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The Uniform Cauchy Criterion

Learn to use uniform Cauchy estimates as quantitative tools for checking convergence and bounding the error to a limit.

Advanced 9 min read

What You'll Learn

  • Interpret the uniform Cauchy criterion through the size of all pairwise tail differences
  • Convert a uniform tail bound into an error bound for a known pointwise limit
  • Prove that bounded linear combinations of scalar Cauchy sequences are uniformly Cauchy
  • Calculate exact or useful upper bounds for tail discrepancies in examples
  • Detect failure of the uniform Cauchy condition using inputs that vary with the indices

From Pairwise Closeness to an Error Estimate

In “Uniform Cauchy Sequences,” uniform Cauchy behavior was defined by requiring every sufficiently late pair of functions to be close at every point of the domain. The Uniform Cauchy Criterion, stated earlier in this course, connects that pairwise condition to uniform convergence: a sequence of real-valued functions is uniformly Cauchy on its domain if and only if it converges uniformly there to a function.

The criterion is useful not only for deciding whether a uniform limit exists. It also gives a practical way to estimate the distance to a limit once the limit is known, or once pointwise convergence has been established. The key is to measure how far apart the functions in each tail of the sequence can be. These tail estimates often are easier to calculate than the limit itself.

Definition: Let \(f_n:E\to\mathbb{R}\), where \(E\) is nonempty. For each positive integer \(N\), define the tail discrepancy \[ D_N=\sup\{|f_m(x)-f_n(x)|:m,n\geq N,\ x\in E\}, \] allowing \(D_N=+\infty\). It measures the largest possible difference between any two functions from the \(N\)th term onward, over the whole domain.

As \(N\) increases, the collection of pairs and inputs in this supremum can only shrink. Consequently, \(D_{N+1}\leq D_N\). The uniform Cauchy condition says precisely that these tail discrepancies become arbitrarily small. When checking the definition directly, it is enough to find a bound on \(D_N\) that tends to zero. A supremum need not be attained: a bound on every pairwise difference still bounds the supremum, even if no particular pair realizes it.

The distinction between a pointwise estimate and a tail discrepancy is important. A bound that depends on \(x\) may prove that the values at each fixed input form a Cauchy sequence, but it need not give one small bound for the whole domain. To establish uniform Cauchy behavior, the bound must control all \(x\in E\) with the same choice of \(N\).

A Tail Bound Controls the Error to the Limit

The first result turns pairwise bounds into bounds against a limit. It assumes pointwise convergence, so the limit can be used in an ordinary real-variable limit at each fixed input. The resulting estimate is uniform because the original pairwise bound did not depend on the input.

Theorem (Tail Discrepancy Bounds the Limit Error): Suppose \(f_n:E\to\mathbb{R}\) converges pointwise to \(f:E\to\mathbb{R}\). If \(D_N<+\infty\), then for every \(n\geq N\), \[ \sup_{x\in E}|f_n(x)-f(x)|\leq D_N. \]

Proof. Fix \(N\) with \(D_N<+\infty\), an index \(n\geq N\), and an input \(x\in E\). For every \(m\geq N\), both \(m\) and \(n\) belong to the tail defining \(D_N\). Therefore

$$ |f_n(x)-f_m(x)|\leq D_N. $$

As \(m\) tends to infinity, \(f_m(x)\) tends to \(f(x)\). The absolute value is continuous, so taking the limit in this inequality gives

$$ |f_n(x)-f(x)|\leq D_N. $$

This holds for every \(x\in E\), with the same right-hand side. Taking the supremum over \(x\) proves the claim. \(\square\)

In particular, if \(D_N\) tends to zero, the theorem gives uniform convergence to the pointwise limit and supplies an explicit error bound for every term in the tail. The Uniform Cauchy Criterion also guarantees a uniform limit from the uniform Cauchy condition alone; the estimate above adds quantitative information about how quickly the functions approach that limit.

