Bolzano-Weierstrass theorem ($x_{n_j}\to \ell$)

Every bounded sequence of real numbers contains a subsequence with a finite limit of a sequence. If $|x_n|\le M$ for every positive integer $n$, there are integers $n_1<n_2<\cdots$ and a real number $\ell$ such thatThe increasing indices matter: a subsequence retains the original order and selects terms arbitrarily far along the original sequence. The theorem guarantees the existence of at least one such selection; it does not claim that the entire sequence converges or that the subsequential limit is unique.^[ref]

For example, the bounded sequence $x_n=(-1{)}^n+1/(n+1)$ has two distinct subsequential limits:The even terms form a convergent sequence, and so do the odd terms. The full sequence cannot have a limit of a sequence because its two subsequences have different limits. Its limit superior is $1$ and its limit inferior is $-1$.

This is useful when a construction produces many candidate points but does not immediately produce a convergent sequence. For a continuous function on a nonempty closed bounded feasible region in a finite-dimensional Euclidean space, take a sequence whose objective values approach the infimum. A convergent subsequence supplies a candidate point; a closed subset retains that point, and continuity passes the objective values to the limit of a sequence. This is the mechanism behind attainment in the extreme value theorem. The diagonal subsequence argument extends the real-sequence theorem to finite-dimensional Euclidean space.

The theorem is named for Bernard Bolzano and Karl Weierstrass.^[ref]

Begin with a closed interval $I_0=[a,b]$ containing the entire bounded sequence. Split the interval at its midpoint. At least one of the two closed halves contains infinitely many indexed terms; choose such a half and repeat. This gives nested intervals $I_j$ with lengths $(b-a)/2^j$. The nested interval theorem, using completeness of the real numbers, supplies their unique common point $\ell$.

Choose $n_j>n_{j-1}$ with $x_{n_j}\in I_j$. Infinitely many indexed terms in $I_j$ guarantee that the next index can be chosen. Both $x_{n_j}$ and $\ell$ belong to $I_j$, soThis is a short existence proof, not necessarily a finite algorithm for an arbitrary input sequence: deciding which half contains infinitely many future terms may require mathematical knowledge about that sequence.

The rational numbers $q_n=\lfloor 10^n\sqrt{2}\rfloor /10^n$ lie in $[1,2]$ and obey $0\le \sqrt{2}-q_n<10^{-n}$. They form a convergent sequence in the real numbers, with limit of a sequence $\sqrt{2}$. Every subsequence has that same real limit. Because $\sqrt{2}$ is an irrational number, no subsequence converges to a point in the rational numbers with their usual metric. Boundedness alone therefore does not give the corresponding theorem in every metric space; completeness of the real numbers is doing real work here. The floor function simply truncates the decimal expansion in this example.

In the l2 sequence space, let $e_n$ have value one in coordinate $n$ and zero elsewhere. This orthonormal sequence is bounded: $\Vert e_n{\Vert }_2=1$. For distinct indices $n,m$, its terms obey $\Vert e_n-e_m{\Vert }_2=\sqrt{2}$. No subsequence can therefore be a Cauchy sequence, so none converges in the norm. Thus even a complete metric space can have a bounded sequence with no convergent subsequence. Finite dimension is essential to the usual Euclidean space extension, and in a general metric space the relevant replacement is compactness or total boundedness together with completeness.

Every real sequence has a subsequence converging to an extended real number. A bounded sequence has a real convergent subsequence by the Bolzano-Weierstrass theorem. If it is unbounded above, every tail is unbounded above, so choose increasing indices $n_j$ with $a_{n_j}>j$. These terms tend to positive infinity. If it is unbounded below, use $a_{n_j}<-j$.

A diagonal subsequence argument successively extracts nested subsequences that converge in the first, first two, and then first $k$ coordinates. Taking the $j$th term from the $j$th nested subsequence produces one subsequence that converges in every fixed coordinate.

If a bounded real sequence has the property that every convergent subsequence converges to the same number $L$, then the full sequence converges to $L$. Otherwise, a subsequence stays at least some fixed distance from $L$; Bolzano--Weierstrass gives it a convergent subsubsequence, contradicting the assumed uniqueness.