Fundamentals of Analysis

FUNDAMENTALS OF ANALYSIS
W W L CHEN
c W W L Chen, 1983, 2008.
This chapter originates from material used by the author at Imperial College, University of London, between 1981 and 1990.
It is available free to all individuals, on the understanding that it is not to be used for nancial gain,
and may be downloaded and/or photocopied, with or without permission from the author.
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Chapter 1
THE NUMBER SYSTEM
1.1. The Real Numbers
In this chapter, we shall make a detailed study of some of the important properties of the real numbers.
Most readers will be familiar with some of these properties, or have at least used most of them, perhaps
sometimes unaware of their generality. Throughout, we denote the set of all real numbers by R, and
write a R to indicate that a is a real number.
We shall take an axiomatic approach to the real numbers. In other words, we oer no proof of these
properties, and simply treat and accept them as given.
The rst collection of properties of R is generally known as the Field axioms. They enable us to study
arithmetic.
FIELD AXIOMS.
(A1) For every a, b R, we have a +b R.
(A2) For every a, b, c R, we have a + (b +c) = (a +b) +c.
(A3) For every a R, we have a + 0 = a.
(A4) For every a R, there exists a R such that a + (a) = 0.
(A5) For every a, b R, we have a +b = b +a.
(M1) For every a, b R, we have ab R.
(M2) For every a, b, c R, we have a(bc) = (ab)c.
(M3) For every a R, we have a1 = a.
(M4) For every a R such that a = 0, there exists a
1
R such that aa
1
= 1.
(M5) For every a, b R, we have ab = ba.
(D) For every a, b, c R, we have a(b +c) = ab +ac.
Chapter 1 : The Number System page 1 of 13
Fundamentals of Analysis c W W L Chen, 1983, 2008
Remark. The properties (A1)(A5) concern the operation addition, while the properties (M1)(M5)
concern the operation multiplication. In the terminology of group theory, we say that the set R forms
an abelian group under addition, and that the set of all non-zero real numbers forms an abelian group
under multiplication. We also say that the set R forms a eld under addition and multiplication. The
property (D) is called the Distributive law.
The second collection of properties of R is generally known as the Order axioms. They enable us to
study inequalities.
ORDER AXIOMS.
(O1) For every a, b R, exactly one of a < b, a = b, a > b holds.
(O2) For every a, b, c R satisfying a > b and b > c, we have a > c.
(O3) For every a, b, c R satisfying a > b, we have a +c > b +c.
(O4) For every a, b, c R satisfying a > b and c > 0, we have ac > bc.
Remark. Clearly the Order axioms as given do not appear to include many other properties of the real
numbers. However, these can be deduced from the Field axioms and Order axioms.
Example 1.1.1. Suppose that the real number a > 0. Then the real number a < 0. To see this, note
rst that by Axiom (A4), there exists a R such that a + (a) = 0. Hence
0 = a + (a) from above,
> 0 + (a) by Axiom (O3),
= (a) + 0 by Axiom (A5),
= a by Axiom (A3),
as required.
Example 1.1.2. For every a R, we have a0 = 0. To see this, note rst that a0 R, in view of Axiom
(M1). On the other hand, it follows from Axioms (A3) and (D) that a0 = a(0 +0) = a0 +a0. Note next
that (a0) R and a0 + ((a0)) = 0, in view of Axiom (A4). Hence
0 = a0 + ((a0)) from above,
= (a0 +a0) + ((a0)) from above,
= a0 + (a0 + ((a0))) by Axiom (A2),
= a0 + 0 by Axiom (A4),
= a0 by Axiom (A3),
as required.
Example 1.1.3. Suppose that the real number a > 0. Then the real number a
1
> 0. To see this, note
rst that by Axiom (M4), there exists a
1
R such that aa
1
= 1. Suppose on the contrary that it is
not true that a
1
> 0. Then it follows from Axiom (O1) that a
1
= 0 or a
1
< 0. If a
1
= 0, then
1 = aa
1
by Axiom (M4),
= a0
= 0 by Example 1.1.2,
and so
a = a1 by Axiom (M3),
= a0 from above,
a contradiction. If a
1
< 0, then
0 = a0 by Example 1.1.2,
= 0a by Axiom (M5),
> a
1
a by Axiom (O4),
= aa
1
by Axiom (M5),
= 1 by Axiom (M4),
and so
0 = a0 by Example 1.1.2,
> a1 from above,
= a by Axiom (M3),
again a contradiction.
Example 1.1.4. Suppose that the real numbers a > 0 and b > 0. Then the real number ab > 0. To see
this, note rst that by Axiom (M1), we have ab R. Suppose on the contrary that it is not true that
ab > 0. Then it follows from Axiom (O1) that ab = 0 or ab < 0. Since b > 0, it follows from Axiom
(O1) that b = 0, from Axiom (M4) that b
1
R, and from Example 1.1.3 that b
1
> 0. If ab = 0, then
= a(bb
1
) by Axiom (M4),
= (ab)b
1
by Axiom (M2),
= 0b
1
= b
1
0 by Axiom (M5),
a contradiction. If ab < 0, then
= a(bb
1
) by Axiom (M4),
= (ab)b
1
by Axiom (M2),
< 0b
1
by Axiom (O4),
= b
1
0 by Axiom (M5),
again a contradiction.
Example 1.1.5. Suppose that a, b R and 0 < a < b. Then b
1
< a
1
. To see this, note rst from
Example 1.1.3 that a
1
> 0 and b
1
> 0, and from Example 1.1.4 that b
1
a
1
> 0. Hence
b
1
= b
1
1 by Axiom (M3),
= b
1
(aa
1
) by Axiom (M4),
= b
1
(a
1
a) by Axiom (M5),
= (b
1
a
1
)a by Axiom (M2),
< (b
1
a
1
)b by Axiom (O4),
= (a
1
b
1
)b by Axiom (M5),
= a
1
(b
1
b) by Axiom (M2),
= a
1
(bb
1
) by Axiom (M5),
= a
1
1 by Axiom (M4),
= a
1
by Axiom (M3),
as required.
An important subset of the set R of all real numbers is the set of all natural numbers, given by
N = {1, 2, 3, . . .}.
However, this denition does not bring out some of the main properties of the set N in a natural way.
The following more complicated denition is therefore sometimes preferred.
AXIOMS OF THE NATURAL NUMBERS.
(N1) 1 N.
(N2) If n N, then the number n + 1, called the successor of n, also belongs to N.
(N3) Every n N other than 1 is the successor of some number in N.
(WO) Every non-empty subset of N has a least element.
Remark. The condition (WO) is called the Well-ordering principle.
To explain the signicance of each of these four axioms, note rst that Axioms (N1) and (N2) to-
gether imply that N contains 1, 2, 3, . . . . However, these two axioms alone are insucient to exclude
from N numbers such as 5.5. Now, if N contained 5.5, then by Axiom (N3), N must also contain
4.5, 3.5, 2.5, 1.5, 0.5, 0.5, 1.5, 2.5, . . . , and so would not have a least element. We therefore exclude
this possibility by stipulating that N has a least element. This is achieved by Axiom (WO).
It can be shown that Axiom (WO) implies the Principle of induction. The following two forms of the
Principle of induction are particularly useful. In fact, both are equivalent to Axiom (WO).
PRINCIPLE OF INDUCTION (WEAK FORM). Suppose that the statement p(.) satises the
following conditions:
(PIW1) p(1) is true; and
(PIW2) p(n + 1) is true whenever p(n) is true.
Then p(n) is true for every n N.
PRINCIPLE OF INDUCTION (STRONG FORM). Suppose that the statement p(.) satises the
following conditions:
(PIS1) p(1) is true; and
(PIS2) p(n + 1) is true whenever p(m) is true for all m n.
Then p(n) is true for every n N.
Proof of the equivalence of the Well-ordering principle and the two Principles of
induction. Our rst step is to show that Axiom (WO) is equivalent to the Principle of induction
(strong form) (PIS).
((WO) (PIS)) Suppose that the conclusion of (PIS) does not hold. Then the subset
S = {n N : p(n) is false}
of N is non-empty. By Axiom (WO), S has a least element, n
0
say. If n
0
= 1, then clearly (PIS1) does
not hold. If n
0
> 1, then p(m) is true for all m n
0
1 but p(n
0
) is false, contradicting (PIS2).
((PIS) (WO)) Suppose that a non-empty subset S of N does not have a least element. Consider the
statement p(n), given by n S. Then p(1) is true, otherwise 1 would be the least element of S. Suppose
next that p(m) is true for every natural number m n, so that none of the numbers 1, 2, 3, . . . , n belongs
to S. Then p(n + 1) must also be true, for otherwise n + 1 would be the least element of S. It now
follows from (PIS) that S does not contain any element of N, contradicting the assumption that S is a
non-empty subset of N.
Next, we complete the proof by showing that the Principle of induction (weak form) (PIW) is equivalent
to the Principle of induction (strong form) (PIS).
((PIS) (PIW)) Suppose that (PIW1) and (PIW2) both hold. Then clearly (PIS1) holds, since it is
the same as (PIW1). On the other hand, if p(m) is true for all m n, then p(n) is true in particular,
so it follows from (PIW2) that p(n + 1) is true, and this gives (PIS2). It now follows from (PIS) that
p(n) is true for every n N.
((PIW) (PIS)) Suppose that (PIS1) and (PIS2) both hold for a statement p(.). Consider a statement
q(.), where q(n) denotes the statement
p(m) is true for every m n.
Then the two conditions (PIS1) and (PIS2) for the statement p(.) imply respectively the two conditions
(PIW1) and (PIW2) for the statement q(.). It follows from (PIW) that q(n) is true for every n N, and
this clearly implies that p(n) is true for every n N.
1.2. Completeness of the Real Numbers
The set Z of all integers is an extension of the set N of all natural numbers to include 0 and all numbers
of the form n, where n N. The set Q of all rational numbers is the set of all real numbers of the
form pq
1
, where p Z and q N. It is easy see that the Field axioms and Order axioms hold good if
the set R is replaced by the set Q. We therefore need to nd a property that distinguishes R from Q. A
good starting point is the following well known result.
THEOREM 1A. No rational number x Q satises x
2
= 2.
Proof. Suppose that pq
1
has square 2, where p Z and q N. We may assume, without loss of
generality, that p and q have no common factors apart from 1. Then p
2
= 2q
2
is even, so that p is
even. We can write p = 2r, where r Z. Then q
2
= 2r
2
is even, so that q is even, contradicting that
assumption that p and q have no common factors apart from 1.
It follows that the real number we know as

2 does not belong to the set Q. We say that the set Q is
not complete. Our idea is then to distinguish the set R from the set Q by completeness. In particular,
we want to ensure that the set R contains numbers like

2.
There are a number of ways to describe the completeness of the set R. We shall rst of all introduce
completeness via the Axiom of bound.
Definition. A non-empty set S of real numbers is said to be bounded above if there exists a number
K R such that x K for every x S. The number K is called an upper bound of the set S.
Definition. A non-empty set T of real numbers is said to be bounded below if there exists a number
k R such that x k for every x T. The number k is called a lower bound of the set T.
AXIOM OF BOUND. Suppose that a non-empty set S of real numbers is bounded above. Then there
is a real number M R satisfying the following two conditions:
(S1) For every x S, the inequality x M holds.
(S2) For every > 0, there exists x S such that x > M .
Remark. It is not dicult to prove that the number M above is unique. It is also easy to deduce that
if a non-empty set T of real numbers is bounded below, then there is a unique real number m R
satisfying the following two conditions:
(I1) For every x T, the inequality x m holds.
(I2) For every > 0, there exists x T such that x < m+.
Definition. The real number M satisfying conditions (S1) and (S2) is called the supremum of the
non-empty set S, and denoted by M = supS. The real number m satisfying conditions (I1) and (I2) is
called the inmum of the non-empty set S, and denoted by m = inf S.
Remark. Note that the most important point of the Axiom of bound is that the supremum M is a real
number. Similarly, the inmum m is also a real number.
Let us now try to understand how numbers like

2 t into this setting. Recall that there is no rational
number which satises the equation x
2
= 2. This means that the number that we know as

2 is not a
rational number. We now want to show that it is a real number. Let
S = {x R : x
2
< 2}.
Clearly the set S is non-empty, since 0 S. On the other hand, the set S is bounded above; for example,
it is not dicult to show that if x S, then we must have x 2; for if x > 2, then we must have x
2
> 4,
so that x S. Hence S is a non-empty set of real numbers and S is bounded above. It follows from the
Axiom of bound that there is a real number M satisfying conditions (S1) and (S2). We shall show that
M
2
= 2.
Suppose on the contrary that M
2
= 2. Then it follows from Axiom (O1) that M
2
< 2 or M
2
> 2.
Let us investigate these two cases separately.
If M
2
< 2, then we have
(M +)
2
= M
2
+ 2M +
2
< 2 whenever < min
1,
2 M
2
2M + 1
.
This means that M + S, contradicting conndition (S1).
If M
2
> 2, then we have
(M )
2
= M
2
2M +
2
> 2 whenever <
M
2
2
2M
.
This implies that any x > M will not belong to S, contradicting condition (S2).
Note that M
2
= 2 and M is a real number. It follows that what we know as

2 is a real number.
Example 1.2.1. The set N is not bounded above but is bounded below with inmum 1.
Example 1.2.2. The set Z is not bounded above or below.
Example 1.2.3. The closed interval [
2, 2] = {x R :

2 x 2} is bounded above and below, with
supremum 2 and inmum

2. Note that the supremum and inmum belong to the interval.
Example 1.2.4. The open interval (
2, 2) = {x R :

2 < x < 2} is bounded above and below, with
supremum 2 and inmum

2. Note that the supremum and inmum do not belong to the interval.
Example 1.2.5. The set {x R : x = (1)
n
n
1
for some n N} is bounded above and below, with
supremum 1/2 and inmum 1.
Example 1.2.6. The set {x Q : x
2
< 2} is bounded above and below, with supremum
2 and inmum
2.
The argument concerning

