Math 310 Book

Introduction to Analysis
Steve Halperin
(with contributions from Elizabeth Hughes)
September 1, 2013
Contents
Chapter 1 Overview
Chapter 2 The Literature and Language of Mathematics
Chapter 3 Basic Set Theory
Chapter 4 The Real Numbers
Chapter 5 Innite Sequences
Chapter 6 Continuous Functions of a Real Variable
Chapter 7 Derivatives
Chapter 8 Area and Integrals
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Chapter 1
Overview
1.1 Purpose of the Course
Most of your university courses focus on new material for you to learn, and test
you on how well you have learned and understood it. This course has a dierent
objective: the primary purpose is to help students learn how to do something,
namely to write proofs of mathematical statements. Mathematical proofs are
just a sequence of statements, each following logically from the next. A common
format is a sequence of statements of the form:
Since Statement A (the hypothesis) is true therefore Statement B (the con-
clusion) is true.
Example 1 1. Since the student is in Math 310, she is registered at the Uni-
versity of Maryland.
To see this as a prototype for a mathematical statement we analyze it
as follows:
Hypothesis: The student is in Math 310.
Conclusion: The student is registered at the University of Maryland.
The conclusion follows logically from the hypothesis because to be in Math
310 you must be registered at the University.
2. If every student in Math 310 gets at least 7/10 on a homework then the
class average is at least 7/10.
Hypothesis: Every student in Math 310 gets at least 7/10 on a home-
work.
Conclusion: The class average is at least 7/10.
2
In this example the conclusion is not immediately obvious from the hy-
pothesis. Thus we need to provide a proof, consisting of the following
statements:
- Let the number of students in the class be n and let x
i
be the grade
of the i
th
student. (Establishes notation.)
- Then by denition the class average is
n
i=1
x
i
n
.
- Since each x
i
7, therefore
n
i=1
x
i
n
7 =
n
i=1
x
i
n

7n
n
=
n
i=1
(x
i
7)
n
0.
Therefore the class average is at least 7/10.
3. If you get an A on your next report card you will be excused from doing
the dishes for a week.
Hypothesis: you get an A on your next report card.
Conclusion: you will be excused from doing the dishes for a week.
In this example the statement is true because it is made by an authority
gure like a parent. NOTE: In Mathematics, authority gure arguments
are not allowed!
Everyone, even at an early age, learns what it means for a statement to follow
logically from another, and sometimes it will be obvious that the statement is
correct. So, writing proofs does not require you to learn to think logically. You
already know how to do that. It does, however, require you to do two other
things:
1. Learn the mathematical language.
2. Write in clear, precise, unambiguous complete sentences.
Here, then, is the central point on which to focus: A mathematical state-
ment must say exactly what the author means. Even a small change in
the order of words can change the meaning, and while you may feel that the
reader will understand what you mean even if you have not said it exactly, that
is simply not acceptable when writing mathematics.
3
Example 2 1. The writer means: Every student has a dierent breed of
dog.
The writer says: Every student in her class has a dierent dog.
The writer should say Every student in her class has a dog, and no two
students have the same breed of dog.
2. The writer means She can nd an x for every > 0 such that |xx
n
| <
if n is suciently large.
The writer says There is an x
n
such that |x x
n
| < .// The writer
should say In a sequence x
n
, n = 1, 2, 3, for every > 0 there is a
natural number N such that |x x
n
| < if n N.
This text will consist mainly of statements and examples, and their proofs, and
the exercises also ask you to prove statements and construct examples. In each
case you are expected to provide a proof of the statement, or that your example
does what it is supposed to.
Thus in homework, tests, and the nal exam the essential criterion by
which your work will be judged is whether it meets the standards
below.
1. Your answers must be a sequence of mathematical statements:
- typed or written legibly in ink;
- clear, precise, and unambiguous;
- without excess verbiage;
- written in complete, grammatical sentences.
2. Each statement must follow logically from the previous ones, with an
explanation as to why.
3. You will get a low grade if your answers do not meet these requirements
even if they give the impression that you understand the material.
4. Your homework answers may rely on facts as outlined below, but you
must in each case indicate which fact you are using and give the explicit
reference:
- any statement already proved in class;
- any statement in any earlier exercise;
4
- any statement in class that I have labelled a quotable fact.
5
Chapter 2
The Literature and
Language of Mathematics
2.1 The Literature of Mathematics
Mathematicians have built up a body of knowledge over several thousand years,
expressed in theorems and examples, all validated by rigorous proofs, and that
once validated are then true forever. This is the literature of mathematics. Each
new piece of knowledge depends on what came before, and sometimes it takes
many decades for little pieces to t together to establish some remarkable new
phenomenon.
The classical example is Fermats last theorem ! Fermat was a 17th century
number theorist, and after he died in 1637 the following statement was found
written in the margin of one of his books: I have found the most wonderful
result, but the margin is too small for me to write down the proof. The simple
assertion was this: If a, b, c, n are natural numbers all greater than 1, and if
a
n
+b
n
= c
n
,
then n = 2.
In the following three hundred years the search for a proof was one of the
holy grails of mathematics. Much of our knowledge in number theory and
geometry was developed in the process. And nally in 1995 Andrew Wiles
(Princeton) published a proof using many of the results which had been estab-
lished over the preceding centuries.
Some of you may wonder about the relation of mathematics to the physi-
cal world we live in. Now mathematical knowledge itself is validated just by
proofs, and so its correctness stands for all time and does not depend in any
way on our physical experience. Nonetheless, much of mathematics is inspired
6
by that physical experience, mathematical knowledge is regularly applied in al-
most every branch of science and engineering, and indeed many mathematicians
focus on building mathematical models and computational algorithms that di-
rectly reect/compute physical phenomena. As a Nobel Laureate in Physics,
Eugene Wigner, wrote in 1960 in a paper entitled The Unreasonable Eective-
ness of Mathematics . . . the mathematical formulation of the physicists often
crude experience leads in an uncanny number of cases to an amazingly accurate
description of a large class of phenomena.
2.2 The Language of Mathematics
If theorems and examples are our literature, then the way we express them is
our language. There are two central distinguishing features to mathematical
language. First, it is (and must be) utterly without ambiguity. A mathematical
statement can never admit of more than one interpretation. Second, math-
ematical statements and writing is terse and to the point. The result is that
mathematical writing is information-intensive.
Denitions and notation are essential tools in keeping our language unam-
biguous and terse and, as with any new language, it is essential that you inter-
nalize the denitions and notation rather than simply memorize them. Indeed,
when learning to speak or write a new language you need to be able to use the
words spontaneously without having to call up each corresponding English word
and then translate it. In the same way, you need to be able to speak/write math-
ematics, not just remember the dictionary of denitions.
You learn a second language most easily by speaking it with others to whom
it comes naturally. You learn to drive a car by driving it and to walk by walk-
ing. You learn to write/speak mathematics by writing it and presenting it and
getting feedback when you get it right and how to correct it when you dont.
The golden rule when writing: never write anything whose meaning is
unclear to yourself ! You can also use this text to nd many detailed exam-
ples of how to write a proof correctly.
The language of mathematics consists of assertions about mathematical
objects. Mathematical objects include the natural numbers, the integers,
the rationals, the real numbers, sets, maps, functions and many other things.
Mathematics uses symbols to denote objects, but in any specic proof each
symbol must have a precise meaning and the same symbol may never
be used with two dierent meanings. In particular, we x the following
notation for the entire course:
1. N will denote the set of natural numbers, and we write N = {1, 2, 3, . . .}.
2. Z will denote the set of integers: Z = {0, 1, 2, 3 . . .}.
7
3. Qwill denote the set of rational numbers: Q = {p/q| p, q N and q = 0}.
4. R will denote the set of real numbers.
5. C will denote the set of complex numbers.
We also use the sigma notation for sums:
If v
i
are numbers or vectors (or anything else we know how to add) then we
write
n
i=1
v
i
= v
1
+v
2
+ v
n
.
More generally, we also write
k
n
i=k
1
v
k
i
= v
k
1
+v
k
1
+1
+v
k
1
+2
+ v
k
n
.
Certain words and expressions frequently appear in mathematical statements:
1. Denition: This is a sentence (or sentences) which assigns a specic
meaning to a word or symbol.
2. Let....: This is a statement which denes some notation or terminology
you will be using.
3. Since: This means because.
4. Such that: This means with the property that.
5. If A then B . This assertion states thst if A is true then B is true.
Here A is the hypothesis or assumption (both words mean the same
thing), and B is the conclusion. This is often denoted by
A B.
It may also be phrased as Assume A; then B, or as B if A, or as A
implies B.
6. A only if B. This means that A is not true unless B is true. In other
words, if B is not true then A is not true.
7. A if and only if B This means that if B is true then so is A, and
that if B is not true then A is not true. In other words, A is true if and
only B is true. This is often denoted by
A B.
8. The converse to the statement If A is true then B is true is the
statement if B is true then A is true.
8
9. The contrapositive to the statement A is true is the statement A
is not true.
10. Theorem, proposition, lemma: These are names for mathematical
statements that are going to be proved (see next item for proof.
11. Therefore means as a consequence of what just preceded.
12. For every x S there exists a y such that A is true means that
for every choice of x in a given set S there exists a y with the properties
prescribed by A.
13. q.e.d. stands for quid erat demonstrandum, which is Latin for what was
to be proved. It is used at the end of a proof to signal that the proof is
complete.
Important note: Items 5, 6, and 7 are themselves assertions and they may be
true or false!
Example 3 Here are some illustrative examples:
1. Let n be the least natural number such that n 2 and n is not a prime.
2. If x = 2 and y = 4 then x + y = 6. This assertion is true. However, the
assertion x = 2 and y = 4 if x+y = 6 is false, because if x = 1 and y = 5
then x +y = 6.
3. Suppose x and y are natural numbers. Then xy = 2 only if x 2 and
y 2. This is a true statement. But the statement xy = 2 if and only if
x 2 and y 2 is false.
4. This example highlights the importance of getting the order right,
with two similar statements:
(a) For each student in this class there is a date on which that student
was born.
(b) For each date there is a student in the class who was born on that
date.
The rst statement is true and the second is false.
5. A natural number n is odd if and only if it has the form n = 2k + 1 for
some natural number k.
6. For every rational number there is an integer which is larger. (Here you
rst have to pick the rational number p/q and only then can you pick an
integer which works (eg p
2
).
7. For every positive rational number, a, there is a natural number n such
that 1/n < a. Here again you rst have to pick a which will necessarily
Have the form a = p/q with p, q N. Then once you know what a is you
can set n = q + 1.
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Exercise 1 1. For each statement below, the symbols are used either cor-
rectly or incorrectly. Replace the incorrect statements by coorectones.
(a) If x 0 then x N.
(b) If p, q R then p/q can be constructed such that p/q Q.
(c) If x N, y Z, and z C,then x, y, z R.
2. Describe the error in each of the following statements.
(a) If p, q N, where p 2 and q 6, then p +q is even.
(b) Laptops are popular among college students. Therefore at least one
student at Maryland has a laptop.
(c) It is true that U = 6 for every x, y Q such that x +y < U.
3. Does (a) or (b) correctly add such that to the statement: every student
has a height h?
(a) Every student has a height h such that h a where a is the height of
the tallest student.
(b) Every student has a height h such that every student is in a class.
4. Does the statement: Suppose A is a natural number. Recall the denition
of A is that A is a prime number correctly specify that A is a prime
number? If not, change the statement to do so.
5. Is the following statement true or false? Provide a proof for your answer.
Suppose A and B are natural numbers, and that A = 5 if and only if
B = 2. If B = 2, then A = 7.
6. What is the contrapositive of the following statements?
(a) A = 8 if B = 9.
(b) A = 8 if B = 9.
7. What is the converse of the following statements?
(a) B = 9 if A = 8.
(b) A = 8 if B = 9.
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8. The Proposition below is missing a hypothesis. Add that to the statement
and then change the proof so it is correct.
Proposition: The student is reading a book.
Proof: Let the student be reading from a collection of pages.
Dene a book to be a collection of pages such that the pages are bound
together and published.
Therefore the student is reading a book.
q.e.d.
9. The proof of this proposition is incomplete. Add in a step to make it
complete. Then prove the converse of the proposition. Proposition: Ifx
N is an odd number, then it is not an even number. Proof: An odd number
is a number of the form 2n1 with n N.. Let x N be an odd number.
An even number has the form 2n, with n N. Therefore x is not an even
number. q.e.d.
10. What is the hypothesis and what is the conclusion in the following asser-
tions?
i) The cube of an odd natural number is odd.
ii) For every > 0 there is some p N such that 1/p .
11. What is the contrapositive of the statement: For every > 0 there is a
point (x, y) in the plane whose distance from the origin is between /2 and
.
12. What is the converse of the following statement? Suppose n, m N. If
n > m then for some k N, km > n. Is the original statement true? Is
the converse true? provide proofs that show your answers are correct.
2.3 Proofs
Recall that a mathematical proof is a sequence of statements each following
logically from the previous ones, and which together demonstrate the truth of
an assertion. These statements must satisfy the following criteria
- Some may dene notation or terminology.
- Each of the other statements must follow logically from the preceding ones
and the hypotheses, and must explain why!
- The last statement will be the conclusion.
Tips for Writing Proofs from Elizabeth (a former Math 310 student):
1. Learning to write proofs is not like learning how to multiply matrices, and
it can take mental eort and time.
11
2. Remain calm; if you put enough time into this class, you will gure out
how to write proofs.
3. Give yourself plenty of time to work on a proof.
4. Before you start the proof, look back at the given denitions and lemmas
that you think might be useful for this proof. Make sure you fully under-
stand the denitions and lemmas and see if you can nd a way to connect
them back to what you are trying to prove.
5. Restate denitions in your proofs, so you are less likely to use a denition
incorrectly.
6. Working in groups is ne, but make sure you try each exercise thoroughly
on your own rst. You will not have your group to help when it comes
time to take the test.
7. Never hesitate to ask Professor Halperin a question when you are stuck:
either in class, in his oce, or by email. He will welcome your interest: I
know!
8. Most importantly: This class is designed to teach you how to write proofs.
While it is important you understand the concepts, you must be able to use
what you learn to complete a correctly written proof in order to succeed.
There are two standard techniques which are often used to prove statements:
1. Proof by contradiction. Here you suppose that the assertion to be
proved is false and use that assumption to show that a fact already known
to be true is false. It follows that the assertion cannot be fals, and so it
must be true. The proof of the next Proposition is an example of proof
by contradiction.
Proposition 1 There are innitely many prime numbers.
Proof: Suppose there were only nitely many prime numbers, so that
there was a largest prime number p.
Let n = (
k=p
k=1
k) + 1.
Then n > p and n is not divisible by any natural number m p.
But n must be divisible by some prime number q.
Therefore there must be a prime number q > p.
This contradicts the hypothesis that p was the largest prime number.
Therefore there must be innitely many primes. q.e.d.
Remark: This proof was discovered by Euclid about 300 BC.
2. Proof by induction. This is based on the following
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Induction Principle: Suppose given a sequence of statements S(n), one
for each n N. Suppose that
i) S(1) is true, and
ii) whenever S(n) is true then also S(n + 1) is true.
Then S(n) is true for all n N.
The induction principle describes a basic property which we treat as an
axiom about N.
The proof of the next Proposition is an example of proof by induction:
Proposition 2 For every n N,
k=n
k=1
k
3
=
_
n(n + 1)
2
_
2
.
Proof: We prove this by induction on n, with S(n) the equation above.
When n = 1 both sides of the equation equal 1 and so they equal each
other.
Suppose now by induction that S(n) is true for some n.
Then for this n,
k=n
k=1
k
3
=
_
n(n + 1)
2
_
2
.
We have to show that S(n + 1) is true; i.e., that
k=n+1
k=1
k
3
=
_
(n + 1)(n + 2)
2
_
2
.
But
k=n+1
k=1
k
3
=
k=n
k=1
k
3
+ (n + 1)
3
and
_
(n + 1)(n + 2)
2
_
2
=
(n + 1)
2
(n
2
+ 4n + 4)
4
=
_
n(n + 1)
2
_
2
+ (n + 1)
3
.
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Thus, since we have assumed S(n) is true it follows that
_
(n + 1)(n + 2)
2
_
2
=
k=n
k=1
k
3
+ (n + 1)
3
=
k=n+1
k=1
k
3
.
Therefore S(n+1) is true, and the proposition follows by induction. q.e.d.
There is another form of the induction principle we shall also use, as
illustrated in the next Proposition:
Proposition 3 Suppose given a sequence of statements S(n), one for each
n N, and that
i) S(1) is true, and
ii) whenever S(k) is true for k n then also S(n + 1) is true.
Then S(n) is true for all n N.
Proof: Let T(n) be the statement: S(k) is true for all k n.
Since S(1) is true, so is T(1).
Suppose by induction that T(n) is true.
Then S(k) is true for all k n.
Therefore by hypothesis, S(n + 1) is true.
Since S(k) is true for k n as well, it is true for k n + 1.
Thus T(n + 1) is true.
Now it follows from the induction principle that T(n) is true for all n.
Therefore S(n) is true for all n. q.e.d.
The principle of induction can also be used for construction, and we illus-
trate this by the following example.
Example 4 Construction by induction
An innite sequence of integers n
k
Q, k 1is constructed by induction
by requiring that:
n
1
= 1, and
n
k+1
=
_

