AnalysisLectureNote PDF
AnalysisLectureNote PDF
Contents
1 Preliminaries
1.1 Binary Operation . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Binary Relations . . . . . . . . . . . . . . . . . . . . . . . . . . .
9
9
10
2 Real Numbers
2.1 Axioms for Addition . . . . . .
2.2 Axioms for Multiplication . . .
2.3 Distributivity . . . . . . . . . .
2.4 Axioms for the Order Relation
2.5 Totally Ordered Sets . . . . . .
2.6 Completeness Axiom . . . . . .
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27
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43
5 Metric Spaces
5.1 Examples. . . . . . . . . . . . . . . . . . . . . .
5.2 Definition and Further Examples . . . . . . . .
5.3 Normed Real Vector Spaces and Banach Spaces
5.4 Open Subsets of a Metric Space . . . . . . . . .
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and Algebras
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49
49
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52
54
CONTENTS
6.2.2 The Sequence (n )n . . . . . . . .
6.2.3 The Sequence (n /n!)n . . . . . .
Convergence and the Order . . . . . . . .
Convergence and the Four Operations . .
More On Sequences . . . . . . . . . . . . .
Cauchy Sequences . . . . . . . . . . . . .
Convergence of Real Cauchy Sequences . .
Convergence of Some Sequences . . . . . .
6.8.1 The Sequence ((1 + 1/n)n )n . . . .
6.8.2 The Sequences (21/n )n and (n1/n )n
6.8.3 The Sequence (nxn )n . . . . . . .
Divergence to Infinity . . . . . . . . . . .
Limit Superior and Inferior . . . . . . . .
Complete Metric Spaces . . . . . . . . . .
Completion of a Metric Space . . . . . . .
Supplementary Problems . . . . . . . . . .
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61
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63
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67
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69
73
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76
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7 Series
7.1 Definition and Examples . . . . . . . . . . . .
7.2 Easy Consequences of the Definition . . . . .
7.3 Absolute Convergence . . . . . . . . . . . . .
7.4 Alternating Series . . . . . . . . . . . . . . .
7.5 Criteria for Convergence . . . . . . . . . . . .
7.6 Supplementary Problems . . . . . . . . . . . .
7.6.1 Midterm of Math 152 . . . . . . . . .
7.6.2 Solutions of the Midterm of Math 152
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83
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93
94
6.3
6.4
6.5
6.6
6.7
6.8
6.9
6.10
6.11
6.12
6.13
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8 Supplementary Topics
97
8.1 Liouville Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . 97
9 Convergence of Functions
9.1 Pointwise Convergence of a Sequence of Functions
9.2 Uniform Convergence of a Sequence of Functions .
9.3 Uniform Convergence of a Series of Functions . . .
9.4 Uniform Convergence and Metric . . . . . . . . . .
9.5 Limits of Functions . . . . . . . . . . . . . . . . . .
9.6 Convergence of a Family of Functions . . . . . . .
9.7 Supplementary Topics . . . . . . . . . . . . . . . .
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101
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111
10 Topological Spaces
10.1 Definition and Examples
10.2 Closed Subsets . . . . .
10.3 Interior . . . . . . . . .
10.4 Closure . . . . . . . . .
10.5 Base of a Topology . . .
10.6 Compact Subsets . . . .
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113
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117
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CONTENTS
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121
121
123
127
128
129
129
129
12 Differentiable Functions
12.1 Definition and Examples . . . . . . . . . . . . . . . .
12.2 Differentiation of Complex Functions . . . . . . . . .
12.3 Basic Properties of Differentiable Functions . . . . .
12.4 Rules of Differentiation . . . . . . . . . . . . . . . .
12.5 Relationship Between a Function and Its Derivative
12.6 Uniform Convergence and Differentiation . . . . . .
12.7 Second and Further Derivatives . . . . . . . . . . . .
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131
131
132
132
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136
13 Analytic Functions
13.1 Power Series . . . . . . . . . . . . . . . . . . . . . . .
13.2 Taylor Series . . . . . . . . . . . . . . . . . . . . . .
13.2.1 Calculating Taylor Polynomials . . . . . . . .
13.3 Analytic Functions . . . . . . . . . . . . . . . . . . .
13.4 Transcendental Functions . . . . . . . . . . . . . . .
13.4.1 Exponentiation and Trigonometric Functions
13.4.2 Inverse Trigonometric Functions . . . . . . .
13.4.3 Logarithm . . . . . . . . . . . . . . . . . . . .
13.4.4 Hyperbolic Functions . . . . . . . . . . . . .
13.5 Supplement . . . . . . . . . . . . . . . . . . . . . . .
13.5.1 Trigonometric Functions . . . . . . . . . . . .
13.5.2 Series . . . . . . . . . . . . . . . . . . . . . .
13.6 Notes . . . . . . . . . . . . . . . . . . . . . . . . . .
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137
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147
14 Graph Drawing
14.1 Drawing in Cartesian Coordinates
14.1.1 Asymptotes . . . . . . . . .
14.2 Parametric Equations . . . . . . .
14.3 Polar Coordinates . . . . . . . . .
14.4 Geometric Loci . . . . . . . . . . .
14.5 Supplement . . . . . . . . . . . . .
14.5.1 Lipschitz Condition . . . .
14.5.2 A Metric On Rn . . . . . .
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149
149
149
149
149
149
151
151
151
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CONTENTS
15 Riemann Integral
15.1 Definition and Examples . . . . . . . . .
15.2 Fundamental Theorem of Calculus . . .
15.3 How To Integrate? . . . . . . . . . . . .
15.3.1 Power Series . . . . . . . . . . .
15.3.2 Trigonometric Functions . . . . .
15.4 Integration of Complex Function . . . .
15.4.1 Functions Defined by Integration
15.5 Applications . . . . . . . . . . . . . . . .
15.5.1 Application to Series . . . . . . .
15.5.2 Stirling Formula . . . . . . . . .
15.5.3 Eulers Function . . . . . . . .
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155
155
155
155
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156
156
156
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159
161
16 Supplements
165
16.1 Stone-Weierstrass Theorem . . . . . . . . . . . . . . . . . . . . . 165
17 Fourier Series
167
17.1 Hilbert Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
17.2 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
18 Topological Spaces (continued)
18.1 Product Topology . . . . . . . .
18.2 Homeomorphisms . . . . . . . . .
18.3 Sequences in Topological Spaces
18.4 Sequential Compactness . . . . .
18.5 Supplements . . . . . . . . . . .
18.5.1 T0 -Identification . . . . .
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169
169
170
170
171
171
171
19 Exams
19.1 Midterm Math 121 (November 2002) . . . . . . . . .
19.2 Final Math 121 (January 2003) . . . . . . . . . . . .
19.3 Resit of Math 121, February 2003 . . . . . . . . . . .
19.4 Correction of the Resit of Math 121, February 2003 .
19.5 Second Resit of Math 121, March 2003 . . . . . . . .
19.6 Midterm of Math 152, April 2004 . . . . . . . . . . .
19.7 Final of Math 152, June 2004 . . . . . . . . . . . . .
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173
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177
179
181
184
186
186
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CONTENTS
Foreword
This is a revolving and continuously
changing textbook. The present version
is far from complete. It may contain
several errors, omissions, oversights etc.
Do not circulate and consult it only with
great suspicion. The new version can be
found at www.alinesin.org.
Chapters 1 through 19 form the first semester of a four semester course.
CONTENTS
Chapter 1
Preliminaries
1.1
Binary Operation
10
CHAPTER 1. PRELIMINARIES
commutative and associative (harder to check) and which has an identity
element. Every element in this example has an inverse element in the
sense that, if e denotes the identity element of X for this operation, then
for every x X there is a y X (namely y = x) such that xy = yx = e.
Exercises.
i. Let A be a set. Let X be the set of functions from A into A. For f, g X,
define the function f g X by the rule
(f g)(a) = f (g(a))
for all a A. Show that this is a binary operation on X which is associative, noncommutative if |A| > 1 and which has an identity element.
The identity element (the identity function) is denoted by IdA and it is
defined by the rule IdA (a) = a for all a A. Show that if |A| > 1 then
not all elements of X have inverses.
ii. Let A be a set. Let Sym(A) be the set of bijections from A into A. For
f, g Sym(A), define the function f g Sym(A) by the rule
(f g)(a) = f (g(a))
for all a A (as above). Show that this is a binary operation on X
which is associative, noncommutative if |A| > 2 and which has an identity
element. Show that every element of Sym(A) has an inverse.
1.2
Binary Relations
11
v. Let A and Y be two set and B A. Let X be the set of functions from
A into Y . For f, g X, set f g if and only if f (b) = g(b) for all b B.
This is a binary relation on X. It has the following properties:
Reflexivity. For all f X, f f .
Symmetry. For all f, g X, if f g then f f .
Transitivity. For all f, g, h X, if f g and g h, then g h.
A relation satisfying the three properties above is called an equivalence
relation. The relation in Example iii is also an equivalence relation.
Exercises.
i. Let A and Y be two set. Let be a nonempty set of subsets of A satisfying
the following condition: For all B1 , B2 , there is a B3 such that
B3 B1 B2 . Let X be the set of functions from A into Y . For f, g X,
set f g if and only if there is a B such that f (b) = g(b) for all
b B. Show that this is an equivalence relation on X.
12
CHAPTER 1. PRELIMINARIES
Chapter 2
Real Numbers
We will define the set of real numbers axiomatically. We will supply some
number of axioms (which are by definition statements that we accept without
proofs) and we will state that the set of real numbers is a set that satisfies
these axioms. We will neither ask nor answer the (important) question of the
existence of the set of real numbers. This question is part of Math 111. However
we will prove that the set of real numbers is unique in a sense to be made precise
(Theorem 3.3.1).
We will be interested just in two (binary) operations on R, called addition
and multiplication. Apart from these two operations, we will also be interested
in a (binary) relation <.
Our definition will take some time, till page 23.
Definition 2.0.1 A set R together with two binary operations + and , two
distinct constants 0 R and 1 R and a binary relation < is called a set of
real numbers if the axioms A1, A2, A3, A4, M1, M2, M3, M4, D, O1, O2,
O3, AO, MO and C (that will be stated in this chapter) hold.
The binary operation + is called addition, the binary operation is called
multiplication, the element 0 is called zero, the element 1 is called one, the
binary relation < is called the order relation. For two elements x, y R, x+y
will be called the sum of x and y; instead of x y we will often prefer to write
xy. xy will be called the product of x and y. If x < y, we will say that x is
less than y. We will use the expressions greater than, not less than etc.
freely.
We also define the binary relations , > and as follows:
xy
x>y
xy
x < y or x = y
y<x
x > y or x = y
14
Indeed, the set {0} satisfies all the axioms (take 1 to be 0) that we will state.
In fact, if 0 = 1, then there can be only one element in R, namely 0, because,
for any x R,
M2
A2
x = 1x = 0x = 0.
2.1
For any x, y, z R, x + (y + z) = (x + y) + z.
The first axiom tells us that when adding, the parentheses are unnecessary.
For example, instead of (x + y) + z, we can just write x + y + z. Similarly,
instead of (x + y) + (z + t) or of ((x + y) + z) + t, we can just write x + y + z + t.
Although this fact (that the parentheses are useless) needs to be proven, we will
not prove it. The interested reader may look at Bourbaki.
A2. Additive Identity Element.
A3. Additive Inverse Element.
x + y = y + x = 0.
For any x R, x + 0 = 0 + x = x.
For any x R there is a y R such that
Since, given x, the element y that satisfies A3 is unique, we can name this
element as a function of x. We will denote it by x and call it the additive
inverse of x or just minus x. Therefore, we have:
x + (x) = (x) + x = 0.
15
We should note that the lemma above does not state that (x+y) = (x)+
(y). Although this equality holds in R, we cannot prove it at this stage; to
prove it we need Axiom A4, which is yet to be stated.
We now define the following terms:
xy
x + y
x y
:= x + (y)
:= (x) + y
:= (x) + (y)
yx
y + x
y+x
The next lemma says that we can simplify from the left.
Lemma 2.1.7 (Left Cancellation) For x, y, z R if x + y = x + z then
y = z.
Proof: Add x to the left of both parts of the equality x + y = x + z, and
using associativity, we get y = z.
Similarly we have,
Lemma 2.1.8 (Right Cancellation) For x, y, z R if y + x = z + x then
y = z.
Finally, we state our last axiom that involves only the addition.
16
For any x, y R, x + y = y + x.
2.2
For any x, y, z R , x (y z) =
For any x R , x1 = 1x = x.
2.3. DISTRIBUTIVITY
17
As we have noticed, the proof of Lemma 2.2.1 proves more, namely the
following:
Lemma 2.2.2 If x, y R satisfy xy = 1, then y = x1 .
Lemma 2.2.3 For all x R , (x1 )1 = x.
Proof: As in Lemma 2.1.3.
We should note that the lemma above does not state that (xy)1 = x1 y 1 .
Although this equality holds in R, we cannot prove it at this stage; to prove it
we need Axiom M4.
The next lemma says that we can simplify from the left and also from the
right.
Lemma 2.2.6 (Cancellation) Let x, y, z R .
i. If xy = xz then y = z.
ii. If yx = zx then y = z.
Proof: Left as an exercise.
The lemma above is also valid if either y or z is zero (without x being zero),
but we cannot prove it yet.
Finally, we state our last axiom that involves only multiplication.
M4. Commutativity of the Multiplication.
2.3
Distributivity
In the first subsection, we stated the axioms that involve only the addition,
and in the second subsection, the axioms that involve only the multiplication.
Until now there is no relationship whatsoever between the addition and the
multiplication. For the moment they appear to be two independent operations.
Consequently, at this point we cannot prove any equality that involves both
operation, e.g. the equalities (1)1 = 1 and (1)x = x cannot be proven
at this stage.
Below, we state an axiom that involves both addition and multiplication.
18
Since the multiplication is commutative, we also have the partial right distributivity valid if x, y, z 6= 0 and y + z 6= 0:
M4
M4
A2
LD
For all x, y, z R,
2.4
19
The first three axioms below involve only the binary relation inequality <.
Very soon we will relate the inequality to the operations + and .
O1. Transitivity. For all x, y, z R, if x < y and y < z then x < z.
O2. Irreflexivity. For all x R, it is not true that x < x, i.e. x 6< x.
O3. Total Order.
Now we state the two axioms that relate the inequality with the two operations + and :
OA. For all x, y, z R, if x < y then x + z < y + z.
OM.
A set R together with two binary operations + and , two constants 0 and 1
and a binary relation < that satisfies the axioms A1, A2, A3, A4, M1, M2, M3,
M4, D, O1, O2, O3, OA and OM is called an ordered field. Thus (R, +, , 0, 1)
is an ordered field. Below, we investigate the properties of ordered fields.
Lemma 2.4.2 If x < y then y < x.
Proof: Adding x y to both sides of the inequality x < y, by OA we get the
result.
OM
20
=
=
=
=
{x R : x > 0}
{x R : x 0} = R> 0 {0}
{x R : x < 0} = R>0
{x R : x 0} = R<0 {0} = R0
To finish the axioms of real numbers, there is one more axiom left. This will
be the subject of one of the later subsections.
Exercises and Examples.
i. The set {0, 1} with the following addition
0+0
0+1
=
=
1+1
1+0
=
=
0
1
21
x+y
2
< y.
xiii. Define |x| to be max(x, x) (i.e. the largest of the two). For all x, y R,
show the following:
a) |x| 0.
b) |x| = 0 if and only if x = 0.
c) | x| = |x|.
d) |x + y| |x| + |y|.
e) Conclude from (d) that |x| |y| |x y|.
f) Show that ||x| |y|| |x y|. (Hint: Use (e)).
g) Show that |xy| = |x||y|.
The number |x| is called the absolute value of x.
xiv. Let x, y R. Show that
max(x, y) =
x + y + |x y|
,
2
min(x, y) =
x + y |x y|
.
2
2.5
Let X be a set together with a binary relation < that satisfies the axioms O1,
O2 and O3. We will call such a relation < a totally ordered set, or a linearly
ordered set, or a chain. Thus R is a totally ordered set. Thus (R, <) is a
totally ordered set. We define the relations x y, x > y, x y, x 6< y etc. as
usual.
In a totally ordered set (X, <) one can define intervals as follows (below a
and b are elements of X):
(a, b)
(a, b]
[a, b)
[a, b]
(a, )
[a, )
(, a)
(, a]
(, )
=
=
=
=
=
=
=
=
=
{x X
{x X
{x X
{x X
{x X
{x X
{x X
{x X
X
: a < x < b}
: a < x b}
: a x < b}
: a x b}
: a < x}
: a x}
: x < a}
: x a}
22
Thus if A is a subset of a totally ordered set whose least upper bound exists,
then we can name this least upper bound as a function of X. We will use the
notation lub(A) or sup(A) for the least upper bound of A. We use the notations
glb(A) and inf(A) for the least upper bound.
Examples and Exercises.
i. Let X = (R, <). Let A = (0, 1) R. Then any number 1 is an upper
bound for A. 1 is the only least upper bound of A. Note that 1 6 A.
ii. Let X = (R, <). Let A = [0, 1] R. Then any number 1 is an upper
bound for A. 1 is the only least upper bound of A. Note that 1 A.
iii. Let X = (R, <). Let A = (0, ) R. Then A has no upper bound. But
it has a least upper bound.
x
iv. Let X = (R, <) and A = { x+1
: x R and x 1}. Show that 1 is the
only least upper bound of A.
23
2.6
Completeness Axiom
We now state the last axiom for R. This axiom is different from the others in
the sense that all the other axioms were about a property of one, two or at most
three elements of R. But this one is a statement about subsets of R.
C. Completeness.
least upper bound.
It follows from Lemma 2.5.1, that a subset X of R which has an upper bound
has a unique least upper bound. We denote it by sup(X) or lub(X). The least
upper bound of a set is sometimes called the supremum of the set. Note that
the supremum of a set may or may not be in the set.
This completes our list of axioms. From now on we fix a set R together with
two binary operations + and , two distinct constants 0 R and 1 R and a
binary relation < that satisfies the axioms A1, A2, A3, A4, M1, M2, M3, M4,
D, O1, O2, O3, AO, MO and C stated above. (The existence of such a structure
is proven in Math 112.)
24
Lemma 2.6.1 Any nonempty subset of R which is bounded below has a greatest
lower bound.
Proof: Left as an exercise. Use Exercise v, 22 or Exercise i, 24 below.
Remark. Since every nonnegative real number has a square root, the order
relation < can be defined from + and as follows: for all x, y R,
x < y if and only if z (z 6= 0 y = x + z 2 ).
25
Exercises.
i. Let A R be a subset satisfying the following property: For all a, b A
and x R, if a x b then x A. Show that A is an interval.
ii. Let x3 mean x x x. Show that for any x R there is a unique y R
such that y 3 = x.
26
Chapter 3
28
29
How does one use Induction Principle (2) in practice? Suppose we have
statement (x) to prove about natural numbers x. Given x N, assuming (y)
holds for all natural numbers y < x, one proves that (x) holds.This is enough
to prove that (x) holds for all x N.
We immediately give some applications of the Induction Principles.
Theorem 3.1.6 (Archimedean Property) Let R>0 and x R, then
there is an n N such that x < n.
Proof: Assume not, i.e. assume that n x for all n N. Then the set N is
bounded above by x/. Thus N has a least upper bound, say a. Hence a 1
is not an upper bound for N. It follows that there is an element n N that
satisfies a 1 < n. But this implies a < n + 1. Since n + 1 N, this contradicts
the fact that a is an upper bound for N.
Lemma 3.1.7 Any nonempty subset of N that has an upper bound contains its
least upper bound.
Proof: Let 6= A N be a nonempty subset of N that has an upper bound.
Let x be the least upper bound of A. Since x 1 is not an upper bound for A,
there is an a A such that x 1 < a x. By parts (iv) and (v) of Lemma
3.1.3.vii a is the largest element of A.
30
Exercises.
i. Show that for any n N \ {0}, 1 + 3 + . . . + (2n 1) = n2 .
ii. Show that for any n N \ {0}, 12 + 22 + 32 + . . . + n2 = n(n + 1)(2n + 1)/6.
iii. Show that for any n N,
1 1 1 1
1
1
n
+
+ ... +
=
.
1 3 3 5
2n 1 2n + 1
2n + 1
iv. Show that for any n N \ {0}, 1 + 3 + . . . + (2n 1) = n2 .
v. Show that for any n N \ {0}, 12 + 22 + 32 + . . . + n2 = n(n + 1)(2n + 1)/6.
vi. Show that for any n N,
1 1 1 1
1
1
n
+
+ ... +
=
.
1 3 3 5
2n 1 2n + 1
2n + 1
vii. Show that for any n N \ {0}, 12 + 22 + . . . + n2 =
3.1.1
n(2n+1)(n+2)
.
6
Exponentiation
31
3.1.2
Factorial
n
k
n!
.
k!(n k)!
32
Exercises.
i. Show that
n
k
n
0
n
1
v. Deduce that
n
n
= 1.
= n.
n+1
k+1
n
nk
n
k
n
k
n
k+1
n
k
n
X
n
(x + y) =
xk y nk .
k
n
k=0
Pn
n
ix. Show that k=0
= 2n .
k
x. Show that
Pn
k=0 (1)
n
k
= 0.
3.1.3
33
Sequences
1
If X = R, we speak of a real sequence. For example n+1
is a real
n
sequence. We can write this sequence more explicitly by listing its elements:
(1, 1/2, 1/3, 1/4, 1/5, . . . , 1/(n + 1), . . .).
If we write a sequence such as (1/n)n , we will assume implicitly that the
sequence starts with n = 1 (since 1/n is undefined for n = 0). Thus, with this
1
convention, the above sequence ( n+1
)n may also be denoted by (1/n)n . For
1
example, the sequence n(n1)
starts with n = 2 and its elements can be
n
listed as
(1/2, 1/6, 1/12, 1/20, 1/30, . . . , 1/n(n 1), . . .).
A sequence (xn )n is called increasing or nondecreasing, if xn xn+1 for
all n N. A sequence (xn )n is called strictly increasing, if xn < xn+1 for all
n N. The terms decreasing, strictly decreasing and nonincreasing are
defined similarly.
Let (xn )n be a sequence. Let (kn )n be a strictly increasing sequence of
natural numbers. Set yn = xkn . Then we say that the sequence (yn )n is a
1
subsequence of the sequence (xn )n . For example, let xn = n+1
and kn = 2n.
1
Then yn = xkn = x2n = 2n+1 . Thus the sequence (yn )n is
(1, 1/3, 1/5, 1/7, . . . , 1/(2n + 1), . . .).
If we take k0 = 1 and kn = 2n := 2 2 . . . 2 (n times), then the subsequence
(yn )n becomes
(1/2, 1/3, 1/5, 1/9, 1/17, . . . , 1/(2n + 1), . . .).
We now prove an important consequence of the Completeness Axiom:
Theorem 3.1.12 (Nested Intervals Property) Let (an )n and (bn )n be two
real sequences. Assume that for each n, an an+1 bn+1 bn . Then
nN [an , bn ] = [a, b] for some real numbers a and b. In fact a = sup{an : n N}
and b = inf n {an : n N}.
Proof: Since the set {an : n N} is bounded above by b0 , it has a least upper
bound, say a. Similarly the set {bn : n N} has a greatest lower bound, say b.
I claim that nN [an , bn ] = [a, b].
If x a, then x an for all n. Likewise, if x b, then x bn for all n.
Hence, if x [a, b], the x [an , bn ] for all n.
Conversely, let x nN [an , bn ]. Then an x bn for all n. Thus x is
an upper bound for {an : n N} and a lower bound for {bn : n N}. Hence
a x b.
34
Exercises.
i. Can you find an increasing sequence (an )n and a decreasing sequence
(bn )n N of real numbers with an < bm for all n, m N such that
T
n [an , bn ) = ?
ii. Prove Theorem 3.1.12 for Rn (with closed cubes or balls rather than closed
intervals).
iii. Let G be a subset of R containing 1, closed under multiplication and
inversion. Let Seq(R) be the set of sequences of R. For a = (an )n and
b = (bn )n in Seq(R), set a b if and only if for some g G, an = gbn
eventually. Show that is an equivalence relation on Seq(R). Find the
equivalence classes when G = {1}, G = {1, 1} and G = R .