2 can be adapted to prove the following result.
THEOREM 1B. Suppose that a real number c R is positive. Then for every natural number q N,
there exists a unique positive real number x R such that x
q
= c.
We denote by c
1/q
or
q
c the unique positive real solution of the equation x

q
= c given by Theorem
1B. For every p Z and q N, we dene c
p/q
= (c
1/q
)
p
. It can be shown that the denition of c
m
, where
m = p/q with p Z and q N, is independent of the choice of p and q. Furthermore, the Index laws are
satised: For every positive real number c R and rational numbers m, n Q, we have c
m
c
n
= c
m+n
and (c
m
)
n
= c
mn
.
We next elaborate on Example 1.2.1, and prove formally that the set N is not bounded above. This
is a consequence of the Axiom of bound.
THEOREM 1C. (ARCHIMEDEAN PROPERTY) For every real number x R, there exists a natural
number n N such that n > x.
Proof. Suppose that x R, and suppose on the contrary that n x for every n N. Then the set N
is bounded above by x, and so has a supremum M, say. In particular, we have
M 2, M 3, M 4, . . . ,
and so
M 1 1, M 1 2, M 1 3, . . . .
Hence M 1 is an upper bound for N, contradicting the hypothesis that M is the supremum of N.
We now establish the following important result central to the theory of mathematical analysis.
THEOREM 1D. The rational numbers and irrational numbers are dense in the set R. More precisely,
between any two distinct real numbers, there exist a rational number and an irrational number.
Proof. Suppose that x, y R and x < y. We shall rst show that there exists r Q such that
x < r < y. The idea is very simple. Heuristically, if we choose a natural number q large enough, then
the interval (qx, qy) has length greater than 1 and must contain an integer p, so that qx < p < qy. The
formal argument is somewhat more complicated, but is based entirely on this idea.
Consider the special case when x > 0. By the Archimedean property, there exists q N such that
q > 1/(yx), so that 1 < q(yx). Consider the positive real number qx. By the Archimedean property,
there exists n N such that n > qx. Using the Well-ordering principle, let p be the smallest such natural
number n. Then clearly p 1 qx. To see this, note that if p = 1, then p 1 = 0 < qx; if p = 1, then
p 1 > qx would contradict the denition of p. It now follows that
qx < p = (p 1) + 1 < qx +q(y x) = qy, so that x <
p
q
< y.
Suppose now that x 0. By the Archimedean property, there exists k N such that k > x, so that
k +x > 0. There exists s Q such that x +k < s < y +k, so that x < s k < y. Clearly s k Q.
To show that there exists z R\ Q such that x < z < y, we rst use our earlier argument twice, and
conclude that there exist r
1
, r
2
Q such that x < r
1
< r
2
< y. The number
z = r
1
+
1
2
(r
2
r
1
)
is clearly irrational and satises r
1
< z < r
2
, and so x < z < y. .
1.3. The Complex Numbers
In this section, we briey review some important properties of the complex numbers. It is easy to see
that the equation x
2
+1 = 0 has no solution x R. In order to solve this equation, we have to introduce
extra numbers into our number system.
Dene the number i by i
2
+ 1 = 0. We then extend the eld of all real numbers by adjoining the
number i, which is then combined with the real numbers by the operations addition and multiplication
in accordance with the Field axioms in Section 1.1. The numbers a +bi, where a, b R, of the extended
eld are then added and multiplied in accordance with the Field axioms, suitably extended, and the
restriction i
2
+ 1 = 0. Note that the number a + 0i, where a R, behaves like the real number a.
The set C = {z = x +yi : x, y R} is called the set of all complex numbers. Note that in C, we lose
the Order axioms and the Axiom of bound.
Suppose that z = x+yi, where x, y R. The real number x is called the real part of z, and denoted by
x = Rez. The real number y is called the imaginary part of z, and denoted by y = Imz. Furthermore,
we write
|z| =
x
2
+y
2
and call this the modulus of z.
Definition. A set S of complex numbers is said to be bounded if there exists a number K R such
that |z| K for every z T.
THEOREM 1E. For every z, w C, we have
(a) |zw| = |z||w|; and
(b) |z +w| |z| +|w|.
Proof. The rst part is left as an exercise. To prove the Triangle inequality (b), note that the result is
trivial if z +w = 0. Suppose now that z +w = 0. Then
|z| +|w|
|z +w|
=
|z|
|z +w|
+
|w|
|z +w|
=
z
z +w
w
z +w
Re
z
z +w
+ Re
w
z +w
= Re
z
z +w
+
w
z +w
= Re1 = 1.
The result follows immediately.
Applying the Triangle inequality a nite number of times, we can show that for every z
1
, . . . , z
k
C,
we have
|z
1
+. . . +z
k
| |z
1
| +. . . +|z
k
|.
We shall use this to establish the following result which shows that a polynomial is eventually dominated
by its term of highest order.
THEOREM 1F. Consider a polynomial P(z) = a
0
+ a
1
z + . . . + a
n
z
n
in the complex variable z C,
with coecients a
0
, a
1
, . . . , a
n
C and a
n
= 0. For every z C satisfying
|z
0
| R
0
=
2(|a
0
| +|a
1
| +. . . +|a
n
|)
|a
n
|
,
we have
1
2
|a
n
||z|
n
|P(z)|
3
2
|a
n
||z|
n
.
Proof. Note rst of all that
|P(z)| |a
0
+a
1
z +. . . +a
n1
z
n1
| +|a
n
||z|
n
and
|a
n
||z|
n
= |P(z) (a
0
+a
1
z +. . . +a
n1
z
n1
)| |P(z)| +|a
0
+a
1
z +. . . +a
n1
z
n1
|.
It therefore remains to establish the inequality
|a
0
+a
1
z +. . . +a
n1
z
n1
|
1
2
|a
n
||z|
n
.
Clearly R
0
> 1, so that if |z| R
0
, we have
|a
0
+a
1
z +. . . +a
n1
z
n1
| |a
0
| +|a
1
||z| +. . . +|a
n1
||z|
n1
(|a
0
| +|a
1
| +. . . +|a
n1
|)|z|
n1
(|a
0
| +|a
1
| +. . . +|a
n1
| +|a
n
|)|z|
n1
=
1
2
R
0
|a
n
||z|
n1
1
2
|a
n
||z|
n
as required.
1.4. Countability
In this brief account, we treat intuitively the distinction between nite and innite sets. A set is nite
if it contains a nite number of elements. To treat innite sets, our starting point is the set N of all
natural numbers, an example of an innite set.
Definition. A set X is said to be countably innite if there exists a bijective mapping from X to N. A
set X is said to be countable if it is nite or countably innite.
Remark. Suppose that X is countably innite. Then we can write
X = {x
1
, x
2
, x
3
, . . .}.
Here we understand that there is a bijective mapping : X N where (x
n
) = n for every n N.
THEOREM 1G. A countable union of countable sets is countable.
Proof. Let I be a countable index set, where for each i I, the set X
i
is countable. Either (a) I is
nite; or (b) I is countably innite. We shall only consider (b), since (a) needs only minor modication.
Since I is countably innite, there exists a bijective mapping from I to N. We may therefore assume,
without loss of generality, that I = N. For each n N, since X
n
is countable, we may write
X
n
= {a
n1
, a
n2
, a
n3
, . . .},
with the convention that if X
n
is nite, then the sequence a
n1
, a
n2
, a
n3
, . . . is constant from some point
onwards. Hence we have a doubly innite array
a
11
a
12
a
13
. . .
a
21
a
22
a
23
. . .
a
31
a
32
a
33
. . .
.
.
.
.
.
.
.
.
.
.
.
.
of elements of the set
X =
nN
X
n
.
We now list these elements in the order indicated by
110 W W L Chen : Fundamentals of Analysis
of elements of the set
X =
nN
X
n
.
We now list these elements in the order indicated by

but discarding duplicates. If X is innite, the above clearly gives rise to a bijection from X to N.
Example 1.4.1. The set Z is countable. Simply note that Z = N {0} {1, 2, 3, . . .}.
Example 1.4.2. The set Q is countable. To see this, note that any x Q can be written in the form
p/q, where p Z and q N. It is easy to see that for every n N, the set Q
n
= {p/n : p Z} is
countable. The result follows from Theorem 1G on observing that
Q =
nN
Q
n
.
Suppose that two sets X
1
and X
2
are both countably innite. Since both can be mapped to N
bijectively, it follows that each can be mapped to the other bijectively. In this case, we say that the two
sets X
1
and X
2
have the same cardinality. Cardinality can be considered as a way of measuring size. If
there exists a one-to-one mapping from X
1
to X
2
and no one-to-one mapping from X
2
to X
1
, then we
say that X
2
has greater cardinality than X
1
. For example, N and Q have the same cardinality. We shall
now show that R has greater cardinality than Q.
To do so, we rst need an intermediate result.
THEOREM 1H. Any subset of a countable set is countable.
Proof. Let X be a countable set. If X is nite, then the result is trivial. We therefore assume that
X is countably innite, so that we can write
X = {x
1
, x
2
, x
3
, . . .}.
Let Y be a subset of X. If Y is nite, then the result is trivial. If Y is innite, then we can write
Y = {x
n
1
, x
n
2
, x
n
3
, . . .},
where
n
1
= min{n N : x
n
Y },
but discarding duplicates. If X is innite, the above clearly gives rise to a bijection from X to N.
Example 1.4.1. The set Z is countable. Simply note that Z = N {0} {1, 2, 3, . . .}.
Example 1.4.2. The set Q is countable. To see this, note that any x Q can be written in the form
p/q, where p Z and q N. It is easy to see that for every n N, the set Q
n
= {p/n : p Z} is
countable. The result follows from Theorem 1G on observing that
Q =
nN
Q
n
.
Suppose that two sets X
1
and X
2
are both countably innite. Since both can be mapped to N
bijectively, it follows that each can be mapped to the other bijectively. In this case, we say that the two
sets X
1
and X
2
have the same cardinality. Cardinality can be considered as a way of measuring size. If
there exists a one-to-one mapping from X
1
to X
2
and no one-to-one mapping from X
2
to X
1
, then we
say that X
2
has greater cardinality than X
1
. For example, N and Q have the same cardinality. We shall
now show that R has greater cardinality than Q.
To do so, we rst need an intermediate result.
THEOREM 1H. Any subset of a countable set is countable.
Proof. Let X be a countable set. If X is nite, then the result is trivial. We therefore assume that X
is countably innite, so that we can write
X = {x
1
, x
2
, x
3
, . . .}.
Let Y be a subset of X. If Y is nite, then the result is trivial. If Y is innite, then we can write
Y = {x
n
1
, x
n
2
, x
n
3
, . . .},
where
n
1
= min{n N : x
n
Y },
and where, for every p 2,
n
p
= min{n > n
p1
: x
n
Y }.
The result follows.
THEOREM 1J. The set R is not countable.
Proof. In view of Theorem 1H, it suces to show that the set [0, 1) is not countable. Suppose on the
contrary that [0, 1) is countable. Then we can write
[0, 1) = {x
1
, x
2
, x
3
, . . .}. (1)
For each n N, we express x
n
in decimal notation in the form
x
n
= .x
n1
x
n2
x
n3
. . . ,
where for each k N, the digit x
nk
{0, 1, 2, . . . , 9}. Note that this expression may not be unique, but
it does not matter, as we simply choose one. We now have
x
1
= .x
11
x
12
x
13
. . . ,
x
2
= .x
21
x
22
x
23
. . . ,
x
3
= .x
31
x
32
x
33
. . . ,
.
.
.
Let y = .y
1
y
2
y
3
. . . , where for each n N, y
n
{0, 1, 2, . . . , 9} and y
n
x
nn
+5 (mod 10). Then clearly
y = x
n
for any n N. But y [0, 1), contradicting (1).
Example 1.4.3. Note that the set R \ Q of all irrational numbers is not countable. It follows that in
the sense of cardinality, there are far more irrational numbers than rational numbers.
1.5. Cardinal Numbers
It is easy to show that there exists a bijective mapping from a nite set X
1
to a nite set X
2
if and only
if the two sets X
1
and X
2
have the same number of elements. In this case, we say that the two sets
have the same cardinality. It is then convenient to denote the cardinality of a nite set by the number
of elements that it contains, and take the non-negative integers to represent the nite cardinal numbers.
This may appear to be satisfactory. Strictly speaking, we need the following axiom which covers
innite sets as well.
POSTULATE OF THE CARDINAL NUMBERS. For every set X, there exists an object |X|,
called the cardinal number of X, which satises the following property: For any two sets X and Y , we
have |X| = |Y | if and only if there exists a bijective mapping f : X Y .
Remarks. (1) Note that the cardinal number of an innite set cannot be equal to the cardinal number
of a nite set, since there cannot be a bijective mapping from an innite set to a nite set.
(2) We write
0
= |N| and c = |R|.
(3) Note that |X| =
0
for any countably innite set X.
(4) In view of Theorem 1J, we have
0
= c.
Definition. Suppose that X and Y are sets.
(1) We say that |X| |Y | if there exists an injective mapping f : X Y .
(2) We say that |X| < |Y | when |X| |Y | and |X| = |Y |.
Remarks. (1) Note that the denition is consistent with our observation at the beginning of this section
and the usual meaning of the inequalities and < when applied to non-negative integers.
(2) Note that |X| < |Y | for every nite set X and innite set Y .
The purpose of this section is to prove the following famous result. The special case when the sets X
and Y are nite is obvious.
THEOREM 1K. (CANTOR-BERNSTEIN-SCHR
ODER THEOREM) Suppose that X and Y are sets.