i=k
i=1
n
i
2
, if
i=k
i=1
n
i
is even;
k, if
i=k
i=1
n
i
is odd.
Exercise 2 1. The proofs below are incomplete. Complete them to correct
proofs.
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(a) Proposition: There are innitely many even natural numbers.
Proof: An even natural number has the form 2n with n N. Suppose
there is a largest even natural number r. There there must be some
pN with p > r. Let s = 2p. Therefore there are innitely many even
numbers. q.e.d.
(b) Proposition: If k N and k
2
is even then k
2
is divisible by 4.
Proof: The square of an odd natural number is odd. Therefore k must
be even and so k
2
is divisible by 4. q.e.d.
2. Is (a) or (b) a proof that the following statement is wrong? Statement:
All ducks are red.
(a) There exists a yellow duck, A. Therefore not all ducks are red.
(b) We have not seen all ducks. Therefore some may not be red.
3. Correct these sloppy attempts at proofs:
(a) Show that the following statement is false: If the sum of an odd num-
ber of natural numbers is odd then each of those natural numbers is
odd.
Proof: Recall that 2 is a natural number. Notice that 2 + 2 + 2 = 6.
But 6 is not odd despite being the sum of an odd number of natural
numbers. Also, 4 is a natural number and is not odd. q.e.d.
(b) Prove the following statement: If n
2
is odd then n is an odd natural
number.
Proof: Suppose n
2
is odd where n is any even natural number. Then
it must be true that n
2
= n(n) = n
1
+ +n
n
= i = 1nni. However
any even number plus another even number must be even. Therefore
n must be any odd natural number. Therefore if n
2
is odd then n is
an odd natural number. q.e.d.
4. Prove or disprove the following statement: For every x Q there is a
unique n N which is the cloural number to x.
2.4 Counterexamples
Counterexamples are examples which demonstrate that some assertions are
false. Thus the example asked for in Exercise 1.3 is a counterexample. There
is a much deeper example from the theory of equations. You learned in school
that the quadratic equation
ax
2
+bx +c = 0
has two solutions, x = (b
b
2
4ac)/2a. One might ask whether the solu-
tions to higher order equations can also be expressed in formulas that only use
15
n
th
roots, for some natural numbers n, and indeed this is true for cubic and
quartic equations.
However, it is not true for all fth degree equations, as was shown by Abel
and Runi in 1824. The easiest way to show this is by an explicit counterex-
ample and a very simple one was proved about a century ago by a famous
algebraist, Emil Artin, who showed that roots of the equation x
5
x 1 = 0
cannot be expressed in this way.
Exercise 3 Do the following:
1. Show by a counterexample that the following statement is false: If a, b N
then a
3
+b
3
is the cube of a natural number.
2. Prove by contradiction that 2 is not the square of a rational number.
3. Prove by induction that the sum of an odd number of natural numbers is
odd if each of the natural numbers is odd. What is the converse statement?
Show by a counterexample that the converse is false.
4. Prove that if n is an odd natural number then n
2
is odd. What is the
converse statement? Decide if it is true or false and prove your answer.
5. What is the converse of the statement A implies B? Construct an ex-
ample where a statement is false but the converse is true.
6. What is the converse of the statement A is true if and only if B is true.?
What is the diernce in meaning between the original statement and the
converse?
7. Construct by induction an innite sequence of natural numbers (x
n
)
n1
such that for n 2, x
n
>
n1
i=1
x
i
.
8. Construct an example to show that if in each of two school classes the
average GPA of the boys is bigger than that of the girls it may not be
the case that when the classes are combined this is still true: i.e., in the
combined classes the average GPA of the girls may be bigger than that of
the boys.
9. Show by counterexample that the following statement is false: For every
p, q N, p
2
+q
2
> (p +q)
2
50p 51q.
10. Show by counterexample that the following statement is false: If s >
39, t > s + 5, andu > 33, then t +u > 82 for all t, u, s N.
16
Chapter 3
Basic Set Theory
3.1 Sets
As we move out of the familiar territory of the plane we need a language that
permits us to speak and write precisely, to formulate clear statements, and to
provide proofs and examples that are clear and unambiguous.
The basic language we start with is that of sets and maps. Of course, as we
go forward in the course we shall add to this vocabulary, but for the moment,
lets just get used to playing with sets and maps.
Denition 1 Sets
A set is any specied collection of things, abstract or concrete. The things
are called the elements of the set. If x is an element in a set S we say x
belongs to S, and denote this by x S.
Note: To dene a set we must specify its elements.
Denition 2
1. A nite set is a set with only nitely many elements. In this case |S|
denotes the number of elements in S.
2. A subset of a set S is a set W all of whose elements are elements of
S. We denote this by W S. We often use the following notation for a
subset W S:
W = {x S | },
where

species which elements in S are in W.

17
3. The product of sets S and T is the set S T whose elements are the
ordered pairs (x, y) with x S and y T. We often write this as
S T = {(x, y) | x S and y T}.
4. The set with no elements. It is called the empty set and is denoted by .
Denition 3 Families of sets
1. A family of sets is a set mathcalS whose elements are other sets. This
is ometimes denoted by mathcalS = {S
}. If each S
is a subset of a set
S then we say S is a family of subsets of S.
2. If S
is a family of sets then their union,
and their intersection,
are the sets dened by

x
_
if and only if x S
for some S
,
and
x
if and only if x S
for every S
.
Example 5 Sets
1. N is the set of natural numbers. For each n N let S
n
N be the subset
of all natural numbers except for n. Then mathcalS = {S
n
| n N} is a
family of subsets of N. Moreover,
n
S
n
= N
because every natural number is in some S
n
.
On the other hand,
n
S
n
=
because any natural number k is not in one of the S
n
: namely, k / S
k
.
2. The set, R , whose elements are all the real numbers.
3. A line in the plane is a subset of R
2
, and is also an element in L.
4. The set, R
2
, whose elements are all the points in the plane:
R
2
= {(x, y)| x R and y R} = RR
5. The set whose elements are all the cathedrals in France.
6. The set of all maps from a set S to a set T.
18
7. The set S whose elements are all the subsets of a set S.
8. The subset T S whose elements are all the subsets of S with exactly two
elements.
9. The set L whose elements are all the lines in the plane.
10. The subset of L whose elements are all the vertical lines in the plane.
3.2 Maps
Denition 4 A map between sets, usually written : S T, is a rule which
assigns to each element x S a single specied element (x) T.
If : S T is a map between sets then the image of is the subset Im T
dened by
Im = {(x)| x S}.
Note: To dene a map we must specify three things: the two sets S and T,
and the rule - see the example below.
Example 6 Three maps are dened as follows:
1.
: N N; (n) = n
2
2.
: Z N; (n) = n
2
3.
: N Z; (n) = n
2
In this example all three maps are dierent because the two sets are dierent in
each case even though the formula is the same!
There are three important classes of maps of sets:
Denition 5
1. A map : S T is onto if Im is all of T (i.e., Im = T). In other
words, is onto if and only if every element y can be written in the form
y = (x) for at least one x S.
2. A map : S T is 1-1 if it maps dierent elements in S to dierent
elements in T. In other words, is 1-1 if and only if for every x
1
, x
2
S,
(x
1
) = (x
2
) x
1
= x
2
.
3. A bijection is a map : S T of sets which is both onto and 1-1.
19
Caution: Do not confuse the dierence between the denition of a set map
and the denition of a 1-1 set map. A map : S T associates to x S a
single element (x) T. Thus for any map : S T,
x
1
= x
2
(x
1
) = (x
2
).
A 1-1 map : S T satises
x
1
= x
2
(x
1
) = (x
2
).
Thus : S T is 1-1 means that any element in y Im can be tracked
back to a single element x T such that (x) = y.
Example 7
1. The maps , , in Example 6 are respectively 1-1, but not onto, neither
1-1 or onto, and 1-1 but not onto.
2. The map : N N given by
(m) =
_
1, m = 1, 2,
m1, m 3
is onto, but not 1-1.
3. The map : Z N given by
(k) =
_
2k, k < 0,
2k 1, k 1
is 1-1 and onto;i.e., it is a bijection.
Denition 6
1. The identity map of a set S is the map id
S
: S S dened by
id
S
(x) = x, x S.
2. If : S T and : T W are maps of sets then the composite
: S W is the map dened by
(x) = ((x)), x S.
Example 8 Maps
1. The map f from R to R dened by f(x) = x
2
.
2. The map g from R to the set T of all non-negative real numbers dened
by g(x) = x
2
. Note: as above, f and g are dierent maps even though the
formula is the same.
20
3. S is the set of students enrolled in the University of Maryland on Oct. 1,
2012 and : S N is the rule which assigns to each student the least
number of inches which is greater than or equal to their height.
4. S is the set of students enrolled in the University of Maryland on Oct. 1,
2012, C is the set of all countries that existed prior to Oct. 1, 2012, and
is the rule which assigns to each student the country in which they were
born.
5. : N N assigns to each n N the n
th
integer in the decimal expansion
of .
Remark: A map from a set, S, to R is often called a real valued function on
S, and the formulas you are used to from calculus usually dene real valued
functions on R. However, it is interesting toi note that not every real valued
function on R has a formula.
Lemma 1 Suppose : S T, : T W, and : W U are maps of sets.
Then
1. ( ) = ( ).
2. is a bijection if and only if there is a set map : T S such that
= id
S
and = id
T
.
3. The map in ii) is the only map which satises = id
S
and =
id
T
.
Proof:
1. Both sides evaluated at any x S give (((x)).
Therefore both sides are the same map.
2. Suppose is a bijection.
Let y be any element in T.
Because is onto, there is an element x S such that (x) = y.
Because is 1-1, there is only one such element x.
Thus we may dene a set map by setting (y) = x.
By construction, = id
S
.
On the other hand, every element y T has the form y = (x) for some
x S.
It follows that (y) = (((x)).
21
But we constructed so that ((x) = x.
Thus (y) = (x) = y.
Therefore, = id
T
.
In the other direction, suppose there is a map : T S such that
= id
S
and = id
T
.
Then any y T satises y = ((y)).
Therefore, is onto.
Similarly, suppose x
1
= x
2
.
Then x
1
= (x
1
) = (x
2
) = x
2
.
Therefore is 1-1.
3. Suppose
1
is any map such that
1
= id
S
and
1
= id
T
.
Then by Lemma 1 i),
= id
S
= (
1
) ) =
1
( ) =
1
id
T
=
1
.
q.e.d.
Denition 7 The map constructed in Lemma 1 ii) is called the inverse of
and is denoted
1
.
Exercise 4 Sets and maps
1. Determine if each of the following is a map:
(a) : N N, dened by
(x) =
_
1, 2 x = 1,
x + 2 x > 1.
(3.1)
(b) : R R, dened by
(x) =
_
1 x = 1,
x + 2 x = 1.
(3.2)
(c) : C C dened by:
omega(x) =
_
5 x = 1, 2, 3
x + 2 x = 1, 2, 3.
(3.3)
2. Below are several attempted proofs showing that the map : n n
2
in
Example 5.1 is 1-1. Choose the proof that is correctly written and say what
is wrong (grammar, logic, incompleteness) with the other attempts.
22
(a) Recall a map : S R is 1-1 if and only if for every x, y S:
(x) = (y) if and only if x = y. Recall that every natural number
has a unique square. Thus we must prove that if k, n N and if
k
2
= n
2
then k = n. We do this by contradiction. If this is not true
then either k > n or k < n. If k > n then k = n + m with m N.
It follows that k
2
= n
2
+ 2nm + m
2
> n
2
, which is a contradiction.
The same argument applies if k < n; just switch the roles of k and
n. q.e.d.
(b) Recall that a map : S R is 1-1 if and only if: for every x, y S:
(x) = (y) if x = y. Recall that every natural number has a unique
square. Therefore if k = n then k
2
= n
2
. Therefore the map is 1-1.
q.e.d.
(c) Dene a map : N N have the rule (x) = n
2
for n N. Notice
(n
2
)
1/2
= n
2/2
= n. q.e.d.
(d) Recall a map : S R is 1-1 if and only if for every x, y S:
(x) = (y) if and only if x = y. Notice k
2
= n
2
k = n.
Therefore k
2
= n
2
if and only if k = n. Therefore the map is 1-1.
q.e.d.
3. What is ||?
4. If S and T are nite sets show that |S T| = |S||T|.
5. If S is a nite set show that |S| = 2
|S|
.
6. Prove that:
(a) for any set S, id
S
is a bijection.
(b) The composite of onto set maps is onto.
(c) The composite of 1-1 set maps is 1-1.
(d) The inverse of a bijection and the composite of two bijections are
bijections.
7. Suppose : S T is a map of sets.
(a) If T is nite and the map is 1-1 show that S is nite and that |S|
|T|.
(b) If S is nite and the map is onto show that |T| is nite and that
|S| |T|.
23
8. Suppose : S T is a setmap and that S and T are nite sets with the
same number of elements. Show that the following three conditions are
equivalent:
(a) is a bijection.
(b) is onto.
(c) is 1-1.
9. Construct set maps and from a set S to a set T such that is 1-1
but not onto and is onto but not 1-1.
10. If S and T are nite sets show that there are |T|
|S|
elements in the set of
maps from S to T. How many elements are there in the subset of bijections
of S to itself ?
3.3 Equivalence Relations
A relation between two sets, S and T is a generalization of the idea of a map:
Denition 8 A relation, R, between a set S and a set T is a subset R ST
of the product of S with T. If (x, y) R we say that the relation relates y to
x, or that y is related to x, and we write xRy. If S=T we say that R is a
relation in S.
Note: If : S T is a map, then {(x, (x)) | x S} is an example of a
relation. Relations corresponding to set maps are those subsets of S T that
satisfy the following property: every x S is related to a single y T. By
contrast, any subset R S T is a relation between S and T.
Exercise 5 Relations
1. Identify whether which of the following subsets R SxT is a relation
determined by a map:
(a) S is all of R and T is all of Z, and R = {(2, 3), (3, 4), (4, 5)}.
(b) S = N, T = R and R = {(n, 1/n)|nN}.
(c) S = /bn, T = N and R = {(n
2
, 1/n)|nN}.
2. Show that the relation {(x
2
, x) | x R} R
2
is not the relation deter-
mined by a map.
3. Which are the integers n N such that the relation
{(x
n
, x)|x R} R
2
corresponds to a map from R to R? Prove the
correctness of your answer.
4. If S and T are nite sets, how many relations are there between S and T?
Compare this with the number of maps from S to T - see Exercise 4.
24
Perhaps you have heard the expression,
You cant see the forest for the trees.
The speaker is accusing the audience that they are so bound up in the details of
the trees that they dont come to grips with the more global properties of the
forests. And in fact, sometimes instead of looking at individual trees, we want
to look at the forests as individuals. Similarly, instead of considering individual
people we might want to talk about cities, which are collections of people. We
might want to describe the properties of species, which are collections of ani-
mals, rather than the distinctions between individual animals.
This leads to a very important mathematical idea, which we formalize in the
following way:
Denition 9 A partition of a set S is a family of non-empty subsets S
i
S
such that every element x S belongs to exactly one subset S
i
.
Every partition {S
i
} of a set S determines a specic relation in S S; namely,
we set xRy if and only if x and y are in the same subset S
i
. This is called the
relation of the partition.
Example 9
1. The single set S is a partition of a non-empty set S. The corresponding
relation is xRy for every x, y S;i.e., R = SxS.
2. The family of subsets S
x
, x S of a non-empty set S is a partition of S,
since every x belongs to a single S
x
. The corresponding relation iis xRy
if and only if x = y.
3. A partition of the set, S, of sophomore students at the University of Mary-
land is dened by: For each possible GPA, , S
is the set of students

