Chapter 8

Sequences and Series of Functions

Given a set A, a sequence of elements of A is a function F : M  A rather than

using the notation F n for the elements that have been selected from A, since the
domain is always the natural numbers, we use the notational convention an  F n
and denote sequences in any of the following forms:

an *
n1 
an n+M  or a1  a2  a3  a4  .

Given any sequence

ck *
k1 of elements of a set A, we have an associated sequence
of nth partial sums

;
n

sn *
n1 where sn  ck 
k1

3*
the symbol k1 ck is called a series (or in¿nite series). Because the function
11
g x  x  1 is a one-to-one correspondence from M into MC
0, i.e., g : M 
MC
0, a sequence could have been de¿ned as a function on MC
0. In our dis-
cussion of series, the symbolic descriptions of the sequences of nth partial sums
usually will be generated from a sequence for which the ¿rst subscript is 0. The
notation always makes the indexing clear, when such speci¿city is needed.
Thus far, our discussion has focused on sequences and series of complex (and
real) numbers i.e., we have taken A  F and A  U. In this chapter, we take A to
be the set of complex (and real) functions on F (and U).

325
326 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

8.1 Pointwise and Uniform Convergence

The ¿rst important thing to note is that we will have different types of convergence
to consider because we have “more variables.” The ¿rst relates back to numerical
sequences and series. We start with an example for which the work was done in
Chapter 4.

Example 8.1.1 For each n + M, let f n z  z n where z + F. We can use results
obtained earlier to draw some conclusions about the convergence of
f n z* n1 . In
Lemma 4.4.2, we showed that, for any ¿xed complex number z 0 such that z 0   1,
lim z n  0. In particular, we showed that for z 0 , 0  z 0   1, if  0, then
n* 0
taking

!
! 1 , for  o 1

M  M  z 0   z { .
!
! ln 
 , for   1
ln z 0 
n n
yields that nz 0n  0n   for all n M. When z 0  0, we have the constant
sequence. In offering this version of the statement of what we showed, I made a
“not so subtle” change in format namely, I wrote the former M  and M  z 0 .
The change was to stress that our discussion was tied to the ¿xed point. In terms
of our sequence
f n z* n1 , we can say that for each ¿xed point z 0 + P 

z + F : z  1,
f n z 0 *
n1 is convergent to 0. This gets us to some new termi-
nology: For this example, if f z  0 for all z + F, then we say that
f n z 0 *n1
is pointwise convergent to f on P.

It is very important to keep in mind that our argument for convergence at each
¿xed point made clear and de¿nite use of the fact that we had a point for which a
known modulus was used in ¿nding an M  z 0 . It is natural to ask if the pointwise
dependence was necessary. We will see that the answer depends on the nature of
the sequence. For the sequence given in Example 8.1.1, the best that we will be
able to claim over the set P is pointwise convergence. The associated sequence of
nth partial sums for the functions in the previous example give us an example of a
sequence of functions for which the pointwise limit is not a constant.

Example 8.1.2 For a / 0 and each k + MC

0, let f k z  az k where z + F.
In Chapter 4, our proof of the Convergence Properties of the Geometric Series
8.1. POINTWISE AND UNIFORM CONVERGENCE 327

Theorem showed that the associated sequence of nth partial sums

sn z*
n0 was
given by
b c
;n ;n
a 1  z n1
sn z  f k z  az k  .
k0 k0
1z

In view of Example 8.1.1, we see that for each ¿xed z 0 + P 

z + F : z  1,
a

sn z 0 *
n1 is convergent to . Thus,
sn z*
n0 is pointwise convergent on
1  z0
P. In terminology
3* that is soon to be introduced, we more commonly say that “the
series k0 az is pointwise convergent on P.”
k

Our long term goal is to have an alternative way of looking at functions. In par-
ticular, we want a view that would give promise of transmission of nice properties,
like continuity and differentiability. The following examples show that pointwise
convergence proves to be insuf¿cient.
n2z
Example 8.1.3 For each n + M, let f n z  where z + F. For each ¿xed
1  n2z
z we can use our properties of limits to ¿nd the pointwise limit of the sequences
of functions. If z  0, then
f n 0*
n1 converges to 0 as a constant sequence of
zeroes. If z is a ¿xed nonzero complex number, then
n2z z z
lim  lim   1.
n* 1  n z2 n* 1 z
2
z
n

 1 , for z + F 
0
Therefore, f n  f where f z  .

0 , for z  0
Remark 8.1.4 From Theorem 4.4.3(c) or Theorem 3.20(d) of our text, we know
n: 1
that p 0 and : + U, implies that lim  0. Letting ?  for
n* 1  p n
1 p
p 0 leads to the observation that
lim n : ? n  0 (8.1)
n*

whenever 0 n ?  1 and for any : + R. This is the form of the statement that
is used by the author of our text in Example 7.6 where a sequence of functions for
which the integral of the pointwise limit differs from the limit of the integrals of the
functions in the sequence is given.
328 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

Example 8.1.5 (7.6 in our text) Consider the sequence

f n * of real-valued func-
b
n1 c
2 n for n + M.
tions on the interval I  [0 1] that is given by f n x  nx 1  x
b c
For ¿xed x + I 
0, taking :  1 and ?  1  x 2 in (8.1) yields that
b cn
n 1  x 2  0 as n  *. Hence, f n  0. Because f n 0  0 for all
I 
0
n + M, we see that for each x + I ,
r sn
lim f n x  lim nx 1  x 2  0.
n* n*

In contrast to having the Riemann integral of the limit function over I being 0, we
have that
= 1
n 1
lim f n x d x  lim  .
n* 0 n* 2n  2 2
Note that, since : in Equation
b c(8.1) can be any real number, the sequence of real
n
functions gn x  n x 1  x
2 2 for n + M converges pointwise to 0 on I with
= 1
n2
gn x dx   * as n  *.
0 2n  2
This motivates the search for a stronger sense of convergence namely, uniform
convergence of a sequence (and, in turn, of a series) of functions. Remember that
our application of the term “uniform” to continuity required much nicer behavior
of the function than continuity at points. We will make the analogous shift in going
from pointwise convergence to uniform convergence.

De¿nition 8.1.6 A sequence of complex functions

f n *
n1 converges pointwise to
a function f on a subset P of F, written f n  f or f n  f , if and only if the
z+P
sequence
f n z 0 *
n1  f z 0  for each z 0 + P i.e., for each z 0 + P

1 0 2M  M  z 0  + M n M > z 0  "  f n z 0   f z 0    .

De¿nition 8.1.7 A sequence of complex functions

f n  converges uniformly to f
on a subset P of F, written f n  f , if and only if
1 0 2M  M  M + M F 1n 1z n M F z + P "  f n z  f z   .
8.1. POINTWISE AND UNIFORM CONVERGENCE 329

Remark 8.1.8 Uniform convergence implies pointwise convergence. Given a se-

quence of functions, the only candidate for the uniform limit is the pointwise limit.

Example 8.1.9 The sequence considered in Example 8.1.1 exhibits the stronger
sense of convergence if we restrict ourselves to compact subsets of
P 
z + F : z  1. For each n + M, let f n z  z n where z + F. Then

f n z*
n1 is uniformly convergent to the constant function f z  0 on any com-
pact subset of P.
Suppose K t P is compact. From the Heine-Borel Theorem, we know that
K is closed and bounded. Hence, there exists a positive real number r such that
r  1 and 1z z + K " z n r . Let Pr 
z + F : z n r . For  0, let

!
! 1 , for  o 1

M  M   z { .
!
! ln 
 , for   1
ln r

ln 
Then n M "n " n ln r  ln  because 0  r  1. Consequently,
ln r
r   and it follows that
n

n n
 f n z  0  nz n n  zn n r n  .

Since  0 was arbitrary, we conclude that f n  f . Because K t Pr , f n  f

Pr K
as claimed.