Suppose further that |X| |Y | and |Y | |X|. Then |X| = |Y |.
Proof. Since |X| |Y | and |Y | |X|, there exist injective mappings f : X Y and g : Y X. For
every x X, exactly one of the following holds:
For every y Y , we have g(y) = x. In this case, we shall say that x has no predecessor.
There exists a unique y
1
Y such that g(y
1
) = x. Here the uniqueness follows from the injective
property of the mapping g : Y X. In this case, we shall say that y
1
is the predecessor of x.
Similarly, for every y Y , exactly one of the following holds:
For every x X, we have f(x) = y. In this case, we shall say that y has no predecessor.
There exists a unique x
1
X such that f(x
1
) = y. Here the uniqueness follows from the injective
property of the mapping f : X Y . In this case, we shall say that x
1
is the predecessor of y.
Observe also that every x X is the predecessor of a unique element f(x) in Y , and that every y Y is
the predecessor of a unique element g(y) in X. It follows that for every element x X, we can construct
a chain as follows:
. . .
f
y
2
g
x
1
f
y
1
g
x
f
f(x)
g
g(f(x))
f
. . .
Here y
1
is the predecessor of x, x
1
is the predecessor of y
1
, y
2
is the predecessor of x
1
, and so on. Note
that the chain does not terminate on the right, but may terminate on the left at an element with no
predecessor. Similarly, for every element y Y , we can construct a chain as follows:
. . .
g
x
2
f
y
1
g
x
1
f
y
g
g(y)
f
f(g(y))
g
. . .
Here x
1
is the predecessor of y, y
1
is the predecessor of x
1
, x
2
is the predecessor of y
1
, and so on.
Again the chain does not terminate on the right, but may terminate on the left at an element with no
predecessor. It is easy to see that no element of X or Y can be in two distinct chains. We now dene a
mapping h : X Y as follows:
For any element x X whose chain does not terminate on the left or terminates on the left with
an element in X with no predecessor, we let h(x) = f(x).
For any element x X whose chain terminates on the left with an element of Y with no predecessor,
we let h(x) = y, where g(y) = x, so that y is the predecessor of x.
Note that the function h : X Y dened in this way gives a one-to-one correspondence between the
elements of X and the elements of Y in each chain, and so gives a one-to-one correspondence between
the elements of X and Y .
Problems for Chapter 1
1. Suppose that a, b R satisfy a > 0 and b < 0. Show that ab < 0.
2. Suppose that a, b R satisfy b < a < 0. Show that b
1
> a
1
.
3. For each of the following sets A, determine whether supA and inf A exist, and nd their values if
appropriate and determine also whether supA and inf A belong to the set A:
a) A = {n
1
: n N} b) A = {(|n| + 1)
2
: n Z}
c) A = {n +n
1
: n N} d) A = {2
m
3
n
: m, n N}
e) A = {x R : x
3
4x < 0} f) A = {1 +x
2
: x R}
4. Suppose that A is a bounded set of real numbers, and that B is a non-empty subset of A. Explain
why inf A inf B supB supA.
5. Suppose that a, b R satisfy a < b +n
1
for every n N. Prove that a b.
6. a) Suppose that x a for every x A. Show that supA a.
b) Show that the corresponding statement with replaced by < does not hold.
7. Suppose that A and B are non-empty sets of real numbers bounded above and below.
a) Let A B = {x : x A or x B}. Prove that
sup(A B) = max{supA, supB} and inf(A B) = min{inf A, inf B}.
b) Discuss the case A B = {x : x A and x B}.
8. Suppose that A and B are non-empty sets of real numbers bounded above and below.
a) Let A+B = {a +b : a A and b B}. Prove that
sup(A+B) = supA+ supB and inf(A+B) = inf A+ inf B.
b) Discuss the case AB = {a b : a A and b B}.
9. Suppose that A and B are non-empty sets of positive real numbers bounded above and below.
a) Let AB = {ab : a A and b B}. Prove that
sup(AB) = (supA)(supB) and inf(AB) = (inf A)(inf B).
b) Discuss the case when the sets A and B can contain negative real numbers.
10. Suppose that A is a non-empty set of real numbers bounded above and below. For any real number
k R, consider the set kA = {ka : a A}. What can we say about sup(kA) and inf(kA)?
11. Prove that the cartesian product of two countable sets is countable.
12. A rational point in C is one with rational real and imaginary parts. Prove that the set of all rational
points in C is countable.
13. Prove that any isolated point set in C is countable.
14. a) Find a bijection from (0, 1) to (0, ).
b) Find a bijection from (1, 1) to R.
c) Suppose that A, B R with A < B. Find a bijection from (A, B) to (1, 1).
d) What is the cardinality of the interval (A, B) in part (c)?
15. A real algebraic number is any real solution of a polynomial equation with coecients in Z. Prove
that the set of all real algebraic numbers is countable.
W W L CHEN
c W W L Chen, 1982, 2008.
Chapter 2
SEQUENCES AND LIMITS
2.1. Introduction
A sequence is a set of terms occurring in order. In simple cases, a sequence is dened by an explicit
formula giving the n-th term z
n
in terms of n. We shall simply refer to the sequence z
n
. For example,
z
n
= 1/n represents the sequence
1,
1
2
,
1
3
,
1
4
, . . . .
We shall only be concerned with the case when all the terms of a sequence are real or complex numbers,
so that throughout this chapter, z
n
represents a real or complex sequence. We often simply refer to a
sequence z
n
.
It is not necessary to start the sequence with z
1
. However, the set N of all natural numbers is a
convenient tool to indicate the order in which the terms of the sequence occur.
Remark. Formally, a complex sequence is a function of the form f : N C, where for every n N, we
write f(n) = z
n
.
Definition. We say that a sequence z
n
converges to a nite limit z C, denoted by z
n
z as n
or by
lim
n
z
n
= z,
if, given any > 0, there exists N = N() R, depending on , such that |z
n
z| < whenever n > N.
Furthermore, we say that a sequence z
n
is convergent if it converges to some nite limit z as n ,
and that a sequence z
n
is divergent if it is not convergent.
Chapter 2 : Sequences and Limits page 1 of 15
Remark. The quantity |z
n
z| measures the dierence between z
n
and its intended limit z. The
denition thus says that this dierence can be made as small as we like, provided that n is large enough.
It follows that the convergence is not aected by the initial terms. Observe that the inequality |z
n
z| <
is equivalent to saying that the point z
n
lies inside a circle of radius and centred at z.
xxxxx
z
z
n

1
In the case when z
n
= x
n
and z = x are real, the inequality |x
n
x| < is equivalent to the inequalities
x < x
n
< x + , so that x
n
lies in the open interval (x , x + ).
Example 2.1.1. Consider the sequence z
n
= 1/n. Then z
n
0 as n . We have
|z
n
0| =
1
n
0
=
1
n
<
whenever n > 1/. We may take N = 1/.
n
= i
n
/n
2
. Then z
n
0 as n . We have
|z
n
0| =
i
n
n
2
0
=
1
n
2
<
whenever n >
_
1/. We may take N =
_
1/.
n
= (n + 2i)/n. Then z
n
1 as n . We have
|z
n
1| =
n + 2i
n
1
2i
n
=
2
n
<
whenever n > 2/. We may take N = 2/.
n
=
_
(n + 1)/n. Then z
n
1 as n . We have
|z
n
1| =
_
n + 1
n
1
=
n+1
n
1
_
n+1
n
+ 1
<
1
2n
<
whenever n > 1/2. We may take N = 1/2.
n
= (2n + 3)/(3n + 4). Then z
n
2/3 as n . We have
z
n
2
3
2n + 3
3n + 4

2
3
=
1
3(3n + 4)
<
1
9n
<
whenever n > 1/9. We may take N = 1/9.
A simple and immediate consequence of our denition of convergence is the following result.
THEOREM 2A. The limit of a convergent sequence is unique.
Proof. Suppose that z
n
z
and z
n
z
as n . Then given any > 0, there exist N
, N
R
such that
|z
n
z
| < whenever n > N
,
and
|z
n
z
| < whenever n > N
.
Let N = max{N
, N
} R. It follows that whenever n > N, we have

|z
| = |(z
z
n
) + (z
n
z
)| |z
n
z
| +|z
n
z
| < 2.
Now |z
| is a non-negative constant less than any 2 > 0, so we must have |z
| = 0, whence
z
= z
.
Definition. A sequence z
n
is said to be bounded if there exists a number M R such that |z
n
| M
for every n N.
Example 2.1.6. The sequence z
n
= 1/n is bounded, with |z
n
| 1 for every n N.
n
= i
n
/n
2
is bounded, with |z
n
| 1 for every n N.
n
= (n + 2i)/n is bounded, with |z
n
|
5 for every n N.
n
=
_
(n + 1)/n is bounded, with |z
n
|
2 for every n N.
n
= (2n + 3)/(3n + 4) is bounded, with |z
n
| 5/3 for every n N.
Note that the bounded sequences in Examples 2.1.62.1.10 are precisely the convergent sequences in
Examples 2.1.12.1.5 respectively. They illustrate the fact that convergence implies boundedness. More
precisely, we have the following result.
THEOREM 2B. A convergent sequence is bounded.
n
z as n . Then there exists N N such that |z
n
z| < 1 for every
n > N. Hence
|z
n
| < |z| + 1 whenever n > N.
Let M = max{|z
1
|, . . . , |z
N
|, |z| + 1}. Then clearly |z
n
| M for every n N.
The next example shows that a bounded sequence is not necessarily convergent.
n
= (1)
n
is bounded, with |z
n
| 1 for every n N. We now show
that this sequence is not convergent. Let z be any given complex number. We shall show that the
sequence z
n
does not converge to z. Note rst of all that for every n N, we have |z
n+1
z
n
| = 2. It
follows that
2 = |z
n+1
z
n
| = |(z
n+1
z) + (z z
n
)| |z
n+1
z| +|z
n
z|.
This means that for every n N, at least one of the two inequalities |z
n+1
z| 1 and |z
n
z| 1
must hold. Hence the condition for convergence cannot be satised with = 1.
The next result shows that we can do arithmetic on limits.
THEOREM 2C. Suppose that z
n
z and w
n
w as n . Then
(a) z
n
+ w
n
z + w as n ;
(b) z
n
w
n
zw as n ; and
(c) if w = 0, then z
n
/w
n
z/w as n .
Remark. Let w
n
= 1/n and t
n
= (1)
n
. Then w
n
0 as n , but t
n
does not converge as n .
On the other hand, it is easy to check that z
n
= w
n
t
n
0 as n . Note now that t
n
= z
n
/w
n
, but
since w
n
0 as n , we cannot use Theorem 2C(c).
Proof of Theorem 2C. (a) We shall use the inequality
|(z
n
+ w
n
) (z + w)| |z
n
z| +|w
n
w|.
Given any > 0, there exist N
1
, N
2
R such that
|z
n
z| < /2 whenever n > N
1
,
and
|w
n
w| < /2 whenever n > N
2
.
Let N = max{N
1
, N
2
|(z
n
+ w
n
) (z + w)| |z
n
z| +|w
n
w| < .
(b) We shall use the inequality
|z
n
w
n
zw| = |z
n
w
n
z
n
w + z
n
w zw|
= |z
n
(w
n
w) + (z
n
z)w|
|z
n
||w
n
w| +|w||z
n
z|.
Since z
n
z as n , there exists N
1
R such that
|z
n
z| < 1 whenever n > N
1
,
so that
|z
n
| < |z| + 1 whenever n > N
1
.
On the other hand, given any > 0, there exist N
2
, N
3
R such that
|z
n
z| <

2(|w| + 1)
whenever n > N
2
,
and
|w
n
w| <

2(|z| + 1)
whenever n > N
3
.
Let N = max{N
1
, N
2
, N
3
|z
n
w
n
zw| |z
n
||w
n
w| +|w||z
n
z| < .
(c) We shall rst show that 1/w
n
1/w as n . To do this, we shall use the identity
1
w
n
1
w
=
|w
n
w|
|w
n
||w|
.
Since w = 0 and w
n
w as n , there exists N
1
R such that
|w
n
w| < |w|/2 whenever n > N
1
,
so that
|w
n
| > |w|/2 whenever n > N
1
.
On the other hand, given any > 0, there exists N
2
R such that
|w
n
w| < |w|
2
/2 whenever n > N
2
.
Let N = max{N
1
, N
2
1
w
n
1
w
=
|w
n
w|
|w
n
||w|

2|w
n
w|
|w|
2
< .
We now apply part (b) to z
n
and 1/w
n
to get the desired result.
Definition. We say that a sequence z
n
diverges to as n , denoted by z
n
as n , if,
for every E > 0, there exists N R such that |z
n
| > E whenever n > N.
Remarks. (1) It can be shown that z
n
as n if and only if 1/z
n
0 as n .
(2) Note that Theorem 2C does not apply in the case when a sequence diverges to .
Example 2.1.12. The sequences z
n
= n, z
n
= n
2
and z
n
= (1)
n
n all satisfy z
n
as n .
Example 2.1.13. Suppose that x
n
is a sequence of positive terms such that x
n
0 as n . For
every xed m N, we have x
m
n
0 as n , in view of Theorem 2C(b). For every negative integer
m, we have x
m
n
as n , noting that x
n
> 0 for every n N. How about m = 0?
2.2. Real Sequences
Real sequences are particularly interesting since the real numbers are ordered, unlike the complex num-
bers. This enables us to establish special results for convergence which apply only to real sequences.
We begin with a simple example. Imagine that you have a ham sandwich, and you do the most
disgusting thing of squeezing the two slices of bread together. Where does the ham go?
THEOREM 2D. (SQUEEZING PRINCIPLE) Suppose that x
n
x and y
n
x as n . Suppose
further that x
n
a
n
y
n
for every n N. Then a
n
x as n .
Example 2.2.1. Consider the sequence
a
n
=
4n + 3
4n
2
+ 3n + 1
.
Then
1
2n
=
4n
8n
2
<
4n + 3
4n
2
+ 3n + 1
<
4n + 3 + n
1
4n
2
+ 3n + 1
=
1
n
.
Writing
x
n
=
1
2n
and y
n
=
1
n
,
we have that x
n
0 and y
n
0 as n . Hence a
n
0 as n .
Example 2.2.2. Consider the sequence a
n
= n
1
cos n. If x
n
= 1/n and y
n
= 1/n, then clearly
x
n
a
n
y
n
for every n N. Since x
n
0 and y
n
0 as n , we have a
n
0 as n .
Example 2.2.3. It is important that x
n
and y
n
converge to the same limit. For example, if x
n
= 1 and
y
n
= 1 for every n N, then both x
n
and y
n
converge as n . Let a
n
= (1)
n
. Then x
n
a
n
y
n
for every n N. Note from Example 2.1.11 that a
n
does not converge as n . In this case, the
hypotheses of Theorem 2D are not satised. Note that x
n
and y
n
converge to dierent limits, so no
squeezing occurs.
Example 2.2.4. Consider the sequence x
n
= a
n
, where a R. There are various cases:
If a = 1, then x
n
= 1 for every n N, so that x
n
1 as n .
If a = 0, then x
n
= 0 for every n N, so that x
n
0 as n .
If a > 1, then a = 1 + k, where k > 0. Then
|a
n
| = (1 + k)
n
1 + kn > E for every n >
E 1
k
.
It follows that x
n
as n .
If 0 < a < 1, then a = 1/b, where b > 1. Hence 1/x
n
as n . It follows that x
n
0 as
n .
If 1 < a < 0, then a = b, where 0 < b < 1. We then have b
n
0 as n . Also, b
n
x
n
b
n
for every n N. It follows from the Squeezing principle that x
n
0 as n .
If a = 1, then x
n
= (1)
n
does not converge as n .
If a < 1, then a = 1/b where 1 < b < 0. Hence 1/x
n
0 as n . It follows that x
n
as
n .
Proof of Theorem 2D. By Theorem 2C, y
n
x
n
0 as n . It follows that given any > 0,
there exist N
, N
R such that
|y
n
x
n
| < /2 whenever n > N
,
and
|x
n
x| < /2 whenever n > N
.
Let N = max{N
, N

|a
n
x| |a
n
x
n
| +|x
n
x| |y
n
x
n
| +|x
n
x| < .
Hence a
n
x as n .
Our next task is to study monotonic sequences which are particularly interesting.
Definition. Let x
n
be a real sequence.
(1) We say that x
n
is increasing if x
n+1
x
n
for every n N.
(2) We say that x
n
is decreasing if x
n+1
x
n
for every n N.
(3) We say that x
n
is bounded above if there exists B R such that x
n
B for every n N.
(4) We say that x
n
is bounded below if there exists b R such that x
n
b for every n N.
Remark. Note that a real sequence is bounded if and only if it is bounded above and below.
THEOREM 2E. Suppose that x
n
is an increasing real sequence.
(a) If x
n
is bounded above, then x
n
converges as n .
(b) If x
n
is not bounded above, then x
n
as n .
THEOREM 2F. Suppose that x
n
is a decreasing real sequence.
(a) If x
n
is bounded below, then x
n
converges as n .
(b) If x
n
is not bounded below, then x
n
as n .
Proof of Theorem 2E. (a) Suppose that the sequence x
n
is bounded above. Then the set
S = {x
n
: n N}
is a non-empty set of real numbers which is bounded above. Let x = supS. We shall show that x
n
x
as n . Given any > 0, there exists N N such that x
N
> x . Since the sequence x
n
is
increasing and bounded above by x, it follows that whenever n > N, we have x x
n
x
N
> x , so
that |x
n
x| < .
(b) Suppose that the sequence x
n
is not bounded above. Then for every E > 0, there exists N N
such that x
N
> E. Since the sequence x
n
is increasing, it follows that |x
n
| = x
n
x
N
> E for every
n > N. Hence x
n
as n .
Example 2.2.5. The sequence x
n
= 31/n is increasing and bounded above. It is not too dicult that
the smallest real number B R such that x
n
B for every n N is 3. It is easy to show that x
n
3
as n .
Example 2.2.6. Consider the sequence x
n
= 1 + a + a
2
+ . . . + a
n
. Then x
n
= n + 1 if a = 1 and
x
n
=
1 a
n+1
1 a
if a = 1.
Suppose that a > 0. Then x
n
is increasing. If 0 < a < 1, then x
n
< 1/(1 a) for all n N, and so
x
n
converges as n . If a 1, then x
n
is not bounded above, so that x
n
as n . In fact,
if a = 1, then the convergence or divergence of x
n
depends on the convergence and divergence of a
n+1
,
which we have considered before in Example 2.2.4.
Example 2.2.7. Consider the sequence
x
n
= 1 +
1
1!
+
1
2!
+ . . . +
1
n!
.
Clearly x
n
is an increasing sequence. On the other hand,
x
n
= 1 + 1 +
1
1 2
+
1
2 3
+ . . . +
1
(n 1)n
= 1 + 1 +
_
1
1
2
_
+
_
1
2