whose GPA is .
Lemma 2 The relation of a partition {S
i
} of a set S satises the following
properties:
1. For every x S, xRx. (The relation is reexive.)
2. If xRy then also yRx. (The relation is symmetric.)
3. If xRy and yRz then xRz. (The relation is transitive.)
Proof::
1. The relation is reexive because x and x belong to the same S
i
!
25
2. If xRy then by denition x and y are in the same S
i
and so yRx.
Therefore the relation is symmetric.
3. We have to show that if xRy and yRz then xRz.
By hypothesis, x belongs to some (unique) S
i
Since xRy it follows that y S
i
as well.
Since yRz it follows that also z S
i
.
Thus by denition xRz and the relation is transitive.
q.e.d.
Denition 10 An equivalence relation in a set S is a reexive, symmetric,
and transitive relation. Equivalence relations are denoted by x y.
Lemma 2 states that the relation of a partition is an equivalence relation.
Conversely we have
Proposition 4 Every equivalence relation, , in a set S is the relation of a
unique partition of S.
Proof: Fix an equivalence relation, , in S.
For each x S dene a subset S(x) S by
S(x) = {y S | y x}.
Now let {S
i
} denote the family of distinct subsets of S such that each S
i
= S(x)
for some x S.
We will prove three things:
1. This is a partition of S.
2. is the relation of the partition.
3. This is the only partition with as ite relation.
Step 1. This is a partition of S.
By reexivity each x S(x) and so the S
i
are not empty and every x in S
belongs to some S
i
.
Thus to show this is a partition we have to show that any element of S can
belong to only one subset S
i
.
In other words we have to show that if y S(x) and y S(z) then S(x) = S(z).
26
We rst prove that for any x S, if u S(x) then
S(u) = S(x).
In fact, since u S(x) we have u x, and if v S(u) we have v u.
Thus v u x, and since the relation is transitive, v x.
It follows that v S(x); i.e. S(u) S(x).
On the other hand, since u x and the relation is symmetric, x u; i.e.,
x S(u).
By what we have just shown this implies that S(x) S(u).
Since S(u) S(x) and S(x) S(u) we have proved that S(u) = S(x).
Finally, if y S(x) and y S(z), then by the equality we just proved
S(x) = S(y) = S(z).
Therefore {S
i
} is a partition and Step 1 is proved.
Step 2. The equivalence relation is the relation of the partition.
Denote the relation of the partition by R, so that xRy if and only if x and
y are in the same subset S
i
of the partition.
Then it follows from Lemma 2 that:
xRy x, y S(w), some w S, S(x) = S(w) = S(y) x S(y) x y.
Thus R =.
Step 3. The partition {S
i
} is the unique partition which has as its equiva-
lence relation.
Let {T
} be a partition of S with as its equivalence relation.

If x S then the subset T
in the partition containing x will satisfy

y x if and only if y T
.
Thus T
= S(x).
It follows that every T
is one of the S(x).