Excursion 8.1.10 When we restrict ourselves to consideration of uniformly con-

vergent sequences of real-valued functions on U, the de¿nition links up nicely to a
graphical representation. Namely, suppose that f n  f . Then corresponding to
[ab]
any  0, there exists a positive integer M such that n M "  f n x  f x 
 for all x + [a b]. Because we have real-valued functions on the interval, the in-
equality translates to

f x    f n x  f x   for all x + [a b] . (8.2)

Label the following ¿gure to illustrate what is described in (8.2) and illustrate the
implication for any of the functions f n when n M.
330 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

Remark 8.1.11 The negation of the de¿nition offers us one way to prove that a
sequence of functions is not uniformly continuous. Given a sequence of functions

f n  that are de¿ned on a subset P of F, the convergence of

f n  to a function f on
P is not uniform if and only if

2 0 1M [M + M "

b cb n b c b cn c
2n 2z Mn n M F z Mn + P F n f n z Mn  f z Mn n o  ].

| }
1 *
Example 8.1.12 Use the de¿nition to show that the sequence is point-
nz n1
wise convergent, but not uniformly convergent, to the function f x  0 on P 

z + F : 0  z  1.
z {Suppose that z 0 is a ¿xed element of P. For  0, let M  M  z 0  
1 1 1
. Then n M " n "   because z 0  0. Hence,
z 0   z 0   n z 0 
n n
n 1 n 1
n n
n nz  0n  n z   .
0 0

| }
1 *
Since  0 was arbitrary, we conclude that is convergent to 0 for each
| }* nz 0 n1
1
z 0 + P. Therefore, is pointwise convergent on P.
nz n1
1 1
On the other hand, let   and for each n + M, set z n  . Then
2 n1
8.1. POINTWISE AND UNIFORM CONVERGENCE 331

z n + P and
n n
n n
n n n n
n 1 n n 1 n 1
n n n n
n nz  0n  n t 1 u n  1  n o .
n nn n
n n
n1
| }*
1
Hence, is not uniformly convergent on P.
nz n1
| }*
1
Example 8.1.13 Prove that the sequence converges uniformly for
1  nz n1 | }
1
z o 2 and does not converge uniformly in P` 
z + F : z n 2  : n + M .
n
1
Let P 
z + F : z o 2 and, for each n + M, let f n z  . From
1  nz
*
the limit properties of sequences,
f n zn1 is pointwise convergent on F to

 0 , for z + F 
0
f z  .

1 , for z  0
*
t of
fu{
Thus, the pointwisezlimit n zn1 on P is the constant u 0. For  0,
tfunction
1 1 1 1 1
let M  M    1 . Then n M " n 1 " 
2  2  2n  1
 because n 1. Furthermore, z o 2 " n z o 2n " n z  1 o 2n  1 0.
Hence, z o 2 F n M "
n n
n 1 n 1 1 1
n
 f n z  0  n nn n n  .
1  nz n n z  1 n z  1 2n  1
Because  0 was arbitrary, we conclude that fn  0.
P
1
On the other hand, let   and, corresponding to each n + M, set
2
1
z n  . Then z n + P` and
n
n n
n n
n n
n 1 n 1
 f n z n   0  nn t u nn  o .
n1  n 1 n 2
n n
n
332 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

Hence,
f n z* `
n1 is not uniformly convergent in P .

Excursion 8.1.14 Use the de¿nition to prove that the sequence

z n  is not uni-
formly convergent in z  1.

t u
1
***Hopefully, you thought to make use of the choices ?n  1  that could be
n
related back to e1 .***

Using the de¿nition to show that a sequence of functions is not uniformly con-
vergent, usually, involves exploitation of “bad points.” For Examples 8.1.12 and
8.1.13, the exploitable point was x  0 while, for Example 8.1.14, it was x  1.
Because a series of functions is realized as the sequence of nth partial sums of
a sequence of functions, the de¿nitions of pointwise and uniform convergence of
series simply make statements concerning the nth partial sums. On the other hand,
we add the notion of absolute convergence to our list.

De¿nition 8.1.15 Corresponding to the sequence

ck z*
k0 of complex-valued
functions on a set P t F, let
;
n
Sn z  ck z
k0

denote the sequence of nth partial sums. Then

3
(a) the series * k0 ck z is pointwise convergent on P to S if and only if, for
each z 0 + P,
Sn z 0 *
n0 converges to S z 0  and
3
(b) the series *k0 ck z is uniformly convergent on P to S if and only if Sn 
P
S.
8.1. POINTWISE AND UNIFORM CONVERGENCE 333

De¿nition 8.1.16 Corresponding to the 3* sequence

ck z*
k0 of complex-valued
functions on a3set P t F, the series k0 ck z is absolutely convergent on P
if and only if *k0 ck z is convergent for each z + P.

Excursion 8.1.17 For a / 0 and k + M C

0, let ck z  az k . In Example 8.1.2,
we saw that
;* ;
*
ck z  az k
k0 k0

is pointwise convergent for each z 0 + P 

z + F : z  1 to a 1  z 0 1 . Show
that
3*
(i) k0 ck z is absolutely convergent for each z 0 + P

3*
(ii) k0 ck z is uniformly convergent on every compact subset K of P

3*
(iii) k0 ck z is not uniformly convergent on P.

***For part (i), hopefully you noticed that the formula derived for the proof of the
Convergence Properties of the Geometric Series applied to the real b seriesn1
that
c re-
3 a 1  z
sults from replacing az k with a zk . Since nk0 a zk  , we
1  z
334 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

j3n k
k * a
conclude that k0 a z n0  for each z + C such that z  1
3* 3* 1  z
i.e., k0 ck z  k0 az k is absolutely convergent for each z + P. To show
part (ii) it is helpful to make use of the fact that if K is a compact subset of
P then there exists a positive real number r such 3* that r  1 and K t Pr 

z + F : z n r . The uniform convergence of k0 ck z on Pr then byields uni- c

3n 3n a 1  z n1
form convergence on K . For Sn z  k0 ck z  k0 az k 
1z
a a r n1
and S z  , you should have noted that Sn z  S z n for all
1z  b c 1r


ln  1  r  a1
z + Pr which leads to M   max 1 1 as one pos-
ln r
sibility for justifying tthe uniformuconvergence. Finally, with (iii), corresponding to
1
each n + M, let z n  1   then z n + P for each n and Sn z n   S z n  
n1
t un1
1
n  1 a 1  can be used to justify that we do not have uniform
n1
convergence.***

8.1.1 Sequences of Complex-Valued Functions on Metric Spaces

In much of our discussion thus far and in numerous results to follow, it should
become apparent that the properties claimed are dependent on the properties of the
codomain for the sequence of functions. Indeed our original statement of the de¿ni-
tions of pointwise and uniform convergence require bounded the distance between
images of points from the domain while not requiring any “nice behavior relating
the points of the domain to each other.” To help you keep this in mind, we state the
de¿nitions again for sequences of functions on an arbitrary metric space.

De¿nition 8.1.18 A sequence of complex functions

f n * n1 converges pointwise
to a function f on a subset P of a metric space X d, written f n  f or
f n  f , if and only if the sequence
f n *0 *
n1  f *0  for each *0 + P
*+P
i.e., for each *0 + P

1 0 2M  M  *0  + M n M > *0  "  f n *0   f *0    .

8.2. CONDITIONS FOR UNIFORM CONVERGENCE 335

De¿nition 8.1.19 A sequence of complex functions

f n  converges uniformly to f
on a subset P of a metric space X d, written f n  f on P or f n  f , if and
P
only if

1 0 2M  M  [M + M F 1n 1* n M F * + P

"  f n *  f *  ].

8.2 Conditions for Uniform Convergence

We would like some other criteria that can allow us to make decisions concerning
the uniform convergence of given sequences and series of functions. In addition,
if can be helpful to have a condition for uniform convergence that does not require
knowledge of the limit function.

De¿nition 8.2.1 A sequence

f n *
n1 of complex-valued functions satis¿es the
Cauchy Criterion for Convergence on P t F if and only if

1 0 2M + M [1n 1m 1z n M Fm M Fz +P

"  f n z  f m z  ].

