01:06:43.910 align:middle line:90%


01:06:43.910 --> 01:06:47.700 align:middle line:84%
So now I'll put it
on absolute values.

01:06:47.700 --> 01:06:50.160 align:middle line:84%
And this thing,
because l and m are

01:06:50.160 --> 01:06:53.250 align:middle line:84%
bigger than or equal to capital
M, which is equal to M0,

01:06:53.250 --> 01:06:55.650 align:middle line:84%
and because I have
this inequality,

01:06:55.650 --> 01:06:57.480 align:middle line:90%
this is less than epsilon.

01:06:57.480 --> 01:06:59.220 align:middle line:84%
And the converse
direction, again, it

01:06:59.220 --> 01:07:00.960 align:middle line:84%
follows immediately,
essentially,

01:07:00.960 --> 01:07:04.500 align:middle line:90%
from this equality here.

01:07:04.500 --> 01:07:08.570 align:middle line:90%


01:07:08.570 --> 01:07:11.540 align:middle line:84%
So to check whether
a series converges,

01:07:11.540 --> 01:07:18.230 align:middle line:84%
I don't have to somehow come up
with a limit for this series,

01:07:18.230 --> 01:07:21.440 align:middle line:90%
a sum for this series.

01:07:21.440 --> 01:07:25.160 align:middle line:84%
I can just prove
that the tail can

01:07:25.160 --> 01:07:27.110 align:middle line:84%
be made arbitrarily
small, as long

01:07:27.110 --> 01:07:30.215 align:middle line:84%
as I go far enough
out in the series.

01:07:30.215 --> 01:07:45.970 align:middle line:90%


01:07:45.970 --> 01:07:53.950 align:middle line:84%
And from this, we get a pretty
simple elementary property,

01:07:53.950 --> 01:07:54.730 align:middle line:90%
so a theorem.

01:07:54.730 --> 01:08:00.190 align:middle line:90%


01:08:00.190 --> 01:08:15.170 align:middle line:84%
If a series converges, then
this implies that the limit as n

01:08:15.170 --> 01:08:21.050 align:middle line:84%
goes to infinity of x sub
n of the sequence you used

01:08:21.050 --> 01:08:24.410 align:middle line:90%
to obtain the series equals 0.

01:08:24.410 --> 01:08:31.310 align:middle line:84%
So this should fall in line
with a series being convergent

01:08:31.310 --> 01:08:35.180 align:middle line:84%
if and only if it satisfies this
property here, which is somehow

01:08:35.180 --> 01:08:39.899 align:middle line:84%
saying the tail of the sum is
getting smaller and smaller,

01:08:39.899 --> 01:08:45.649 align:middle line:84%
which means you can't be adding
up big things as you go on

01:08:45.649 --> 01:08:47.165 align:middle line:90%
out in the series.

01:08:47.165 --> 01:08:53.399 align:middle line:90%


01:08:53.399 --> 01:08:53.940 align:middle line:90%
So proof.

01:08:53.940 --> 01:08:59.020 align:middle line:90%


01:08:59.020 --> 01:09:09.569 align:middle line:84%
So we'll show this by a
simple epsilon M definition.

01:09:09.569 --> 01:09:16.529 align:middle line:90%
So suppose xn converges.

01:09:16.529 --> 01:09:19.560 align:middle line:90%


01:09:19.560 --> 01:09:25.505 align:middle line:90%
Then xn the series is Cauchy.

01:09:25.505 --> 01:09:28.870 align:middle line:90%


01:09:28.870 --> 01:09:33.460 align:middle line:84%
And now I'm going to verify this
using the epsilon M definition.

01:09:33.460 --> 01:09:36.760 align:middle line:90%


01:09:36.760 --> 01:09:38.200 align:middle line:90%
Let epsilon be positive.

