Dini's Theorem

When does pointwise convergence of a monotone family upgrade to uniform?

On a closed interval, it does. Monotonicity means no function falls behind once it catches up. The waiting times at all points tie into one finite bound. So the whole family closes in together.

For example, think of climbing a πŸͺœ staircase. If nobody steps back, reaching the last step means the whole group has arrived.

fn↑fΒ continuousΒ onΒ compactΒ Kβ‡’fnβ†’fΒ uniformlyf_n \uparrow f\ \text{continuous on compact } K \Rightarrow f_n \to f\ \text{uniformly}
max⁑[0,1]∣xβˆ’nxn+1∣=1n+1\max_{[0,1]}\left|x - \frac{nx}{n+1}\right| = \frac{1}{n+1}

Part of these learning paths

Examples & Exercises

Let KK be a compact metric space.

If each fn:Kβ†’Rf_n : K \to \mathbb{R} is continuous and fn(x)f_n(x) increases monotonically to a continuous limit f:Kβ†’Rf : K \to \mathbb{R} at each x∈Kx \in K, prove that fnβ†’ff_n \to f uniformly on KK.

En={x∈K:f(x)βˆ’fn(x)<Ξ΅},EnβŠ†En+1,K=⋃n=1∞EnE_n = \{x \in K : f(x) - f_n(x) < \varepsilon\}, \qquad E_n \subseteq E_{n+1}, \qquad K = \bigcup_{n=1}^{\infty} E_n
n=8n=8: worst gap 1/9β‰ˆ0.11111/9 \approx 0.1111 β€” the gap shrinks across the whole interval at once as nn grows.
Show proof
  1. Fix Ξ΅>0\varepsilon > 0 and set En={x∈K:f(x)βˆ’fn(x)<Ξ΅}E_n = \{x \in K : f(x) - f_n(x) < \varepsilon\}.

    Each EnE_n is open in KK because fβˆ’fnf - f_n is continuous.

    Since fn(x)≀fn+1(x)f_n(x) \le f_{n+1}(x) monotonically, f(x)βˆ’fn(x)β‰₯f(x)βˆ’fn+1(x)f(x) - f_n(x) \ge f(x) - f_{n+1}(x), so EnβŠ†En+1E_n \subseteq E_{n+1}.

  2. Since fn(x)β†’f(x)f_n(x) \to f(x) at each xx, there is nn with f(x)βˆ’fn(x)<Ξ΅f(x) - f_n(x) < \varepsilon, so x∈Enx \in E_n. Hence {En}\{E_n\} is an open cover of KK.

  3. Compactness of KK gives a finite subcover En1,…,EnkE_{n_1}, \dots, E_{n_k}.

    With N=max⁑{n1,…,nk}N = \max\{n_1, \dots, n_k\}, monotonicity yields KβŠ†ENK \subseteq E_N.

    For nβ‰₯Nn \ge N, ENβŠ†EnE_N \subseteq E_n, so f(x)βˆ’fn(x)<Ξ΅f(x) - f_n(x) < \varepsilon for every x∈Kx \in K.

    Explicitly, increasing convergence gives fn(x)≀f(x)f_n(x) \le f(x), hence 0≀f(x)βˆ’fn(x)0 \le f(x) - f_n(x), so ∣f(x)βˆ’fn(x)∣=f(x)βˆ’fn(x)<Ξ΅|f(x) - f_n(x)| = f(x) - f_n(x) < \varepsilon β€” one NN works for all of KK, which is uniform convergence.

    (For the decreasing case, apply the argument to βˆ’fn-f_n.)

Show that gn(x)=xng_n(x) = x^n converges pointwise on (0,1](0,1] to g(x)=0g(x) = 0 (on (0,1)(0,1), with g(1)=1g(1) = 1), yet, despite being monotone decreasing, does not converge uniformly.

sup⁑x∈(0,1]∣g(x)βˆ’gn(x)∣=1forΒ everyΒ n\sup_{x \in (0,1]} |g(x) - g_n(x)| = 1 \quad \text{for every } n
n=20n=20: the sup gap is stuck at 1 β€” the curves pile toward 0 but never hug it uniformly.
Show proof
  1. Each gng_n is continuous, and on 0<x<10 < x < 1 we have gn+1(x)=xn+1≀xn=gn(x)g_{n+1}(x) = x^{n+1} \le x^n = g_n(x), so the sequence decreases monotonically. Pointwise: xnβ†’0x^n \to 0 for 0<x<10 < x < 1, while gn(1)=1g_n(1) = 1 at x=1x = 1, so the limit gg is discontinuous at x=1x = 1.