Remark 8.2.2 Alternatively, when a sequence satis¿es the Cauchy Criterion for
Convergence on a subset P t F it may be described as being uniformly Cauchy
on P or simply as being Cauchy.

In Chapter 4, we saw that in Un being convergent was equivalent to being

Cauchy convergent. The same relationship carries over to uniform convergence
of functions.

Theorem 8.2.3 Let

f n *
n1 denote a sequence of complex-valued functions on a
set P t F. Then
f n * *
n1 converges uniformly on P if and only if
f n n1 satis¿es
the Cauchy Criterion for Convergence on P.
336 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

Space for scratch work.

Proof. Suppose that

f n *
n1 is a sequence of complex-valued functions on a
set P t F that converges uniformly on P to the function f and let  0 be given.

Then there exists M + M such that n M implies that  f n z  f z  for
2

all z + P. Taking any other m M also yields that  f m z  f z  for all
2
z + P. Hence, for m M F n M,

 f m z  f n z   f m z  f z   f n z  f z

n  f m z  f z   f n z  f z  

for all z + P. Therefore,

f n *
n1 is uniformly Cauchy on P.

Suppose the sequence

f n *
n1 of complex-valued functions on a set P t
F satis¿es the Cauchy Criterion for Convergence on P and let  0 be given. For
z + P,
f n z*n1 is a Cauchy sequence in F because F is complete, it follows
*
that
f n zn1 is convergent to some ?z + F. Since z + P was arbitrary, we
can de¿ne a function f : P  F by 1z z + P " f z  ?z . Then, f is the
pointwise limit of
f n * *
n1 . Because
f n n1 is uniformly Cauchy, there exists an
M + M such that m M and n M implies that

 f n z  f m z  for all z + P.
2
Suppose that n M is ¿xed and z + P. Since lim f m G  f G for each
m*
G + P, there exists a positive integer M ` M such that m M ` implies that
 
 f m z  f z  . In particular, we have that  f M ` 1 z  f z  . There-
2 2
fore,

 f n z  f z   f n z  f M ` 1 z  f M ` 1 z  f z

n  f n z  f M ` 1 z   f M ` 1 z  f z  .

But n M and z + P were both arbitrary. Consequently,

8.2. CONDITIONS FOR UNIFORM CONVERGENCE 337

1n 1z n M F z + P "  f n z  f z   .

Since  0 was arbitrary, we conclude that f n  f .

P

Remark 8.2.4 Note that in the proof just given, the positive integer M ` was depen-
dent on the point z and the  i.e., M `  M `  z. However, the ¿nal inequality ob-
tained via the intermediate travel through information from M ` ,  f n z  f z 
, was independent of the point z. What was illustrated in the proof was a process
that could be used repeatedly for each z + P.

Remark 8.2.5 In the proof of both parts of Theorem 8.2.3, our conclusions relied
on properties of the codomain for the sequence of functions. Namely, we used the
metric on F and the fact that F was complete. Consequently, we could allow P
to be any metric space and claim the same conclusion. The following corollary
formalizes that claim.

Corollary 8.2.6 Let

f n *n1 denote a sequence of complex-valued functions de-
¿ned on a subset P of a metric space X d. Then
f n *n1 converges uniformly on
*
P if and only if
f n n1 satis¿es the Cauchy Criterion for Convergence on P.

Theorem 8.2.7 Let

f n *
n1 denote a sequence of complex-valued functions on a
set P t F that is pointwise convergent on P to the function f  i.e.,

lim f n z  f z 

n*

and, for each n + M, let Mn  sup  f n z  f z. Then f n  f if and only if
z+P P
lim Mn  0.
n*

Use this space to ¿ll in a proof for Theorem 8.2.7.

338 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

Theorem 8.2.8 (Weierstrass M-Test) For each n + M, let u n * be a complex-

valued function that is de¿ned on a subset P of a metric space X d. Suppose that
there exists a sequence of real constants
M
3n**
n1 such that u n * 3
n Mn for all
* +3 P and for each n + M. If the series n1 Mn converges, then * n1 u n *
*
and n1 u n * converge uniformly on P.

Excursion 8.2.9 Fill in what is missing in order to complete the following proof of
the Weierstrass M-Test.

Proof. Suppose that

u n ** *
n1 , P, and
Mn n1 are as described in the hy-
potheses. For each n + J , let
;
n ;
n
Sn *  u k * and Tn *  u k *
k1 k1
3
and suppose that  0 is given. Since * *
n1 Mn converges and
Mn n1 t U,
j3n k*
k1 Mk n1 is a convergent sequence
j3n
of real numbers. In view of the com-
k*
pleteness of the reals, we have that k1 Mk n1 is . Hence, there
1
exists a positive integer K such that n K implies that

;p
n
Mk   for each p + M.
kn1

Since u k * n Mk for all * + P and for each k + M, we have that

n n
n n nn n;p n
n ;p
n
nTn p *  Tn *n  n u k *n  u * for all * + P.
nkn1 n kn1 k

Therefore,
Tn *
n1 is in P. It follows from the
2 3
that
;p
n ;p
n
 n u k * n Mk  
4 5 kn1 kn1

for all * + P. Hence,

Sn *
n1 is uniformly Cauchy in P. From Corollary 8.2.6, we
conclude that .
6
8.3. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE 339

***Acceptable responses include: (1) Cauchy,

n3 (2) uniformly
n Cauchy, (3) triangular
n n n n 3
inequality, (4) n Sn p *  Sn *n, (5) n kn1 u k *n, and (6) *
n p
n1 u n * and
3*
n1 u n * converge uniformly on P.***

Excursion 8.2.10 Construct an example to show that the converse of the Weier-
strass M-Test need not hold.

8.3 Property Transmission and Uniform Convergence

We have already seen that pointwise convergence was not suf¿cient to transmit the
property of continuity of each function in a sequence to the limit function. In this
section, we will see that uniform convergence overcomes that drawback and allows
for the transmission of other properties.

Theorem 8.3.1 Let

f n *
n1 denote a sequence of complex-valued functions de¿ned
on a subset P of a metric space X d such that f n  f . For * a limit point of P
P
and each n + M, suppose that

lim f n t  An .
t*
t +P

Then
An *
n1 converges and lim f t  lim An .
t* n*

Excursion 8.3.2 Fill in what is missing in order to complete the following proof of
the Theorem.
Proof. Suppose that the sequence
f n *
n1 of complex-valued functions de¿ned
on a subset P of a metric space X d is such that f n  f , * is a limit point of
P
P and, for each n + M, lim f n t  An . Let  0 be given. Since f n  f ,
t* P
340 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

by Corollary 8.2.6,
f n *
n1 is on P. Hence, there exists a positive
1
integer M such that implies that
2


 f n t  f m t  for all .
3 3

Fix m and n such that m M and n M. Since lim f k t  Ak for each k + M,
t*
it follows that there exists a = 0 such that 0  d t *  = implies that

 f m t  Am   and
3 4

From the triangular inequality,

n n
n n
n n
 An  Am  n An  f n t  n n   f m t  Am   .
n 5
n

Since m and n were arbitrary, for each  0 there exists a positive integer M
such that 1m 1n n M F m M " An  Am    i.e.,
An * n1 t F is
Cauchy. From the completeness of the complex numbers, if follows that
An * n1 is
convergent to some complex number let lim An  A.
n*
We want to show that A is also equal to lim f t. Again we suppose that
t*
t +P
 0 is given. From f n  f there exists a positive integer M1 such that n M1
n P n
n n 
n n
implies that n n  for all t + P, while the convergence of
An *
n 6
n 3 n1


yields a positive integer M2 such that  An  A  whenever n M2 . Fix n such
3
that n max
M1  M2 . Then, for all t + P,
 
 f t  f n t  and An  A  .
3 3
Since lim f n t  An , there exists a = 0 such that
t*
t +P


 f n t  An   for all t + N= * 
* D P.
3
8.3. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE 341

From the triangular inequality, for all t + P such that 0  d t *  =,

 f t  A n  .
7

Therefore, .
8

***Acceptable responses are: (1) uniformly Cauchy, (2) n M F m M, (3) t +


P, (4)  f n t  An   , (5) f n t f m t, (6) f t f n t, (7)  f t  f n t
3
 f n t  An    An  A, and (8) lim f t  A.***
t*
t +P

Theorem 8.3.3 (The Uniform Limit of Continuous Functions) Let

f n * n1 denote
a sequence of complex-valued functions that are continuous on a subset P of a met-
ric space X d. If f n  f , then f is continuous on P.
P

Proof. Suppose that

f n *n1 is a sequence of complex-valued functions that
are continuous on a subset P of a metric space X d. Then for each ? + P,
lim f n t  f n ? . Taking An  f n ?  in Theorem 8.3.1 yields the claim.
t?

