Uniform convergence
In the mathematical field of analysis, uniform convergence is a type of convergence of functions stronger than pointwise convergence. A sequence of functions (fn){displaystyle (f_{n})} converges uniformly to a limiting function f{displaystyle f}
on a set E{displaystyle E}
if, given any arbitrarily small positive number ϵ{displaystyle epsilon }
, a number N{displaystyle N}
can be found such that each of the functions fN,fN+1,fN+2,…{displaystyle f_{N},f_{N+1},f_{N+2},ldots }
differ from f{displaystyle f}
by no more than ϵ{displaystyle epsilon }
at every point x{displaystyle x}
in E{displaystyle E}
. Described in an informal way, if fn{displaystyle f_{n}}
converges to f{displaystyle f}
uniformly, then the rate at which fn(x){displaystyle f_{n}(x)}
approaches f(x){displaystyle f(x)}
is "uniform" throughout its domain in the following sense: in order to determine how large n{displaystyle n}
needs to be to guarantee that fn(x){displaystyle f_{n}(x)}
falls within a certain distance ϵ{displaystyle epsilon }
of f(x){displaystyle f(x)}
, we do not need to know the value of x∈E{displaystyle xin E}
in question — there is a single value of N=N(ϵ){displaystyle N=N(epsilon )}
independent of x{displaystyle x}
, such that choosing n{displaystyle n}
to be larger than N{displaystyle N}
will suffice.
The difference between uniform convergence and pointwise convergence was not fully appreciated early in the history of calculus, leading to instances of faulty reasoning. The concept, which was first formalized by Karl Weierstrass, is important because several properties of the functions fn{displaystyle f_{n}}, such as continuity, Riemann integrability, and, with additional hypotheses, differentiability, are transferred to the limit f{displaystyle f}
if the convergence is uniform, but not necessarily if the convergence is not uniform.
Contents
1 History
2 Definition
2.1 Notes
2.2 Generalizations
2.3 Definition in a hyperreal setting
3 Examples
3.1 Exponential function
4 Properties
5 Applications
5.1 To continuity
5.2 To differentiability
5.3 To integrability
5.4 To analyticity
5.5 To series
6 Almost uniform convergence
7 See also
8 Notes
9 References
10 External links
History
In 1821 Augustin-Louis Cauchy published a proof that a convergent sum of continuous functions is always continuous, to which Niels Henrik Abel in 1826 found purported counterexamples in the context of Fourier series, arguing that Cauchy's proof had to be incorrect. Completely standard notions of convergence did not exist at the time, and Cauchy handled convergence using infinitesimal methods. When put into the modern language, what Cauchy proved is that a uniformly convergent sequence of continuous functions has a continuous limit. The failure of a merely pointwise-convergent limit of continuous functions to converge to a continuous function illustrates the importance of distinguishing between different types of convergence when handling sequences of functions.[1]
The term uniform convergence was probably first used by Christoph Gudermann, in an 1838 paper on elliptic functions, where he employed the phrase "convergence in a uniform way" when the "mode of convergence" of a series ∑n=1∞fn(x,ϕ,ψ){displaystyle textstyle {sum _{n=1}^{infty }f_{n}(x,phi ,psi )}} is independent of the variables ϕ{displaystyle phi }
and ψ.{displaystyle psi .}
While he thought it a "remarkable fact" when a series converged in this way, he did not give a formal definition, nor use the property in any of his proofs.[2]
Later Gudermann's pupil Karl Weierstrass, who attended his course on elliptic functions in 1839–1840, coined the term gleichmäßig konvergent (German: uniformly convergent) which he used in his 1841 paper Zur Theorie der Potenzreihen, published in 1894. Independently, similar concepts were articulated by Philipp Ludwig von Seidel[3] and George Gabriel Stokes. G. H. Hardy compares the three definitions in his paper "Sir George Stokes and the concept of uniform convergence" and remarks: "Weierstrass's discovery was the earliest, and he alone fully realized its far-reaching importance as one of the fundamental ideas of analysis."