1
3
_
+ . . . +
_
1
n 1

1
n
_
= 3
1
n
< 3,
so that x
n
is bounded above. Unfortunately, it is very hard to nd the smallest real number B R such
that x
n
B for every n N. While Theorem 2E tells us that the sequence x
n
converges, it does not
tell us the precise value of the limit. In fact, the limit in this case is the number e.
2.3. Tests for Convergence
We rst of all apply our knowledge of real sequences in Section 2.2 to study complex sequences.
THEOREM 2G. Suppose that x
n
and y
n
are real sequences and z
n
= x
n
+ iy
n
. Then
z
n
z = x + iy as n
if and only if
x
n
x and y
n
y as n .
Proof. () Suppose rst of all that z
n
z = x + iy as n . Then given any > 0, there exists
N R such that
|z
n
Observe now that
|x
n
x| =
_
(x
n
x)
2
_
(x
n
x)
2
+ (y
n
y)
2
= |z
n
z|.
It follows that
|x
n
x| < whenever n > N.
Similarly,
|y
n
y| < whenever n > N.
() Suppose next that x
n
x and y
n
y as n . Then given any > 0, there exist N
1
, N
2
R
such that
|x
n
x| < /2 whenever n > N
1
,
and
|y
n
y| < /2 whenever n > N
2
.
Observe now that
|z
n
z| = |(x
n
+ iy
n
) (x + iy| |x
n
x| +|y
n
y|.
Let N = max{N
1
, N
2
} R. It follows that
|z
n
This completes the proof.
We now return to Theorem 2D. It turns out often that the sequences x
n
and y
n
in Theorem 2D can
be constructed articially. An example is the following result.
THEOREM 2H. (RATIO TEST) Suppose that the sequence z
n
satises
z
n+1
z
n
as n . (1)
(a) If < 1, then z
n
0 as n .
(b) If > 1, then z
n
as n .
Proof. (a) Suppose that < 1. Write L =
1
2
(1 + ). Then clearly < L < 1. On the other hand, it
follows from (1) and taking =
1
2
(1 ) > 0 that there exists an integer N
0
such that
z
n+1
z
n
<
1
2
whenever n > N
0
.
In particular, we have
z
n+1
z
n
< +
1
2
= L whenever n > N
0
.
It follows that for every n > N
0
, we have
|z
n
| < L|z
n1
| < L
2
|z
n2
| < . . . < L
nN
0
|z
N
0
| = L
N
0
|z
N
0
|L
n
.
Let
M = max
1nN
0
|z
n
|
L
n
.
Then for every n N, we have
0 |z
n
| ML
n
.
Clearly the sequence ML
n
0 as n . It follows from Theorem 2D that |z
n
| 0 as n , so
that z
n
0 as n .
(b) Suppose that > 1. Let w
n
= 1/z
n
. Then |w
n+1
/w
n
| 1/ as n . It follows from (a) that
w
n
0 as n , so that z
n
as n .
Remark. No rm conclusion can be drawn when = 1, as can be seen from the following sequences
which all have = 1:
The sequence z
n
= c converges to c as n .
The sequence z
n
= (1)
n
diverges as n .
The sequence z
n
= 1/n converges to 0 as n .
The sequence z
n
= n diverges to innity as n .
The sequence z
n
= i
n
n diverges to innity as n .
n
=
(n!)
2
(2n)!
. We have
z
n+1
z
n
=
z
n+1
z
n
=
((n + 1)!)
2
(2(n + 1))!
_
(n!)
2
(2n)!
=
(n + 1)
2
(2n + 2)(2n + 1)
=
n
2
+ 2n + 1
4n
2
+ 6n + 2

1
4
as n .
It follows from Theorem 2H that z
n
0 as n .
n
=
(n!)
2
(2n)!
5
n
. Then |z
n+1
/z
n
| 5/4 as n . It follows
from Theorem 2H that z
n
as n .
2.4. Recurrence Relations
In practice, it may not always be convenient to dene a sequence explicitly. Sequences may often be
dened by a relation connecting two or more successive terms. Here we shall not make a thorough study
of such relations, but conne our discussion to two examples of real sequences.
Example 2.4.1. Suppose that x
1
= 3 and
x
n+1
=
4x
n
+ 2
x
n
+ 3
for every n N. Note rst of all that 0 < x
2
< x
1
. Suppose that n > 1 and 0 < x
n
< x
n1
. Then
clearly x
n+1
> 0. Furthermore,
x
n+1
x
n
=
4x
n
+ 2
x
n
+ 3

4x
n1
+ 2
x
n1
+ 3
=
10(x
n
x
n1
)
(x
n
+ 3)(x
n1
+ 3)
< 0.
It follows from the Principle of induction that x
n
is a decreasing sequence and bounded below by 0, so
that x
n
converges as n . Suppose that x
n
x as n . Then
x = lim
n
x
n+1
= lim
n
4x
n
+ 2
x
n
+ 3
=
4x + 2
x + 3
.
Hence x = 2. Note that the other solution x = 1 has to be discounted, since x
n
> 0 for every n N.
Example 2.4.2. Let s > 0. Suppose that x
1
> 0 and that for n > 1, we have
x
n
=
1
2
_
x
n1
+
s
x
n1
_
.
It is not dicult to show that x
n
> 0 for every n N. On the other hand, for n > 1, we have
x
2
n
=
1
4
_
x
2
n1
+
s
2
x
2
n1
+ 2s
_
,
so that
x
2
n
s =
1
4
_
x
2
n1
+
s
2
x
2
n1
2s
_
=
1
4
_
x
n1
s
x
n1
_
2
0,
and so
x
n+1
x
n
=
1
2
_
x
n
+
s
x
n
_
x
n
=
1
2
_
s
x
n
x
n
_
=
s x
2
n
2x
n
0.
It follows that, with the possible exception that x
2
x
1
may not hold, the sequence x
n
is decreasing
and bounded below, so that x
n
converges as n . Suppose that x
n
x as n . Then
x = lim
n
x
n
= lim
n
1
2
_
x
n1
+
s
x
n1
_
=
1
2
_
x +
s
x
_
,
so that x
2
= s. This gives a proof that s has a square root.
2.5. Subsequences
In this section, we discuss subsequences. Heuristically, a subsequence is obtained from a sequence by
possibly omitting some of the terms, and keeping the remainder in the original order. We can make this
more formal in the following way.
Definition. Suppose that
z
1
, z
2
, z
3
, . . . , z
n
, . . .
is a sequence. Suppose further that n
1
< n
2
< n
3
< . . . < n
p
< . . . is an innite sequence of natural
numbers. Then the sequence
z
n
1
, z
n
2
, z
n
3
, . . . , z
n
p
, . . .
is called a subsequence of the original sequence.
Example 2.5.1. The sequence 2, 4, 6, 8, . . . of even natural numbers is a subsequence of the sequence
1, 2, 3, 4, . . . of natural numbers.
Example 2.5.2. The sequence 2, 3, 5, 7, . . . of primes is not a subsequence of the sequence 1, 3, 5, 7, . . .
of odd natural numbers.
Example 2.5.3. The sequence 1, 2, 3, 4, . . . of natural numbers is a subsequence of the sequence
1,
2,
3,
4, . . . .
We would like to obtain conditions under which convergent subsequences exist. We rst investigate
the special case of real sequences.
THEOREM 2J. Every sequence of real numbers has either an increasing subsequence or a decreasing
subsequence, possibly both.
Proof. We shall say that n N is a peak point if x
n
> x
m
for every m > n. There are precisely two
possibilities:
(i) Suppose that there are innitely many peak points n
1
< n
2
< n
3
< . . . < n
p
< . . . . Then
x
n
1
> x
n
2
> x
n
3
> . . . > x
n
p
> . . .
is a decreasing subsequence.
(ii) Suppose that there are no or only nitely many peak points. Let n
1
= 1 if there are no peak
points, and let n
1
= N + 1 if N represents the largest peak point. Then n
1
is not a peak point, and so
there exists n
2
> n
1
such that x
n
1
x
n
2
. On the other hand, n
2
is not a peak point, and so there exists
n
3
> n
2
such that x
n
2
x
n
3
. Continuing inductively, we conclude that there exists an innite sequence
n
1
< n
2
< n
3
< . . . < n
p
< . . . of natural numbers such that
x
n
1
x
n
2
x
n
3
. . . x
n
p
. . .
is an increasing subsequence.
THEOREM 2K. Every bounded sequence of real numbers has a convergent subsequence.
Proof. By Theorem 2J, there is either an increasing subsequence which is necessarily bounded above,
or a decreasing subsequence which is necessarily bounded below. It follows from Theorem 2E and 2F
that the subsequence must be convergent.
Example 2.5.4. For the sequence x
n
= (1)
n
, it is easy to check that all increasing or decreasing
subsequences of x
n
are eventually constant and so convergent.
n
= (1 + (1)
n
)n, it is easy to check that there is an increasing
subsequence 4, 8, 12, . . . (n = 2, 4, 6, . . .), as well as a decreasing subsequence 0, 0, 0, . . . (n = 1, 3, 5, . . .).
n
= (1)
n
n
1
is convergent with limit 0. It is easy to check that there
is an increasing subsequence (n odd), as well as a decreasing subsequence (n even), and both converge
to 0. Can you convince yourself that every other subsequence of x
n
converges to 0 also? If not, see
Theorem 2L below.
n
= n diverges to innity. Can you convince yourself that every
subsequence of x
n
is increasing and diverges to innity also?
We now no longer restrict our study to real sequences, and consider subsequences of sequences of
complex numbers.
THEOREM 2L. Suppose that a sequence z
n
z as n . Then for every subsequence z
n
p
of z
n
,
we have z
n
p
z as p . In other words, every subsequence of a convergent sequence converges to
the same limit.
Proof. Given any > 0, there exists N R such that
|z
n
Note next that n
p
p for every p N, so that n
p
> N whenever p > N. It follows that
|z
n
p
z| < whenever p > N.
Hence z
n
p
z as p .
We now extend Theorem 2K to complex sequences.
THEOREM 2M. (BOLZANO-WEIERSTRASS THEOREM) Every bounded sequence of complex num-
bers has a convergent subsequence.
n
is a bounded sequence of complex numbers. Let x
n
and y
n
be real sequences
such that z
n
= x
n
+ iy
n
. Since z
n
is bounded, there exists M R such that |z
n
| M for every n N.
Then clearly |x
n
| M and |y
n
| M for every n N, so that x
n
and y
n
are both bounded. By Theorem
2K, the sequence x
n
has a convergent subsequence x
n
p
. Consider the corresponding subsequence y
n
p
of
the sequence y
n
. Clearly |y
n
p
| M for every p N, so that y
n
p
is bounded. By Theorem 2K again, the
sequence y
n
p
has a convergent subsequence y
n
p
s
. The corresponding subsequence x
n
p
s
of the sequence
x
n
p
, being a subsequence of a convergent sequence, is again convergent, in view of Theorem 2L. It now
follows from Theorem 2G that the subsequence z
n
p
s
= x
n
p
s
+iy
n
p
s
of the sequence z
n
is convergent.
Definition. A complex number C is said to be a limit point of a sequence z
n
if there exists a
subsequence z
n
p
of z
n
such that z
n
p
as p .
n
= n has no limit points. To see this, note that z
n
as n .
Let w
n
= 1/z
n
. Then w
n
0 as n . It follows from Theorem 2L that every subsequence of w
n
converges to 0. Hence every subsequence of z
n
diverges to innity.
n
= i
n
has four limit points, namely 1 and i.
Example 2.5.10. The sequence
1,
1
2
,
2
2
,
1
3
,
2
3
,
3
3
,
1
4
,
2
4
,
3
4
,
4
4
,
1
5
,
2
5
,
3
5
,
4
5
,
5
5
, . . .
has innitely many limit points. In fact, the set of all limit points is the closed interval [0, 1]. This is a
famous result in diophantine approximation.
Remark. Note that Theorem 2L says that a convergent sequence has exactly one limit point. Note also
that the sequence 1, 2, 1, 3, 1, 4, 1, 5, . . . has exactly one limit point but does not converge.
We now characterize convergence of sequences in terms of boundedness and limited points.
THEOREM 2N. A sequence of complex numbers is convergent if and only if it is bounded and has
exactly one limit point.
Proof. () This is a combination of Theorems 2B and 2L.
() Suppose that z
n
is bounded and has exactly one limit point . We shall show that z
n
as
n . Suppose on the contrary that z
n
does not converge to as n . Then there exists a constant
0
> 0 such that for every N N, there exists n > N such that |z
n
|
0
. Putting N = 1, there exists
n
1
> 1 such that |z
n
1
|
0
. Putting N = n
1
, there exists n
2
> n
1
such that |z
n
2
|
0
. Putting
N = n
2
, there exists n
3
> n
2
such that |z
n
3
|
0
. Proceeding inductively, we obtain a sequence
n
1
< n
2
< n
3
< . . . < n
p
< . . . of natural numbers such that |z
n
p
|
0
for every p N. Since
z
n
is bounded, the subsequence z
n
p
is also bounded. It follows from the Bolzano-Weierstrass theorem
that z
n
p
has a convergent subsequence z
n
p
s
. Suppose that z
n
p
s
z as s . Then clearly z = , for
|z
n
p
s
|
0
for every s N. This means that z is another limit point of the sequence z
n
, contradicting
the assumption that z
n
has exactly one limit point.
Recall that the set R is complete, in terms of the Axiom of bound. We now study completeness from
a dierent viewpoint.
Definition. A sequence z
n
of complex numbers is said to be a Cauchy sequence if, given any > 0,
there exists N = N() R, depending on , such that |z
m
z
n
| < whenever m > n N.
It is easy to establish the following.
THEOREM 2P. Suppose that a sequence z
n
is convergent. Then z
n
is a Cauchy sequence.
n
z as n . Then given any > 0, there exists N R such that
|z
n
z| < /2 whenever n > N.
It follows that
|z
m
z
n
| = |(z
m
z) + (z z
n
)| |z
m
z| +|z
n
z| < whenever m > n N + 1.
Hence z
n
An alternative way of saying that R and C are complete is the following result.
THEOREM 2Q. Suppose that z
n
is a Cauchy sequence. Then z
n
is convergent.
Proof. Since z
n
is a Cauchy sequence, there exists N N such that
|z
n
z
N
| < 1 whenever n N,
so that
|z
n
| < 1 +|z
N
| whenever n N.
Let M = 1+max{|z
1
|, . . . , |z
N
|}. Then |z
n
| M for every n N, so that z
n
is bounded. It follows from
the Bolzano-Weierstrass theorem that z
n
has a convergent subsequence z
n
p
. Suppose that z
n
p
as
p . In view of Theorem 2N, it remains to show that is the only limit point of z
n
. Suppose on the
contrary that z is another limit point of z
n
. Then there exists another subsequence z
n
r
of z
n
such that
z
n
r
z as r .
Let =
1
3
| z| > 0.
xxxxx
z
z
n

