Uniform convergence (sequence of functions)

Convergence f_n→f with a single N(ε) working for all x in the domain.
Uniform convergence (sequence of functions)

Let XX be a and let (Y,dY)(Y,d_Y) be a . A sequence of functions fn:XYf_n:X\to Y converges uniformly to f:XYf:X\to Y if

ε>0, NN such that nN, xX, dY(fn(x),f(x))<ε.\forall \varepsilon>0,\ \exists N\in\mathbb{N}\ \text{such that}\ \forall n\ge N,\ \forall x\in X,\ d_Y\bigl(f_n(x),f(x)\bigr)<\varepsilon.

Equivalently,

supxXdY(fn(x),f(x))n0,\sup_{x\in X} d_Y\bigl(f_n(x),f(x)\bigr)\xrightarrow[n\to\infty]{}0,

where the is taken in [0,][0,\infty].

Uniform convergence is strong enough to pass many properties to the limit (e.g., , under standard hypotheses). Compare with . It is a central tool in analysis and approximation theory.

Examples:

  • fn(x)=1nsinxf_n(x)=\frac{1}{n}\sin x converges uniformly to 00 on R\mathbb{R}.
  • On [0,1][0,1], fn(x)=xnf_n(x)=x^n converges pointwise to ff (as above) but not uniformly (since supx[0,1]xnf(x)=1\sup_{x\in[0,1]}|x^n-f(x)|=1 for all nn).
  • If fnf_n are continuous on a compact set and converge uniformly, then the limit is continuous (uniform limit theorem).