Under the influence of Weierstrass and Bernhard Riemann this concept and related questions were intensely studied at the end of the 19th century by Hermann Hankel, Paul du Bois-Reymond, Ulisse Dini, Cesare Arzelà and others.
Definition
We first define uniform convergence for real-valued functions, although the concept is readily generalized to functions mapping to metric spaces and, more generally, uniform spaces (see below).
Suppose E{displaystyle E} is a set and fn:E→R{displaystyle f_{n}:Eto mathbb {R} }
(for n=1,2,3,…{displaystyle n=1,2,3,ldots }
) are real-valued functions. We say that the sequence (fn)n∈N{displaystyle (f_{n})_{nin mathbb {N} }}
is uniformly convergent on E{displaystyle E}
with limit f:E→R{displaystyle f:Eto mathbb {R} }
if for every ϵ>0{displaystyle epsilon >0}
, there exists a natural number N{displaystyle N}
such that for all n≥N{displaystyle ngeq N}
and x∈E{displaystyle xin E}
|fn(x)−f(x)|<ϵ{displaystyle |f_{n}(x)-f(x)|<epsilon }.
The notation for uniform convergence of fn{displaystyle f_{n}} to f{displaystyle f}
is not quite standardized and different authors have used a variety of symbols, including (in roughly decreasing order of popularity) fn⇉f{displaystyle f_{n}rightrightarrows f}
, unif limn→∞fn=f{displaystyle {underset {nto infty }{mathrm {unif lim} }}f_{n}=f}
, fn⟶unif.f{displaystyle f_{n}{overset {mathrm {unif.} }{longrightarrow }}f}
. Frequently, no special symbol is used, and authors simply write fn→f uniformly{displaystyle f_{n}to f mathrm {uniformly} }
to indicate that convergence is uniform. (In contrast, the expression fn→f{displaystyle f_{n}to f}
on E{displaystyle E}
without an adverb is taken to mean pointwise convergence on E{displaystyle E}
: for all x∈E{displaystyle xin E}
, fn(x)→f(x){displaystyle f_{n}(x)to f(x)}
as n→∞{displaystyle nto infty }
.)
Since R{displaystyle mathbb {R} } is a complete metric space, the Cauchy criterion can be used to give an equivalent alternative formulation for uniform convergence: (fn)n∈N{displaystyle (f_{n})_{nin mathbb {N} }}
converges uniformly on E{displaystyle E}
(in the previous sense) if and only if for every ϵ>0{displaystyle epsilon >0}
, there exists a natural number N{displaystyle N}
such that
x∈E,m≥N,n≥N⟹|fm(x)−fn(x)|<ϵ{displaystyle xin E,mgeq N,ngeq Nimplies |f_{m}(x)-f_{n}(x)|<epsilon }.
In yet another equivalent formulation, if we define dn=supx∈E|fn(x)−f(x)|{textstyle d_{n}=sup _{xin E}|f_{n}(x)-f(x)|}, then fn{displaystyle f_{n}}
converges to f{displaystyle f}
uniformly if and only if dn→0{displaystyle d_{n}to 0}
as n→∞{displaystyle nto infty }
. Thus, we can characterize uniform convergence of (fn)n∈N{displaystyle (f_{n})_{nin mathbb {N} }}
on E{displaystyle E}
as (simple) convergence of (fn)n∈N{displaystyle (f_{n})_{nin mathbb {N} }}
in the function space RE{displaystyle mathbb {R} ^{E}}
with respect to the uniform metric (also called the supremum metric), defined by d(f,g)=supx∈E|f(x)−g(x)|{textstyle d(f,g)=sup _{xin E}|f(x)-g(x)|}
. Symbolically,
fn⇉f⟺limn→∞d(fn,f)=0{displaystyle f_{n}rightrightarrows fiff lim _{nto infty }d(f_{n},f)=0}.