Since every element of S is in some T
it follows that every S(x) is one of the

T
.
Therefore the partition {T
} is the partition {S
i
}. q.e.d.
Exercise 6 Equivalence relations
1. Provide a complete proof for the statement in Example 9.3.
2. Below ia an attempted formal proof for Lemma 2. State everything that is
wrong with it.
27
Proof: Let S
i
be a partition of a set S. Recall a partition of a set P is
a family of non-empty subsets P
i
P such that every element x PP
belongs to exactly one subset P
i
. For x S
i
, xRx because x and x belong
to the same unique S
i
. Therefore S
i
is symmetric. If xRy, then x and y
are in the same S
i
so yRx is also true. Therefore S
i
is reexive. Since we
suppose x, y S
i
if xRy, then if yRz we need z S
i
. Therefore if xRy
and yRx, then xRz because x, y, and zz are all in the same S
i
. Therefore
S
i
is transitive. Since S
i
is reexive, symmetric and transitive, it is an
equivalence relation. q.e.d.
3. Two UM students are related if they both take at least one class in common.
Is this an equivalence relation?
4. Two UM students are related if they take all their classes in common. Is
this an equivalence relation?
5. Suppose f: S T is a map between two sets. Say x and y in S are related
if f(x) = f(y). Is this an equivalence relation?
6. Suppose S =
m
i=1
S
i
is a partition of a set with n elements for some nat-
ural number n.
(a) If each S
i
has the same number of elements, k,show that k divides n
and that n/k = m.
(b) If each S
i
has i elements nd n.
(c) If each S
i
has i
3
elements, nd n.
(d) If each S
i
has an odd number of elements show that m is even if and
only if n is even.
7. Let Q be the set of all subsets of Q. Thus the elements of Q are the
subsets S Q. Dene a relation
QQ
by setting ST if
(a) for every a S there is some b T such that b a, and
(b) for every c T there is some d S such that d c.
Then
28
(a) Show that is an equivalence relation.
(b) Show that if S is an equivalence class of subsets then
_
SS
S
is an element in S.
(c) Show that if S Q is not equivalent to Q then for some rational
number, a, a > x for all x S.
(d) If a Q are the sets
S = {b Q | b < a} and T = {b Q | b a}
equivalent?
8. Let T
S
denote the set of maps from a set S to a set T. Dene a relation
R T
S
T
S
by setting
fRg
if f(x) = g(x) except for nitely many points x S (depending, of course,
on f and g). Show this is an equivalence relation.
29
Chapter 4
The Real Numbers
The bedrock of analysis is an understanding of the real numbers. Notice the
dierence between the rational numbers and the real numbers: we can describe
the rational numbers explicitly as quotients of one integer by another. No such
simple expression is available for the reals. We may have an intuitive under-
standing of these as the points on the real number line, as distances, or as
(possibly) innite decimals, but we cannot use intuitive understandings to
make rigorous proofs.
The way we solve this problem is by connecting the reals to the rationals
in a way that allows us to extend properties of the rationals to the reals in a
rigorous way. Our rst step is to identify the basic properties of the rationals.
4.1 Properties of the Rationals
Here are the two fundamental concepts for the rationals with which we are fa-
miliar:
1. Algebra: The operations of addition, subtraction, multiplication and
division.
2. Order: If b and a are rational numbers then
a b to mean the same thing as b < a.
The basic properties of the ordering in the rationals are contained in the
next lemma. While they are utterly and totally familiar we shall give formal
proofs to provide more examples of what a proof looks like.
30
Lemma 3
1. For each rational number a Q exactly one of the following three possi-
bilities is true:
(a) a > 0
(b) a = 0
(c) a < 0
2. If a, b, c are any three rational numbers, then:
(a) If a 0 and a < b.
(d) If a b.
3. If a Q then a > 0 a > 1/n for some n N.
Proof:: We prove each statement separately.
1. Suppose a Q.
By denition a is the quotient of two integers.
Thus exactly one of the following three possibilities is true:
(a) a = m/n with m, n N, or
(b) a = 0, or
(c) a = m/n with m, n N.
In the rst case a 0 = m/n with m, n N and so a > 0.
In the second case, a = 0.
In the third case 0 a = a = m/n with m, n N and so 0 > a, which
is the same as a < 0.
2. Let a, b, c be any three rational numbers.
(a) Suppose a a.
(b) Since (a +c) (a +b) = c b it follows that
(a+c)(a+b) = m/n for some m, n N cb = m/n for some m, n N.
Therefore a +b < a +c if and only if b < c.
31
(c) Suppose c > 0 and a < b.
Then c = p/q and b a = m/n for some p, q, m, n N. Thus
cb ca = c(b a) = pm/qn.
Since pm N and qn N it follows that ca < cb.
(d) Suppose a, b are rationals and that a < b.
Then b a = m/n for some m, n N.
Thus a (b) = (b a) = m/n.
Therefore, by denition, a > b.
3. Suppose a > 0.
Then a = p/q for some p, q N.
Thus a 1/q > 1/(q + 1).
Therefore a > 1/n with n = q + 1.
Conversely, for any n N, 1/n > 0.
Thus if a > 1/n then a > 1/n > 0 and so a > 0.
q.e.d.
4.2 Introducing the Reals
Recall that while we may have an intuitive understanding of the real numbers
as the points on the x-axis of the plane, or as distances, or as (possibly) innite
decimals, we cannot use intuitive understandings to make rigorous proofs.
Thus we introduce the reals and list certain elementary properties as axioms,
from which all the other properties will be deduced. In this way we rigorously
extend properties of the rationals to the reals.
Property One: The real numbers are a set, denoted by R, containing the
rational numbers.
Property Two: The operations of addition, subtraction, multiplication
and division are dened for real numbers, coinciding with the old operations in
the rationals, and with the same properties.
Property Three: The ordering of the rationals extends to an ordering of
the real numbers such that
1. For each real number x exactly one of the following three possibilities is
true:
(a) x > 0, in which case we say x is positive.
(b) x = 0.
32
(c) x < 0, in which case we say x is negative.
2. x < y x y < 0.
3. If x < y and y < z then x < z.
4. The product of positive real numbers is positive.
5. If x R and 0 < x then there are natural numbers n and m such that
1/n < x < m.
Notation: We shall write y > x to mean x < y.
Lemma 4
1. If x R then
x > 0 x > 1/n for some n N.
2. If x > 0 then x > 1/2
k
for some k N.
3. If x, y, z, w are any three real numbers, then:
(a) x +y < x +z if and only if y < z.
(b) x > 0 if and only if x < 0. In this case 1/x > 0.
(c) zx < zy if z > 0 and x < y.
(d) If x < y then x > y.
1. Suppose x R.
If x > 0 it follows from Property Three above that x > 1/n for some
n N.
Conversely, suppose x > 1/n for some n N.
Then x > 1/n > 0.
Now it follows from Property Three that x > 0.
2. By the rst assertion, 1/n < x for some n N.
We show by induction on p N that for p 1,
p < 2
p
.
This holds for p = 1.
Assume it holds for some p. Then
p + 1 < 2
p
+ 1 < 2
p
+ 2
p
= 2
p+1
,
33
and so the inequality follows by induction on p.
In particular,
x > 1/n > (1/2)
n
.
3. Suppose x, y, z, w R.
(a) Since (x +z) (x +y) = z y it follows from Property Three that
x +y < x +z if and only if y < z.
(b) If x > 0 then 0 (x) = x > 0.
Therefore, by Lemma 4.2a, x < 0.
Conversely, if x < 0, then x = 0 (x) > 0.
Finally, suppose x > 0.
We show by contradiction that 1/x > 0.
First, suppose 1/x < 0.
Then then what we just proved, 1/x > 0.
Since the product of positives is positive (Property Three) it would
follow that
1 = (1/x)x > 0.
But since 1 > 0 this would imply 0 = 1 + (1) > 0, which is false.
It follows by contradiction that it is not true that 1/x < 0.
Next, suppose 1/x = 0.
Then 1 = (1/x)x = 0 which is false.
It follows by contradiction that 1/x = 0.
Since the possibilities 1/x < 0 and 1/x = 0 are excluded it follows
from Property Three that it must be true that 1/x > 0.
(c) Since x < y Property Three states that y x > 0.
Since z > 0 by hypothesis and the product of positive real numbers
is positive (Property Three), it follows that
zy zx = z(y x) > 0.
Now it follows from Property Three that zy > zx.
(d) If x < y then Property Three, y x > 0.
Therefore, (x) (y) = y x > 0.
Therefore, by Lemma 4.3b, y < x, which is the same as x > y.
34
q.e.d.
The preceding Lemma is fairly elementary. It simply establishes properties
you have been taking for granted for years. Henceforth we will use these prop-
erties without having to refer to Lemma 4 for justication.
The next result has more substance. It shows that every positive real number
can be approximated arbitrarily well by rational numbers.
Proposition 5 If x any real number, and if k is any natural number, then there
are rational numbers a, b such that
a < x 0.
By Property Three 1/n < x < m for some n, m N.
Set q = 2n + 2k.
Then
1/q < x < m = mq/q.
Therefore there is a largest natural number r such that
r/q < x.
In particular,
(r + 1)/q x,
and so
(r + 2)/q > x.
Therefore,
r/q < x < (r + 2)/q.
Set a = r/q and b = r + 2/q.
Then a, b are rationals, a < x < b, and b a = 2/q < 1/k.
Now consider the case that x 0.
If x = 0 then x + 1 > 0.
If x < 0 then x > 0 and so for some m N,
x < m,
and so mx > 0.
In either case there is a rational number c such that c +x > 0.
35
Therefore by what we have just proved, there are rational numbers a, b such
that
a < c +x < b and b a < 1/k.
Therefore
a c < x < b c and (b c) (a c) < 1/k.
q.e.d.
Exercise 7 Inequalities
1. Is it true that if there are rational numbers a < b then for any natural
number k, b a < 1/k?
2. If x, y, z, w are positive real numbers such that x < y and z < w show that
xz < yw. State the converse and either prove it or provide a counterex-
ample to show it is false.
3. Show that if x < y are real numbers then there are innitely many rational
numbers b such that x < b < y. (Hint: First use Property Three to nd
k N such that
y x < 1/k. (4.1)
Then use Proposition 5 and to show there are rational numbers, a, b such
that
a < x < b and b a < 1/k. (4.2)
Then use these inequalities to show that x < b < y. This proves that there
is at least one such rational. Finally use induction that there are k ra-
tionals for every k and conclude by contradiction that there are innitely
many.)
4. Suppose c Q and y, z are any real numbers. Show that if c > y +z then
there are rational numbers a > y and b > z such that
c > a +b.
5. Show that the product of a positive real number with a negative real number
is negative.
6. Let x and y be positive real numbers. Show that if x > 1 then (i) xy > y,
(ii) 0 < 1/x < 1, and (iii) 0 < y/x < y.
7. Suppose x is a negative real number. Show that for any n N there are
negative rational numbers, a, b such that a < x < b and b a < 1/n.
36
8. If a < b are non-negative real numbers show that for any p N, b
p
a
p
p(b a)b
p1
. (Hint: use the factoring
b
p
a
p
= (b a)
p1
i=0
a
i
b
p1i
.)
9. If a, b are non-negative real numbers show that for any p N, b
p
> a
p
if
and only if b > a. (Hint: Show that if b > a then b
p
> a
p
. Then show
that if b < a then b
p
< a
p
. Then note that if b = a then b
p
= a
p
. Finally,
use the fact that exactly one of the three possibilities, a < b, a > b, a = b
must be true.)
10. Show by induction that for any x, y R and any b N
(x +y)
n
=
n
i=0
n!
i!(n i)!
x
i
y
ni
.
4.3 Absolute value
Denition 11 The absolute value of x R, denoted by |x|, is the non-
negtative real number dened by:
|x| = x if x 0 and |x| = x if x < 0.
Caution: x is positive when x is negative!
Lemma 5 If x, y are real numbers such that
|x y| < for every > 0,
then x = y.
Proof:: We prove this by contradiction.
Suppose the assertion is false.
Then for some x = y R we would have |x y| < for every > 0.
But since x y = 0, |x y| > 0.
Thus by Property Three for the reals, for some n N, 1/n < |x y|.
This contradicts the statement |x y| < for every > 0, since 1/n > 0.
q.e.d.
Remark: Lemma 5 illustrates the dierence between algebra and analysis. In
algebra we show equality directly. In analysis we sometimes show two numbers
are the same by showing that their dierence is arbitrarily small.
Lemma 6 For any real numbers x and y:
1. |x| x and |x| x.
37
2. |xy| = |x||y|.
3. |x +y| |x| +|y| (The triangle inequality).
4. ||x| |y|| |x y|.
1. If x 0 then |x| = x.
Otherwise x < 0 and so x < 0 |x|.
In particular, |x| = | x| x.
2. |xy| and |x||y| are both non-negative numbers equal either to xy or to
xy.
Therefore they are equal.
3. If x, y are both non-negative then so is x +y.
Therefore
|x +y| = x +y = |x| +|y|.
If x, y are both non-positive then so is x +y and therefore
|x +y| = (x +y) = (x) + (y) = |x| +|y|.
There remains the case that x is positive and y is negative, or the other
way around.
Suppose x > 0 and y < 0.
If x +y is nonnegative it follows that
|x +y| = x +y < x = |x| |x| +|y|.
If x +y is negative it follows that
|x +y| = x y < y = |y| |x| +|y|.
The case where y is positive and x is negative has the same proof.
4. If x and y are both non-negative then the two sides of the inequality are
equal.
If they are both non-positive then |x| = x and |y| = y and so
||x| |y|| = |(x (y)| = | x +y| = |x y|.
Again both sides are equal.
Finally, if x and y have opposite signs then |x y| = |x| +|y|. But
|x| +|y| |x| |x| |y| and |x| +|y| |y| (|x| |y|).
Therefore |x| +|y| ||x| |y||.
It follows that |x y| = |x| +|y| ||x| |y||.
38
q.e.d.
Important Remark about proofs: The proof of Proposition 5 illustrates
an important point. Sometimes in a proof we need to distinguish multiple
cases and handle each one separately.
Exercise 8 Absolute value
1. If x is a positive real number show that for some > 0, then y R is
positive if |x y| < .
2. If x, z R show that for every > 0 there is a > 0 such that if y R
satises |y x| < then |zy zx| < .
3. If x R show that for every > 0 there is a > 0 such that if y R
satises |yx| < then |y
2
x
2
| < . (Hint: Use y
2
x
2
= (yx)(y+x).)
4. If x R and x = 0 show that for every > 0 there is a > 0 such that if
y R satises |y x| < then y = 0 and |1/y 1/x| < .
4.4 Bounds
Denition 12 Bounds
1. A subset S R is bounded above if for some b R,
x b for all x S.
In this case we write
S b or b S,
and say b is an upper bound for S.
2. A subset S R is bounded below if for some a R,
x a for all x S.
S a or a S,
and say a is a lower bound for S.
3. A subset S R is bounded if it is both bounded above and bounded
below.
Lemma 7 Suppose S and T are non-void subsets of R. Then every element of
S is a lower bound for T if and only if every element of T is an upper bound
for S. In this case we write
S T or T S.
39
Proof:: The statement that every element of S is a lower bound for T is true if
and only if x T for every x S.
This is equivalent to the statement:
x y for all x S and all y T.
But this is equivalent to saying that every y T is an upper bound for S.
q.e.d.
Example 10 Bounds
1. Any real number x 1 is a lower bound for N.
2. The rationals are not bounded below or above.
3. The set S of real numbers whose squares are less than 2 is bounded above
by 2 and below by 2.
In fact, if x > 2 then x
2
= xx > 2x > 4 and so x / S.
Also, if x < 2 then x > 2 and x
2
= xx = (x)(x) > 4 and again,
x / S.
Thus 2 S 2.
Exercise 9 Bounds
1. Show that the set of real numbers of the form x/y with |x| > |y| > 0 are
not bounded above or below.
2. Show that the set of real numbers of the form x/y with |y| > |x| > 0 is
bounded and nd explicit upper and lower bounds.
3. Suppose S T R are non-void sets. If S T show that S has exactly
one element.
4. More generally, suppose S R and T R are non-void sets. If S T
show that S T can have at most one element. If S T is non void show
that its unique element is an upper bound for S and a lower bound for T.
4.5 Sup and Inf
In everything we have done so far there is nothing to suggest that there are real
numbers which are not rationals! All we have assumed about the real numbers
at this point is listed in Properties One, Two, and Three at the start of Section
4.2.
We correct this with one nal property, still as an axiom, which is the fun-
damental property of the real numbers and which is the key fact which
makes analysis possible.
Property Four: Let S be a non empty subset of R which is bounded above.
Then S has an upper bound, b with the following property:
If y is any upper bound for S then b y.
40
Lemma 8 The upper bound b in Property Four is unique.
Proof:: Suppose c satises the same condition as b.
Then c is an upper bound for S.
Therefore b c.
But b is an upper bound for S.
Therefore c b.
Therefore b = c.
q.e.d.
Denition 13 The real number b in Property Four is called the least upper
bound for S and is denoted by b=sup(S).
Important Remark: If S is bounded above, sometimes sup(S) is in S and
sometimes it is not! For example if
S = {x R| x 1}
or if
S = {x R| x < 1},
then in both cases sup(S) = 1. However, in the rst case, 1 S and in the
second case 1 / S.
Analogous least upper bounds, a non empty set which is bounded below has a
greatest lower bound:
Proposition 6 Suppose S is a non empty subset of R which is bounded below.
Then there is a unique lower bound, a with the following property:
If y is any lower bound for S then a y.
Denition 14 The real number a in Proposition 6 is called the greatest lower
bound for S and is denoted by a=inf(S).
Proof of Proposition 6: Let S = {x| x S}.
If y is a lower bound for S then y S.
Therefore, y S.
Therefore by Property Four, S has a least upper bound, b.
Set a = a.
Since b S, it follows that a = b S.
Also if y S then b y and so
a = b y.
Therefore, a is the greatest lower bound. Its uniqueness is proved in the exact
same way Lemma 8 is proved.
q.e.d.
Example 11 1. The set N is bounded below but not bounded above. More-
over inf(N) = 1. In fact, since 1 N, 1 any lower bound. But 1 is a
lower bound for N and so it is the greatest lower bound: inf(N) = 1.
41
2. Let S = {x R| x = 1/n for some n N}. Then S is bounded below
by 0. Moreever, if x is any positive real number then by Property Three
there is some natural number n such that 1/n < x. Thus x is not a lower
bound for S and so 0 is the greatest lower bound: inf(S) = 0. Thus in
this example, inf(S) is not an element of S.
4.6 Powers
We begin by recalling the deniton of integral powers of a real number x, which
we do by induction.
Denition 15 Let x be a non-zero real number. If n N then x
n
is dened
inductively by
x
1
= x and x
n+1
= x x
n
.
Then we set x
0
= 1 and x
n
= 1/x
n
.
Our next step is to extend the denition to rational powers of a positive real
number, x. To do this we rst need to prove:
Proposition 7 Let S be the set of positive real numbers. Then for any natural
number n N the map
S S, x x
n
is a bijection.
Proof:: We rst show the map is injective. For this, let x, y be any two positive
numbers. If y > x we have the formula
y
n
x
n
= (y x)
n1
i=0
y
i
x
n1i
It follows that y
n
> x
n
in this case. Similarly, if x > y it follows that x
n
> y
n
Thus if x
n
= y
n
it cannot be true that y > x or x > y and so it must be
true that x = y. This proves that our map is injective.
Now we prove that our map is surjective. We need to show that if y is a
positive real number and n N then there is a positive real number x such that
x
n
= y.
For this dene a set T by
T = {x R|x
n
> y}.
Observe that T = . In fact, since y > 0, it follows that y + 1 > 1 and so
(y + 1)
n
y + 1 > y. Thus y + 1 T. On the other hand, 0 T and so T is
bounded below. By Proposition 6 T has a greatest lower bound, inf(T). We
42
set x = inf(T) and show that x
n
= y.
However, exactly one of the following three possibilities must hold:
x
n
< y, x
n
> y, or x
n
= y.
We prove our assertion by excluding the rst two possibilities. Our strategy is
as follows.
1. If x
n
< y we construct a positive real number c such that x
n
< c
n
< y.
But if such a c exists then for z T,
c
n
< y < z
n
and so c is a lower bound for T and x would not be the greatest lower
bound.
2. If x
n
< y we construct a positive real number b such that y 
y, are excluded and so it follows that x
n
= y. It remains to construct c and b.
To construct c choose k N so that 1/k < x and so that
1/k <
y x
n
2
n
x
n1
.
Then set c = x + 1/k.
Since x < c, x
n
< c
n
. Moreover, by Exercise 7.8,
c
n
x
n
= (
n
i=0
n!
i!(n i)!
x
i
(1/k)
ni
) x
n
= 1/k
n1
i=0
n!
i!(n i)!
x
i
(1/k)
ni1
.
Since o < 1/k < x it follows that x
i
(1/k)
ni1
< x
n1
.
Therefore, again by Exercise 7.8,
c
n
x
n
< 1/k
n1
i=0
n!
i!(n i)!
x
n1
< (1/k)
n
i=0
x
n1
n!
i!(n i)!
= (1/k)x
n1
(1+1)
n
.
Thus
c
n
x
n
< (1/k)x
n1
2
n
< y x
n
,
and so c
n
< y. This completes the construction of c.
43
To construct b choose k N so that 0 < 1/k < x and
1/k <
x
n
y
nx
n1
.
Then set b = x 1/k < x.
According to Exercise 7.6,
x
n
b
n
(x b)nx
n1
= x(nb
n1
) < b
n
y.
Therefore y < c
n
.
Since 1/k = x b it follows that b < x and so b
n
< x
n
.
This completes the construction of b and the proof of the Proposition. q.e.d.
Denition 16 If y is a positive real number and n is a natural number then
the unique positive number x such that x
n
= y is called the nth root of y and
is denoted by x = y
1/n
.
Proposition 7 allows us to construct our rst real number that is not rational.
It shows that there is a unique positive real number x such that x
2
= 2. Thus
now we know that

