The Cauchy convergence test is a method used to test
infinite series
In mathematics, a series is, roughly speaking, an addition of infinitely many terms, one after the other. The study of series is a major part of calculus and its generalization, mathematical analysis. Series are used in most areas of mathemati ...
for
convergence
Convergence may refer to:
Arts and media Literature
*''Convergence'' (book series), edited by Ruth Nanda Anshen
*Convergence (comics), "Convergence" (comics), two separate story lines published by DC Comics:
**A four-part crossover storyline that ...
. It relies on bounding sums of terms in the series. This convergence criterion is named after
Augustin-Louis Cauchy
Baron Augustin-Louis Cauchy ( , , ; ; 21 August 1789 – 23 May 1857) was a French mathematician, engineer, and physicist. He was one of the first to rigorously state and prove the key theorems of calculus (thereby creating real a ...
who published it in his textbook ''
Cours d'Analyse'' 1821.
Statement
A series
is convergent
if and only if
In logic and related fields such as mathematics and philosophy, "if and only if" (often shortened as "iff") is paraphrased by the biconditional, a logical connective between statements. The biconditional is true in two cases, where either bo ...
for every
there is a
natural number
In mathematics, the natural numbers are the numbers 0, 1, 2, 3, and so on, possibly excluding 0. Some start counting with 0, defining the natural numbers as the non-negative integers , while others start with 1, defining them as the positive in ...
such that
:
holds for all
and all
.
Explanation
The test works because the space
of
real number
In mathematics, a real number is a number that can be used to measure a continuous one- dimensional quantity such as a duration or temperature. Here, ''continuous'' means that pairs of values can have arbitrarily small differences. Every re ...
s and the space
of
complex number
In mathematics, a complex number is an element of a number system that extends the real numbers with a specific element denoted , called the imaginary unit and satisfying the equation i^= -1; every complex number can be expressed in the for ...
s (with the
metric given by the
absolute value
In mathematics, the absolute value or modulus of a real number x, is the non-negative value without regard to its sign. Namely, , x, =x if x is a positive number, and , x, =-x if x is negative (in which case negating x makes -x positive), ...
) are both
complete. From here, the series is convergent if and only if the
partial sum
In mathematics, a series is, roughly speaking, an addition of infinitely many terms, one after the other. The study of series is a major part of calculus and its generalization, mathematical analysis. Series are used in most areas of mathemati ...
s
:
are a
Cauchy sequence
In mathematics, a Cauchy sequence is a sequence whose elements become arbitrarily close to each other as the sequence progresses. More precisely, given any small positive distance, all excluding a finite number of elements of the sequence are le ...
.
Cauchy's convergence test can only be used in
complete metric space
In mathematical analysis, a metric space is called complete (or a Cauchy space) if every Cauchy sequence of points in has a limit that is also in .
Intuitively, a space is complete if there are no "points missing" from it (inside or at the bou ...
s (such as
and
), which are spaces where all Cauchy sequences converge. This is because we need only show that its elements become arbitrarily close to each other after a finite progression in the sequence to
prove the series converges.
Proof
We can use the results about convergence of the sequence of partial sums of the infinite series and apply them to the convergence of the infinite series itself. The Cauchy Criterion test is one such application.
For any real sequence
, the above results on convergence imply that the
infinite series
In mathematics, a series is, roughly speaking, an addition of infinitely many terms, one after the other. The study of series is a major part of calculus and its generalization, mathematical analysis. Series are used in most areas of mathemati ...
:
converges if and only if for every
there is a number ''N'', such that ''m'' ≥ ''n'' ≥ ''N'' imply
:
Probably the most interesting part of this theorem is that the Cauchy condition implies the existence of the limit: this is indeed related to the completeness of the real line.
The Cauchy criterion can be generalized to a variety of situations, which can all be loosely summarized as "a vanishing oscillation condition is equivalent to convergence".
References
{{reflist
Convergence tests