The sequence (fn)n∈N{displaystyle (f_{n})_{nin mathbb {N} }} is said to be locally uniformly convergent with limit f{displaystyle f}
if E{displaystyle E}
is a metric space and for every x∈E{displaystyle xin E}
, there exists an r>0{displaystyle r>0}
such that (fn){displaystyle (f_{n})}
converges uniformly on B(x,r)∩E{displaystyle B(x,r)cap E}
. It is clear that uniform convergence implies local uniform convergence, which implies pointwise convergence.
Notes
Intuitively, a sequence of functions fn{displaystyle f_{n}} converges uniformly to f{displaystyle f}
if, given an arbitrarily small ϵ>0{displaystyle epsilon >0}
, we can find an N∈N{displaystyle Nin mathbb {N} }
so that the functions fn (n≥N){displaystyle f_{n} (ngeq N)}
all fall within a "tube" of width 2ϵ{displaystyle 2epsilon }
centered around f{displaystyle f}
(i.e., between f(x)−ϵ{displaystyle f(x)-epsilon }
and f(x)+ϵ{displaystyle f(x)+epsilon }
) for the entire domain of the function.
Note that interchanging the order of quantifiers in the definition of uniform convergence by moving "for all x∈E{displaystyle xin E}" in front of "there exists a natural number N{displaystyle N}
" results in a definition of pointwise convergence of the sequence. To make this difference explicit, in the case of uniform convergence, N=N(ϵ){displaystyle N=N(epsilon )}
can only depend on ϵ{displaystyle epsilon }
, and the choice of N{displaystyle N}
has to work for all x∈E{displaystyle xin E}
, for a specific value of ϵ{displaystyle epsilon }
that is given. In contrast, in the case of pointwise convergence, N=N(ϵ,x){displaystyle N=N(epsilon ,x)}
may depend on both ϵ{displaystyle epsilon }
and x{displaystyle x}
, and the choice of N{displaystyle N}
only has to work for the specific values of ϵ{displaystyle epsilon }
and x{displaystyle x}
that are given. Thus uniform convergence implies pointwise convergence, however the converse is not true, as the example in the section below illustrates.
Generalizations
One may straightforwardly extend the concept to functions E → M, where (M, d) is a metric space, by replacing |fn(x)−f(x)|{displaystyle |f_{n}(x)-f(x)|} with d(fn(x),f(x)){displaystyle d(f_{n}(x),f(x))}
.
The most general setting is the uniform convergence of nets of functions E → X, where X is a uniform space. We say that the net (fα){displaystyle (f_{alpha })} converges uniformly with limit f : E → X if and only if for every entourage V in X, there exists an α0{displaystyle alpha _{0}}
, such that for every x in E and every α≥α0{displaystyle alpha geq alpha _{0}}
, (fα(x),f(x)){displaystyle (f_{alpha }(x),f(x))}
is in V.
In this situation, uniform limit of continuous functions remain continuous.
Definition in a hyperreal setting
Uniform convergence admits a simplified definition in a hyperreal setting. Thus, a sequence fn{displaystyle f_{n}} converges to f uniformly if for all x in the domain of f* and all infinite n, fn∗(x){displaystyle f_{n}^{*}(x)}
is infinitely close to f∗(x){displaystyle f^{*}(x)}
(see microcontinuity for a similar definition of uniform continuity).
Examples
Given a topological space X, we can equip the space of bounded real or complex-valued functions over X with the uniform norm topology, with the uniform metric defined by d(f,g)=||f−g||∞=supx∈X|f(x)−g(x)|{displaystyle d(f,g)=||f-g||_{infty }=sup _{xin X}|f(x)-g(x)|}. Then uniform convergence simply means convergence in the uniform norm topology: limn→∞||fn−f||∞=0{displaystyle lim _{nto infty }||f_{n}-f||_{infty }=0}
.