2 exists. On the other hand, according to Exercise 3.2, x
is not a rational number.
We can now dene any rational power of a positive real number. For this
we need the following:
Lemma 9 Suppose n, q N and m, p are integers. If x is a positive real number
and m/n = p/q then
(x
1/n
)
m
= (x
1/q
)
p
.
Proof:: First note that
((x
1/n
)
m
)
nq
= (x
1/n
)
mnq
= ((x
1/n
)
n
)
mq
= x
mq
.
In the same way,
((x
1/q
)
p
)
nq
= (x
1/q
)
qpn
= ((x
1/q
)
q
)
pn
= x
pn
.
Since m/n = p/q it follows that mq = pn. Therefore
((x
1/n
)
m
)
nq
= ((x
1/q
)
p
)
nq
.
By Proposition 7 raising to the nq
th
power is injective. Therefore
(x
1/n
)
m
= (x
1/q
)
p
,
and the Lemma is proved.
q.e.d.
Now let a be any rational number. We can express a in the form a = m/n
with m Z and n N. Lemma 9 shows that if x is a positive real number then
(x
1/n
)
m
) does not depend on the choice of m and n. Thus we may make the
44
Denition 17 Let x be any positive real number and let a be any rational num-
ber. Then
x
a
= (x
1/n
)
m
,
where a = m/n and m Z and n N.
Exercise 10 Sup, inf, and powers
1. Let S be a subset of R which is bounded above. Then the following condi-
tions on a real number b are equivalent:
(a) b = sup(S).
(b) For each > 0 there is an element x S such that b < x b.
(c) For each > 0 there is an element x S such that 0 b x < .
2. Show that if a, b are rational numbers and x is a positive real number then
x
a
x
b
= x
a+b
.
3. Show that if a, b are rational numbers and x is a positive real number then
(x
a
)
b
= x
ab
.
4. Show that if x > 1 is a real number and if a 0. Then write c = m/n with
m, n natural numbers, and use the argument in the proof of injectivity in
proposition 7 to show that x
c
> 1.
5. If k N and x > 0 is a real number, show by induction on k that
x
k
x if x < 1 and x
k
x if x > 1.
6. Identify what is wrong with the following attempt to prove the assertion in
the previous exercise:
Proof: Let S(k) be the statement x
k
x if x < 1. When k = 1 then S(1)
reads x x which is true. Since x < 1, it follows that x
k
< 1. Therefore
x
k
x < 1.q.e.d.
7. Let p, q N and x > 0 be a real number. When is x
p/q
> x and when is
x
p/q
< x?
8. Suppose S T are subsets of R:
(a) (i) If T is bounded below show that S is bounded below and that
inf(T) inf(S);
(b) (ii) If T is bounded above show that S is bounded above and that
sup(T) sup(S).
9. Suppose x is a positive real number and x < 1. Show that for any r
N there is a natural number k such that x
k
< 1/r. (Hint: Follow the
following steps:
45
(a) Use Exercise 7.3 to nd m < n N such that x < m/n < 1. Explain
why this implies that x < m/(m+ 1) < 1.
(b) Show that for any p N, (m + 1)
p
m
p
+ p(m)
p1
. Explain why
this implies that x
p
< m/p.
(c) Show that if k = rm then x
p
< 1/r.
10. Let x R and let S be the set of those rationals of the form u = p/10
k
satisfying the three conditions: (i) p Z, (ii) k N, and (iii) u < x.
Show that x = sup(S) (Hint: Follow the following steps:
(a) Let > 0 be any positive number. Use Exercise 7.3 to conclude that
there are rational numbers a, b such that x < a 2. Explain why this implies
that some integer p satises 10
k
a < p < 10
k
b.
(c) Conclude that p/10
k
S and that x < p/10
k
< x.
(d) Use Exercise 10.1) to conclude that x = sup(S).
4.7 Constructing the real numbers
Call a set S of rationals that is bounded above full if
y S and z < y implies that z S.
Then simply dene the real numbers to be the subsets of the rationals that are
bounded above and full, and identify each rational p/q with the set of all ratio-
nals p/q. Intuitively we have just lled in the holes among the rationals.
If S and T are sets of rationals that are bounded above and full, then we
think of these sets as real numbers x and y and dene x < y if S T, and
x > y if S T. Then set x +y to be the set
S +T = {p/q +m/n | p/q S and m/n T},
and dene the other algebraic operations in a similar way.
Of course, we then need to prove that all these denitions are well-dened,
that all algebraic rules are still true, that the properties above for the order
hold, and that the operations and order for the rationals remain as before. And
then, of course, we need to prove Properties One through Four. All this is long
and boring, so instead we will simply take for granted the existence of the real
numbers satisfying those properties.
46
Chapter 5
Innite Sequences
5.1 Convergent sequences
Denition 18 Let S be any set, and let k be any integer. An innite se-
quence (x
i
)
ik
of elements in S is a choice of elements x
i
S, with i Z
and i k. We say the sequence begins with x
k
. For any p k, the innite
sequence (x
i
)
ip
is called the pth tail of the original sequence.
Remark: The set of elements actually appearing in an innite sequence may
be nite, as illustrated by the innite sequence 1, , 0, 1, 0, 1, 0, . . . in which only
two integers, 0 and 1 appear.
In the world of applications we never need to know the exact value of a
real number - we only need to know it within a given tolerance. Specs for any
engineering design always specify heights, lengths, weights etc. up to so many
fractions of an inch or so many millimeters, or so many fractions of a gram.
Innite sequences (x
i
) of real numbers are therefore a fundamental tool for
applications because they can be used to approximate a real number x to within
a given tolerance. Intuitively that means that the error, |x
i
x|, gets arbitrar-
ily small as i gets larger. In other words, if we want to approximate x within
a given tolerance we may simply use one of the x
i
as long as i is suciently large.
Innite sequences are also a fundamental tool in analysis, and for this we
need as always to formalize the intuitive idea above:
Denition 19 An innite sequence (x
i
)
ik
of real numbers converges to
x R if for all > 0 there is some integer p k such that
|x
i
x| < if i p.
In this case we say the innite sequence is convergent to xand that x is the
47
limit of the sequence. We denote this by
lim
i
x
i
= x.
Lemma 10 If an innite sequence (x
i
) of real numbers converges, it converges
to a unique real number x.
Proof: Suppose the sequence (x
i
) converges to both x and y.
Then for any > 0 there is some p such that for i p both |x
i
x| < /2 and
|x
i
y| < /2.
It follows that
|x y| = |x x
i
+x
i
y| |x
i
x| +|x
i
y| < .
Since this is true for all , x = y.
q.e.d.
Denition 20 If (x
i
) is a convergent sequence, the unique x to which it con-
verges is called the limit of the sequence and is denoted by lim
i
(x
i
).
Example 12
1. The innite sequence 1, 2, 3, . . . of natural numbers. This sequence does
not converge.
2. The innite sequence 0, 1, 1, 2, 2, 3, 3, . . . which lists all the integers.
This sequence does not converge.
3. The innite sequence (x
n
)
n1
dened by x
n
= 1/n. This sequence con-
verges to 0.
n
)
n1
dened inductively by x
1
= 1, and
x
n
=
n1
i=1
2
x
i
.
This sequences does not converge.
n
)
n1
dened by: x
n
is the nth largest prime
number. This sequence does not converge.
n
)
n1
dened by: x
n
= 1+(1/2)
n
. This sequence
converges to 1.
Exercise 11 Convergence
As always, provide complete proofs for your answers.
1. In each of the examples above supply proofs for the statements about con-
vergence.
48
2. Suppose (x
n
)
n1
is an innite sequence of real numbers converging to x.
Dene the sequence (y
n
)
n1
by y
n
= x
2n
. Is this sequence convergent, and
if so, what is its limit?
3. Suppose (x
n
)
n1
is an innite sequence of real numbers. Suppose the
sequence y
n
= x
3n
converges to y and that the sequence z
n
= x
3n+2
con-
verges to z. If y = z show that the original sequence (x
n
) is not convergent.
4. Show that if x is any real number then there is an innite sequence of
rational numbers converging to x.
5. Suppose (x
n
)
n1
is an innite sequence of real numbers converging to x.
Dene a sequence (y
n
)
n1
by y
n
= x
n+1
x
n
. Prove that the sequence
(y
n
)
n1
is convergent, and nd its limit.
5.2 Bounded sequences
Denition 21
1. An innite sequence, (x
i
)
ik
, of real numbers is bounded above if for
some real number b,
x
i
b for all i k.
i
)
ik
, of real numbers is bounded below if for
some real number a,
a x
i
for all i k.
3. An innite sequence is bounded if it is both bounded above and bounded
below.
Denition 22 1. An innite sequence, (x
i
)
ik
, of real numbers is increas-
ing if each x
i
x
i+1
.
i
)
ik
, of real numbers is decreasing if each
x
i
x
i+1
.
Lemma 11
1. An increasing sequence, (x
i
)
ik
, which is bounded above, converges to
lim
i
(x
i
) = sup{x
i
| i k}.
2. A decreasing sequence, (y
i
)
ik
, which is bounded below, converges to
lim
i
(y
i
) = inf{y
i
| i k}.
Proof:
49
1. Set S = {x
i
| i k}.
Then S is bounded above.
Fix any > 0.
By the denition of sup(S), there is some x
p
such that 0 < sup(S)x
p
< .
Moreover, because each x
i
S, for each i,
x
i
sup(S).
Therefore, since the sequence is increasing, for any i p,
x
p
x
i
sup(S).
It follows that for i p
|x
i
sup(S)| = sup(S) x
i
sup(S) x
p
< .
Since was any positive real number,the sequence converges to sup(S).
2. Set T = {y
i
| i k}.
Then T is bounded below.
Set T = {y
i
| i k}.
Since T is bounded below, T is bounded above and
inf(T) = sup(T).
Moreover, the sequence (y
i
)
ik
is increasing.
Therefore by the rst part of the lemma, the sequence (y
i
)
ik
converges
to sup(T) = inf(T).
Therefore, for every > 0 there is some p k such that for i p,
|y
i
inf(T)| = | y
i
(inf(T)) < .
It follows that the sequence (y
i
)
ik
converges to inf(T).
q.e.d.
Exercise 12
1. If 0 < x < 1 show that the sequence (x
r
)
r0
converges to 0. (Hint: Use
Exercise 6.3 to help show that if inf{x
n
|n N} > 0 then there is a
rational number a such that 0 < a < inf{x
n
|n N} < 1. Then show
that 0 = inf{x
n
|n N}, and explain why this proves the result.)
2. Suppose (x
i
) and (y
i
) are innite sequences of real numbers converging
respectively to x and y.
(a) Show that (x
i
+y
i
) converges to x +y.
(b) Show that (x
i
y
i
) converges to xy.
50
(c) If y = 0 show that for some n N, y
i
= 0 for i n. In this case
prove that the innite sequence (1/y
i
)
in
converges to 1/y.
3. Show that convergent sequences are bounded. (Hint: If x
n
converges to x
then for some N, x 1 < x
n
< x +1 if n N. Then show that the entire
sequence is bounded.
4. Which of the following innite sequences are bounded, which are increas-
ing, which are decreasing, and which converge to a limit? If the sequence
is convergent, nd the limit. As always prove your answers.
(a) 1, 1, 1, 1, 1, 1, . . ..
(b) x
q
= x
1/q
where x (0, ) is xed. (Here the answers may depend
on x.)
(c) x
m
= cos(m).
5. Show that if x
i
is a convergent sequence then so is the sequence x
2
i
and
nd its limit. Is the converse true?
6. Suppose x
i
is a convergent sequence. Show that the sequence y
i
= x
2i
is
convergent with the same limit. Is the converse true?
7. If (x
i
) is an innite sequence converging to x, show that |x
i
| is convergent,
and nd its limit.
8. Set x
n
= (sin(a/n))/n, where a is a xed arbitrary real number. Show
that (x
n
) is a convergent sequence.
5.3 The Intersection Theorem
We now come to our rst major result, which is also the rst one which really
uses Property Four about the reals.
Theorem 1 Let
S
m
S
m+1
S
m+2
S
k

be an innite sequence of bounded subsets of R. Set
a
i
= inf(S
i
) and b
i
= sup(S
i
).
Then
1. (a
k
) is an increasing sequence convergent to a = sup{a
k
};
2. (b
k
) is a decreasing sequence convergent to b = inf{b
k
};
3. (b
k
a
k
is a decreasing sequence of non-negative numbers convergent to
b a, and b a 0;
51
4.
k
[a
k
, b
k
] = [a, b].
Proof: By denition, a
k
is a lower bound for S
k
and b
k
is an upper bound for
S
k
.
Since S
k
S
k+1
it follows that a
k
k+1
and b
k
is an upper
bound for S
k+1
.
But a
k+1
is the greatest lower bound for S
k+1
and b
k+1
is the least upper bound
for S
k+1
.
It follows that for each k
a
k
b
k
, a
k
a
k+1
, and b
k+1
b
k
.
Therefore (a
k
)
km
is an increasing sequence bounded above by b
m
, and
(b
k
)
km
is a decreasing sequence bounded below by a
m
.
In particular,(b
k
a
k
) is a decreasing sequence of non-negative numbers.
Now Lemma 11 states that (a
i
) converges to a = sup{a
k
} and (b
j
) converges
to b = inf{b
k
}.
Therefore
lim
k
(b
k
a
k
) = b a.
Moreover, since each (b
k
a
k
) 0, b a 0.
It remains to show that
k
[a
k
, b
k
] = [a, b].
But if x [a, b] then for all k,
a
k
a x b b
k
,
and so x [a
k
, b
k
]. Thus x
k
[a
k
, b
k
]; i.e.,
k
[a
k
, b
k
] [a, b].
On the other hand, suppose x
k
[a
k
, b
k
].
Then for all k, a
k
x b
k
, and so
a = sup{a
k
} x inf{b
k
} = b.
Thus x [a, b], and
k
[a
k
, b
k
] [a, b].
This completes the proof of the theorem.
q.e.d.
52
Corollary 1 to Theorem 1 Let (S
k
)
km
be as in Theorem 1, and suppose
lim
k
(b
k
a
k
) = 0. Then
k
[a
k
, b
k
]
is a single point c. If (x
k
) is an innite sequence with x
k
[a
k
, b
k
] then the
sequence (x
k
) converges to c.
Proof: It follows from Theorem 1 that b a = 0; i.e., b = a.
Denote this point by c.
Then [a, b] = {c}, and so
k
[a
k
, b
k
] = {c}.
Finally, let > 0 be any positive number.
Then choose n so that b
k
a
k
< for k n.
Since c [a
k
, b
k
] and x
k
[a
k
, b
k
] it follows that if k n, then
|x
k
c| .
Thus the sequence (x
k
) converges to c.
q.e.d.
With this corollary we may resolve the question: how can you tell from a
sequence of real numbers whether or not it is convergent?
Proposition 8 A sequence (x
i
) of real numbers converges if and only if for
each > 0 there is some integer k such that |x
i
x
j
| < for all i, j k.
Proof: Suppose the sequence converges to x.
Then for any < 0, there is some k, such that
|x
i
x| < /2 if i k.
Thus if i, j k,
|x
i
x
j
| = |x
i
x +x x
j
| |x
i
x| +|x
j
x| < .
Conversely, suppose that for each > 0 there is some integer k such that
|x
i
x
j
| < if i, j k.
In particular this implies that
|x
i
x
k
| < if i k.
Thus if i k,
x
k
x
i
< and x
i
x
k
< ,
53
and so
x
k
< x
i
< x
k
.
Next, dene a decreasing sequence of subsets of R by setting
S
n
= {x
i
| i n}.
It follows from the inequalities above that some S
k
is bounded.
Since any S
n
diers from S
k
by only nitely many points, each S
n
is bounded.
Therefore we may apply Theorem 1.
The inequalities above show that:
x
k
k
and
x
k
+ is an upper bound for S
k
.
Therefore, in the notation of the Theorem,
x
k
a
k
b
k
x
k
+.
It follows that b
k
a
k
2.
By Theorem 1 the sequence (b
n
a
n
) is decreasing to b a.
It follows that b a 2 for all > 0.
Thus b = a.
Since x
n
S
n
[a
n
, b
n
] the Corollary implies that the sequence x
n
converges
to b = a.
q.e.d.
Exercise 13
1. Construct a sequence of intervals I(n) of length l(n) such that the sequence
(l(n)) converges to zero, and such that each (I(n) and I(n+1) have a point
in common, but such that
n
I(n) = .
2. Let S
n
be the set of rational numbers a satisfying
21/n < a <

