Supremum and Inmum

UBC M220 Lecture Notes by Philip D. Loewen

The Real Number System. Work hard to construct from the axioms a set R
with special elements O and I, and a subset P R, and mappings A: R R R,
M: RR R, for which dening the basic operations above in terms of
x +y = A(x, y), x y = M(x, y), x > O x P
produces a consistent setup in which the familiar rules of arithmetic all work.
Trichotomy. For every real number x, exactly one of the following is true:
x < 0, x = 0, x > 0.
By taking x = b a, we deduce that whenever a, b R, exactly one of the following
is true:
a < b, a = b, a > b.
Given a, b R, its rather obvious that
a > b = > 0 : a b +.
(Indeed, if a > b then = a b obeys the conclusion.) The contrapositive of this
statement is logically equivalent, but occasionally useful:

> 0, a < b +

= a b.
It reveals that one way to prove a b is to prove a collection of apparently easier
inequalities involving a larger right-hand side.
Denition. Let S R. To say, S is bounded above, means there exists b R
such that
() s S, s b.
Any number b satisfying () is called an upper bound for S.
Changing to in () produces a denition for the phrases S is bounded
below and b is a lower bound for S.
To say that S is bounded means that S is bounded above and S is bounded below.
Denition. Let S R. The phrase, is a least upper bound for S, means two
things:
(i) s S, s , i.e., is an upper bound for S, i.e.,
() s S, s .
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2 PHILIP D. LOEWEN
(ii) Every real number less than is not an upper bound for S. Express this second
condition as
() > 0, s S : < s.
Notation. A given set S can have at most one least upper bound (LUB).
[Pf: Suppose
0
is a least upper bound for S. Any real >
0
breaks ()
use =
0
and recall (). Any real <
0
breaks ()use =
0
and
recall ().]
If S has a least upper bound, it is a unique element of R denoted
supS (Latin supremum).
A symmetric development leads to the concepts of sets bounded below, greatest
lower bounds, and the Latin notation
inf S (Latin inmum).
The Least Upper Bound Property. The hard work in the axiomatic construction
of the real number system is in arranging the following fundamental property:
For each nonempty subset S of R, if S has an upper bound, then
there exists a unique real number such that = sup S.
[Alternate terminology: (R, ) is order-complete.]
Proposition. R has the greatest lower bound property, i.e.,
For each nonempty subset S of R, if S has a lower bound, then
there exists a unique real number such that = inf S.
Proof. Consider any subset S of R, assuming S = and S has a lower bound. Dene
L = {x R : x is a lower bound for S} .
Note L = by hypothesis; the denition of L gives
x L, s S, x s. ()
This is equivalent to
s S, x L, x s. ()
The latter form shows that any s in S provides an upper bound for the set L; since
S = by hypothesis, it follows that L has an upper bound. By the LUB Property,
= sup(L) is a well-dened real number. Well show that is the desired greatest
lower bound for S.
First, is a lower bound for S. For otherwise, there would be some s in S with
s < ; this s would be an upper bound for L [see () above], contradicting the
denition of as the least upper bound for L.
Second, is the greatest lower bound for S. Indeed, consider any > : by
construction, is an upper bound for L, so x x L. Consequently L, i.e.,
is not a lower bound for S. ////
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Supremum and Inmum 3
Relevance: Existence Theorems. The central feature of the LUB Property is the
statement that there exists a real number (the supremum) with certain properties.
Thus it provides the foundation for all interesting theorems involving existence of
certain mathematical objects. (E.g., the IVT from Calculus: If f: [a, b] R is
continuous and f(a) < 0 < f(b), then there exists a real number x (a, b) obeying
f(x) = 0.) The foundation can serve in two ways:
(i) Directly: The desired number may be dened as a supremum. E.g., to prove
x R : x
2
= 2, we appeal to order-completeness to assert that
= sup

q Q : q
2
< 2

is a well-dened real number, then use ()() to show that

2
= 2.
(ii) Indirectly: The denition of sup ensures the existence of near-maximal ele-
ments. For example, suppose X is some nonempty set, and f: X R is a func-
tion whose range f(X) is bounded above. Then = supf(X) = sup {f(x) : x X}
is a well-dened real number. We cannot assert f(X) without knowing more
about f and X, but we can argue as follows: for each n N, 1/n is less than
the least upper bound for f(X), so it is not an upper bound. This means that
some element of f(X)call it y
n
obeys y
n
> 1/n. Choose some element
of X, and name it x
n
, satisfying y
n
= f(x
n
). This procedure creates a sequence
x
1
, x
2
, . . . in X with the useful property
n N,
1
n
< f(x
n
) .
[Such a sequence is called a maximizing sequence for f.]
Theorem (Archimedes). In R, the set N has no upper bound. That is,
r R, n N : n > r.
Proof. (By contradiction.) Suppose, on the contrary, that N has an upper bound.
Evidently N = , so by LUB property, = sup N exists in R. Consider
def
= 1:
() gives some n in N such that < n. Hence 1 < n, i.e., < n + 1. Since
n + 1 N, this contradicts property () for . ////
Corollaries. (a) For any xed > 0, some n N obeys 1/n < .
(b) Whenever x, y R obey y x > 1, we have (x, y) Z = .
(c) For any a, b R with a < b, we have both (a, b) Q = and (a, b) \ Q = .
Proof. (a) Apply Archimedes to r = 1/ to produce n N s.t. n > 1/, i.e., 1/n < .
(b) Let S = {n Z : n y}. By Archimedes, S = ; by Fact 1, n = min(S) exists.
Lets show z = n 1 (x, y):
(i) z < y: indeed, z y would imply z S, contradicting minimality of n.
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4 PHILIP D. LOEWEN
(ii) z > x: indeed, n S = n y > x + 1 = n 1 > x.
(c) Given a < b, apply (a) to get n N such that 1/n < b a. Then nb na > 1,
so (b) applies to x = na, y = nb: some m Z obeys na < m < nb, i.e.,
a <
m
n
< b. Thus
m
n
(a, b) Q.
Likewise, if a < b then
a