3.2
In N, we can add and multiply any two numbers, but we cannot always subtract
one number from another. We set Z = {n m : n, m N}. Now in Z we can
add, multiply and subtract any two numbers. The elements of Z are called
integers.
In Z, we can add, multiply and subtract any two numbers, but we cannot
always divide one number to another. We set Q = {n/m : n, m Z, m 6=
0}. The elements of Q are called rational numbers. Now in Q we can add,
multiply, subtract and divide any two numbers, with the only exception that
we cannot divide a rational number by0.
We will not go into further detail about these number systems. We trust the
reader in proving any elementary statement about numbers, for example the
decomposition of integers into prime factors.
The structure (Q, +, , 0, 1, <) satisfies all the axioms A1-4, M1-4, O1-3,
OA, OM. But it does not satisfy the Completeness Axiom C as the following
lemma shows (compare with Theorem 2.6.2).
Lemma 3.2.1 There is no q Q such that q 2 = 2.
Proof: Assume not. Let q Q be such that q 2 = 2. Let a, b Z be such that
q = a/b. Simplifying if necessary, we may choose a and b so that they are not
both divisible by 2. From (a/b)2 = q 2 = 2 we get a2 = 2b2 . Thus a2 is even. It
follows that a is even. Let a1 Z be such that a = 2a1 . Now 4a21 = a2 = 2b2
and 2a21 = b2 . Hence b is even as well, a contradiction.
Theorem 3.2.2 Q is dense in R, i.e. for any real numbers r < s, there is a
rational number q such that r q s.
Proof: By Theorem 3.1.6, there is a natural number such that 1 < n(r s).
Now consider the set A := {m N : m/n < s}. By Theorem 3.1.6 again, A
is a bounded set. By Lemma 3.1.7, A has a maximal element, say m. Thus
m+1
m
1
m/n < s and m+1
n s. We compute: s n = n + n < s + (r s) = r.
3.2.1
35
Exponentiation
Let r R. At page 30, we have defined rn for n N (except for 00 , which was
left undefined). If r 6= 0, we can extend this definition to Z by rn = (rn )1 .
Note that the previous definition of r1 coincides with the one given above.
Proposition 3.2.3 For r R and n Z not both zero, we have,
i. (rs)n = rn sn .
ii. rn rm = rn+m .
iii. (rn )m = rnm .
Proof: Left as an exercise.
Exercises
i. Show that if q Q is a square in Q, then 2q is not a square in Q.
ii. Let a < b be real numbers. Show that for each n N, there are rational
numbers an < bn such that n [an , bn ] = [a, b]. Hint: See Theorem 3.2.2.
iii. Let a < b be real numbers. Show that for each n N, there are rational
numbers an < bn such that n (an , bn ) = [a, b]. Hint: See the exercise
above.
iv. Let a < b be real numbers. Show that for each n N, there are rational
numbers an < bn such that n [an , bn ] = (a, b). Show that if a and b are
nonrational numbers (an and bn are still rational numbers), then we can
never have n [an , bn ] = [a, b]. Hint: See the exercise above.
v. For each n N, let an and bn be such that an+1 < an < bn < bn+1 . Show
that n (an , bn ) is an open interval (bounded or not).
vi. Show that for all rational number q > 0, there is a rational number x for
which 0 < x2 < q.
vii. a) Show that if x and y are two nonnegative rational numbers whose sum
is 1, then a ax + by b.
b) Let q be a rational number such that a q b. Show that there
are two nonnegative rational numbers x and y such that x + y = 1 and
q = ax + by.
c) Show that the numbers x and y of part b are unique.
36
viii. Show that for any x R, there is a unique n Z such that n x < n+1}.
ix. Show that for any n, m Z, m 6= 0 there are unique q, r Z such that
n = mq + r and 0 r < m.
x. Let A` and Ar be two nonempty subsets of Q such that
a) A` Ar = Q.
b) A` Ar = .
c) Any element of A` is less than any element of Ar .
Show that sup(A` ) = inf(Ar ).
3.3
We assumed without a proof that there was a structure (R, +, , <, 0, 1) that
satisfies all our axioms. Assuming there is really such a structure, can there
be other structures satisfying the axioms of real numbers? Of course! Just
rename the elements of R and define the addition, the multiplication and the
order accordingly to get another structure that satisfies the same axioms. For
example, the structure (R0 , +0 , 0 , <0 , 00 , 10 ) defined by
R0 = {0} R
00 = (0, 0)
10 = (0, 1)
(0, r) +0 (0, s) = (0, r + s)
(0, r) 0 (0, s) = (0, r s)
(0, r) <0 (0, s) r < s
satisfies the axioms of R.
One might argue that this structure we have just defined is not very different
from the old one, that all we did was renaming the element r of R by (0, r).
Indeed... And that is all one can do as we will soon prove.
Note that in the above example, the map f : R R0 defined by f (r) =
(0, r) is a bijection that has the following properties:
f (0) = 00
f (1) = 10
f (r + s) = f (r) +0 f (s)
f (r s) = f (r) 0 f (s)
r < s f (r) <0 f (s)
for all r, s R.
We will show that if (R0 , +0 , 0 , <0 , 00 , 10 ) is a structure that satisfies all the
axioms of real numbers then there is a bijection f : R R0 that satisfies
the above properties. This means that R0 is just R with its elements renamed:
r R is named f (r). Note also that all the theorems we have proved for
(R, +, , <, 0, 1) are also valid for (R0 , +0 , 0 , <0 , 00 , 10 ). In particular R0 has a
37
(f is order preserving)
Proof: 1. We first prove that a map that satisfies (1) and (2) must be a
bijection that satisfies (3), (4), (5).
1a. f (0) = 00 . A map f that satisfies (1) must send 0 to 00 , because
0
0 +0 f (0) = f (0) = f (0 + 0) = f (0) +0 f (0) and so by simplifying we get
f (0) = 00 .
1b. f (x) = f (x). (Here the sign on the right hand side stands for
the additive inverse in R0 for the binary operation +0 ). Indeed, 00 = f (0) =
f (x + (x)) = f (x) +0 f (x) and so f (x) = f (x).
1c. f is one to one. Assume f (x) = 00 for some x R \ {0}. We will get
a contradiction. We compute: f (1) = f (x1 x) = f (x1 ) 0 f (x) = f (x1 ) 0
00 = 00 and so, for all r R, f (r) = f (r 1) = f (r) 0 f (1) = f (r) 0 00 = 00 ,
contradicting the fact that f is nonconstant. Thus f (x) = 00 implies x = 0.
We can now show that f is one to one. Assume f (x) = f (y). Then 00 =
f (x) 0 f (y) = f (x) +0 (f (y)) = f (x) +0 f (y) = f (x + (y)) = f (x y). By
above x y = 0, and x = y. Hence f is one to one.
1d. f (1) = 10 . Since f (1) = f (1 1) = f (1) 0 f (1), f (1) is either 00 or 10 .
But since f (0) = 00 and f is one to one, f (1) = 10 .
1e. f (N) = N0 . We can show by induction on n that f (n) N0 . Thus
f (N) N0 . It is also clear that f (N) is an inductive subset of N0 . Hence
f (N) = N0 .
1f. f (Q) = Q0 . By 1e and 1b, f (Z) = Z0 . Let n/m Q with n, m Z,
m 6= 0. Then f (m) 0 f (n/m) = f (m n/m) = f (n) f (Z) = Z0 . Since
f (m) f (Z) and since f (m) 6= 0 (because m 6= 0, see 1c), from this we get
f (n/m) Q0 . Thus f (Q) f (Q0 ). Since f (Z) = Z0 , it is also easy to show that
f (Q) = Q0 .
1g. If x < y in R then f (x) <0 f (y) in R0 . Note first that, in R, x y if
and only if x + z 2 = y for some z R. The same statement holds in R0 .
Assume x, y R are such that x < y. Then there is a z R \ {0} such that
y = x + z 2 . Therefore f (y) = f (x) +0 f (z)2 (here f (z)2 is the squaring in R0 ,
i.e. f (z)2 = f (z) 0 f (z)). Since f (z) 6= 00 , we get f (x) <0 f (y).
38
and
The sets L0r and Rr0 partition Q0 . Since f : Q Q0 is an order preserving bijection, f 1 (L0r ) and f 1 (L0r ) partition Q into two nonempty convex subsets (of
Q) and every element of f 1 (L0r ) is strictly less than every element of f 1 (Rr0 ).
Then sup(f 1 (L0r )) = inf(f 1 (Rr0 ) (Exercise x, page 36). Let r be this number.
Thus r = sup(f 1 (L0r )) = inf(f 1 (Rr0 ). We claim that f (r) = r0 . If f (r) < r0 ,
then (because Q0 is dense in R) there is a q 0 Q0 such that f (r) < q 0 < r0 .
Thus q 0 L0r . Let q Q be such that f (q) = q 0 . Thus q f 1 (L0r ). So q < r,
hence q 0 = f (q) < f (r), a contradiction. Thus f (r) r0 . Similarly f (r) r0 .
Therefore f (r) = r0 .
2. Existence. We now prove the existence of the map f .
We define our map f first on N. We let f (0) = 00 and assuming f (n) has
been defined for n N, we define f (n + 1) to be f (n) +0 10 . Thus by definition,
f (0) = 00
f (n + 1) = f (n) +0 10
By induction on n, one can prove that for all n N, f (n) N0 . Also f (N)
is clearly an inductive subset of R. Hence f (N) = N0 .
We claim that f : N R0 is one to one. Assuming f (n) = f (m) for
n, m N, we will show that n = m. We proceed by induction on n. If n = 0,
then 00 = f (0) = f (n) = f (m), therefore, by the very definition of f , m cannot
be of the form k + 1 for some k N, i.e. m = 00 . If n = k + 1 for some k N,
then f (k) +0 10 = f (k + 1) = f (n) = f (m), therefore m 6= 0 and so m = ` + 1 for
some ` N. Now f (k) +0 10 = f (m) = f (` + 1) = f (`) +0 10 and so f (k) = f (`).
By induction k = ` and n = k + 1 = ` + 1 = m, proving then f : N R is one
to one.
We will denote the image of n N under f by n0 , i.e. we let f (n) = n0 .
The proofs that for n, m N, f (n + m) = f (n) +0 f (m) and f (n m) =
f (n) 0 f (m) are easy as well and are left as an exercise. From the additivity
of f , it follows that f must preserve the order on N.
Now consider the subset
Q0 := {a/b : a N0 and b N0 \ {0}
of R0 . Here a/b stands for a 0 b1 and b1 denotes the multiplicative inverse of b R0 with respect to 0 . We extend f : N R0 to Q by setting
f (n/m) = f (n)/f (m) Q0 R0 . We should first check that this map is welldefined, meaning that n/m = p/q for n, m, p, q N should imply f (n)/f (m) =
f (p)/f (q). Indeed, if n/m = p/q for n, m, p, q N, then nq = mp, so
f (n)f (q) = f (nq) = f (mp) = f (m)f (p) and f (n)/f (m) = f (p)/f (q). Thus
f : Q Q0 R0 . We still denote by f this extended map.
39
3.4
Complex Numbers
40
()
Let us consider the map : R C given by (r) = (r, 0). Then the
following hold:
is one to one
(r + s) = (r) + (s)
(0) = 0C
(r) = (r)
(rs) = (r)(s)
(1) = 1C
(r1 ) = (r)1
Thus the map transports the structure (R, +, , 0, 1) onto the substructure
((R), +, , 0C , 1C ) of (C, +, , 0C , 1C ); in other words, the only difference between the two structures (R, +, , 0, 1) and ((R), +, , 0C , 1C ) is the names of
the objects, what is called r in the first one is called (r, 0) in the second.
The property () above now can be written as
()
(x, y) = x + y(0, 1)
r(x, y) = (rx, ry)
(x, y) = x + yi
41
x2
x
y
2
i.
2
+y
x + y2
=
1
= 1
Also,
= if and only if R.
The complex number a is called the conjugate of .
Norm. If = x + yi with x, y R then it is easy to check that
a = x2 + y 2 R0 .
Thus we can take its square root. We define
p
|| := = x2 + y 2 .
Hence
||2 = x2 + y 2 .
The nonnegative real number || is called the norm indexnorm of a complex number of . Note that if R C, then the norm of is equal to the
absolute value of , so that the two meanings that we have given to the notation
|| coincide.
For all , C, we have the following properties:
P1
P2
42
p
x
x2 + y 2 for all x, y R. We will prove this last inequality.
p Since
2
2
x x + y 2 , taking
the
square
roots
of
both
sides,
we
infer
|x|
x2 + y 2 .
p
2
2
Thus x |x| x + y .
ii. From part (i) we have || = | + ( )| || + | |. Thus || ||
| |.
Again from part (i), we have || = |+( )| ||+| | = ||+||.
Thus || || | |.
These two inequalities mean exactly that ||| ||| | |.
Exercises.
3
2
( 22
i. Show that (
+ 12 i)3 = i.
+
2 2
2 i)
= i.
iii. Show that for any complex number there is a polynomial p(X) = aX 2 +
bX + c R[X] such that p() = 0. (Note: a, b and c should be real
numbers).
iv. Show that for every C there is a C such that 2 = .
v. Let , , C. Assume that not both and are zero. Show that the
equation x2 + x + = 0 has a solution in C. Show that this equation
has at most two solutions in C. (Hint: Recall the quadratic formula and
its proof).
vi. Show that for every C and every n N \ {0}, there is a C such
n
that 2 = .
vii. Let a0 , a1 , . . . , an R. Show that if C is a solution of a0 + a1 x +
. . . + an xn then is also a solution of this equation.
viii. Show that there is a bijection between { C : || > 1} and { C : 0 <
|| < 1}.
ix. For , C, define the distance, d(, ) by d(, ) = | |. Show the
following:
i. d(, ) = 0 if and only if = ,
ii. d(, ) = d(, ),
iii. d(, ) d(, ) + d(, ).
x. Show that no order satisfying the axioms O1, O2, O3, OA and OM can
be defined on C (Hint: See Corollary 2.4.5).
Chapter 4
44
Note that the properties A1, A2, A3, A4 are the same as in section 2.1. Thus
(Rn , +, ~0) is a commutative group. A set V on which a binary operation + and
a scalar multiplication R V V that sends a pair (r, ~v ) of R V to
an element of V (denoted by r~v ) satisfying the properties A1-A4 and B1-B4 is
called a vector space over R or a real vector space. More precisely, a real
vector space is a triple (V, +, R V V ) satisfying the properties above.
If in the above axioms R is replaced by a field F , the resulting structure is
called a vector space over F . Note that any vector space over R is also a
vector space over the field Q of rational numbers. But in this monograph, we
will only need real vector spaces.
As with the real numbers, one can show that the element ~0 of a vector space
satisfying A2 is unique. One can also show that, given ~x V , the element ~y that
satisfies A3 is unique. We set ~y = ~x. Of course all the consequences of Axioms
A1-A4 investigated in Section 2.1 hold. For example, we have ~(x) = (~x).
Examples.
i. Let V = {(x, y, z, t) R4 : x 2y + 3t = 0}. Then V is a vector space
with the usual componentwise addition and scalar multiplication.
ii. R itself is a real vector space.
iii. The set C of complex numbers is a vector space over R.
iv. The singleton set {a} is a vector space over R if we define a + a = a and
ra = a for any r R. We will denote a by 0 of course.
v. Let R[x] be the set of real polynomials in x, i.e.
R[x] = {a0 + a1 x + . . . + an xn : ai R}.
(We will avoid the mathematical definition of the polynomials. Keep in
mind only the fact two polynomials a0 + a1 x + . . . + an xn and b0 + b1 x +
. . . + bm xm are equal if and only if n = m and ai = bi for all i = 0, . . . , n.
The precise mathematical definition of polynomials is given in Math 211).
We define the addition of two polynomials
p(x) = a0 + a1 x + . . . + an xn
and
q(x) = b0 + b1 x + . . . + bm xm
45
as
46
viii. Let V be a vector space. Consider the set Seqf (V ) of sequences from V
which are zero after a while. Thus by definition an element v Seq(V )
is of the form (vn )nN where vn V for all n N and for which vn = ~0
for n large enough, i.e. for n N for certain N (that depends on v).
For two such sequences v = (vn )n and w = (wn )n and a real number
r, set v + w = (vn + wn )n and rv = (rvn )n . Then Seqf (V ) becomes a
vector space. The zero element ~0 is the zero sequence of zero vectors and
(vn )n = (vn )n .
Exercises.
: x + y + z = 0}
: x + y + z = 1}
: xyz = 0}
: x2 + y 2 + z 2 = 0}
: x3 + y 3 + z 3 = 0}
: xyz 0}
: x Q}
iii. Which of the following are not vector spaces over R (with the componentwise addition and scalar multiplication) and why?
V1
V2
V3
V4
V5
V6
= {(x, y, z) R3 : xy 0}
= {(x, y, z) R3 : 3x 2y + z = 0}
= {(x, y, z) R3 : xyz Q}
= {(x, y) R3 : x + y 0}
= {(x, y) R2 : x2 + y 2 = 0}
= {(x, y) C2 : x2 + y 2 = 0}
iv. Are the following sets vector space under the usual addition of functions
and scalar multiplication of a function with a real number?
{f Func(X, R) : f (x) = 0} where x is a fixed element of X
{f Func(R, R) : f (x) = 0 for any x (0, 1)}
{f Func(R, R) : f (0) 0}
v. Let V and W be two real vector spaces. Consider the set Hom(V, W )
of functions f : V W such that f (v1 + v2 ) = f (v1 ) + f (v2 ) and
f (rv) = rf (v) for all v, v1 , v2 V, r R Show that Hom(V, W ) is vector
space under the usual addition of functions and scalar multiplication (see
Example vi, page 45).
47
vi. Show that R(x) is a field. Find all orders on R(x) that makes it an
ordered field.
48
Chapter 5
Metric Spaces
5.1
Examples.
50
easy to show from the definition that, for all ~x Rn and R, we have
C4. k~xk 0 ,and k~xk = 0 if and only if ~x = 0
C5. k~xk = ||k~xk
Now we show that for all ~x Rn we have
C6.
Indeed, let ~z = ~x ~y where = ~x~y and = k~xk2 . Use k~zk2 0 to prove C6.
Details: 0 (~x ~y )(~x ~y ) = 2 ~x~x 2~x~y + 2 ~y~y = 2 k~xk2 2~x~y +
2 k~y k2 = (~x~y )2 k~xk2 2(~x~y )2 k~xk2 + k~xk4 k~y k2 = (~x~y )2 k~xk2 + k~xk4 k~y k2 . Hence
(~x~y )2 k~xk2 k~xk4 k~y k2 . Simplifying we get (~x~y )2 k~xk2 k~y k2 . Taking the square
roots we get ~x~y k~xk k~y k. This proves C6.
Now we prove
C7. k~x + ~y k k~xk + k~y k
For this we use C6 and the fact that
k~x + ~y k2 = k~xk2 + 2~x~y + k~y k2 .
A6
Details: k~x + ~y k2 = (~x + ~y )(~x + ~y ) = k~xk2 + 2~x~y + k~y k2 k~xk2 + 2|~x~y | + k~y k2
k~xk2 + 2|k~xk k~y k + k~y k2 = (k~xk + k~y k)2 . Thus k~x + ~y k2 (k~xk + k~y k)2 . Taking
the square roots we finally obtain C7.
We now remark that d(~x, ~y ) = k~x~y k1/2 and we prove the third property (iii)
C7
above: d(~x, ~z) = k~x ~zk1/2 = (k(~x ~y ) + (~y ~z)k)1/2 = (k~x ~y k + k~y ~zk)1/2
k~x ~y k1/2 + k~y ~zk1/2 = d(~x, ~y ) + d(~y , ~z).
Thus we have proved the following result.
Theorem 5.1.1 For ~x = (x1 , . . . , xn ) Rn and ~y = (y1 , . . . , yn ) Rn define
d(~x, ~y ) =
p
|x1 y1 |2 + . . . + |xn yn |2 .
Then the couple (Rn , d) satisfies the properties i, ii, iii above.
5.2
51
Euclidean Metric.
is a metric space, called the Euclidean metric space, or sometimes the usual
metric on Rn .
Metric on a Product. The following theorem will be proven much later
(Lemma 14.5.4), when we will give a sense to the term xr for x R0 and
r R \ {0}. In any event, the theorem below makes sense for p N even at this
point.
Theorem 5.2.1 For i = 1, . . . , n, let (Xi , i ) be a metric space. Let X =
XP
1 . . . Xn . Let p 1 be any real number. For x, y X let dp (x, y) =
n
( i=1 i (xi , yi )p )1/p . Then (X, dp ) is a metric space.
If we take Xi = R and p = 2 in the theorem above with di (x, y) = |x y|,
we get the Euclidean metric on Rn .
Unless stated otherwise, when we speak about the product of finitely metric
spaces, we will always take p = 2.
Induced Metric. Any subset of a metric space is a metric space with the
same metric, called the induced metric. More precisely we define the induced
metric as follows: Let (X, d) be a metric space. Let Y X. Then (Y, d|Y Y )
is a metric space. We say that the metric of Y is induced from that of X.
Sup Metric. For i = 1, . . . , n, let (Xi , di ) be a metric space and let X =
X1 . . . Xn . For x, y X, set
d (x, y) = max{di (xi , yi ) : i = 1, . . . , n}.
Then (X, d ) is a metric space as it can be checked easily.
Discrete Metric.
1 if x 6= y
d(x, y) =
0 if x = y
Then (X, d) is a metric space. This metric on the set X is called the discrete
metric.
p-adic Metric. Let X = Z and p a positive (prime) integer. For distinct
x, y Z, set d(x, y) = 1/pn if pn divides x y but pn1 does not divide x y.
Set d(x, x) = 0. Then (X, d) satisfies the properties i, ii and iii stated above. In
fact it satisfies the stronger triangular inequality d(x, y) max{d(x, z), d(z, y)}.
Such a metric is called ultrametric. Even further d(x, y) = max{d(x, z), d(z, y)}
if d(x, z) 6= d(y, z). It follows that any triangle in this space is isosceles.
52
Metric on Sequences. Let X be any set. Consider the set Seq(X) of sequences from X. Thus an element x Seq(X) is of the form (xn )nN where
xn X for all n N. For two distinct sequences x = (xn )n and y = (yn )n , set
d(x, y) = 1/2n if n is the first natural number where xn 6= yn . Then (Seq(X), d)
is a metric space. Note that, in this metric, the maximum distance between two
sequences is 1.
We end this subsection with a simple but useful calculation.
Proposition 5.2.2 In a metric space (X, d), for all x, y, z X, we have
|d(x, z) d(z, y)| d(x, y).
Proof: We have to show that d(x, z) d(z, y) d(x, y) and d(z, y) d(x, z)
d(x, y).
We have d(x, z) d(x, y) + d(y, z) = d(x, y) + d(z, y), so the first inequality
follows. The second one is similar and is left as an exercise.
Exercises.
i. Show that the discrete metric is ultrametric.
ii. Show that the metric on the set of sequences defined above is an ultrametric.
5.3
Most of what one can say about R can be said mot `a mot about Rn and C, and
most of what one can say about Rn and C can be said more generally (mot `a
mot again) for Banach spaces and algebras, concepts that generalize R, Rn , C
and Cn and that will be defined in this section. Since the proofs are exactly the
same, we prefer treat the most general case. Readers who will be psychologically
affected by this generality may prefer to read this treatise by considering only
the cases of R and Rn , and sometimes C.
A normed real vector space is a vector space V together with a map
| | : V R such that
NVS1. For all v V , |v| 0.
NVS2. For all v V , |v| = 0 if and only if v = 0.
NVS3. For all v V and r R, |rv| = |r||v|.
NVS4. For all v, w V , |v + w| |v| + |w|.
Examples and Exercises.
i. The Euclidean space Rn with the usual norm is a normed space.