1
Then there exist P, R R such that
|z
n
p
| < whenever p > P,
and
|z
n
r
z| < whenever r > R.
It follows that for every p > P and r > R, we have
|z
n
p
z
n
r
| = |(z
n
p
) (z
n
r
z) + ( z)| | z| |z
n
p
| |z
n
r
z| >
1
3
| z|,
contradicting that z
n
1. Consider the sequence z
n
=
4n + 3
5n + 2
.
a) Make a guess for the limit of z
n
as n .
b) Use the -N denition to verify that your guess is correct.
2. Show that the sequence
z
n
=
n
2n + 1
+
cos(e
sin(25n
5
)
log(n
2
))
n
3
is convergent as n , nd its limit and explain every step of your argument.
3. Suppose that z
n
as n , and that w
n
=
z
1
+ z
2
+ . . . + z
n
n
. Show that w
n
as n .
[Hint: Consider rst the case = 0.]
4. Prove that the following sequences converge as n and nd their limits except for part (d):
a) z
n
= (n + 1)
1/4
n
1/4
b) z
n
=
1 + 2 + . . . + n
n
2
c) z
n
=
n
2
n
d) z
n
=
1
n + 1
+
1
n + 2
+ . . . +
1
2n
5. Show that the real sequence x
n
=
_
1 +
1
n
_
n
is increasing and bounded above.
[Remark: Hence it converges. The limit is the number e.]
6. Suppose that z is a xed complex number. Discuss the convergence and divergence of the sequence
z
n
=
z + z
n
1 + z
n
,
explain every step of your argument, and take care to distinguish the four cases
a) |z| > 1; b) |z| < 1; c) z = 1; d) |z| = 1, but z = 1.
7. A real sequence x
n
is dened inductively by x
1
= 1 and x
n+1
=
x
n
+ 6 for every n N.
a) Prove by induction that x
n
is increasing, and x
n
< 3 for every n N.
b) Deduce that x
n
converges as n and nd its limit.
8. Suppose that x
1
< x
2
and x
n+2
=
1
2
(x
n+1
+ x
n
) for every n N. Show that
a) x
n+2
> x
n
for every odd n N;
b) x
n+2
< x
n
for every even n N; and
c) x
n

1
3
(x
1
+ 2x
2
) as n .
9. Find the limit points of each of the following complex sequences:
a) z
n
= (1)
n
b) z
n
= (2i)
n
c) z
n
=
_
1 + i
2
_
n
10. Show that a complex sequence z
n
has exactly one of the following two properties:
a) z
n
as n .
b) z
n
has a convergent subsequence.
[Hint: Assume that (a) fails. Show that (b) must then hold.]
11. Suppose that 0 < b < 1 and that the sequence a
n
satises the condition that |a
n+1
a
n
| b
n
for
every n N. Use Theorem 2Q to prove that a
n
is convergent as n .
W W L CHEN
c W W L Chen, 1982, 2008.
Chapter 3
SERIES
3.1. Introduction
Suppose that z
n
is a real or complex sequence. For every N N, let
s
N
=
N
n=1
z
n
= z
1
+ . . . + z
N
.
We shall call
n=1
z
n
(1)
a series, and s
N
the N-th partial sum of the series.
Definition. If the sequence s
N
converges to s as N , then we say that the series (1) converges to
the sum s and write
n=1
z
n
= s.
In this case, we sometimes simply say that the series (1) is convergent. On the other hand, if the sequence
s
N
diverges as N , then we say that the series (1) is divergent.
Since the partial sums of a series form a sequence, we deduce immediately from Theorems 2P and 2Q
the following useful result.
Chapter 3 : Series page 1 of 15
THEOREM 3A. (GENERAL PRINCIPLE OF CONVERGENCE FOR SERIES) The series (1) is
convergent if and only if, given any > 0, there exists a number N
0
such that
n=N+1
z
n
< whenever M > N N

0
.
Remark. Note that Theorem 3A says that the series (1) is convergent if and only if the sequence s
N
of
partial sums forms a Cauchy sequence. To prove Theorem 3A, we simply observe that
M
n=N+1
z
n
= s
M
s
N
.
Before we study the convergence of series in general, we rst look at some very useful examples.
THEOREM 3B. (GEOMETRIC SERIES) The real geometric series
n=1
x
n1
= 1 + x + x
2
+ x
3
+ . . .
is convergent if and only if |x| < 1.
Proof. It is easy to see that the sequence s
N
of partial sums satises
s
N
=
1 x
N
1 x
if x = 1;
N if x = 1.
If x = 1, then the sequence s
N
is clearly not bounded, and so is not convergent as N . On the other
hand, we note from Example 2.2.4 that x
N
0 as N if |x| < 1, so that the series is convergent in
this case. Finally, we note from Example 2.2.4 again that x
N
is divergent if x > 1 or x 1, so that
the series is divergent in these cases.
THEOREM 3C. (HARMONIC SERIES) The real harmonic series
n=1
n
k
is convergent if k > 1 and is divergent if k 1.
Proof. Consider rst the case k = 1. Clearly
s
N
=
N
n=1
n
1
is an increasing real sequence. To show that the series is divergent, it suces, in view of Theorem 2E,
to show that the sequence s
N
is not bounded above. We shall achieve this by proving that
s
2
m 1 +
1
2
m for every m N. (2)
The inequality is clearly true for m = 1, since s
2
=
3
2
. Suppose now that s
2
p 1 +
1
2
p. Then
s
2
p+1 = s
2
p +
1
2
p
+ 1
+
1
2
p
+ 2
+ . . . +
1
2
p+1
s
2
p +
2
p
2
p+1
1 +
1
2
p +
1
2
= 1 +
1
2
(p + 1).
The assertion (2) now follows from the Principle of induction.
Suppose next that k < 1. In this case, we have n
k
n
1
for every n N, and so
s
N
=
N
n=1
n
k
n=1
n
1
.
It therefore follows from the rst part that the sequence s
N
is not bounded above. Clearly s
N
is an
increasing real sequence. It follows from Theorem 2E that the series is divergent.
Suppose nally that k > 1. Again, the sequence
s
N
=
N
n=1
n
k
is an increasing sequence. To show that the series is convergent, it suces, in view of Theorem 2E, to
show that the sequence s
N
is bounded above. Let t N satisfy N < 2
t
. Then
s
N
s
2
t
1
= 1 +
1
2
k
+
1
3
k
+ . . . +
1
(2
t
1)
k
= 1 +
1
2
k
+
1
3
k
1
4
k
+ . . . +
1
7
k
1
8
k
+ . . . +
1
15
k
+ . . . +
1
(2
t1
)
k
+ . . . +
1
(2
t
1)
k
< 1 +
2
2
k
+
4
4
k
+
8
8
k
+ . . . +
2
t1
(2
t1
)
k
= 1 +
1
2
k1
+
1
2
k1
2
+
1
2
k1
3
+ . . . +
1
2
k1
t1
< M,
where
M = 1 +
1
2
k1
+
1
2
k1
2
+
1
2
k1
3
+ . . . =
n=1
1
2
k1
n1
is the sum of a convergent geometric series.
We now turn to some very simple properties of series. The proofs of the following three results are
left as exercises.
THEOREM 3D. The convergence or divergence of a series is unaected if a nite number of terms
are inserted, deleted or altered.
THEOREM 3E. Suppose that
n=1
z
n
= s and
n=1
w
n
= t.
Then for every real numbers a, b R, we have
n=1
(az
n
+ bw
n
) = as + bt.
THEOREM 3F. Suppose that the series (1) is convergent. Then z
n
0 as n .
Remark. The converse of Theorem 3F is not true. For example, let z
n
= 1/n. Clearly z
n
0 as
n . Note that the series (1) is not convergent in this case, in view of Theorem 3C.
3.2. Real Series
We rst summarize the main idea in the proof of Theorem 3C.
THEOREM 3G. Suppose that x
n
0 for every n N. Then the series
n=1
x
n
either converges to the supremum of the partial sums, or diverges to .
Proof. The partial sums form an increasing sequence. The result follows from Theorem 2E.
Very often, we can study the convergence or divergence of a series by comparing it with another series.
We shall rst of all study this phenomenon in the special case of series with non-negative terms.
THEOREM 3H. (COMPARISON TEST FOR SERIES WITH NON-NEGATIVE TERMS) Let C be
a positive constant independent of n N. Suppose that for all suciently large natural numbers n N,
the inequalities u
n
0, v
n
0 and u
n
Cv
n
hold.
(a) If
n=1
v
n
is convergent, then
n=1
u
n
is convergent.
(b) If
n=1
u
n
is divergent, then
n=1
v
n
is divergent.
Proof. Note that (a) and (b) are equivalent, so we shall only prove (a). We shall use the General
principle of convergence for series. Since the series
n=1
v
n
is convergent, it follows that, given any > 0, there exists N
0
such that for every natural number n > N
0
,
the three given inequalities hold, and
M
n=N+1
v
n
<

C
whenever M > N N
0
,
so that
M
n=N+1
u
n
< whenever M > N N
0
.
The convergence of the series
n=1
u
n
now follows from the General principle of convergence for series.
Example 3.2.1. Suppose that p Q and 0 < a < 1. We shall prove that the series
n=1
n
p
a
n
(3)
is convergent. Using the Ratio test for sequences, we can show that the sequence n
p+2
a
n
0 as n .
It follows that for all suciently large natural numbers n N, we have n
p+2
a
n
< 1, so that n
p
a
n
< n
2
.
This last inequality allows us to compare the series (3) with the convergent harmonic series
n=1
n
2
.
We now investigate series where the terms can be negative as well as non-negative real numbers. There
is then the possibility of cancellation among terms. We rst study a simple example.
Example 3.2.2. Recall that the series
n=1
1
n
= 1 +
1
2
+
1
3
+ . . .
is divergent. Let us now consider the series
n=1
(1)
n1
1
n
= 1
1
2
+
1
3

1
4
+ . . . . (4)
Denote the partial sums by
s
N
=
N
n=1
(1)
n1
1
n
.
Then it is not too dicult to see that for every m N, we have
s
1
s
3
s
5
. . . s
2m1
s
2m
. . . s
6
s
4
s
2
.
It follows that the sequence s
1
, s
3
, s
5
, . . . is decreasing and bounded below by s
2
, while the sequence
s
2
, s
4
, s
6
, . . . is increasing and bounded above by s
1
. So both sequences converge. Note also that
s
2m1
s
2m
=
1
2m
0
as m , so that the two sequences converge to the same limit. This means that the sequence s
N
converges as N , so that the series (4) is convergent.
We now state and establish the result in general.
THEOREM 3J. (ALTERNATING SERIES TEST) Suppose that
(a) a
n
> 0 for every n N;
(b) a
n
is a decreasing sequence; and
(c) a
n
0 as n .
Then the series
n=1
(1)
n1
a
n
is convergent.
Proof. Consider the sequence of partial sums
s
N
=
N
n=1
(1)
n1
a
n
.
In view of conditions (a) and (b), it is not too dicult to see that for every m N, we have
s
1
s
3
s
5
. . . s
2m1
s
2m
. . . s
6
s
4
s
2
.
It follows that the sequence s
1
, s
3
, s
5
, . . . is decreasing and bounded below by s
2
, while the sequence
s
2
, s
4
, s
6
, . . . is increasing and bounded above by s
1
. So both sequences converge. Note also that in view
of condition (c), we have
s
2m1
s
2m
= a
2m
0
as m , so that the two sequences converge to the same limit. Hence the sequence s
N
converges as
N .
Example 3.2.3. The logarithmic series
n=1
(1)
n1
x
n
n
is convergent (with sum log 2) if x = 1 and divergent if x = 1.
3.3. Complex Series
THEOREM 3K. Suppose that z
n
C for every n N. If the series
n=1
|z
n
| (5)
is convergent, then the series
n=1
z
n
(6)
is convergent. Furthermore, we have
n=1
z
n
n=1
|z
n
|.
We shall give two proofs of this result. The rst proof uses the General principle of convergence, while
the second one relies on considering real and imaginary parts of the terms z
n
and then studying the
non-negative and negative parts of the real sequences that arise.
First Proof of Theorem 3K. Since the series (5) is convergent, it follows from the General principle
of convergence for series that, given any > 0, there exists a number N
0
such that
M
n=N+1
|z
n
| < whenever M > N N
0
.
By the Triangle inequality, we have
n=N+1
z
n
n=N+1
|z
n
| < whenever M > N N
0
.
It follows from the General principle of convergence for series that the series (6) is convergent. Note
next that the sequence
T
N
=
N
n=1
|z
n
|
n=1
z
n
is a non-negative convergent sequence as N , in view of the Triangle inequality. It follows that