Remark 8.3.4 The contrapositive of Theorem 8.3.3 affords us a nice way of show-
ing that we do not have uniform convergence of a given sequence of functions.
Namely, if the limit of a sequence of complex-valued functions that are continuous
on a subset P of a metric space is a function that is not continuous on P, we may
immediately conclude that the convergence in not uniform. Be careful about the
appropriate use of this: The limit function being continuous IS NOT ENOUGH to
conclude that the convergence is uniform.
| }*
1
The converse of Theorem 8.3.3 is false. For example, we know that
nz n1
converges pointwise to the continuous function f z  0 in F 
0 and the con-
vergence is not uniform. The following result offers a list of criteria under which
continuity of the limit of a sequence of real-valued continuous functions ensures
that the convergence must be uniform.

Theorem 8.3.5 Suppose that P is a compact subset of a metric space X d and

f n *
n1 satis¿es each of the following:
342 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

(i)
f n *
n1 is a sequence of real-valued functions that are continuous on P

(ii) f n  f and f is continuous on P and

P

(iii) 1n 1* n + M F * + P " f n * o f n1 *.

Then f n  f .
P

Excursion 8.3.6 Fill in what is missing in order to complete the following proof of
Theorem 8.3.5.

Proof. For
f n *
n1 satisfying the hypotheses, set gn  f n  f . Then, for each
n + M, gn is continuous on P and, for each ? + P, lim gn ?   . Since
n*
1
f n * o f n1 ‚
* implies that f n *  f * o 
f n1 *  f *, we also have

that 1n 1* n + M F * + P " .

2
To see that gn  0, suppose that  0 is given. For each n + M, let
P

K n 
x + P : gn x o  .

Because P and U are metric spaces, gn is continuous, and

* + U : * o  is a
closed subset of U, by Corollary 5.2.16 to the Open Set Characterization of Con-
tinuous Functions, . As a closed subset of a compact metric space,
3
from Theorem 3.3.37, we conclude that K n is . If x + K n1 , then
4
gn1 x o  and gn x o gn1 x it follows from the transitivity of o that
. Hence, x + K n . Since x was arbitrary, 1x x + K n1 " x + K n 
5
i.e., . Therefore,
K n *
n1 is a sequence of compact
6 7
subsets
7 of P. From Corollary 3.3.44 to Theorem 3.3.43, 1n + M K n / 3 "
K k / 3.
k+M
Suppose that * + P. Then lim gn *  0 and
gn x decreasing yields
n*
7 that 0 n gn *  .
the existence of a positive integer M such that n M implies
In particular, * + K M1 from which it follows that * +
 K n . Because * was
n+M
8.3. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE 343
‚ 
7 7
arbitrary, 1* + P * +
 K n  i.e., K n  3. We conclude that there exists
n+M n+M
a positive integer P such that K P  3. Hence, K n  3 for all  that is, for
8
all n o P,
x + P : gn x o   3. Therefore,

1x 1n x + P F n P " 0 n gn x   .

Since  0 was arbitrary, we have that gn  0 which is equivalent to showing that

P
fn  f .
P
***Acceptable responses are: (1) 0, (2) gn * o gn1 *, (3) K n is closed, (4)
compact, (5) gn x o , (6) K n1 t K n , (7) nested, and (8) n o P.***

Remark 8.3.7 Since compactness was referred to several times in the proof of The-
orem 8.3.5, it is natural to want to check that the compactness was really
| needed.
}*
1
The example offered by our author in order to illustrate the need is
1  nx n1
in the segment 0 1.

Our results concerning transmission of integrability and differentiability are for

sequences of functions of real-valued functions on subsets of U.

Theorem 8.3.8 (Integration of Uniformly Convergent Sequences) Let : be a func-

tion that is (de¿ned and) monotonically increasing on the interval I  [a b]. Sup-
pose that
f n *
n1 is a sequence of real-valued functions such that

1n n + M " f n + 4 : on I 

and f n  f . Then f + 4 : on I and

[ab]

= b = b
f x d: x  lim f n x d: x
a n* a

Excursion 8.3.9 Fill in what is missing in order to complete the following proof of
the Theorem.
344 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

Proof. For each n + J , let n  sup  f n x  f x. Then

x+I

f n x  n n f x n for a n x n b

1

and if follows that

= b = b = b
 f n x  n  d: x n f x d: x n f x d: x n
a a a
= b
 f n x  n  d: x . (8.3)
a

Properties of linear ordering yield that

= b = b
0n f x d: x  f x d: x n
a a
= b
 f n x  n  d: x  . (8.4)
a 2

Because the upper bound in equation (8.4) is equivalent to ,

3
‚ that
we conclude 
5b 5b
1n + M 0 n a f x d: x  a f x d: x n . By The-
4
5b 5b
orem 8.2.7, n  0 as n  *. Since a f x d: x a f x d: x is constant,
we conclude that . Hence f + 4 :.
5

Now, from equation 8.3, for each n + J ,

= b = b = b
 f n x  n  d: x n f x d: x n  f n x  n  d: x .
a a a

6 Finish the proof in the space provided.

8.3. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE 345
5b
***Acceptable responses are:(1) f n x  n (2) a  f n x  n  d: x,
5b 5b 5b
(3) a en d: x, (4) 2n [: b  : a], (5) a f x d: x  a f x d: x, (6)
Hopefully, you thought to repeat the process just illustrated. From the modi¿ed
inequality
n5 it follows that n
n b 5b n
n a x
f d: x  a n x
f d: xn n n [: b  : a] then because n  0 as
n  *, given any  0 there exists a positive integer M such that n M implies
that n [: b  : a]  .***

;
*
Corollary 8.3.10 If f n + 4 : on [a b], for each n + M, and f k x converges
k1
uniformly on [a b] to a function f , then f + 4 : on [a b] and
= b ;* = b
f x d: x  f k x d: x .
a k1 a

Having only uniform convergence of a sequence of functions is insuf¿cient to

make claims concerning the sequence of derivatives. There are various results that
offer some additional conditions under which differentiation is transmitted. If we
restrict ourselves to sequences of real-valued functions that are continuous on an
interval [a b] and Riemann integration, then we can use the Fundamental Theorems
of Calculus to draw analogous conclusions. Namely, we have the following two
results.

Theorem 8.3.11 Suppose that

f n *n1 is a sequence of real-valued functions that
are continuous on the interval [a b] and f n  f . For c + [a b] and each n + M,
[ab]
let
= x
Fn x  f n t dt.
de f c

Then f is continuous on [a b] and Fn  F where

[ab]
= x
F x  f t dt.
c

The proof is left as an exercise.

346 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

Theorem 8.3.12 Suppose that

f n *
n1 is such that f n  f and, for each n + M,
[ab]
f n) is continuous on an interval [a b]. If f n)  g for some function g that is de¿ned
[ab]
on [a b], then g is continuous on [a b] and f ) x  g x for all x + [a b].

