2502 Analysis

MT2502 Analysis
Mike Todd
19th November 2015
0.1
What is Analysis?
Many mathematical objects, such as derivative and integral, and even the
real numbers themselves, are best (most rigorously) defined as the limit of
an infinite process. The problem is to understand what it means to find
the limit of an infinite process, since we can never really go to the end of
an infinite process. For example, the sine function is a nice continuous (a
notion well explore more later) function, so you might expect the function
S(x) =
sin x sin 2x sin 3x
+
...
1
2
3
to be continuous, but in fact its not:

t

0

t

t
This particular example, now part of Fourier analysis (see MT2507) arose
from the study of heat conduction (18th/19th century): at the time it wasnt
even considered to be a genuine function. In fact many of the advances in
what now would be thought of as applied maths, from calculus onwards,
were originally made without the logical underpinning of analysis, which led
to confusion and paradox in the 18th/19th century. Analysis now provides a
framework for these problems and has since blossomed into a beautiful and
useful theory.
Chapter 1
The rationals and the reals

The real number system is a very intuitive idea and has been used since
at least the ancient Greek times. However, while ostensibly higher-powered
notions like derivative and integral (1820s) use this intuitive notion, a rigorous formal definition of the real numbers came much later (1860s-early 20th
century).
In this section, well discuss the construction of the reals using precise definitions, logic, set theory and the rational number system (although well have
to leave out some of the construction in the interests of time).
First recall that the set of rational numbers Q is defined as the collection of
all fractions of the form pq where p Z and q N.
The first result is that adding/subtracting/multiplying two rational numbers
yields a rational number: Q is closed under the usual algebraic operations.
Proposition 1.1. If a, b Q, then a + b, a b, ab Q. Moreover, if b 6= 0
then ab Q.
The proof is an exercise.
While the rationals are a nice set from many points of view, they are insufficient for even the most basic mathematics. Eg a right-angled triangle with
sides
of length
1 and 1, by Pythagoras Theorem has hypotenuse of length
2. But 2, which by definition is the positive solution x to x2 = 2, isnt

rational:
3
CHAPTER 1. THE RATIONALS AND THE REALS
Proposition 1.2. There is no rational number x such that x2 = 2.
Proof. Suppose that, on the contrary, there is some x = pq where p, q N

such that x2 = 2. First notice that if p and q have a common divisor (an
integer which divides both) then we can factorise this out. Hence w.m.a. p
and q have no common divisors.
Since x2 = 2,
p2
= 2 p2 = 2q 2 ,
q2
(1.0.1)
we know that p must be even (note that the only way a square of a number
can be even is if the number itself is even). So p is even, so there must
exist n N such that p = 2n. Hence p2 = (2n)2 = 2q 2 2n2 = q 2 , so
similarly q is even. So p and q have a common divisor of 2, contradicting
our assumption. Hence the proposition must be true.
This proposition implies that there are holes in the rational numbers. In the
same vein, the following example shows that while you can take a sequence
of rational numbers which intuitively converge, they need not converge to a
rational number.
Example 1.1. Let x1 = 2 and for n > 1, let
xn+1 =
(i.e., x1 = 2, x2 =
2
2
1
2
= 32 , x3 =
xn
1
+
2
xn
( 32 )
2
( 32 )
3
4
2
3
17
12 .)
Claim. The sequence is decreasing, i.e., x1 > x2 > x3 > .
Proof. Well show that xn xn+1 > 0 for any n.
1.1. ORDERING AND BOUNDING

First, since x1 = 2 >
3
2
= x2 , the claim is proved for n = 1. For n > 2:

xn
1
xn
1
1
=
=
(x2 2)
= xn
+
2
xn
2
xn
2xn n
!

2
2
xn1
1
xn1
1
1
1
=
+
2 =
+1+ 2 2
2xn
2
xn1
2xn
4
xn1
4

xn1 + 4 4x2n1
(x2n1 2)2
1
1
=
=
> 0.
2xn
2xn
4x2n1
4x2n1

xn xn+1
The sequence is also bounded:

0 6 xn 6 x1 = 2
n N.
Suppose now that, contrary to the statement of the proposition, (xn )n does
converge to a number x Q. But since xn+1 = x2n + x1n , any such limit
must satisfy
x
1
x 1
x = + = x2 = 2,
2 x
2
x
which by Proposition 1.2 is impossible if x Q.
It is strange that a bounded decreasing sequence in Q doesnt converge in
Q. For such reasons we need to extend our set of numbers.
1.1
Ordering and bounding
Before defining the reals, well need some abstract, but widely applicable,
definitions.
Definition 1.1. An ordered set (X, <) consists of a set X and a relation
< on X such that
1. The trichotomy law holds: exactly one of the following is true:
x < y,
x = y,
y < x.

2. The transitivity law holds: if x, y, z X and x < y and y < z then
x < z.
Well also use the notation x 6 y which means that x < y or x = y; x > y,
which means y < x; and x > y which means y 6 x.
Ordered sets can be very abstract, but a fairly concrete example is (Q, <),
i.e., the rational numbers with the usual ordering <.
Definition 1.2. Given an ordered set (X, <) and A X,
1. u X is called an upper bound for A if
a A,
a 6 u.
If there is an upper bound, we say that A is bounded above

2. ` X is called an lower bound for A if
a A,
` 6 a.
If there is a lower bound, we say that A is bounded below.

If A is bounded both above and below, we say that A is bounded.
N.B. There may be lots of upper/lower bounds for given sets A, which
contrasts with the following notions.
Definition 1.3. Let (X, <) be an ordered set and A X.
1. An element M A is called a maximum for A if M is an upper bound
for A, i.e., we require
a A,
a 6 M and M A.
2. An element m A is called a minimum for A if m is an lower bound

for A, i.e., we require
a A,
m 6 a and m A.
1.1. ORDERING AND BOUNDING
Note that there can be at most one maximum for A: suppose we had two,
say M1 and M2 . Then by definition,
M2 6 M1 and M1 6 M2 , so M1 = M2 .
Similarly, theres at most one minimum.
Assuming it exists, we denote the unique maximum by
max A,
max x, or max{x A},

xA
and similarly the unique minimum by

min A,
min x, or min{x A}.

xA
Problem: Maxima/minima may not exist. Eg, set

I := {q Q : 0 < q 6 1}.
This set is bounded above (eg by 70) and below (eg by 0), but while it has
a maximum (i.e., 1), it has no minimum. To cope with this kind of issue,
define:
Definition 1.4. Let (X, <) be an ordered set and A X a non-empty
subset of X.
1. Let U (A) denote the set of upper bounds for A. Then an element
u U (A) is called a least upper bound/supremum for A if
v U (A),
u 6 v.
2. Let L(A) denote the set of lower bounds for A. Then an element
` L(A) is called a greatest lower bound/infimum for A if
m L(A),
m 6 `.
There can be at most one supremum (Exercise), so we denote this, if it

exists, by
sup A, sup x, sup{x A}.
xA
Similarly for infimum,

inf A,
inf x,
xA
inf{x A}.
Lemma 1.3. For A a non-empty subset of Q:

1. if A has a maximum, then max A = sup A;
2. if A has a minimum, then min A = inf A.
Proof. See tutorial sheet.
Example 1.2. Recall the set I := {x Q : 0 < x 6 1}. Since I has a
maximum, 1, then it shares the same supremum. However, while it doesnt
have a minimum, inf I = 0 (first 0 is clearly a lower bound; suppose that
` > 0 is an infimum: then for large enough n, n1 < `, so since n1 I, ` isnt
a lower bound for I).
Example 1.3. Given the ordered set (Q, <), define
K := {q Q : 0 < q, q 2 < 2}.
Clearly this set is bounded. However,
Proposition 1.4. K has no supremum.
Proof. Suppose that the proposition is false, so there exists a least upper
bound x Q for K. Well show that this is impossible.
Claim. 2 < x2 .
Proof of claim. Suppose that the claim is false, so x2 6 2. Since x Q,
2x2
Proposition 1.2 implies that x2 6= 2, so in fact x2 < 2. Therefore, 2x+1
> 0.
So choosing n N large enough, we can ensure that
2x2
2x+1
>
1
n
(*). Then

2x
1
1
1
1 2
2
2
x+
=x +
+ 2 =x +
2x +
n
n
n
n
n
1
6 x2 + (2x + 1) < x2 + (2 x2 ) (by (*))
n
=2
So x + n1 is a rational number whose square is < 2 and hence in K, so x
cant be an upper bound on K, a contradiction.
1.2. ABSOLUTE VALUE
9
2
The claim implies that x2 > 2, so x 2x2 > 0 and so we can choose m N so
2
1
that x 2x2 > m
, which rearranges to
x2
Set y := x
1
m
2x
> 2 (**).
m
< x. Then
y 2 = x2
2x
2x
1
+ 2 > x2
>2
m
m
m
by (**). Hence y < x is an upper bound for K, contradicting x being a least

upper bound.
Adding this all together, the proposition is true.
We want to work in a set of numbers which has no such holes, i.e., all
bounded subsets have supremum/infimum.
Definition 1.5. An ordered set (X, <) is called complete if every non-empty
set which is bounded above has a supremum.
Note that (Q, <) is not complete by Proposition 1.4.
In the following result well use the notion of field see eg Section 1.4 of
Howie.
Theorem 1.5. There exists an ordered field denoted (R, <) such that
i) Q R
ii) (R, <) is complete.
We omit the proof of this theorem, as well as the theorem which states that
(R, <) is essentially unique.
The set above is called the real numbers R. Note that elements of R \ Q are
called irrational numbers.
1.2
Absolute Value
(Note that this short section doesnt particularly fit into this chapter, but
itll be useful later.)
10
Definition 1.6. Given x R, the absolute value of x, denoted |x|, is defined

as
(
x if x < 0,
|x| :=
x
if x > 0.
Theorem 1.6. Given x, y R and a > 0,
i) |x| > 0;
ii) | x| = |x|;
iii) |x| 6 a iff a 6 x 6 a;
iv) |xy| = |x||y|;
v) (Triangle inequality) |x + y| 6 |x| + |y|;

vi) (Reverse triangle inequality) |x| |y| 6 |x y|.
Proof. i)-iv): Exercise.
v): Since |x| 6 x 6 |x| and |y| 6 y 6 |y|, summing:
(|x| + |y|) 6 x + y 6 |x| + |y|,
so applying iii), we obtain v).
vi) Exercise.
N.B. Absolute value is often used as a way of finding the distance between
two real numbers x, y R: i.e., this is |x y|.
Chapter 2
Sequences
Now that weve laid a solid foundation for the real number system we can
begin to address more analytic issues; the first of these being sequences.
2.1
Sequences and convergence
Definition 2.1. A sequence of real numbers is a function

f :NR
going from the rationals to the reals. Usually well denote f (n) by xn and
write the sequence as
(xn )n ,
(xn )nN ,
(xn )
n=1 ,
(x1 , x2 , . . .).
Note that in contrast to set notation { }, the order is important here, eg

(1, 1, 1, 1, . . .) means something different to {1, 1, 1, 1, . . .} = {1, 1}.
Moreover, (1, 2, 3, 4, 5, . . .) 6= (2, 1, 3, 4, 5, . . .).
Sometimes we have a nice formula for the n-th term of a sequence, eg

1 1 1
1
1
i.e., yn = .
(2, 4, 6, 8, . . .) = (2n)n i.e., xn = 2n;
1, , , , . . . =
2 3 4
n n
n
Example 2.1.
If b R then the sequence (xn ) = (b, b, b, . . .) is called
the constant sequence b. Eg the constant sequence 300 is (300, 300, 300, 300, . . .).
11
12
CHAPTER 2. SEQUENCES
Given the expression xn = (1)n for n N, we obtain
(xn )n = (1, 1, 1, 1, . . .).
For an =
(1)n
2n
for n N, we obtain (an ) =
1 1 1
2 , 4, 8 , . . .
Definition 2.2. Let (xn )n be a sequence of real numbers and x R.

1. We say that (xn )n converges to x (as n tends to infinity) if
> 0 N N s.t. n N, n > N |xn x| 6 .
In this case we write
lim xn = x, lim xn = x, xn x as n
n
A sequence (xn )n is called convergent if there exists x R such that

limx xn = x; otherwise the sequence is called divergent.
2. We say that (xn )n tends to infinity (as n tends to infinity) if
K R N N s.t. n N, n > N xn > K.
In this case we write
lim xn = , lim xn = , xn as n
n
3. We say that (xn )n tends to minus infinity (as n tends to infinity) if

K R N N s.t. n N, n > N xn 6 K.
lim xn = , lim xn = , xn as n
n
In other words, if xn x then no matter how small > 0 is chosen, there

will be some stage in the sequence (stage N ) beyond which all elements xn
will lie in the interval [x , x + ].

