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Convergence

Definition 1: a sequence \((x_n)_{n \in \mathbb{N}}\) in a metric space \((X,d)\) is convergent if there exists an \(x \in X\) such that

\[ \lim_{n \to \infty} d(x_n, x) = 0. \]

\(x\) is the limit of \((x_n)\) and is denoted by

\[ \lim_{n \to \infty} x_n = x, \]

or simply by \(x_n \to x\), \((n \to \infty)\).

We say that \((x_n)\) converges to \(x\) or has the limit \(x\). If \((x_n)\) is not convergent then it is divergent.

We have that the limit of a convergent sequence must be a point of \(X\).

Definition 2: a non-empty subset \(M \subset X\) of a metric space \((X,d)\) is bounded if there exists an \(x_0 \in X\) and an \(r > 0\) such that \(M \subset B(x_0,r)\).

Furthermore, we call a sequence \((x_n)\) in \(X\) a bounded sequence if the corresponding point set is a bounded subset of \(X\).

Lemma 1: let \((X,d)\) be a metric space then

  1. a convergent sequence in \(X\) is bounded and its limit is unique,
  2. if \(x_n \to x\) and \(y_n \to y\) then \(d(x_n, y_n) \to d(x,y)\), \((n \to \infty)\).
Proof:

For statement 1, suppose that \(x_n \to x\). Then, taking \(\varepsilon = 1\), we can find an \(N\) such that \(d(x_n, x) < 1\) for all \(n > N\). Which shows that \((x_n)\) is bounded. Suppose that \(x_n \to x\) and \(x_n \to z\) then by axiom 4 of the definition of a metric space we have

\[ d(x_n, x) \leq d(x_n, z) + d(x, z) \to 0, \]

as \(n \to \infty\) and by axiom 2 of the definition of a metric space it follows that \(x = z\).

For statement 2, we have that

\[ d(x_n,y_n) \leq d(x_n, x) + d(x, y) + d(y, y_n), \]

by axiom 4 of the definition of a metric space. Hence we obtain

\[ d(x_n, y_n) - d(x, y) \leq d(x_n, x) + d(y_n, y), \]

such that

\[ |d(x_n, y_n) - d(x, y)| \leq d(x_n, x) + d(y_n, y) \to 0 \]

as \(n \to \infty\).