2+1/n.
Find
n
S
n
.
3. Let S
n
be the sets in the previous example. If x
n
S
n
, does the sequence
(x
n
) converge?
4. Let S
n
be the set of non-zero numbers in [1/n, 1/n]. What is the inter-
section of these sets?
5. Let S
n
be the open interval (1, 1 +1/n). What is the intersection of these
sets?
54
5.4 Subsequences
Denition 23 A subsequence of a sequence (x
n
)
nk
is a sequence of the form
(y
i
= x
n
i
)
ir
, in which n
r
< n
r+1
< n
r+2
. . . is a sequence of integers.
Exercise 14 Subsequences
1. Construct a sequence which has two convergent subsequences converging
to dierent limits.
2. Construct a sequence which for each n N has a subsequence converging
to n.
3. Show that any subsequence of a convergent sequence converges to the same
limit.
4. Show that a sequence which is not bounded above has an increasing subse-
quence which is not bounded above.
5. Let (x
n
) be a sequence such that the set S = {x
n
} is nite. Show that
there is a subsequence (x
n
i
) such that for all i, (x
n
i
) = (x
n
1
).
Theorem 2 Every bounded sequence contains a convergent subsequence.
Proof: Let (x
n
)
np
be a bounded sequence.
Then the set S of the x
n
is contained in an interval [a, b] with a < b.
Our rst step is to construct by induction on k a decreasing sequence of intervals
[a
k
, b
k
] [a
k+1
, b
k+1
]
with the following two properties:
1. x
n
[a
k
, b
k
] for innitely many integers n, and
2. b
k
a
k
=
ba
2
k1
.
For this set [a
1
, b
1
] = [a, b].
Then suppose by induction that the intervals [a
i
, b
i
] are constructed for i k.
By construction [a
k
, b
k
] contains x
n
for innitely many n.
Suppose [a
k
, (a
k
+b
k
)/2] contains x
n
for innitely many n. Then set
a
k+1
= a
k
and b
k+1
=
a
k
+b
k
2
.
Otherwise [(a
k
+b
k
)/2, b
k
] must contain x
n
for inntely many n.
In this case set
a
k+1
=
a
k
+b
k
2
and b
k+1
= b
k
.
By our induction hypothesis b
k
a
k
= (b a)/2
k1
, and therefore
b
k+1
a
k+1
=
b
k
a
k
2
=
b a
2
k
.
55
This completes the inductive construction.
Our second step is use induction on k to construct the subsequence (x
n
k
) so
that for all k
x
n
k
[a
k
, b
k
].
First, set x
n
1
= x
p
.
Then suppose by induction that the x
n
i
are constructed for i k.
Since [a
k+1
, b
k+1
] contains x
n
for innitely many n there is a least integer r > n
k
such that x
r
[a
k+1
, b
k+1
].
Set x
n
k+1
= x
r
. This completes the inductive construction of the subsequence.
It remains to show that this subsequence is convergent.
But if i k then
x
n
i
[a
k
, b
k
].
Therefore if i, j k, then
|x
n
i
x
n
j
| b
k
a
k
=
b a
2
k1
.
Now choose any > 0. By Lemma 4.2 there is some n N such that
1
2
n
<