5.3. NORMED REAL VECTOR SPACES AND BANACH SPACES AND ALGEBRAS53
ii. Consider the set R of real sequences (rn )n whose terms are all zero
except for finitely manyPof them. It is clear that R is a real vector
space. Define |(rn )n | = n=0 rn2 . The reader should show that this turns
R into a normed vector space.
iii. Let X be a set and (V, | |) a normed vector space. Consider the set
B(X, V ) of functions from X into Y which are bounded. Thus, a function
f : X V is in B(X, V ) if and only if there is a real number M such
that for all x X, |f (x)| < M . Show that B(X, V ) is a vector space.
For f B(X, V ), define |f | to be the minimum of the numbers M as
above. Thus
|f | = sup{|f (x)| : x X}.
Show that the vector space B(X, V ) together with | | defined as above is
a normed vector space.
Suppose V = R. Show that if f, g B(X, R), then f g B(X, R) and
that |f g| = |f | |g|.
iv. Let X be a set and (V, | |) a normed vector space. Consider the set F(X, V )
of functions from X into Y . Show that F(X, V ) is a vector space.
For f F(X, V ), define
|f | = inf{sup{|f (x)| : x X}, 1}.
Show that the vector space F(X, V ) together with | | defined as above is
a normed vector space.
Suppose V = R. Is it true that if f, g B(X, R), then f g F (X, R)
and that |f g| = |f | |g|.
Proposition 5.3.1 Let (V, | |) be a normed real vector space. The map d(v, w) =
|v w| defines a metric on V .
Proof: Easy.
A normed real metric space which is complete with respect to the metric
defined above is called a Banach space.
Define Banach algebra.
Problem. Suppose V is a normed real vector space and W V a subspace.
Can you make V /W into a normed vector space in a natural way?
Exercises.
i. Show that if V is a Banach space, then so is B(X, V ).
ii. Show that if V is a Banach space, then so is F(X, V ).
54
5.4
Let (X, d) be a metric space, a X and r R. Then the open ball with
center a and radius r is defined as
B(a, r) = {x X : d(a, x) < r}.
The circle with center a and radius r is defined as
B(a, r) = {x X : d(a, x) = r}.
An arbitrary union of open balls in a metric space is called on open subset.
Proposition 5.4.1 A subset U of a metric space is open if and only if for every
a U there is an r R>0 such that B(a, r) U .
Proof: () Let a U . Since U is a union of open balls, there is an open
ball in U that contains a. Set a B(b, s) U . Let r = s d(a, b). Then
r > 0. We claim that B(a, r) B(b, s). Indeed, let x B(a, r). Then d(x, b)
d(x, a) + d(a, b) < r + d(a, b) = r + (s r) = s. Thus x B(b, s). This proves
the claim. Now B(a, r) B(b, s) U .
() Suppose that for any a U , there is an ra S
R>0 such that B(a, ra )
U . Since ra > 0, a B(a, ra ). It follows that U = aU B(a, ra ). Hence U ,
being a union of open balls, is open.
Lemma 5.4.2 In a metric space, the intersection of two open balls is an open
subset.
Proof: Let B(a, r) and B(b, s) be two open subsets of a metric space (X, d).
To show that B(a, r) B(b, s) is open, we will use Proposition 5.4.1. Let c
B(a, r) B(b, s). Then r d(c, a) > 0 and s d(c, b) > 0. Let
= min(r d(c, a), s d(c, b)).
Then > 0. We claim that B(c, ) B(a, r) B(b, s). Let x B(c, ). Then
d(a, x) d(a, c) + d(c, x) < d(a, c) + d(a, c) + (r d(a, c)) = r. Thus
x B(a, r). Similarly x B(b, s).
55
bB
aA, bB
Thus, by part ii, it is enough to show that B(a, ra ) B(b, sb ) is open. But this
is the content of Lemma 5.4.2.
Exercises.
x. Show that R cannot be the union of two nonempty open subsets (for the
usual metric).
xi. Show that Rn cannot be the union of two nonempty open subsets (for the
usual metric).
1A
56
Chapter 6
Definition
Let (X, d) be a metric space, (xn )nN a sequence in X and x X. We say that
the sequence (xn )nN converges to x if for any > 0 there is an N N such that
d(xn , x) < for all natural numbers n > N . We then write limn xn = x. We
call x the limit of the sequence (xn )n . When the limit of a sequence (xn )n exists
we say that the sequence (xn )n is convergent or that it converges, otherwise
we say that the sequence is divergent or that it diverges.
Note that, above, we used the symbol without defining it. Above we
only defined limx xn = x as if it were one single word. We will never define
the symbol , there is no such an object in mathematics.
Examples and Exercises.
i. A sequence (xn )nN where xn = x for all n N converges to x. Such a
sequence is called a constant sequence.
ii. A sequence (xn )nN where xn = x for all n greater than a certain n
converges to x. Such a sequence is called an eventually constant sequence.
iii. If we delete finitely many elements from a sequence or add finitely many
elements to a sequence, its divergence and convergence remains unaltered,
and its limit (if it exists) does not change.
iv. Let xn = n. Then the sequence (xn )n does not converge in the usual
metric of R.
v. Let xn = (1)n . Then the sequence (xn )n does not converge in the usual
metric of R.
57
58
6.1. DEFINITION
59
Exercises
i. Show that limn 1/n = 0 in the usual metric of R.
ii. For a natural number n we define (n) = sup{m N : 2m n}. Show
that limn (n)/n = 0.
iii. Let xn = 0 if n is not a power of 2 and x2n = 1/n. Show that the sequence
(xn )n converges to 0 in the usual metric of R.
iv. Show that a sequence of integers converges in the usual metric of R if and
only if it is eventually constant.
Pn
n
v. Let xn = k=0 (1)nk
2k . Does the sequence (xn )n converge?
k
vi. Let (xn )n be a real sequence. Assume that there is an r > 0 such that for
all n 6= m, |xn xm | > r. Show that the sequence (xn )n diverges.
vii. Let (X, d) be a metric space, (xn )n a sequence in X and x X. Show
that limn xn = x if and only if limn d(xn , x) = 0.
viii. Let (an )n be a sequence of nonnegative real numbers. Suppose that the
sequence
(a2n )n converges to a. Show that the sequence (an )n converges
60
6.2
The most important cases for us are the case of R and C with their usual metric
d(x, y) = |x y|. Translating the definition of convergence of a sequence to this
case, we obtain the following special case: A sequence (xn )n of real or complex
numbers converges to x R if and only if for any > 0 there is an N N such
that |xn x| < for all natural numbers n > N . We know that the limit x,
when it exists, is unique.
In this subsection, we prove the convergence and divergence of some imporn
n
tant sequences: (1/n)
n=1 , ( )n and /n! for any r. In the meantime we prove
a criterion for convergence (Sandwich Lemma).
The following result will be handy.
Theorem 6.2.1 Let n C. Then limn n = 0 if and if limn |n | = 0.
Proof: This is an immediate consequence of the definition.
6.2.1
61
Exercises.
= 0.
n+3
n+3
= 0.
n1
3n+2
n2 +n5
6.2.2
n2 +n5
n+3
n2 +n5
n+3
n2 +n5
2 1
n2n3
= 0.
= 0.
The Sequence (n )n
n
1
1
1
1
|rn | = rn =
<
<
.
1+s
1 + ns
1 + Ns
Ns
This proves the first part of the proposition.
Claim. Let r > 1. Then the sequence (rn )n is unbounded.
Proof of the Claim. By the first part of the proposition the sequence
(1/rn )n converges to 0. Hence for all > 0 there is an N such that for all
62
n > N , 1/rn < , i.e. rn > 1/. Thus (rn )n is unbounded. This proves the
claim.
Now by Theorem 6.1.3, (rn )n is divergent if r > 1. The case r 1 is left
as an exercise.
Exercises.
i. Find limn
ii. Find limn
6.2.3
1 n
n
1 n
.
n
r
xN +k xN
.
N + 1
We prove this by induction on k. The claim is clear for k = 0. Assume it holds
for k. Then
xN +k+1 =
rN +k+1
rN +k
r
r
=
= xN +k
(N + k + 1)!
(N + k)! N + k + 1
N + k + 1
xN
r
N + 1
r
xN
N + k + 1
r
N + 1
k+1
.
6.3
63
We first prove a result that will show that a sequence that is squeezed between
two sequences converging to the same number converges.
Lemma 6.3.1 (Sandwich Lemma) Let (xn )n , (yn )n and (zn )n be three real
sequences. Suppose that limn xn and limn zn exist and are equal. Suppose
also that xn yn zn eventually (i.e. for n > N for some N ). Then
limn yn exists and limn xn = limn yn = limn zn .
Proof: Let a be the common limit of (xn )n and (zn )n . Let > 0. Since
limn xn = a there is an N1 such that for n > N1 , |xn a| < /3. Since
limn zn = a there is an N2 such that for n > N2 , |zn a| < /3. Let
N = max(N , N1 , N2 ). Then for n > N , we have |yn a| |yn zn | + |zn a|
(zn xn ) + |zn a| (zn a) + (a xn ) + |zn a| < /3 + /3 + /3 = .
Corollary 6.3.2 limn 1/n2 = 0.
Proof: Follows from Lemmas 6.2.2 and 6.3.1.
Second proof: Let > 0. Let N > 1 be such that 1/2 < N . Then for all
n > N , |1/n2 0| = 1/n2 1/2n < 1/2N < .
1 n
n
1
2
1 n
n
= 0.
64
6.4
Now we analyze the relationship between the four operations on R and the
convergence of sequences.
Theorem 6.4.2 Let (xn )n and (yn )n be sequences converging to a and b respectively. Then the sequences (xn + yn )n and (xn yn )n converge to a + b and ab
respectively. In particular, for r R the sequence (rxn )n converges to ra.
Proof: (+). Let > 0. Since the sequence (xn )n converges to a, there is an
N such that |xn a| < /2. Since the sequence (yn )n converges to b, there
is an N1 such that |xn a| < /2. Let N = max(N , N1 ). Then for n > N ,
|(xn + yn ) (a + b)| = |(xn a) + (yn b)| |xn a| + |yn b| < /2 + /2 = .
Thus (xn + yn )n converges to a + b.
(). Assume first b = 0. We have to show that lim |n xn yn = 0. Let
> 0. By Exercise xvi, page 60, there exists an r > 0 such that |xn | r for all
n. Since (yn )n converges to 0, there exists an N such that for all n > N , |yn | =
|yn 0| < r . Now for n > N , we have |xn yn 0| = |xn yn | = |xn ||yn | < r r = .
Thus the sequence (xn yn )n converges to 0.
Assume next b 6= 0. Let > 0. Since b 6= 0 and (xn )n converges to a,, there
+ 2|b|
|b| = . Thus the sequence (xn yn )n
|xn ||yn b| + |xn a||b| M 2M
converges to ab.
For the last part: Take yn = r for all n apply the above part.
Corollary 6.4.3 Let (xi )i and (yi )i be sequences converging to a and b respectively. Then the sequence (xi yi )i converges to a b.
65
<
= .
n a
|a||xn |
|a|r
|a|r
1
Thus the sequence (x1
.
n )n converges to
Corollary 6.4.9 Let (xn )n and (yn )n be sequences converging to and respectively. Assume 6= 0 and that yn 6= 0 for all n. Then the sequence (xn /yn )n
converges to /.
Corollary 6.4.10 Let p(x) and q(x) 6= 0 be two polynomials of degree d and e
respectively. Then the sequence (p(n)/q(n))n converges if and only if e f . If
e > f , then the limit is zero. If e = f then the limit is / where and are
the leading coefficients of p(x) and q(x) respectively.
Corollary 6.4.11 Assume limn an exists and is nonzero. Then the sequence (an /an+1 )n converges to 1.
66
The sequence (an /an+1 )n may not converge if limn an = 0. For example,
choose
1/n
if n is even
an =
1/n2 if n is odd
Clearly limn an = 0, but
an
=
an+1
And the subsequence
verges to 0.
(n+1)2
n
(n+1)2
n
if n is even
n+1
n2
if n is odd
n+1
n2
con-
a. limn
b.
c.
ii. Let 1 < r 1. Show that the sequence (rn /n)n converges to 0.
iii. Show that
a. limn
n+3
n2 +3n+2
b. limn
c. limn
n+3
n1
3n+2
n2 +n5
d. limn
= 0.
n
n+3
= 0.
n2 +n5
n2 1
n3 n5
2 1
n2n3
= 0.
= 0.
1
67
vii. Show that the set of sequences of R (in the usual metric) that converges
0 is a real vector space.
viii. Show that the set of bounded sequences of R (in the usual metric) is a
real vector space.
6.5
More On Sequences
Lemma 6.5.1 A subsequence of a convergent sequence is also convergent; furthermore the limits are equal.
Proof: Let (xn )n converge to x and let (yi )i = (xni )i be a subsequence of
(xn )n . We will show that limi yi = x also. Let > 0. Since limn xn = x,
there is an N such that for all i > N , d(xi , x) < . Since the sequence (ni )i is
strictly increasing, ni i (one can prove this by induction on i). Thus for all
i > N , ni > N also and hence d(yi , x) = d(xni , x) < .
Exercises.
i. Let (an )n be a convergent sequence of real numbers.
a. Does the sequence (a2n )n converge necessarily?
b. Assume an 6= 0. Does the sequence (an /an+1 )n converge necessarily?
ii. Let xn,m =
n
n+m .
xn/2 if n is even
zn =
y n1 if n is odd
2
Show that (zn )n converges if and only if (xn )n and (yn )n both converge
to the same number.
68
iv. Let (xn )n be a real sequence and (yn )n a complex sequence. Let y C.
Assume that limn xn = 0 and |yn y| xn for all n. Show that
limn yn = y.
v. Let (xn )n be a convergent sequence of real numbers. Let
yn =
x1 + . . . + xn
.
n
6.6
Cauchy Sequences
On the other hand, a Cauchy sequence need not be convergent (see Exercises
x, page 59 and xii, page 60). But we have the following:
Proposition 6.6.2 A Cauchy sequence that has a convergent subsequence is
convergent. Furthermore the limits are the same.
Proof: Let (xn )n be a Cauchy sequence. Let (yi )i = (xni )i be a convergent
subsequence of (xn )n . Say limi yi = x. We will show that limn xn = x.
Let > 0. Since (xn )n is a Cauchy sequence, there is an N such that if
n, m > N , then d(xn , xm ) < /2. Also, since limi yi = x, there is an N1
such that if i > N1 then d(yi , x) < /2. Let N = max(N , N1 ). Then for all
i > N , we have ni i > N (because the sequence (ni )i is strictly increasing)
and so d(xi , x) d(xi , yi ) + d(yi , x) = d(xi , xni ) + d(yi , x) < /2 + /2 = .
Proposition 6.6.3 A Cauchy sequence is bounded.
Proof: Let (xn )n be Cauchy sequence. Take = 1 in the definition. Thus
there exists an N such that for all n, m > N , d(xn , xm ) < 1. In particular, for
all n > N , d(xN +1 , xn ) < 1. Let
r = max(1, d(x0 , xN +1 ) + 1, . . . , d(xN , xN +1 ) + 1).
Then {xn : n N} B(xN +1 , r).
69
Exercises.
i. Let (an )n and (bn )n be two Cauchy sequences such that the set {an : n
N} {bn : n N} is infinite. Show that limn an = limn bn .
ii. Give an example of each of the following, or argue that such a request is
impossible.
a) A Cauchy sequence that is not monotone.
b) A monotone sequence that is not Cauchy.
c) A Cauchy sequence with a divergent subsequence.
d) An unbounded sequence with a Cauchy subsequence.
iii. Let X1 , . . . , Xm be metric spaces. Let X = X1 . . . Xn be the product
space. Let (xn )n be a sequence in X. Set xn = (xn1 , . . . , xnm ). Then
(xn )n is Cauchy if and only if xni )n is Cauchy for all i = 1, . . . , m.
iv. Let x1 = 1, x2 = 2 and xn = (xn1 + xn2 )/2 for n > 2.
a. Show that 1 xn 2 for all n. (Hint: By induction on n).
b. Show that |xn xn+1 | = 1/2n1 for all n. (Hint: By induction on n).
c. Show that if m > n then xn xm < 1/2n2 for all n. (Hint: Use part
c).
d. Show that (xn )n is a Cauchy sequence.
e. Find its limit. Note that the sequence is formed by taking the arithmetic
mean of the previous two terms. It can be guessed that the limit is at the
two thirds of the way from x1 = 1 to x2 = 2, i.e. it is 5/3. This can
be shown by some elementary linear algebra. But there is an easier way:
Note that part b can be sharpened into xn xn+1 = (1)n /2n1 , thus
xn+1 1 = xn+1 x1 = (xn+1 xn ) + ... + (x2 x1 ) = 1 1/2 + 1/4
... + (1)n 1/2n1 . It follows that the limit x, that we know it exists from
the previous question, is equal to the infinite sum x = 1 + 1 1/2 + 1/4
. . . + (1)n 1/2n1 + . . . Now just remarque that 2x = 2 + 2-1 + 1/2-1/4
+ . . . = 3 + (1/2-1/4 + 1/8 ...) = 3 + (2-x) and so x = 5/3.
v. We say that a sequence (xn )n is contractive if there is a constant c,
0 < c < 1, such that |xn+2 xn+1 c|xn+1 xn | for all n. Show that
every contractive sequence is convergent. Hint: |xn+1 xn | cn |x1 x0 |.
Thus we can estimate |xn xm | as is done above and show that such a
sequence is Cauchy.
6.7
70
Theorem 6.7.3 Every real sequence has either an increasing or a nonincreasing subsequence.
Proof: We will choose an increasing sequence (ni )i such that given any i, either
xnj > xni for all j > i or either xnj xni for all j > i.
Let n = 0.
Consider the sets
G0 = {n > 0 : xn > x0 }
and
L0 = {n > 0 : xn x0 }.
Either G0 or L0 is infinite. If G0 is infinite, consider only the subsequence that
consists of x0 and the xn s for which n G0 , deleting the rest. If G0 is finite,
consider only the subsequence that consists of x0 and the xn s for which n L0 ,
deleting the rest.
Renaming the elements, assume that (yn )n is this new sequence. In this new
sequence y0 has the following property: Either yn > y0 for all n > 0 or yn y0
for all n > 0.
Now consider y1 and the sets
G1 = {n > 1 : yn > y1 }
and
L1 = {n > 1 : yn y1 }.
Either G1 or L1 is infinite. If G1 is infinite, consider only the subsequence that
consists of y0 , y1 and the yn s for which n G1 , deleting the rest. If G1 is
finite, consider only the subsequence that consists of y0 , y1 and the yn s for
which n L1 , deleting the rest.
Renaming the elements, assume that (yn )n is this new sequence. In this new
sequence y0 has the following property: Either yn > y0 for all n > 0 or yn y0
71
for all n > 0 and y1 has the following property: Either yn > y1 for all n > 1
or yn y1 for all n > 1.
Next we consider y2 and the sets
G2 = {n > 2 : yn > y2 }
and
L2 = {n > 2 : yn y2 }.
Either G2 or L2 is infinite. If G2 is infinite, consider only the subsequence that
consists of y0 , y1 , y2 and the yn s for which n G2 , deleting the rest. If G2 is
finite, consider only the subsequence that consists of y0 , y1 , y2 and the yn s for
which n L2 , deleting the rest.
Continuing this way, we find a subsequence, say (zn )n , of the original sequence (xn )n such that for all n, either for all m > n, xm > xn or for all m > n,
xm xn .
We call n red if the first case occurs, i.e. if for all m > n, xm > xn . We call
n green if the second case occurs, i.e. if for all m > n, xm xn .
Thus we gave a color, either red or green, to each natural number. If there
are infinitely many red numbers, then the sequence (zn )n is red is increasing.
If there are infinitely many green numbers, then the sequence (zn )n is green is
nonincreasing.
Proof of Theorem 6.7.1. Let (xn )n be a real Cauchy sequence. By Proposition 6.6.3, (xn )n is bounded. By Theorem 6.7.3, (xn )n has a monotone subsequence, say (yn )n . The subsequence (yn )n is still bounded. By Theorem 6.7.2,
(yn )n converges. By Proposition 6.6.2, (xn )n converges.
Note that this theorem is false in general metric space: In a discrete metric
space a sequence of distinct elements does not have a Cauchy subsequence at
all.
72
Exercises.
i. Let xn = 1/12 + 1/22 + 1/32 + . . . + 1/n2 .
a. Show that for all integers n 1, xn 2 1/n < 2.
b. Conclude that the sequence (xn )n converges.
c. Show that for an integer n large enough, n2 2n .
d. Conclude that the sequence (xn )n is bounded above by 1 + 1/4 + 1/9 +
1/8 (= 107/72).
We will see later that this sequence converges to 2 /6.
q p
p
1
4xn .
a) Assume
that
c) Assume x [2 2,
2 + 2]. Show that (xn )n is decreasing. Conclude
that limn xn = 2 2.
d) Discuss the convergence and the divergence of (xn )n for other values
of x.
vi. Discuss the convergence of the sequence (xn )n defined by x0 = x and
xn+1 = 4 1/xn in terms of x.
73
ix. (Existence of Square Roots) Let x1 = 2 and xn+1 = (xn + 2/xn )/2. Show
that x2n 2 for all n. Use this toprove that the sequence (xn )n is
decreasing. Show
that limn xn = 2. Modify the sequence so that it
converges to c.
x. Prove the Bolzano-Weierstrass Theorem for Rn . Deduce that every Cauchy
sequence of Rn converges.
6.8
6.8.1
Proposition 6.8.1 The sequence ((1 + 1/n)n )n converges to some real number
between 2 and 3.
Proof: We will show that the sequence ((1+1/n)n )n is bounded and increasing.
Theorem 6.7.2 will then prove the theorem. We proceed in several steps.
Claim 1. For all natural numbers n > 0 and all real numbers x > 1,
(1 + x)n 1 + nx. In particular if y < 1 then (1 y)n 1 ny
For n = 0, this is clear. (Note that we need x 6= 1 for this). Assume
the inequality holds for n. Then we have (1 + x)n+1 = (1 + x)n (1 + x)
(1 + nx)(1 + x) = 1 + (n + 1)x + nx2 1 + (n + 1)x. (The second step is by
the induction hypothesis and for this step we also need the fact that 1 + x > 0,
which we know it holds).
Claim 2. 2 (1 + 1/n)n 3 for all natural numbers n > 0.
Replacing x by 1/n in the first claim, we get 2 (1 + 1/n)n for all natural
numbers n > 0. Now we show that (1 + 1/n)n 3, for all natural numbers
n > 0. We compute carefully. For n 1 we have,
Pn
n
1
(1 + 1/n)n =
i=1
ni
i
Pn
1
= 1 + Pi=1 n(n1)...(ni+1)
12...i
ni
n
n n1
ni+1
1
= 1 + Pi=1 n n . . . n 12...i
n
1
i1
1
= 1 + Pi=1 (1 n ) . . . (1 n ) 12...i
n
1
< 1P+ i=1 12...i
n
1
i=1 2i1
=
=
<
1 + 121n
2
1 + 2(1
3
1
2n )
1
Claim 3. n N \ {0}, (1 + n1 )n (1 + n+1
)n+1 .
1
1
1
1
1
n+1
n+1
Since (1 + n+1 )
= (1 + n n + n+1 )
= (1 + n1 n(n+1)
)n+1 , we
1
)n+1 (1 + n1 )n . By setting a = 1 + 1/n,
have to show that (1 + n1 n(n+1)
1
)n+1 an , i.e. to the statement
this is equivalent to the statement (a n(n+1)
74
1
1
n
n+1
(1 an(n+1)
)n+1 1/a, i.e. to the statement (1 (n+1)
n+1
. By Claim
2)
1
n
1
n+1
1, if n 1, (1 (n+1)2 )
1 n+1 = n+1 . This proves Claim 3.
Now apply Theorem 6.7.2.
Exercises.
i. We have seen in this paragraph that the sequence given ((1 + 1/n)n )n
converges to a real number > 2. Let e be this limit. Do the following
sequences converge? If so find their limit.
n
1
a) limn 1 + n+1
.
n
1
b) limn 1 + 2n
.
1 2n
c) limn 1 + n
.
1 3n
d) limn 1 + 2n
.