lim
N
T
N
=
n=1
|z
n
|
n=1
z
n
and lim
N
T
N
0.
Second Proof of Theorem 3K. Assume rst of all that the rst part of Theorem 3K holds for
the special case when the sequence z
n
is replaced by a real sequence u
n
. Then for z
n
C, we write
z
n
= x
n
+ iy
n
, where x
n
, y
n
R. Since the series (5) is convergent, the inequalities |x
n
| |z
n
| and
|y
n
| |z
n
| enable us to use the Comparison test to conclude that the two series
n=1
|x
n
| and
n=1
|y
n
|
are convergent, and so it follows from the special case of the rst part of Theorem 3K that the series
n=1
x
n
and
n=1
y
n
are convergent. The convergence of the series (6) now follows from Theorem 3E.
To show that the rst part of Theorem 3K holds for real sequences u
n
, note that for every n N, we
clearly have u
n
= u
+
n
u
n
, where
u
+
n
=
u
n
if u
n
0,
0 if u
n
< 0,
and
u
n
=
0 if u
n
0,
u
n
if u
n
< 0.
Furthermore, 0 u
+
n
|u
n
| and 0 u
n
|u
n
| for every n N. If the series
n=1
|u
n
|
is convergent, then it follows from the Comparison test that the series
n=1
u
+
n
and
n=1
u
n
are both convergent. The convergence of the series
n=1
u
n
=
n=1
(u
+
n
u
n
)
now follows from Theorem 3E.
The second part of Theorem 3K is proved in the same way as before.
Definition. A series
n=1
z
n
is said to be absolutely convergent if the series
n=1
|z
n
| is convergent.
Remark. Theorem 3K states that every absolutely convergent series is convergent.
The Comparison test can now be stated in a much stronger form.
THEOREM 3L. (COMPARISON TEST) Let C be a positive constant independent of n N. Suppose
that for all suciently large natural numbers n N, the inequality |z
n
| Cv
n
holds. Suppose further
that the real series
n=1
v
n
is convergent. Then the series
n=1
z
n
is absolutely convergent.
Much of the study of convergence of series is underpinned by our ability to compare a given series
with an articially constructed series. Two examples of this technique are given by the two tests below.
THEOREM 3M. (RATIO TEST) Suppose that the sequence z
n
satises
z
n+1
z
n
as n . (7)
Then the series
n=1
z
n
(8)
is absolutely convergent if < 1 and divergent if > 1.
Proof. Suppose rst of all that < 1. Let L =
1
2
(1 + ). Clearly < L < 1. Since (7) holds, there
exists an integer N such that
z
n+1
z
n
< L whenever n N.
It follows that
|z
n
| <
|z
N
|
L
N
L
n
whenever n > N.
On the other hand, the geometric series
n=1
L
n
is convergent. It follows from Comparison test that the series (8) is absolutely convergent. Suppose next
that > 1. Then clearly |z
n
| 0 as n . The result follows from Theorem 3F.
THEOREM 3N. (ROOT TEST) Suppose that the sequence z
n
satises
|z
n
|
1/n
as n . (9)
Then the series
n=1
z
n
(10)
is absolutely convergent if < 1 and divergent if > 1.
Proof. Suppose rst of all that < 1. Let L =
1
2
(1 + ). Clearly < L < 1. Since (9) holds, there
exists an integer N such that
|z
n
|
1/n
< L whenever n > N.
It follows that
|z
n
| < L
n
whenever n > N.
On the other hand, the geometric series
n=1
L
n
is convergent. It follows from Comparison test that the series (10) is absolutely convergent. Suppose
next that > 1. Then clearly |z
n
| 0 as n . The result follows from Theorem 3F.
Remark. No rm conclusion can be drawn in the two settings above if = 1. In the case of the Ratio
test, consider the two series
n=1
1
n
and
n=1
1
n
2
.
It is easy to show that = 1 in both cases. Note from Theorem 3C that the rst series is divergent while
the second series is convergent.
We conclude this section by considering rearrangements of a given series. The following example is
famous.
Example 3.3.1. Recall that the series
n=1
1
n
= 1 +
1
2
+
1
3
+ . . .
is divergent. On the other hand, the series
n=1
(1)
n1
1
n
= 1
1
2
+
1
3

1
4
+ . . .
is convergent, in view of the Alternating series test. Let s be its sum, so that
s = 1
1
2
+
1
3

1
4
+ . . . .
We next rearrange the terms and consider the series
1
1
2

1
4
+
1
3

1
6

1
8
+
1
5

1
10

1
12
+ . . .
=
1
1
2

1
4
1
3

1
6

1
8
1
5

1
10

1
12
+ . . .
=
1
2

1
4
1
6

1
8
1
10

1
12
+ . . .
=
1
2
1
1
2
+
1
3

1
4
+
1
5

1
6
=
s
2
.
Note that no term has been omitted or inserted in the rearrangement. Note also that s = 0. But yet
we end up with a dierent sum. The only possible explanation is that the convergence of the original
and the rearranged series depend on cancellation between positive and negative terms. The dierence
therefore has to arise from the nature of such cancellation.
Suppose now that the convergence of a series does not depend on the cancellation between positive
and negative terms. Then it is reasonable to ask whether any rearrangement of the terms may still alter
the sum of the series.
THEOREM 3P. Any rearrangement of an absolutely convergent series
n=1
z
n
(11)
does not alter its sum.
Proof. Assume rst of all that Theorem 3P holds for the special case when the sequence z
n
is replaced
by a real sequence u
n
. Then for z
n
C, we write z
n
= x
n
+iy
n
, where x
n
, y
n
R. Since the series (11)
is absolutely convergent, the inequalities |x
n
| |z
n
| and |y
n
| |z
n
| enable us to use the Comparison
test to conclude that the two series
n=1
x
n
and
n=1
y
n
are absolutely convergent, and so it follows from the special case of Theorem 3P that rearrangement
does not alter their sums. It now follows from Theorem 3E that rearrangement does not alter the sum
of the series (11).
To establish the special case of Theorem 3P, suppose that the real series
n=1
u
n
is absolutely convergent, and that the sequence v
n
is a rearrangement of the sequence u
n
. We now dene
u
+
n
, u
n
, v
+
n
, v
n
in the same way as in the second proof of Theorem 3K. Then v
+
n
is a rearrangement of
u
+
n
and v
n
is a rearrangement of u
n
. Clearly the series
n=1
u
+
n
is convergent. Also, the sequence
N
n=1
v
+
n
is increasing and bounded above by
n=1
u
+
n
,
so that
n=1
v
+
n

n=1
u
+
n
.
Arguing in the opposite way, we must have
n=1
u
+
n

n=1
v
+
n
.
Hence
n=1
v
+
n
=
n=1
u
+
n
.
Similarly,
n=1
v
n
=
n=1
u
n
.
It now follows that
n=1
v
n
=
n=1
v
+
n