  2. On (0,1)(0,1), sup⁑x∈(0,1)∣g(x)βˆ’gn(x)∣=sup⁑x∈(0,1)xn=1\sup_{x \in (0,1)} |g(x) - g_n(x)| = \sup_{x \in (0,1)} x^n = 1 (take xβ†’1βˆ’x \to 1^-). So for Ξ΅=12\varepsilon = \tfrac{1}{2} no nn works for all xx at once: the convergence is not uniform.

  3. Separate the two cases.

    (i) On (0,1)(0,1) the limit g≑0g \equiv 0 is continuous, each gng_n is continuous and monotone decreasing, so the only failed Dini hypothesis is compactness ((0,1)(0,1) is not compact) β€” the sup⁑=1\sup = 1 computation above is exactly this example.

    (ii) On (0,1](0,1] compactness also fails, but the limit gg is discontinuous at x=1x = 1, so the continuous-limit hypothesis fails as well.

    Hence the (0,1](0,1] example alone does not isolate compactness.

    The fact that a uniform limit of continuous functions must be continuous also gives non-uniformity in case (ii).

Show that βˆ‘n=1∞xnn2\sum_{n=1}^{\infty} \frac{x^n}{n^2} converges uniformly on [0,1][0,1] using Dini's theorem.

SN(x)=βˆ‘k=1Nxkk2↑S(x),0≀xkk2≀1k2S_N(x) = \sum_{k=1}^{N} \frac{x^k}{k^2} \uparrow S(x), \qquad 0 \le \frac{x^k}{k^2} \le \frac{1}{k^2}
n=12n=12, compact mode: a monotone sequence of continuous functions on [0,1][0,1] β€” the worst gap 1/13β‰ˆ0.07691/13 \approx 0.0769 shrinks uniformly.
Show proof
  1. The partial sums SN(x)=βˆ‘k=1Nxkk2S_N(x) = \sum_{k=1}^{N} \frac{x^k}{k^2} are continuous (finite sums of continuous functions) and increasing on [0,1][0,1], since SN+1(x)βˆ’SN(x)=xN+1(N+1)2β‰₯0S_{N+1}(x) - S_N(x) = \frac{x^{N+1}}{(N+1)^2} \ge 0.

  2. For each x∈[0,1]x \in [0,1], 0≀xkk2≀1k20 \le \frac{x^k}{k^2} \le \frac{1}{k^2} and βˆ‘1k2=Ο€26<∞\sum \frac{1}{k^2} = \frac{\pi^2}{6} < \infty, so the pointwise limit S(x)=βˆ‘k=1∞xkk2S(x) = \sum_{k=1}^{\infty} \frac{x^k}{k^2} exists.

  3. Show SS is continuous without the M-test (the M-test already gives uniform convergence, so citing it would be circular).

    For x,x0∈[0,1]x, x_0 \in [0,1], the tail estimate 0≀S(x)βˆ’SN(x)=βˆ‘k>Nxkk2β‰€βˆ‘k>N1k20 \le S(x) - S_N(x) = \sum_{k>N} \frac{x^k}{k^2} \le \sum_{k>N} \frac{1}{k^2} gives ∣S(x)βˆ’S(x0)βˆ£β‰€βˆ£SN(x)βˆ’SN(x0)∣+2βˆ‘k>N1k2|S(x) - S(x_0)| \le |S_N(x) - S_N(x_0)| + 2\sum_{k>N} \frac{1}{k^2}.

    Given Ξ΅>0\varepsilon > 0, choose NN so the tail is below Ξ΅/3\varepsilon/3, then use continuity of SNS_N to make ∣SN(x)βˆ’SN(x0)∣<Ξ΅/3|S_N(x) - S_N(x_0)| < \varepsilon/3 for ∣xβˆ’x0∣|x - x_0| small enough; then ∣S(x)βˆ’S(x0)∣<Ξ΅|S(x) - S(x_0)| < \varepsilon.

    Hence SS is continuous β€” the tail estimate is used only to verify continuity of the limit, not to assume uniform convergence.

  4. Now apply Dini's theorem: [0,1][0,1] is compact, SNS_N are continuous and increase pointwise to SS, and SS is continuous as just shown. Hence SN→SS_N \to S uniformly on [0,1][0,1].

9. Series of Functions & Fourier