2n
1
e) limn 1 + 3n
.
6.8.2
6.8.3
Proposition 6.8.4 limn nxn = 0 for |x| < 1. The sequence diverges otherwise.
n
n
Proof: Since limn n+1
= 1, there is an N such that |x| < n+1
for all
n+1
n
n
n > N . Now for n > N , (n + 1)|x|
= (n + 1)|x| x < nx . Hence the
sequence (nxn )n is decreasing after a while. Therefore the sequence converges,
nxn
say to a. Assume a 6= 0. Then by Corollary 6.4.11, 1 = limn (n+1)x
n+1 =
n 1
n
limn n+1
=
1/x,
a
contradiction.
Thus
lim
nx
=
0.
The
rest
is left
n
x
as an exercise.
75
Exercises.
i. Let (xn )n be a sequence such that xn 6= 0 for every n N and |xn+1 /xn |
r for some fixed r (0, 1). Show that limn xn = 0.
ii. Let x1 = 1, x2 = 2 and
xn =
xn1 + xn2
2
for n > 2.
a) Show that 1 xn 2 for all n.
b) Show that |xn xn+1 | = 1/2n1 for all n.
c) Show that if m > n then |xn xm | < 1/2n2 for all n.
d) Show that (xn )n is a Cauchy sequence.
e) Find its limit. Answer: Note that the sequence is formed by taking
the arithmetic mean of the previous two terms. It can be guessed that
the limit is at the two thirds of the way from x1 = 1 to x2 = 2, i.e. it
is 5/3. This can be shown by some elementary linear algebra. But there
is an easier way: Note that part b can be sharpened into xn xn+1 =
(1)n /2n1 , thus xn+1 1 = xn+1 x1 = (xn+1 xn ) + . . . + (x2 x1 ) =
1 1/2 + 1/4 . . . + (1)n1 /2n1 . It follows that the limit x, that we know
it exists from the previous question, is equal to limn 2 1/2 + 1/4 . . . +
(1)n1 /2n1 . Now we just remarque that 2x = 2 limn 2 1/2 +
1/4 . . . + (1)n1 /2n1 = limn 4 1 + 1/2 . . . + (1)n1 /2n2 =
limn 4 (1 1/2 . . . + (1)n /2n2 ) = limn 5 (2 1/2 . . . +
(1)n /2n2 ) = 5 x, so 3x = 5 and x = 5/3.
iii. Let x0 = 1, xn+1 = 1 + 1/xn . Show that (xn )n is convergent.
iv. For k N and x R, discuss the convergence of the sequence (nk xn )n .
v. Let f0 = f1 = 1, fn+2 = fn + fn+1 . Show that the sequence ( fn+1
fn )n is
2
convergent. (It converges to 1+ 5 ).
vi. We say that a sequence (xn )n is contractive if there is a constant c
(0, 1) such that |xn+2 xn+1 | c|xn+1 xn | for all n. Show that every
contractive sequence is convergent. Hint: Note first that |xn+1 xn |
cn |x1 x0 |. Now estimate |xn xm | and show that such a sequence is
Cauchy.
vii. Let 0 < a0 = a < b0 = b. Define an+1 = (2an bn )/(an + bn ), bn+1 =
(an + bn )/2. Show that (an )n and (bn )n are both convergent. Show that
their limits are equal. (Hint: Use mean inequalities.)
viii. Let a0 = a, b0 = b, c0 = c. Define an+1 = (bn + cn )/2, bn+1 = (cn + an )/2,
cn+1 = (an + bn )/2. Show that (an )n , (bn )n and (cn )n are convergent.
Compute their limits.(Hint: First take a = b = 0, c = 1.)
76
6.9
Divergence to Infinity
Let (xn )n be a real sequence. We say that the sequence (xn )n diverges to
infinity if for all real numbers A there is an N such that for all n > N , xn > A.
Here, A should be regarded as a very large number, as large as it can be. In
this case one writes limn xn = .
Similarly we say that the sequence (xn )n diverges to minus infinity if
for all real numbers A there is an N such that for all n > N , xn < A. Here,
A should be thought as a very small negative number. In this case, we write
limn xn =
If an increasing sequence (an )n is bounded then limn xn R (Theorem
6.7.2), if it is unbounded, then limn xn = (Exercise vi, page 77). Similarly
for decreasing sequences.
Note that until now, we have not defined infinity, and we will never really
define it. Above, we only defined the phrase limn xn = as if it were one
single entity.
Now we let and to be two new distinct symbols. We will never
give any meaning to these symbols. Their only property is that they are new
symbols. We let R := R {, }, we extend the operations and the order
relation defined on R to R partially as follows:
< r <
r+=+r =
r + () = r = + r =
() =
r = r =
r = r =
r() = ()r =
r() = ()r =
r/ = r/() = 0
/r = (1/r)
r =
r = 0
r = 0
r =
r =
for all r R
for all r (, ]
for all r [, )}
for
for
for
for
for
for
for
for
for
for
for
all
all
all
all
all
all
all
all
all
all
all
r
r
r
r
r
r
r
r
r
r
r
(0, ]
[, 0)
(0, ]
[, 0)
R
R
(1, ]
(1, 1)
(1, ]
(0, 1)
(1, 0)
77
() +
+ ()
/
/()
()/
()/
/0
/0
0
()0
0
(1)
Theorem 6.9.1 Let (xn )n and (yn )n be two sequences in R such that limn xn
R and limn yn R. Let be any of the five basic arithmetic operations
(addition, substraction, multiplication, division and power). If limn xn
limn yn is defined, then limn xn yn = limn xn limn yn .
Proof: Left as an exercise.
Exercises.
i. Show that the sequences (n)n and (n2 )n diverge to infinity.
ii. Show that the sequence ((1)n n)n does not converge or diverge neither
to or to .
iii. Show that limn (3/2 + 1/n)n = .
iv. Find the following limits and prove your result using only the definition:
a) limn
2n2 5
n+2 .
b) limn
2n2 5
n+2 .
2n3 5
n2 n+2 .
n
2
1
limn n2n
2 n1 .
n
limn 2 + n1 .
c) limn
d)
e)
78
6.10
Since the sequence (sup{an , an+1 , . . .})n is decreasing, limn an is either a real
number or is . limn an is called the limit superior of the sequence (an )n .
We also define
limn an = lim inf{an , an+1 , . . .} R.
n
Since the sequence inf{an , an+1 , . . .} is increasing, limn an is either a real number
or is . limn an is called the limit inferior of the sequence (an )n .
We always have limn an limn an .
Lemma 6.10.1 i. limn an 6= if and only if the sequence (an )n has an upper
bound.
ii. limn an = if and only if the sequence (an )n is unbounded by above.
iii. If limn an = r R then for all > 0 there is an N such that for all
n > N , an < r + .
Proof: (i) and (ii) are clear We prove (iii). Let > 0. Let N be such that for
all n > N , | sup{an , an+1 , . . .} r| < . Thus < sup{aN +1 , aN +2 , . . .} r <
and so sup{aN +1 , aN +2 , . . .} < r + . Thus an < r + for all n > N .
We leave to the reader the task of stating and proving the analogue of the
above lemma for the limit inferior.
79
Exercises.
i. Suppose (un )n and (vn )n are positive sequences. Let U = limn un and
V = limn vn . Assume that if one of U and V is , then the other is
nonzero. Then L = limn un vn = U V .
6.11
80
Exercises.
i. Show that limn nxn = 0 if 0 x < 1.
Corollary 6.11.4 Let (xn )n and (yn )n be two converging sequences in Rm .
Then (xn + yn )n and (xn yn )n are converging sequences and
lim (xn + yn ) = lim xn + lim yn
and
lim (xn yn ) = lim xn lim yn .
Corollary 6.11.5 Let (xn )n be a converging sequence in Rm . Then any subsequence of (xn )n is convergent and it converges to the same limit.
Corollary 6.11.6 Product of finitely many complete metric spaces is complete.
Corollary 6.11.7 The metric space of complex numbers C is complete.
Exercises.
i. Let X be any set. Show that the space Seq(X) defined on page 52 is
complete.
6.12
In this subsection, given a metric space X, we will find the smallest complete
metric space containing X.
Let (X, d) be a metric space. Consider the set C(X) of Cauchy sequences of
X. On C(X) define the following equivalence relation:
(xn )n (yn )n lim d(xn , yn ) = 0.
n
81
Proof: Trivial.
The lemma above says that we are allowed to define a map d from X X
into R0 by the rule,
d((xn )n , (yn )n ) = lim d(xn , yn ).
n
Lemma 6.12.4 The map i that sends x X to the class (x)n of the constant sequence (x)n is a continuous embedding of X into X. Furthermore
d(i(x), i(y)) = d(x, y).
82
6.13
Supplementary Problems
i. One tosses a coin. Each head adds one point, each tail adds two points. Let
p(n) be the probability of reaching the integer n. Show that limn p(n) =
2/3.
ii. Fibonacci Sequence. Let f0 = 0, f1 = 1 and define fn+2 = fn+1 +
fn . The sequence (fn )n is called the Fibonacci sequence. Show that
limn fn /fn+1 = 1+25 .
iii. Let (an )n be a bounded real sequence with the property that every converging subsequence converges to the same limit. Show that the sequence
converges.
iv. Let (an )n be a bounded real sequence. Let
S = {x R : x < an : for infinitely many n}.
Show that there exists a subsequence converging to sup(S). Deduce the
Bolzano-Weierstrass Theorem from this.
Chapter 7
Series
7.1
DO IT IN BANACH SPACES
Let (ai )i be a sequence of complex numbers. (For most of what follows
we canPalso assume that (ai )i is a sequence in a normed vector space). Let
n
sn := i=0 ai . Assume that the sequence (sn )n converges in C. Then we write
X
i=0
ai = lim
n
X
ai
i=0
P
Pn
and we say thatPthe series i=0 ai converges to lim
i=0 ai or that its
Pn
n
a
is
divergent.
sum is limn i=0 ai . Else,
we
say
that
the
series
i
i=0
Pn
a
are
called
the
partial
sums
of the series
The
numbers
s
:=
i
n
i=0
P
i=0 ai .
Although we defined a series for complex numbers, the reader is welcome to
consider
i R for all i.
Ponly real series, i.e. series where aP
n
If
a
is
a
real
series
and
lim
i
n
i=0 ai = , we say that the series
i=0
P
P
a
diverges
to
and
we
write
a
= . Similarly for .
i
i
i=0
i=0
P
Whenever we write i=0 ai = , we will assume that ai R even if this is
not explicitly stated.
Examples.
P
Pn
i. If ai = 1 for all i, then i=0 ai = limn i=0 ai = limn n = .
In
general, if (ai )i is a constant sequence of real numbers, then the series
P
i = 0. If the sequence (ai )i is a real
i=0 ai converges if and only if a
P
84
CHAPTER 7. SERIES
P
Theorem 7.1.1 The set of sequence (ai )i such that
i ai converges form a
vector space. Furthermore we have,
X
X
X
(ai + bi ) =
ai +
bi .
i
i bi
Proof: Easy.
Remarks.
i. Regrouping the terms of a series may
Pchange the convergence iof the series.
For example consider P
the series
i=0 ai where ai = (1) . If we let
be regrouped two by two to get that the series i=1 1/(2i + 1)(2i + 2)
converges to the same limit.
As we have seen we cannot dissociate a series without altering its sum
(unless the terms are positive).
ii. A rearrangement of the terms of the series may change the convergence
of the series (unless the terms are positive, see Theorem 7.3.2). Consider
the series
X
(1)i /i = 1 1/2 + 1/3 1/4 + 1/5 . . . .
i
We will see later that this series converges to a nonzero number. Now
shuffle the terms as follows:
(11/21/4)+(1/31/61/8)+. . .+(1/(2n+1)1/2(2n+1)1/2(2n+2))+. . .
Regrouping a positive term with the next term which follows it, we get
1/2 1/4 + 1/6 1/8 + . . . + 1/2(2n + 1) 1/2(2n + 2)) + . . .
and this is half of the initial series.
P
iii. On the other hand, if i=0 ai converges, then if we regroup the terms
without changing the order, then the sum
(a1 + a2 + . . . + an1 ) + (an1 +1 + . . . + an2 ) + (an2 +1 + . . . + an3 ) + . . . ,
85
X
i=0
i =
1
.
1
P i
n
Proof: If || 1, then limP
n 6= 0, so that
i=0 cannot be convergent.
n
Assume || < 1. Let sn = i=0 i . Then (1 )sn = sn sn = 1 n+1 and
P i
n+1
1
so sn = 1
i=1 = 1 .
1 . Therefore by Proposition 6.2.3,
P
The series i=1 1/i is called harmonic series.
P
Theorem 7.1.3 (Harmonic Series)
i=1 1/i = .
Proof: For any natural number k and for the 2k1 many natural numbers
P2k 1
i [2k1 , 2k ), we have 1/i > 1/2k , so that i=2k1 1/i > 2k1 21k = 1/2. It
Pn P2k 1
Pn
P2n 1
follows that s2n 1 = i=1 1/i = k=1 i=2k1 1/i > k=1 1/2 = n/2, so
that the sequence sn diverges to infinity.
Exercises.
i. Show that the series
sum.
ii. Show that the series
P
i=1
P
i=1
1/2i and
P
i=0
1/(2i + 1) diverge.
iii. Show that the sum of the reciprocals of natural numbers whose decimal
expansion contains at least a zero 1/10 + . . . + 1/90 + 1/100 + 1/101 +
. . . + 1/109 + 1/110 + 1/120 + . . . diverges.
86
CHAPTER 7. SERIES
P
iv. Let k N be 2. Show that the series i=1 1/ni converges. (Hint: See
Exercise iv, page 72).
P
v. Suppose i=0 ai converges. Let (nk )k be a strictly increasing sequence of
natural
numbers with P
n0 = 0. Set bk = ank + . . . + ank+1 1 . Show that
P
b
converges
to
k=0 k
i=0 ai .
7.2
Proposition 7.2.1 If
P
i=0
P
Pn
Proof: Let > 0. Since i=0 ai converges, the partial sums sn = i=0 ai
form a Cauchy sequence. Thus there exists an N such that for all n, m > N ,
|sn sm | < . Taking m = n+1, we see that for all n > N , |an+1 | = |sn sn+1 | <
. Thus for all n > N + 1, |an | < . This shows that limn an = 0.
P
i=0
ai cannot converge.
Since the convergence of a series is nothing else but the convergence of the
sequence of partial sums, we can use the completeness of R:
P
Proposition 7.2.3 (Cauchys Criterion) A sequence
i=0 ai converges if
and
only
if
for
all
>
0,
there
exists
an
N
such
that
for
all n > m > N ,
Pn
| i=m ai | < .
Proof:
The condition just expresses the fact that the sequence of partial sums
Pn
( i=0 ai )n is Cauchy.
Theorem
7.2.4 If ai 0 and if the partial sums
P
a
converges.
i
i=0
Proof: Follows from Theorem 6.7.2.
Pn
i=0
Corollary
Let 0 ai bi .
P7.2.5 (ComparisonPTest)
P
a
converges
as well. Furthermore i=0 ai
a.
If
b
converges,
then
i=0 i
i=0 i
P
i=0 bi . P
P
87
Exercises.
i. Cauchy Condensation Test.
P Let (xi )i be a nonincreasing, nonnegative
P i
real sequence. Show that
i=0 xi converges if and only if
i=0 2 x2i
converges. [A, page 53]
P
ii. Let aP
n > 0, bn > 0. Show that if limi bi /ai = 0 and
i=0 ai converges
i=0 bi = .
7.3
Absolute Convergence
P
P
If i=0 |ai | converges, then we say that the series i=0 ai converges absolutely.
Theorem 7.3.1 (Cauchy) An absolutely convergent series is convergent.
P
Proof:
Let
i=0 ai be an absolutely convergent series. We will show that
P
a
converges
by using Cauchys P
Criterion (Proposition 7.2.3). Let > 0.
i=0 i
n
Let
N
such
that
for
all
n
>
m
>
N
,
i=m |ai | < . Then for all n > m > N ,
Pn
Pn
| i=m ai | i=m |ai | < .
PBut thei converse of this theorem is false. Indeed, we will see that the series
i=1 (1) /i converges (Corollary 7.4.2), but we know that it does not converge
absolutely (Theorem 7.1.3).
We will later show that permuting the terms of a series may change its value.
However, this is not the case with the absolutely convergent series.
P
Theorem 7.3.2 (Rearrangement of the Terms) Let
i=0 ai be an absolutely
convergent
series.
Let
f
:
N
N
be
a
bijection.
Let
bi = af (i) . Then
P
P
i=0 ai
i=0 bi is also absolutely convergent and its sum is equal to
P
P
Proof: Let sn and tP
n be the partial sums of the series
i=0 ai and
i=0 bi
PSince i=0 ai converges absolutely, there is an N2 such that for all m > N2 ,
k=i |ai | < /2.
Choose an m > max(N1 , N2 ).
Let N be such that {0, . . . , m} {f (0), . . . , f (N )}. Now for n > N , we have,
|tn a| |tn sm | + |sm a| < |tn sm | + /2 = |(b0 + . .P
. + bn ) (a0 + . . . +
We can also partition an absolutely convergent series in two (or more) pieces:
88
CHAPTER 7. SERIES
Theorem
P 7.3.3 Let us partition the terms (ai )i of an absolutely convergent
P
series
(bi )i and (cP
i )i . ThenP i=0 bi
P i=0 ai in two disjoint and infinite subsets P
and i=0 ci are absolutely convergent series and i=0 ai = i=0 bi + i=0 ci .
Proof: Let n , n and n be the partial sums of the three series in this order.
Given n, we can find mn and pn such that every term of the partial sum n
appears
in one of the partial sums mn and pn . Thus 0 mn + pn n
P
a
Let xn =
a
.
By
Exercise
v,
page
63,
|
a
|
i = | limn xn | =
i i
i
P
Pn
limn |xn | limn i |ai | = i |ai |.)
P
P
ii. Show that i=0 ai converges absolutely, then i=0 a2i converges (absolutely) as well. (See also Exercise vi, page 89).
7.4
Alternating Series
i=0 (1)
(1)i ai
2n
X
X
(1)i ai
(1)i ai .
i=0
i=0
for all n.
Proof: Let sn = a0 a1 + . . . + (1)n an . We consider the sequences (s2n )n
and (s2n+1 )n of even and odd partial sums.
Since s2n+1 = (a0 a1 ) + . . . + (a2n a2n+1 ), the sequence (s2n+1 )n is
increasing.
Since s2n = a0 (a1 a2 ) . . . (a2n1 a2n ), the sequence (s2n )n is
decreasing.
Since s2n+1 s2n = a2n+1 0, s2n+1 s2n . By the Monotone Convergence Theorem (6.7.2), both the series (s2n )n and (s2n+1 )n converge, say to a
and b respectively. Then a b = limn s2n limn s2n+1 = limn (s2n
s2n+1 ) = limn a2n+1 = 0, so that a = b. Hence the sequence (sn )n converges
to a as well (see Exercise iii, page 67).
P
i
Corollary 7.4.2
i=1 (1) /i converges to a number in (0, 1).
89
(1)i /i +
i=1
(1)i /2i
i=1
and it is easy to see that the partial sums of the right hand side are exactly the
partial sums of the sequence
1 + 1/3 1/2 + 1/5 + 1/7 1/4 + 1/9 + . . . = 1 +
X
i=1
1
1
1
+
4i 1 2i 4i + 1
P
which is a rearrangement of the alternating series i=1 (1)i /i. Since this sum
is nonzero, we see that a different rearrangement of the terms of a series may
change the sum.
Exercises.
i. Show that
i
i=1 (1) /
i converges.
ii. Prove the Alternating Series Test by showing that the sequence of partial
sums is a Cauchy sequence.
P
1
1
1
iii. Show that n (2n+1)(2n+3)
converges. (Hint: Note that 2n+1
2n+2
=
1
(2n+1)(2n+3)
iv. Prove the Alternating Series Test by using the Nested Intervals Property
(Theorem 3.1.12).
P
P
P
v. Find diverging series i=0 xi and i=0 yi such that i=0 xi yi converges.
P
P
vi. Find a converging series i=0 xn such that i=0 x2i is divergent.
7.5
90
CHAPTER 7. SERIES
P
i=0
xi converges absolutely.
Proof: We may assume that xi > 0 for all i. Let s be the limit of the sequence
(xi+1 /xi )i . By hypothesis 0 s < 1. Let = 1s
2 . Then > 0 and there is an
N such that for all i > N , |s xxi+1
|
<
.
Let
r
=
s + . Then xxi+1
< r and the
i
i
corollary follows from Proposition 7.5.1.
Examples.
i. The series
P
i=0
( 1) 2
( 1) . . . ( n + 1) n
z + ...
z + ...
2!
n!
Let
ai =
1/i2
2/(i + 1)2
i is even
i is odd
Then limi |ai+1 /ai | = 2 > 1 and limi |ai+1 /ai | = 1/2 < 1. But
converges.
P
i=0
ai
i 2i
cos(z) =
i=0 (1) z /(2i)!
converge absolutely.
These series then give rise to functions from C into C. They are called
exponentiation, sine and cosine respectively.
P
Theorem 7.5.5 (Root Test, Cauchy) If limi
|ai |1/i < 1, then
i=0 ai
P
91
P
i=0
ai z i converges absolutely
1/i
is called the radius of convergence of the series
PR = i1/limi |ai |
a
z
.
i
i=0
P
A series of the form i=0 ai z i is called a power series. If R is its radius of
convergence, such a series gives rise to a function from the ball of center 0 and
radius R into C.
P
Theorem 7.5.7PLet f (z) = i=0 ai z i be a power series with radius of conver
gence R. Then i=1 iai z i1 has the same radius of convergence.
Theorem 7.5.8
P (Abel, form due to Lejeune-Dirichlet) The (complex or
real) series i=0 vn n converges if
i. The sum |vm + . . . + vn | is bounded for all m n.
P
ii. The series n=0 |n n+1 | converges.
iii. limn n = 0.
Proof: We will use Cauchy criterion of convergence (7.2.3). Let > 0. For
m n, let Vm,n = vm + . . . + vn . By hypothesis, there is an A such that
|Vm,n | < A for all m n. Let N1 be such that for all n m > N1 , |m
m+1 | + . . . + |n1 n | < /2A and let N2 be such that for all n > N2 ,
|n | > /2A. Let N = max{N1 , N2 }. For n m > N we compute as follows:
Since Vk,k+1 Vk,k = vk+1 , we have, vm m +. . .+vn n = Vm,m m +(Vm,m+1
Vm,m )m+1 + . . . + (Vm,n Vm,n1 )n = Vm,m (m m+1 ) + Vm,m+1 (m+1
m+2 ) + . . . + Vm,n1 (n1 n ) + Vm,n n . Thus vm m + . . . + vn n A(|m
m+1 | + |m+1 m+2 | + . . . + |n1 n | + |n |) < A(/2A) + A(/2A) = .
P
Corollary 7.5.9 The (complex or real) series i=0 vn n converges if
i. The sum |vm + . . . + vn | is bounded for all m n.
ii. (n )n is positive, nondecreasing and limn n = 0.
Proof: We check that the above
met. We only have to be
P conditions are P
|
=
n
n+1
n=0
n=0 (n n+1 ) = 0 .
We can obtain the alternating series test (Theorem 7.4.1) as a consequence:
Corollary 7.5.10 (Alternating Series
Test) Let (vi )i be a decreasing seP
quence such that limi vi = 0. Then i=0 (1)i vi converges.
Proof: Take vn = (1)n in the corollary above.
92
CHAPTER 7. SERIES
Exercises.
i. Discuss the convergence and absolute convergence of the alternating series
1 1/2 + 1/3 1/4 + . . . for various values of Q.
0
ii. Decimal Expansion. Let
. Then there are k Z and ai
Pr R i
{0, 1, . . . , 9} such that r = i=k ai 10 .
iii. Let n > 0 be a natural number. LetPr R0 . Then there are k Z and
Show that the series i=1 ai and i=1 k i aki either both converge or both
diverge.
vi. Show that if the ratio test says that a sequence converges, so does the root
test.
