Definition:Convergence

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[edit] Sequence

[edit] Topological Space

Let T = \left({A, \vartheta}\right) be a topological space.

Let \left \langle {x_k} \right \rangle be a sequence in T.


Then \left \langle {x_k} \right \rangle converges to the limit l \in T if, for any open set U \subseteq T such that l \in U, \exists N \in \R: n > N \Longrightarrow x_n \in U.


Such a sequence is convergent.


[edit] Metric Space

Let \left({X, d}\right) be a metric space.

Let \left \langle {x_k} \right \rangle be a sequence in X.


Then \left \langle {x_k} \right \rangle converges to the limit l iff:

\forall \epsilon > 0: \exists N \in \R: n > N \Longrightarrow d \left({x_n, l}\right) < \epsilon

Or equivalently, using the definition of neighborhood:

\forall \epsilon > 0: \exists N \in \R: n > N \Longrightarrow x_n \in N_\epsilon \left({l}\right)


We can write "x_n \to l as n \to \infty", or \lim_{n \to \infty} x_n \to l.

This is voiced "As n tends to infinity, xn tends to (the limit) l."


It can be seen that by the definition of open set in a metric space, this definition is equivalent to that for convergence in a topological space.


[edit] Standard Number Fields

When X is one of the standard number fields \Q, \R, \C, and the metric d is the usual (Euclidean) metric, the condition on convergence becomes:

\left \langle {x_k} \right \rangle converges to the limit l iff:

\forall \epsilon > 0: \exists N \in \R: n > N \implies \left|{x_n - l}\right| < \epsilon

where \left|{x}\right| is the modulus of x.

The validity of this definition derives from the fact that:


[edit] Divergent Sequence

A sequence which is not convergent is divergent.


[edit] Comment

The sequence x_1, x_2, x_3 \ldots can be thought of as a set of approximations to the number l, in which the higher the n the better the approximation.

The distance \left|{x_n - l}\right| between xn and l can then be thought of as the error arising from approximating l by xn.


Note the way the definition is constructed.

"Given any value of ε, however small, we can always find a value of N such that ..."

If you pick a smaller value of ε, then (in general) you would have to pick a larger value of N - but the implication is that, if the sequence is convergent, you will always be able to do this.


Note also that N depends on ε. That is, for each value of ε we (probably) need to use a different value of N.


[edit] Note

Some sources insist that N \in \N but this is not strictly necessary and can make proofs more cumbersome.


[edit] Series

Let S be one of the standard number fields \Q, \R, \C.

Let \sum_{n=1}^\infty a_n be a series in S.

Let \left \langle {s_N} \right \rangle be the sequence of partial sums of \sum_{n=1}^\infty a_n.

It follows that \left \langle {s_N} \right \rangle can be treated as a sequence in the metric space S.


If s_N \to s as n \to \infty, the series converges to the sum s.


[edit] Divergent Series

A series which is not convergent is divergent.


[edit] Functions

[edit] Convergence of a Function on a Metric Space

Let M_1 = \left({A_1, d_1}\right) and M_2 = \left({A_2, d_2}\right) be metric spaces.

Let c be a limit point of M1.

Let f: A_1 \to A_2 be a mapping from A1 to A2 defined everywhere on A1 except possibly at c.

Let f \left({x}\right) tend to the limit L as x tends to c.


Then f converges to the limit L as x tends to c.


[edit] Convergence of Real and Complex Functions

As:

the definition holds for real and complex functions.


[edit] Divergent Function

There are multiple ways that a function can be divergent. Here are some samples:

  • Let f: \R \to \R be such that:
\forall H > 0: \exists \delta > 0: f \left({x}\right) > H provided c < x < c + δ


Then (using the language of limits), f \left({x}\right) \to +\infty as x \to c^+.


  • Let f: \R \to \R be such that:

f \left({x}\right) = \begin{cases}
0 & : x \in \Q \\
1 & : x \notin \Q
\end{cases}

Then x converges to neither 0 nor 1 and hence is divergent (although, it needs to be noted, not to infinity).


[edit] Filters

A filter \mathcal{F} on a topological space X is said to converge to a point x \in X if U \in \mathcal{F} for every neighborhood U of x.

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