The sequence of functions (fn){displaystyle (f_{n})} with fn:[0,1]→[0,1]{displaystyle f_{n}:[0,1]rightarrow [0,1]}
defined by fn(x)=xn{displaystyle f_{n}(x)=x^{n}}
is a classic example of a sequence of functions that converges to a function f{displaystyle f}
pointwise but not uniformly. To show this, we first observe that the pointwise limit of (fn){displaystyle (f_{n})}
as n→∞{displaystyle nto infty }
is the function f{displaystyle f}
, given by
- f(x)=limn→∞fn(x)={0,x∈[0,1);1,x=1.{displaystyle f(x)=lim _{nrightarrow infty }f_{n}(x)={begin{cases}0,&xin [0,1);\1,&x=1.end{cases}}}
Pointwise convergence: Convergence is trivial for x=0{displaystyle x=0} and x=1{displaystyle x=1}
, since fn(0)=f(0)=0{displaystyle f_{n}(0)=f(0)=0}
and fn(1)=f(1)=1{displaystyle f_{n}(1)=f(1)=1}
, for all n{displaystyle n}
. For x∈(0,1){displaystyle xin (0,1)}
and given ϵ>0{displaystyle epsilon >0}
, we can ensure that |fn(x)−f(x)|<ϵ{displaystyle |f_{n}(x)-f(x)|<epsilon }
whenever n≥N{displaystyle ngeq N}
by choosing N=⌈logϵ/logx⌉{displaystyle N=lceil log epsilon /log xrceil }
(here the upper square brackets indicate rounding up, see ceiling function). Hence, fn→f{displaystyle f_{n}to f}
pointwise for all x∈[0,1]{displaystyle xin [0,1]}
. Note that the choice of N{displaystyle N}
depends on the value of ϵ{displaystyle epsilon }
and x{displaystyle x}
. Moreover, for a fixed choice of ϵ{displaystyle epsilon }
, N{displaystyle N}
(which cannot be defined to be smaller) grows without bound as x{displaystyle x}
approaches 1. These observations preclude the possibility of uniform convergence.
Non-uniformity of convergence: The convergence is not uniform, because given ϵ>0{displaystyle epsilon >0}, no single choice of N{displaystyle N}
can ensure that |fn(x)−f(x)|<ϵ{displaystyle |f_{n}(x)-f(x)|<epsilon }
for all x∈[0,1]{displaystyle xin [0,1]}
, whenever n≥N{displaystyle ngeq N}
. To see this, we note that regardless of how large n{displaystyle n}
becomes, there is always an x0∈[0,1){displaystyle x_{0}in [0,1)}
such that fn(x0)=1/2{displaystyle f_{n}(x_{0})=1/2}
(or any other positive value less than 1). Thus, if we choose ϵ=1/4{displaystyle epsilon =1/4}
, we can never find an N{displaystyle N}
such that |fn(x)−f(x)|<ϵ{displaystyle |f_{n}(x)-f(x)|<epsilon }
for all x∈[0,1]{displaystyle xin [0,1]}
and n≥N{displaystyle ngeq N}
. Explicitly, given any candidate for N{displaystyle N}
, consider the value of fN{displaystyle f_{N}}
at x0=(1/2)1/N{displaystyle x_{0}=(1/2)^{1/N}}
. Since |fN(x0)−f(x0)|=|[(1/2)1/N]N−0|=1/2>ϵ{displaystyle |f_{N}(x_{0})-f(x_{0})|={Big |}[(1/2)^{1/N}]^{N}-0{Big |}=1/2>epsilon }
, we have found an example of an x∈[0,1]{displaystyle xin [0,1]}
that "escaped" our attempt to "confine" each fn (n≥N){displaystyle f_{n} (ngeq N)}
to within ϵ{displaystyle epsilon }
of f{displaystyle f}
for all x∈[0,1]{displaystyle xin [0,1]}
. In fact, it is easy to see that limn→∞||fn−f||∞=1{displaystyle lim _{nto infty }||f_{n}-f||_{infty }=1}
, contrary to the requirement that ||fn−f||∞→0{displaystyle ||f_{n}-f||_{infty }to 0}
if fn⇉f{displaystyle f_{n}rightrightarrows f}
.
In this example one can easily see that pointwise convergence does not preserve differentiability or continuity. While each function of the sequence is smooth, that is to say that for all n, fn∈C∞([0,1]){displaystyle f_{n}in C^{infty }([0,1])}, the limit limn→∞fn{displaystyle lim _{nrightarrow infty }f_{n}}
is not even continuous.