Example 2.2. n12 n is convergent:
Proof. Let > 0. Given N N, if n > N then

1

0 = 1 6 1 .
n2
n2
N2
So choosing N so that
1
N2
< , i.e., N >
completes the proof.
2.1. SEQUENCES AND CONVERGENCE
13
Example 2.3. Let x be some real number and let (xn )n be the constant
sequence (x, x, x, . . .). Then
xn x as n .
Proof. Let > 0. Then given N N, n > N implies
|xn x| = |x x| = 0 6 ,
as required.
Example 2.4. The sequence
1
n n
converges to 0 as n .
Proof. Let > 0. Fix N N such that N > 1 . Then

1
1
1
|xn 0| = 0 = 6
6 ,
n
n
N
as required.
Example 2.5. The sequence
4n+300
5n+2 n
is convergent: in fact
4n + 300
4
as n .
5n + 2
5
Proof. Let > 0.

4n + 300

5n + 2
So setting N >
For N N, n > N implies

4 5(4n + 300) 4(5n + 2)
1492
1492
=
=
<
.

5
5(5n + 2)
25n + 10
25N
1492
25 ,
we complete the proof.
Example 2.6. For xn = (1)n , the sequence (xn )n is divergent.

(Idea: suppose there is a limit x and then show that there is some > 0 for
which |xn x| > even for some very large n.)
Proof. Suppose that there is a limit, call it x R. Then set = 12 . Since x
is a limit, there exists N such that n > N implies |xn x| 6 12 . Since there
are arbitrarily large even numbers, there is always some n > N (eg n = 2N )
such that xn = 1, so |1 x| 6 12 , in particular, x > 12 . On the other hand,
since there are arbitrarily large odd numbers, there is always some n > N
(eg n = 2N + 1) such that xn = 1, so | 1 x| 6 21 , hence x 6 21 . The
inequality 12 6 x 6 12 is impossible, so there is no limit.
14
Example 2.7. ( n)n tends to as n .

Proof. Let K > 0.
Then set N N to be greater than K 2 . Hence n > N
implies xn = n > N > K, as required.

Example 2.8.
1
n

n
tends to as n .
Proof. Let K R. Then set N N so that N > 1 K. So n > N implies

xn =
1
n 6 1 N < K,
n
as required.
Example 2.9. (Standard sequences) Let a R.
1. If |a| < 1 then (an )n converges to 0.
2. If a > 1 then (an )n tends to .
Proof. We assume Bernoullis Inequality: for x > 0 and n N,
(1 + x)n > 1 + nx
().
(Proof is an easy exercise in induction.)

1) Using the fact that |a| < 1 to deduce that
n > N,
|an 0| = |a|n =
1
1+
1
|a|
1
|a|
1 > 0, for N N and
1
1

6

,
n 6
1
1
1 + n |a|
1
1 + N |a|
1
1
so choosing N N such that N >
1 ,
1
|a|
1
we are finished.
2) Let K R. Then for n N and n > N ,

an = (1 + (a 1))n > 1 + n(a 1) > N (a 1).
So if N >
K
a1 ,
we are finished.
2.2. LIMIT THEOREMS
2.2
15
Limit Theorems
In this section well consider uniqueness and algebraic properties of limits.

Theorem 2.1. If a sequence is convergent, its limit is unique.
Proof. Let (xn )n be a sequence that converges to both s and t. Let > 0.
Then since xn s, there exists N1 N such that n > N1 implies
|xn s| 6 .
Similarly, since xn t, there exists N2 N such that n > N2 implies
|xn t| 6 .
Therefore taking n > max{N1 , N2 },
|s t| = |s xn + xn t| 6 |s xn | + |xn t| 6 + = 2.
Since this holds for any > 0, this means s = t.
If a sequence can have very large values for large n, this can cause problems
for the algebraic properties of that sequence (eg see next theorem). The
following definition deals with that.
Definition 2.3. A sequence (xn )n is called bounded if there exists M > 0
such that |xn | 6 M for all n N.
Theorem 2.2. Every convergent sequence is bounded.
Proof. Suppose that (xn )n is a convergent sequence and denote its limit by
x R. Then there exists N N such that |xn x| 6 1 for all n > N . So
n > N implies
|xn | = |xn x + x| 6 |xn x| + |x|.
So defining M := max {|x1 |, |x2 |, . . . , |xN |, |x| + 1}, we deduce that |xn | 6 M
for all n N.
The next theorem simplifies many questions involving combinations of more
than one sequence.
16
Theorem 2.3. Let a R and (xn )n , (yn )n be convergent sequences with

xn x and yn y as n . Then
1. xn + yn x + y;
2. xn yn xy;
3. If yn 6= 0 for all n N and y 6= 0 then
1
yn
y1 ;
4. If yn 6= 0 for all n N and y 6= 0 then
xn
yn
xy ;
5. axn ax and a + xn a + x.
Proof. 1) Let > 0. Since xn x, there exists N1 N such that
|xn x| 6
n > N1 .
Similarly, since yn y, there exists N2 N such that

|yn y| 6
n > N2 .
Set N := max{N1 , N2 }. Then n > N implies

|(xn + yn ) (x + y)| = |(xn x) + (yn y)| 6 |xn x|+|yn y| 6 + = ,
2 2
as required.
2) Let > 0. First note that
|xn yn xy| = |xn yn xn y + xn y xy|
6 |xn yn xn y| + |xn y xy|
6 |xn ||yn y| + |y||xn x|
()
Since xn x, there exists N1 N such that |xn x| 6

n > N1 .
2(|y|+1)
for all
By Theorem 2.2, (xn )n is bounded, i.e., there exists M > 0 such that |xn | 6
M for all n N . Since also yn y, there exists N2 N such that
|yn y| 6 2(M+1) for all n > N2 . Let N := max{N1 , N2 }. Then by (),
n > N implies
|xn yn xy| 6 |xn ||yn y| + |y||xn x| 6 M
+ |y|
6 ,
2(M + 1)
2(|y| + 1)
2.2. LIMIT THEOREMS
17
as required.
3) Let > 0. First observe that

1

1 = y yn = |y yn |
yn y yn y
|y||yn |
().
Since yn y, there exists N1 N such that n > N1 implies

|y yn | 6
|y|
2
n > N1 .
Therefore,
|y| = |yn + (y yn )| 6 |yn | + |y yn | 6 |yn | +
which implies |yn | >
|y|
2
|y|
2
for all n > N1 .
Moreover, there exists N2 N such that n > N2 implies

|yn y| 6
|y|2
2
n > N2 .
So setting N := max{N1 , N2 }, () implies

2
1

1 6 |y|

= ,
yn y
2|y| |y|
2
as required.
4) Since
xn
yn
= xn
1
yn ,
this follows by 2) and 3).
5) Exercise.
Example 2.10. Let p N. Then (xn )n = 2 +
1
np n
converges to 2.
Proof. Let (an )n be the constant sequence 2 and let (bn )n be the sequence
given by bn = n1p for all n N. Then xn = an + bn .
Further, let cn = n1 for all n N. We know that n1 0 as n . So by
Theorem 2.3, cn cn cn = cpn 0 as n . Hence an 2 and bn 0 as
n , so by Theorem 2.3, xn 2 + 0 = 2 as n .
18
(Above we used the constant sequence 2 and the sequence (1/n)n as building
blocks for which we knew the limiting behaviour. Well be able to use this
type of idea from here on, unless we are asked to prove from first principles
(or a similar phrase) that a sequence converges.)
2

Example 2.11. The sequence nn3+4n
is convergent, in fact
3
n
n2 + 4n
n3 3

0 as n .
n
Proof.
4
1
1
n2 + 4n
n + n2
n +4
=
=
n3 3
1 n33
13
Since
1
n
0, by Theorem 2.3,
1
n2 + 4n
n +4
=
n3 3
13
2.3

1 2
n
.
1 3
n

1 2
n

1 3
n
0 + 4 02
= 0.
1 3 03
Monotone Sequences and Subsequences
In most of our examples of convergent sequences so far, proving convergence

has involved guessing a limit before taking any further steps. In this section
well develop tools which can overcome this problem: even when we dont
have a candidate for a limit, in some cases we can use the completeness of
the reals to guarantee that one exists.
Definition 2.4. Let (xn )n be a sequence of real numbers.
We say that a sequence is increasing if it satisfies x1 6 x2 6 x3 6 .
We say that a sequence is decreasing if it satisfies x1 > x2 > x3 > .
We say that a sequence is monotone if it is either increasing or decreasing.
Example 2.12.
a) (an ) = (n)n is increasing;
2.3. MONOTONE SEQUENCES AND SUBSEQUENCES
19
b) (bn ) = (4n )n is increasing;

c) (cn ) = 3 n1 n is increasing;
d) (dn ) = (1, 1, 2, 2, 3, 3, 4, 4, . . .)n is increasing (despite some adjacent
terms being equal);

e) (en ) = n3 n is decreasing;
f) (fn ) = (2n)n is decreasing;
g) (gn ) = (k, k, k, k, . . .) for some k R is both increasing and decreasing;
h) (hn ) = ((1)n )n is not monotone;

n
is not monotone.
i) (in ) = (1)
n
n
Note that (cn )n , (en )n , (gn )n , (hn )n , (in )n are all bounded, while (an )n , (bn )n , (dn )n
are unbounded. Also note that the bounded monotone sequences ((cn )n , (en )n , (gn )n )
are convergent, while the unbounded sequences are not (as in Theorem 2.2).
These are examples of a broader phenomenon:
Theorem 2.4 (Monotone Convergence Theorem). Let (xn )n be a monotone
sequence. Then the following are equivalent:
1. (xn )n is convergent;
2. (xn )n is bounded.
Proof. (1 2): This is true by Theorem 2.2.
(2 1): Assume first that (xn )n is bounded and increasing. Let A := {xn :
n N}. Since we have assumed that A is bounded, A has a supremum
x = sup A R by the completeness of the reals.
Claim. xn x as n .
Proof of Claim. Let > 0. Since x = sup A, x is not an upper bound
for A. Hence there exists N N such that xN > x . Since (xn )n is
increasing, n > N implies
x 6 xN 6 xn 6 x, i.e., |xn x| 6 n > N,
so the claim is proved.
20
The proof where (xn )n is decreasing is similar.

Corollary 2.5. Suppose that (xn )n is a bounded sequence.
1. If (xn )n is increasing then limn xn = supn xn .
2. If (xn )n is decreasing then limn xn = inf n xn .
Proof. This follows immediately from the proof of Theorem 2.4.
Example 2.13. If 0 < a < 1 then an 0 as n . (Note that weve
already proved this, but heres an alternative proof.)
Proof. Let xn = an . Since an+1 < an for all n N, (xn )n is a decreasing
sequence bounded above by a and below by 0. So MCT implies there is a
limit x R. Therefore (see eg TS2 Q11) xn+1 x also. So xn+1 = an+1 =
axn x. But since xn x, Theorem 2.3 implies that axn ax. Hence
ax = x. Since a 6= 1, the only solution is x = 0.
Exercise: extend this to |a| < 1.
Example 2.14. Define (xn )n by x1 = 1 and xn+1 = 1 + xn for n N.

The sequence is bounded and increasing, thus convergent: indeed
1+ 5
xn
.
2
Proof. Claim 1. |xn | 6 2 for all n N.
Proof of Claim 1. We prove this by induction. For n = 1, x1 = 1 6 2.
Suppose that the claim is true for n N. Then
xn+1 = 1 + xn 6 1 + 2 = 3 6 2,
so the claim is true for n + 1. Hence by induction, the claim holds.
Claim 2. (xn )n is increasing, i.e., for all n N, xn 6 xn+1 .
Proof. For n = 1 we havex1 = 1 6 1 + 1 = x2 . Assume the claim is true
for n N. Then xn+1 = 1 + xn 6 1 + xn+1 = xn+2 , so the claim is true

for n + 1. Hence by induction the claim holds.
21
Combining these claims and the MCT there exists x R such that xn x.
By Theorem 2.3, 1 + xn 1 + x, and by
yn = 1 + xn and
TS2 Q5, setting
1
+
x
1
+
x.
Since xn+1 =
y = 1 + x, we have yn y, i.e.,
n
1 + xn x, this means that x = 1 + x and hence x2 = 1 + x. Therefore
1+ 5
1 5
x=
or x =
.
2
2
But since xn > 0 for all n N, only the positive solution for x is possible,
i.e., x = 1+2 5 .
Example 2.15. Let (xn )n be given by
xn =
1
1
1
1
+
+
+ + 2.
12 22 32
n
The sequence is bounded and increasing, and hence convergent (in fact the
2
limit is 6 , but we wont show that here).
Proof.
Claim. 0 < xn 6 2 for all n N.
Proof of Claim. We write
1
1
1
1
1
1
1
1
1
+ 2 + 2 + 2 + + 2 6 1 +
+
+
+ +
2
1
2
3
4
n
12 23 34
(n 1)n

1 1
1 1
1 1
1
1
=1+
+ +
1 2
2 3
3 4
n1 n
1
= 1 + 1 6 2.
n
06
So (xn )n is bounded. Clearly (xn )n is increasing since

xn =
1
1
1
1
1
1
1
1
1
+ 2 + 2 ++ 2 6 2 + 2 + 2 ++ 2 +
= xn+1 ,
2
1
2
3
n
1
2
3
n
(n + 1)2
so the proof is complete.