P
vii. Show that if ai > 0 and limi iai exists and is nonzero, then i=0 ai
diverges.
P
viii. Assume ai > 0 and limi i2 ai exists. Show that i=0 ai converges.
7.6
Supplementary Problems
i. Show that the sum of the reciprocals of natural numbers whose decimal
expansion does not contain a 0, i.e. the series 1/1 + . . . + 1/9 + 1/11 +
. . . + 1/19 + 1/21 + . . . + 1/29 + 1/31 + . . . + 1/99 + 1/111 + . . . + 1/119 +
1/121 + . . . + 1/129 + . . . is convergent.
P
ii. Let i=0 ai is given. For each i N, let pi = ai if ai 0 and assign
pi = 0 if ai < 0. In a similar manner, let qi = ai if ai 0 and qi = 0
otherwise.
P
P
P
a. Show that if i=0 ai diverges, then at least one of i=0 pi or i=0 qi
diverges (to and resp.)
P
b.
Show that if i=0
Pai converges conditionally (i.e. not absolutely), then
P
p
=
and
i
i=0
i=0 qi = . [A, Ex. 2.7.3, page 68]
P
c. Show that if i=0 ai convergesPconditionally and r R, then there is
1
i=1 i2 +i
93
1
i=1 i2 +2i
vi. Which of the following series converge? Can you estimate their sum?
P 1
i2 i
Pi=1
1
i=3
P i2 13i+2
3i2
Pi=0
i
3i2 2
Pi=0
i
3i3 2
Pi=0
i
3 +4i
5i
Pi=0
2i
i!
Pi=0
i
(1)i i+1
i=0
P
i
(1)i i2 i+1
Pi=0
(1)i
i=1
i 2i i 3
i=0 (1) i!
7.6.1
.
2+1
n
n
iii. Decide the convergence of the series
X
1
p
.
|n4 6|
n
iv. Suppose that the series
P
n
v. Suppose
P that (an )n is a positive and decreasing sequence and that the
series n an is convergent. Show that limn nan = 0.
P
vi. Find a positive sequence (an )n such that the series n an is convergent
but that limn nan 6= 0.
P
vii. Suppose that series n an is absolutelyPconvergent and that the sequence
(bn )n is Cauchy. Show that the series n an bn is absolutely convergent.
P
viii. Let (an )n be a sequence. Suppose that n=1 |an an+1 | converges. Such
a sequence is called of bounded variation. Show that a sequence of
bounded variation converges.
94
CHAPTER 7. SERIES
7.6.2
1
|n2 2|
1
n n
1
|n2
2|
1
n2
1
1
=
2
n
2
n
1
|n2 2|
diverges as well.
1
n2
+1
and since
1
n n
n2
n2
1
|n4
6|
|n4 6|
and since
1
n n2
1
2
p
= 2
4
4
4
n
n 6
n n /2
1
P
n
1
n4 6
converges as well.
v. Suppose
P that (an )n is a positive and decreasing sequence and that the
series n an is convergent. Show that limn nan = 0.
Proof:
P We know that limn an = 0. Let sn = a0 + . . . + an and
s = n an . Thus limn sn = s.
95
B|a
|
and
since
n
n
n
n
n
n |an | converges,
P
n |an bn | converges as well.
P
viii. Let (an )n be a sequence. Suppose that n=1 |an an+1 | converges. Such
a sequence is called of bounded variation. Show that a sequence of
bounded variation converges.
P
P
Proof: Since n=1 |an an+1 | converges, n=1 (an an+1 ) converges as
well. Thus the sequence of partial sums whose terms are
n1
X
(ai ai+1 ) = a1 an
i=1
96
CHAPTER 7. SERIES
Chapter 8
Supplementary Topics
8.1
Liouville Numbers
an1 n1 + . . . + a1 + a0
an1
a0
=
+ ... +
.
an n
an
an n
Now if || 1 + M , then the absolute value of the right hand side is less than
M(
M(
1
1
1
+
+ ... +
)<
2
1+M
(1 + M )
(1 + M )n
1
1
1
M
1
+
+ ... +
+ . . .) =
= 1,
1
1+M
(1 + M )2
(1 + M )n
1 + M 1 1+M
a contradiction.
Pn
98
Note that if q0 satisfies these conditions then any q > q0 also satisfies these
conditions.
Note also that there are exactly two natural numbers such that | p/q| <
1/q: if p is the smallest such natural number then 1/q < p/q < <
(p + 1)/q < + 1/q < 1 + M . Let p N be such that | p/q| < 1/q. We will
show that | p/q| > 1/q n+1 .
Clearly f (p/q) = A/q n for some A Z. By (2), A 6= 0. We also have,
A/q n = f (p/q) = f () f (p/q) = ( p/q)f 0 ()
for someP between p/q and . Note that < max{p/q, } < 1 + M . Since
n
f 0 (x) = i=1 iai xi1 ,
|f 0 ()| = |
n
X
iai i1 | n
i=1
n
X
|ai | i1 n
i=1
n
X
i=1
Thus, since A 6= 0,
1/q n | A/q n | = | p/q||f 0 ()| < | p/q|q.
Hence | p/q| > 1/q n+1 .
Thus if is an irrational root of a polynomial of degree n, for large enough
q, if | p/q| < 1/q then | p/q| > 1/q n+1 .
It follows that if is irrational and if there are infinitely many natural
numbers q for which | p/q| < 1/q n+1 (< 1/q) for some natural number p
(that may depend on q), then is not the root of a polynomial of degree n.
If this happens for infinitely many integers n, then is not algebraic. This is
what happens for numbers of the form
=
X
ai
i!
10
i=1
X
X
9
9
ai
1
= (m+1)!
=
0 < p/q =
i!
i!
i
10
10
10
10
i=m+1
i=m+1
i=0
10
1
= 1/q m .
<
(10m! )m
10(m+1)!
99
X
ai
i!
10
i=1
where ai = 0, 1, . . . , 9, but the values of ai are not all 0 after a while, then is
not an algebraic number.
100
Chapter 9
Convergence of Functions
9.1
Let X be a set and (Y, d) be a metric space. Let (fn )n be a sequence of functions
from X into Y . Assume that for all x X, the sequence (fn (x))n of the metric
space Y converges. Let f (x) be this limit:
f (x) := lim fn (x).
n
or sometimes
f = lim fn
n
to precise that the convergence is pointwise (soon we will define other kinds of
convergence).
p
Clearly, if fn = g for all n, then limn fn = g.
Exercises and Examples.
i. Let X = R, Y = R with the usual metric and fn : R R be defined by
fn (x) = x/n. Then the zero function is the pointwise limit of the sequence
(fn )n .
ii. Let X = Y = (0, 1) and let fn (x) = 1/n for all n N\{0}. Unfortunately,
the pointwise limit of the sequence (fn )n does not exist because 0 6 Y .
This is of course only a minor problem. It is enough to change Y with
[0, 1), or even with R, in which case the pointwise limit is the constant
zero function.
101
102
f (x) =
0
1
if x 6= 1
if x = 1
fn (x) =
2(x 2kn )
2( k+1
2n x)
if
if
k
2n
k
2n
x
x
k+1
2n
k+1
2n
and k 2N
and k N \ 2N
Draw the graph of fn . What is its length? Show that the zero function is
the pointwise limit of the sequence (fn )n . What is the length of the limit
function?
vi. Let X = Y = C (or R). define
Pn
fn (z) = Pi=0 z i /i!
n
gn (z) = Pi=0 (1)i z 2i+1 /(2i + 1)!
n
i 2i
hn (z) =
i=0 (1) z /(2i)!
Then
limn fn
limn gn
limn fn
= exp
= sin
= cos .
p
Theorem 9.1.1 Let Y = Rk with the usual metric. Let limn fn = f and
p
limn gn = g. Then
p
i. limn (fn + gn ) = f + g
p
ii. For all r R, limn rfn = rf .
p
iii. If Y = R, then limn (fn gn ) = f g.
p
iv. If Y = R and f (x) 6= 0 for all x R, then limn 1/fn = 1/f.
Proof: Trivial
Note that the first two parts of the theorem above says that the set of
pointwise convergent sequences of functions from X into the Euclidean space
Rn is a real vector space.
9.2
P
As we defined the convergence of a series ofPnumbers
i=0 ai , we can also
1 xn
.
1x
It is clear that the pointwise limit of the sequence (fn )n is the function f
defined by
1
f (x) =
.
1x
Therefore the uniform limit of this sequence - if it exists at all - should
u
also be the same function. Assume limn fn = f . Then for all > 0
there is an N such that
|x|n
= |fn (x) f (x)| <
1x
n
|x|
for all n > N and x X. But whatever n is, the function 1x
is unbounded on X, so that there cannot be such an N (independent of all
x).
104
ii. Let (0, 1). Let X = (1, ) and Y = R with the usual metric.
Consider the sequence (fn )n of functions from X into Y defined by
fn (x) =
1 xn
1x
(as above). It is clear that the pointwise limit of the sequence (fn )n is the
function f defined by
1
f (x) =
.
1x
Therefore the uniform limit of this sequence if it exists at all should
also be the same function. Indeed it is. Let us prove that. Let > 0. Since
0 < < 1, limn n = 0, so that there is an N such that n < (1 )
for all n > N . (Note that N depends only on ). Now, for all n > N and
for all x X, we have,
|fn (x) f (x)| =
|x|n
|x|n
n
<
<
< .
1x
1
1
Thus limn fn = f .
1
It is false that if (fn )n and (gn )n are sequences functions that converge
uniformly, then the sequence (fn gn )n converges uniformly.
Suppose the sequence (fn )n of functions from a set into a metric space
converges uniformly (hence pointwise) to f . Let Tn = supx {d(fn (x), f (x))}
R0 {inf ty}. Take = 1 in the definition to find an N such that for all n > N
and x, d(fn (x), f (x)) < 1, i.e. for all n > N , Tn < 1. It follows that if the
sequence (fn )n of functions from a set into a metric space converges uniformly
(hence pointwise) to f , then the sequence Tn = supx {d(fn (x), f (x))} R0
{} is eventually bounded.
Lemma 9.2.2 Suppose the sequence (fn )n of functions from a set into a metric
space converges pointwise to f . Let Tn = supx {d(fn (x), f (x))} R0 {inf ty}.
Then limn fn = f if and only if limn Tn = 0.
Consider the set of functions F from a set X into a metric space (Y, d). For
f, g F, let d (f, g) = min{supxX {d(f (x), g(x))}, 1}.
Lemma 9.2.3 (F, d ) is a metric space and a sequence (fn )n from F converges to a function in f F if and only if limn d (fn , g) = 0.
Proof: Easy.
If we consider the set B of bounded functions from X into the metric space
(Y, d), then in the lemma above we can take d (f, g) = supxX {d(f (x), g(x))}
as the next lemma will show.
If (X, d) is a normed vector space (V, | |), then kf k = sup{|f (x)| : x X} is
a norm on the vector space of bounded functions from the set X into V , as it
can easily be checked.
Lemma 9.2.4 Suppose the sequence (fn )n of functions from a set X into a
metric space (Y, d) converges uniformly to f . Assume that the functions fn are
eventually bounded. Then f is bounded.
Proof: Take = 1 in the definition of the uniform convergence. Let N be such
that for all n > N and all x, d(fn (x), f (x)) < 1. Let n > N be such that fn
is bounded. Let b Y and R R be such that fn (x) B(b, R) for all x R.
Then for all x R, d(f (x), b) d(f (x), fn (x)) + d(fn (x), b) < 1 + R.
Let F be the set functions from X into the metric space (Y, d). Set d (f, g) =
supxX {d(f (x), g(x)), 1}. Then d is a distance on F and a sequence (fn )n of
functions converge uniformly if and only if the sequence converges in this metric
space.
The following criterion `a la Cauchy shows the uniform convergence of a
sequence without explicitly calculating the limit:
Theorem 9.2.5 (Cauchy Criterion for Uniform Convergence) A sequence
(fn )n of functions from a set X into a complete metric space (Y, d) converges
uniformly if and only if for any > 0 there is an N such that for all n, m > N
and for all x X, d(fn (x), fm (x)) < .
Proof: By hypothesis, for all x X, (fn (x))n is a Cauchy sequence, hence it
u
has a limit. Let f (x) denote this limit. We will prove that limn fn = f . Let
> 0.
By hypothesis there is an N , independent of x, such that for all n, m > N ,
d(fn (x), fm (x)) < /2.
Let x X be given. Since the sequence (fn (x))n converges to f (x), there is
an Nx (that may depend on x) such that for all m > Nx , d(fm (x), f (x)) < /2.
Let n > N be any natural number. Let x X be any. We will show
that d(fn (x), f (x)) < , proving that (fn )n converges to f uniformly. Let mx >
max{N, Nx } be fixed. Then d(fn (x), f (x)) d(fn (x), fmx (x))+d(fmx (x), f (x)) <
/2 + /2 = .
106
Example. The function fn (x) = (1 |x|)n defined on [1, 1] converges pointwise (but not uniformly) and its limit is not continuous at a = 0.
This example shows also that pointwise convergence on a compact set does
not imply the uniform convergence.
Exercises.
i. Show that the functions fn (x) =
x
nx+1
ii. Determine the pointwise or the uniform convergence of the following functions:
Pn
i. fn (x) = k=0 xk on X = (1, 1).
Pn
ii. fn (x) = k=0 xk on X = (1/2, 1/2).
iii. fn (x) = xn on X = (0, 1).
iv. fn (x) = xn on X = [, ] where (0, 1).
v. fn (x) =
xn
1x
vi. fn (x) =
iii. Let fn (x) =
xn
1x
on X = (0, 1).
on X = (0, 1 ) for any (0, 1).
1
1+xn
107
nx
1+nx2
on intervals of R.
x
1+xn .
9.3
P
The pointwise or the uniform convergence of a series nN fn (x) of functions
is defined in the P
expected way as the pointwise or the uniform convergence of
n
the partial sums i=0 fi . We define it more precisely
Let fn (n N) and f be functions defined on a subset A of R. The series
P
P
i=0
fi converges uniformly
108
Theorem P
9.3.2 (Cauchys Criterion for Uniform Convergence of Series)
If the series i=0 Mi converges, then the sequence i=0 fi converges uniformly
on X.
P
Proof: We will use Theorem 9.3.2. Let > 0. Since the series
i=0 Mi
converges, by Cauchy
Criterion
for
series,
there
is
an
N
N
such
that
for all
Pn
NP< m < n,
M
<
.
Thus
for
all
N
<
m
<
n
and
all
x
X,
i
i=m+1
Pn
n
| i=m+1 fi (x)| i=m+1 Mi < .
P
Theorem 9.3.4 If a power series i=0 an xn converges absolutely at a point
x0 then it converges uniformly on the closed ball B(0, |x0 |).
Proof: Follows directly from Weierstrass M-Test (Theorem 9.3.3).
P
Theorem 9.3.5 (Abels Theorem) Let the power series n=0 an xn converge
at the point R > 0 (resp. at the point R < 0) . Then the series converges uniformly on the interval [0, R] (resp. on the interval [R, 0]).
To prove this theorem, we need the following lemma:
Lemma
9.3.6 (Abels Lemma) Let (bn )n satisfy b1 b2 . . . 0. Let
P
a
be
a series whose partial sums are bounded, by A say. Then for all
i=0 i
n N, |a1 b1 + . . . an bn | Ab1 .
Proof: To be proven.
P
i. Show that if i=0 fi converges uniformly, then (fn )n converges uniformly
to the zero function.
P
ii. Show that the series i=1 cos(2i x)/2i converges uniformly. Therefore the
limit function is continuous.
P
iii. Show that n=1 xn /n2 is continuous on [1, 1].
9.4
109
Let X be a set and (V, | |) a normed vector space. Consider the normed vector
space B(X, V ) of function from X into Y which are bounded. (See Exercise
iii, page 53). As any normed vector space, B(X, V ) is a metric space (Lemma
5.3.1) and so we may speak about the convergence of a sequence of B(X, V ).
Lemma 9.4.1 Let (fn )n be a sequence from B(X, V ) and f B(X, V ). If
u
limn fn = f in the metric of B(X, V ), then limn fn = f .
Conversely if (fn )n is a sequence from B(X, V ) that converges uniformly to
a function f : X V , then f B(X, V ) and limn fn = f in the metric of
B(X, V ).
Proof: We first show that if (fn )n is a sequence from B(X, V ) that converges
uniformly to a function f : X V , then f B(X, V )
Let > 0. Since limn fn = f in the metric of B(X, V ), there is an N such
that for all n > N , |fn (x)f (x)| < , i.e., by the very definition of the metric on
B(X, V ), sup{|fn (x) f (x)| : x X} < . This means that |fn (x) f (x)| <
for all x X, proving the uniform convergence.
Let us now show the converse. TO BE COMPLETED
9.5
Limits of Functions
xa
110
Exercises.
i. Show that limx5 (x2 3x + 5) = 15 by using the definition of limits.
ii. Let X = R, A = R>0 , Y = R and f : A Y be defined by f (x) = 1/x.
Show that limx0 f (x) does not exist.
iii. Let X = A = Y = R with the usual metric. Let f : A Y be defined
as follows:
1 if x < 0
f (x) =
1 if x 0
Show that limx0 f (x) does not exist.
iv. Let A = (0, 1), X = [0, 1], Y = R with the usual metric. Let f : A Y
be defined as follows:
0 if x Q
f (x) =
1 if x 6 Q
Show that limx1 f (x) does not exist.
Theorem 9.5.1 The limit limxa f (x) of a function f is unique whenever it
exists.
Theorem 9.5.2 The relationship of the limits with the functional operations.
9.6
111
9.7
Supplementary Topics
N.
Assume
that
the
series
i=0 Mi converges. Then the sequence
P
uniformly
on
X.
Assume
also that
i=0 fi (x) converges
P= `i for
Plimx fi (x)
P
all i. Then i=0 `i converges absolutely and limx i=0 fi (x) = i=0 `i .
Proof: The first part is just Weierstrass M-Test. We prove the last part.
Clearly |`iP
| Mi , so that the absolute convergence occurs. Let > 0. Let n be
such that i=n+1 Mi < /4. Choose x0 such that for x > x0 and i = 0, 1, . . . , n,
|fi (x) `i | < /2(n + 1). We have
|
P
i=0
fi (x)
i=0 `i |
=
=
<
P
P
| i=0 (fi (x) `i )|
i=0 |fi (x) `i |
P
P
n
|f
(x)
`
|
+
i
i=n+1 |fi (x) `i |
P
Pni=0 i
|f
(x)
`
|
+
2
i
i
i=n+1 Mi
Pi=0
n
/2(n
+
1)
+
2/4
= .
i=0
Example.
i. Let n N>0 and z C. We have
(1 + z/n)n =
n
X
n
(z/n)i .
i
i=0
Set
f1 (n) = 1 + z,
112
(z/n)i =
i
fi (n) =
n(n1)...(ni+1)
(z/n)i
i!
if i n
if i > n
Since, for i n,
zi
fi (n) =
i!
we have
1
i1
1
... 1
,
n
n
P
and |fi (n)| Mi and i Mi converges by Example i, page 90. Thus the
conditions are realized and so limn (1 + z/n)n exists and is equal to
P
i
i=0 z /i!.
Chapter 10
Topological Spaces
10.1
114
TO BE DEFINED.
115
iv. The topologies defined on Rn by the metrics dp and d are all equal, i.e.
any open subset with respect to any of them is also open in the other one.
v. Let X be a set and A, B, C be three subsets of X. Show that the topology
generated by {A, B, C} has at most ??? open subsets.
vi. Let X = R and the set of open and bounded intervals of R. Show that
the topology generated by is the topology induced by the usual metric.
vii. Let X = R and the set of intervals of the form [a, b) where a, b R. Is
the topology generated by metrisable?
viii. Let X = R and the set of intervals of the form [a, b) where a, b Q. Is
the topology generated by equal to the topology above?
ix. Let X be a set. Let d and d0 be two distance functions on X. Show that
the two metrics generate the same topology if and only if any sequence of
X that converges for one of the metrics, converges to the same element
for the other metric.
10.2
Closed Subsets
10.3
Interior
Let X be a topological space. Let A X. Then the union A of all the open
subsets of X which are in A is also an open subset of X which is in A. Thus
A is the largest open subset of X which is in A, in other words it contains all
the open subsets (in X) of A. The set A is called the interior of A.
Lemma 10.3.1 Let A, B X. Then the following hold:
i. A is open if and only if A = A. In particular A = A .
ii. If A B then A B .
iii. A B = (A B) .
iv. A B (A B) .
Proof: i. Clearly, if A is open then A is the largest open subset of itself, so
A = A .
ii. Since A A B, A is an open subset of B. Thus A B .
116
10.4
Closure
10.5
Base of a Topology
117
10.6
Compact Subsets
Exercises.
i. The converse of the above proposition is false. Find a counterexample.
Theorem 10.6.3 (Heine-Borel Theorem) A closed and bounded subset of
Rn (with the usual metric) is compact.
118
Exercises.
i. Let (Ki )i be a family of nonempty compact subsets of a topological space.
Show that if a finite intersection of the Ki s is nonempty, then i Ki 6= .
ii. X be a complete metric space. Let p be an element not in X. Show that
the metric of X cannot be extended to a metric on X {p} without p
being isolated.
Conclude that if f : R R>0 is a function satisfying |f (x) f (y)|
|x y| f (x) + f (y) for all x, y R then f is bounded away from 0,
i.e. there is an > 0 such that f (x) > for all x R. (Hint: Set
d(x, p) = f (x) for x R).
iii. Let F Rn be a nonempty closed subset. Let A Rn . Show that there
is a B F such that d(A, B) = inf{d(A, P ) : P F }. (Proof: Let
d = inf{d(A, P ) : P F }. Let > 0. Then B(A, d + ) F is a closed and
119
10.7
Exercises. For each of the topological spaces (X, ), describe the convergent
sequences and discuss the uniqueness of their limits.
i. = (X). ((X) is the set of all subsets of X, 2 pts.).
Answer: Only the eventually constant sequences converging to that constant.
ii. = {, X} (2 pts.).
Answer: All sequences converge to all elements.
iii. a X is a fixed element and is the set of all subsets of X that do not
contain a, together with X of course. (5 pts.)
Answer: First of all, all sequences converge to a. Second: If a sequence
converges to b 6= a, then the sequence must be eventually the constant b.
iv. a X is a fixed element and is the set of all subsets of X that contain
a, together with of course. (5 pts.)
Answer: Only the eventually constant sequences converge to a. A sequence converge to b 6= a if and only if the sequence eventually takes only
the two values a and b.
v. is the set of all cofinite subsets of X, together with the of course. (6
pts.)
Answer: All the sequences without more than one infinitely repeating
terms converge to all elements. Eventually constant sequences converge
to the constant. There are no others.
vi. Let be the topology on R generated by {[a, b) : a, b R}. Compare this
topology with the Euclidean topology. (3 pts.) Is this topology generated
by a metric? (20 pts.)
Answer: Any open subset of the Euclidean topology is open in this topology because (a, b) =
n=1 [a + 1/n, b). But of course [0, 1) is not open in
the usual topology.
Assume a metric generates the topology. Note that [0, ) is open as it
is the union of open sets of the form [0, n) for n N. Thus the sequence
(1/n)n cannot converge to 0. In fact for any b R, no sequence can
converge to b from the left. Thus for any b R there is an b > 0 such
that B(b, b ) [b, ). Let b0 be any point of R. Let 0 > 0 be such that
B(b0 , 0 ) [b0 , ). Since {b0 } is not open, there is b1 B(b0 , 0 ) \ {b0 }.
120
10.8
Connected Sets
Chapter 11
Continuity
11.1
122
f (B(a, )) B(f (a), ), i.e. d0 (f (xn ), f (a)) < . This shows that the series
(f (xn ))n converges to f (a).
Conversely, suppose that for any sequence (xn )n of X converging to a,
(f (xn )n is a sequence of Y converging to f (y). Assume that f is not continuous at . Let > 0 be such that for every > 0, there is an x B(a, )
for which f (x ) 6 B(f (a), ). Choose = 1/n for n N>0 and let yn = x1/n .
