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Let $I$ be an index set and $l^1(I;\mathbb{R})$ be the set of all sequences $a$ such that $\sum_{i \in I} |a(i)| < +\infty$.

Define $||a|| = \sum_{i \in I} |a(i)|$.

Q1: Given $a_n \in l^1(I;\mathbb{R})$ such that $||a_n - a_{n+1}|| < 2^{-n}$, show that $\lim \limits_{n \to \infty} a_n(i)$ exist for all $i\in I$ and the limit sequence, call it $\bar{a}$, is also in $l^1(I;\mathbb{R})$.

My working so far:

$||a_n - a_{n+1}|| < 2^{-n}$ $\implies $ $\sum_{i \in I} |a_n(i) - a_{n+1}(i)| < 2^{-n}$.

Then, taking $\sum_{n = 0}^\infty$ on both sides,we have :

$\sum_{n = 0}^\infty \sum_{i \in I} |a_n(i) - a_{n+1}(i)| \leq \sum_{n = 0}^\infty 2^{-n}$

$\implies $ $\sum_{n = 0}^\infty \sum_{i \in I} |a_n(i) - a_{n+1}(i)| < 2$ or

$ \sum_{i \in I} \sum_{n = 0}^\infty |a_n(i) - a_{n+1}(i)| < 2$

I am not sure how to proceed further. Ultimately, I want to show $l^1(I; \mathbb{R})$ is complete.

rims
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1 Answers1

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To show that the space is complete, one needs to demonstrate that all Cauchy sequences with respect to the norm converge. If $(a_n)_{n\geq 0}\subseteq \ell^1(I;\mathbb{R})$ is such a Cauchy sequence then by definition, for all $\epsilon>0$ there exists $N\in\mathbb{N}$ such that $\|a_n-a_m\|<\epsilon$ whenever $n,m\geq N$.

Assume first of all that $I$ is a countable indexing set. Then, for each fixed $i\in I$ and all $n,m\geq N$, one has

$$|a_n(i)-a_m(i)|\leq \sum_{i\in I} |a_n(i)-a_m(i)| \leq \|a_n-a_m\| <\epsilon.$$

This means that for each fixed $i\in I$, the sequence $(a_n(i))_{n\geq 0}\subseteq \mathbb{R}$ is a Cauchy sequence with respect to $|\cdot|$. Since $(\mathbb{R},|\cdot|)$ is complete, for each fixed $i\in I$ this sequence converges, that is, $\lim_{n\to\infty} a_n(i)=a(i)$ for some $a(i)\in\mathbb{R}$.

Define the sequence $a=(a(i))_{i\in I}$, it is a candidate for the limit of $(a_n)_{n\geq 0}$. We wish to show that $a\in\ell^1(I;\mathbb{R})$. For this, we observe firstly that for a fixed $n\geq N$ we have $a-a_n\in \ell^1(I;\mathbb{R})$. Notice that since $I$ is countable, we can write it as $I=\{i_j\}_{j\in\mathbb{N}}$ and so

\begin{align*} \sum_{i\in I} |a(i)-a_n(i)|&= \sum_{j=1}^\infty |a(i_j)-a_n(i_j)|\\ &=\lim_{J\to\infty}\sum_{j=1}^J |a(i_j)-a_n(i_j)|\\ &=\lim_{J\to\infty}\sum_{j=1}^J \lim_{m\to\infty}|a_m(i_j)-a_n(i_j)|\\ &=\lim_{J\to\infty}\lim_{m\to\infty}\sum_{j=1}^J|a_m(i_j)-a_n(i_j)|\\ &\leq \lim_{J\to\infty}\lim_{m\to\infty} \|a_m-a_n\|\\ &<\lim_{J\to\infty} \epsilon = \epsilon. \end{align*}

In the above, the third equality is by definition of $a_m(i_j)\to a(i_j)$ for each $i_j$, the fourth equality is interchanging a limit and finite sum, then the first inequality is obtained by bounding the finite sum by the full sum over $I$ which is just the norm, and the final inequality is obtained from the fact that this norm is bounded by $\epsilon$ when $n,m\geq N$ ($n$ was chosen larger than $N$ and $m$ gets larger than $N$ in the limit to infinity). By definition, we then have that $a-a_n\in\ell^1(I;\mathbb{R})$. But then notice that by the triangle inequality and the fact that $a_n\in\ell^1(I;\mathbb{R})$ we have

$$\sum_{i\in I}|a(i)|\leq \sum_{i\in I} |a(i)-a_n(i)|+\sum_{i\in I} |a_n(i)|<\infty,$$

and thus $a\in\ell^1(I;\mathbb{R})$. The fact that $a_n\to a$ then follows by observing that the set of equations above showed that for arbitrary $\epsilon>0$, we have found for all $n\geq N$ that $\|a-a_n\|<\epsilon$. Thus the Cauchy sequence converges and the space is complete.

Now we turn to the case where $I$ is uncountable. One can show then that if a sequence $a$ is in $\ell^1(I,\mathbb{R})$, then $a(i)\neq 0$ for at most countably many $i\in I$. If you are stuck with why this is the case see the following answer. Now, if $(a_n)_{n\geq 0}$ is a Cauchy sequence in $\ell^1(I;\mathbb{R})$, there exists a countable subset $J\subseteq I$ such that for all $n\geq 0$,

$$a_n(i)=0 \ \ \forall\ i\in I\setminus J.$$

To see that this is the case, we have by the claim above that for each $a_n$, there exists a countable set $J_n\subseteq I$ for which $a_n(i)=0$ whenever $i\in I\setminus J_n$. Let $J=\bigcup_{n=0}^\infty J_n$ so that $J$ is a countable set being a countable union of countable sets. Then, For any $n\geq 0$, we have $a_n(i)=0$ whenever $i\in I\setminus J$ since $I\setminus J\subseteq I\setminus J_n$.

This means that for each of the sequences $a_n$ in the Cauchy sequence, we have

$$\|a_n\|=\sum_{i\in I}|a_n(i)|=\sum_{j\in J}|a_n(j)|,$$

with this latter sum being a countable sum. Using the exact same working as in the countable index case above for this sequence then gives the claim for the case when $I$ is uncountable.

  • @Black The answer shows it is complete from scratch, but I think it should be able to be adapted to answer Q1 also; if you can't see how let me know and I will look into it. – user298173 Nov 04 '19 at 22:16