Definition 2.5. Let (xn )n be a sequence and (mk )k be a sequence of natural numbers m1 < m2 < m3 < . then the sequence (xmk )k is called a
subsequence of (xn )n .
22
Note that in this definition, we must have mk > k for all k N.

Example 2.16. The sequence (xn )n = n1 n has various subsequences, eg
(sk )k = (x2k )k =
(tk )k = (xk+3 )k =
1
2k k
1 1 1
2, 4, 6, . . .
1 1 1
4, 5, 6, . . .
the sequence (xn )n is a subsequence of itself.

Note that eg 31 , 21 , 14 , 15 , 16 , . . . is not a subsequence of (xn )n : the order of
terms must be preserved.
Theorem 2.6. Suppose that (xn )n converges to x R. Then any subsequence also converges to x R.
Proof. Let > 0. Since xn x then there exists N N such that n > N
implies |xn x| 6 . Since (xmk )k is a subsequence of (xn )n . Let K N be
such that k > N implies mk > N . Then
|xmk x| 6 for all k > K,
as required.
N.B. that we could have made the statement of the theorem into an if and
only if since if any subsequence of (xn )n converges to x, then certainly (xn )n
converges to x - since (xn )n is a subsequence of itself.
Theorem 2.7 (Monotone Subsequence Theorem). Any sequence of real
numbers (xn )n has a monotone subsequence.
Proof. In this proof, we say that p N is a peak if
xp > xn for all n > p.
Case 1: (xn )n has infinitely many peaks. We list the peaks in the order
in which they occur: p1 < p2 < p3 < . From the definition of peaks, we
have
xp1 > xp2 > xp3 > ,
so (xpk )k is the monotone (decreasing) subsequence we require.
23
Case 2: (xn )n has finitely many peaks. Again we list all the peaks in
the order in which they occur: p1 < p2 < < pN . Let t1 > pN . Since
t1 is not a peak, there exists t2 > t1 such that xt2 > xt1 . Since t2 is
also not a peak, there exists t3 > t2 such that xt3 > xt2 . Proceeding in
this way, we obtain an infinite sequence t1 < t2 < t3 < t4 < such
that xt1 < xt2 < xt3 < xt4 < . So (xtk )k is the monotone (increasing)
subsequence we require.
Theorem 2.8 (Bolzano-Weierstrass Theorem). Let (xn )n be a bounded sequence of real numbers. Then there exists a subsequence (xmk )k and a real
number x such that xmk x as n .
Proof. The Monotone Subsequence Theorem guarantees the existence of a
monotone subsequence (xmk )k . Then since (xmk )k is also bounded, the
Monotone Convergence Theorem implies that (xmk )k converges to some limit
x.
Example 2.17. Let (xn )n = ((1)n )n . Then this is a bounded sequence, eg
bounded above by 2 and below by 2. So the Bolzano-Weierstrass Theorem
implies there exists a convergent subsequence. In fact in this case we can
check this by hand: eg the subsequence (x4n )n = (1, 1, 1, . . .) converges to 1.
On the other hand, the subsequence (x6n+1 )n = (1, 1, 1, . . .) converges
to 1.
Example 2.18. Consider (sin n)n . Note that this sequence is bounded above
by 1 and below by 1. Hence the Bolzano-Weierstrass Theorem implies that
there exists (mk )k such that (xmk )k is a convergent subsequence. (In fact,
while we wont show this here, for any x [1, 1] there exists a subsequence
which converges to x.)
24
Chapter 3
Series
Outside maths, sequence and series are often understood to mean the
same thing. However, in maths they are distinct notions.
Notation: Given a sequence (xn )n , for n Z and m N with n 6 m, we
write
m
X
xk .
xn + xn+1 + xn+2 + + xm =
k=n
Definition 3.1.
Given
P a sequence (xn )n , we can formally write
x1 +x2 +x3 + as k=1 . This is called the (infinite) series generated
by (xn )n .
For each n N, we write
sn = x1 + x2 + + xn =
n
X
xk ,
k=1
the nth partial sum of our series.

P
We say that the series
n=1 xn converges if the
P partial sums converge,
i.e., the limit limn sn exists. In this case,
n=1 xn is the (infinite)
sum of our sequence (xn )n .
If (sn )n does not converge,
series diverges. If sn +
P we say that the P
or sn , we write
x
=
+,
n=1 n
n=1 xn = + respectively.
N.B.
P If (sn )n doesnt converge or tend to + or , then we dont think
of
n=1 xn as a sum.
25
26
CHAPTER 3. SERIES
Example 3.1. Consider the sequence (xn )n where xn =

N. The associated series is
X
n=1
xn =
X
n=1
1
n(n+1)
for all n
1
.
n(n + 1)
The nth partial sum is

sn =
n
X
1
1
1
1
1
=
+
+
+ +
k(k + 1)
12 23 34
n(n + 1)
k=1

1 1
1 1
1 1
1
1
=
+ +
1 2
2 3
3 4
n n+1
1
.
=1
n+1

1
converges to 0 and (1)n converges to 1, then (sn )n = 1 n+1
n
P
converges to 1. Hence
n=1 xn is a convergent series with sum equal to 1.
Since
1
n+1 n
Example
3.2. Let (xn )n = ((1)n )n . Then the series this generates is
P
n
n=1 (1) . Here the nth partial sum is
(
n
X
1 if n is odd,
k
sn =
(1) =
0
if n is even.
k=1
Hence (sn )n is a divergent sequence (check), so (xn )n = ((1)n )n is divergent.
In the first example, but not the second, the sequence which generated
the sequence converged to zero. In fact this is necessary for a sequence to
converge:
P
Theorem 3.1. Let
n=1 xn be a convergent series. Then xn 0 as n
.
P
Proof.
n=1 xn being convergent means that the partial sums (sn )n converge to some limit s. Note that
xn = sn sn1 for all n > 2.
Since sn s and sn1 s, this means that xn ss = 0, as required.
27
It
be nice if the converse of this theorem were true (i.e., xn 0 implies
Pmight
n=1 xn converges), but as in the next example, this isnt true, which leads
to some fundamentally important theory.
Example 3.3. The harmonic series is defined as
X
1
1 1
= 1 + + + .
n
2 3
n=1
Theorem 3.2.
1
n=1 n
= .
P
1
Proof. Letting sn =
k=1 k be the nth partial sum, well show sn by
grouping summands in an appropriate way. For k N, we write

1
1 1
1 1 1 1
1
1
1
1
s2k = 1 +
+
+
+
+ + +
+
+
+
+ +
2
3 4
5 6 7 8
9 10 11
16

1
1
1
+ +
+
+ + k .
2k1 + 1 2k1 + 2
2
So the jth bracketed expression is
tj =
1
2j1
+1
1
2j1
+2
+ +
1
.
2j
There are 2j 2j1 = 2j1 (2 1) = 2j1 terms in this sum, each of which
is > 21j . So tj > 2j1 21j = 12 for any j N. Hence
k
s2k = 1 + t1 + t2 + + tk > 1 + .
2
0
So for any M R, let M 0 > M be an integer. Then n > 22M implies that
sn > s22M 0 > 1 +
2M 0
= 1 + M 0 > M.
2
So sn , as required.
Example 3.4. GivenPa R and r R\{0}, the sequence (arn1 )n generates
n1 .
the geometric series
n=1 ar
P
n1 converges if and only if
Theorem 3.3. The geometric
n=1 ar
P series
a
n1
|r| < 1. When |r| < 1 then n=1 ar
= 1r .
28
CHAPTER 3. SERIES
Proof. We start by noting that the nth partial sum is

sn = a + ar + ar2 + + arn1 =
a(1 rn )
1r
So if |r| < 1 then rn 0 (see Example 2.9), so sn
(Exercise).
a
1r
by Theorem 2.3.
If r = 1 then sn = na which tends to + if a > 0 and if a < 0.

If r = 1, then sn is zero if n is even and a if n is odd, so the series is
divergent.
If |r| > 1 then (sn )n diverges (Exercise).
So a particular case is the sequence
n1
X
1
n=1
3.1
=1+

1 n1
2
n
generating the series
1 1 1
1
+ + + =
2 4 8
1
1
2
= 2.
The Comparison Test
As weve seen before, its common to try to understand complicated mathematical examples in terms of some basic building blocks. TheP
Comparison
Test is another example of this approach: given a new series
n=1
Pxn , we
can try to investigate its convergence in terms of some known series
n=1 an
which weve studied before.
Theorem 3.4 (The Comparison Test). Suppose that (xn )n and (an )n are
sequences with no negative terms.
P
P
1. If
n=1 an is convergent and xn 6 an for all n N, then
n=1 xn is
convergent.
P
P
2. If
n=1 an is divergent and xn > an for all n N, then
n=1 xn is
divergent.
P
P
Proof. 1) Denote the partial sums by An = nk=1 an and Xn = nk=1 xn . By
assumption (An )n is convergent: let A denote the limit. Since all summands
an are positive, (An )n is monotone increasing with An 6 A. Since xk 6 ak
for all k N, we have Xn 6 An 6 A for all n N, so (Xn )n is bounded.
3.1. THE COMPARISON TEST
29
HencePthe Monotone Convergence Theorem implies that (Xn )n is convergent

(i.e.,
n=1 xn is convergent).
P
2) Suppose that
n=1 xn is convergent.
P Then, swapping the roles of (an )n
and (xn )n in
1),
we
deduce
that
n=1 an converges. This contradiction
P
shows that n=1 xn divverges.
With minor changes, the proof implies a stronger result which we will also
refer to as the Comparison Test:
Corollary 3.5. Suppose that (xn )n and (an )n are sequences with no negative
terms.
P
there exists N N and c > 0 such that
1. If
n=1 an is convergent and P
xn 6 can for all n > N , then
P
there exists N N and c > 0 such that
2. If n=1 an is divergent and P
xn > can for all n N, then
n=1 xn is divergent.
Example 3.5. Show that
Proof. For n > 1, n2 >
1
n=1 n2
n(n+1)
,
2
is convergent.
so
2
1
6
.
n2
n(n + 1)
P
1
Now since
n=1 n(n+1) is convergent by Example 3.1, the Comparison Test
P 1
(in particular Corollary 3.5 part 1 with c = 2) implies that
n=1 n2 is
convergent.
More generally:
Theorem 3.6. Let R. Then
> 1.
1
n=1 n
is convergent if and only if
Proof. Suppose that > 2. Then n1 6 n12 for all n N, so

convergent using Example 3.5 and the Comparison Test.
1
n=1 n
is
Now suppose that 6 1. Then n1 > n1 for all n N. So using the P

fact that
1
the harmonic series is divergent, the comparison test implies that
n=1 n
is divergent.
30
CHAPTER 3. SERIES
We omit the proof of convergence in the case (1, 2) (the standard proof
uses the Integral Test).
P
Example 3.6. Given xn = 5n3n+1
, is
n=1 xn convergent?
n1
Yes: Since n + 1 6 2n 6 2n3 for all n N,
n+1
2n
2n
2n
2 1
6 3
< 3
= 3 =
.
3
n1
5n n 1
5n 2n
3n
3 n2
P 1
So
using
the
Comparison
Test,
with
comparison
series
n=1 n2 , we see that
P
5n3
Note that given a sequence (xn )nP

, for any m N, we can ask the same
3.5, conquestion about the convergence of
n=m xn (actually by Corollary
P
x
).
vergence/divergence of this series is equivalent to that of
n
n=1
P
n1
Example 3.7. Investigate the convergence of n=1 xn where xn = n2 +3n+4
.
For all n N, n3 + 3n + 4 6 n2 + 3n2 + 4n2 = 8n2 . Moreover, n 1 >
for all n > 3. So for n > 3,
n
2
n
n1
1
2
>
=
n2 + 3n + 4
8n2
16n
So we can use the Comparison Test, comparing our series with the harmonic
1
seriesP(xn > c n1 for n > N in Corollary 3.5 with N = 3 and c = 16
) to see
that n=1 xn = .
P
2n3 +2
Example 3.8. Investigate the convergence of
x
where
x
=
.
n
n=1 n
n3 +3
3
The dominant term on the top is n3 = n 2 and on the bottom is n3 . So we
3
will try to compare with