Proof. Suppose that

f n * )
n1 is such that f n  f , f n is continuous on an
[ab]
interval [a b] for each n + M, and f n)  g for some function g that is de¿ned on
[ab]
[a b]. From the Uniform Limit of Continuous Functions Theorem, g is continuous.
Because each f n) is continuous and f n)  g, by the second Fundamental Theorem
[ab]
of Calculus and Theorem 8.3.11, for [c x] t [a b]
= x = x
d e
g t dt  lim f n) t dt  lim f n x  f n c .
c n* c n*
d e
Now the pointwise convergence of
f n  yields that lim f n x  f n c  f x
n*
f c. Hence, from the properties of derivative and the ¿rst Fundamental Theorem
of Calculus, g x  f ) x.
We close with the variation of 8.3.12 that is in our text it is more general in
that it does not require continuity of the derivatives and speci¿es convergence of
the original sequence only at a point.

Theorem 8.3.13 Suppose that

f n * n1 is a sequence of real-valued functions that
are differentiable on an interval j ) k*b] and that there exists a point x0 + [a*b]
[a
such that lim f n x 0  exists. If f n n1 converges uniformly on [a b] then
f n n1
n*
converges uniformly on [a b] to some function f and
r s
1x x + [a b] " f ) x  lim f n) x .
n*

Excursion 8.3.14 Fill in what is missing in order to complete the following proof
of Theorem 8.3.13.

Proof. Suppose  0 is given. Because

f n x0 *
n1 is convergent sequence
*
of real numbers and U is complete,
f n x0 n1 is . Hence, there
1
exists a positive integer M1 such that n M1 and m M1 implies that

 f n x0   f m x 0   
2
8.3. PROPERTY TRANSMISSION AND UNIFORM CONVERGENCE 347
j k*
Because f n) n1 converges uniformly on [a b], by Theorem , there exists
2
a positive integer M2 such that n M2 and m M2 implies that
n ) n 
n f G   f ) Gn  for .
n m
2 b  a 3

For ¿xed m and n, let F  f n  f m . Since each f k is differentiable on [a b],

F is differentiable on a b and continuous on [a b]. From the
4
Theorem, for any [x t] t a b, there exists a G + x t such that F x  F t 
F ) G  x  t. Consequently, if m M2 and n M2 , for any [x t] t a b, there
exists a G + x t, it follows that
n n
 f n x  f m x   f n t  f m t  n f n) G  f m) Gn x  t (8.5)

 x  t n .
2 b  a 5

Let M  max
M1  M2 . Then m M and n M implies that
 f n *  f m *
n  f n *  f m *   f n x0   f m x0    f n x0   f m x0   
for any * + [a b]. Hence,
f n *
n1 converges uniformly on [a b] to some function.
Let f denote the limit function i.e., f x  lim f n x for each x + [a b] and
n*
fn  f .
[ab]

Now we want to show that, for each x + [a b], f ) x  lim f n) x i.e.,
n*
for ¿xed x + [a b],
f n t  f n x f t  f x
lim lim  lim
n*tx tx tx tx
where the appropriate one-sided limit is assumed when x  a or x  b. To this
end, for ¿xed x + [a b], let
f n t  f n x f t  f x
Mn t  and M t 
de f tx de f tx
for t + [a b] 
x and n + M. Then, x + a b implies that limMn t  f n) x,
tx
while x  a and x  b yield that lim Mn t  f n) a and lim Mn t  f n) b,
ta  tb
348 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

respectively. Suppose  0 if given. If m M2 , n M2 , and t + [a b] 

x,
then

Mn t  Mm t  
6
2 b  a

from equation (8.5). Thus,

Mn *
n1 is uniformly Cauchy and, by Theorem 8.2.3,
uniformly convergent on t + [a b] 
x. Since f t  lim f n t for t + [a b],
n*
we have that

lim Mn t  M t .

n*

Consequently, Mn  M on [a b] 
x. Finally, applying Theorem 8.3.1 to the
sequence
Mn * )
n1 , where An  f n x yields that

f ) x  lim M t  .

tx
7

***Acceptable responses are: (1) Cauchy, (2) 8.2.3, (3) all G + [a b], (4) Mean-

Value, (5) ,
n 2 n
n f n t  f n x f m t  f m x nn  f n t  f m t   f n x  f m x
n 
(6) n
tx t x n t  x
,
(7) lim An  lim f n) x.***
n* n*

Rudin ends the section of our text that corresponds with these notes by con-
structing an example of a real-valued continuous function that is nowhere differen-
tiable.

Theorem 8.3.15 There exists a real-valued function that is continuous on U and

nowhere differentiable on U.

Proof. First we de¿ne a function M that is continuous on U, periodic with period

2, and not differentiable at each integer. To do this, we de¿ne the function in a
interval that is “2 wide” and extend the de¿nition by reference to the original part.
For x + [1 1], suppose that M x  x and, for all x + R, let M x  2  M x.
8.4. FAMILIES OF FUNCTIONS 349

In the space provided sketch a graph of M.

The author shows that the function

;* t un b c
3
f x  M 4n x
n0
4

satis¿es the needed conditions. Use the space provided to ¿ll in highlights of the
justi¿cation.

8.4 Families of Functions

Since any sequence of functions is also a set of functions, it is natural to ask ques-
tions about sets of functions that are related by some commonly shared nice behav-
ior. The general idea is to seek additional properties that will shared by such sets
of functions. For example, if I is the set of all real-valued functions from [0 1]
into [0 1] that are continuous, we have seen that an additional shared property is
that 1 f   f + I " 2t t + [0 1] F f t  t. In the last section, we consid-
ered sets of functions from a metric space into F or U and examined some of the
consequences of uniform convergence of sequences.
350 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

Another view of sets of functions is considering the functions as points in a

metric space. Let F [a b] denote the family of real-valued functions that are con-
tinuous on the interval I  [a b]. For f and g in F [a b], we have seen that

I*  f g  max  f x  g x

anxnb

and
= b
I  f g   f x  g x dx.
a

are metrics on F [a b]. As a homework problem (Problem Set H, #14), you
will show that F [a b]  I is not a complete metric space. On the other hand,
F [a b]  I* is complete. In fact, the latter generalizes to the set of complex-
valued functions that are continuous and bounded on the same domain.

De¿nition 8.4.1 For a metric space X d, let F X denote the set of all complex-
valued functions that are continuous and bounded on the domain X and, corre-
sponding to each f + F X the supremum norm or sup norm is given by

P f P  P f P X  sup  f x .
x+X

It follows directly that P f P X  0 % f x  0 for all x + X and

b c
1 f  1g f g + F X " P f  gP X n P f P X  PgP X .

The details of our proof for the corresponding set-up for F [a b] allow us to claim
that I*  f g  P f  gP X is a metric for F X.

Lemma 8.4.2 The convergence of sequences in F x with respect to I* is equiv-

alent to uniform convergence of sequences of continuous functions in subsets of
X.
8.4. FAMILIES OF FUNCTIONS 351

Use the space below to justify the claim made in the lemma.

***Hopefully, you remembered that the metric replaces the occurrence of the ab-
solute value (or modulus) is the statement of convergence. The immediate trans-
lation is that for every  0, there exists a positive integer M such that n M
implies that I*  f n  f   . Of course, you don’t want to stop there the state-
ment I*  f n  f    translates to sup  f n x  f x   which yields that
x+X
1x x + X "  f n x  f x  . This justi¿es that convergence of
f n *n1
with respect to I* implies that
f n *
n1 converges uniformly to f . Since the con-
verse also follows immediately from the de¿nitions, we can conclude that con-
vergence of sequences in C X with respect to I* is equivalent to uniform
convergence.***

Theorem 8.4.3 For a metric space X, F X  I*  is a complete metric space.

Excursion 8.4.4 Fill in what is missing in order to complete the following proof of
Theorem 8.4.3.

