Math Prelims

Lecture 1 Mathematical Preliminaries
A. Banerji
July 21, 2014
(Delhi School of Economics) Introductory Math Econ July 21, 2014 1 / 20
Outline
1
Preliminaries
Sets
Logic
Sets and Functions
Preliminaries Sets
Basic Concepts
Take as understood the notion of a set. Usually use upper case
letters for sets and lower case ones for their elements. Notation.
a A, b / A.
A B if every element of A also belongs to B. A = B if A B and
B A are both true.
A B = {x|x A or x B}. The or is inclusive of both.
A B = {x|x A and x B}. What if A and B have no common
elements? To retain meaning, we invent the concept of an empty
set, .
A = A, A = . For the latter, note that theres no element in
common between the sets A and because the latter does not
have any elements.
A, for all A. Every element of belongs to A is vacuously
true since has no elements. This brings us to some logic.
Preliminaries Logic
Logic
Statements or propositions must be either true or false.
P Q. If the statement P is true, then the statement Q is true.
But if P is false, Q may be true or false. For example, on real
numbers, let P = x > 0 and Q = x
2
> 0. If P is true, so is Q, but
Q may be true even if P is not, e.g. x = 2. We club these
together and say P Q.
Let P = x
2
< 0 and Q = x = 5. Then P Q is vacuously true.
Q P is the contrapositive of P Q.
For example: If x
3
0, then x 0 is the contrapositive of if
x > 0, then x
3
> 0 ".
Preliminaries Logic
Logic
Claim. A statement and its contrapositive are equivalent.
Proof.
Suppose P Q is true. Suppose Q is false. Then P must be false, for
if not, then via P Q, Q would be true, contradicting our assumption
that Q is false.
On the other hand, suppose P Q is false. It follows that P is true
and Q is false (for if P is false, then P Q is vacuously true). But
then, Q P cannot be true.
Denition
Q P is called the converse of the statement P Q.
No relationship between a statement and its converse. e.g., if x > 0
then x
2
> 0 is true, but its converse is not. On the other hand, if some
statement and its converse are both true, we say P if and only if Q or
P Q.
Preliminaries Logic
Quantiers and Negation
2 logical quantiers: for all and there exists.
P : For all a A, property (a) holds.
The negation of P (i.e. P) is the statement: There exists at least one
a A s.t. property (a) does not hold.
e.g. P : For every x , x
2
> 0.
The negation of P : There exists x s.t. x
2
0.
Q : There exists b B s.t. property (b) holds.
Q : For all b B, property (b) does not hold.
Note. Order of quantiers matters. e.g. for all x > 0, there exists
y > 0 s.t. y
2
= x, says that every positive real has a positive square
root. This is not the same as there exists y > 0 s.t. for all
x > 0, y
2
= x, which says some number y is the common square root
of every positive real.
Preliminaries Logic
Logic
Let (a, b) be a property dened on elements a and b in sets A and B
respectively. Let
P : For every a A there exists b B s.t. (a, b) holds. Then,
P : There exists a A s.t. for all b B, (a, b) does not hold.
Necessary and Sufcient Conditions
Let P Q be true. We say Q is necessary for P. Or P is sufcient for
Q. So, if P Q, P is necessary and sufcient for Q.
Preliminaries Sets and Functions
Sets
Set Difference: A B = {x|x A and x / B}.
Also called the complement of B relative to A. More familiar is the
notion of the universal set X, and X B = B
c
.
Some set-theoretic laws
Distributive Laws
(i) A (B C) = (A B) (A C)
(ii) A (B C) = (A B) (A C)
Proof.
(i) Suppose x LHS. So, x A and x (B C). So x A and either
x B or x C or both. So, either x (A B) or x (A C) (or both).
Converse?
DeMorgans Laws
(i) A (B C) = (A B) (A C) or more familiarly,
(B C)
c
= B
c
C
c
(ii) A (B C) = (A B) (A C) or (B C)
c
= B
c
C
c
.
Sets
Arbitrary Unions and Intersections
Let A be a collection of sets. Then
AA
= {x|x A for at least one A A}
AA
= {x|x A for every A A}
Cartesian Products
Well say (a, b) is an ordered pair if the order of writing these 2
objects matters: i.e. if (a, b) and (b, a) are not the same thing. (Think
of points on the plane). Alternatively, we can derive the notion of
ordered pair from the more primitive notion of a set as follows. Dene
(a, b) = {{a}, {a, b}}. On the right is a set of 2 sets; the rst of these is
