In mathematical analysis, a Cauchy sequence is a sequence whose terms become arbitrarily close to each other as the sequence progresses. They are named after the French mathematician Augustin Louis Cauchy.
Formally, a sequence x1, x2, x3, ... in a metric space (M, d) is called a Cauchy sequence (or Cauchy for short) if for every positive real number r, there is an integer N such that for all integers m and n greater than N the distance d(xm, xn) is less than r. Roughly speaking, the terms of the sequence are getting closer and closer together in a way that suggests that the sequence ought to have a limit in M. Nonetheless, this does not need to be the case.
A metric space in which every Cauchy sequence has a limit is called complete. The real numbers are complete, and the standard construction of the real numbers involves Cauchy sequences of rational numbers. The rational numbers themselves are not complete: a sequence of rational numbers can have the square root of two as its limit, for example. See Complete space for an example of a Cauchy sequence of rational numbers that does not have a rational limit.
Every convergent sequence is a Cauchy sequence, and every Cauchy sequence is bounded. If f : M -> N is a uniformly continuous map between the metric spaces M and N and (xn) is a Cauchy sequence in M , then (f(xn)) is a Cauchy sequence in N. If (xn) and (yn) are two Cauchy sequences in the rational, real or complex numbers, then the sum (xn + yn) and the product (xnyn) are also Cauchy sequences.