1
xn =
3
n2
1
3
n2
P
Since
n=1
converges.
1
3
n2
n2
n3
+ 3)
1
3
n2
2n3 + 2
(n3
1
n3
n3
3
n2
q
2+
2n3 + 2
3
3
n2
3
2
n +
2
n3
3
3
n2
3
2
2
3
n2
is convergent, the Comparison Test implies that
n=1 xn
Theorem 3.7 (The Ratio Test). Let (xn )n be a sequence of positive terms.
3.1. THE COMPARISON TEST
31
i) If there
exists N N and r < 1 such that n > N implies that
P
then n=1 xn is convergent.
xn+1
xn
6r
ii) If there
P exists N N and r > 1 such that n > N implies that
then
n=1 xn = .
xn+1
xn
>r
P
n1 , the (n + 1)st term over the
Note that for the geometric series
n=1 ar
arn
nth term is arn1 = r, so the ratio test agrees with Theorem 3.3:
P
n1 is convergent.
0 < r < 1 implies
n=1 ar
P
n1 is divergent.
r > 1 implies
n=1 ar
Proof of the Ratio Test. By Corollary 3.5, we only need to apply the comparison test to terms xn for n > N .
i) xN +1 6 xN and xN +2 6 rxN +1 6 r2 xN and so on, so xN +k 6 rk xN .
So in the Comparison Test, we use (an )n = (xN rN rn )n as our sequence
to compare (xn )n with. Since (an )n is a convergent geometric series and
for n > N we
xn = xN +(nN ) 6 rnN xN = an , the comparison test
Phave
implies that n=1 xn converges.

ii) Exercise.
Note that if we know that limn xxn+1
exists, then we can take this as our
n
value of r in the comparison test, so we just check if this limit is > 1 or < 1.
Its important to note that in the case that a series has xxn+1
1, the Ratio
P 1n
Test gives us no information at all. For example, n=1 n is divergent, but
1
P 1
xn+1
n
n+1
is
convergent,
but
in
the
former
case,
=
= n+1
1,
1
n=1 n2
xn
while in the latter case,
xn+1
xn
1
(n+1)2
1
n2
n2
(n+1)2
Example 3.9. Given a fixed x > 0, does
xn
n=1 n!
Solution: The sequence of terms here is xn =

xn+1
=
xn
xn+1
(n+1)!

xn
n!
1.
xn
n! .
converge?
Then

=
xn+1 n!
x
=
0 as n .
n
x (n + 1)!
n+1
32
CHAPTER 3. SERIES
Hence the ratio test shows that

of x we had in the beginning.
xn
n=1 n!
converges, regardless of the value

n
Note that one consequence of this is that by Theorem 3.1, xn! 0 as n ,

independently of the value of x (this can be extended to negative x also, as
well see later).
P
n
Example 3.10. Does the series
n=1 3n converge?
Solution 1: Letting xn =
xn+1
=
xn
n+1
3n+1
n
3n

=
n
3n
for all n N, we consider
3n (n + 1)
1
=
3n+1 n
3
n
n+1
1
as n .
3
So by the Ratio Test, the sequence is convergent.

1
Solution
Pseries
P 1 2: Since xn 6 2n for all n N, and we know that the
n
is
convergent,
the
Comparison
Test
implies
that
n=1 3n
n=1 2n
converges.
1
n=1 n2 +1
Solution: To apply the Ratio Test, let xn =

xn+1
=
xn
1
(n+1)2 +1
1
n2 +1

=
converge?
1
.
n2 +1
Then
1 + n12
n2 + 1
n2 + 1
=
=
1 as n ,
(n + 1)2 + 1
n2 + 2n + 1
1 + n2 + n12
so the Ratio Test tells us nothing in this case.

P
On the other, hand n21+1 6 n12 for all n N and since
n=1
P
1
the Comparison Test implies that
is
convergent.
n=1 n2 +1
Solution: Letting xn =

xn+1
=
xn
(n+1)!
(n+1)4 +3
n!
n4 +3
n!
n=1 n4 +3
1
n2
converges,
converge?
n!
,
n4 +3

(n + 1)! n4 + 3
=
= (n+1)
n! (n + 1)4 + 3
n4 + 3
(n + 1)4 + 3

as n ,
so the Ratio Test (with r any number > 1) implies that the series diverges.
3.2. SUMS OF POSITIVE AND NEGATIVE TERMS
3.2
33
Sums of positive and negative terms
P
So far, weve mostly restricted ourselves to series
n=1 xn where all xn > 0.
P (1)n
But consider, for example n=1 n2 . Does it converge?
P
P
Definition 3.2. A series
n=1 xn is called absolutely convergent if
n=1 |xn |
is convergent.
Theorem 3.8. Every absolutely convergent series converges.
Proof is omitted.
P (1)n
Example
3.13.
is convergent since it is absolutely convergent:
2
n=1
P (1)n P 1 n
n=1 n2 =
n=1 n2 , which is convergent.
P
n1 give examples of series with positive and negGeometric series
n=1 ar

P
1 n1
.
ative terms. For example for a = 1 and r = 12 , we consider
n=1 2
1
We already know that this is convergent since |r|
=
<
1.
Moreover
note
2

P
1 n1 P 1 n1
,
that its also absolutely convergent since
= n=1 2
n=1
2
which is also convergent.
P
(1)n
= 1 + 12 31 + 41 is actuExample 3.14. The series
n=1
n
ally convergent
(which we wont prove), but it is not absolutely convergent,
P (1)n
P 1
since
n=1 n =
n=1 n which is the harmonic series, which is divergent (when a series converges, but doesnt absolutely converge, its called
conditionally convergent).
Another test for convergence:
Theorem 3.9 (The Root Test). Let
n=1 xn
be a series.
1
n
1. If there
Pexists N N and r < 1 such that n > N implies |xn | 6 r,
then n=1 xn converges.
1
n
2. If there
P exists N N and r > 1 such that n > N implies |xn | > r,
then
x
diverges.
n=1 n
Proof. 1) n > N implies |xn | n 6 r so |xn | 6 rn . SincePan = rn generates

a convergent
geometric series, by the Comparison Test
n=1 |xn | converges
P
so n=1 xn converges by Theorem 3.8.
34
CHAPTER 3. SERIES
2) n > N implies |xn | > rn . SoP

in particular, xn does not converge to zero
as n , so by Theorem 3.1,
n=1 xn diverges.
1
N.B. If limn |xn | n exists, then we can take this limit as the value of r in
the Root Test (so we get convergence if this limit is < 1 and divergence if
its > 1). Note that if this limit is equal to zero, then we can take any r < 1
in case 1) of the Root Test (eg r = 1/2), so the series is convergent.
1
N.B. Similarly to the Ratio Test, limn |xn | n = 1 tells us nothing about
convergence.
Useful tools here:
1
Theorem 3.10.
1. limn n n = 1.
1
2. If r > 0 then limn r n = 1.

3. Suppose that (an )n is a sequence of positive numbers and
1
n
an+1
an
r.
Then |an | r.
1
Proof. 1) Let bn = n n 1 for all n N. By Theorem 2.3, it suffices

to show that bn 0. First note that bn > 0 for all n N. Moreover
1
1 + bn = n n implies n = (1 + bn )n . Using the first three terms from the
binomial expansion of (1 + bn )n ,
1
1
n = (1 + bn )n > 1 + nbn + n(n 1)b2n > n(n 1)b2n
2
2
Simplifying and rearranging n > 12 n(n 1)b2n to b2n < 2/(n 1) whenever
q
2
n > 2, we obtain bn 6 n1
0, as required.
1
2) Suppose first that r > 1. Then for n > r we have 1 6 r n 6 n n . By 1),

1
this gives limn r n = 1.
3) Let > 0. Then there exists N N such that n > N implies

an+1
an+1

an r 6 2 i.e., r 2 6 an 6 r + 2 .
Since n > N implies
1
n
(an ) =
an an1
aN +1
aN
an1 an2
aN
1
3.3. POWER SERIES
35
we obtain

nN
aN
r
2
1
1
n
6 (an ) =
aN +1
an an1
aN
an1 an2
aN
1

nN
aN
r+
2
so

1
1
1
1 Nn
1 Nn
(aN ) n 6 (an ) n 6 r +
(aN ) n .
2
2
n
Since N
n 0 and (aN ) 1 as n , there exists M > N such that
n > M implies
1
r 6 (an ) n 6 r + , i.e., |an r| 6 ,

as required.
Example 3.15. Consider the series
2(1)
n n
=2+
n=0
Setting xn = 2(1)
n n
1
1
1
1 1
+ +
+ +
+
4 2 16 8 64
, the Ratio Test gives
n+1
xn+1
1
2(1) (n+1)
n+1
n
= 2(1) (1) =
=
n n
(1)
xn
2
2
(
2
1
8
if n is odd,
if n is even.
So the Ratio Test tells us nothing. However, for the Root Test,
1
n n
|xn | n = (2(1)
)n = 2
(1)n
1
n
1 (1)n
2 n
2
Since for n even, we have 2 n 1 (see Theorem 3.10) and for n odd
1
1
2 n = 12 n 1 (again, see Theorem 3.10), Theorem 2.3 implies that
1
limn |xn | n = 21 , so the Root Test implies that the series converges.
3.3
Power Series
Definition 3.3. Given a sequence (an )n , the series

power series
n=1 an x
is called a
1
36
CHAPTER 3. SERIES
P
n
In a power series there is a variable x. So if, for a particular x,
n=1 an x
converges, then the series can be interpreted as a sum and so the power
series is a function of x. These come up in different areas of maths and
physics, for example probability and combinatorics, as well as lots of areas
of applied maths.
Determining convergence can be a difficult problem, but what always happens is either:
i) the power series converges for all x R;
ii) the power series converges only at x = 0;
iii) the power series converges in some interval of x-values with centre
zero.
P
1
n
n
Theorem 3.11. Let
n=1 an x be a power series and suppose limn |an | =
and R = 1 (if = 0, then set R = ; if = , then set R = 0).
1. The power series converges for |x| < R.
2. The power series diverges for |x| > R.
R is called the radius of convergence of the power series. Note that 1) is
vacuous if R = 0 and 2) is vacuous if R = .
Proof. Let bn = an xn for all n N, so our series is that generated by (bn )n .
Then in order to apply the Root Test, we compute
1
|bn | n = |an xn | n = |an | n |x| |x| as n .

We will input the value |x| into the Root Test.
Case 1: a) P
= 0 (so R = , and necessarily |x| < R). Then the Root Test
n
implies that
n=1 an x is convergent.
b)
P > 0 nand |x| < 1 (so |x| < R). Again the Root Test implies that
n=1 an x is convergent.
P
n
Case 2: a) = (so R = 0). Then the Root Test implies that
n=1 an x
is divergent.
b)
is finite and |x| > 1 (so |x| > R). Again the Root Test implies that
P
n
n=1 an x is divergent.
3.3. POWER SERIES
37
1
|
Note that if limn |a|an+1
exists, then it equals and limn |an | n =
n|
(Exercise), so its often easier to check this ratio, rather than finding the
root directly.
P
1 n
Example 3.16. Consider
n=1 n! x .
Then an =
1
n! .
Hence
|an+1 |
=
|an |
1
(n+1)!
1
n!
n!
1
=
0
(n + 1)!
n+1
Hence = 0 and R = , so the radius of convergence is , i.e., the series

converges for all x R (actually to ex ).
P
1 n
Example 3.17. Consider
n=1 n x .
Letting an = n1 ,
|an+1 |
=
|an |
1
n+1
1
n
n
1,
n+1
so = 1 and R = 1 - the radius of convergence is 1. This means that the

power series converges for all x (1, 1), and diverges for x (, 1)
(1, ). In fact, Theorem 3.2 and Example 3.13 imply that the series converges if and only if x [1, 1).
P
2n n
2n
Example 3.18. For
n=1 n2 x , an = n2 . We calculate

2n
n2
1
2
n
2
n
2
1
(n n )2
(Note that we use limn n n = 1 from Theorem 3.10 here.) So = 2 and

the radius of convergence is 12 .
38
CHAPTER 3. SERIES
Chapter 4
Cauchy Sequences
Its important to know if a sequence has a limit or not. The Monotone Convergence Theorem is an example of a result which guarantees the existence
of a limit, but its main drawback is that the sequence has to be monotone.
We will show that any Cauchy sequence has a limit.
Definition 4.1. A sequence (xn )n of real numbers is called a Cauchy sequence if for all > 0, there exists N N such that n, m N, n, m > N
implies
|xn xm | 6 .
Example 4.1. (xn )n =
1
n n
is Cauchy.
Proof. Let > 0. Then setting N N such that N > 2 , n, m > N implies
that