Exponential function
The series expansion of the exponential function can be shown to be uniformly convergent on any bounded subset S⊂C{displaystyle Ssubset mathbb {C} } using the Weierstrass M-test.
Theorem (Weierstrass M-test). Let (fn){displaystyle (f_{n})} be a sequence of functions fn:E→C{displaystyle f_{n}:Eto mathbb {C} }
and let Mn{displaystyle M_{n}}
be a sequence of positive real numbers such that |fn(x)|<Mn{displaystyle |f_{n}(x)|<M_{n}}
for all x∈E{displaystyle xin E}
and n=1,2,3,…{displaystyle n=1,2,3,ldots }
. If ∑nMn{textstyle sum _{n}M_{n}}
converges, then ∑nfn{textstyle sum _{n}f_{n}}
converges uniformly on E{displaystyle E}
.
The complex exponential function can be expressed as the series:
- ∑n=0∞znn!.{displaystyle sum _{n=0}^{infty }{frac {z^{n}}{n!}}.}
- ∑n=0∞znn!.{displaystyle sum _{n=0}^{infty }{frac {z^{n}}{n!}}.}
Any bounded subset is a subset of some disc DR{displaystyle D_{R}} of radius R{displaystyle R}
, centered on the origin in the complex plane. The Weierstrass M-test requires us to find an upper bound Mn{displaystyle M_{n}}
on the terms of the series, with Mn{displaystyle M_{n}}
independent of the position in the disc:
- |znn!|≤Mn,∀z∈DR.{displaystyle left|{frac {z^{n}}{n!}}right|leq M_{n},forall zin D_{R}.}
- |znn!|≤Mn,∀z∈DR.{displaystyle left|{frac {z^{n}}{n!}}right|leq M_{n},forall zin D_{R}.}
To do this, we notice
- |znn!|≤|z|nn!≤Rnn!{displaystyle left|{frac {z^{n}}{n!}}right|leq {frac {left|zright|^{n}}{n!}}leq {frac {R^{n}}{n!}}}
- |znn!|≤|z|nn!≤Rnn!{displaystyle left|{frac {z^{n}}{n!}}right|leq {frac {left|zright|^{n}}{n!}}leq {frac {R^{n}}{n!}}}
and take Mn=Rnn!{displaystyle M_{n}={frac {R^{n}}{n!}}}.
If ∑n=0∞Mn{displaystyle sum _{n=0}^{infty }M_{n}} is convergent, then the M-test asserts that the original series is uniformly convergent.
The ratio test can be used here:
- limn→∞Mn+1Mn=limn→∞Rn+1Rnn!(n+1)!=limn→∞Rn+1=0{displaystyle lim _{nto infty }{frac {M_{n+1}}{M_{n}}}=lim _{nto infty }{frac {R^{n+1}}{R^{n}}}{frac {n!}{(n+1)!}}=lim _{nto infty }{frac {R}{n+1}}=0}
- limn→∞Mn+1Mn=limn→∞Rn+1Rnn!(n+1)!=limn→∞Rn+1=0{displaystyle lim _{nto infty }{frac {M_{n+1}}{M_{n}}}=lim _{nto infty }{frac {R^{n+1}}{R^{n}}}{frac {n!}{(n+1)!}}=lim _{nto infty }{frac {R}{n+1}}=0}
which means the series over Mn{displaystyle M_{n}} is convergent.
Thus the original series converges uniformly for all z∈DR{displaystyle zin D_{R}}, and since S⊂DR{displaystyle Ssubset D_{R}}
, the series is also uniformly convergent on S{displaystyle S}
.
Properties
- Every uniformly convergent sequence is locally uniformly convergent.
- Every locally uniformly convergent sequence is compactly convergent.
- For locally compact spaces local uniform convergence and compact convergence coincide.
- A sequence of continuous functions on metric spaces, with the image metric space being complete, is uniformly convergent if and only if it is uniformly Cauchy.
