I know that we can define Cauchy sequences in topological vector spaces. How about in general topological spaces? Is it possible to define a Cauchy sequence in general topological spaces?
Is it possible to define Cauchy sequences in a topological space?
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In general topological spaces Cauchy sequences are not defined. Let us think of a possible definition. In metric spaces, we all know the definition, and we could try to mimic it. However, what is the topological counterpart of "$d(p_n,p_m)<\varepsilon$"? We could try
Definition. A sequence $\{p_n\}_n$ is a Cauchy sequence if, for every open set $U$, there exists $N>1$ such that $p_n$ and $p_m$ belong to $U$ for all $n$, $m>N$.
But this definition does not mean that $p_n$ and $p_m$ are as "close" as we wish when $n$ and $m$ become large: already in $\mathbb{R}$, pick $U=(0,1) \cup (100,1000)$. What is required in the definition of Cauchy sequences is some kind of "uniform neighborhood". And indeed Cauchy sequences are defined in topological vector spaces and in topological uniform spaces.
No. Consider $X=(0,1)$ and $Y=(1,\infty)$ equipped with the usual metric. These are homeomorphic as topological spaces, since the map $h:X\to Y$, defined by $$h(x)=\frac1x$$ is a homeomorphism. But $h$ maps the Cauchy sequence $a_n=\frac1n$ to $h(a_n)=n$, which is not a Cauchy sequence. So being a Cauchy sequence is not invariant under homeomorphisms, but depends on the choice of a metric.