b a
.
Therefore for i, j n + 1,
|x
n
i
x
n
j
|
b a
2
n
< .
Now it follows from Proposition 8 that the subsequence x
n
i
is convergent.
q.e.d.
56
Chapter 6
Continuous Functions of a
Real Variable
6.1 Real-valued Functions of a Real Variable
Functions from the reals to the reals are a central tool in almost every discipline
that uses mathematics. Among the many examples are:
- Position and speed of a particle as a function of time.
- Crop yield as a function of total precipitation.
- Grade on an exam as a function of time spent studying.
- Cost to the national health system as a function of the amount of pollution
in the air.
- Fraction of the population that is illiterate as a function of the average
time per pupil spent in class on reading and writing.
- Wave length of light reaching us from a star as a function of its distance
away.
As you may easily imagine, functions of a real variable are also a core part
of mathematics itself. In fact this eld is a prime example of how mathematics
interacts with other disciplines: many of the problems and theorems in mathe-
matics in this area are inspired by questions and phenomena from outside, while
the results and techniques that mathematicians discover frequently get applied
elsewhere.
57
This chapter focuses on two key concepts in the analysis of functions: limits
and continuity. But rst we establish some basic denitions.
Denition 24 Intervals
1. An interval is a subset of R of one of the following forms (where a and
b are any real numbers):
(a) R
(b) [a, b], (a, b], [a, b) or (a, b)
(c) [a, ), (a, ), (, b] or (, b)
2. The intervals in (b) are called nite; the rst is closed, the next two are
half closed, and the fourth is open.
3. The numbers a and b are called the end points of their intervals.
4. The closure of an interval D is the union of D together with any end
points. It is denoted by D.
Denition 25 A real-valued function is a set map
f : D R
from an interval D to the real numbers. D is called the domain of f.
Denition 26 If f is a real-valued function dened in an interval D and if E
is a second interval contained in D then the restriction of f to E is the real
function g in E dened by g(x) = f(x), x E.
Example 13 Real-valued functions
1. If f and g are real-valued functions dened in an interval D then f + g
and fg are the functions in D dened by
(f +g)(x) = f(x) +g(x) and (fg)(x) = f(x)g(x).
2. If f is a real-valued function in an interval D and if f(x) = 0 for all
x D then 1/f is the function dened by (1/f)(x) = 1/f(x).
3. f : R R dened by
f(x) =
_
0, x Q,
1, x Q.
4. f : (0, ) R dened by: f(x) = 1/x.
5. f : (0, 1) R dened by: f(x) is the number in the 25th decimal place of
x.
58
6.
f(x) =
_
0, x < 0,
1, x 0.
7. f(x) =
n
i=0
k
x
k
, where the
k
are real numbers and
n
= 0. Such a
function is called a polynomial of degree n.
6.2 Limits
Suppose f is a real-valued function dened in an interval D. An important
question which arises is:
Can we use the values of f(x) near a point c D to determine a
limiting value?
There is a good practical reason for this question. In practice one can never
make an exact measurement at a specic point, c. The best one can do is make
measurements nearby and hope they give a good approximation to a measure-
ment at c itself. This concept has two fundamental ingredients:
1. We consider only values of the function near c and not the value at c.
2. The values of the function at points near c must bunch ever more
closely together as the points get closer to c.
This idea is formalized in the following way:
Denition 27 Suppose f is a real-valued function dened in an interval D,
and that c D. Then f(x) has u as a limit as x approaches c if the following
condition is satised.
For all > 0 there is some > 0 such that
if x D and if 0 < |x c| <
then |f(x) u| < .
lim
xc
f(x)=u.
Lemma 12 Suppose f is a real-valued function dened in an interval D. If
f(x) has a limit as x approaches c D then that limit is unique.
Proof: Suppose
lim
xc
f(x) = u
1
and lim
xc
f(x) = u
2
.
59
Fix > 0. Choose
1
> 0 and
2
> 0 so that for x D ,
|f(x) u
1
| < /2 if 0 < |x c| <
1
, and
|f(x) u
2
| < /2 if 0 < |x c| <
2
.
Set to be the lesser of
1
and
2
. Then for x D and 0 < |x c| < we
have
|u
2
u
1
| = |u
2
f(x) +f(x) u
1
| |u
2
f(x)| +|f(x) u
1
| < .
q.e.d.
Important Remark: The denition of limit species the condition
0 < |x c| < .
Thus the limit depends on the values of f(x) when x is close to but dierent
from c. Even when c is in the interval D the value of f(c) is irrelevant to the
denition of lim
xc
f(x).
Example 14 Limits
1. D = R and f(x) = 5x + 1. Then
lim
x1
f(x) = 6.
In fact given > 0 set = /5.
If 0 < |x 1| < then
|f(x) 6| = 5|x 1| < 5(/5) = .
2. D = R and
f(x) =
_
5x + 1, x = 1,
17, x = 1.
Then
lim
x1
f(x) = 6.
(Same proof as above.)
3. D = (, 1) and f(x) = 5x + 1. Then
lim
x1
f(x) = 6.
(Same proof as above.)
60
Review of Contrapositives: Contrapositives were dened in Chapter Two:
The contrapositive of the statement A is true is the statement A is false.
In analysis we frequently prove a statement is true by showing that the con-
trapositive leads to a contradiction, and for this it is often helpful to restate the
contrapositive in a more useful form. Here is a typical example:
Statement A: lim
xc
f(x) = u.
So what does it mean for Statement A to be false?
If Statement A is true then for every > 0 there is a > 0 satisfying the
requirements of the denition above.
Therefore to say Statement A is false is precisely to say there must be some
> 0 so that no > 0 will work for that particular .
Now what does it mean for to work for that ?
It means precisely that for every x D such that 0 < |x c| < it is true that
|f(x) u| < .
Thus to say that no > 0 will work for that means that for every > 0 there
is some x D such that
0 < |x c| < and |f(x) u| .
Altogether then we have:
Statement A is false if and only if
Statement B: for some > 0 and every > 0 there is some x D such
that 0 < |x c| < and |f(x) u| .
Statement B is the contrapositive of Statement A.
In the previous chapter we introduced the limit of an innite sequence, and
now we have another kind of limit. It is natural to wonder if these two kinds of
limit are connected, and indeed they are. The next proposition shows how.
Proposition 9 Let f be a real-valued function dened in an interval D, and
suppose c D. Then
lim
xc
f(x) = u
if and only if
lim
n
f(x
n
) = u
whenever (x
n
) is a sequence of points in D dierent from c, but convergent to
c.
Proof: We have two prove two things:
61
1. If lim
xc
f(x) = u then lim
n
f(x
n
) = u whenever (x
n
) is a sequence of
points in D dierent from c but convergent to c.
2. If lim
n
f(x
n
) = u whenever (x
n
) is a sequence of points in D dierent
from c but convergent to c, then lim
xc
f(x) = u.
For the rst statement our hypothesis is lim
xc
f(x) = u.
Then if (x
n
) is any sequence of points in D dierent from but converging to c,
we need to prove that
lim
n
f(x
n
) = u.
In other words, for any > 0 we need to show that for some k,
|f(x
n
) u| < if n k.
Fix some > 0.
We are supposing f(x) has u as limit when x approaches c.
It follows that for some > 0,
|f(x) u| < if 0 < |x c| < .
Since the sequence (x
n
) converges to c and no x
n
= c there is some k N for
which
0 < |x
n
u| < if n k.
Therefore |f(x
n
) u| < if n k. This proves that the sequence f(x
n
) con-
verges to u.
For the second statement our hypothesis is that whenever (x
n
) is a sequence
of points in D dierent from but converging to c then
lim
n
f(x
n
) = u,
and we need to prove that
lim
xc
f(x) = u.
We prove this by showing that the contrapositive of this statement leads to a
contradiction of our hypothesis.
As described in the example above the contrapositive is:
For some > 0 and every > 0 there is some x D such that:
0 < |x c| < and |f(x) u| .
Thus if the contrapositive is true then for each n N there is some point
x
n
D such that
0 < |x
n
c| <
1
n
and |f(x
n
) u| .
62
This denes a sequence (x
n
) of points in D dierent from c.
Moreover, for any real number > 0 there is some k N such that 1/k <
(Property Three for the real numbers).
Therefore, for n k
|x
n
c| < 1/n 1/k < .
Thus the sequence (x
n
) converges to c.
Now our hypothesis implies that f(x
n
) converges to u.
But we constructed the sequence so that
|f(x
n
) u|
for all n, which This contradicts our hypothesis.
It follows the contrapositive cannot be correct and therefore that lim
xc
f(x) =
u.
q.e.d.
Exercise 15 Limits
1. If a < b are points in an interval D, show that [a, b] D.
2. Suppose f is a real-valued function dened in an interval (a, b) and that
for some u R, f(x) < u for all x (a, b). If lim
xb
f(x) exists, show
that
lim
xb
f(x) u.
3. For each of the following choices of D, f, and c, decide if lim
xc
f(x)
exists and when it does nd the limit.
(a) D = (1, 0), c = 0, f(x) = 1, x D.
(b) D = [0, 1), c = 0, and f(x) = 0, x D.
(c) D = (1, 1), c = 0, and
f(x) =
_
1, x (1, 0],
0, x (0, 1).
4. Suppose f and g are real-valued functions in an interval D. If c D and
if lim
xc
f(x) and lim
xc
g(x) exist, show that
lim
xc
(f(x) +g(x)) = lim
xc
f(x) +lim
xc
g(x), and
lim
xc
f(x)g(x) = (lim
xc
f(x))(lim
xc
g(x)).
In particular conclude that these limits exist.
63
5. Suppose f is a real-valued function in an interval D. Suppose further that
for some c D and some > 0, f(x) = 0 if 0 |x c| < . Show that
lim
xc
1
f(x)
exists if lim
xc
f(x) exists and lim
xc
f(x) = 0.
6. Do the following limits exist?
lim
x0
sin(
1
x
) and lim
x0
xsin(
1
x
).
Hint: you may use the following facts:
(a) 1 sin(y) 1 for all y R.
(b) sin(
k
2
) = (1)
k+1
.
7. Dene a real-valued function f in the interval R by
f(x) =
_
0, x < 0,
1, x 0.
For which c R does lim
xc
f(x) exist?
8. Dene a function f in (, a) by
f(x) =
x
3
a
3
x a
.
Show that lim
xa
f(x) exists and nd the limit.
6.3 Continuity
Let f be a real-valued function dened in an interval, D. If c D and if
lim
xc
f(x) exists then we have two numbers:
lim
xc
f(x) and f(c).
As we saw in the previous exercises, these two numbers may be dierent!
However, if these numbers are the same then we can approximate the value
at c of f by the values nearby c. Functions for which these two numbers are
the same have many good properties, and play a crucial role in mathematics.
In fact they have a name:
Denition 28 A real-valued function in an interval D is continuous if for
each c D the limit lim
xc
f(x) exists and
lim
xc
f(x) = f(c).
64
Lemma 13 Suppose f is a continuous function in an interval D. Then
1. For all > 0 and any x D there is a > 0 such that if z D and
|z x| < then
|f(z) f(x)| < .
2. If (x
n
) is a sequence of points in D converging to x D then the sequence
(f(x
n
)) converges to f(x).
Proof:
1. Since f is continuous, lim
zx
f(z) = f(x). In particular, the limit exists.
Fix any > 0.
By the denition of limit, there is some > 0 such that if z D and
0 < |z x| < , then
|f(z) f(x)| < .
But this inequality is trivially true if z = x.
2. Fix any > 0.
Choose > 0 so that
|f(z) f(x)| < if z D and |z x| < .
Since the sequence (x
n
) in our hypothesis converges to x D, it follows
that for some r,
|x
n
x| < if n r.
Thus for n r,
|f(x
n
) f(x)| < .
Therefore (f(x
n
)) converges to f(x).
q.e.d.
Exercise 16 Continuous functions
1. Show that if R the constant function R is continuous.
2. If f and g are continuous functions in an interval D, show that the func-
tions f +g and fg are continuous.
3. If f is a continuous function in an interval D, and if f(x) = 0 for all
x D, show that 1/f is continuous.
4. Show that polynomials are continuous functions in R.
5. Show that sin x and cos x are continuous functions. (You may use the
trigonometric formulae for sin(x +y) and cos(x +y).)
65
6. If f is a continuous function in an interval D and if g is a continuous
function in R, show that the composite g f is continuous.
7. If f is a continuous function dened in an interval D, show that the re-
striction of f to a second interval contained in D is continuous.
8. If f is a continuous function dened in [a, b) and if lim
xb
f(x) = u, show
that a continuous function g : [a, b] R is dened by
g(x) =
_
f(x), x [a, b),
u, x = b.
9. Suppose f is a continuous function in an interval D.
(a) Show that the function |f| dened by |f|(x) = |f(x)| is continuous.
(b) Show that the functions f
+
and f
dened by
f
+
(x) =
_
f(x), f(x) 0,
0, f(x) < 0.
and
f
(x) =
_
f(x), f(x) 0,
0, f(x) > 0.
are continuous. (Hint: Consider 1/2(f +|f|).)
(c) Show that f = f
+
f
.
Recall that a continuous function is a real-valued function whose value at a given
point is the limit of the values at points approaching the given point. Continu-
ous functions in a closed interval automatically satisfy a stronger condition:
Proposition 10 Suppose f is a continuous function dened in a closed interval
[a, b]. Then for all > 0 there is some > 0 such that
|f(y) f(x)| < if x, y [a, b] and |x y| < .
Proof: We assume the Proposition is false and derive a contradiction.
If the Proposition is false there is some > 0 such that for every > 0 there is
a pair of points x, y [a, b] satisfying
|f(y) f(x)| and |x y| < .
In particular, we may nd sequences (x
n
) and (y
n
) of points in [a, b] such that
|f(y
n
) f(x
n
)| and |x
n
y
n
| <
1
n
.
66
Since these sequences are bounded it follows from Theorem 2 that the sequence
(x
n
) contains a convergent subsequence (x
n
i
).
In the same way the sequence (y
n
i
) contains a convergent subsequence (y
n
i
k
).
Now Exercise 14.3 asserts that the subsequence (x
n
i
k
) is convergent.
Set
lim
k
(x
n
i
k
) = x and lim
k
(y
n
i
k
) = y.
Since the x
n
) and the (y
n
are in [a, b], it follows that x [a, b] and y [a, b].
Since |x
n
y
n
| < 1/n it follows that
lim
k
|y
n
i
k
x
n
i
k
| = 0,
and so
lim
k
(y
n
i
k
) = lim
k
(x
n
i
k
).
Since f is continuous it follows from Lemma 13.2
lim
k
(f(y
n
i
k
) = lim
k
(f(x
n
i
k
)).
But this is impossible because
|f(y
n
) f(x
n
)|
for all n.
This is the desired contradiction.
q.e.d.
6.4 Continuous functions preserve intervals
In this section we establish an important and fundamental property of contin-
uous functions.
Theorem 3 Suppose f is a continuous function dened in a closed interval
[a, b]. Then the image of f is a closed interval:
f([a, b]) = [c, d]
for some real numbers c d.
Consequences of Theorem 3.
1. Maximum and minimum values. Since [c, d] is the image of f there
must be points u, v [a, b] such that
f(u) = c and f(v) = d.
Thus
f(u) f(x) f(v)
for all x [a, b].
67
2. Intermediate values. Since [c, d] is the image of f it follows that for
every y [c, d] there is some x [a, b] such that
f(x) = y.
Important Remarks: Let f be a continuous function dened in the interval
[a, b].
1. Then the Theorem states that
(a) The set of values of f is bounded.
(b) f has a minimum and maximum value.
(c) Every number between the minimum and maximum value is a value
of f.
2. However, the points u, v where f attains its minimum and maximum values
may be anywhere inside the interval [a, b], and it may well happen that
v < u!
Example 15
1. [a, b] = [1, 1] and
f(x) =
_
x, x 0,
2x, x 0.
Here the image of f is the interval [2, 0] and f attains its minimum at
1 and its maximum at 0.
2. f is dened in (0, 1) by f(x) = 1/x. Here the values of f are not bounded
below but are bounded above by 1; however, f does not attain a maximium
value since
sup{f(x)} = 1
and 1 is not a value of f.
While the properties above are consequences of Theorem 3 we actually have to
prove them rst and then use them to prove the theorem! We do this now.
Proposition 11 Suppose f is a continuous function dened in a closed interval
[a, b]. Then for some u, v [a, b],
f(u) f(x) f(v)
for all x [a, b].
Proof: Set S = {f(x) | x [a, b]}.
Then for each n there is some y
n
S such that
0 sup(S) y
n
<
1
n
.
68
In particular, lim
n
(y
n
) = sup(S).
On the other hand, because y
n
S we may write y
n
= f(x
n
) for some x
n
[a, b].
Then (x
n
) is a bounded sequence.
Therefore by Theorem 2 there is a subsequence x
n
k
converging to some point v.
Since each x
n
k
[a, b], it follows that v [a, b].
Now it follows from Lemma 13.2 that the sequence f(x
n
k
) converges to f(v).
But f(x
n
k
) is a subsequence of the convergent sequence f(x
n
k
).
Therefore by Exercise 14.3, this subsequence has the same limit.
Therefore
f(v) = lim
k
f(x
n
k
) = lim
n
f(x
n
) = lim
n
y
n
= supS.
In other words, for all x [a, b],
f(x) f(v).
The proof of the existence of u is identical.
q.e.d.
Denition 29 The points u, v in Proposition 10 are called respectively an ab-
solute minimum point and an absolute maximum point for f.
Proposition 12 If f is a continuous function dened in an interval D and if
f(x) < f(y) for some x, y D, then for any w with f(x) < w < f(y) there is
some z D with f(z) = w.
Proof: We prove the Proposition when x < y. (The proof when y < x is simi-
lar.)
First observe that since x, y D it follows that [x, y] D.
We proceed by three steps.
Step One: If f(u) < w for some u [x, y) then for some > 0,
f(s) < w if s [u, u +).
Proof of Step One: Since f is continuous, lim
su
f(s) = f(u).
Thus if w f(u) > 0, it follows that for some > 0
f(s) f(u) |f(s) f(u)| < w f(u) if s [u, u +).
It follows that f(s) < w if s [u, u +).
Step Two: Let S be the set of points t [x, y] such that f(t) < w. Then
sup(S) < y.
69
Proof of Step Two: We suppose this is not true and deduce a contradic-
tion.
Let x
n
be a sequence of points in S converging to y.
Then by Lemma 13.2, f(x
n
) converges to f(y).
By hypothesis, f(y) > w.
Therefore for some k,
f(y) f(x
n
) |f(y) f(x
n
)| < f(y) w
if n k. But this implies that f(x
n
) > w which contradicts the hypothesis that
x
n
S.
Step Three: f(sup(S) = w.
Proof of Step Three: We show that the hypothesis f(sup(S) = w leads
to a contradiction.
First, suppose f(sup(S)) > w.
Let (x
n
) be a sequence of points in S converging to sup(S). Then by Lemma
13.2, f(x
n
) converges to f(sup(S)).
Therefore for some k,
f(sup(S)) f(x
n
) |f(sup(S)) f(x
n
)| < f(sup(S)) w
if n k. But this implies that f(x
n
) > w, which contradicts the hypothesis
that x
n
S.
On the other hand, suppose f(sup(S)) < w.
By Step Two, sup(S) < y. Therefore we may apply Step One with u = sup(S)
to conclude that for some > 0,
f(sup(S) +/2) < w.
But this implies that sup(S) +/2 S and thus that
sup(S) +/2 < sup(S).
Thus this is also impossible and so f(sup(S) = w and w f([x, y]). q.e.d.
Proof of Theorem 3: Recall that we are given a continuous function f dened
in a closed interval [a, b] and that we have to prove that
f([a, b]) = [c, d].
It follows from Proposition 11 that there are points u, v [a, b] such that
f([a, b]) [f(u), f(v)].
Now apply Proposition 12 with D = [a, b], u = x and v = y to conclude that if
w (f(u), f(v)) then w f[a, b].
70
Thus f([a, b]) = [f(u), f(v)].
q.e.d.
Exercise 17
In these exercises you may assume the standard properties of sin x and cos
x.
1. Let f be any real-valued function dened in an interval D.
(a) Show that if f attains a maximum then that maximum is sup(S)
where S = {f(x) | x D}.
(b) If f attains a minimum value, what is it?
2. (a) Use Exercise 16.5 to show that sin(1/x) is a continuous function in
(0, ).
(b) Show that this function attains a maximium and a minimum value.
(c) Show that it is not the restriction of a continuous function dened in
[0, ].
3. Show that (1 x)sin(1/x) is a continuous function in (0, 1] which does
not attain a maximum or minimum value.
4. Supply the proof for the case v 1 is real number. For for every rational number a, a real number,
x
a
is constructed in Exercise 10, with the following properties:
1. x
0
= 1 and x
1
= x.
2. If a, b Q and a < b then
0 < x
a
< x
b
.
3. x
a
x
b
= x
a+b
for any a, b Q.
4. (x
a
)
b
= x
ab
for any a, b Q.
We now extend the construction to all real exponents to dene a function
exp
x
: R R
as follows: For any y R, set
S(y) = {a Q | a y} and E(y) = {x
a
| a S(y)}.
71
If a Q satises a < y then a is a lower bound for S(y).
Thus it follows from Exercise 10 that x
a
is a lower bound for E(y).
Now dene exp
x
by setting:
exp
x
(y) = inf(E(y)), y R.
Theorem 4 Let x > 1 be a real number. Then the function exp
x
: R R has
the following properties:
1. exp
x
(a) = x
a
if a is rational.
2. If y < z are real numbers then
0 < exp
x
(y) < exp
x
(z).
3. exp
x
(y)exp
x
(z) = exp
x
(y +z) for all y, z R.
4. For all u, y R
|exp
x
(u) exp
x
(y)|
|u y|
xexp
x
(y) if 0 < |u y| < 1.
5. exp
x
is a continuous function.
Proof: As usual, we prove the theorem taking the statements in order.
1. exp
x
(a) = x
a
if a Q.
If a Q then S(a) = [a, ) Q. Therefore in this case
E(a) = {x
b
| b a and b Q}.
Therefore
exp
x
(a) = inf(E(a)) = x
a
.
2. If y < z are real numbers then
0 < exp
x
(y) < exp
x
(z).
Choose rational numbers a, b so that
a < y < b < z.
Then, as observed in the construction of exp
x
,
x
a
E(y).
Thus if c is a rational number such that a < c < y it follows from Exercise
10 that
0 < x
a
< x
c
exp
x
(y).
72
In the same way it follows that
x
b
< exp
x
(z).
Finally, since y < b we have b S(y) and x
b
E(y). Therefore
0 < exp
x
(y) x
b
< exp
x
(z).
3. exp
x
(y)exp
x
(z) = exp
x
(y +z) for all y, z R.
If a S(y) and b S(z) then a+b S(x+y). It follows that for a S(y)
and b S(z),
exp
x
(y +z) = inf(E(y +z)) x
a+b
= x
a
x
b
.
Therefore exp
x
(y +z) is a lower bound for E(y)x
b
. It follows that
exp
x
(y +z) exp
x
(y)x
b
.
Repeating this argument yields
exp
x
(y +z) exp
x
(y)exp
x
(z).
On the other hand, suppose c S(y +z). It follows from Exercise 7.3 that
for some a S(y) and some b S(z),
c a +b.
Therefore
x
c
x
a+b
= x
a
x
b
exp
x
(y)exp
x
(z).
Therefore exp
x
(y)exp
x
(z) is a lower bound for E(y +z) and so
exp
x
(y)exp
x
(z) exp
x
(y +z).
Combined with the previous inequality this proves the assertion.
4. For all u, y R
|exp
x
(u) exp
x
(y)|
|u y|
xexp
x
(y) if 0 < |u y| < 1.
For this assertion we need two lemmas.
Lemma 14 For any natural number p and any positive real number t,
(1 pt)(1 +t)
p
< 1.
73
Proof: We use induction on p.
When p = 1 the Lemma follows from
(1 t)(1 +t) = 1 t
2
< 1.
Now suppose by induction that the Lemma is true for some p.
Then, since
(1 (p + 1)t) < (1 (p + 1)t +pt
2
) = (1 t)(1 pt)
it follows from our induction hypothesis that
(1 (p +1)t)(1 +t)
p+1
< (1 t)(1 pt)(1 +t)
p
(1 +t) < (1 t)(1 +t) < 1,
which closes the induction and completes the proof of the Lemma.
q.e.d.
Lemma 15 Suppose a and b are rational numbers and x > 1 is a real
number. If 0 < a < b, then
x
a
1
a
<
x
b
1
b
.
Proof: Since both a and b are rational and positive we may nd natural
numbers k, m, n such that
a =
m
k
and b =
n
k
.
Since a < b it follows that m < n.
Therefore it is sucient to consider the case that n = m + 1 and prove
that
x
m/k
1
m/k
<
x
(m+1)/k
1
(m+ 1)/k
.
Set w = x
1/k
.
Then multiply both sides by 1/k to see that it is enough to show that
w
m
1
m
<
w
m+1
1
m+ 1
,
or, equivalently,
(m+ 1)(w
m
1) < m(w
m+1
1).
Since x > 1 it follows from Exercise 10 that w > 1.
Write w = 1 +t with t > 0.
74
Now Lemma 14 gives
(m+ 1 mw)w
m
= (1 mt)(1 +t)
m
< 1.
It follows that
(m+ 1)w
m
< 1 +mw
m+1
,
and therefore
(m+ 1)(w
m
1) < 1 +mw
m+1
(m+ 1) = m(w
m+1
1),
which is the inequality we needed to prove.
q.e.d.
We now return to the proof of the statement: For all u, y R
|exp
x
(u) exp
x
(y)|
|u y|
xexp
x
(y) if 0 < |u y| < 1.
Suppose 0 < h < 1 is a rational number.
Apply Lemma 15 with a = h and b = 1 to obtain
exp
x
(y +h) exp
x
(y)
h
= exp
x
(y)
exp
x
(h) 1
h
< exp
x
(y)
exp
x
(1) 1
1
< xexp
x
(y),
and
exp
x
(y) exp
x
(y h)
h
= exp
x
(yh)
exp
x
(h) 1
h
< exp
x
(y)
exp
x
(1) 1
1
< xexp
x
(y).
Now if |u y| = t < h < 1, then it follows from the second assertion of
the Theorem that
0 < exp
x
(y h) < exp
x
(y t) < exp
x
(y) < exp
x
(y +t) < exp
x
(y +h).
Therefore
|exp
x
(u) exp
x
(y)| < hxexp
x
(y).
It follows that
|exp
x
(u) exp
x
(y)|
xexp
x
(y)
< h
for every rational h such that h < h < 1. Therefore
|exp
x
(u) exp
x
(y)| |u y|xexp
x
(y),
which proves the assertion.
75
5. exp
x
is a continuous function.
Fix y R and > 0. Then choose 0 < < 1 so that
<