- If S{displaystyle S}
is a compact interval (or in general a compact topological space), and (fn){displaystyle (f_{n})}
is a monotone increasing sequence (meaning fn(x)≤fn+1(x){displaystyle f_{n}(x)leq f_{n+1}(x)}
for all n and x) of continuous functions with a pointwise limit f{displaystyle f}
which is also continuous, then the convergence is necessarily uniform (Dini's theorem). Uniform convergence is also guaranteed if S{displaystyle S}
is a compact interval and (fn){displaystyle (f_{n})}
is an equicontinuous sequence that converges pointwise.
Applications
To continuity

Counterexample to a strengthening of the uniform convergence theorem, in which pointwise convergence, rather than uniform convergence, is assumed. The continuous green functions sinn(x){displaystyle sin ^{n}(x)}
If E{displaystyle E} and M{displaystyle M}
are topological spaces, then it makes sense to talk about the continuity of the functions fn,f:E→M{displaystyle f_{n},f:Eto M}
. If we further assume that M{displaystyle M}
is a metric space, then (uniform) convergence of the fn{displaystyle f_{n}}
to f{displaystyle f}
is also well defined. The following result states that continuity is preserved by uniform convergence:
Uniform limit theorem. Suppose E{displaystyle E}is a topological space, M{displaystyle M}
is a metric space, and (fn){displaystyle (f_{n})}
is a sequence of continuous functions fn:E→M{displaystyle f_{n}:Eto M}
. If fn⇉f{displaystyle f_{n}rightrightarrows f}
on E{displaystyle E}
, then f{displaystyle f}
is also continuous.
This theorem is proved by the "ε/3 trick", and is the archetypal example of this trick: to prove a given inequality (ε), one uses the definitions of continuity and uniform convergence to produce 3 inequalities (ε/3), and then combines them via the triangle inequality to produce the desired inequality.
This theorem is an important one in the history of real and Fourier analysis, since many 18th century mathematicians had the intuitive understanding that a sequence of continuous functions always converges to a continuous function. The image above shows a counterexample, and many discontinuous functions could, in fact, be written as a Fourier series of continuous functions. The erroneous claim that the pointwise limit of a sequence of continuous functions is continuous (originally stated in terms of convergent series of continuous functions) is infamously known as "Cauchy's wrong theorem". The uniform limit theorem shows that a stronger form of convergence, uniform convergence, is needed to ensure the preservation of continuity in the limit function.
More precisely, this theorem states that the uniform limit of uniformly continuous functions is uniformly continuous; for a locally compact space, continuity is equivalent to local uniform continuity, and thus the uniform limit of continuous functions is continuous.
To differentiability
If S{displaystyle S} is an interval and all the functions fn{displaystyle f_{n}}
are differentiable and converge to a limit f{displaystyle f}
, it is often desirable to determine the derivative function f′{displaystyle f'}
by taking the limit of the sequence fn′{displaystyle f'_{n}}
. This is however in general not possible: even if the convergence is uniform, the limit function need not be differentiable (not even if the sequence consists of everywhere-analytic functions, see Weierstrass function), and even if it is differentiable, the derivative of the limit function need not be equal to the limit of the derivatives. Consider for instance fn(x)=n−1/2sin(nx){displaystyle f_{n}(x)=n^{-1/2}{sin(nx)}}
with uniform limit fn⇉f≡0{displaystyle f_{n}rightrightarrows fequiv 0}
. Clearly, f′{displaystyle f'}
is also identically zero. However, the derivatives of the sequence of functions are given by fn′(x)=n1/2cosnx,{displaystyle f'_{n}(x)=n^{1/2}cos nx,}
and the sequence fn′{displaystyle f'_{n}}
does not converge to f′,{displaystyle f',}
or even to any function at all. In order to ensure a connection between the limit of a sequence of differentiable functions and the limit of the sequence of derivatives, the uniform convergence of the sequence of derivatives plus the convergence of the sequence of functions at at least one point is required. The precise statement covering this situation is as follows:[4]
- If (fn){displaystyle (f_{n})}
is a sequence of differentiable functions on [a,b]{displaystyle [a,b]}
such that limn→∞fn(x0){displaystyle lim _{nto infty }f_{n}(x_{0})}
exists (and is finite) for some x0∈[a,b]{displaystyle x_{0}in [a,b]}
and the sequence (fn′){displaystyle (f'_{n})}
converges uniformly on [a,b]{displaystyle [a,b]}
, then fn{displaystyle f_{n}}
converges uniformly to a function f{displaystyle f}
on [a,b]{displaystyle [a,b]}
, and f′(x)=limn→∞fn′(x){displaystyle f'(x)=lim _{nto infty }f'_{n}(x)}
for x∈[a,b]{displaystyle xin [a,b]}
.