Then (yn )n converges to a because d(yn , a) = 1/n. But d(f (yn ), f (a)) > and
so the sequence (f (yn ))n does not converge to f (a). This is a contradiction.
Let (X, d) and (Y, d0 ) be two metric spaces and f : X Y a function. We
say that f is continuous if f is continuous at every point of X.
Lemma 11.1.4 Let (X, d) and (Y, d0 ) be two metric spaces and f : X Y a
function. The following conditions are equivalent:
i. f is continuous
ii. The preimage of every open subset of Y is an open subset of X.
iii. The preimage of any open ball in Y is an open subset of X.
iv. The preimage of every closed subset of Y is a closed subset of X.
v. For any convergent sequence (xn )n of X, f (limn xn ) = limn f (xn ).
Proof: (i ii) Suppose f is continuous. It is enough to show that the preimage
of an open ball of Y is an open subset of X. Let b Y and r > 0. Let
a f 1 (B(b, r)). Then f (a) B(b, r). Let = r d(f (a), b) > 0. Then
B(f (a), ) B(b, r). Since f is continuous at a, there is a > 0 such that
B(a, ) f 1 (B(f (a), )) f 1 (B(b, r)). It follows that f 1 (B(b, r)) is open.
(ii i) Suppose now that the preimage of every open subset of Y is an open
subset of X. Let a X. Let > 0. Since f 1 (B(f (a), )) is open and a is in
this set, there is a > 0 such that B(a, ) f 1 (B(f (a), )). It follows that f
is continuous at a.
The rest of the equivalences are now immediate.
Note that in the lemmas 11.1.1 and 11.1.4 above the existence of a metric on
X and Y disappeared, only topological concepts are left. This will be the basis
for extending the concept of continuity of a function between metric spaces to
the concept of continuity of a function between topological spaces. We will do
this in the next subsection.
Corollary 11.1.5 Continuity of functions between metric spaces depends on
the topologies generated by the metrics rather than on the metrics themselves.
In other words continuity of functions is preserved under equivalent metrics.
Lemma 11.1.6 Let (X, d) be a metric space. Then the map d : X X R
is continuous.
Proof: It is enough to show that the inverse image of any open bounded interval
(r, s) is open. Let us take the sup distance on X X. Let (a, b) X X be such
that d(a, b) (r, s). Let x B(a, s) \ B(a, r) and y B(b, s) \ B(b, r) Then r <
sup(d(a, x), d(b, y)) = d((a, b), (x, y)) = sup(d(a, x), d(b, y)) < s. Since B(a, s) \
B(a, r) and B(b, s) \ B(b, r) are open in X, this proves that d is continuous.
123
Exercises.
i. Let f : [a, b] [a, b] be a function with the following property: There
exists a real number c (0, 1) such that for any x, y [a, b] one has
|f (x) f (y)| < c|x y|.
a) Show that f is continuous, and
b) Show that there exists an x [a, b] such that f (x) = x.
ii. Assume that X is a complete metric space which is also connected. Show
that for any a X and any r 0 there is a b X such that d(a, b) =
r. Conclude that if x has more than one point, show that X must be
uncountable.
11.2
Examples.
i. Let X be the discrete topological space (i.e. every subset is open). Then
any function from X into any topological space is continuous.
ii. Let X be any topological space. The identity function IdX from X into
X is continuous.
iii. One should note that the identity map IdX : X X from any topological space into itself is continuous if one considers the domain X and
the arrival set X with the same topologies (i.e. the same open subsets).
Otherwise this may be false. For example if X1 denotes the topological
space on the set X where only X and are open and X1 denotes the
discrete topological space on X, then the identity map IdX : X1 X2
is not continuous unless |X| = 1.
iv. Let X be a set. Let X1 and X2 be two topologies on the set X. Then the
map IdX : X1 : X2 is continuous if and only if any subset of X which
is open for the topological space X2 is open in the topological space X1 .
In this case we say that X1 is a refinement of X2 .
124
v. Let X and Y be any two topological spaces. Then any constant map from
X into Y is continuous.
Proposition 11.2.2 i. Composition of continuous functions is continuous.
ii. A function is continuous if and only if the inverse image of a closed set
is closed.
iii. Let X and Y be topological spaces. Let B be a base of Y . Then a function
f : X Y is continuous if and only if the inverse image of a set in B is open
in X.
iv. A function f : X Y is continuous if and only if the inverse image of
a closed subset of Y is closed in X.
Let X be a set, Xi be topological spaces and fi : X Xi be functions.
Then there is a smallest/weakest topology on X that makes all the functions fi
continuous. This topology is generated by the set
{fi1 (U ) : i I and U Xi is open}.
Exercises.
i. By using the definition of continuity, show that the function f (x) =
is continuous in its domain of definition.
x
x1
(x1)2
x(x2)
1
1+x2
125
126
xix. Let f : R R be the squaring map. Suppose that the arrival set is
endowed with the usual Euclidean topology. Find the smallest topology
on the domain that makes f continuous. (5 pts.)
Answer: The smallest such topology is the set
{U U : U open in the usual topology of R}.
xx. Let (V, | |) be a normed real metric space. Show that the maps V V V
and R V V defined by (v, w) 7 v + w and (r, v) rv respectively
are continuous.
xxi. Show that an isometry between metric spaces is a homeomorphism between the topological spaces that they induce.
We end this subsection with easy but important results.
Theorem 11.2.3 i. The image of a compact set under a continuous map is
compact.
ii. The image of a connected set under a continuous map is compact.
Proof: Let f : X Y be a continuous map.
i. Let K X be a compact subset of X. Let (Vi )iI be an open covering
of f (K). Then (f 1 (Vi ))iI is an open covering of f 1 (f (K)). Since K
f 1 (f (K)), (f 1 (Vi ))iI is also an open covering of K. Hence K is covered by
f 1 (Vi1 ), . . . , f 1 (Vik ) for some i1 , . . . , ik I, i.e. K f 1 (Vi1 ). . .f 1 (Vik ).
By applying f to both sides, we get f (K) f (f 1 (Vi1 ) . . . f 1 (Vik )) =
f (f 1 (Vi1 )) . . . f (f 1 (Vik )) Vi1 . . . Vik . This shows that f (K) is
compact.
11.3
127
A continuous real valued function which assumes two values assumes all the
values between them:
Theorem 11.3.3 (Intermediate Value Theorem) If f : [a, b] R is continuous and d is between f (a) and f (b), then d = f (c) for some c [a, b].
Proof: Replacing f by f d, we may assume that d = 0. Replacing f by f if
necessary, we may assume that f (a) 0 f (b). We may further assume that
f (a) < 0 < f (b). Consider the set A := {x [a, b] : f (x) < 0}. Since a A,
A 6= . Let c = sup(A) [a, b]. By Lemma 11.3.2 a < c < b. We will show that
f (c) = 0.
If f (c) < 0 then we get a contradiction by Lemma 11.3.2.
If f (c) > 0 then we again get a contradiction by Lemma 11.3.2.
Thus f (c) = 0.
The image of a compact and connected subset under a continuous real valued
function is a closed interval. Prove this under this generality.
Corollary 11.3.4 If f : [a, b] R is continuous, then f ([a, b]) = [m, M ]
where m = inf(f ([a, b])) and M = sup(f ([a, b])).
Theorem 11.3.5 Let f : [a, b] [m, M ] be one to one, onto and continuous.
Then f 1 : [m, M ] [a, b] is continuous also.
128
Exercises.
P
P
i. [Cauchy] Show that for all real numbers r1 , . . . , rn , ( i ri )2 nP i ri2 .
(Solution: Replacing ri by |ri |, we may assume
P that all ri 0. If i ri =
0,
the
result
is
obvious.
Replacing
r
by
r
/
may assume that
i
i
i ri , we P
P
P
2
r
=
1.
So
we
have
to
show
that
if
r
=
1,
then
i
i
i
i
i ri 1/n. Let
P
0
A = {(r1 , . . . , rn ) PR
: i ri = 1} and let f : A R be defined
2
.
Then A is a compact subset of Rn because
by f (r1 , . . . , rn ) =
r
i i
A is a closed subset of the compact set [0, 1]n (Heine-Borel Theorem,
Theorem 10.6.3),
P being the inverse image of 1 under the continuous map
(r1 , . . . , rn ) 7 i ri . Thus f assumes its minimal value. We will show
that f (r1 , . . . , rn ) f (1/n, . . . , 1/n) = 1/n. Let R = (r1 , . . . , rn ) be the
point where the minimal value is assumed. Assume ri 6= rj for some i and
j. Assume ri < rj . Let 0 < < rj ri . Now look at the point S where all
the coordinates are the same as the coordinates of R except that the i-th
coordinate is ri + and the j-th coordinate is rj . Then S A and an
easy calculation shows
that f (S) < f (R), a contradiction. Thus ri = rj
P
for all i, j. Since i ri = 1, this implies that ri = 1/n for all n.)
ii. Let f : [a, b] [a, b] be a continuous function. Show that f has a fixed
point.
iii. Show that if f is one to one and continuous on [a, b], then f is strictly
monotone on [a, b].
iv. Let f be a continuous numerical function on the closed interval [a, b]. Let
x1 , . . . , xn be arbitrary points in [a, b]. Show that f (x0 ) = (f (x1 ) + ... +
f (xn )) for some x0 [a, b].
v. Show that there does not exist any continuous function f : R R which
assumes every x R twice.
vi. Does there exist a continuous function f : R R which assumes every
real number three times? (Yes!)
vii. Assume f, g : [0, 1] [0, 1] be continuous functions and assume that
f (0) g(0) and f (1) g(1). Show that there exists an x [0, 1] such
that f (x) = g(x).
viii. Assume that f is a continuous real-valued function on [0, 1] and that
f (0) = f (1). If n N is positive show that there is a point x in [0, 1]
such that f (x) = f (x + n1 ).
11.4
Uniform Continuity
Exercises.
i. Assume (fn )n converges uniformly to f on a subset A of R and that each
fn is uniformly continuous on A. Show that f is uniformly continuous on
A.
11.5
129
11.6
Supplementary Topics
11.6.1
Corollary 11.6.2 There is no continuous bijection from [0, 1] onto [0, 1]2 .
Proof: From Corollary 11.2.4 and Proposition 11.6.1.
Theorem 11.6.3 (Peano, 1890) There is a continuous map (curve) from [0, 1]
onto [0, 1]2 .
Proof: Let I = [0, 1]. Subdivide I into four closed intervals of equal length
[0, 1/4], [1/4, 1/2], [1/2, 3/4] and [3/4, 1]. Subdivide I 2 into four smaller squares
of length 1/2 1/2: [0, 1/2] [0, 1/2], [0, 1/2] [1/2, 1], [1/2, 1] [1/2, 1] and
[1/2, 1] [0, 1/2]. Make a correspondence between the four smaller intervals
and the four smaller squares in the order they appear above. Call this stage
1. At stage 2, subdivide each segment and each square into four equal parts
again. Make the correspondence in such a way that the intersecting intervals
correspond to neighboring squares. Continue in this fashion. Now for any point
x of [0, 1], consider the set of intervals that x belongs to. The point x will belong
to either one or two of the four intervals of stage n, of total length 1/2n1 .
To these intervals correspond closed squares of stage n, one inside the other and
of total area /22n1 . Because of the size of the squares, these corresponding
squares intersect at a unique point, say f (x). The map f so constructed is a
map from I onto I 2 , but is not a bijection.
This map is continuous, because for x, y I close to each other, the images
f (x) and f (y) are also close to each other,
as can be easily checked. In fact if
Note that I and I 2 are not homeomorphic, because taking one point away
from I disconnects I, a phenomenon that does not occur in I 2 . Indeed the
map f 1 defined above is not continuous, as the images under f 1/2 of two
points close to the center of I 2 which belong to the centers of opposite squares
[0, 1/2] [0, 1/2] and [1/2, 1] [1/2, 1] are never at a distance < 1/4.
Question. Is there a continuous bijection from I onto I 2 ?
130
Exercises.
i. Show that a subgroup of R is either discrete, in which case it is onegenerated, or is dense.
ii. Let A R. Show that Z + Z is discrete if and only if Q.
Chapter 12
Differentiable Functions
12.1
h0
f (a + h) f (a)
.
h
f (x+h)f (x)
h
= limh0
(x+h)n xn
h
!
Pn
n i ni n
x h
x
i=0
= limh0
h
!
n i ni
x h
i=0
i
= limh0
h
Pn1 n
= limh0 i=0
xi hni1
i
n
= limh0
xn1 h0 = nxn1 .
n1
Pn1
131
132
f (x) =
0 for 0 x < 1
1 for x = 1
f (x) =
x2 sin(1/x) if x 6= 0
0
if x = 0
12.2
12.3
133
12.4
Rules of Differentiation
12.5
f (x +h)f (x )
h
f (x +h)f (x )
h
Thus f 0 (x ) = limn =
is similar.
0 for h (0, )
0 for h (, 0).
f (x +h)f (x )
h
Theorem 12.5.2 (Rolles Theorem) For a < b, let f : [a, b] R be differentiable on (a, b). If f (a) = f (b) then f 0 (c) = 0 for some c (a, b).
Proof: If f is constant then f 0 = 0 and there is nothing to prove. Assume
f is not a constant. By Theorem 11.3.1, f has an absolute maximum and an
absolute minimum. Since f is not constant, these are two distinct points. Since
f (a) = f (b), one of these points, say c, must be in the open interval (a, b). By
Theorem 12.5.1, f 0 (c) = 0.
The next theorem is one of the most important result in this series. We will
have several opportunities to use it.
Theorem 12.5.3 (Mean Value Theorem of Differential Calculus) For a <
b, let f : [a, b] R be differentiable on (a, b). Then
f (a) f (b)
= f 0 (c)
ab
for some c (a, b).
134
Proof: For t [0, 1], let g(t) = f (ta + (1 t)b) tf (a) + (1 t)f (b). Then
g(0) = g(1) = 0. By Rolles Theorem (12.5.2), g 0 (t ) = 0 for some t (0, 1).
But g 0 (t) = (a b)f 0 (ta + (1 t)b) f (a) + f (b). Thus 0 = g 0 (t ) = (a
(b)
b)f 0 (t a + (1 t )b) f (a) + f (b). If c = t a + (1 t )b, then f 0 (c) = f (a)f
.
ab
The fact that f 0 (c) > 0 at some c does not imply that f is increasing around
c. It is easy to find a counterexample, find one.
12.6
Proof: Let limn fn0 = g. Let c [a, b]. We want to show that
lim
xc
f (x) f (c)
= g(c).
xc
f (x) f (c)
<
g(c)
xc
for all x [a, b] that satisfies 0 < |x c| < . Let > 0 be given. By the
triangular inequality, for any n, we have,
f (x)f (c)
xc g(c) xc n xc n + n xc n fn0 (c)
+|fn0 (c) g(c)|.
135
We will make each term of the right hand side less than /3. It is easy to make
the second term small by choosing small enough. It is also easy to make the
last term small by choosing n large enough. The main problem is with the first
term, that we deal first.
Assume c < x. The proof is the same if x < c. Let n and m be any natural
numbers. Applying the Mean Value Theorem to the function fn fm on the
interval [c, x] we can find an = m,n (c, x) such that
0
fm
() fn0 () =
.
xc
xc
On the other hand, by the Cauchy Criterion for Uniform Convergence (Theorem
9.2.5), there exists an N1 such that for all n, m > N1 and x [a, b],
0
|fm
(x) fn0 (x)| < /3.
In particular,
0
|fm
() fn0 ()| < /3.
(It is worth while to notice that, since depends on n and m, we really need
the uniform convergence of (fn0 )n for this part of the argument). Thus
< /3
xc
xc
for all n, m > N1 and all x [a, b]. Now let m go to infinity, to get
< /3
(1)
xc
xc
for all n > N1 and any x [a, b].
Since limn fn0 = g, there is an N2 large enough so that,
(2)
fn (x) fn (c)
< /3.
(3)
f
(c)
n
xc
Now (1), (2) and (3) give us the result.
136
12.7
Chapter 13
Analytic Functions
13.1
Power Series
We collect the main results and a few more about power series. This will show
that the power series whenever and wherever they converge behave like
polynomials, as much as they can.
P
Theorem 13.1.1 Let i=0 ai z i be a power series with R = lim{1/|ai |1/i }
R0 {} its radius of convergence. Let 0 < r < R. Then the following
hold.
P
P
i. If |z| < R, then i=0 ai z i converges absolutely. If |z| > R, then i=0 ai z i
diverges.
P
i
ii.
B(0, r).
i=0 ai z converges uniformly
Pon
iii. P
The radius of convergence of i=1 iai z i1 converges uniformly on B(0, r).
i
iv.
i=0 ai z is infinitely differentiable in B(0, R) and
X
X
(
ai z i )0 =
iai z i1 .
i=0
i=1
P
i
v. If f (z) =
i=0 ai z in B(0, R), then f is infinitely differentiable in
(i)
B(0, R) and ai = f (0)/i!. In other words, the coefficients of a power series
are unique and if the function f (z) is a power series, then
f (z) =
X
f (i) i!
i=0
iii. Since i=0 ai z i converges absolutely for |z| = r, the series Pi=0 ai ri
138
P
iv. By P
parts (i, iii), the series i=1 iai z i1 converges
uniformly on B(0, r).
P
n
i
Let fn = i=0 ai z i . By Theorem
12.6.1,
f
=
a
z
is differentiable and
i
Pn
P i=0
f 0 = limn fn0 = limn i=1 iai z i1 = i=1 iai z i1 for z B(0, r), so also
for all z B(0, R).
v. Direct application of the previous facts.
P
Corollary 13.1.2 Consider the infinite series i=0 ai (z a)i with 0 < R =
lim{1/|ai |1/i } R0 {} its radius of convergence. Let 0 < r < R.
Then the following hold. P
i. P
If z B(a, R), then i=0 ai (z a)i converges absolutely. If z 6 B(a, R),
i
iv.
i=0 ai (z a) is infinitely differentiable in B(a, R) and
X
X
(
ai (z a)i )0 =
iai (z a)i1 ,
i=0
i=1
the convergence P
being uniform in B(a, r).
13.2
Taylor Series
P
P
As seen above, the power series i=0 ai z i and their cousin i=0 ai (z a)i are
easy to handle, they behave almost like polynomials. According to these results,
it would be helpful if every function could be expressed as such an infinite series
around any a. But since such a series is infinitely differentiable if it converges
around a, a function which is not infinitely differentiable around a cannot be
expressed as such a series. As it happens, even this condition is not sufficient
for a function to be expressed as such a series. We will see an example of such
a function later.
A function f defined on an open subset U (of R or of C) is saidP
to be analytic
139
is enough to insure that for any a U , f = i=0 ai (z a)i for z B(a, R) for
some R > 0. This result is part of a subject called complex analysis and will
be seen somewhere else. The situation in R is much more mysterious and is the
subject of this section.
Lemma 13.2.1 Let U be an open subset of R and f : U R an (n + 1)-times
differentiable function. Let [a, b] U . Then
f (b) = f (a) +
f 0 (a)
f 00 (a)
f (n) (a)
f (n+1) (c)
(b a) +
(b a)2 + . . . +
(b a)n +
(b a)n+1
1!
2!
n!
(n + 1)!
(b x)2 f 0 (x)
(b x)n f (n) (x) (b x)n+1
. . .
2!
n!
(n + 1)!
g 0 (x) =
(bx)
f (n+1) (x)
n!
(bx)n
.
n!
(bx)n
n!
Thus = f (n+1) (c). Now the equation g(a) = 0 gives the desired result.
Corollary 13.2.2 Let U be an open subset of R and f : U R an (n + 1)times differentiable function. Let [a, b] U . Then for all x [a, b) there is a
(x, b) (that depends on a and x) such that
f (x) = f (a)+
f 0 (a)
f 00 (a)
f (n) (a)
f (n+1) ()
(xa)+
(xa)2 +. . .+
(xa)n +
(xa)n+1 .
1!
2!
n!
(n + 1)!
X
f (i)
(z a)i
i!
i=0
(n+1)
()
(z a)n+1 | converges to 0 as
around a (so is analytic) if and only if | f (n+1)!
n goes to infinity. The term (n + 1)! is helpful to make the quantity small. If
z is close to a, (z a)n+1 can also be made small. Only the term f (n+1) () is
bothersome. Note that here depends on n, a and x.
140
13.2.1
n
X
ai xi + xn (x)
i=0
1
= 1x2 /2!+x4 /4!x
6 /6!+x7 f (x)
1
= 1(x2 /2!x4 /4!+x
6 /6!x7 f (x))
= 1 + (x2 /2! x4 /4! + x6 /6! x7 f (x))+
+(x2 /2! x4 /4! + x6 /6! x7 f (x))2 +
+(x2 /2! x4 /4! + x6 /6! x7 f (x))3
= 1 + (x2 /2! x4 /4! + x6 /6!) + (x4 /4 x6 /4!) + x6 /8 + x7 g(x)
= 1 + x2 /2 x4 (1/4! 1/4) + x6 (1/6! 1/4! + 1/8) + x7 g(x)
= 1 + x2 /2 + 5x4 /24 + 61x6 /720 + x7 g(x),
1
sin
x 3cos x 5
3 1
1
1
x + 1
3! + 2 x + 5! 12 +
2 5
x ,
x + 13 x3 + 15
x2
5x4
2 + 24
5
5
24 x +
6
6
+ 61x
+
x
g(x)
720
x6 h(x)
141
find the Taylor polynomial of tan x, except may be the first term. But since
tan 0 = 0, the first term must be 0.
Fourth Method. Since tan x is ( ln(cos x))0 = tan x, if we know the
Taylor polynomial of ln(cos x), then by differentiating, we can find the Taylor
polynomial of tan x:
2
4
6
ln 1 x2! + x4! x6! x7 f (x)
4
6
= ln 1 x2! x4! + x6! + x7 f (x)
2
2
4
6
= x2! x4! + x6! + x7 f (x) 12 x2!
2
3
4
6
13 x2! x4! + x6! + x7 f (x)
1 4
2 6
= 12 x2 12
x 90
x + x7 g(x)
ln(cos x) =
x4
4!
x6
6!
2
+ x7 f (x)
Hence
0
1 2
1 4
2 6
1
2
7
x + x + x + x g(x) = x+ x3 + x5 +x6 h(x)
2
12
90
3
15
2
4
6
x5
x7
1
8
= x3 1!
x3! + x5! x7! +
5! 7! + xf (x)
1(1)(1)
111
2
x3 1 + 3 11(1)
x4 +
1!1!3! x + 3 1!1!5! + 3
1!3!3!
+ 3! 1(1)1
+ 3 11(1)
x6 + x7 0 (x)
+ (1)(1)(1)
3!3!3!
1!3!5!
1!1!7!
13 4
41
x3 1 12 x2 + 120
x 3024
x6 + x7 0 (x)
13 7
41
x3 12 x5 + 120
x 3024
x9 + x10 0 (x)
=
=
=
=
x3
x
1!h 3!
3
x7 f (x)
1
1+x
142
iv. a. Estimate the error made in replacing the function exp on the interval
[0, 1] by its Taylor polynomial of degree 10.
b. On what interval [0, h] does the function exp differ from its Taylor
polynomial of degree 10 by no more than 107 ?
c. For what value of n does the function exp differ from its Taylor polynomial of degree n by no more than 107 on the interval [0, 1]?
13.3
Analytic Functions
X
f (n) (a)
(x a)n .
n!
n=0
Note that (T f )(x) may or may not be convergent for a given x. But if T f is
convergent, then T f and f have the same nth -derivatives at 0 for all n. Does
this condition implies that T f = f . Thus we have two questions:
1. For what values of x is (T f )(x) convergent? Is T f convergent for all
x U.
2. In case (T f )(x) is convergent on U , do we have (T f )(x) = f (x) for all x?
The answer to both questions is negative as the next examples show.
Examples.
P
1
i 2i
i. Let f be the real function f (x) = 1+x
2 . Then T f (x) =
i=0 (1) x .