Worked Example: A Tail Discrepancy That Is Not Attained

For \(n\geq1\), define \(f_n:[-3,2]\to\mathbb{R}\) by \(f_n(x)=x/(n+1)\). For \(m,n\geq N\),

$$ |f_m(x)-f_n(x)| =|x|\left|\frac{1}{m+1}-\frac{1}{n+1}\right| \leq 3\left|\frac{1}{m+1}-\frac{1}{n+1}\right| \leq \frac{3}{N+1}. $$

The final bound follows because both reciprocals lie between \(0\) and \(1/(N+1)\). Thus \(D_N\leq3/(N+1)\). In fact, equality holds for the supremum: take \(x=-3\), \(m=N\), and let \(n\) increase without bound. The pairwise differences approach \(3/(N+1)\), although no finite \(n\) attains that value. This illustrates why a supremum is the appropriate measure of a tail, whether or not it is a maximum.

For each fixed \(x\), \(f_n(x)\to0\). The tail-discrepancy theorem therefore gives

$$ \sup_{x\in[-3,2]}|f_n(x)|\leq\frac{3}{N+1} \qquad(n\geq N). $$

Taking \(N=n\) yields the more familiar direct error estimate \(\sup_{x\in[-3,2]}|f_n(x)|\leq3/(n+1)\). The tail estimate and the direct estimate describe the same convergence at two different levels: one controls all pairs in a tail, while the other controls each term against the limit.

Tail Bounds for Bounded Linear Combinations

A frequent source of uniformly Cauchy sequences is a finite linear combination of fixed bounded functions, with scalar coefficients that vary with \(n\). The estimates separate naturally: changes in a coefficient are multiplied by the size of its fixed function. Boundedness ensures that these multipliers can be controlled uniformly over the domain.

Theorem (Bounded Linear Combinations Preserve Uniform Cauchy Behavior): Let \(g,h\in B(E)\), and let \((a_n)\) and \((b_n)\) be Cauchy sequences of real numbers. Define \(u_n(x)=a_ng(x)+b_nh(x)\). Then \((u_n)\) is uniformly Cauchy on \(E\).

Proof. Write \(M=\|g\|_\infty\) and \(K=\|h\|_\infty\), both of which are finite. Fix \(\varepsilon>0\), and choose

$$ \delta=\frac{\varepsilon}{M+K+1}. $$

Since \((a_n)\) and \((b_n)\) are Cauchy sequences of real numbers, there is an index \(N\) such that for \(m,n\geq N\),

$$ |a_m-a_n|<\delta \qquad\text{and}\qquad |b_m-b_n|<\delta. $$

For every \(x\in E\), subtract the formulas for \(u_m(x)\) and \(u_n(x)\), then apply the triangle inequality:

$$ \begin{aligned} |u_m(x)-u_n(x)| &\leq |a_m-a_n|\,|g(x)|+|b_m-b_n|\,|h(x)|\\ &\leq (M+K)\delta\\ &=\frac{\varepsilon(M+K)}{M+K+1} <\varepsilon. \end{aligned} $$

The second line is valid because \(|g(x)|\leq M\), \(|h(x)|\leq K\), and both coefficient differences are less than \(\delta\). The final strict inequality holds since \(M+K\geq0\) and \(M+K<M+K+1\). If \(M=K=0\), the bound is \(0<\varepsilon\), so the zero-function case is included as well. The index \(N\) does not depend on \(x\), proving that \((u_n)\) is uniformly Cauchy. \(\square\)

Worked Example: Two Cauchy Coefficients on a Bounded Domain

On \(E=[-1,1]\), set \[ u_n(x)=\frac{1}{n+1}(1+x)+\frac{(-1)^n}{n+1}x^2. \] Here \(g(x)=1+x\) satisfies \(\|g\|_\infty=2\), and \(h(x)=x^2\) satisfies \(\|h\|_\infty=1\). The coefficient sequences \(a_n=1/(n+1)\) and \(b_n=(-1)^n/(n+1)\) both converge to zero, so they are Cauchy.

For a direct tail estimate, if \(m,n\geq N\), then

$$ |a_m-a_n|\leq\frac{2}{N+1}, \qquad |b_m-b_n|\leq\frac{2}{N+1}. $$

Indeed, each of \(|a_m|\), \(|a_n|\), \(|b_m|\), and \(|b_n|\) is at most \(1/(N+1)\). Consequently, for every \(x\in[-1,1]\),

$$ |u_m(x)-u_n(x)| \leq \frac{2}{N+1}\,|1+x|+\frac{2}{N+1}\,|x^2| \leq\frac{6}{N+1}. $$

Given \(\varepsilon>0\), choose \(N\) large enough that \(6/(N+1)<\varepsilon\). This proves the uniform Cauchy condition directly. Since both coefficients tend to zero and \(g,h\) are fixed, \(u_n(x)\to0\) at every \(x\); the tail-discrepancy estimate also controls the uniform error to that limit.