01:09:38.200 --> 01:09:40.760 align:middle line:90%


01:09:40.760 --> 01:09:47.120 align:middle line:84%
Since xn is Cauchy,
this implies that there

01:09:47.120 --> 01:09:54.500 align:middle line:84%
exists a natural number M0
such that for all l bigger

01:09:54.500 --> 01:09:58.610 align:middle line:84%
than or equal to m
bigger than or equal M0,

01:09:58.610 --> 01:10:08.010 align:middle line:84%
I have that condition there,
sum from n equals m plus 1

01:10:08.010 --> 01:10:11.670 align:middle line:84%
to l x sub n is
less than epsilon.

01:10:11.670 --> 01:10:20.740 align:middle line:90%


01:10:20.740 --> 01:10:25.800 align:middle line:90%
Choose M to be M0 plus 1.

01:10:25.800 --> 01:10:29.160 align:middle line:90%


01:10:29.160 --> 01:10:31.920 align:middle line:84%
So why M0 plus 1
but not exactly M0?

01:10:31.920 --> 01:10:34.680 align:middle line:84%
Just because, basically,
what I'm going to do

01:10:34.680 --> 01:10:37.530 align:middle line:84%
is I'm going to take l
to be equal to m plus 1.

01:10:37.530 --> 01:10:40.440 align:middle line:90%
And the index gets shifted by 1.

01:10:40.440 --> 01:10:43.320 align:middle line:90%


01:10:43.320 --> 01:10:48.840 align:middle line:84%
Then if m is bigger
than or equal to M,

01:10:48.840 --> 01:10:52.140 align:middle line:84%
I get that the absolute
value of x sub m--

01:10:52.140 --> 01:10:55.380 align:middle line:90%


01:10:55.380 --> 01:10:58.950 align:middle line:84%
maybe instead of
saying limit as n

01:10:58.950 --> 01:11:01.630 align:middle line:84%
goes to infinity, I'll write
limit as m goes to infinity,

01:11:01.630 --> 01:11:03.840 align:middle line:84%
it's just a change in
the dummy variable-- this

01:11:03.840 --> 01:11:15.720 align:middle line:84%
is equal to the sum from
n equals m to m x sub n.

01:11:15.720 --> 01:11:17.830 align:middle line:90%
And so I've shifted this.

01:11:17.830 --> 01:11:23.430 align:middle line:84%
So now little m is bigger than
or equal to capital M0 plus 1.

01:11:23.430 --> 01:11:27.600 align:middle line:84%
So you could write this as,
if you like, m minus 1 plus 1.

01:11:27.600 --> 01:11:32.160 align:middle line:84%
So little m minus 1 is
bigger than or equal to M0.

01:11:32.160 --> 01:11:34.800 align:middle line:84%
So by this inequality,
this is less than epsilon.

01:11:34.800 --> 01:11:52.960 align:middle line:90%


01:11:52.960 --> 01:11:58.150 align:middle line:84%
So we see that if a series
converges the terms,

01:11:58.150 --> 01:12:04.180 align:middle line:84%
the individual terms, x
sub n must converge to 0.

01:12:04.180 --> 01:12:08.680 align:middle line:84%
So there's another reason why
this series minus 1 to the n

01:12:08.680 --> 01:12:10.660 align:middle line:90%
does not converge.

01:12:10.660 --> 01:12:12.190 align:middle line:84%
Because those terms
do not converge.

01:12:12.190 --> 01:12:15.640 align:middle line:90%


01:12:15.640 --> 01:12:19.720 align:middle line:84%
And this also tells us that
for this geometric series, when

01:12:19.720 --> 01:12:23.522 align:middle line:84%
r is greater than or equal
to 1 in absolute value,

01:12:23.522 --> 01:12:24.730 align:middle line:90%
the series does not converge.

01:12:24.730 --> 01:12:34.250 align:middle line:90%


01:12:34.250 --> 01:12:36.890 align:middle line:90%
It does not converge.