It can be easily checked that T f converges for x (1, 1) and diverges
elsewhere, although f is defined everywhere. Thus the answer to the first
question is negative.
ii. Let
f (x) =
e1/x
0
if x 6= 0
if x = 0
13.4
143
Transcendental Functions
We define
exp(z)
sin(z)
cos(z)
cosh(z)
sinh(z)
=
=
=
=
=
P n
n=0 z /n!
P
(1)n z 2n+1 /(2n + 1)!
Pn=0
(1)n z 2n /(2n)!
Pn=0
2n
n=0 z /(2n)!
13.4.1
exp(iz)exp(iz)
.
2i
i=0
i=0
(x + y)i /i! =
n X
i
n X
i
n X
i
X
X
X
xj y ij
xj y k
i
xj y ij /i! =
=
.
j
(i j)!j!
k!j!
i=0 j=0
i=0 j=0
i=0 k=0
144
Proof: Easy.
Theorem 13.4.4 The functions sin and cos restricted to R have a common
period.
Proof: Assume cos(x) > 0 for all x. Then sin is increasing. Since sin(0) = 0,
sin(x) > 0 for all x > 0. Thus cos0 = sin < 0 on R>0 . Also, cos00 (x) =
cos(x) < 0 and this contradicts Exercise ii, page 141. Thus cos(x) = 0 for
some x > 0. Then sin(x) = 1. So cos(2x) = cos2 (x) sin2 (x) = 1 and
sin(2x) = 0. Thus A := { R>0 : sin() = 0} is nonempty. By the formulas
sin(x + y) = sin x cos y + sin y cos x and sin(x) = sin x, we see that the set
A of zeroes of sin x = 0 is an additive subgroup of R. Since sin is continuous,
this subgroup is closed. If it had an accumulation point, the accumulation point
itself would be in A, but then 0 would be an accumulation point. Let (a, b) be
an open interval. Assume 0 < a < b. Let A be such that 0 < < b a.
Then n (a, b) A for some n N. So A is dense in R. Since A is also closed,
this implies that A = R and sin = 0, a contradiction. Hence A is discrete. Let
> 0 be the least positive element of A. It is easy to show that the period of
sin is 2.
Also follows from Lemma i.
DETAILS
P
i=0
1/i!.
!
n
X
X
N := n! e
1/i! =
n!/i! > 0
i=0
i=n+1
1
i
<
i=1 1/(n + 1) = n+1
i=0 1/(n + 1)
1
1
= n+1
=
1/n,
1
1
n+1
145
See [AZ, page 28] for the fact that eq is irrational for all q Q \ {0}.
The proposition above is a consequence of a more general result:
Theorem 13.4.6PIf (ai )i is a sequence of zeroes and ones which is not even
tually zero, then i=0 ai /i! is irrational.
Proof: The same as above. Take this proof to its appropriate place.
Exercises.
i. Find cos(15 ).
ii. Express sin(4x) and cos(4x) in terms of sin x and cos x. (Prove your
formula).
iii. Let f (x) = x3 3x + 5. Show that f (ln a) = 6 for some a > 1.
iv. Show that
exp(2iz)1
exp(2iz)+1
P
viii. Find the radius of convergence of n=1 sinn n z n . (Solution: Since sinn n z n
|z|n , the radius of convergence 1. If the radius of convergence
is > 1,
P
n1
then the radius of convergence of the derived series
sin
n
z
is
n=0
also > 1. But by Exercise vi, page 145, the general term sin n z n does not
converge to 0 if |z| 6< 1).
146
13.4.2
13.4.3
Logarithm
13.4.4
Hyperbolic Functions
13.5
Supplement
13.5.1
Trigonometric Functions
exp(iz) exp(iz)
1
= lim
[(1 + iz/n)n (1 iz/n)n ].
n
2i
2i
n
n
On the
other hand, we note that
13.5.2
Series
13.6. NOTES
147
Exercises.
i. Show that
ii. Show that
P
k=1
k=0 (xe
x k
13.6
Notes
Analytic functions are not the only functions whose sequence (f (n) (x0 ))n of
derivatives determine the function in a neighborhood of x0 . The functions defined and infinitely differentiable on [a, b] such that if Mn = max{|f (n) (x)| :
P
1/n
x [a, b]}, then n 1/Mn is divergent (Denjoy 1921 and Carleman). Such
functions are called quasi analytic.
148
Chapter 14
Graph Drawing
14.1
14.1.1
Asymptotes
Exercises.
i. Draw with as much care as possible the graph of f (x) =
x2
(x1)(x+2) .
14.2
Parametric Equations
14.3
Polar Coordinates
14.4
Geometric Loci
Exercise. [BR] Let A = (1, 0). Find the set of points M of the plane R2 such
that, if P and Q design the projections of M onto the axes x and y respectively,
the point S of intersection of AQ and P M is at distance 1 from A.
First Solution. Let M = (x0 , y0 ). Then P = (x0 , 0) and Q = (0, y0 ). The line
0
AQ has equation y = 0y
10 x+y0 . Thus the point S has coordinates (x0 , y0 x0 +
y0 ). The square of its distance from A(1, 0) is (x0 1)2 + (y0 x0 + y0 )2 , which
we want to be 1. Thus the equation of the curve in Cartesian coordinates is
1
(x 1)2 + (yx + y)2 = 1, or (x 1)2 (1 + y 2 ) = 1, or y 2 = (x1)
2 1, i.e.
1/2
1
1
y = (x1)
. Note that x 6= 1 and (x1)
2 1
2 1 0, i.e. x [0, 2] \ {1}.
149
150
Note also that the curve is symmetric with respect to the x axis. The line x = 1
is an asymptote and the curve is also symmetrical with respect to the line x = 1.
It is possible to draw this curve, even if some painful work is necessary.
Second Solution. Let be the angle P AQ. Then one can see immediately
that
x() = 1 cos
y() = tan()
where [0, 2] \ {/2, 3/2}. It is enough to draw the curve when [0, /2)
because of the obvious symmetries.
It is easy to see that
i) x(0) = y(0) = 0.
ii) x and y both increase when increases from 0 to /2.
iii) When goes to /2, x goes to 1 and y goes to . Thus there is an
asymptote at = /2, which is the line x = 1.
Differentiating with respect to , we find
dx/d
dy/d
=
=
sin
1/ cos2 .
Thus
dy/dx = (dy/d)/(dx/d) = 1/ cos2 sin .
It follows that when [0, /2), y is an increasing function of x. It also follows
that the y axis is tangent to the curve (case = 0).
Now we find d2 y/dx2 :
d2 y/dx2 = d(dy/dx)/dx = (d(dy/dx)/d)/(dx/d) = (1/ cos2 sin )0 / sin
=
2 sin2 cos2
.
cos3 sin3
2
2
There
=
is an inflection point when 2 sin cos = 0, i.e. when y = tan()
0
1/ 2. We can compute thep
first coordinate x of the inflection
point:
1/
cos
2
p
1 = tan2 = 1/2, cos = p 2/3 and x = 1 cos = 1 2/3. The graph is
14.5. SUPPLEMENT
14.5
151
Supplement
Note that Theorem 12.5.3 follows from the above one by taking g(x) = x.
Lemma 14.5.2 If f is differentiable then f 0 satisfies the Mean Value Theorem,
i.e. if a, b U , f 0 (a) < < f 0 (b), then f 0 (c) = for some c (a, b).
Proof: Since f 0 (a) < < f 0 (b), there is an h > 0 such that
f (a + h) f (a)
f (b + h) f (b)
<<
.
h
h
(x)
Fix such an h > 0. The function x 7 f (x+h)f
is continuous on (a, b). By
h
the Intermediate Value Theorem (Theorem 11.3.3) there is an x = x(h) such
(x)
that f (x+h)f
= . Also, by Lemma 12.5.3, there is a c (x, x + h) such that
h
f (x+h)f (x)
0
= f (c). Thus = f 0 (c).
14.5.1
Lipschitz Condition
14.5.2
A Metric On Rn
i=1
i=1
152
(bi + ci )p ((
n
X
bpi )1/p + (
i=1
i=1
n
X
cpi )1/p )p .
i=1
(bi + ci ) =
i=1
p
n X
X
p
i=1 j=0
bji cpj
i
n
X
bpi
i=1
n
X
cpi
i=1
p1 X
n
X
p
j=1
bji cpj
.
i
i=1
i=1
n
X
bpi +
i=1
j=0
n
X
cpi +
i=1
i=1
i=1
p1 X
n
n
X
X
p
(
bpi )j/p (
cpi )(pj)/p .
j
i=1
j=1
i=1
n
n
X
X
bji cpj
(
bpi )j/p (
cpi )(pj)/p
i
i=1
i=1
i=1
bpi ,
n
n
X
X
ri si (
r) (
s)
i=1
i=1
i=1
ri
ui = Pn
i=1 ri
ri
and vi = Pn
i=1 si
u
i vi = 1
i=1
if 0 ui , 0 vi ,
Pn
i=1
ui =
Pn
i=1
14.5. SUPPLEMENT
153
Pn
Set f () =
i=1 ui vi = 1. Note that f (0) = f (1) = 1. Then an easy
calculation shows that
X
X
1
1
1
f 0 () =
i = 1n (ln(ui )u
ln(vi )u
)=
i = 1n u
(ln(ui )ln(vi )),
i vi
i vi
i vi
and that
f 00 () =
n
X
1
(ln(ui ) ln(vi ))2 u
).
i vi
i=1
Thus f 00 is concave up, hence f () f (0) = f (1) = 1 for all (0, 1).
154
Chapter 15
Riemann Integral
15.1
15.2
15.3
How To Integrate?
15.3.1
Power Series
15.3.2
Trigonometric Functions
Exercises.
i. Let In =
R /2
0
1 3 5 . . . (2n 1)
2 4 6 . . . (2n) 2
and that
I2n+1 =
2 4 6 . . . (2n)
.
1 3 5 . . . (2n + 1)
ii. [Wallis Formula] Let In be as above. Show that (In )n is a decreasing sequence. (Hint: (sinn x)n is a decreasing sequence of functions). Conclude
that
(2 4 6 . . . (2n))2
= lim
n (3 5 . . . (2n 1))2 2n
2
155
156
(2 4 6 . . . (2n))4
24n (n!)4
=
lim
.
n
n n((2n)!)2
n((2n)!)2
= lim
15.4
Define
f (t, z)dt.
15.4.1
15.5
Applications
15.5.1
Application to Series
1.
Then
the
series
n=1 f (n)
R
converges if and only if 1 f (x)dx exists. Also,
Z
f (x)dx
1
and
where
n+1
n=1
f (x)dx Rn
R
n
f (n) f (1) +
f (n) =
f (x)dx
1
n=1
n
X
f (i) + Rn
i=1
f (x)dx.
m1
f (x)dx f (n) + f (n + 1) + . . . + f (m 1)
n
f (x)dx.
n1
This proves the first part. The second part follows by taking n = 1 and 2 and
sending m to infinity in the above inequalities. The third part is easy as well.
Assume now the series diverges but that f (x) converges to 0 when x goes to
infinity. Let m = m(n) n be any integer valued function. Then
Z m
Z n
Z m
0 f (n) + f (n +1) + . . . +f (m 1)
f (x)dx
f (x)dx
f (x)dx,
n
n1
m1
15.5. APPLICATIONS
157
Z
lim f (n) + f (n + 1) + . . . + f (m 1)
n
f (x)dx = 0.
Z 2n
1
1
1
lim
+
+ ... +
dx/x = 0.
n n
1+n
2n 1
n
R 2n
Since n dx/x = ln(2n) ln(n) = ln(2), we have,
1
1
1
lim
+
+ ... +
= ln(2).
n n
1+n
2n
More generally, let
Z
n = f (1) + f (2) + . . . + f (n)
f (x)dx.
1
n m =
f (x)dx (f (n + 1) + . . . + f (m)).
n
i=1
1
1
lim 1 + + . . . + . . . + ln(n)
n
2
n
exists. This constant is called Eulers constant or Euler-Mascheroni constant. Since the sequence is increasing, the Euler constant is a positive number.
We can now state the following result:
Theorem 15.5.2 Let f (x) be a positive real valued nonincreasing function defined for x 1 and which converges to 0 as x goes to infinity. Then
n
!
Z n
X
lim
f (i)
f (x)dx
n
i=1
158
exists. In particular
1
1
lim 1 + + . . . + . . . + ln(n) = 0.57721 . . .
n
2
n
exists.
Corollary 15.5.3 The series
0.
1
n=1 n1+
P
ln |un |
Corollary 15.5.4 If limn 1 + ln n < 0 then the series n un converges
P
absolutely. If limn 1 + lnln|unn | < 0 then the series n un converges absolutely.
Proof: Follows from Corollary 15.5.3.
n
Theorem 15.5.5 (Raabe and Duhamel) If lim n uun+1
1 > 1, then the
P
n
series n un converges absolutely. If un > 0 and lim n uun+1
1 < 1 then
P
the series n un diverges.
n
Proof: In the first case, there is an > 0 such that n uun+1
1 > 1+
n
1+
eventually. Thus uun+1
> 1 + 1+
n eventually. Let 0 < < . Then 1 + n >
(1 + 1/n)+1 eventually. Thus
+1
un+1
1/(n + 1)+1
n
<
=
un
n+1
1/n+1
P
eventually. Since n 1/n1+ converges, the result follows
fromCorollary 7.2.6.
vn
Assume now we are in the second case. Then n vn1 1 < 1 eventually.
P
1/(n+1)
Thus vn1
eventually. Since n 1/n diverges, the second part follows
vn >
1/n
from Theorem 7.2.6 as well.
Example.
( 1) 2
( 1) . . . ( n + 1) n
z + ...
z + ...
2!
n!
where C. The series converges for |z| < 1 according to dAlembert (Corollary 7.5.2). Suppose now |z| = 1. If un is the term of z n , then
un n + 1
un+1 n .
1 + z +
Thus when |z| = 1, by Raabe and Duhamels Convergence Rule, the series
converges
for <() > 0, because a simple computation shows that
absolutely
un
n un1 1 converges to 1 + <().
If R<0 and x = 1 the series diverges as it can be checked as above.
15.5. APPLICATIONS
159
Exercises.
i. Show that the Euler constant is < 1.
15.5.2
Stirling Formula
ln(n!)
n ln nn
= limn
ln(n!)
n ln n
e
= 1.
Pn
ln x dx = (n + 1) ln(n + 1) n;
i=1 ln i 1
i=1
furthermore the quotient of the first term to the last term converges to 1:
n ln nn
(n+1] ln(n+1)n
=
=
ln n1
ln n1
(1+1/n) ln(n+1)1 ln(n+1)1
1/n
11 ln n
ln n
ln(n+1)/ ln n1/ ln n ln(n+1) 1/n+1
1.
n!
(n/e)n 2n
= 1.
n
.
e
:=
=
=
1
2
3
i=1 i(i+1)ni = 1/2n + 1/6n + g(n)/n
P
where g(n) = i=3 1/i(i+1)ni3 is a positive valued function whose limit when
n goes to infinity is finite (see Exercise i, page 138).
We now introduce
(1)
Sn := sn
1
1
ln n = ln(n!) n(ln n 1) ln n
2
2
160
:=
=
=
=
=
Sn Sn1 = un + 12 ln n1
n
1/2n + 1/6n2 + g(n)/n3 + 12 ln(1 1/n)
1/2n + 1/6n2 + g(n)/n3 12 (1/n + 1/2n2 + 1/3n3 + . . .)
2
+...)/2
(1/6n2 1/4n2 ) + g(n)(1/3+1/4n+1/5n
n3
2
3
1/12n + h(n)/n
n
X
vi =
i=1
n
n
X
1 X
h(i)
.
1/i2 +
12 i=1
i3
i=2
vi =
i=n+1
P
i=1
X
1 X 1
h(i)
+
.
12 i=n+1 i2 i=n+1 i3
P
Now we have two remarks: First we show that n2 i=n+1 h(i)
i3 converges to a
finite number when n goes to infinity. Since (h(i))i is bounded, we may suppose
h(i) = 1. By the integral test, we have,
n2
X
X
1
1
n2
1
2
2
=
n
<
n
dx =
,
3
3
3
i
(n + i)
(n + x)
2(n + 2)2
2
i=n+1
i=1
P
which shows what we want. Thus we may replace i=n+1 h(i)
i3 in the formula
above by t(n)/n2 where t(n) is a function with a finite limit:
t(n)
1 X 1
Rn =
+ 2 .
vi =
2
12
i
n
i=n+1
i=n+1
(2)
=
< 2 <
=
,
i
i+1
i(i + 1)
i
i(i 1)
i1
i
so that
(3)
X
X
X
1
1
1
1
1
1
1
=
<
<
= .
2
n + 1 i=n+1 i
i+1
i
i
1
i
n
i=n+1
i=n+1
Let
n2
k(n) =
12
X
1
1
n i=n+1 i2
!
.
15.5. APPLICATIONS
161
1
1
By (3), 0 < k(n) < n12 ( n1 n+1
) = 12(1+1/n)
< 1. Thus k(n) remains bounded.
(Question: Does it have a limit?) Note that
X
1
1
12k(n)
=
.
2
i
n
n2
i=n+1
(4)
(1)
(2)
(4)
Sn + n ln ne + 12 ln n = S Rn + n ln ne + 21 ln n
n 1
P
t(n)
1
2
S + 12
i=n+1 1/i n2 + n ln e + 2 ln n
n 1
t(n)
1
k(n)
S + 12n
n2 n2 + n ln e + 2 ln n.
n n
1
f (n)
n! = eS
n 1+
+ 2
e
12n
n
for some f (n) that remains bounded when n goes to infinity. It remains to
evaluate A := eS and we use Wallis formula for this. We replace n! by the
formula found above in Wallis formula, which we recall from page 155:
24n (n!)4
.
n n((2n)!)2
= lim
We easily find A =
2. Thus
n! =
n n
1
f (n)
2n
1+
+ 2
.
e
12n
n
Exercises.
i. Show that sn 12 ln n can be made as close to a constant. (Solution: We
continue with the notation
ofP
the proof of the theorem above.P
Note that
Pn
n
n
snP
1 = sn s1P
= i=2 ui = i=2 (1/2i+1/6i2 +g(i)/i3 ) = 12 Pi=2 1/i +
n
n
1
2
and since
1/i2 + i=2 g(i)/i3 . Since g(i) is bounded
i=2 1/i
i=2
6
P
P
P
n
n
1
3
2
and i=2 1/i converge, for n large enough 6 i=2 1/i + i=2 g(i)/i3
can
Pn be madePasn close to a constant as we wish to. On the other hand
i=2 1/i =
i=1 1/i 1, can be made as close to ln n 1 as we wish
to (Theorem 15.5.2). Thus sn can be made close to A + 21 ln n for some
constant A.)
15.5.3
Eulers Function
(z) =
0
et tz1 dt
162
where z C (but the reader may opt to take z R) and, for 0 < a < b, the
function
Z b
F (z) = Fa,b (z) =
et tz1 dt,
a
b0
is b0 such that for all b, b0 > b0 and all z in the right domain, b et tz1 dt < .
Indeed, let > 0 and A be the upper bound for the real part of z. Let b0 be
such that tA1 < et/2 for t > b0 and eb0 /2 < /4. Then we have
|et tz1 | = et tx1 |tiy | = et tx1 |eiy ln t | = et tx1 et tA1 < et/2 ,
so that for b, b0 > b0 ,
R 0
b t z1
b e t dt
It follows that
R b0 t z1
R 0
e t dt < b et/2 dt
et tz1 dt
in the right domain (the real part above some fixed A > 0), a et tz1 dt < .
Indeed let > 0. Let A be the lower bound for the real part of z. For t [0, 1),
we have
|et tz1 | = et tx1 < tx1 tA1 .
Let < 1 be such that A < A/2. Then for all 0 < a < a0 < < 1,
R 0
R a0
R a0
a t z1
a e t dt a et tz1 dt a tA1 dt
= a0A /A aA /A < 2a0A /A < 2 A /A < .
Thus
et tz1 dt
15.5. APPLICATIONS
163
(z) =
et tz1 dt
(z) =
0
et tz1 dt +
et tz1 dt.
As we have seen above the second part is a continuous function of z for all
zP C. We deal with the first one. Let us replace et by its Taylor series
n n
n=0 (1) t /n!. This series converges uniformly for t [0, 1], thus also when
we multiply it with tz1 , hence we can integrate it term per term to get:
R 1 t z1
R 1 P
P R 1
(1)n tn+z1 /n!)dt = n=0 [ 0 (1)n tn+z1 /n!]dt
e t dt = P
(
0
0 n=0
= Pn=0 [(1)n tn+z /n!(n + z)]10
n
=
n=0 (1) /n!(n + z)
Such a series converges uniformly on every compact subset ( closed bounded
subset) not containing the nonpositive integers according to Weierstrass M-test
(Theorem 9.3.3), because thenP
|n + z| > > 0 for some and so |(1)n /n!(n +
(1)n /n!(n + z) +
n=0
et tz1 dt.
But this new expression is well-defined and continuous for all z C \ (N). We
still call it (z).
Now we check that the functional equality
(z + n) = (z + n 1)(z + n 2) z(z)
164
holds for the new definition for all z C \ (N). It is enough to show it for
n = 1. Indeed,
R t z
P
(1)n
(z + 1) =
n=0 n!(n+z+1) + 1 e t dt
P (1)n ((n+z+1)z) R t z
=
+ 1 e t dt
n=0
(n+1)!(n+z+1)
R t z1
P
(1)n ((n+z+1)z)
=
+ [et tz ]
dt
1 +z 1 e t
n=0
(n+1)!(n+z+1)
R t z1
P (1)n
P (1)n
1
=
+ z 1 e t dt
n=0 (n+1)! + z
n=1 n!(n+z) + e
R t z1
P
(1)n
= z n=1 n!(n+z) + z 1 e t dt = z(z).
Chapter 16
Supplements
16.1
Stone-Weierstrass Theorem
Theorem 16.1.1 Let K be a compact metric space. Let A C(K) be a subalgebra. Suppose
1) A separates points.
2) A contains the constant functions.
Then A is dense in C(K) with respect to the uniform norm.
Ex: Find maximal ideals of C([a, b]). Answer: Only the expected ones.
165
166
Chapter 17
Fourier Series
17.1
Hilbert Spaces
Let H p
be a real or complex vector space with a scalar product ( , ). Then
|x| =
(x, x) defines a normed vector space. Suppose H is separable (has
a countable dense subset) and complete. H is called a separable Hilbert
space. Choose a countable dense subset, then a countable maximal linearly
independent subset, then orthogonalize this subset by Gram-Schmidt.
Theorem 17.1.1 Let H be a Hilbert space and M H be a closed subspace.
Then there is a unique y M such that |x y| = d(x, M ).
Theorem 17.1.2 Any Hilbert space is isomorphic to `2 .
17.2
Fourier Series
1
2
|f (x) g(x)|2 dx
167
168
Furthermore
hm , n i = n,m
for all n, m Z
The L2 -norm: |f |2 =
|f (x)|2 dx.
Theorem
g be two integrable functions on [, pi]. Let
P17.2.4 Let f and
P
f (x) cn n and g dn n be its Fourier series. Then
hf, gi =
cn dn
n=inf ty
and
|f |2 =
|cn |2 .
n=inf ty
L2 = {f : |f |2 dx < }.
It tN FN then |f sN | |f tN |.
Chapter 18
Topological Spaces
(continued)
18.1
Product Topology
Q
For each i in an index set I, let Xi be a topological space. Let X = iI Xi .
Consider the smallest topology on X that makes all the projection maps i :
X Xi continuous. This is called the product topology.
Exercises.
i. The open sets
{x
iI
169
170
v. Assume I is Q
finite and each Xi is a metric space. Show that the product
topology on I Xi is given by any of the product metrics.
I = = N and Xi = N has the discrete topology. Then, viewing
vi. Suppose
Q
Xi as the set of function from N into N, we have:
Q
a. Xi is metrisable by the following metric d(x, y) = 1/(n + 1) if n is
the smallest integer for which xn 6= yn .
Q
b. The set of injective functions from into is a closed subset of Xi .
c.
Q Neither the set of surjective functions nor Sym() is a closed subset of
Xi .
Q
Problem 18.1.1 What is the closure of Sym() in ?