n=1
v
n
=
n=1
u
+
n

n=1
u
n
=
n=1
u
n
,
and the proof is complete.
3.4. Power Series
Suppose that z C. A series of the form
n=0
a
n
z
n
, (12)
where the coecients a
n
C for every n N {0}, is called a power series in the variable z. Note that
it is convenient here to start the series with n = 0.
In the rst two examples below, the case z = 0 is obvious, while the Ratio test can be applied to study
the case z = 0.
Example 3.4.1. The exponential series
n=0
z
n
n!
is absolutely convergent for every z C.
Example 3.4.2. The logarithmic series
n=1
(1)
n1
z
n
n
is absolutely convergent for every z C satisfying |z| < 1 and is divergent for every z C satisfying
|z| > 1.
Example 3.4.3. The series
n=1
n!z
n
is divergent for every non-zero z C. To see this, we use Theorem 3F, and note that for any xed z = 0,
the sequence n!z
n
does not converge to 0 as n .
The purpose of this section is to establish the following important result.
THEOREM 3Q. (CONVERGENCE THEOREM FOR POWER SERIES) For the power series (12),
exactly one of the following holds:
(a) The series is absolutely convergent for every z C.
(b) There exists a positive real number R such that the series is absolutely convergent for every z C
satisfying |z| < R and is divergent for every z C satisfying |z| > R.
(c) The series is divergent for every non-zero z C.
Definition. The number R in Theorem 3Q is called the radius of convergence of the power series (12).
We also say that the radius of convergence is 0 if case (c) occurs, and that the power series (12) has
innite radius of convergence if case (a) occurs.
Remark. Note that Theorem 3Q does not indicate whether the power series is convergent if |z| = R.
A crucial step in the proof of Theorem 3Q is summarized by the result below.
THEOREM 3R. Suppose that the series (12) is convergent for a particular value z = z
0
. Then the
series is absolutely convergent for every z C satisfying |z| < |z
0
|.
Proof. Suppose that the series
n=0
a
n
z
n
0
is convergent. Then it follows from Theorem 3F that a
n
z
n
0
0 as n . Recall that any convergent
sequence is bounded, so that there exists M R such that |a
n
z
n
0
| M for every n N{0}. For every
z C satisfying |z| < |z
0
|, we have
|a
n
z
n
| M
z
z
0
n
for every n N{0}. Note that |z/z
0
| < 1. Hence the series (12) is absolutely convergent by comparison
with the convergent geometric series
n=0
z
z
0
n
.
Proof of Theorem 3Q. Consider the set
S = {x 0 : the series (12) converges}.
Clearly S contains the number 0, and is therefore non-empty. Exactly one of the following three cases
applies:
(i) If S is not bounded above, then for every z C, we can choose x
0
S such that |z| < x
0
. Since the
series (12) is convergent at x
0
, it follows from Theorem 3R that the series (12) is absolutely convergent
at z.
(ii) Suppose that S is bounded above with supremum R > 0. For every z C satisfying |z| < R,
we can choose x
0
S such that |z| < x
0
. Since the series (12) is convergent at x
0
, it follows from
Theorem 3R that the series (12) is absolutely convergent at z. On the other hand, for every z C
satisfying |z| > R, we can choose x
0
> R such that |z| > x
0
. If the series (12) is convergent at z, then
it follows from Theorem 3R that the series (12) is absolutely convergent at x
0
, so that x
0
S, clearly a
contradiction. Hence the series (12) must be divergent at z.
(iii) If S = {0}, then for every non-zero z C, we can choose x
0
> 0 such that |z| > x
0
. If the series
(12) is convergent at z, then it follows from Theorem 3R that the series (12) is absolutely convergent
at x
0
, a contradiction. Hence the series (12) must be divergent at z.
3.5. Multiplication of Series
Multiplication of two series is not always a straightforward operation, in the sense that the product
series may be aected by the order of the terms. The purpose of this section is to show that we need
not worry if the series involved are absolutely convergent.
THEOREM 3S. Suppose that the series
n=0
a
n
and
n=0
b
n
are absolutely convergent, and converge to sums a and b respectively. Then the series
a
i
b
j
, (13)
consisting of the products, in any order, of every term of the rst series by every term of the second
series, is absolutely convergent, and converges to the sum ab.
Proof. The products of pairs of terms can be arranged in a doubly innite array.
Chapter 3 : Series 313
Proof of Theorem 3Q. Consider the set
S = {x 0 : the series (12) converges}.
Clearly S contains the number 0, and is therefore non-empty. Exactly one of the following three cases
applies:
(i) If S is not bounded above, then for every z C, we can choose x
0
S such that |z| < x
0
.
Since the series (12) is convergent at x
0
, it follows from Theorem 3R that the series (12) is absolutely
convergent at z.
(ii) Suppose that S is bounded above with supremum R > 0. For every z C satisfying |z| < R,
we can choose x
0
S such that |z| < x
0
. Since the series (12) is convergent at x
0
, it follows from
Theorem 3R that the series (12) is absolutely convergent at z. On the other hand, for every z C
satisfying |z| > R, we can choose x
0
> R such that |z| > x
0
. If the series (12) is convergent at z, then
it follows from Theorem 3R that the series (12) is absolutely convergent at x
0
, so that x
0
S, clearly a
contradiction. Hence the series (12) must be divergent at z.
(iii) If S = {0}, then for every non-zero z C, we can choose x
0
> 0 such that |z| > x
0
. If
the series (12) is convergent at z, then it follows from Theorem 3R that the series (12) is absolutely
convergent at x
0
, a contradiction. Hence the series (12) must be divergent at z.
3.5. Multiplication of Series
Multiplication of two series is not always a straightforward operation, in the sense that the product
series may be aected by the order of the terms. The purpose of this section is to show that we need
not worry if the series involved are absolutely convergent.
THEOREM 3S. Suppose that the series
n=0
a
n
and
n=0
b
n
(13)
a
i
b
j
,
consisting of the products, in any order, of every term of the rst series by every term of the second
series, is absolutely convergent, and converges to the sum ab.
Proof. The products of pairs of terms can be arranged in a doubly innite array.
a
0
b
0
a
1
b
0
a
2
b
0
. . .
a
0
b
0
a
1
b
0
a
2
b
0
. . .
a
0
b
1
a
1
b
1
a
2
b
1
. . .
a
0
b
1
a
1
b
1
a
2
b
1
. . .
a
0
b
2
a
1
b
2
a
2
b
2
. . .
a
0
b
2
a
1
b
2
a
2
b
2
. . .
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
The sum of all these terms can be arranged as a single series. Two such ways are indicated above. We
have summation by squares on the left, and diagonal summation on the right. No matter in what order
the terms are arranged, the series
|a
i
b
j
|
is a series of non-negative terms and clearly does not exceed
n=0
|a
n
|
n=0
|b
n
|
.
It follows that the series (13) is absolutely convergent. In view of Theorem 3P, the sum is independent
of the order of the arrangement of the terms. Since
n=0
a
n
n=0
b
n
ab as N ,
the sum must be ab.
THEOREM 3T. (CAUCHY PRODUCT) Suppose that the series
n=0
a
n
and
n=0
b
n
n=0
c
n
,
where
c
n
=
n
r=0
a
r
b
nr
for every n N {0},
is absolutely convergent, and converges to the sum ab.
Proof. This is simply using diagonal summation in Theorem 3S.
The Cauchy product is useful in establishing the following result on the exponential series.
THEOREM 3U. The series
E(z) =
n=0
z
n
n!
is absolutely convergent for every z C. Furthermore, for every z
1
, z
2
C, we have
E(z
1
)E(z
2
) = E(z
1
+ z
2
).
Proof. The rst part of the theorem is trivial for z = 0, and can be proved by using the Ratio test for
z = 0. To prove the second part, note that
(z
1
+ z
2
)
n
n!
=
1
n!
n
r=0
n!
r!(n r)!
z
r
1
z
nr
2
=
n
r=0
z
r
1
r!
z
nr
2
(n r)!
.
The result now follows from Theorem 3T.
1. Let a
n
=
1
n
if 3 divides n, and a
n
=
1
n
otherwise. By considering the sequence of partial sums
s
3N
, show that the series
n=1
a
n
is divergent.
2. For each of the following series, discuss whether the series is convergent or divergent, and justify
your assertion:
a)
n=1
n
n
2
+ 5n 3
b)
n=1
(1)
n
(
n + 1
n) c)
n=1
(n!)
2
(2n)!
d)
n=1
(n!)
1/n
e)
n=1
1
n
sin
n
2
f)
n=1
n
n + 1
n
2
g)
n=1
(1)
n+1
n
1 +
1
2
+
1
3
+ . . . +
1
n
3. For each of the following series, determine the values of x R for which the series is convergent,
and justify your assertion:
a)
n=1
cos nx
n
2
b)
n=1
sinnx c)
n=1
(1)
n1
x
n
n
d)
n=1
n
x
n
2
2
4. Suppose that u
n
0 and v
n
0 for every n N. Suppose further that u
n
/v
n
2 as n .
Show that the series
n=1
u
n
and
n=1
v
n
are either both convergent or both divergent.
5. a) Suppose that the real series
n=1
a
n
and
n=1
b
n
are both convergent. Suppose further that a
n
0
and b
n
0 for every n N. Prove that the series
n=1
a
n
b
n
is convergent.
b) Discuss also the case when the terms a
n
and b
n
can be negative.
6. For every n N, let a
n
=
1
n
+
(1)
n+1
n
.
a) Show that a
n
> 0 for every n N, and that a
n
0 as n .
b) Show that the series
n=1
(1)
n
a
n
is divergent.
c) Comment on the result.
7. For each of the following series, determine the values of z C for which the series is convergent,
and justify your assertion:
a)
n=1
z
n
2
b)
n=1
n!z
n
c)
n=1
n!z
n!
8. Suppose that
22
7
|a
n
| 100 for every n N{0}. Discuss the radius of convergence of the power
series
n=0
a
n
z
n
, and justify your assertion.
W W L CHEN
c W W L Chen, 1982, 2008.
Chapter 4
FUNCTIONS AND CONTINUITY
4.1. Limits of Functions
We begin by studying the behaviour of a function f(x) as x +. Corresponding to the denition
of the limit of a real sequence, we have the following direct analogue for real valued functions of a real
variable. In this chapter, all functions f(x) are assumed to be real valued and are dened on R or
suitable subsets of R.
Definition. We say that f(x) L as x +, or
lim
x+
f(x) = L,
if, for every > 0, there exists D > 0 such that |f(x) L| < whenever x > D.
We can also study the behaviour of a function f(x) as x . Corresponding to the above, we have
the following obvious analogue.
Definition. We say that f(x) L as x , or
lim
x
f(x) = L,
if, for every > 0, there exists D > 0 such that |f(x) L| < whenever x < D.
It is not dicult to see that we can establish suitable analogues of Theorems 2A, 2C and 2D concerning
the uniqueness of limits, the arithmetic of limits and the Squeezing principle respectively.
While the natural numbers are discrete, the real number line is a continuous object. We can therefore
also study the behaviour of a function f(x) as x gets close to a given real number a.
Chapter 4 : Functions and Continuity page 1 of 6
Definition. We say that f(x) L as x a, or
lim
xa
f(x) = L,
if, for every > 0, there exists > 0 such that |f(x) L| < whenever 0 < |x a| < .
Remark. The restriction |x a| > 0 is to omit discussion of the situation when x = a. After all, we are
only interested in those x which are close to a but not equal to a.
Much of the theory of limits of sequences can be translated to this new setting of limits of functions
as x a, courtesy of the result below.
THEOREM 4A. We have f(x) L as x a if and only if f(x
n
) L as n for every sequence
x
n
of real numbers such that x
n
= a for any n N and x
n
a as n .
Proof. Suppose rst of all that f(x) L as x a. Then given any > 0, there exists > 0 such that
|f(x) L| < whenever 0 < |x a| < .
Let x
n
be any sequence of real numbers such that x
n
n
a as n . Then
there exists N R such that
0 = |x
n
a| < whenever n > N.
Hence
|f(x
n
) L| < whenever n > N.
This shows that f(x
n
) L as n .
Suppose next that f(x) L as x a. Then there exists > 0 such that for every n N, there exists
x
n
such that
0 < |x
n
a| <
1
n
and |f(x
n
) L| .
Clearly x
n
n
a as n . However, it is not dicult to see that f(x
n
) L
as n .
Using Theorem 4A, we can immediately establish the following three results which are the analogues
of Theorems 2A, 2C and 2D respectively.
THEOREM 4B. The limit of a function as x a is unique if it exists.
THEOREM 4C. Suppose that the functions f(x) L and g(x) M as x a. Then
(a) f(x) +g(x) L +M as x a;
(b) f(x)g(x) LM as x a; and
(c) if M = 0, then f(x)/g(x) L/M as x a.
THEOREM 4D. Suppose that g(x) f(x) h(x) for every x = a in some open interval containing a.
Suppose further that g(x) L and h(x) L as x a. Then f(x) L as x a.
A similar theory can be established on one-sided limits.
Definition. We say that f(x) L as x a+, or
lim
xa+
f(x) = L,
if, for every > 0, there exists > 0 such that |f(x) L| < whenever 0 < x a < . In this case, L is
called the right-hand limit.
Definition. We say that f(x) L as x a, or
lim
xa
f(x) = L,
if, for every > 0, there exists > 0 such that |f(x) L| < whenever 0 < a x < . In this case, L is
called the left-hand limit.
It is very easy to deduce the following result.
THEOREM 4E. We have
lim
xa
f(x) = L if and only if lim
xa
f(x) = lim
xa+
f(x) = L.
It is not dicult to formulate suitable analogues of the arithmetic of limits and the Squeezing principle.
Their precise statements are left as exercises.
Definition. We say that a function f(x) is continuous at x = a if f(x) f(a) as x a; in other
words, if
lim
xa
f(x) = f(a).
Since continuity is dened in terms of limits, we immediately have the following consequences of
Theorem 4C.
THEOREM 4F. Suppose that the functions f(x) and g(x) are continuous at x = a. Then
(a) f(x) +g(x) is continuous at x = a;
(b) f(x)g(x) is continuous at x = a; and
(c) if g(a) = 0, then f(x)/g(x) is continuous at x = a.
4.2. Continuity in Intervals
Definition. Suppose that A, B R with A < B. We say that a function f(x) is continuous in the open
interval (A, B) if f(x) is continuous at x = a for every a (A, B).
To formulate a suitable denition for continuity in a closed interval, we consider rst an example.
Example 4.2.1. Consider the function
f(x) =
1 if x 0,
0 if x < 0.
It is clear that this function is not continuous at x = 0, since
lim
x0
f(x) = 0 and lim
x0+
f(x) = 1.
However, let us investigate the behaviour of the function in the closed interval [0, 1]. It is clear that f(x)
is continuous at x = a for every a (0, 1). Furthermore, we have
lim
x0+
f(x) = f(0) and lim
x1
f(x) = f(1).
This example leads us to conclude that it is not appropriate to insist on continuity of the function
at the end-points of the closed interval, and that a more suitable requirement is one-sided continuity
instead.
Definition. Suppose that A, B R with A < B. We say that a function f(x) is continuous in the
closed interval [A, B] if f(x) is continuous in the open interval (A, B) and if
lim
xA+
f(x) = f(A) and lim
xB
f(x) = f(B).
Remark. It follows that for continuity of a function in a closed interval, we need right-hand continuity
of the function at the left-hand end-point of the interval, left-hand continuity of the function at the
right-hand end-point of the interval, and continuity at every point in between.
Observe that so far in our discussion in this chapter, there has been no analogue of Theorem 2B
concerning boundedness.
4.3. Continuity in Closed Intervals
Definition. Suppose that a function f(x) is dened on an interval I R. We say that f(x) is bounded
above on I if there exists a real number K R such that f(x) K for every x I, and that f(x) is
bounded below on I if there exists a real number k R such that f(x) k for every x I. Furthermore,
we say that f(x) is bounded on I if it is bounded above and bounded below on I.
The following can be considered an analogue of Theorem 2B.
THEOREM 4G. Suppose that a function f(x) is continuous in the closed interval [A, B], where A, B
R with A < B. Then f(x) is bounded on [A, B].
Proof. Suppose on the contrary that f(x) is not bounded on [A, B]. Then it is either not bounded
above on [A, B] or not bounded below on [A, B], or both. By considering the function f(x) if necessary,
we may assume, without loss of generality, that f(x) is not bounded above on [A, B]. Then for every
n N, there exists x
n
[A, B] such that f(x
n
) > n. The real sequence x
n
is clearly bounded. It follows
from Theorem 2K that x
n
has a convergent subsequence x
n
p
, say. Suppose that x
n
p
c as p .
Clearly c [A, B]. Suppose rst of all that c (A, B). Since f(x) is continuous at x = c, it follows
from Theorem 4A that f(x
n
p
) f(c) as p . But this is a contradiction, since the sequence f(x
n
p
)
satises f(x
n
p
) > n
p
p for every p N, and so is not bounded, and hence not convergent in view of
Theorem 2B. If c = A or c = B, then there is only one-sided continuity at x = c, and the proof has to
be slightly modied.
In fact, we can establish more.
THEOREM 4H. (MAX-MIN THEOREM) Suppose that a function f(x) is continuous in the closed
interval [A, B], where A, B R with A < B. Then there exist real numbers x
1
, x
2
[A, B] such that
f(x
1
) f(x) f(x
2
) for every x [A, B]. In other words, the function f(x) attains a maximum value
and a minimum value in the closed interval [A, B].
Proof. We shall only establish the existence of the real number x
2
[A, B], as the existence of the real
number x
1
[A, B] can be established by repeating the argument here on the function f(x). Note
rst of all that it follows from Theorem 4G that the set
S = {f(x) : x [A, B]}
is bounded above. Let M = supS. Then f(x) M for every x [A, B]. Suppose on the contrary that
there does not exist x
2
2
) = M. Then f(x) < M for every x [A, B], and so it
follows from Theorem 4F that the function
g(x) =
1
M f(x)
is continuous in the closed interval [A, B], and is therefore bounded above on [A, B] as a consequence of
Theorem 4G. Suppose that g(x) K for every x [A, B]. Since g(x) > 0 for every x [A, B], we must
have K > 0. But then the inequality g(x) K gives the inequality
f(x) M
1
K
,
contradicting the assumption that M = supS.
THEOREM 4J. (INTERMEDIATE VALUE THEOREM) Suppose that a function f(x) is continuous
in the closed interval [A, B], where A, B R with A < B. Suppose further that the real numbers
x
1
, x
2
[A, B] satisfy f(x
1
) f(x) f(x
2
) for every x [A, B]. Then for every real number y R
satisfying f(x
1
) y f(x
2
), there exists a real number x
0
0
) = y.
Proof. We may clearly suppose that f(x
1
) < y < f(x
2
). By considering the function f(x) if necessary,
we may further assume, without loss of generality, that x
1
< x
2
. The idea of the proof is then to follow
the graph of the function f(x) from the point (x
1
, f(x
1
)) to the point (x
2
, f(x
2
)). This clearly touches
the horizontal line at height y at least once; the reader is advised to draw a picture. Our technique is
then to trap the last occasion when this happens. Accordingly, we consider the set
T = {x [x
1
, x
2
] : f(x) y}.
This set is clearly bounded above. Let x
0
= supT. We shall show that f(x
0
) = y. Suppose on the
contrary that f(x
0
) = y. Then exactly one of the following two cases applies:
(i) We have f(x
0
) > y. In this case, let = f(x
0
) y > 0. Since f(x) is continuous at x = x
0
, it
follows that there exists > 0 such that |f(x) f(x
0
)| < whenever |x x
0
| < . This implies that
f(x) > y for every real number x (x
0
, x
0
+), so that x
0
is an upper bound of T, contradicting
the assumption that x
0
= supT.
(ii) We have f(x
0
) < y. In this case, let = y f(x
0
) > 0. Since f(x) is continuous at x = x
0
, it
follows that there exists > 0 such that |f(x) f(x
0
)| < whenever |x x
0
| < . This implies that
f(x) < y for every real number x (x
0
, x
0
+ ), so that x
0
cannot be an upper bound of T, again
contradicting the assumption that x
0
= supT.
Remark. Suppose that the function f(x) is continuous in the closed interval [A, B], where A, B R
with A < B. Then Theorems 4G, 4H and 4J together imply that the range
f([A, B]) = {f(x) : x [A, B]}
is a closed interval. In other words, a continuous real valued function of a real variable maps a closed
interval to another closed interval.
1. Consider the function
f(x) =
xsin
1
x
if x = 0,
0 if x = 0.
Prove that f(x) is continuous at 0.
f(x) =
x if x Q,
1 x if x R \ Q.
a) Prove that f(x) is discontinuous everywhere except at
1
2
.
b) Hence, or otherwise, nd a bijection g : [0, 1] [0, 1] which is discontinuous everywhere in (0, 1).
f(x) =
e
1/|x|
if x = 0,
0 if x = 0.
Prove that f(x) is continuous in R.
4. A function f : R R is continuous at every x R, and satises f(x) 0 as x + as well as
f(x) 3 as x . Prove that the range f(R) is bounded.
5. Suppose that a function f : [A, B] R is continuous and strictly increasing in the closed interval
[A, B], so that f(x
1
) < f(x
2
) whenever A x
1
< x
2
B. Suppose further that f(A) = and
f(B) = .
a) Explain why {f(x) : x [A, B]} = [, ].
b) Show that for every y [, ], there exists a unique x [A, B] such that f(x) = y.
c) Show that the function g : [, ] [A, B], dened for every y [, ] by g(y) = x, where
x [A, B] is uniquely determined in part (b) by f(x) = y, is strictly increasing and continuous
in the closed interval [, ].
W W L CHEN
c W W L Chen, 1994, 2008.
This chapter is available free to all individuals, on the understanding that it is not to be used for nancial gain,
Chapter 5
DIFFERENTIATION
5.1. Introduction
We begin by recalling the familiar denition of dierentiability.
Definition. We say that a function f(x) is dierentiable at x = a if the limit
lim
xa
f(x) f(a)
x a
exists. In this case, the limit is denoted by f
(a) and called the derivative of f(x) at x = a.

Example 5.1.1. Consider the function f(x) = c, where c R is a constant. For every a R, we have
f(x) f(a)
x a
= 0 0
as x a. It follows that f
(a) = 0 for every a R.

Example 5.1.2. Consider the function f(x) = x. For every a R, we have
f(x) f(a)
x a
= 1 1
(a) = 1 for every a R.

Example 5.1.3. Consider the function f(x) = x
n
, where n 2 is an integer. For every a R, we have
f(x) f(a)
x a
=
x
n
a
n
x a
= x
n1
+ x
n2
a + x
n3
a
2
+ . . . + x
2
a
n3
+ xa
n2
+ a
n1
na
n1
(a) = na
n1
for every a R.
Chapter 5 : Dierentiation page 1 of 16
Example 5.1.4. Consider the function f(x) =

x. For every positive a R, we have
f(x) f(a)
x a
=
a
x a
=
a
(
a)(
x +
a)
=
1
x +
a

1
2
a
(a) = 1/2
a for every positive a R.