Proof. Since F X  I* is a metric space, from Theorem 4.2.9, we know that
any convergent sequence in F X is Cauchy.
Suppose that
f n *
n1 is a Cauchy sequence in F X  I*  and that  0
is given. Then there exists a positive integer M such that n M and m M
implies that  i.e., for n M and m M,
1

sup  f n G  f m G   .
G +X
‚ 
Hence, 1x x + X " . Since  0 was arbitrary, we conclude
2
that
f n *
n1 is . As a
3 3
352 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

sequence of complex-valued functions on a metric space X, by Theorem ,

4

f n *
n1 is uniformly convergent. Let f : X  F denote the uniform limit. Be-
cause f n  f , for any  0 there exists a positive integer M such that n M
X
implies that

 f n x  f x  for all x + X.
2

In particular,  sup  f n G   f G n . Since  0 was ar-
5 G +X 2
bitrary, we conclude that I*  f n  f   0 as n  *. Hence,
f n *
n1 is convergent
to f in F X  I*.
Now we want to show that f + F X. As the uniform limit of continuous
functions from a metric space X in F, we know that f is . Because
6
f n  f , corresponding to   1 there exists a positive integer M such that n M
X
implies that  f n x  f x  1 for all x + X. In particular, from the (other)
triangular inequality, we have that

1x x + X "  f x   f M1 x  1 . (8.6)

Since f M1 + F X, f M1 is continuous and on X. From equation

7
(8.6), it follows that f is on X. Because f : X  F is contin-
7
uous and bounded on X, . The sequence
f n *
n1 was an arbitrary
8
Cauchy sequence in F X  I*. Consequently, we conclude that every Cauchy
sequence in F X  I*  is convergent in F X  I*. This concludes that proof
that convergence in F X  I*  is equivalent to being Cauchy in F X  I*.
***Acceptable responses are: (1) I*  f n  f m   , (2)  f n x  f m x  , (3)
uniformly Cauchy, (4) 8.2.3, (5) I*  f n  f , (6) continuous, (7) bounded, and (8)
f + F X.***

Remark 8.4.5 At ¿rst, one might suspect that completeness is an intrinsic property
of a set. However, combining our prior discussion of the metric spaces U d and
T d where d denotes the Euclidean metric with our discussion of the two metrics
8.4. FAMILIES OF FUNCTIONS 353

on F [a b] leads us to the conclusion that completeness depends on two things:
the nature of the underlying set and the way in which distance is measured on the
set.

We have made a signi¿cant transition from concentration on sets whose ele-

ments are points on a plane or number line (or Euclidean n-space) to sets where the
points are functions. Now that we have seen a setting that gives us the notion of
completeness in this new setting, it is natural to ask about generalization or transfer
of other general properties. What might characterizations of compactness look like?
Do we have an analog for the Bolzano-Weierstrass Theorem? In this discussion,
we will concentrate on conditions that allow us to draw conclusions concerning se-
quences of bounded functions and subsequences of convergent sequences. We will
note right away that care must be taken.

De¿nition 8.4.6 Let I denote a family of complex-valued functions de¿ned on a

metric space P d. Then

(a) I is said to be uniformly bounded on P if and only if

2M + U 1 f  1*  f + I F * + P "  f * n M.

(b) I is said to be locally uniformly bounded on P if and only if

1* * + P " 2N*  N* t P F I is uniformly bounded on N* .

(c) any sequence

f n *
n1 t I is said to be pointwise bounded on P if and only
if
b c
1* * + P "
f n ** n1 is bounded  i.e., corresponding to each * +
P, there exists a positive real number M*  M * such that
de f

 f n *  M* for all n + M.

| }
x
Example 8.4.7 For x + P  U
0, let I  f n x  2 : n + M . Then,
n  x2
2 *
for * + P, taking M *  implies that  f n *  M * for all n + M.
1  *2
Thus, I is pointwise bounded on P.

Remark 8.4.8 Uniform boundedness of a family implies that each member of the
family is bounded but not conversely.
354 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

Excursion 8.4.9 Justify this point with a discussion of I 

f n z  nz : n + M
on Ur 
z + F : z  r .

***Hopefully, you observed that each member of I is bounded in Ur but no single

bound works for all of the elements in I.***

Remark 8.4.10 Uniform boundedness of a family implies local uniform bounded-

ness but not conversely.
| }
1
Excursion 8.4.11 To see this, show that : n + M is locally uniformly
1  zn
bounded in U 
z : z  1 but not uniformly bounded there.

***Neighborhoods that can justify local uniform boundedness vary the key is to
capitalize on the fact that you can start with an arbitrary ¿xed z + U and make use
of its distance from the origin to de¿ne
t a neighborhood.
u For example, given z 0 + U
1r n n
n n
with z 0   r  1, let Nz0  N z 0   now, N z0 t U and n1  z n 1 n n
4 n n
n n
1  z can be used to justify that, for each n + M, n1  z n 1 n  4 1  r  3.
1

The latter allows us to conclude that the given family is uniformly bounded on
Nz0 . Since z 0 was arbitrary, we can claim local uniform boundedness in U . One
way to justify the lack of uniform boundedness
T is to investigate the behavior of the
1
functions in the family at the points 1  n .***
n
8.4. FAMILIES OF FUNCTIONS 355

The following theorem gives us a characterization for local uniform bounded-

ness when the metric space is a subset of U or F.

Theorem 8.4.12 A family of complex valued functions I on a subset P of F is

locally uniformly bounded in P if and only if I is uniformly bounded on every
compact subset of P

Proof. (!) This is an immediate consequence of the observation that the clo-
sure of a neighborhood in F or U is compact.
(") Suppose I is locally uniformly bounded on a domain P and K is a compact
subset of P. Then, for each z + K there exists a neighborhood of z, N z >z  and a
positive real number, Mz , such that

 f ?  n Mz , for all ? + N z >z  .

j b
N zc >z  : z + K  covers
Since j exists a ¿nite subcover,
k K , we know that there k say
N z j  >z j : j  1 2    n . Then, for M  max Mz j : 1 n j n n ,  f z n
M, for all z + K , and we conclude that I is uniformly bounded on K .

Remark 8.4.13 Note that Theorem 8.4.12 made speci¿c use of the Heine-Borel
Theorem i.e., the fact that we were in a space where compactness is equivalent to
being closed and bounded.

Remark 8.4.14 In our text, an example is given to illustrate that a uniformly bounded
sequence of real-valued continuous functions on a compact metric space need not
yield a subsequence that converges (even) pointwise on the metric space. Because
the veri¿cation of the claim appeals to a theorem given in Chapter 11 of the text, at
this point we accept the example as a reminder to be cautious.

Remark 8.4.15 Again by way of example, the author of our text illustrates that it
is not the case that every convergent sequence of functions contains a uniformly
convergent subsequence. We offer it as our next excursion, providing space for you
to justify the claims.

| 8.4.16 Let P 
x
Excursion +U:0nx} n 1  [0 1] and
x2
I  f n x  :n+M .
x 2  1  nx2
356 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

(a) Show that I is uniformly bounded in P.

(b) Find the pointwise limit of

f n *
n1 for x + P.

(c) Justify that no subsequence of

f n *
n1 can converge uniformly on P.

***For (a), observing that x 2  1  nx2 o x 2 0 for x + 0 1] and f n 0  0

for each n + M yields that  f n x n 1 for x + P. In (b), since the only occurrence
of n is in the denominator of each f n , for each ¿xed x + P, the corresponding
sequence of real goes to 0 as n  *. For (c), in view of the negation of the de¿-
nition of uniform of a sequence, the behavior of the sequence
f n *
| }convergence
*
n1
1
at the points allows us to conclude that no subsequences of
f n * n1 will
n n1
converge uniformly on P.***
Now we know that we don’t have a “straight” analog for the Bolzano-Weierstrass
Theorem when we are in the realm of families of functions in F X. This poses the
challenge of ¿nding an additional property (or set of properties) that will yield such
an analog. Towards that end, we introduce de¿ne a property that requires “local and
global” uniform behavior over a family.
8.4. FAMILIES OF FUNCTIONS 357

De¿nition 8.4.17 A family I of complex-valued functions de¿ned on a metric space

P d is equicontinuous on P if and only if

1 0 2= 0 1 f  1u 1)  f + I F u + P F ) + P F d u )  =

"  f u  f )  .

