CentralNotice

BolzanoWeierstrass theorem
From Wikipedia, the free encyclopedia

Jump to: navigation, search

This article needs additional citations for verification. Please help improve
this article by adding citations to reliable sources. Unsourced material may be
challenged and removed. (September 2014) (Learn how and when to remove this
template message)

In mathematics, specifically in real analysis, the BolzanoWeierstrass

theorem, named after Bernard Bolzano and Karl Weierstrass, is a
fundamental result about convergence in a finite-dimensional Euclidean
space Rn. The theorem states that each bounded sequence in Rn has a
convergent subsequence.[1] An equivalent formulation is that a subset of Rn is
sequentially compact if and only if it is closed and bounded.[2] The theorem is
sometimes called the sequential compactness theorem.[3]
Contents [hide]
1
Proof
2
Alternative proof
3
Sequential compactness in Euclidean spaces
4
History
5
Application to economics
6
See also
7
Notes
8
References
9
External links

Proof[edit]
First we prove the theorem when n= 1, in which case the ordering on R can
be put to good use. Indeed, we have the following result.
Lemma: Every sequence {xn} in R has a monotone subsequence.
Proof: Let us call a positive integer n a "peak of the sequence" if m> n
implies xn > xm i.e., if xn is greater than every subsequent term in the
sequence. Suppose first that the sequence has infinitely many peaks, n1<
n2< n3<< nj<. Then the subsequence

{ x n j } {\displaystyle \{x_{n_{j}}\}}

corresponding to these peaks is monotonically decreasing. So suppose now

that there are only finitely many peaks, let N be the last peak and n1 = N + 1.
Then n1 is not a peak, since n1 > N, which implies the existence of an n2 > n1
with

xn
2

xn
1

. {\displaystyle x_{n_{2}}\geq x_{n_{1}}.}

Again, n2 > N is not a peak, hence there is n3 > n2 with

xn
3

xn
2

. {\displaystyle x_{n_{3}}\geq x_{n_{2}}.}

Repeating this process leads to an infinite non-decreasing subsequence

xn
1

xn
2

xn
3

{\displaystyle x_{n_{1}}\leq x_{n_{2}}\leq x_{n_{3}}

\leq \ldots }
, as desired.[4]
Now suppose we have a bounded sequence in R; by the Lemma there exists
a monotone subsequence, necessarily bounded. It follows from the monotone
convergence theorem that this subsequence must converge.

Finally, the general case can be reduced to the case of n= 1 as follows: given
a bounded sequence in Rn, the sequence of first coordinates is a bounded
real sequence, hence has a convergent subsequence. We can then extract a
subsubsequence on which the second coordinates converge, and so on, until
in the end we have passed from the original sequence to a subsequence n
times which is still a subsequence of the original sequence on which
each coordinate sequence converges, hence the subsequence itself is
convergent.

Alternative proof[edit]

There is also an alternative proof of the Bolzano-Weierstrass theorem using

nested intervals. We start with a bounded sequence

( x n ) {\displaystyle (x_{n})}
:

Because (

x n ) n N {\displaystyle (x_{n})_{n\in \mathbb {N} }}

is bounded, this sequence has a lower bound s {\displaystyle s}

and an upper bound S {\displaystyle S}

We take I 1

= [ s , S ] {\displaystyle I_{1}=[s,S]}

as the first interval for the sequence of nested intervals.

Then we split I 1

{\displaystyle I_{1}}

at the mid into two equally sized subintervals.

We take this subinterval as the second interval I 2

{\displaystyle I_{2}}

of the sequence of nested intervals which contains infinitely many members

of (

x n ) n N {\displaystyle (x_{n})_{n\in \mathbb {N} }}

. Because each sequence has infinitely many members, there must be at

least one subinterval which contains infinitely many members.

Then we split I 2

{\displaystyle I_{2}}


again at the mid into two equally sized subintervals.

Again we take this subinterval as the third subinterval I 3

{\displaystyle I_{3}}

of the sequence of nested intervals, which contains infinitely many members

of (

x n ) n N {\displaystyle (x_{n})_{n\in \mathbb {N} }}

We continue this process infinitely many times. Thus we get a sequence of

nested intervals.

Because we halve the length of an interval at each step the limit of the
interval's length is zero. Thus there is a number

x {\displaystyle x}
which is in each Interval

I n {\displaystyle I_{n}}

. Now we show, that

x {\displaystyle x}
is an accumulation point of

( x n ) {\displaystyle (x_{n})}
.
Take a neighbourhood

U {\displaystyle U}
of

x {\displaystyle x}
. Because the length of the intervals converges to zero, there is an Interval

I N {\displaystyle I_{N}}
which is a subset of

U {\displaystyle U}
. Because

I N {\displaystyle I_{N}}
contains by construction infinitely many members of

( x n ) {\displaystyle (x_{n})}
and

I N U {\displaystyle I_{N}\subseteq U}
, also

U {\displaystyle U}
contains infinitely many members of

( x n ) {\displaystyle (x_{n})}
. This proves, that

x {\displaystyle x}
is an accumulation point of

( x n ) {\displaystyle (x_{n})}
. Thus, there is a subsequence of

( x n ) {\displaystyle (x_{n})}
which converges to

x {\displaystyle x}
.

