Cauchy Sequence

A Cauchy sequence is a sequence for which the terms eventually become arbitrarily close to each other.

Definition

In a metric space X, a sequence {xk}kN is a Cauchy sequence if and only if for any ϵ>0 there exists an NN such that:

m,n>Nd(xn,xm)<ϵ.

It is important to note that points getting pairwise close together is not sufficient for it to be Cauchy. One example is the sequence of partial sums of the harmonic series

xk=n=1k=1+12+13++1k

where xk+1xk=1k which approaches zero, yet the series is unbounded and thus cannot be Cauchy.


The main utility of this idea is for the notion of completeness. That is, a way of expressing the notion of sequences which "should" converge, but the space is missing the points necessary for that convergence to actually hold.