When Tail Discrepancies Do Not Shrink

To disprove uniform Cauchy behavior, it is enough to find a fixed positive separation that persists arbitrarily far into the sequence. The input at which that separation occurs may depend on the indices. This is closely related to the moving-input method for testing uniform convergence, but the comparison here is between two functions in a late tail.

Worked Example: A Persistent Separation Near the Boundary

For \(n\geq1\), define \(v_n:[0,1]\to\mathbb{R}\) by \[ v_n(x)=\frac{nx}{1+n^2x^2}. \] For each fixed \(x>0\), rewrite the expression as \[ v_n(x)=\frac{1}{nx}\cdot\frac{n^2x^2}{1+n^2x^2}. \] The second factor is at most \(1\), so \(0\leq v_n(x)\leq1/(nx)\), which tends to zero. At \(x=0\), \(v_n(0)=0\). Thus \(v_n\to0\) pointwise on \([0,1]\).

Nevertheless, for every positive integer \(N\), use the input \(x=1/N\) and compare indices \(N\) and \(2N\). Direct substitution gives

$$ v_N(1/N)=\frac{1}{1+1}=\frac12, \qquad v_{2N}(1/N)=\frac{2}{1+4}=\frac25, \qquad |v_N(1/N)-v_{2N}(1/N)|=\frac{1}{10}. $$

Both indices are at least \(N\), so \(D_N\geq1/10\) for every \(N\). The tail discrepancies therefore do not tend to zero, and the sequence is not uniformly Cauchy. The changing input \(1/N\) locates a region where the functions remain separated, even though at every fixed input their values tend to zero.

Using the Criterion Without Confusing Its Quantifiers

A tail estimate should be checked against all three parts of the uniform Cauchy condition: the two indices must both lie far enough into the sequence, every input must be covered, and the final bound must become smaller than any prescribed positive accuracy. An estimate that applies only when one index is fixed, or that works only at each fixed input with an input-dependent index, does not establish uniform Cauchy behavior.

Conversely, once pointwise convergence is known, the Tail Discrepancy Bounds the Limit Error theorem makes a useful workflow possible. First estimate pairwise differences on a tail. Then take the supremum over the domain to obtain \(D_N\). Finally, apply the same bound to the distance from any sufficiently late term to the pointwise limit. This approach can provide a convergence rate without requiring a separate direct estimate of the limit error.

1
Compare two late terms.
Find a bound for \(|f_m(x)-f_n(x)|\) valid for every \(m,n\geq N\) and every \(x\in E\).
2
Make the bound independent of the input.
Take a supremum over \(x\), or use known bounds on the functions that appear in the estimate.
3
Use the tail estimate.
If the discrepancies tend to zero, the Uniform Cauchy Criterion gives uniform convergence; when the pointwise limit is known, the tail bound also bounds the error to that limit.

The main practical lesson is that pairwise tail estimates contain more information than a yes-or-no convergence test. They can identify the rate at which the sequence becomes uniformly close to itself, and, once a pointwise limit is available, that same rate controls the uniform distance to the limit. The next tutorial proves the Uniform Cauchy Criterion itself.

Takeaway: The tail discrepancy records the largest separation among all late function values. When it becomes small, the Uniform Cauchy Criterion applies; when a pointwise limit is known, the tail discrepancy also gives a direct uniform error bound.

Check Your Understanding

Use tail discrepancies and the results above to answer the following questions.

  1. Why can a supremum describe the size of a tail even when no pair of functions attains that size?
  2. In the Tail Discrepancy Bounds the Limit Error theorem, where is pointwise convergence used?
  3. For the functions \(f_n(x)=x/(n+1)\) on \([-3,2]\), why does the tail discrepancy have value \(3/(N+1)\), although that value is not attained by a finite pair of indices?
  4. Why are boundedness assumptions on \(g\) and \(h\) needed in the theorem about bounded linear combinations?
  5. For \(v_n(x)=nx/(1+n^2x^2)\), which inputs and indices demonstrate that the sequence is not uniformly Cauchy?