1
1 1
1
1
1
2

|xm xn | = 6 +
6
+
=
6 ,
n m
n m
N
N
N
so (xn )n is Cauchy.
Example 4.2. (xn )n =
n
1+n n
is Cauchy.
Proof. Let > 0. Then set N N such that N > 2 . Then for n, m > N ,
39
40
CHAPTER 4. CAUCHY SEQUENCES
assuming n 6 m implies that

n
m n(1 + m) m(1 + n)

=
|xm xn | =
1 + n 1 + m (1 + n)(1 + m)

|n m|
nm
mn
1
1
6
=
=
=
(1 + n)(1 + m)
nm
nm
n m
1
1
1
2
1
6
+
=
6 .
6 +
n m
N
N
N

n
The case where n > m follows similarly. So 1+n
is Cauchy.
n
Example 4.3. (xn )n = 1 +
1
2
1
n n
is not Cauchy.
Proof. Well show that (xn )n satisfies the negation of the definition of Cauchy
sequence. That is, we must show that
> 0 : N N, m, n N s.t. n, m > N and |xn xm | > . ()
We start by fixing some N N. Put n = N and m = 2N , so clearly
n, m > N . Then
|xm xn | = |xN x2N |

1
1
1
1
1
1

= 1 + + +
1 + + +
+
+ +
2
N
2
N
N +1
2N
1
1
1
1
1
1
1
=
+ +
>
+ +
=N
= > .
N +1
2N
2N
2N
2N
2
4
Since N was arbitrary here, this calculation
implies that we can put =

into () to derive that 1 + 12 + n1 n is not Cauchy.
1
4
Note that in the first two examples here the sequence was convergent as
well as being Cauchy, while in the third example, the sequence was neither
convergent nor Cauchy. This suggests that being convergent and Cauchy
are related, an idea which we develop below.
Proposition 4.1. Every convergent sequence is Cauchy.
Proof. Suppose that (xn )n is a convergent sequence with limit x. Let > 0.
Since xn x there exists N N such that n > N implies |xn x| 6 2 . So
for n, m N, n, m > N implies

|xn xm | = |xn x + x xm | 6 |xn x| + |x xm | 6 + = ,
2 2
41
as required.
Lemma 4.2. Any Cauchy sequence is bounded.
Proof. Let (xn )n be a Cauchy sequence. Then there exists N N such that
n, m > N implies |xn xm | 6 1. Hence n > N implies
|xn | = |xn xN + xN | 6 |xn xN | + |xN | 6 1 + |xN |.
Therefore, for
M := max{|x1 |, |x2 |, . . . , |xN |, |xN | + 1},
|xn | 6 M for all n N.
Lemma 4.3. Let (xn )n be a Cauchy sequence. If (xn )n has a subsequence
(xmk )k that converges to some real number x R, i.e., xmk x as k ,
then the original sequence (xn )n also converges to x, i.e., xn x as n .
Proof. Let > 0. Since (xn )n is Cauchy, there exists N1 N such that
n > N1 implies
|xn xm | 6 .
2
Since, moreover, xmk x, there exists N2 N such that k > N2 implies
|xmk x| 6 .
2
Let N := max{N1 , N2 }. Then for n N, n > N implies
|xn x| = |xn xmn + xmn x| 6 |xn xmn | + |xmn x| 6

+ = .
2 2
(Here we used that mn > n > N to estimate |xn xmn |.)

Theorem 4.4 (The General Principle of Convergence). Let (xn )n be a sequence of real numbers. The following are equivalent.
1. (xn )n is convergent.
2. (xn )n is Cauchy.
42
Proof. (1 2): This is Proposition 4.1.

(2 1): Let (xn )n be a Cauchy sequence. Lemma 4.2 implies that (xn )n
is bounded. So the Bolzano-Weierstrass Theorem implies that there exists
a subsequence (xmk )k which converges to some limit x. Finally Lemma 4.3
implies that (xn )n itself is also convergent (converging to x).
N.B. Note that this theorem is also known as the Cauchy Convergence Criterion.
Example 4.4. Let (xn )n be a sequence and assume there is A > 0 such that
|xn+1 xn | 6
A
for all n N.
n2
Then (xn )n is convergent.

Proof. By the General Principle of Convergence, it suffices to show that
(xn )n is a Cauchy sequence. Let > 0. Choose N N such that N 11 6 A .
Then n > m > N implies
|xn xm | 6 |xn xn1 | + |xn1 xn2 | + + |xm+2 xm+1 | + |xm+1 xm |

1
1
1
1
6A
+
+ +
+
n2 (n + 1)2
(m + 1)2 m2

1
1
1
1
6A
+
+ +
+
(n 1)n n(n + 1)
m(m + 1) (m 1)m

1
1
1
1
6A
+
n2 n1
n3 n2

1
1
1
1
+
m m+1
m1 m

1
A
A
1
=A
6
6
6 .
m1 n1
n1
N 1
Hence (xn )n is a Cauchy, so (xn )n is convergent.
Example 4.5. The sequence (xn )n where
xn = 1 +
1 1
1
+ + + log n
2 3
n
is convergent. The number = limn 1 + 12 + 31 + + n1 log n is called

Eulers constant. Whether its rational or not is a long-standing question in
maths.
43
Proof. By Example 4.4, convergence of (xn )n will follow if |x
xn | 6 n22
R xn+1
1
for all n N. We compute this using the fact that log x = 1 t dt:

1 1
1
1
1 1
1
log(n + 1) 1 + + + + log n
|xn+1 xn | = 1 + + + + +
2 3
n n+1
2 3
n

1
1
n + 1
=
log(n + 1) log n =
log

n+1
n+1
n

1
1
1
1 1
1 1
1

=
+ log 1 +
log 1 +
6
+
n+1 n n
n n + 1 n n
n
Z

Z 1+ 1
1+ n1

Z 1+ n1
n 1
1
1
1

=
+
1 dt
dt 6 2 +
1 dt
1
n(n + 1) 1
t n
t
1
Z

Z

1
1
1+ n t 1
1+ n

1
1

dt 6 2 +
t 1 dt
= 2 +
1
n
1

n
t
Z

1+ n1 1
1
1
1
2

6 2 +
dt 6 2 + 2 = 2 ,
1
n
n n
n
n
as required.
N.B. We could also have used the theory of Cauchy sequences to get further
information on series via Cauchy properties of partial sums (this leads to
proofs of Theorem 3.8 and the statement in Example 3.14).
44
Chapter 5
Continuous Functions
Recall that given sets A and B, f : A B is a function if for each x A
there exists a unique value y 0 inB such that f (x) = y (A is the domain of f
and f (A) = {y B : x A s.t. f (x) = y} is the range of f ).
Given an interval I R, a rough description of a function f : I R being
continuous is that it can be graphed without removing the pen from the
paper. Here well give a more rigorous treatment.
Definition 5.1. Let A R and f : A R be a function on A. Then f is
said to be continuous at a point x0 A if
> 0 > 0 s.t. x A, |x x0 | 6 |f (x) f (x0 )| 6 .
We say that f is discontinuous at x0 A if f is not continuous at x0 .

We say that f is continuous if it is continuous at all x0 A.
We say that f is discontinuous if it is not continuous.
Theorem 5.1. Let A R and f : A R be a function. Then the following
are equivalent:
1. f is continuous at x0 .
2. If (xn )n is any sequence in A with xn x0 , then f (xn ) f (x0 ).
45
46
CHAPTER 5. CONTINUOUS FUNCTIONS
Proof. (1) 2)): Suppose that (xn )n A has xn x0 . To show that

f (xn ) f (x0 ), let > 0. Since f is continuous at x0 , there exists > 0
such that |x x0 | 6 implies |f (x) f (x0 )| 6 . Since xn x0 , there
exists N N such that |xn x0 | 6 for all n > N . So if n N has n > N ,
then |f (xn ) f (x0 )| 6 . Therefore 2) follows.
(2) 1)): To obtain a contradiction, we assume 2), but assume that 1) is
false, i.e., [negating > 0 > 0 s.t. x A, |x x0 | 6 |f (x)
f (x0 )| 6 ],
> 0 s.t. > 0 x A s.t. |x x0 | 6 and |f (x) f (x0 )| > . ()
Suppose that > 0 is such that () holds, i.e.,
> 0 x A s.t. |x x0 | 6 and |f (x) f (x0 )| > .
In particular, for each n N, setting =
|xn x0 | 6
1
n
gives some xn A such that
1
and |f (xn ) f (x0 )| > .
n
But this implies that we have a sequence (xn )n such that xn x0 , but
(f (xn ))n doesnt converge to f (x0 ), which contradicts 2). So f must in fact
be continuous at x0 .
This theorem means that we now have two equivalent definitions of continuity:
the original one, Definition 5.1, which is called the - definition of
continuity;
the condition for all sequences (xn )n A such that xn x0 , we have
f (xn ) f (x0 ), which is called the sequential definition of continuity.
Example 5.1. Let c R and define f : R R by f (x) = c for all x R.
Then f is continuous.
Proof using the - definition of continuity. Let x0 R. Let > 0 and set
= 300. Then x R and |x x0 | 6 implies
|f (x) f (x0 )| = |c c| = 0 < ,
so f is continuous at x0 . Since x0 R was arbitrary, f is continuous.
47
Example 5.2. Let f : R R be the identity map, i.e., f (x) = x for all
x R. Then f is continuous.
Proof using the - definition of continuity. Let x0 R. Let > 0. Then
for = , for all x R, |x x0 | 6 implies
|f (x) f (x0 )| = |x x0 | 6 = ,
Example 5.3. Define f : R R by
f (x) = 2x2 + 1.
Proof using the - definition of continuity. Let x0 R. Letn > 0. Note
o
that if |xx0 | 6 1 implies |x| 6 |x0 |+1. Now choose = min 1, 2(2|x0 |+1) .
Then x R and |x x0 | 6 implies
|f (x) f (x0 )| = |(2x2 + 1) (2x20 + 1)| = 2|x2 x20 | = 2|(x x0 )(x + x0 )|
= 2|x x0 ||x + x0 | 6 |x x0 |2 (|x| + |x0 |)
6 |x x0 |2 (|x0 | + 1 + |x0 |) 6 2 (2|x0 | + 1) 6 ,
Proof using the sequential definition of continuity. Let x0 R. Let (xn )n
be a sequence in R such that xn x0 . Then by Theorem 2.3,
f (xn ) = 2x2n + 1 2x20 + 1,
so f is continuous.
Example 5.4. Let f : (0, ) R be given by
f (x) =
1
.
x2
48
Proof using the - definition of continuity. Let x0 (0, ). Let > 0.

First note that

1
1 x2 x20 |x x0 ||x + x0 |
|x x0 | (|x| + |x0 |)

|f (x)f (x0 )| = 2 2 = 2 2 =
6
.
2
2
x
x0
x x0
x x0
x2 x20
= min
, so
3
x0 x0
2 , 10
o
. Then x (0, ) and |x x0 | 6 implies 6 x x0 6
x > x0 > x0
and
x 6 x0 + 6 x0 +
x0
x0
=
2
2
3x0
x0
=
.
2
2
So for all x (0, ), by (), |x x0 | 6 implies

3x20 + x0
5x20
|x x0 | (x + x0 )
10
= x4 = 3 6 .
6 x2
|f (x) f (x0 )| 6
2
2
x x0
x0
0
0
x2
2
so f is continuous at each x0 (0, ) and hence continuous.

N.B. The sequential definition can also be used in conjunction with Theorem 2.3 here (Exercise).
Example 5.5. Let f : R R be defined by
(
1 if x < 0,
f (x) =
1
if x > 0.
Then f is continuous at any x0 R \ {0}, but discontinuous at 0.