2
<
b

2
so some q Q obeys
a

2
< q <
b

2
. It follows
that q

2 (a, b) \ Q. ////
Home Practice. Let S = {1/n : n N}. Use Archimedes to justify inf(S) = 0
[check ()()]. Note 0 S. [Write = minS when both = inf(S) and S,
saying the inmum is attained. So for this S, inf(S) = 0 but min(S) does not
exist. Similarly, max means attained supremum.]
Easy Example (Sketch Steps Only). Given subsets A and B of R such that
A = , B is bounded above, and A B, show that supA supB.
(i) Show sup B exists. [ETS B = , B has upper bound.]
Proof: Since A = , some x obeys x A. Since A B, this same x obeys
x B. Therefore B = . Now B is bounded above by assumption, so supB
exists. Call it .
(ii) Show sup A exists. [ETS A = , A has upper bound.]
Proof: Since B is bounded above, there exists some M satisfying y M for all
y B. Since A B, every x in A obeys x B, and hence x M. Thus M is
an upper bound for A, while A = is given. It follows that
def
= sup A exists in
R.
(iii) Show supA supB. [Dene = supB. Assume < sup A, get contradiction.]
The argument in (ii) shows that any upper bound for B is an upper bound for A.
In particular, = supB must be an upper bound for A. To show , imagine
the alternative: If < , then is not an upper bound for A (by denition of
= sup A), a contradiction. We must have .
(iv) T/F? Strict inclusion A B, A = B, implies strict inequality supA < supB.
False: Consider, e.g., A = (0, 1) and B = [0, 1]. Here A B, A = B, yet
sup(A) = 1 = sup(B). ////
Monotone Sequences
Denition. Let a real-valued sequence (a
n
)
nN
be given.
(a) Call (a
n
) nondecreasing when n < m = a
n
a
m
;
(b) Call (b
n
) nonincreasing when n < m = a
n
a
m
.
Call (a
n
) monotone when it is either nondecreasing or nonincreasing.
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Supremum and Inmum 5
Theorem. Let sequence (a
n
)
nN
be monotone.
(a) If (a
n
) is nondecreasing and bounded above, then a
n
as n , where
= sup {a
n
}.
(b) If (a
n
) is nonincreasing and bounded below, then a
n
as n , where
= inf {a
n
}.
Proof. (a) Suppose the set of sequence entries A = {a
n
: n N} has an upper
bound. Then
def
= sup{a
n
: n N} is a unique real number, and it is an upper
bound for A. So
n N, a
n
.
But is the least upper bound for A, so given any > 0, the number is not
an upper bound for A. That is, some element of A must be larger than .
But all the elements of A are sequence entries, so there must be some positive
integer N such that a
N
> . Now since the sequence is nondecreasing, every
integer n > N will have
< a
N
a
n
.
This certainly implies
n > N, |a
n
| < .
(b) Similar. (Try it!) ////
Application. Classic problem genre: Prove that a sequence converges without even
guessing its limit, by showing that the sequence is monotonic and bounded. Prove
those properties by induction.
Example. Let x
1
=

2 and x
n+1
=

2 +x
n
for each n N. Prove that (x
n
)
nN
converges, and nd the limit.
Solution. If the sequence converges to x, then sending n on both sides of the
iteration equation x
n+1
=

2 +x
n
would give x =

2 + x. Thus x >

2 and
0 = x
2
x 2 = ( x 2)( x + 1),
which would give x = 2. This is useful preliminary information that sets up a careful
appeal to the monotone sequence theorem.
Lets show that for each n N, the following statement is true:
P(n) : x
n
x
n+1
2.
Mathematical induction is eective here.
Base Case: Statement P(1) says

2 +

2 2. This is true.
Induction Step: Suppose n N is an integer for which statement P(n) is true. We
would like to deduce the following.
P(n + 1) : x
n+1
x
n+2
2.
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6 PHILIP D. LOEWEN
To get this, add 2 to each entry in statement P(n). This gives
2 +x
n
2 +x
n+1
4.
These numbers are all positive, so their square roots must come in the same order:

2 +x
n

2 +x
n+1

4.
The iteration formula allows us to rearrange this as
x
n+1
x
n+2
2,
which is precisely the outcome we seek.
By induction, statement P(n) is true for each n N. Thus the sequence (x
n
) is
nondecreasing and bounded above, so it must converge. The value of the limit must
be 2, for reasons given earlier. ////
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