Sequential compactness in Euclidean spaces[edit]

Suppose A is a subset of Rn with the property that every sequence in A has a

subsequence converging to an element of A. Then A must be bounded, since
otherwise there exists a sequence xm in A with ||xm|| m for all m, and then
every subsequence is unbounded and therefore not convergent. Moreover, A
must be closed, since from a noninterior point x in the complement of A one
can build an A-valued sequence converging to x. Thus the subsets A of Rn for
which every sequence in A has a subsequence converging to an element of A
i.e., the subsets which are sequentially compact in the subspace topology
are precisely the closed and bounded sets.
This form of the theorem makes especially clear the analogy to the Heine
Borel theorem, which asserts that a subset of Rn is compact if and only if it is
closed and bounded. In fact, general topology tells us that a metrizable space
is compact if and only if it is sequentially compact, so that the Bolzano
Weierstrass and HeineBorel theorems are essentially the same.

History[edit]

The BolzanoWeierstrass theorem is named after mathematicians Bernard

Bolzano and Karl Weierstrass. It was actually first proved by Bolzano in 1817
as a lemma in the proof of the intermediate value theorem. Some fifty years
later the result was identified as significant in its own right, and proved again
by Weierstrass. It has since become an essential theorem of analysis.

Application to economics[edit]

There are different important equilibrium concepts in economics, the proofs of

the existence of which often require variations of the BolzanoWeierstrass
theorem. One example is the existence of a Pareto efficient allocation. An
allocation is a matrix of consumption bundles for agents in an economy, and
an allocation is Pareto efficient if no change can be made to it which makes
no agent worse off and at least one agent better off (here rows of the
allocation matrix must be rankable by a preference relation). The Bolzano
Weierstrass theorem allows one to prove that if the set of allocations is
compact and non-empty, then the system has a Pareto-efficient allocation.

See also[edit]

Sequentially compact space

HeineBorel theorem
Fundamental axiom of analysis
Ekeland's variational principle

Jump up
^ Bartle and Sherbert 2000, p. 78 (for R).
Jump up
^ Fitzpatrick 2006, p. 52 (for R), p. 300 (for Rn).

Notes[edit]
2

3
4

Jump up
^ Fitzpatrick 2006, p. xiv.
Jump up
^ Bartle and Sherbert 2000, pp. 78-79.

References[edit]

Bartle, Robert G.; Sherbert, Donald R. (2000). Introduction to Real

Analysis (3rd ed.). New York: J. Wiley.
Fitzpatrick, Patrick M. (2006). Advanced Calculus (2nd ed.). Belmont,
CA: Thomson Brooks/Cole. ISBN0-534-37603-7.

External links[edit]

Hazewinkel, Michiel, ed. (2001), "Bolzano-Weierstrass theorem",

Encyclopedia of Mathematics, Springer, ISBN978-1-55608-010-4
A proof of the BolzanoWeierstrass theorem
PlanetMath: proof of BolzanoWeierstrass Theorem
A proof of the BolzanoWeierstrass theorem as a rap

Saved in parser cache with key enwiki:pcache:idhash:31211-0!*!0!!en!4!*!

math=5 and timestamp 20161003162117 and revision id 739634426 <img
src="//en.wikipedia.org/wiki/Special:CentralAutoLogin/start?type=1x1" alt=""
title="" width="1" height="1" style="border: none; position: absolute;" />
Categories: Theorems in real analysisCompactness theorems

Navigation menu
Not logged in
Talk
Contributions
Create account
Log in

Article
Talk
Read
Edit
View history

Search
Main page
Contents
Featured content
Current events
Random article
Donate to Wikipedia
Wikipedia store

Interaction
Help
About Wikipedia
Community portal
Recent changes
Contact page
Tools
What links here
Related changes
Upload file
Special pages
Permanent link
Page information
Wikidata item
Cite this page
Print/export
Create a book
Download as PDF
Printable version
Languages

Azrbaycanca

Catal
Cymraeg
Deutsch
Eesti

Espaol
Franais

slenska
Italiano

Magyar
Nederlands

Polski
Portugus
Romn

/ srpski
Suomi
Svenska
Trke

Edit links

This page was last modified on 15 September 2016, at 22:59.

Text is available under the Creative Commons Attribution-ShareAlike License; additional
terms may apply. By using this site, you agree to the Terms of Use and Privacy Policy.
Wikipedia is a registered trademark of the Wikimedia Foundation, Inc., a non-profit
organization.
Privacy policy
About Wikipedia
Disclaimers
Contact Wikipedia
Developers
Cookie statement
Mobile view