Proof. Well first show that f is discontinuous at 0. Let (xn )n = n1 n .
Then xn 0. Also since xn < 0, f (xn ) = 1 for all n N: but this means
that f (xn ) does not tend to 1 = f (x0 ), so f is not continuous at 0.
Now let x0 R \ {0}. Let > 0. Then since x0 6= 0, := |x20 | > 0. So for
all x R, if |x x0 | 6 = |x20 | then |x20 | 6 x x0 6 |x20 | , which implies
x0
|x0 |
|x0 |
6x6
.
2
2
()
49
Hence
(
x0 > 0 |x0 | = x0 and x > x20 > 0, so f (x) = 1 = f (x0 ),
x0 < 0 |x0 | = x0 and x 6 x20 < 0, so f (x) = 1 = f (x0 ),
so in either case |f (x) f (x0 )| = 0 < .
(
x if x Q,
f (x) =
0 if x R \ Q.
Then f is continuous only at 0.
Proof. Well first show that f is continuous at 0. Let > 0. Then for = ,
for all x R with |x x0 | 6 , we have
|f (x) f (x0 )| = |f (x) 0| = |f (x)| 6 |x| 6 6 ,
so f is continuous at 0.
We next show that f is discontinuous at x0 6= 0.
Case 1: x0 R \ Q. Then f (x0 ) = 0. Since the rationals are dense in R
there exists xn x0 such that xn Q for all n N. Hence f (xn ) = xn ,
but limn f (xn ) = x0 6= f (x0 ) = 0. Hence f is not continuous at x0 .
Case 2: x0 Q. Then f (x0 ) = x0 . Since for xn = x + n2 , xn is irrational

and f (xn ) = 0 for all n N. But since xn x0 and (f (xn ))n does not
converge to f (x0 ) = x0 , f is not continuous at x0 .
As weve seen before, it can be useful to break complicated mathematical
objects down into more basic building blocks and thus understand the more
complicated object. For example, taking
f (x) = x2
g(x) = x3
as our building blocks (which we can fairly easily prove are continuous), we
can make
f +g : x 7 x2 +x3 ,
f g : x 7 x2 x3 ,
f g : x 7 f (x)g(x) = x2 x3 = x5 ,
f g : x 7 f (g(x)) = f (x3 ) = (x3 )2 = x6 .
50
As one might expect, continuity is preserved by the operations above (namely

addition, subtraction, multiplication, composition), which is the content of
the next two results.
Theorem 5.2. Let A R and x0 A. Suppose that f, g : A R are
functions which are continuous at x0 and let R. Define
f + g by (f + g)(x) = f (x) + g(x),
f g by (f g)(x) = f (x)g(x),
f by (f )(x) = f (x),
min(f, g) by min(f, g)(x) = min{f (x), g(x)},
max(f, g) by max(f, g)(x) = max{f (x), g(x)},
|f | by |f |(x) = |f (x)|,
If g(x) 6= 0 for all x A then

f
g
is given by
f
g
is continuous at x0 .
f
g
(x) =
f (x)
g(x) .
Then
1. f + g is continuous at x0 ,
2. f g is continuous at x0 ,
3. f is continuous at x0 ,
4. min(f, g) is continuous at x0 ,
5. max(f, g) is continuous at x0 ,
6. |f | is continuous at x0 ,
7. If g(x) 6= 0 for all x A then
Proof. 1) Let (xn )n A have xn x0 . Then since f and g are continuous

at x0 , f (xn ) f (x0 ) and g(xn ) g(x0 ). So by Theorem 2.3,
(f + g)(xn ) = f (xn ) + g(xn ) f (x0 ) + g(x0 ) = (f + g)(x0 ),
so f + g is continuous at x0 .
51
2), 3), 6) and 7) follow similarly.
5) Since
1
1
max(f, g) = (f + g) + |f g|,
2
2
the result follows by 1), 3) and 6).
4) Since
1
1
min(f, g) = (f + g) |f g|,
2
2
the result follows by 1), 3) and 6).
One consequence of this theorem is that since f : R R defined by f (x) = x
is continuous (Exercise), any polynomial p : R R is continuous.
Theorem 5.3. Let A, B R and x0 A. Suppose that f : A R and
g : B R be functions with f (x0 ) B. If f is continuous at x0 and g is
continuous at f (x0 ), then g f is continuous at x0 .
Proof. Let (xn )n A be a sequence with xn x0 . Since f is continuous
at x0 , the sequence (f (xn ))n has f (xn ) f (x0 ). Since g is continuous at
f (x0 ), this means
(g f )(xn ) = g(f (xn )) g(f (x0 )) = (g f )(x0 ),
i.e., (g f )(xn ) (g f )(x0 ), so g f is continuous at x0 .
Well next derive some major theorems on continuous functions which are
intuitively obvious, but require quite sophisticated proofs. We start with a
definition.
Definition 5.2. A function f : A R is called bounded if there exists
M > 0 such that
|f (x)| 6 M for all x A.
Theorem 5.4 (The Extreme Value Theorem). Given a < b, let f : [a, b]
R be a continuous function. Then
1. f is bounded;
2. f attains its maximum, i.e., there exists x0 [a, b] such that
f (x) 6 f (x0 ) for all x [a, b];
52

3. f attains its minimum, i.e., there exists y0 [a, b] such that
f (x) > f (y0 ) for all x [a, b].
Proof. 1) Assume, for a contradiction, that f is unbounded above. So for

each n N there exists xn [a, b] such that f (xn ) > n. Since (xn )n [a, b],
it is a bounded sequence, so the Bolzano-Weierstrass Theorem implies that
there is a subsequence (xmk )k and c R such that xmk c as k . Since
xmk [a, b] for all k N, this means that c [a, b]. Since f is continuous in
[a, b], in particular its continuous at c, so xmk c implies f (xmk ) f (c).
Hence (f (xmk ))k is bounded sequence by Theorem 2.2. But this contradicts
the fact that f (xmk ) > mk for all k, so f is bounded above. The proof that
f is bounded below follows similarly.
2) Let M := sup{f (x) : x [a, b]}. Well show that there exists x0 [a, b]
such that f (x0 ) = M . By definition of sup, for each n N there exists
xn [a, b] such that
1
M 6 f (xn ) 6 M.
n
(see eg TS1 Q9). This implies that
f (xn ) M as n ().
The Bolzano-Weierstrass Theorem implies that for the sequence (xn )n there
exists a convergent subsequence (xmk )k with limit, say x0 [a.b]. Continuity
of f means that xmk x0 implies that
f (xmk ) f (x0 ) as k ().
Combining () and () shows that f (x0 ) = M , so 2) is proved.
3) Apply 2) to the function f (Exercise).
N.B. If we allowed f to be defined on an open interval (a, b) (or half-open),
then the conclusions of the Extreme Value Theorem may fail, as the next
examples show.
Example 5.7. Define f : (0, 1) R by
f (x) =
1
.
x
Then f is continuous (Exercise), but not bounded

(eg given any M > 0,

there exists n N such that n > M , so f n1 = n > M .).
53
Example 5.8. Define f : (0, 1) R by f (x) = x for all x (0, 1). Then
f is bounded and continuous, but it does not have a maximum since {f (x) :
x (0, 1)} = (0, 1), so it certainly cant attain its maximum.
The following is the main result of this chapter.
Theorem 5.5 (The Intermediate Value Theorem). Let I R be an interval
and let f : I R be a continuous function. If a, b I with a < b and y lies
between f (a) and f (b) (i.e., either f (a) < y < f (b) or f (b) < y < f (a)),
then there exists x (a, b) such that
f (x) = y.
Proof. Assume that f (a) < y < f (b) (the other case follows similarly). Let
S := {x [a, b] : f (x) < y}.
Since a S, S 6= . Set x0 := sup S. The idea is that f (x0 should be y.
Proof that f (x0 ) 6 y: for each n N, since x0 n1 < x0 , we know that
x0 n1 is not an upper bound on S, so there exists sn S such that
x0
1
< sn 6 x0 .
n
This means that sn x0 and the continuity of f implies that

f (sn ) f (x0 ).
Since sn S, f (sn ) < y for each n, so any limit of (f (sn ))n must be
6 y, i.e., f (x0 ) 6 y.

Proof that f (x0 ) > y: For each n N, let tn := min b, x0 + n1 . So
tn [a, b], tn x0 and by continuity,
f (tn ) f (x0 ).
().
By definition for each n N, tn

/ S, so f (tn ) > y. Hence this
inequality passes to the limit, i.e., () implies f (x0 ) > y.
In conclusion, f (x0 ) = y, as required. Note that x0 [a, b], but f (a) <
f (x0 ) < f (b), so in fact x0 (a, b).
54
Corollary 5.6. Let I R be an interval and f : I R a continuous

function. Then the range of f : i.e., f (I) = {f (x) : x I} is either an
interval or a single point.
Proof. If there are two distinct points in f (I) (say f (a) 6= f (b)), the IVT
guarantees that all points between these are also in f (I) (eg f (a), f (b) f (I)
and f (a) > f (b) implies all y (f (b), f (a)), y f (I)).
Note that if I is closed then f (I) = [inf f (I), sup f (I)].

Example 5.9. Suppose that f : [0, 1] [0, 1] is a continuous function.
Then there exists a fixed point, i.e., there exists x0 [0, 1] such that
f (x0 ) = x0 .
Proof. Let g(x) = f (x) x. By Theorem 5.2, g is also continuous on [0, 1].
Now notice that
)
g(0) = f (0) 0 = f (0) > 0
so 0 [g(1), g(0)].
g(1) = f (1) 1 6 1 1 = 0
If g(0) = 0 or g(1) = 0 then 0 or 1 are fixed points, respectively. Assume
that g(0) > 0 > g(1). Then the IVT implies that there exists x0 (0, 1)
such that g(x0 ) = 0, i.e., f (x0 ) x0 = 0, so f (x0 ) = x0 , as required.
Example 5.10. If y > 0 and m N then y has a positive mth root.
Proof. Suppose y 6= 1, since then the required root is 1. By Theorem 5.2,

f (x) = xm is continuous. Now let
(
1
b=
y
if y < 1,
if y > 1.
Then 0 < y < bm , i.e., f (0) < y < f (b). So the IVT implies that there exists
x (0, b) such that f (x) = y, i.e., xm = y, i.e., xm = y, so x is an mth root
of y.
5.1. LIMITS
5.1
55
Limits
Suppose that A R and f : A R is a function. It will be convenient later

to use the notation, for a R,
lim f (x).
xa
This means that there exists ` R such that as x becomes arbitrarily close
to, but not equal to, a, f (x) becomes arbitrarily close to `. More formally:
Definition 5.3. limxa f (x) exists and equals ` R if for all > 0 there
exists > 0 such that x A \ {a} with |x a| 6 implies
|f (x) `| 6 .
Example 5.11. Let f : [0, ) \ {1} R be defined by
f (x) =
x2 1
.
x2 + x 2
Then f is not defined at 1, but limx1 f (x) exists.

[Note that a standard technique here would be to write
x2 1
(x + 1)(x 1)
x+1
=
=
,
x2 + x 2
(x + 2)(x 1)
x+2
but strictly speaking, the function on the LHS is not equal to that on the
RHS since LHS is not defined at 1.]
Proof. We make a guess that ` = 23 . Let > 0. Since x + 2 > 2, for all
> 0, for all x [0, ) \ {1},

2

f (x) 2 = x 1 2 = x + 1 2

3 x2 + x 2 3 x + 2 3

3(x + 1) 2(x + 2)
= |x 1| 6 |x 1| .
=
3(x + 2)
3(x + 2)
6

So setting = 6, x [0, )\{1} and |x1| 6 implies f (x) 23 6 .
Theorem 5.7. Suppose that f : A R is a function. Given a point x0 A,
then limxx0 f (x) exists and equals f (x0 ) if and only if f is continuous at
f (x0 ).
56
Proof. Exercise.
For general functions, its possible for limxx0 f (x) to exist, but not equal
f (x0 ):
(
x2 if x 6= 3,
f (x) =
0
if x = 3.
Then limx3 f (x) = 9 (6= f (3)).
Proof. Let > 0. First note that |x 3| 6 1 implies 2 6 x 6 4, so also if
x 6= 3 then
|f (x) 9| = |x2 9| = |x 3||x + 3| 6 7|x 3|.

So if := min 1, 7 , then x R \ {3} and |x 3| 6 implies
|f (x) 9| 6 7|x 3| 6 .
Theorem 5.8. Suppose that f, g : R R are functions and a R has

limxa f (x) = `, limxa g(x) = m. Then
1. limxa (f + g)(x) = ` + m;
2. limxa (f g)(x) = `m;

`
3. limxa fg (x) = m
so long as m 6= 0;
4. limxa |f |(x) = |`|
Proof. 1) Let > 0. Then there exists 1 > 0 such that x R \ {a},
|x a| 6 1 implies
|f (x) `| 6 .
2
Similarly, there exists 2 > 0 such that x R \ {a}, |x a| 6 2 implies
|g(x) `| 6 .
2
5.1. LIMITS
57
So setting := min{1 , 2 }, x R \ {a}, |x a| 6 implies

|(f + g)(x) (` + m)| = |(f (x) `) + (g(x) m)|
6 |f (x) `| + |g(x) m| 6

+ = .
2 2
The proofs of the 2), 3), 4) are exercises.

Its sometimes useful to be able to distinguish between the limit of a function
as we approach from the left, and the limit when we approach from the right.
Definition 5.4. Given A R and f : A R, for a A,
1. We say that the left-limit of f (x) as x a exists and equals ` and
write
lim f (x) = `,
xa
if for all > 0 there exists > 0 such that if x A has x < a and
|x a| 6 then
|f (x) `| 6 .
2. We say that the right-limit of f (x) as x a exists and equals ` and
write
lim f (x) = `,
xa+
if for all > 0 there exists > 0 such that if x A has x > a and
|x a| 6 then
|f (x) `| 6 .
Example 5.13. Define f : R R by
f (x) =
(
|x| +
0
x
|x|
if x 6= 0,
if x = 0.
Then limx0 f (x) = 1 and limx0+ f (x) = 1.