01:12:36.890 --> 01:12:37.670 align:middle line:90%
And the proof is--

01:12:37.670 --> 01:12:41.240 align:middle line:90%


01:12:41.240 --> 01:12:47.950 align:middle line:84%
and we proved this, in fact,
I think, a few lectures ago,

01:12:47.950 --> 01:12:53.740 align:middle line:84%
as well, that if the absolute
value of r is bigger than 1,

01:12:53.740 --> 01:12:58.840 align:middle line:84%
then the limit as n goes
to infinity of r to the n,

01:12:58.840 --> 01:13:02.400 align:middle line:90%
this limit does not exist.

01:13:02.400 --> 01:13:05.550 align:middle line:90%


01:13:05.550 --> 01:13:08.940 align:middle line:84%
We showed it's, in
fact, unbounded.

01:13:08.940 --> 01:13:15.170 align:middle line:84%
r to the n is an
unbounded sequence.

01:13:15.170 --> 01:13:21.880 align:middle line:90%
So it does not convert.

01:13:21.880 --> 01:13:25.090 align:middle line:84%
So I'm using that
theorem over there

01:13:25.090 --> 01:13:26.440 align:middle line:90%
in a little bit roundabout way.

01:13:26.440 --> 01:13:37.890 align:middle line:90%


01:13:37.890 --> 01:13:39.570 align:middle line:84%
Let me restate this
theorem over here.

01:13:39.570 --> 01:13:46.120 align:middle line:84%
This theorem says if
the series converges,

01:13:46.120 --> 01:13:50.610 align:middle line:90%
then this limit equals 0.

01:13:50.610 --> 01:13:56.760 align:middle line:84%
Now, this statement is logically
equivalent to the negation

01:13:56.760 --> 01:14:02.520 align:middle line:84%
of the converse, or there's
an actual word for that,

01:14:02.520 --> 01:14:04.470 align:middle line:90%
but I can't remember--

01:14:04.470 --> 01:14:12.900 align:middle line:84%
namely that the negation of this
implies the negation of this.

01:14:12.900 --> 01:14:18.960 align:middle line:84%
So a logically equivalent way
to rewrite that statement over

01:14:18.960 --> 01:14:31.900 align:middle line:84%
there is that if this
limit does not equal to 0--

01:14:31.900 --> 01:14:36.580 align:middle line:84%
so if it doesn't exist at
all, that's also fine--

01:14:36.580 --> 01:14:43.150 align:middle line:84%
this implies that
does not converge.

01:14:43.150 --> 01:14:48.070 align:middle line:84%
So this restatement of
the theorem over there

01:14:48.070 --> 01:14:51.910 align:middle line:90%
is really what I used here.

01:14:51.910 --> 01:14:56.350 align:middle line:90%


01:14:56.350 --> 01:14:56.850 align:middle line:90%
All right.

01:14:56.850 --> 01:14:59.440 align:middle line:90%
And I think I'll stop there.

01:14:59.440 --> 01:15:04.140 align:middle line:84%
Next time, we'll see
that this theorem here

01:15:04.140 --> 01:15:05.530 align:middle line:90%
is a one-way street.

01:15:05.530 --> 01:15:08.460 align:middle line:84%
And I think you covered
this example in, probably,

01:15:08.460 --> 01:15:12.180 align:middle line:84%
calculus, namely that
one-way street in the sense

01:15:12.180 --> 01:15:15.810 align:middle line:84%
that if x then converges,
then this limit is 0.

01:15:15.810 --> 01:15:18.030 align:middle line:90%
But the converse does not hold.

01:15:18.030 --> 01:15:21.960 align:middle line:84%
Namely, it is not true
that if this limit

01:15:21.960 --> 01:15:25.440 align:middle line:90%
is 0, then this converges.

01:15:25.440 --> 01:15:31.670 align:middle line:84%
And we'll see the famed
harmonic series next time.

01:15:31.670 --> 01:15:36.274 align:middle line:90%