To integrability
Similarly, one often wants to exchange integrals and limit processes. For the Riemann integral, this can be done if uniform convergence is assumed:
If (fn)n=1∞{displaystyle (f_{n})_{n=1}^{infty }}is a sequence of Riemann integrable functions defined on a compact interval I{displaystyle I}
which uniformly converge with limit f{displaystyle f}
, then f{displaystyle f}
is Riemann integrable and its integral can be computed as the limit of the integrals of the fn{displaystyle f_{n}}
:
- ∫If=limn→∞∫Ifn.{displaystyle int _{I}f=lim _{nto infty }int _{I}f_{n}.}
- ∫If=limn→∞∫Ifn.{displaystyle int _{I}f=lim _{nto infty }int _{I}f_{n}.}
In fact, for a uniformly convergent family of bounded functions on an interval, the upper and lower Riemann integrals converge to the upper and lower Riemann integrals of the limit function. This follows because, for n sufficiently large, the graph of fn{displaystyle f_{n}} is within ε of the graph of f, and so the upper sum and lower sum of fn{displaystyle f_{n}}
are each within ε|I|{displaystyle varepsilon |I|}
of the value of the upper and lower sums of f{displaystyle f}
, respectively.
Much stronger theorems in this respect, which require not much more than pointwise convergence, can be obtained if one abandons the Riemann integral and uses the Lebesgue integral instead.
To analyticity
If a sequence of analytic functions converges uniformly in a region S of the complex plane, then the limit is analytic in S. This example demonstrates that complex functions are more well-behaved than real functions, since the uniform limit of analytic functions on a real interval need not even be differentiable (see Weierstrass function).
To series
We say that ∑n=1∞fn{displaystyle textstyle sum _{n=1}^{infty }f_{n}} converges:
i) pointwise on E if and only if the sequence of partial sums sn(x)=∑j=1nfj(x){displaystyle s_{n}(x)=sum _{j=1}^{n}f_{j}(x)} converges for every x∈E{displaystyle xin E}
.
ii) uniformly on E if and only if sn converges uniformly as n→∞{displaystyle nto infty }.
iii) absolutely on E if and only if ∑n=1∞|fn|{displaystyle textstyle sum _{n=1}^{infty }|f_{n}|} converges for every x∈E{displaystyle xin E}
.
With this definition comes the following result:
Let x0be contained in the set E and each fn be continuous at x0. If f=∑n=1∞fn{displaystyle textstyle f=sum _{n=1}^{infty }f_{n}}
converges uniformly on E then f is continuous at x0in E. Suppose that E=[a,b]{displaystyle E=[a,b]}
and each fn is integrable on E. If ∑n=1∞fn{displaystyle textstyle sum _{n=1}^{infty }f_{n}}
converges uniformly on E then f is integrable on E and the series of integrals of fn is equal to integral of the series of fn.
Almost uniform convergence
If the domain of the functions is a measure space E then the related notion of almost uniform convergence can be defined. We say a sequence of functions (fn){displaystyle (f_{n})} converges almost uniformly on E if for every δ>0{displaystyle delta >0}
there exists a measurable set Eδ{displaystyle E_{delta }}
with measure less than δ{displaystyle delta }
such that the sequence of functions (fn){displaystyle (f_{n})}
converges uniformly on E∖Eδ{displaystyle Esetminus E_{delta }}
. In other words, almost uniform convergence means there are sets of arbitrarily small measure for which the sequence of functions converges uniformly on their complement.