Theorem 5.9. Let A R, f : A R and a A. Then limxa f (x)
exists if and only if limxa f (x) and limxa+ f (x) both exist and are equal.
Moreover, if limxa f (x) = limxa+ f (x) = ` then limxa f (x) = `.
58
Proof. Suppose that limxa f (x) = `. Then for all > 0 there exists > 0
such that x A \ {a}, |x a| 6 implies |f (x) `| 6 . So in particular if
x A and x < a then |x a| 6 implies |f (x) `| 6 , so limxa f (x) =
`; and if x A and x > a then |x a| 6 implies |f (x) `| 6 , so
limxa+ f (x) = `.
Now suppose that limxa f (x) = limxa+ f (x) and denote this value by
`. Set > 0. Then there exists 1 > 0 such that if x A and x < a
then |x a| 6 1 implies |f (x) `| 6 . Also there exists 2 > 0 such that
if x A and x > a then |x a| 6 2 implies |f (x) `| 6 . So setting
:= min{1 , 2 }, if x A \ {a} then |x a| 6 implies |f (x) `| 6 , i.e.,
limxa f (x) = `.
Note that in Example 5.13, limx0 f (x) does not exist since limx0 f (x) 6=
limx0+ f (x).
Definition 5.5. Given A R, f : A R and a A,
1. we say that limxa f (x) = if for all M R, there exists > 0 such
that if x A \ {a} then |x a| 6 implies f (x) > M .
2. we say that limxa f (x) = if for all M R, there exists > 0
such that if x A \ {a} then |x a| 6 implies f (x) 6 M .
Chapter 6
Differentiation
Differentiation is a crucial topic in any area of science where a system evolves
in time. In this chapter well give the fundamental ideas of differentiation a
rigorous treatment, aided by our knowledge of limits.
Definition 6.1. Let I R be an open interval, f : I R a function and
c I. Then f is differentiable at c if
lim
xc
f (x) f (c)
xc
exists,
in which case we denote this limit by f 0 (c), the derivative of f at c.

Letting c vary over the whole of I, if f is differentiable at every such c, then
f 0 : I R can be thought of as a function f 0 (x). This can also be denoted
d
df
f (x), , Dx f (x).
dx
dx
Note that letting x = c + h, x c if and only if h 0, so we can also use
f (c + h) f (c)
h0
h
lim
existing as the definition of differentiability and the value of f 0 (c).

Example 6.1. Let f : R R be defined by f (x) = x2 . Then f 0 (2) = 4,
since x 6= 2 implies
f (x) f (c)
x2 22
x2 4
(x 2)(x + 2)
=
=
=
= x + 2,
x2
x2
x2
x2
59
60
CHAPTER 6. DIFFERENTIATION
so since g(x) = x is continuous at 2, Theorems 5.7 and 5.8 imply

f (x) f (c)
= lim x + 2 = 2 + 2 = 4.
x2
x2
xc
lim
Similarly, for c R, for x 6= c,

f (x) f (c)
x2 c2
x2 c
(x c)(x + c)
=
=
=
= x + c.
xc
xc
xc
xc
Hence Theorems 5.7 and 5.8 imply
lim
xc
f (x) f (c)
= lim x + c = c + c = 2c.
xc
xc
So f is differentiable at every x R, and f 0 (x) = 2x.
Example 6.2. Set f : [0, ) R to be f (x) = x. Then for c > 0, x 6= c,

x c
x c
x+ c
f (x) f (c)
=
=
xc
xc
xc
x+ c
xc
1
=
.
=
(x c)( x + c)
x+ c
So
lim
xc
1
f (x) f (c)
1
=
= lim
xc
xc
x+ c
2 c
by Theorems 5.7 and 5.8 and TS6 Q3. So for x > 0, f 0 (x) =
2 x
= 12 x 2 .
Example 6.3. Given n N, define f : R R by f (x) = xn . Then

f 0 (x) = nxn1 .
Proof. Let c R. Then for x R we observe that
f (x) f (c) = xn cn = (x c)(xn1 + cxn2 + c2 xn3 + + cn2 x + cn1 ).
So if x 6= c,
f (x) f (c)
= xn1 + cxn2 + c2 xn3 + + cn2 x + cn1
xc
and
f 0 (c) = lim
xc
f (x) f (c)
= lim xn1 + cxn2 + c2 xn3 + + cn2 x + cn1
xc
xc
= cn1 + ccn2 + c2 cn3 + + cn2 c + cn1 = ncn1 .
61
Our first main theorem of this chapter shows that differentiability is stronger
than continuity.
Theorem 6.1. Let I R be an open interval. Then for c I, f being
differentiable at c implies f is continuous at c.
Proof. Since limxc
implies that
f (x)f (c)
xc
= f 0 (c) and limxc x c = 0, Theorem 5.8
f (x) f (c)
lim f (x) f (c) = lim
(x c) =
xc
xc
xc
= f 0 (c) 0 = 0,
f (x) f (c)
lim
xc
xc

lim (x c)
xc
i.e., limxc f (x) = f (c). So by Theorem 5.7, f is continuous at c.

It is not true that f being continuous at c implies f is differentiable at c, as
the following example shows.
Example 6.4. Define f : R R by f (x) = |x|. Then f is continuous
(see Theorem 5.2 plus the fact that g(x) = x is continuous), but f is not
differentiable at 0 since the left limit is
lim
x0
f (x) f (0)
x
= lim
= 1,
x0
x0 x
but the right limit is

lim
x0+
so limx0
f (x)f (0)
x0
x
f (x) f (0)
= lim
= 1,
x0
x0 x
doesnt exist by Theorem 5.9.
Weve seen that, intuitively, a function is continuous if it has no gaps and

the above example suggests that intuitively a function is differentiable if it
has no corners. However, a function like f (x) = x2 sin x1 (see TS10) eludes
such intuition.
The next theorem gives the standard rules of differential calculus.
Theorem 6.2. Suppose that I R is an open interval, f, g : I R and f
and g are differentiable at c I.
62
1. Given a constant R, the function f is differentiable at c and
(f )0 = f 0 .
2. f + g is differentiable at c and (f + g)0 = f 0 + g 0 .
3. f g is differentiable at c and (f g)0 = f g 0 + f 0 g.
0
0
4. If g(c) 6= 0, then g1 is differentiable at c and g1 = g
.
g2
Proof. 1)
(f )(x) (f )(c)
lim
= lim
xc
xc
xc
f (x) f (c)
xc

,
so as in Theorem 5.8, this limit exist and equals f 0 (c).

2) Exercise.
3) In this case

f (x)g(x) f (x)g(c) + f (x)g(c) f (c)g(c)
xc

g(x) g(c)
f (x) f (c)
= lim f (x)
+ g(c)
.
xc
xc
xc
(f g)(x) (f g)(c)
lim
= lim
xc
xc
xc
Since f is differentiable at c, it is continuous at c (Theorem 6.1), so Theorems 5.7 and 5.8 imply that this limit exists and equals f (c)g 0 (c) + g(c)f 0 (c).
4) First note that g(c) 6= 0 and g being continuous at c (Theorem 6.1) means
that there exists > 0 such that x (c , c + ) implies g(x) 6= 0. Then

1
1

(x)
g
g (c)
1
1
1
lim
= lim
xc
xc x c
xc
g(x) g(c)

1
g(c) g(x)
= lim
xc x c
g(x)g(c)

1
g(x) g(c)
= lim
.
xc
xc
g(x)g(c)
So since g is continuous at c and g(c) 6= 0, Theorems 5.7 and 5.8 imply that
g 0 (c)
this limit exists and is equal to g(c)
2.
Corollary 6.3. For an open interval I R, f, g : I R and c I such
that f and g are differentiable at c,
63
1. f g is differentiable at c and (f g)0 = f 0 g 0
2. if also g(c) 6= 0, then
f
g
is differentiable at c and
0
f
g
f 0 gf g 0
.
g2
Proof. 1) f g = f + (1)g, so the proof is immediate by parts 1) and 2)

of Theorem 6.2.

2) Since fg = f g1 , part 4) of Theorem 6.2 implies that g1 is differentiable
at c, so part 3) of Theorem 6.2 implies
0

0
1
f g0 f 0
f 0g f g0
f
0 1
=f
+f
= 2 +
=
,
g
g
g
g
g
g2
as required.
One consequence of the last two results is that if p, q : R R are polynomials, then p and q are differentiable. Moreover, pq (which is known as a
rational function) is differentiable on the set {x R : q(x) 6= 0}.
Example 6.5. Let n N and let f : R \ {0} R be given by
f (x) =
Then f 0 (x) =
1
for x R \ {0}.
xn
n
.
xn+1
Proof. Let g(x) = xn . Then Theorem 6.2 implies

0
1
g 0
nxn1
n
0
f (x) =
=
=
= n+1 .
2
2n
g
(g)
x
x
Note we could also have phrased this as f (x) = xn and f 0 (x) = nxn1 .
The final rule of differentiability well give is about composition of functions.
Theorem 6.4 (Chain Rule). Let I, J R be open intervals and f : I R,
g : J R be functions. Suppose that c I, f (c) J, f is differentiable at
c and g is differentiable at f (c). Then g f is differentiable at c and
(g f )0 (c) = (g 0 (f (c))f 0 (c).
64
Proof: We wish to show

(g f )(x) (g f )(c)
(g 0 (f (c))f 0 (c),
xc
so we could write
(g f )(x) (g f )(c)
g(f (x)) g(f (c))
g(f (x)) g(f (c)) f (x) f (c)
=
=
xc
xc
f (x) f (c)
xc
and then argue that as x c, f (x) f (c), so
g(u) g(f (c))
g(f (x)) g(f (c))
= lim
= g 0 (f (c)).
xc
f (x) f (c)
u f (c)
uf (c)
lim
The problem here is that f (x) f (c) could be zero for many values of x, so
the above argument is invalid.
We omit a genuine proof of the Chain Rule.
Example 6.6. Given the function h : R R where h(x) = (x3 + x2 + 3)6 ,
compute h0 (x).
Solution: We can write h(x) = g f (x) where f (x) = x3 + x2 + 3 and
g(u) = u6 . So since f 0 (x) = 3x2 + 2x and g 0 (u) = 6u5 , the Chain Rule
implies that
h0 (x) = (g f )0 (x) = g 0 (f (x))f 0 (x) = 6(f (x))5 (3x2 + 2x)
= 6(x3 + x2 + 3)5 (3x2 + 2x).
Example 6.7. Suppose that h : R R is defined by h(x) = sin(x3 + 7x).
Then
h0 (x) = (3x2 + 7) cos(x3 + 7x).
Proof. We can write h(x) = g f (x) where f (x) = x3 + 7x and g(u) = sin u.
Then since f 0 (x) = 3x2 + 7 and g 0 (u) = cos u, the Chain Rule implies that
h0 (x) = (g f )0 (x) = g 0 (f (x))f 0 (x) = (cos(x3 + 7x))(3x2 + 7).
Our next results extract information about maxima/minima and average

slopes using the definition of derivative.
65
Theorem 6.5. Let I R be an open interval and f : I R a differentiable
function.
1. If f attains its maximum at c I then f 0 (c) = 0.
2. If f attains its minimum at c I then f 0 (c) = 0.
Proof. 1): By assumption,

f (x) 6 f (c) for all x I.
Hence
f (x) f (c) 6 0 for all x I.
If x I has x < c, then x c < 0, so
f (x) f (c)
f (x) f (c)
> 0, hence lim
> 0.
xc
xc
xc
On the other hand, if x I has x > c, then x c > 0, so
f (x) f (c)
f (x) f (c)
6 0, hence lim
6 0.
+
xc
xc
xc
Since f is differentiable at c, the left and right limits must exist and be
equal, which is only possible if
lim
xc
f (x) f (c)
=0
xc
as in Theorem 5.9.
2) follows similarly.
The main Theorem of this chapter is the Mean Value Theorem. This gives
information on the derivative of a function between two given points. The
following result is a simpler version of this, and roughly states that if a graph
is differentiable and f (a) = f (b) then there is a point between a and b where
the graph is flat.
Theorem 6.6 (Rolles Theorem). Suppose that a, b R with a < b. Suppose
further that f : [a, b] R is continuous and is differentiable on (a, b) with
f (a) = f (b). Then there exists (a, b) such that
f 0 () = 0.
66
Proof.
Case 1: f (x) = f (a) for all x0 [a, b]. Then f 0 (x) = 0 for all
x (a, b), so we are finished.
Case 2: there exists y (a, b) such that f (y) > f (a). Since f :
[a, b] R is continuous, the Extreme Value Theorem implies that
there exists [a, b] such that
f (x) 6 f () for all x [a, b].
In particular, since there exists y (a, b) such that f (y) > f (a), this
means that 6= a, b, so (a, b). So f has a maximum at (a, b).
Since f is differentiable on (a, b), Theorem ?? implies that f 0 () = 0.
Case 3: there exists y (a, b) such that f (y) < f (a). This follows
similarly to case 2, with minimum replacing maximum.
One immediate consequence of Rolles Theorem is the following.