xexp
x
(y)
.
Then if |u y| < ,
|exp
x
(u) exp
x
(y)| < xexp
x
(y) < .
Therefore exp
x
is continuous.
q.e.d.
Denition 30 A real-valued function f in an interval D is called increasing
(resp., decreasing) if whenever x < y it follows that f(x) f(y) (resp., f(x)
f(y)). In either case f is called a monotone function.
Exercise 18
1. Show that if a continuous function in [a, b] is a 1-1 map it is monotone.
2. For 0 < x 1 dene a function exp
x
by setting exp
1
(y) = 1, y R and
exp
x
(y) =
1
1
x
y
if 0 < x < 1 and y R. Then show for 0 < x < 1 that exp
x
satises
statements 1,3,5 of Theorem 4.
3. If 0 < x < 1 show that exp
x
is a monotone function.
4. If x > 0 and y, z are any real numbers show that
(x
y
)
z
= x
yz
.
76
Chapter 7
Derivatives
Recall that the graph of a real function f dened in an interval D is the set of
points {(x, f(x)) | x D}. While every such function has a graph, the function
with domain [0, 1] given by
f(x) =
_
0, x Q,
1, x / Q.
has a graph which cannot be drawn in any reasonable way.
By contrast continuous functions have graphs that are often reasonable
curves, but can have corners that make them jagged, such as in the example
below:
@
@
@
@
@
@
If we want smoother graphs we need to restrict to dierentiable functions.
These then turn out to have other really nice properties which are essential for
much of analysis and for many applications.
The idea is very simple: a real-valued function dened in an interval D is
dierentiable if it has a derivative at every point in D, and it has a derivative
at a point x D if its graph has a non-vertical tangent line at (x, f(x)). This
eliminates the possibility of corners! The derivative is then the slope of the
tangent line.
We have to formalize this intuitive idea. If y is a point near x the secant
determined by x and y is the straight line through the points (y, f(y)) and
(x, f(x)). Thus the slope of the secant is
f(y) f(x)
y x
.
77
If the graph has a tangent line then the secants should approach the tangent
line as y approaches x and so the slopes of the secants should approach the
slope of the tangent line. We have thus nally developed our intuitive idea to
the point where we can formalize it:
Denition 31 Let f be a real-valued function dened in an interval, D. Then
f is dierentiable at x D if
lim
yx
f(y) f(x)
y x
exists.
In this case we call the limit the derivative of f at x, and denote it by f
(x).
Denition 32 A real-valued function dened in an interval D is dieren-
tiable if it is dierentiable at every point in D.
Proposition 13 A dierentiable function is continuous.
Proof: Suppose f is a dierentiable function in an interval D. If a D then
by denition
lim
xa
f(x) f(a)
x a
= f
(a).
Thus for any > 0 there is some such that
|
f(x) f(a)
x a
f
(a)| < if 0 < |x a| < .

It follows that
|
f(x) f(a)
x a
| = |
f(x) f(a)
x a
f
(a) +f
(a)| < +|f
(a)| if 0 < |xa| < .

Multiply by |x a| to obtain
|f(x) f(a)| < ( +|f
(a)|)|x a| if 0 < |x a| < .

Now if > 0, set
= min(

+|f
(a)|
, ).
Then for 0 < |x a| < we have 0 < |x a| < and so
|f(x) f(a)| < ( +|f
(a)|)|x a| < ( +|f
(a)|)

+|f
(a)|
< .
Thus lim
xa
f(x) = a. q.e.d.
Remarks: The derivative at a point x of a function f can also be thought
of as its instantaneous rate of change. In fact, the formula above for the slope
of a secant shows that that slope is the average rate of change in f between
y and x. Thus it seems reasonable to interpret the limit as the instantaneous
78
rate of change. Magnicently, as we shall see, this actually works in practice
and makes the derivative of central importance for applications.
Observe that if f is a dierentiable function in an interval D, then a new
real-valued function in D is given by
x f
(x).
This function is called the derivative of f and is denoted by f
or by df/dx.
If f
is continuous the f is continuously dierentiable; if f
is itself dier-
entiable then f is twice dierentiable and the derivative of f
is written f
and called the second derivative of f.

Remark: The next Proposition shows how the search for a maximum or a
minimum can be reduced to solving the equation f
(c) = 0. This is, of course,

of fundamental importance for many applications where the location of maxima
and minima is important.
Proposition 14 Suppose f is a real-valued function in an interval D with a
derivative at a point c D. If for some a < c < b, (a, b) D, and if either
f(x) f(c), x (a, b),
or else
f(x) f(c), x (a, b),
then f
(c) = 0.
Proof: Suppose f(x) f(c), x (a, b). If y (a, c) then
f(y) f(c)
y c
0
and so taking the limit as y approaches c from the left we nd that f
(c) 0.
On the other hand, if y (c, b) then
f(y) f(c)
y c
0
and so f
(c) 0. Thus f
(c) = 0.
The proof when f(x) f(c), x (a, b) is identical. q.e.d.
This Proposition is also the main step in the proof of the important
Theorem 5 (Mean Value Theorem). Suppose f is a dierentiable function
in an interval [a, b]. Then for some z with a < z < b,
f
(z) =
f(b) f(a)
b a
.
79
We rst consider the special case that f(a) = f(b).
Proposition 15 (Rolles Theorem) Suppose f is a dierentiable function in
an interval [a, b] and f(a) = f(b). Then for some z (a, b),
f
(z) = 0.
Proof: According to Proposition 13, f is continuous. Thus by Proposition 11
there are points u, v in [a, b] such that
f(u) f(x) f(v)
for all x [a, b].
Now if both u and v are endpoints of [a, b] then f(u) = f(v), and it follows
that f is constant. In this case f
is identically zero, as is immediate from the

denition of derivative.
Otherwise either u or v is a point y (a, b). But now Proposition 14 asserts
that f
(y) = 0. q.e.d.
Proof of Theorem 5 Dene a new function g in [a, b] by
g(x) = f(x)
x a
b a
(f(b) f(a)).
It is straightforward to verify (see Exercise 19 below) that g is dierentiable
and that
g
(x) = f
(x)
f(b) f(a)
b a
.
But it is immediate from the denition of g that g(a) = f(a) = g(b). Thus by
Rolles Theorem, g
(z) = 0 for some z (a, b). Now the formula above for g
(x)
shows that
f
(z) =
f(b) f(a)
b a
.
This completes the proof. q.e.d.
Exercise 19 Derivatives
1. Show that the sum and product of dierentiable functions is dierentiable,
and establish the formulae for the derivatives.
2. If f is a continuous function in an interval [a, b] with a derivative at
c (a, b), show that a continuous function g in [a, b] is dened by
g(x) =
_
f(x)f(c)
xc
x = c,
f
(c) x = c.
80
3. Show that if f is a dierentiable function in (a, b) and if f
(x) > 0 for all

x (a, b), then for any a < x < y < b, f(x) < f(y).
4. If f is a dierentiable function in [a, b] and f
(x) = 0 for all x (a, b),

show that f(x) = f(y) for all x, y (a, b). Then use continuity to conclude
that f(x) = f(a) for all x [a, b].
5. Suppose f and g are dierentiable functions in an interval [a, b]. If f(a) =
g(a) and if f
(x) = g
(x) for all x (a, b), show that f(x) = g(x) for all
x [a, b].
81
Chapter 8
Area and Integrals
All the way back in the distant mists of public school we learned that the area of
a rectangle is its length times its width. So how do we go about dening the area
of a more complicated region, R, contained inside a large rectangle in the plane?
One very simple way works as follows: rst, grid the big rectangle into non-
overlapping smaller ones. Then add the areas of the little rectangles that touch
R and call that an upper area. Next, add the areas of the little rectangles en-
tirely contained in R, and call that a lower area.
Intuitively, every upper area should be bigger than the area of R and every
lower area would be less than the area of R. Thus, if we set
U = {upper areas} and L = {lower areas},
then we would expect that
inf(U) area(R) sup(L).
If we get lucky and it happens that inf(U) = sup(L) we would dene this
number to be the area of R.
If we are unlucky then there would be two possibilities: either we need to
nd a dierent method, or else it simply is not possible to assign an area to R.
The rst situation is exemplied by the region R bounded by the x-axis, the
y-axis, the line x = 1 and the graph of the function f dened by
f(x) =
_
0, x Q,
1, x / Q.
.
Here our method does not work, but there is, in fact, a more sophisticated
way of dening area, and that method gives this region an area of one.
82
There are however, even more complicated regions for which there is no rea-
sonable way to assign an area!
Nonetheless our method does work for the region between the graph of a
continuous function and the x-axis, except that we have to count the area below
the x-axis negatively,and it is this signed area we use to dene the integral.
We proceed to formalize this intuitive idea.
Denition 33 Upper and lower sums.
i) A partition of an interval [a, x] is a sequence
a = x
0
< x
1
< x
2
< < x
r
= x.
ii) If f is a real-valued function dened in an interval [a, x], then an upper sum,
u, and a lower sum, l, for f are numbers respectively of the form
u =
r
i=1
y
i
(x
i
x
i1
)
and
l =
r
i=1
w
i
(x
i
x
i1
),
where the x
i
are a partition of [a, x] and
w
i
f([x
i1
, x
i
]) y
i
.
Proposition 16 Suppose f is a continuous function in an interval [a, x], and
let U and L denote the set of upper sums and the set of lower sums for f. Then
inf(U) = sup(L).
Proof: We proceed in two steps.
Step One: Every upper sum is larger then every lower sum.
Suppose an upper sum is given by
u =
r
i=1
y
i
(x
i
x
i1
),
and a lower sum is given by
l =
p
j=1
w
j
(x
j
x
j1
),
dened respectively by partitions (x
i
) and (x
j
). Then we can merge the two
partitions to get a partition x
k
, 0 k q in which each x
k
is either an x
i
or an
83
x
j
and each x
i
and x
j
is one of the x
k
. Call the intervals [x
k1
, x
k
] the little
intervals.
In particular, each interval [x
i1
, x
i
] is a union of little intervals. Set
y
k
= y
i
if [x
k1
, x
k
] [x
i1
, x
i
]. Then
u =
q
k=1
y
i
(x
k
x
k1
).
Now dene w
k
in the same way and observe that
l =
q
k=1
w
k
(x
k
x
k1
).
Finally, recall that each little interval is contained in some [x
i1
, x
i
] and in
some [y
j1
, y
j
]. It follows that
w
k
f([x
k1
, x
k
]) y
k
,
and so
l =
q
k=1
w
k
(x
k
x
k1
)
q
k=1
y
i
(x
k
x
k1
) u.
Step Two: Completion of the proof.
It follows from Step One that sup(L) inf(U). Now recall from Proposition
12 that for any > 0 there is some r N such that 1/r < . Thus it follows
from Proposition 10 that given > 0 there is some r N such that for all
s, t [a, x],
|f(s) f(t)| <

x a
if |s t| <
x a
r
.
Now divide [a, x] into r intervals of even length (x a)/r with endpoints
a = x
0
< x
1
< x
2
< < x
r
= x.
Then the restriction of f to a subinterval [x
i1
, x
i
] has a maximum value y
i
and a minimum value w
i
, which it assumes at points z and z
in the subinterval
(Proposition 11). Thus the inequality above imples that
y
i
w
i
<

x a
.
Therefore, with these choices the corresponding upper and lower sums satisfy
u l =
r
1=1
(y
i
w
i
)(x
i
x
i1
) <

x a
r
1=1
(x
i
x
i1
) = .
It follows that inf(U)sup(L) < for all > 0, and so inf(U) = sup(L). q.e.d.
84
Denition 34 Let f be a continuous function in an interval [a, x]. Then the
number inf(U) = sup(L) of Proposition 16 is called the integral of f and is
denoted by
_
x
a
f(t)dt.
Exercise 20 Integrals
1. If f is a continuous function in an interval [a, b] with maximum value y
and minimum value w, show that
w(b a)
_
b
a
f(t)dt y(b a).
2. If f is a continuous function in an interval [a, b] show that
_
a
a
f(t)dt = 0 and for c (a, b),
_
b
a
f(t)dt =
_
c
a
f(t)dt +
_
b
c
f(t)dt.
3. If f and g are continuous functions in an interval [a, b] and if and are
real numbers show that
_
b
a
(f(t) +g(t))dt =
_
b
a
f(t)dt +
_
b
a
g(t)dt.
4. If f and g are continuous functions in an interval [a, b], and if f(t) g(t)
for all t [a, b], show that
_
b
a
f(t)dt
_
b
a
g(t)dt.
If the two integrals are equal show that f(t) = g(t) for all t [a, b].
Theorem 6 Let f be a continuous function dened in an interval [a, b]. Then
F(x) =
_
x
a
(f(t)dt
is a dierentiable function in [a, b], and F
(x) = f(x).
Proof: Fix c [a, b]. We have to show that
lim
sc
F(s) F(c)
s c
= f(c),
and we consider separately the cases where s approaches c from the right and
from the left. Consider rst the case of an approach from the right.
85
For s > c let y(s) and w(s) be the maximum and minimum values assumed
by f in c, s]. By Exercise 20.2,
_
s
a
f(t)dt
_
c
a
f(t)dt =
_
s
c
f(t)dt.
Therefore by Exercise 20.1,
w(s) f(c)
_
s
c
f(t)dt
s c
f(c) y(s) f(c).
It follows that
w(s) f(c)
_
s
a
f(t)dt
_
s
a
f(t)dt
s c
f(c) y(s) f(c).
In other words,
w(s) f(c)
F(s) F(c)
s c
f(c) y(s) f(c).
Now as s approaches c both w(s) f(c) and y(s) f(c) approach zero, and
so
F(s) F(c)
s c
approaches f(c). The same argument establishes this if s approaches C from
the left. q.e.d.
We conclude this section with the
Theorem 7 (Fundamental Theorem of the Calculus) Suppose f is a con-
tinuously dierentiable function in [a, b]. Then
_
b
a
f
(t)dt = f(b) f(a).

Proof: In fact, we shall prove that for all x [a, b],
_
x
a
f
(t)dt = f(x) f(a).

Now the right hand side denes a function g(x) which by Theorem 6 is
dierentiable and satises
g
(x) = f
(x), x [a, b].

Thus the derivative of g f is identically zero, and so by Exercise 19.4 it follows
that g f is a constant function. But g(a) = 0 and so g(x) f(x) = f(a) for
all x [a, b]. In other words,
g(x) = f(x) f(a)
86
for all x [a, b]. q.e.d.
Remark: As you will recall from your calculus classes, while derivatives tend
to be computable it is Theorem 7 which makes it possible to nd formulae for
integrals!
87

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Introduction to Analysis

species which elements in S are in W.

is a family of sets then their union,

and their intersection,

are the sets dened by

is the set of students

} be a partition of S with as its equivalence relation.

in the partition containing x will satisfy

is one of the S(x).

it follows that every S(x) is one of the

21/n < a <

(a)| < if 0 < |x a| < .

(a)| < +|f

(a)| if 0 < |xa| < .

(a)|)|x a| if 0 < |x a| < .

(a)|)|x a| < ( +|f

is continuous the f is continuously dierentiable; if f

and called the second derivative of f.

(c) = 0. This is, of course,

is identically zero, as is immediate from the

(x) > 0 for all

(x) = 0 for all x (a, b),

(t)dt = f(b) f(a).

(t)dt = f(x) f(a).

(x), x [a, b].

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