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The utility of Cauchy sequences lies in the fact that in a complete metric space (one where all such sequences are known to converge to a limit), the criterion for convergence depends only on the terms of the sequence itself, as opposed to the definition of convergence, which uses the limit value as well as the terms.
Cauchy's convergence test can only be used in complete metric spaces (such as and ), which are spaces where all Cauchy sequences converge. This is because we need only show that its elements become arbitrarily close to each other after a finite progression in the sequence to prove the series converges.
The Cauchy convergence criterion states that a series ∑ n = 1 ∞ a n {\displaystyle \sum _{n=1}^{\infty }a_{n}} converges if and only if the sequence of partial sums is a Cauchy sequence .
The notion of a Cauchy sequence is important in the study of sequences in metric spaces, and, in particular, in real analysis. One particularly important result in real analysis is the Cauchy criterion for convergence of sequences: a sequence of real numbers is convergent if and only if it is a Cauchy sequence.
Even more generally, Cauchy spaces are spaces in which Cauchy filters may be defined. Convergence implies "Cauchy convergence", and Cauchy convergence, together with the existence of a convergent subsequence implies convergence. The concept of completeness of metric spaces, and its generalizations is defined in terms of Cauchy sequences.
While most of the tests deal with the convergence of infinite series, they can also be used to show the convergence or divergence of infinite products. This can be achieved using following theorem: Let { a n } n = 1 ∞ {\displaystyle \left\{a_{n}\right\}_{n=1}^{\infty }} be a sequence of positive numbers.
Once such a sequence is found, a similar question can be asked with f(n) taking the role of 1/n, and so on. In this way it is possible to investigate the borderline between divergence and convergence of infinite series. Using the integral test for convergence, one can show (see below) that, for every natural number k, the series
The arithmetic means in Cauchy's limit theorem are also called Cesàro means. While Cauchy's limit theorem implies that for a convergent series its Cesàro means converge as well, the converse is not true. That is the Cesàro means may converge while the original sequence does not.