Note that almost uniform convergence of a sequence does not mean that the sequence converges uniformly almost everywhere as might be inferred from the name. However, Egorov's theorem does guarantee that on a finite measure space, a sequence of functions that converges almost everywhere also converges almost uniformly on the same set.
Almost uniform convergence implies almost everywhere convergence and convergence in measure.
See also
- Uniform convergence in probability
- Modes of convergence (annotated index)
- Dini's theorem
- Arzelà–Ascoli theorem
Notes
^ "Exceptions and counterexamples: Understanding Abel's comment on Cauchy's Theorem". Historia Mathematica. 32: 453–480. doi:10.1016/j.hm.2004.11.010..mw-parser-output cite.citation{font-style:inherit}.mw-parser-output q{quotes:"""""""'""'"}.mw-parser-output code.cs1-code{color:inherit;background:inherit;border:inherit;padding:inherit}.mw-parser-output .cs1-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/thumb/6/65/Lock-green.svg/9px-Lock-green.svg.png")no-repeat;background-position:right .1em center}.mw-parser-output .cs1-lock-limited a,.mw-parser-output .cs1-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/thumb/d/d6/Lock-gray-alt-2.svg/9px-Lock-gray-alt-2.svg.png")no-repeat;background-position:right .1em center}.mw-parser-output .cs1-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/thumb/a/aa/Lock-red-alt-2.svg/9px-Lock-red-alt-2.svg.png")no-repeat;background-position:right .1em center}.mw-parser-output .cs1-subscription,.mw-parser-output .cs1-registration{color:#555}.mw-parser-output .cs1-subscription span,.mw-parser-output .cs1-registration span{border-bottom:1px dotted;cursor:help}.mw-parser-output .cs1-hidden-error{display:none;font-size:100%}.mw-parser-output .cs1-visible-error{font-size:100%}.mw-parser-output .cs1-subscription,.mw-parser-output .cs1-registration,.mw-parser-output .cs1-format{font-size:95%}.mw-parser-output .cs1-kern-left,.mw-parser-output .cs1-kern-wl-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right,.mw-parser-output .cs1-kern-wl-right{padding-right:0.2em}
^ Jahnke, Hans Niels (2003). "6.7 The Foundation of Analysis in the 19th Century: Weierstrass". A history of analysis. AMS Bookstore. ISBN 978-0-8218-2623-2, p. 184.
^ Lakatos, Imre (1976). Proofs and Refutations. Cambridge University Press. p. 141. ISBN 0-521-21078-X.
^ Rudin, Walter (1976). Principles of Mathematical Analysis 3rd edition, Theorem 7.17. McGraw-Hill: New York.
References
Konrad Knopp, Theory and Application of Infinite Series; Blackie and Son, London, 1954, reprinted by Dover Publications,
ISBN 0-486-66165-2.
G. H. Hardy, Sir George Stokes and the concept of uniform convergence; Proceedings of the Cambridge Philosophical Society, 19, pp. 148–156 (1918)
Bourbaki; Elements of Mathematics: General Topology. Chapters 5–10 (Paperback);
ISBN 0-387-19374-X
Walter Rudin, Principles of Mathematical Analysis, 3rd ed., McGraw–Hill, 1976.
Gerald Folland, Real Analysis: Modern Techniques and Their Applications, Second Edition, John Wiley & Sons, Inc., 1999,
ISBN 0-471-31716-0.- William Wade, An Introduction to Analysis , 3rd ed., Pearson, 2005
External links
Hazewinkel, Michiel, ed. (2001) [1994], "Uniform convergence", Encyclopedia of Mathematics, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4
"Uniform convergence". PlanetMath.
"Limit point of function". PlanetMath.
"Converges uniformly". PlanetMath.
"Convergent series". PlanetMath.
Graphic examples of uniform convergence of Fourier series from the University of Colorado
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