Remark 8.4.18 If I is equicontinuous on P, then each f + I is clearly uniformly

continuous in P

Excursion 8.4.19 On the other hand, for U R 

z : z n R, show that each func-
tion in I 
nz : n + M is uniformly continuous on U R though I is not equicon-
tinuous on U R .

Excursion 8.4.20 Use the Mean-Value Theorem to justify that

Q x R
f n x  n sin : n + M
n
is equicontinuous in P  [0 *

The next result is particularly useful when we can designate a denumerable

subset of the domains on which our functions are de¿ned. When the domain is
358 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

an open connected subset of U or F, then the rationals or points with the real and
imaginary parts as rational work very nicely. In each case the denumerable subset
is dense in the set under consideration.

Lemma 8.4.21 If
f n *
n1 is a pointwise bounded sequence of complex-valued func-
*
j k*
tions on a denumerable set E, then
f n n1 has a subsequence f nk k1 that con-
verges pointwise on E.

Excursion 8.4.22 Finish the following proof.

Proof. Let
f n  be sequence of complex-valued functions that is pointwise
bounded on a denumerable set E. Then the set E can be realized as a sequence
*k 
of distinct points. This is a natural setting for application of the Cantor diago-
nalization process that we saw earlier in the proof of the denumerability of the
rationals. From the Bolzano–Weierstrass j Theorem, k
f n *1  bounded implies that
j f n1 *k1  . The process can be applied to
jthere existsk a convergent subsequence
f n1 *2  to obtain a subsequence f n2 *2  that is convergent.

f 11 f 21 f 31   

f 12 f 22 f 32   
  
  
j k* j b ck* j k*
In general, f n j n1 is such that f n j * j n1 is convergent and f n j n1 is a
j k* j k*
subsequence of each of f nk n1 for k  1 2  j  1. Now consider f nn n1

j k*
*** For x + E, there exists an M + M such that x  * M . Then f nn nM1 is a
j k* j k
subsequence of f nM nM1 from which it follows that f nn x is convergent
at x. ***
The next result tells us that if we restrict ourselves to domains K that are com-
pact metric spaces that any uniformly convergent sequence in F K  is also an
equicontinuous family.
8.4. FAMILIES OF FUNCTIONS 359

Theorem 8.4.23 Suppose that K  d is a compact metric space and the sequence
of functions
f n * *
n1 is such that 1n n + M " f n + F K . If
f n n1 converges
uniformly on K , then I 
f n : n + M is equicontinuous on K .

Proof. Suppose that K  d is a compact metric space, the sequence of functions

f n *
n1 t F K  converges uniformly on K and  0 is given. By Theorem 8.2.3,

f n *
n1 is uniformly Cauchy on K . Thus, there exists a positive integer M such

that n o M implies that P f n  f m P K  . In particular,
3

P f n  f M P K  for all n M.
3
Because each f n is continuous on a compact set, from the Uniform Continuity
Theorem, for each n + M, f n is uniformly continuous on K . Hence, for each
j +
1 2  M, there exists a = j 0 such that x y + K and d x y  = j
n n 
n n
implies that f j x  f j y  . Let =  min = j . Then
3 1n jnM
 
 j +
1 2  M F x y + K F d x y  = "
n n
1 j 1x 1y n f j x  f j yn   . (8.7)
3
For n M and x y + K such that d x y  =, we also have that

 f n x  f n y n  f n x  f M x 

 f M x  f M y   f M y  f n y  . (8.8)

From (8.7) and (8.8) and the fact that  0 was arbitrary, we conclude that

1 0 2= 0 1 f n  1u 1)  f n + I F u ) + K F d u )  =

"  f u  f )   i.e.,

I is equicontinuous on K .
We are now ready to offer conditions on a subfamily of F K  that will give us
an analog to the Bolzano-Weierstrass Theorem.

Theorem 8.4.24 Suppose that K  d is a compact metric space and the sequence
of functions
f n *
n1 is such that 1n n + M " f n + F K . If
f n : n + M is
pointwise bounded and equicontinuous on K , then

(a)
f n : n + M is uniformly bounded on K and
360 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

(b)
f n *
n1 contains a subsequence that is uniformly convergent on K .

Excursion 8.4.25 Fill in what is missing in order to complete the following proof
of Theorem 8.4.24.

Proof. Suppose that K  d is a compact metric space, the sequence of func-

tions
f n *
n1 is such that 1n n + M " f n + F K , the family
f n : n + M is
pointwise bounded and equicontinuous on K .
Proof of part (a):
Let  0 be given. Since
f n : n + M is equicontinuous on K , there exists
a = 0 such that
d e
1n 1x 1y n + M F x y + K F d x y  = "  f n x  f n y   .
(8.9)

Because
N= u : u + K  forms an for K and K is compact, there
1
exists a ¿nite number of points, say p1  p2   pk , such that K t .
2
On the other hand,
f n : n + M is pointwise bounded consequently, for each p j ,
j +
1 2  k, there exists a positive real number M j such that
b n b cn c
1n n + M " n f n p j n  M j 

For M  , it follows that

3
b n b cn c
1n 1 j n + M F j +
1 2  k " n f n p j n  M . (8.10)

6
k b c
Suppose that x + K . Since K t N= p j there exists an m +
1 2  k
j1
such that . Hence, d x pm   = and, from (8.9), we conclude that
4
for all n + M. But then  f n x   f n  pm  n  f n x  f n  pm 
5
yields that  f n x   f n  pm    for . From (8.10), we conclude
6
that  f n x  M   for all n + M. Since x was arbitrary, it follows that
d e
1n 1x n + M F x + K  "  f n x  M    i.e.,
8.4. FAMILIES OF FUNCTIONS 361

f n : n + M is .
7

Almost a proof of part (b):

If K were ¿nite, we would be done. For K in¿nite, let E be a denumerable
subset of K that is dense in K . (The reason for the “Almost” in the title of this part
of the proof is that we did not do the Exercise #25 on page 45 for homework. If
K t U or K t F, then the density of the rationals leads immediately to a set E
that satis¿es the desired property in the general case of an arbitrary metric space,
Exercise #25 on page 45 indicates how we can use open coverings with rational
radii to obtain such a set.) Because
f n : n + M is on E, by Lemma
8
j k*
8.4.21, there exists a subsequence of
f n *
n1 , say g j j1 , that is convergent for
each x + E.
Suppose that  0 is given. Since
f n : n + M is equicontinuous on K ,
there exists a = 0 such that
K L
1n 1x 1y n + M F x y + K F d x y  = "  f n x  f n y  .
3
Because E is dense in K ,
N= u : u + E forms an open cover for K . Because
K is compact, we conclude that there exists a ¿nite number of elements of E, say
*1  *2   *q , such that
>
q
b c
K t N= * j . (8.11)
j 1
j k j k*
Since *1  *2   *q t E and g j x j1 is a convergent sequence of complex
jnumberskfor each x + E, the completeness of F, yields Cauchy convergence of
*
g j *s  j1 for each *s , s +
1 2  q. Hence, for each s +
1 2  q, there
exists a positive integer Ms such that n Ms and m Ms implies that

gn *s   gm *s   .
3
Suppose that x + K . From (8.11), there exists an s +
1 2  q such that
. Then d x *s   = implies that
9


 f n x  f n *s  
3
362 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

for all n + M. Let M  max

Ms : s +
1 2  q. It follows that, for n M and
m M,

gn x  gm x n gn x  gn *s  

n n
n n
n n
n n  gm *s   gm x  .
n 10
n

Since  0 and x + K were arbitrary, we conclude that

d e
1 0 2M + M n M Fm M " 1x x + K " gn x  gm x   
j k* j k*
i.e., g j j1 is . By Theorem 8.4.23, g j j1 is uniformly conver-
11
gent on K as needed.
6k b c
***Acceptable responses are: (1) open cover, (2) N= p j ,
j k j1
(3) max M j : j  1 2  k , (4) N=  pm , (5)  f n x  f n  pm   , (6) all
n + M, (7) uniformly bounded on K , (8) pointwise bounded on K , (9) x + N= *s ,
(10) gn *s   gm *s , (11) uniformly Cauchy on K .***
Since we now know that for families of functions it is not the case that every
convergent sequence of functions contains a uniformly convergent subsequence,
families that do have that property warrant a special label.