the singleton that we want to be rst in the ordered pair. The 2nd is
the set of both objects (obviously, {a, b} = {b, a}, so that alone cannot
be sufcient to dene an ordered pair). Thus (b, a) is dened to be the
set {{b}, {a, b}}. Let A and B be sets. We then have
Functions
Denition
The Cartesian product A B = {(x, y)|x A and y B}.
We can formally dene a function using the notion of Cartesian
product, as follows. Let C, D be 2 sets. A rule of assignment r is a
subset of C D s.t. elements of C appear as rst coordinates of
ordered pairs belonging to r at most once. The set A of elements of C
appearing as rst coordinates in r is called the domain of r . The set of
elements of D comprising 2nd coordinates of r is called the image set
of r . Then
Denition
A function f is a rule of assignment r along with a set B that contains
the image set of r .
A is called the domain of f and the image set of r is called the image
set or range of f .
Functions
We write f : A B and think of f as a rule carrying every element
a A to exactly one element b B.
Examples. 1. f : dened by f (x) = x
2
, x .
2. Using the notation
2
for the Cartesian product (representing
the plane), let f :
2
be dened by f (x
1
, x
2
) = x
1
x
2
, (x
1
, x
2
)
2
.
3. g :
2
2
dened by g(x
1
, x
2
) = (x
1
x
2
, x
1
+ x
2
), (x
1
, x
2
)
2
.
4. Arbitrary Cartesian Products. We rst formally dene n-tuples in
terms of functions. Let X be a set and dene the function
x : {1, ..., n} X. This function is called an n-tuple of elements of X.
Its image at i {1, ..., n}, x(i ), is written as x
i
. The n-tuple is written as
(x
1
, ..., x
n
). The order counts. We write X
n
for the set of all n-tuples of
elements of X. The leading example is
n
, n-dimensional Euclidean
space.
Functions
Denition
Let A
1
, ...A
n
be a collection of sets, and let X =
n
1
A
i
. The cartesian
product of this collection of sets, written as A
1
... A
n
or
n
i =1
A
i
, is
the set of all n-tuples (x
1
, ..., x
n
) such that x
i
A
i
, i {1, ..., n}.
5. Let X be a set. A sequence or innite sequence of elements of X
is a function x : Z
++
X. (Z
++
is the set of positive integers).
Sequences are written by collecting images in order. We write
x = (x
1
, x
2
, ......). This denition generalizes the notion of innite
sequences of real numbers.
Functions - Images, Preimages
Let f : A B.
Denition
Let A
0
A. The image of A
0
under f , denoted f (A
0
), is the set
{b|b = f (a), for some a A
0
}.
Let B
0
B. The preimage of B
0
under f , f
1
(B
0
) = {a|f (a) B
0
}.
So the image of a set is the collection of images of all its elements, and
the preimage or inverse image of a set is the collection of all elements
in the domain that map into this set.
Example
For the function f (x) = x
2
, let A
0
= [2, 2]. Then, f (A
0
) = [0, 4]. Let
B
0
= [2, 9]. Then, f
1
(B
0
) = [3, 3].
Functions - Injective, Surjective
Fact. Let f : A B, A
0
, A
1
A, B
0
, B
1
B. Then (i)
B
0
B
1
f
1
(B
0
) f
1
(B
1
).
(ii) f
1
(B
0
B
1
) = f
1
(B
0
) f
1
(B
1
), where can be , , .
i.e., f
1
preserves set inclusion, union, intersection and difference. f
only preserves the rst two of these. The 3rd holds with and the 4th
with . To nd counterexamples, many-to-one functions (to which we
now move) are helpful. Proofs of the above claims are homework.
Denition
f : A B is injective (one-to-one) if [f (a) = f (a
)] [a = a
]. It is
surjective (onto) if for every b B, there exists a A s.t. b = f (a). A
function that is both of these is called bijective.
For example, f : dened by f (x) = x
2
is many-to-one and not
surjective. If the domain is
+
instead, then f is injective, and further if
the codomain is
+
, then it is bijective.
Functions, Inverse
Fact. Let f : A B, A
0
A, B
0
B. Then (i)f
1
(f (A
0
)) A
0
; equality
holds if f is injective.
(ii) f (f
1
(B
0
)) B
0
; equality holds if f is surjective.
You should also show by examples that equality does not in general
hold.
Now we use the f
1
to mean something different, namely the inverse
function. If f is bijective, then dene a function f
1
: B A by
f
1
(b) = a if a is the unique element of A s.t. f (a) = b. Note that f
1
is
also bijective. Indeed, suppose b = b
and f
1
(b) = f
1
(b
) = a. Then
f (a) = b and f (a) = b
which is not possible. So f