Theorem 6.7 (Mean Value Theorem). Suppose that a, b R with a < b,
f : [a, b] R is continuous and f is differentiable on (a, b). Then there
exists (a, b) such that
f 0 () =
f (b) f (a)
.
ba
Proof. Set g(x) = f (x) x where we choose such that g(a) = g(b). Thus
f (a) a = f (b) b,
so
=
(f (b) f (a)
.
ba
We can then apply Rolles Theorem to g to obtain (a, b) such that

g 0 () = 0, which means that
f 0 () = =
as required.
f (b) f (a)
,
ba
6.1. HIGHER DERIVATIVES
67
Note that one way of phrasing the Mean Value Theorem is that there exists
(a, b) such that
f (b) = f (a) + (b a)f 0 ().
(This is useful in itself, but also tees up Taylors Theorem.)
Theorem 6.8. Let f : [a, b] R be continuous and f be differentiable on
(a, b). If f 0 (x) = 0 for all x (a, b) then there exists k R such that
f (x) = k for all x [a, b].
Proof. Let k = f (a) and c (a, b]. Then MVT implies there exists (a, c)
such that f (c) = f (a) + (c a)f 0 (). Since f 0 () = 0 then f (c) = f (a) = k,
as required.
Example 6.8. Let f : R R be given by f (x) = x2 . Prove (without
actually differentiating!)
1. there exists R such that f 0 () = 1;
2. there exists R such that f 0 () = 2;
Proof. 1) Since f (0) = 0 and f (1) = 1, MVT implies there exists (0, 1)
such that
f (1) f (0)
f 0 () =
= 1.
10
2) Since f (0) = 0 and f (2) = 4, MVT implies there exists (2, 0) such
that
f (0) f (2)
04
f 0 (0) =
=
= 2.
0 2
2
6.1
Higher Derivatives
Differentiating a function once yields another function f 0 . If this function

is differentiable, differentiating again yields yet another function f 00 , the
second derivative of f . Similarly we can often find the third derivative etc.
68
Repeating this process n times, if this is possible, yields the nth derivative
f (n) . This can also be denoted
(Dxn f )(x),
dn
f (x).
dxn
Supposing that f and g are n > 2 times differentiable,

1. Since we know (f + g)0 = f 0 + g 0 , then
(f + g)00 = (f 0 + g 0 )0 = f 00 + g 00 .
(Clearly (f + g)(n) = f (n) + g (n) .)
2. If R, then (f )(n) = f (n) .
3. (f g)00 is more difficult. By Theorem 6.2, (f g)0 = f 0 g + f g 0 , so
(f g)00 = (f 0 g + f g 0 )0 = (f 0 g)0 + (f g 0 )0 = (f 00 g + f 0 g 0 ) + (f 0 g 0 + f g 00 )
= f 00 g + 2f 0 g 0 + f g 00 .
This generalises further for (f g)(n) (Leibnizs Theorem), but we omit
that here.
The following theorem, a fundamental theorem used throughout mathematics, is a generalisation of the MVT
Theorem 6.9 (Taylors Theorem). Let n N and suppose that f : [a, b]
R is a continuous function which is n times differentiable on (a, b). Then
there exists (a, b) such that
(b a)2 00
f (a) +
2!
(b a)n1 (n1)
(b a)n (n)
+
f
(a) +
f ().
(n 1)!
n!
f (b) = f (a) + (b a)f 0 (a) +
Proof. We define the function Fn : [a, b] R by

Fn (x) = f (b)f (x)(bx)f 0 (x)
(b x)2 00
(b x)n1 (n1)
f (x)
f
(x).
2!
(n 1)!
6.1. HIGHER DERIVATIVES
69
Then
Fn0 (x) = f 0 (x) + [f 0 (x) (b x)f 00 (x)]

1
00
2 000
+ (b x)f (x) (b x) f (x) +
2!

n2
(b x)
(b x)n1 (n)
(n1)
+
f
(x)
f (x)
(n 2)!
(n 1)!
(b x)n1 (n)
=
f (x).
(n 1)!
()
Now set Gn : [a, b] R to be

Gn (x) = Fn (x)
bx
ba
n
Fn (a).
Then Gn (a) = Fn (a)Fn (a) = 0 and Gn (b) = Fn (b)0Fn (a) = 0. So since

Gn is differentiable, Rolles Theorem implies that there exists (a, b) such
that G0n () = 0. I.e., using (),

n(b )n1
0
0 = Gn () = Fn ()
Fn (a)
(b a)n
(b )n1 (n)
n(b )n1
=
f () +
Fn (a)
(n 1)!
(b a)n

(b )n1
(b )n1 (n)
=n
F
(a)
f
()
n
(b a)n
(n 1)!

n1
(b )
=n
f (b) f (a) (b a)f 0 (a)
(b a)n

(b a)n1 (n1)
(b a)n (n)

f
(a)
f () .
(n 1)!
n!
Hence
f (b) = f (a) + (b a)f 0 (a) + +
(b a)n1 (n1)
(b a)n (n)
f
(a) +
f (),
(n 1)!
n!
as required.
A more Scottish version of this result comes from setting a = 0 and b = x
to obtain Maclaurins Theorem:
f (x) = f (0) + xf 0 (x) + x2
f 00 (0)
xn1 (n1)
+
f
(0) + Rn
2!
(n 1)!
70
n
where Rn = xn! f (n) (y) for some y (0, x). (In fact, there is evidence that
Gregory http://www-history.mcs.st-andrews.ac.uk/history/Biographies/
Gregory.html discovered Taylors Theorem before Taylor, while working
at St Andrews.)
Example 6.9. Let f R R be given by f (x) = ex . Then f 0 (x) = ex ,
f 00 (x) = ex , , f (n) (x) = ex . So since e0 = 1, the expression from Maclaurins Theorem gives
f 0 (x) = 1 + x +
x2 x3
xn1
xn y
+
+ +
+
e
2!
3!
(n 1)!
n!
for some y (0, x).

Example 6.10. If f (x) = sin x, then f (0) = 0; f 0 (x) = cos x, so f 0 (0) = 1;
f 00 (x) = sin x, so f 00 (0) = 0; f 000 (x) = cos x, so f 000 (0) = 1; f 0000 (x) =
sin x, so there is y (0, x) such that
f (x) = 0 + 1 x + 0
x2
x3 x4
x3 x4
1 +
sin y = x
+
sin y.
2!
3!
4!
3!
4!
Example 6.11. If f (x) = log(1 + x) (here we mean log to base e), then
1
1
00
f (0) = log 1 = 0; f 0 (x) = 1+x
, so f 0 (0) = 1; f 00 (x) = (1+x)
2 , so f (0) = 1;
f 000 (x) =
f (n) (x)
2
, so f 000 (0)
(1+x)3
n+1
(1)
(n1)!
, so
(1+x)n
= 2. In fact we can show by induction that
f (x) = x
x2 x3 x4 x5
+
+
.
2!
3
4
5
We can actually show that this is a convergent series (this goes slightly beyond this course). Note that in particular,
log 2 = 1
1 1 1 1
+ + ....
2 3 4 5
Appendix A
Some notation for MT2502

and beyond
Important note: notation varies from mathematician to mathematician (within reason, usually), so a definitive list is impossible.
A.1
for all
A.2
Logic
there exists
s.t.
such that
implies
is implied by
if and only if
Numbers
N denotes the set of natural numbers. In MT2502 this means 1, 2, 3, . . .

(. . . means and so on forever). (Note that for many other mathematicians, and courses at St Andrews, N is 0, 1, 2, . . .: there is no
universally, or even locally, agreed convention.)
Z denotes the integers: the set of whole numbers, both positive and
negative, and 0, i.e., . . . , 2, 1, 0, 1, 2, . . .
Q denotes the rational numbers, i.e, numbers which can be expressed
p
q where p, q are integers (its common to assume that one of these is
71
iff
if and only if
72
APPENDIX A. SOME NOTATION FOR MT2502 AND BEYOND

not-negative since this doesnt change the set in question).
R denotes the real numbers, discussed in MT2502.
A.3
Sets
{A, B, C} means the set of objects A, B, C - these can be numbers,

general algebraic objects, sets, sets of sets... anything. Eg N =
{1, 2, 3, . . .}. Note that the order is not important, so {C, A, B} =
{A, B, C}. Also repetitions dont change anything, i.e, {A, B, C, B} =
{A, B, C}.
Given a set X, x X means that x is in the set X. Conversely, x
/X
means that x is not in the set X.
Given a set X and a property P , the notation {x X : x satisfies property P }
means the set of x in X which satisfy property P . (Note that {x
X | x satisfies property P } has the same meaning.) Eg {x N :
x is divisible by 2} is the set of positive even numbers.
In MT2502, means subset. So if A B, then any point in A is
also in B. Since B is a subset of itself, B B. (Some mathematicians
write to mean the same thing, while for others this means a proper
subset - i.e., excluding the possibility that the subset is equal to the
whole set.)
The symbol is translated as or, while the symbol is and. So
given two sets A and B, A B = {x : x A or x B} (note that the
point x could be in both A and B here). Similarly A B is the set of
points in both A and B.
The symbol \ is used for subtracting sets, so that A \ B = {x A :
x
/ B}. (Some mathematicians simply use a minus sign instead.)
Its useful to have an idea of the empty set, which is denoted by .
So, for example, one way of writing that a set A is not empty is that
A 6= .

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MT2502 Analysis

sin x sin 2x sin 3x

to be continuous, but in fact its not:

The rationals and the reals

2. But 2, which by definition is the positive solution x to x2 = 2, isnt

CHAPTER 1. THE RATIONALS AND THE REALS

Proposition 1.2. There is no rational number x such that x2 = 2.

Proof. Suppose that, on the contrary, there is some x = pq where p, q N

Claim. The sequence is decreasing, i.e., x1 > x2 > x3 > .

Proof. Well show that xn xn+1 > 0 for any n.

1.1. ORDERING AND BOUNDING

= x2 , the claim is proved for n = 1. For n > 2:

The sequence is also bounded:

Ordering and bounding

CHAPTER 1. THE RATIONALS AND THE REALS

If there is an upper bound, we say that A is bounded above

If there is a lower bound, we say that A is bounded below.

2. An element m A is called a minimum for A if m is an lower bound

1.1. ORDERING AND BOUNDING

max x, or max{x A},

and similarly the unique minimum by

min x, or min{x A}.

Problem: Maxima/minima may not exist. Eg, set

There can be at most one supremum (Exercise), so we denote this, if it

Similarly for infimum,

CHAPTER 1. THE RATIONALS AND THE REALS

Lemma 1.3. For A a non-empty subset of Q:

1.2. ABSOLUTE VALUE

by (**). Hence y < x is an upper bound for K, contradicting x being a least

CHAPTER 1. THE RATIONALS AND THE REALS

Definition 1.6. Given x R, the absolute value of x, denoted |x|, is defined

Sequences and convergence

Definition 2.1. A sequence of real numbers is a function

Note that in contrast to set notation { }, the order is important here, eg

for n N, we obtain (an ) =

Definition 2.2. Let (xn )n be a sequence of real numbers and x R.

A sequence (xn )n is called convergent if there exists x R such that

3. We say that (xn )n tends to minus infinity (as n tends to infinity) if

In other words, if xn x then no matter how small > 0 is chosen, there

< , i.e., N >

completes the proof.

2.1. SEQUENCES AND CONVERGENCE

Proof. Let > 0. Fix N N such that N > 1 . Then

For N N, n > N implies

we complete the proof.

Example 2.6. For xn = (1)n , the sequence (xn )n is divergent.

Example 2.7. ( n)n tends to as n .

implies xn = n > N > K, as required.

Proof. Let K R. Then set N N so that N > 1 K. So n > N implies

(Proof is an easy exercise in induction.)

1 > 0, for N N and

so choosing N N such that N >

2) Let K R. Then for n N and n > N ,

2.2. LIMIT THEOREMS

In this section well consider uniqueness and algebraic properties of limits.

Theorem 2.3. Let a R and (xn )n , (yn )n be convergent sequences with

4. If yn 6= 0 for all n N and y 6= 0 then

Similarly, since yn y, there exists N2 N such that

Set N := max{N1 , N2 }. Then n > N implies

Since xn x, there exists N1 N such that |xn x| 6

2.2. LIMIT THEOREMS

Since yn y, there exists N1 N such that n > N1 implies

for all n > N1 .

Moreover, there exists N2 N such that n > N2 implies