How to show convergence in a metric space? Mathematics Stack Exchange

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It follows that a Cauchy sequence can have at most one cluster point \(p,\) for \(p\) is also its limit and hence unique; see §14, Corollary 1. Much stronger theorems in this respect, which require not much more than pointwise convergence, can be obtained if one abandons the Riemann integral and uses the Lebesgue integral instead. A net in the product space has a limit if and only if each projection has a limit. Series acceleration is a collection of techniques for improving the rate of convergence of a series discretization. Such acceleration is commonly accomplished with sequence transformations. In practice, the rate and order of convergence provide useful insights when using iterative methods for calculating numerical approximations.

  • Generalizations of Cauchy sequences in more abstract uniform spaces exist in the form of Cauchy filters and Cauchy nets.
  • Such acceleration is commonly accomplished with sequence transformations.
  • The real numbers are complete under the metric induced by the usual absolute value, and one of the standard constructions of the real numbers involves Cauchy sequences of rational numbers.
  • The topology, that is, the set of open sets of a space encodes which sequences converge.
  • In any case, he shows how the two can be used in combination to prove various theorems in general topology.
  • The erroneous claim that the pointwise limit of a sequence of continuous functions is continuous (originally stated in terms of convergent series of continuous functions) is infamously known as “Cauchy’s wrong theorem”.

A normed space, which is a special type of topological vector space, is a complete TVS (equivalently, a Banach space) if and only if every Cauchy sequence converges to some point (a property that is called sequential completeness). Although Cauchy nets are not needed to describe completeness of normed spaces, they are needed to describe completeness of more general (possibly non-normable) topological vector spaces. Nets are one of the many tools used in topology to generalize certain concepts that may not be general enough in the context of metric spaces.
Otherwise, convergence in measure can refer to either global convergence in measure or local convergence in measure, depending on the author. Again, we will be cheating a little bit and we will use the definite article in front of the word limit before we prove that the limit is unique. (ii) Every complete set \(A \subseteq(S, \rho)\) is necessarily closed.

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These last two properties, together with the Bolzano–Weierstrass theorem, yield one standard proof of the completeness of the real numbers, closely related to both the Bolzano–Weierstrass theorem and the Heine–Borel theorem. Every Cauchy sequence of real numbers is bounded, hence by Bolzano–Weierstrass has a convergent subsequence, hence is itself convergent. This proof of the completeness of the real numbers implicitly makes use of the least upper bound axiom. The alternative approach, mentioned above, of constructing the real numbers as the completion of the rational numbers, makes the completeness of the real numbers tautological. Generalizations of Cauchy sequences in more abstract uniform spaces exist in the form of Cauchy filters and Cauchy nets. In any case, he shows how the two can be used in combination to prove various theorems in general topology.
A related notion, that of the filter, was developed in 1937 by Henri Cartan. While condition 1 always guarantees condition 2, the converse is not necessarily true if the topological spaces are not both first-countable. In particular, the two conditions are equivalent for metric spaces. In mathematics and statistics, weak convergence is one of many types of convergence relating to the convergence of measures.
This theorem is an important one in the history of real and Fourier analysis, since many 18th century mathematicians had the intuitive understanding that a sequence of continuous functions always converges to a continuous function. The image above shows a counterexample, and many discontinuous functions could, in fact, be written as a Fourier series of continuous functions. The erroneous claim that the pointwise limit of a sequence of continuous functions is continuous (originally stated in terms of convergent series of continuous functions) is infamously known as “Cauchy’s wrong theorem”. The uniform limit theorem shows that a stronger form of convergence, uniform convergence, is needed to ensure the preservation of continuity in the limit function.
In a measure theoretical or probabilistic context setwise convergence is often referred to as strong convergence (as opposed to weak convergence). This can lead to some ambiguity because in functional analysis, strong convergence usually refers to convergence with respect to a norm. The real numbers are complete under the metric induced by the usual absolute value, and one of the standard constructions of the real numbers involves Cauchy sequences of rational numbers.
definition of convergence metric
Using Morera’s Theorem, one can show that if a sequence of analytic functions converges uniformly in a region S of the complex plane, then the limit is analytic in S. This example demonstrates that complex functions are more well-behaved than real functions, since the uniform limit of analytic functions on a real interval need not even be differentiable (see Weierstrass function). A rather different type of example is afforded by a metric space X which has the discrete metric (where any two distinct points are at distance 1 from each other). Any Cauchy sequence of elements of X must be constant beyond some fixed point, and converges to the eventually repeating term.

Title:Equilibrate Parametrization: Optimal Metric Selection with Provable One-iteration Convergence for $ l_1 $-minimization

In that case, every limit of the net is also a limit of every subnet. Three of the most common notions of convergence are described below.
Note that almost uniform convergence of a sequence does not mean that the sequence converges uniformly almost everywhere as might be inferred from the name. However, Egorov’s theorem does guarantee that on a finite measure space, a sequence of functions that converges almost everywhere also converges almost uniformly on the same set. We first define uniform convergence for real-valued functions, although the concept is readily generalized to functions mapping to metric spaces and, more generally, uniform spaces (see below). This is often exploited in algorithms, both theoretical and applied, where an iterative process can be shown relatively easily to produce a Cauchy sequence, consisting of the iterates, thus fulfilling a logical condition, such as termination.
definition of convergence metric
A metric space (X, d) in which every Cauchy sequence converges to an element of X is called complete. The axiom of choice is equivalent to Tychonoff’s theorem, which states that the product of any collection of compact topological spaces is compact. But if every compact space is also Hausdorff, then the so called “Tychonoff’s theorem for compact Hausdorff spaces” can be used instead, which is equivalent to the ultrafilter lemma and so strictly weaker than the axiom of choice.

Weak convergence of measures

Because this topology is generated by a family of pseudometrics, it is uniformizable. Working with uniform structures instead of topologies allows us to formulate uniform properties such as

Cauchyness. Convergence in measure is either of two distinct mathematical concepts both of which generalize

the concept of convergence in probability.
It depends on a topology on the underlying space and thus is not a purely measure theoretic notion. To formalize this requires a careful specification of the set of functions under consideration and how uniform the convergence should be. When we take a closure of a set \(A\), we really throw in precisely those points that are limits of sequences in \(A\). The topology, that is, the set of open sets of a space encodes which sequences converge. The notion of a sequence in a metric space is very similar to a sequence of real numbers.
definition of convergence metric
If the order of convergence is higher, then typically fewer iterations are necessary to yield a useful approximation. Strictly speaking, however, the asymptotic behavior of a sequence does not give conclusive information about any finite part of the sequence. https://www.globalcloudteam.com/ The equivalence between these two definitions can be seen as a particular case of the Monge-Kantorovich duality. From the two definitions above, it is clear that the total variation distance between probability measures is always between 0 and 2.

convergence metric


In this construction, each equivalence class of Cauchy sequences of rational numbers with a certain tail behavior—that is, each class of sequences that get arbitrarily close to one another— is a real number. Every limit of a sequence and limit of a function can be interpreted as a limit of a net (as described below). In particular, the natural numbers with the usual order form such a set, and a sequence is a function on the natural numbers, so every sequence is a net. The solution of the discretized problem converges to the solution of the continuous problem as the grid size goes to zero, and the speed of convergence is one of the factors of the efficiency of the method. However, the terminology, in this case, is different from the terminology for iterative methods.

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