Problem 18.1.2 Let Symf () be the set of permutations of Sym() that move
only finitely many elements of . Clearly Symf () is a subgroup of Sym().
What is its closure in Sym()?
Hausdorff Spaces. Let X be a topological space. If for any two distinct
points x and y of X there are disjoint open sets Ux and Uy containing x and y,
then we say that X is Hausdorff.
The coarsest topology on a set with at least two points is not Hausdorff.
Proposition 18.1.3 A metric space is Hausdorff.
Exercises.
i. Assume
that each Xi is a Hausdorff space. Show that the product topology
Q
X
i is Hausdorff.
iI
18.2
Homeomorphisms
18.3
171
18.4
Sequential Compactness
18.5
Supplements
18.5.1
T0 -Identification
172
Chapter 19
Exams
19.1
i. Which of the following are not vector spaces over R (with the componentwise addition and scalar multiplication) and why?
V1
V2
V3
V4
V5
V6
= {(x, y, z) R3 : xy 0}
= {(x, y, z) R3 : 3x 2y + z = 0}
= {(x, y, z) R3 : xyz Q}
= {(x, y) R3 : x + y 0}
= {(x, y) R2 : x2 + y 2 = 0}
= {(x, y) C2 : x2 + y 2 = 0}
(2+2+2+2+2+5 pts.)
Answers. V1 is not a vector space because e.g. (1, 0, 0) V1 , (0, 1, 0)
V2 but their sum (1, 1, 0) 6 V1 .
V2 is a vector space.
V3 is not a vector space because e.g. (1, 1, 1) V3 , but
2(1, 1, 1) 6 V3 .
174
n(n 1) 2
x .
2
(10 pts.)
Proof: We proceed by induction on n.
If n = 0, then both sides are equal to 1.
Suppose we know the result for n, i.e. suppose we know that for any real
number x [0, 1),
(1 x)n 1 nx +
n(n 1) 2
x .
2
(n + 1)n 2
x .
2
175
= a
= b/2x
Equalizing the denominators in the first one, we get the following equivalent system:
4x4 4ax2 b2 = 0
y = b/2x
So now the problem is about the solvability of the first equation 4x4
4ax2 b2 = 0. (Once we find x, which is necessarily nonzero, we set
y = b/2x). Setting z = x2 , we see that the solvability of 4x4 4ax2 b2 = 0
176
viii. Suppose X and Y are two subsets of R that have least upper bounds.
Show that the set X + Y := {x + y : x X, y Y } has a least upper
bound and that sup(X + Y ) = sup(X) + sup(Y ). (15 pts.)
Proof: Let a and b be the least upper bounds of X and Y respectively.
Thus x a for all x X and y b for all y Y . It follows that
x + y a + b for all x X and y Y , meaning exactly that a + b is an
upper bound of X + Y . Now we show that a + b is the least upper bound
of X + Y . Let > 0 be any. We need to show that a + b < x + y
for some x X and y Y . Since a is the least upper bound of X, there
is an x X such that a /2 < x. Similarly there is a y Y such that
b /2 < y. Summing these two, we get a + b < x + y.
ix. We consider the subset X = {1/2n : n N} {0} of R together with the
usual metric, i.e. for x, y X, d(x, y) is defined to be |x y|. Show that
the open subsets of X are the cofinite subsets1 of X and the ones that do
not contain 0. (20 pts.)
Proof: We first show that the singleton set {1/2n } is an open subset of X.
This is clear because B(1/2n , 1/2n+1 ) = {1/2n }. It follows that any subset
of X that does not contain 0 is open. Now let U be any cofinite subset of
X. We proceed to show that U is open. If 0 6 U , then we are done by the
preceding. Assume 0 U . Since U is cofinite, there is a natural number
n such that for all n n , 1/2n U , i.e. B(0, 1/2n ) U . Now U is
the union of B(0, 1/2n ) and of a finite subset not containing 0. Thus U
is open.
For the converse, we first show that a nonempty open ball is of the form
described in the statement of the question. If the center of the ball is 0,
then the ball is cofinite by the Archimedean property. If the center of the
ball is not 0, then either the ball does not contain 0 or else it does contain
0, in which case the ball must be cofinite.
To finish the proof, we must show that an arbitrary union of open balls
each of which does not contain 0 cannot contain 0. But this is clear!
1A
19.2
177
Justify all your answers. A nonjustified answer will not receive any grade whatsoever, even if the answer is correct. DO NOT use symbols such as , , .
Make full sentences with correct punctuation. You may write in Turkish or in
English.
i. Let (an )n be a convergent sequence of real numbers.
a. Does the sequence (a2n )n converge necessarily? (2 pts.)
Since (a2n )n is a subsequence of the converging sequence (an )n , both sequences converge to the same limit.
Remarks. We have seen in class that a subsequence of a converging
sequence converges.
Contrary to what some of you think, a2n 6= 2an !
b. Assume an 6= 0 for all n. Does the sequence (an /an+1 )n converge
necessarily? (2 pts.)
No, the sequence (an /an+1 )n may not converge if limn an = 0. For
example, choose
1/n
if n is even
an =
1/n2 if n is odd
Clearly limn an = 0, but
an
=
an+1
And the subsequence
converges to 0.
(n+1)2
n
(n+1)2
n
if n is even
n+1
n2
if n is odd
n+1
n2
On the other hand, if the limit of the sequence (an )n is nonzero, say `,
then the sequence (an /an+1 )n converges to 1 because limn an /an+1 =
limn an / limn an+1 = `/` = 1. Note that the last part uses the fact
that ` is nonzero.
ii. Find the following limits and prove your result using only the definition.
(30 pts.)
a. limn
2n5
5n+2 .
We claim that the limit is 2/5. Let > 0. Since R is Archimedean, there
2
29
29
is an N such that 2 < N . Now for n > N , | 2n5
5n+2 5 | = 5(5n+2) < 25n <
2/n < 2/N < .
b. limn
2n2 5
5n+2 .
178
2n2 5
5n
>
proves that
= .
c. limn
>
2n2 n2
5n
n2
5n
n
5
>
N
5
A. This
2n 5
n3 +2 .
We claim that the limit is 0. Let > 0. Let N1 be such that 2 > N1
(Archimedean property of R). Let N = max(1, N ). Then for all n > N ,
2
2n 5 2n2 5
2n2
2n2
2
2
n2 1
n3 n5
2 1
n2n3
n2 1
n2
n2
n2 1
n2 1
2n3
>
n2 1
2n
>
n2 n
2n
n1
2
> 2. Hence
n2 1
3
n n5
2 1
n2n3
< (2/n)2 .
2 1
2
n2n3
1
It follows that limn n3nn5
= 0.
P
n
v. Show that the series n=1 (1/n) converges. Find an upper bound for the
sum. (10 pts.)
P
P
Since
n 2, 1/n 1/2,
we have n=1 (1/n)n 1 + n=2 (1/n)n
Pfor
P
1
1 + n=1 (1/2)n = 1 + 2 n=0 (1/2)n = 1 + 1/2 = 3/2.
179
vi. Let (an )n be a sequence of nonnegative real numbers. Suppose that the
sequence (a2n )n converges to a. Show that the sequence (an )n converges to
a. (15 pts.)
Note first that, since an 0, a 0 as well.
Let > 0.
Case 1: a > 0. Since limn a2n = a, there is an N2 such that for all
|a2 a|
|a2 a|
n > N , |a2n a| < a. Now for all n > N , |an a| = ann +a na < .
Case 2. a = 0.
Since the sequence (a2n )n converges to 0, there is an N such that for all
n > N , a2n < 2 . So ( + an )( an ) = 2 a2n > 0. Since > 0 and
an 0, we can divide both sides by + an to get an > 0, i.e. an < .
Since an 0, this implies |an | < .
vii. We have seen in class that the sequence given by an = ((1 + 1/n)n )n
converges to a real number > 1. Let e be this limit. Do the following
sequences converge? If so find their limit. (15 pts. Justify your answers).
n
1
a) limn 1 + n+1
.
n
n+1
n+1
1
1
limn (1+ n+1
(1+ n+1
)
)
1
= limn 1+
=
= 1e =
limn 1 + n+1
1
1
lim
1+
n+1
n+1
e. The first equality is algebraic. The second equality holds because the
limits of the numerator and the denominator
exist and they are nonzero.
n+1
1
The third equality holds because
1 + n+1
is a subsequence of
n
n
1 + n1
.
n
1 3n
b) limn 1 + 2n
.
3/2
1 3n
1 2n
limn 1 + 2n
= limn 1 + 2n
= e3/2 by Question vi.
n2
c) limn 1 + n1
.
1 n
Since limn 1 + n = e > 1, there is an N1 such that for all n > N1 ,
e
1
e1
1 n
| 1 + n1 e| < e1
. Thus,
2 , so 1 < r := 2 + 2 = e 2 < 1 + n
2
n2
n
n
n
rn < 1 + n1
= 1 + n1
. Thus = limr rn 1 + n1
n2
(because r > 1). It follows that 1 + n1
= .
19.3
180
xi. Find the following limits and prove your result using only the definition.
(30 pts.)
a. limn
3n+105
5n79
b. limn
n2 5n+3
100n+2
c. limn
n8
2n3 89
3n
a. limn 23 + n26n
+1
b. limn
5
4
n
7 n
n5
n2 1
n3 n5
2 1
n2n3
n/3
P
converges. Find an upper bound
xiv. Show that the series n=1 n2n+1
for the sum. (10 pts.)
xv. Let (an )n be a sequence of real numbers. Assume that there is an r > 1
such that |an+1 | r|an | for all n. What can you say about the convergence
or the divergence of (an )n ? (6 pts.)
19.4
182
vii. Let (an )n be a sequence of real numbers such that the subsequences (a2n )n
and (a2n+1 )n both converge. Does the sequence (an )n converge necessarily? (2 pts.)
Answer: Of course not! We can have an = (1)n . Then (an )n is a
sequence of alternating ones and minus ones, so that it diverges. And
since a2n = 1 and a2n+1 = 1, the sequence (a2n )n converges to 1 and
the sequence (a2n+1 )n converges to 1.
viii. Let (an )n be a sequence of real numbers such that the sequence (a2n )n
converges to 0. Does the sequence (an )n converge necessarily? (8 pts.)
Answer: Yes! Let > 0. Let = . Since the sequence (a2n )n converges
to 0, there is an N such that for all n > N , |a2n | < , i.e. |an |2 < 2 . Since
|an | and are positive, this implies that |an | < . Thus there is an N such
that for all n > N , |an | < ; i.e. the sequence (an )n converges to 0.
ix. Let (an )n be a sequence of real numbers such that limn an = . Is it
true that limn a2n = ? (3 pts.)
Answer: Yes! Let A be any real number. limn an = , there is an
N such that for all n > N , an > A. Then for 2n > N , a2n > A.
x. Assume limn an exists and an 6= 0 for all n.
(a2n /a2n+1 )n converge necessarily? (5 pts.)
Answer: No, the sequence (a2n /a2n+1 )n may not converge if limn an =
0. For example, choose
1/n
if n is even
an =
1/n2 if n is odd
Clearly limn an = 0, but
an
=
an+1
And the subsequence
converges to 0.
(n+1)2
n
(n+1)2
n
if n is even
n+1
n2
if n is odd
n+1
n2
On the other hand, if the limit of the sequence (an )n is nonzero, say `, then
the sequence (a2n /a2n+1 )n converges to 1 because limn a2n /a2n+1 =
limn a2n / limn a2n+1 = `/` = 1. Note that the last part uses the
fact that ` is nonzero.
xi. Find the following limits and prove your result using only the definition.
(30 pts.)
a. limn
3n+105
5n79
Answer: limn
3n+105
5n79
= 53 .
3n + 105 3
762
32
32
762
762
n2 5n+3
100n+2
Answer: limn
n2 5n+3
100n+2
= .
n2 5n+3
100n2
= .
5 13
,
2
so
Now let A R be any real number. Let N = max(100A + 5, 5). Now, for
all n > N ,
n2 5n + 3
n2 5n + 3
n2 5n
n5
N 5
>
>
=
>
= A.
100n 2
100n
100n
100
100
Here, the first inequality follows from the fact that n > N 5, so that
n2 5n + 3 > 0.
c. limn
n8
2n3 89 .
Answer: limn
n8
2n3 89
= 0.
Proof: Let > 0. Let N = max(1/, 89). Now for n > N , 2nn8
3 89 =
n8
2n3 89
<
n
2n3 n
1
2n2 1
<
1
n2
<
1
n
< .
3n
a. limn 32 + n26n
.
+1
3n
Answer: limn 32 + n26n
= 0.
+1
Proof: We use the fact that 2/3 < 1. Since limn
6n
n2 +1
= 0, there is
3n
an N such that for all n > N ,
< 1/6. Then 0
+ n26n
=
+1
3n
= 0.
(2/3+1/6)3n = (5/6)3n . By Sandwich Lemma limn 32 + n26n
+1
6n
n2 +1
b. limn
5
4
n
7 n
.
n5
Answer: limn
n
7 n
n5
= .
2
3
184
nn
n
such that for all n > N , n75 < 1/8. Then 54 n75
> (5/4 1/8)n =
n
(9/8)n (9/8)n . Since (9/8) > 1, limn (9/8)n = . The result
follows.
n2 1
n3 n5
Answer: limn
2 1
n2n3
n2 1
n3 n5
. (10 pts.).
2 1
n2n3
n2 1
n3 n5
= 0.
n2 1
n3 n5
n 1
< 1/2. On the other hand, for n > 3, 2n3
< n n1 < n.
2
1
n2n3
2
n2 1
1
Let N = max(3, N1 ). Now for n > N , n3nn5
< (1/2) 2n3 <
(1/2)n . Since the right hand side converges to 0, by Sandwich Lemma,
2 1
2
n2n3
n 1
0 limn n3 n5
= 0. (For the first inequality, one needs the
n > N1 ,
fact that n3 n 5 > 0 for n 2. This follows from the facts that
23 2 5 = 1 > 0 and n3 n 5 < (n + 1)3 (n + 1) 5. And this last
inequality is easy to show).
n/3
P
xiv. Show that the series n=1 n2n+1
converges. Find an upper bound
for the sum. (10 pts.)
n/3 P
P
P
1
1
= n=1 1/2n + 21/3 n=0 1/2n + 21/3 n=0 1/2n = 1/2 + 21/3 + 22/3 <
5.
xv. Let (an )n be a sequence of real numbers. Assume that there is an r > 1
such that |an+1 | r|an | for all n. What can you say about the convergence
or the divergence of (an )n ? (6 pts.)
Answer: The sequence diverges. Furthermore the sequence diverges to
if it is eventually positive and to if it is eventually negative.
Proof: One can show by induction on n that |an | > rn |a0 |. Thus
limn |an | = (because r > 1). It should now be clear that the answer is valid.
19.5
of nonzero
1an
an
an
and 1+a2
converge? (6 pts.)
sequences an+1 , 1an+1
n
n+1
185
3n 5
a. limn 5n
2 +3n .
2
5n+3
b. limn n4n+2
2
4
c. limn 5n
2n3 +2
n2 1
n3 n5
2 1
n2n3
n 2n+1
/(2n
n=0 (1) z
P
n=1
n2 +1
n/3
186
19.6
1
|n2
2|
1
n2
+1
P
n
1
|n4
6|
v. Suppose
P that (an )n is a positive and decreasing sequence and that the
series n an is convergent. Show that limn nan = 0.
P
vi. Find a positive sequence (an )n such that the series n an is convergent
but that limn nan 6= 0.
P
vii. Suppose that series n an is absolutelyPconvergent and that the sequence
(bn )n is Cauchy. Show that the series n an bn is absolutely convergent.
P
viii. Let (an )n be a sequence. Suppose that n=1 |an an+1 | converges. Such
a sequence is called of bounded variation. Show that a sequence of
bounded variation converges.
19.7
187
iv. a X is a fixed element and is the set of all subsets of X that contain
a, together with of course. (5 pts.)
Answer: Only the eventually constant sequences converge to a. A sequence converge to b 6= a if and only if the sequence eventually takes only
the two values a and b.
v. is the set of all cofinite subsets of X, together with the of course. (6
pts.)
Answer: All the sequences without infinitely repeating terms converge
to all elements. Eventually constant sequences converge to the constant.
There are no others.
II. Subgroup Topology on Z. Let = {nZ + m : n, m Z, n 6= 0} {}.
We know that (Z, ) is a topological space.
i. Let a Z. Is Z \ {a} open in ? (5 pts.)
Answer: Yes. n6=0,1 nZ (3Z + 2) = Z \ {1}.Translating this set by
a 1, we see that Z \ {a} is open.
ii. Find an infinite non open subset of Z. (5 pts.)
Answer: The set of primes is not an open subset. Because otherwise, for
some a 6= 0 and b Z, the elements of aZ + b would all be primes. So b,
ab + b and 2ab + b would be primes, a contradiction.
iii. Let a, b Z. Is the map fa,b : Z Z defined by fa,b (z) = az + b
continuous? (Prove or disprove). (10 pts.)
Answer: Translation by b is easily shown to be continuous. Let us consider the map f (z) = az. If a = 0, 1, 1 then clearly f is continuous.
Assume a 6= 0, 1 and that f is continuous. We may assume that a > 1
(why?) Choose a b which is not divisible by a. Then f 1 (bZ) is open,
hence contains a subset of the form cZ + d. Therefore a(cZ + d) bZ.
Therefore ac = b and so a divides b, a contradiction. Hence f is not
continuous unless a = 0, 1.
iv. Is the map fa,b : Z Z defined by f (z) = z 2 continuous? (Prove or
disprove). (5 pts.)
Answer: No! Left as an exercise.
v. Is the topological space (Z, ) compact? (Prove or disprove).(15 pts.)
Answer: First Proof: Note first the complement of open subsets of
the form aZ + b are also open as they are unions of the form aZ + c
for c = 0, 1, . . . , a 1 and c 6 b mod a. Now consider sets of the form
Up = pZ + (p 1)/2 for p an odd prime. Then p Up = because if
a p Up then for some x Z \ {1}, 2a + 1 = px + p, so that a is
divisible by all primes p and a = 0. But if a = 0 then (p 1)/2 is divisible
by p, a contradiction. On the other hand no finite intersection of the Up s
188
Bibliography
[A]
[AZ]
[BR]
[PZ]
William R. Parzynski and Philip W. Zipse, Introduction to Mathematical Analysis, McGraw-Hill 1987.
[V]
Georges Valiron, Th
eorie des Fonctions, Masson et Cie , 1941, third
edition 1966.
189
Index
<, 13
R, 53
+, 13
, 14
, 13
>, 13
, 13
01 , 16
binary operation, 9
Binary Relations, 1011
Bolzano-Weierstrass Theorem, 71, 73
bounded away from a, 64
bounded sequence, 59
bounded set, 59
C, 39
cartesian product, 43
Cauchy Condensation Test., 87
Cauchy sequence, 68
Cauchys Mean-Value Theorem, 163
center of a ball, 54
chain, 21
circle, 54
closed subset, 127
closure, 128
coefficients of a polynomial, 65
commutative binary operation, 9
commutative group, 16
commutativity, 17
compact, 129
Comparison Test, 86
complete metric space, 79
completeness, 23
complex numbers, 3942
conditional convergence, 92
conjugate of a complex number, 41
connected topological space, 131
constant sequence, 57
continuous at a point, 133
continuous function, 134, 135
contractive sequence, 75
convergence, 57
convergence of series, 83
convergent sequence, 57
cosine, 90
0, 13, 14
00 , 30
1, 13
2, 20
Abels Lemma, 120
Abels Theorem, 120
abelian group, 16
absolute convergence, 87
absolute extremum, 144
absolute maximum, 144
absolute minimum, 144
absolute value of a real number, 21
addition, 1416
addition of real numbers, 13
algebraic numbers, 95
alternating series, 88
analytic functions, 150, 154
Archimedean Property, 29
associative binary operation, 9
associativity of series, 85
associativity of the addition, 14
associativity of the multiplication,
16
Banach algebra, 53
Banach Space, 53
base of a topology, 128
190
INDEX
decimal expansion, 92
decreasing sequence, 33
degree, 65
dense, 34
derivative, 143
differentiable at a point, 143
disconnected, 131
discrete metric, 51
discrete topology, 125
distributivity, 1718
divergence of series, 83
divergence to infinity, 76
divergent sequence, 57
division, 36
division of integers, 29
e, 74, 156
equivalence relation, 11
Euclidean metric space, 51
Eulers constant, 169
Eulers Gamma function, 175
Euler-Mascheroni constant, 169
eventually constant sequence, 57
exponentiation, 30, 90
extended real line, 126
extremum, 144
factorial, 31
Fibonacci sequence, 82
field, 18
finest topology, 125
Gamma function, 175
geometric series, 85
glb(A), 22
group, 14
harmonic series, 85
Hausdorff space, 182
Heine-Borel Theorem, 129
Hilbert space, 179
homeomorphism, 182
i, 40
IdA , 10
identity element, 14, 16
191
identity element of a binary operation, 9
increasing sequence, 33
induced topology, 126
inductive, 27
inf(A), 22
integers, 34
integral part, 29, 36
Integral Test, 168
interior, 127
Intermediate Value Theorem, 138
intervals, 21
inverse, 14, 16
inverse element, 14, 16
inverse element in a binary operation, 10
inverse of a function (bijection), 10
isolated point, 133
less than, 13
lexicographique ordering, 23
lim, 78
limit, 57, 182
limit at infinity, 123
limit inferior, 78
limit of a function, 121, 122
limit point, 121, 133
limit superior, 78
lim, 78
linearly ordered set, 21
Liouville number, 96
Lipschitz condition, 163
local extremum, 144
local maximum, 144
local minimum, 144
lub(A), 22
maximal element, 22
Mean Value Theorem of Differential
Calculus, 145
metric space, 50
metrisable topology, 125
minus, 14
Monotone Convergence Theorem, 70
monotone sequence, 70
mth -root, 31
192
multiplication, 1617
multiplication of real numbers, 13
Natural Numbers, 2730
natural numbers, 27
nested intervals property, 33
nonalgebraic numbers, 95
nondecreasing sequence, 33, 70
nonincreasing sequence, 33, 70
nonnegative, 20
normed real vector space, 52
nth power, 30
one, 13
open ball, 54
open subset, 125
open subset of a metric space, 54
order, 13, 1921
ordered field, 19
p-adic metric, 51
partial sums, 83
Peano, 140
pointwise convergence of a family of
functions, 122
pointwise convergence of a series of
functions, 115, 119
pointwise limit, 113, 122
polynomial, 44, 65
power series, 91
product, 13
product topology, 181
R, 13
R , 16, 20
R<0 , 20
R0 , 20
R>0 , 20
R0 , 20
Raabe and Duhamels Convergence
Rule, 170
radius of a ball, 54
radius of convergence, 91, 149, 150
Ratio Test, 90
rational numbers, 34
Real Numbers, 1324
INDEX
real sequence, 33
real vector space, 44
real vector spaces, 4347
rearranging the terms of a series, 84,
87
reflexivity, 11
Rolles Theorem, 145
Root Test, 90
scalar multiplication, 43
scalar product, 49
sequence, 33
sequential compactness, 183
series, 83
series of functions, 115
sine, 90
square root, 34, 73
strictly decreasing sequence, 33
strictly increasing sequence, 33
strictly negative, 20
strictly positive, 20
subsequence of a sequence, 33
subspace, 46
sum, 13
sum of vectors, 43
sup(A), 22
sup metric, 51
Sym(A), 10
symmetry, 11
T0 -topological space, 183
Taylor series, 151
(T f )(x), 154
topological space, 125
topology generated by, 126, 128
totally ordered set, 21
totaly disconnected, 131
transcendental numbers, 95
transitivity, 11
triangular inequality, 50
ultrametric, 51
uniform convergence, 115
uniform convergence of a family of
functions, 122
uniform convergence of a series of
functions, 119
INDEX
uniqueness of the real number system, 37
usual metric, 51
vector, 43
vector space over R, 44
Wallis formula, 167
Weierstrass M-Test, 120
, 13
x1 , 16
x2 , 19
Z, 34
zero, 13, 14
zero sequence, 45
193