De¿nition 8.4.26 A family I of complex-valued functions de¿ned on a metric space

j to kbe normal in P if and only if every sequence
f n  t I has a subse-
P is said
quence f nk that converges uniformly on compact subsets of P.

Remark 8.4.27 In view of Theorem 8.4.24, any family that is pointwise bounded
and equicontinuous on a compact metric space K is normal in K .

Our last de¿nition takes care of the situation when the limits of the sequences
from a family are in the family.

De¿nition 8.4.28 A normal family of complex-valued functions I is said to be

compact if and only if the uniform limits of all sequences converging in I are
also members of I.
8.5. THE STONE-WEIERSTRASS THEOREM 363

8.5 The Stone-Weierstrass Theorem

In view of our information concerning the transmission of nice properties of func-
tions in sequences (and series), we would like to have results that enable us to
realize a given function as the uniform limit of a sequence of nice functions. The
last result that we will state in this chapter relates a given function to a sequence of
polynomials. Since polynomials are continuously differentiable functions the theo-
rem is particularly good news. We are offering the statement of the theorem without
discussing the proof. Space is provided for you to insert a synopsis or comments
concerning the proof that is offered by the author of our text on pages 159-160.

Theorem 8.5.1 If f + F [a b] for a  b, then there exists a sequence of polyno-
mials
Pn *
n1 t F [a b] such that n*
lim Pn x  f x where the convergence is
uniform of [a b]. If f is a real-valued function then the polynomials can be taken
as real.

Space for Comments.

8.6 Problem Set H

1. Use properties of limits to ¿nd the pointwise limits for the following se-
quences of complex-valued functions on F.
| }*
nz
(a)
1  nz 2 n1
364 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS
| }*
nz 2
(b)
z  3n n1
| }*
zn
(c)
1  zn n1
| }*
n2 z
(d)
1  n3 z2 n1
| }*
1 n2 z
n
(e) 
1  n 2 z 1  2n n1
j k*
(f) zenz n1

nx
2. For each n + M, let f n x  nx . Use the de¿nition to prove that
f n *
n1
e
is pointwise convergent on [0 *, uniformly convergent on [: * for any
¿xed positive real number :, and not uniformly convergent on 0 *.

3. For each of the following sequences of real-valued functions on U, use the

de¿nition to show that
f n x*
n1 converges pointwise to the speci¿ed f x
on the given set I  then determine whether or not the convergence is uniform.
Use the de¿nition or its negation to justify your conclusions concerning uni-
form convergence.
| }
2x
(a)
f n x*   f x  0 I  [0 1]
n1
1  nx
| }
* cos nx
(b)
f n xn1  T  f x  0 I  [0 1]
n
| 3 }
* n x
(c)
f n xn1   f x  0 I  [0 1]
1  n4 x
| }
* n3 x
(d)
f n xn1   f x  0 I  [a * where a is a
1  n4x 2
positive ¿xed real number
| } v w
* 1  xn 1 1 1
(e)
f n xn1   f x  I   
1x 1x 2 2
Q R
(f)
f n x*
n1  nxe
nx 2  f x  0 I  [0 1]
8.6. PROBLEM SET H 365

4. For the sequence

f n *n1 of real-valued functions on U given by f n x 
n  1 n  2 x n
for n + M and f x  0 for x + I  [0 1], show that
1x
f n x  f x as n  * for each x + I . Is is true that
= 1 = 1
f n x dx  f x dx as n  *?
0 0

5. Suppose that the sequences of functions

f n * *
n1 and
gn n1 converge uni-
formly to f and g, respectively, on a set A in a metric space S d. Prove
that the sequence
f n  gn *
n1 converges uniformly to f  g.

;
*
x2
6. Determine all the values of h such that bc T is uniformly conver-
n1 1  nx 2 n
x2
gent in I 
x + U : x  h. (Hint: Justify that each f n x  b c
1  nx 2
is increasing as a function x and make use that the obtain an upper bound on
the summand.)
;
* ;
*
7. Prove that, if an  is convergent, then an cos nx converges uniformly
n1 n1
for all x + U.
;
* ;
*
8. Suppose that n bn  is convergent and let f x  bn sin nx for x + U.
n1 n1
Show that
;
*
f ) x  nbn cos nx
n1

;
* ;
*
and that both bn sin nx and nbn cos nx converge uniformly for all x +
n1 n1
U.

9. Prove that if a sequence of complex-valued functions on F converges uni-

formly on a set A and on a set B, then it converges uniformly on A C B.

10. Prove that if the sequence

f n *
n1 of complex-valued functions on F is uni-
formly convergent on a set P to a function f that is bounded on P, then
366 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS

there exists a positive real number K and a positive integer M such that
1n 1x n M F x + P "  f n x  K .

11. Suppose that

f n *
n1 is a sequence of real-valued functions each of which is
continuous on an interval I  [a b]. If
f n *
n1 is uniformly continuous on
I , prove that there exists a positive real number K such that

1n 1x n + J F x + I "  f n x  K .

12. Without appeal to Theorem 8.3.8 i.e., using basic properties of integrals,
prove Theorem 8.3.11: Suppose that
f n *n1 is a sequence of real-valued
functions that are continuous on the interval [a b] and f n  f . For c +
5x [ab]
[a b] and each n + M, let Fn x  c f n t dt.Then f is continuous on
5x
de f
[a b] and Fn  F where F x  c f t dt.
[ab]

13. Compare the values of the integrals of the nth partials sums over
3*the interval
[0 1] with the integral of their their limit in the case where k1 f k x is
such that
|
x  1 , 1 n x n 0
f 1 x  ,
x  1 , 0  x n 1

and, for each n  2 3 4 ,


! 1
!
! 0 , 1 n x 
!
! n
!
! 1
!
 n2 x  n , nx n0
Sn x  n .
!
! n 2 x  n , 0  x n
1
!
!
!
! n
!
! 1
 0 , x n1
n

Does your comparison allow you to conclude anything concerning the uni-
form convergence of the given series n [0 1]? BrieÀy justify your response.
8.6. PROBLEM SET H 367

!
! 1
!
! 0 , if 1 n x n 
!
! n
!
!
!

nx  1 1 1
14. For each n + M, let f n x  , if  x .
!
! 2 n n
!
!
!
!
!
! 1
!
 0 , if nx n1
n
Then
f n *
n1 t F [1 1] where F [1 1] is the set of real-valued func-
tions that are continuous on [1 1]. Make use of
f n *
n1 to justify that the
metric space F [1 1]  I is not complete, where
= 1
I  f g   f x  g x dx.
1

15. For each of the following families I of real-valued functions on the speci¿ed
sets P, determine whether of not I is pointwise bounded, locally uniformly
bounded, and/or uniformly bounded on P. Justify your conclusions.
| }
1
(a) I  1  : n + M , P  0 1]
nx
| }
sin nx
(b) I  T : n + M , P  [0 1]
n
| }
nx
(c) I  :n+M ,PU
1  n2x 2
| }
x 2n
(d) I  :n+M ,PU
1  x 2n
j k
(e) I  n 2 x n 1  x : n + M , P  [0 1

16. Suppose that I is a family of real-valued k on U that are differen-

j ) functions
)
tiable on the interval [a b] and I  f : f + I is uniformly bounded on
[a b]. Prove that I is equicontinuous on a b.
Q R
17. Is I  nxe nx 2
: n + M F x + U uniformly bounded on [0 *? State
your position clearly and carefully justify it.
Q x R
18. Is J  n cos : n + M F x + U equicontinuous on U? State your posi-
2n
tion clearly and carefully justify it.
368 CHAPTER 8. SEQUENCES AND SERIES OF FUNCTIONS
 *
;n
k 2 x sin kx
19. Is uniformly convergent on [0 *? State your position
k1
1  k4x
n1
clearly and carefully justify it.