1
is injective.
Moreover, for every a A, there is a b B s.t. b = f (a), since f is a
function. So, there is a b B s.t. f
1
(b) = a. So f
1
is also surjective;
hence it is bijective.
Functions
One way to check whether f is bijective uses the following
Lemma
Let f : A B. If there are 2 functions g, h from B to A s.t.
g(f (a)) = a, a A and f (h(b)) = bb B, then f is bijective and
g = h = f
1
.
Proof.
f injective. Suppose a = a
and f (a) = f (a
) = b. Then
g(f (a)) = g(b) = g(f (a
)). So g(b) cannot be equal to both a and a
.
Contradiction. f is also surjective. Indeed, suppose there is a b B
with no preimage under f . However, we require f (h(b)) = b. This
implies h(b) is a preimage. Contradiction.
Simultaneous Equations
Let f :
n
m
. Fix y
m
. Then the equation f (x) = y represents a
system of m simultaneous equations in n variables. This is clear since
the equation can be rewritten as
f
1
(x
1
, ..., x
n
) = y
1
. . . . . . . . . . . . . . . . . .
f
m
(x
1
, ..., x
n
) = y
m
where y = (y
1
, ..., y
m
), x = (x
1
, ..., x
n
),
f (x) = (f
1
(x), ..., f
m
(x)), x
n
, where for each i {1, ..., m}, the
component function f
i
:
n
. An x which satises f (x) = y is called
a solution to the equation or system of equations. Note that whether
the system of equations has a solution is the same question as
whether f
1
({y}) is a nonempty set. Exercise. f :
2
2
,
f (x
1
, x
2
) = (x
1
x
2
, x
1
+ x
2
). For what values of y in the codomain does
the equation f (x) = y have a solution?
Simultaneous Equations - contour surfaces
One way to look at a solution: the intersection of (hyper)-surfaces. For
example, in the exercise above, given y = (y
1
, y
2
), the equations
x
1
x
2
= y
1
and x
1
+x
2
= y
2
. These are 1-dimensional curves in
2
, and
their intersection is the set of solutions. For the more general
n-variable case, f
i
(x
1
, ..., x
n
) = y
i
describes an (n 1)-dimensional
surface, and the solution set is the intersection of the m such surfaces.
Denition
Let g :
n
and let y . The contour set of g at y,
C
g
(y) = {x
n
|g(x) = y}. The upper contour set
U
g
(y) = {x|g(x) y}. The lower contour set L
g
(y) = {x|g(x) y}.
Observe that C
g
(y) = U
g
(y) L
g
(y).
Simultaneous Equations in Economics
First order conditions in optimization problems; general equilibrium;
Nash equilibrium in some problems. All these can be cast as solutions
to a system of equations F(x) = 0, where F :
n
n
and 0
n
.
General equilbrium is sometimes described as a xed point of a
function. (i.e., if say f :
n
n
, x is a xed point if it satises
f (x) = x). But x is a xed point of f if and only if it is a zero of
F(x) f (x) x, so the the question is really of nding the zeros of F
i.e. solving F(x) = 0.
Continuity of F is an important player in the existence of a solution.
(Just as in 1-dimensional case: if f : , is continuous, and
f (x
1
) > 0 > f (x
2
), then the intermediate value theorem assures a
solution x (x
1
, x
2
).) For the more general higher dimensional case, in
computational economics methods like Gauss-Jacobi make use of
1-dimensional solutions to the n different equations in an iterative way
to converge to a solution. (see Judd - Numerical Methods in
Economics).
Relations
Recall that we can dene a function as a subset of a Cartesian product
C D such that elements of C appear as rst coordinates of ordered
pairs at most once. Relations are more general in a way.
Denition
A relation on a set X is a subset of X
2
, i.e. X X.
Conventionally, if (x, y) , we write x y. As in the case of dening
functions, the idea of the denition is to not take anything more than
the meaning of a set to be understood, and to successively dene
things in terms of it. (Set -> Cartesian Product -> Relation). But as in
the case of a function, we think of relations in specic ways not directly
related to the denition. For example, in consumer theory, if X is the
consumption set and x, y X, we think of x y directly as x is
preferred to y".

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Lecture 1 Mathematical Preliminaries

which is not possible. So f

)). So g(b) cannot be equal to both a and a

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