Example 5.1.5. Consider the function f(x) = sinx. For every a R, we have
f(x) f(a)
x a
=
sinx sina
x a
=
2 cos
1
2
(x + a) sin
1
2
(x a)
x a
=
sin
1
2
(x a)
1
2
(x a)
cos
1
2
(x + a) cos a
(a) = cos a for every a R.

Example 5.1.6. Consider the function f(x) = cos x. For every a R, we have
f(x) f(a)
x a
=
cos x cos a
x a
=
2 sin
1
2
(x + a) sin
1
2
(x a)
x a
=
sin
1
2
(x a)
1
2
(x a)
sin
1
2
(x + a) sina
(a) = sina for every a R.

1/3
. For every non-zero a R, we have
f(x) f(a)
x a
=
x
1/3
a
1/3
x a
=
1
x
2/3
+ x
1/3
a
1/3
+ a
2/3

1
3a
2/3
(a) =
1
3
a
2/3
for every non-zero a R. On the other hand, we note that
f(x) f(0)
x 0
=
x
1/3
x
=
1
x
2/3
does not tend to a limit as x 0, so that the function f(x) is not dierentiable at x = 0.
Examples 5.1.3 and 5.1.7 above raise the question of determining derivatives of functions of the type
f(x) = x
n
, where n is a real number, not necessarily a positive integer. We state the following important
result.
THEOREM 5A. Suppose that n Q is a xed rational number. Then for the function f(x) = x
n
, we
have f
(a) = na
n1
for every a R, except for
(a) a = 0 and n < 1; or
(b) a 0 when n = p/q in lowest terms with p Z and even q N.
We shall leave the proof of this result until later in this section.
f(x) =
_
x if x Q,
0 if x R \ Q.
For every a R, it is not dicult to check that
f(x) f(a)
x a
does not tend to a limit as x a, so that the function f(x) is dierentiable nowhere.
Example 5.1.9. Consider the function f(x) = |x|, so that
f(x) =
_
x if x 0,
x if x < 0.
For every non-zero a R, it is not dicult to check that
lim
xa
f(x) f(a)
x a
=
_
1 if a > 0,
1 if a < 0,
so that f
(a) = 1 for every positive a R and f
(a) = 1 for every negative a R. On the other hand,

we note that
f(x) f(0)
x 0
does not tend to a limit as x 0, so that the function f(x) is not dierentiable at x = 0.
Suppose that a function f(x) is dierentiable at x = a. Then
f(x) f(a)
x a
f
(a)
as x a. On the other hand, clearly the function x a 0 as x a. By the product rule of limits,
we have
f(x) f(a) =
_
f(x) f(a)
x a
_
(x a) 0
as x a. It follows that f(x) f(a) as x a. We have therefore established the following result.
THEOREM 5B. Suppose that a function f(x) is dierentiable at x = a. Then f(x) is continuous at
x = a.
As is in the case of limits and continuity, we have the sum, product and quotient rules for derivatives.
We shall establish the following result.
THEOREM 5C. Suppose that the functions f(x) and g(x) are dierentiable at x = a. Then
(a) f(x) + g(x) is dierentiable at x = a;
(b) f(x)g(x) is dierentiable at x = a; and
(c) if g(a) = 0, then f(x)/g(x) is dierentiable at x = a.
Furthermore, we have
(a) (f + g)
(a) = f
(a) + g
(a);
(b) (fg)
(a) = f(a)g
(a) + f
(a)g(a); and
(c)
_
f
g
_
(a) =
g(a)f
(a) f(a)g
(a)
g
2
(a)
.
Proof. (a) Note that
(f(x) + g(x)) (f(a) + g(a))
x a
=
f(x) f(a)
x a
+
g(x) g(a)
x a
.
It follows from Theorem 4C that
lim
xa
(f(x) + g(x)) (f(a) + g(a))
x a
= f
(a) + g
(a).
(b) Note that
f(x)g(x) f(a)g(a)
x a
=
f(x)g(x) f(x)g(a) + f(x)g(a) f(a)g(a)
x a
= f(x)
g(x) g(a)
x a
+ g(a)
f(x) f(a)
x a
.
In view of Theorem 5B, we clearly have f(x) f(a) as x a. It follows from Theorem 4C that
lim
xa
f(x)g(x) f(a)g(a)
x a
= f(a)g
(a) + g(a)f
(a).
(c) We shall rst show that 1/g(x) is dierentiable at x = a. Note that
(1/g(x)) (1/g(a))
x a
=
g(x) g(a)
x a
1
g(x)
1
g(a)
.
In view of Theorem 5B, we clearly have g(x) g(a) as x a. It follows from Theorem 4C that
lim
xa
(1/g(x)) (1/g(a))
x a
=
g
(a)
g
2
(a)
.
We now apply part (b) to f(x) and 1/g(x) to get the desired result.
Example 5.1.10. Consider the function f(x) = tanx. We know that
tanx =
sinx
cos x
.
It follows that for every a R such that cos a = 0, we have, by the quotient rule, that
f
(a) =
cos
2
a + sin
2
a
cos
2
a
=
1
cos
2
a
= sec
2
a.
Example 5.1.11. Consider the function f(x) = csc x. We know that
csc x =
1
sinx
.
It follows that for every a R such that sina = 0, we have, by the quotient rule, that
f
(a) =
0 cos a
sin
2
a
= cot a csc a.
f(x) =
x
3
sinx
x
2
+ 3
.
We can write f(x) = g(x)/h(x), where g(x) = x
3
sinx and h(x) = x
2
+ 3. For every a R, we have
g
(a) = a
3
cos a + 3a
2
sina and h
(a) = 2a. It follows that

f
(a) =
h(a)g
(a) g(a)h
(a)
h
2
(a)
=
(a
2
+ 3)(a
3
cos a + 3a
2
sina) 2a
4
sina
(a
2
+ 3)
2
.
From now on, we shall slightly abuse our notation, and simply refer to f
(x) as the derivative of the

function f(x). We shall further write
y = f(x) and
dy
dx
= f
(x).
It follows, for example, that if we write
d
dx
_
x
sinx
_
=
sinx xcos x
sin
2
x
,
then we mean that we are considering the function f(x) = x/ sinx, and that for every a R for which
sina = 0, we have f
(a) = (sina a cos a)/ sin

2
a.
An important technique in dierentiation is through the use of composite functions.
Example 5.1.13. Let y = (x
3
+ 1)
2
. To calculate the derivative dy/dx, we can rst of all write
y = x
6
+ 2x
3
+ 1, and then dierentiate to obtain
dy
dx
= 6x
5
+ 6x
2
= 6x
2
(x
3
+ 1).
Let us look at this in a dierent way. We can write y = u
2
, where u = x
3
+ 1. Then
dy
du
= 2u and
du
dx
= 3x
2
.
Note that
dy
du
du
dx
= 6ux
2
= 6x
2
(x
3
+ 1).
We therefore have
dy
dx
=
dy
du
du
dx
.
THEOREM 5D. Suppose that y is a dierentiable function of u, and that u is a dierentiable function
of x. Then y is a dierentiable function of x, and
dy
dx
=
dy
du
du
dx
.
Proof. Write y = g(u), u = f(x) and b = f(a). Then y = (g f)(x). Note that
(g f)(x) (g f)(a)
x a
=
(g f)(x) (g f)(a)
f(x) f(a)
f(x) f(a)
x a
=
g(u) g(b)
u b
f(x) f(a)
x a
.
Here it is tempting to deduce the conclusion immediately. However, it is possible that u b = 0. To
overcome this diculty, let us introduce the function
G(u) =
_
_
_
g(u) g(b)
u b
if u = b,
g
(b) if u = b.
Since g(u) is dierentiable at u = b, we have G(u) g
(b) as u b. Furthermore, since G(b) = g
(b),
it follows that G(u) is continuous at u = b. On the other hand, as x a, we have u b, so that
G(u) g
(b). Hence
G(u) g
(b) as x a.
Suppose now that u = b. Then we clearly have
(g f)(x) (g f)(a)
x a
= G(u)
f(x) f(a)
x a
.
Note that this also holds when u = b, since both sides are equal to 0. It now follows that
lim
xa
(g f)(x) (g f)(a)
x a
= g
(b)f
(a) = g
(f(a))f
(a)
as required.
Definitions.
(1) A function f(x) is said to be strictly increasing in the closed interval [A, B] if f(x
1
) < f(x
2
)
whenever A x
1
< x
2
B.
(2) A function f(x) is said to be strictly decreasing in the closed interval [A, B] if f(x
1
) > f(x
2
)
whenever A x
1
< x
2
B.
THEOREM 5E. Suppose that a function y = f(x) is continuous and strictly increasing in the closed
interval [A, B]. Suppose further that f(x) is dierentiable at x = a for some a (A, B), with f(a) = b
and f
(a) = 0. Then the inverse function x = g(y) is dierentiable at y = b, with

g
(b) =
1
f
(a)
.
Proof. The existence of the continuous and strictly increasing inverse function is a consequence of
Problem 5 for Chapter 4. Note next that
g(y) g(b)
y b
=
x a
f(x) f(a)
,
and that x a as y b, a consequence of the continuity of the inverse function.
Proof of Theorem 5A. The case when n is a positive integer has been studied in Examples 5.1.2 and
5.1.3. The case when n = 0 and a = 0 has been studied in Example 5.1.1. Suppose next that n is a
negative integer. Then n is a positive integer, and
f(x) f(a)
x a
=
1
x a
_
1
x
n

1
a
n
_
=
x
n
a
n
(x a)x
n
a
n
=
x
n1
+ x
n2
a + x
n3
a
2
+ . . . + x
2
a
n3
+ xa
n2
+ a
n1
x
n
a
n
na
n1
a
2n
= na
n1
as x a, provided that a = 0. Suppose now that n = p/q in lowest terms, where p Z and q N, and
where exceptions (a) and (b) do not hold. Then y = x
n
can be described by y = u
p
and u = x
1/q
, so
that x = u
q
in particular. By Theorems 5D and 5E, we have
dy
dx
=
dy
du
du
dx
=
dy
du
_
dx
du
=
pu
p1
qu
q1
=
p
q
u
pq
= nx
n1
.
Example 5.1.14. Consider the function f(x) = c
x
, where c R is a xed positive real number. Then
f(x) f(a)
x a
=
c
x
c
a
x a
= c
a
c
xa
1
x a
c
a
lim
h0
c
h
1
h
as x a. In the special case when c = e, we have
lim
h0
c
h
1
h
= 1,
so that for the function f(x) = e
x
, we have
f(x) f(a)
x a
e
a
as x a. Hence f
(a) = f(a) for every a R in this case.

Example 5.1.15. Consider the function f(x) = log x. Then the inverse function is given by g(y) = e
y
.
Then for every positive real number a R, writing b = log a, we have f
(a)g
(b) = 1 by Theorem 5E. It

then follows from Example 5.1.14 that f
(a)g(b) = 1, and so
f
(a) =
1
g(b)
=
1
a
.
5.2. Some Important Results on Derivatives
In this section, we indicate some results which summarize, with rigour, the important role played by the
derivative f
(x) in the study of properties of a given function f(x). The rst of these results appears to
be very restrictive, as it involves a hypothesis which is rarely satised.
THEOREM 5F. (ROLLES THEOREM) Suppose that a function f(x) is continuous in the closed
interval [A, B], where A, B R with A < B. Suppose further that f
(a) exists for every a (A, B). If

f(A) = f(B), then there exists c (A, B) such that f
(c) = 0.
xxxxx
A B
y = f(x)
1
Proof. Since f(x) is continuous in the closed interval [A, B], it follows from Theorem 4H that there
exist x
1
, x
2
1
) f(x) f(x
2
) for every x [A, B].
Case 1. Suppose that both x
1
and x
2
are endpoints of the interval [A, B]. Since f(A) = f(B), it
follows that f(x) is constant in the interval [A, B], so that f
(c) = 0 for every c (A, B).

Case 2. Suppose that x
1
(A, B). Then f(x) has a local minimum at x = x
1
. We claim that
f
(x
1
) = 0. Suppose on the contrary that f
(x
1
) = 0. Without loss of generality, assume that
f
(x
1
) = lim
xx
1
f(x) f(x
1
)
x x
1
> 0.
Then there exists > 0 such that
f(x) f(x
1
)
x x
1
f
(x
1
)
<
1
2
|f
(x
1
)| whenever 0 < |x x
1
| < ,
so that
f(x) f(x
1
)
x x
1
> 0 whenever 0 < |x x
1
| < .
It follows that f(x) f(x
1
) < 0 if x
1
< x < x
1
, contradicting that f(x) has a local minimum at
x = x
1
.
Case 3. Suppose that x
2
(A, B). Then f(x) has a local maximum at x = x
2
. A similar argument
as in Case 2 gives f
(x
2
) = 0.
Example 5.2.1. We can prove that between any two real roots of sinx = 0 must lie a real root of
cos x = 0. To do this, let f(x) = sinx, and let A < B be any two real roots of sinx = 0. Clearly
f(A) = f(B). Furthermore, all the other hypotheses of Rolles theorem are satised. It follows that
there exists c (A, B) such that f
(c) = 0. Note, however, that f
(x) = cos x.
Example 5.2.2. Consider the polynomial f(x) = x
3
+3x
2
+6x +1. We can prove that the polynomial
equation f(x) = 0 has exactly one real root. Note that f(1) < 0 and f(1) > 0. Applying the
Intermediate value theorem to f(x) in the closed interval [1, 1], we know that there exists x
0
(1, 1)
such that f(x
0
) = 0. It follows that the equation f(x) = 0 has at least one real root. Suppose that there
are more than one real root. Let A < B be two such roots. Then clearly f(A) = f(B). Applying Rolles
theorem with f(x) = x
3
+ 3x
2
+ 6x + 1 in the interval [A, B], we conclude that there exists c (A, B)
such that f
(c) = 0. Note, however, that f
(x) = 3x
2
+6x +6 = 3(x
2
+2x +1 +1) = 3(x +1)
2
+3 = 0
for any x R.
The hypotheses of Rolles theorem are rather restrictive, in that we require the function to have equal
values at the two end-points of the interval in question. However, this restriction is only deceptive, as
we can use Rolles theorem to establish the following more general result.
THEOREM 5G. (MEAN VALUE THEOREM) Suppose that a function f(x) is continuous in the closed
interval [A, B], where A, B R with A < B. Suppose further that f
(a) exists for every a (A, B).

Then there exists c (A, B) such that f(B) f(A) = f
(c)(B A).
To understand the Mean value theorem, it is easiest to rewrite the conclusion as
f(B) f(A)
B A
= f
(c).
The left-hand side represents the slope of the line joining the points (A, f(A)) and (B, f(B)). It follows
that the theorem merely says that the tangent to the curve is sometimes parallel to this line.
xxxxx
A B
y = f(x)
1
It is therefore clear that Rolles theorem is a special case of the Mean value theorem. We now show that
the Mean value theorem can be deduced fairly easily from Rolles theorem.
Proof of Theorem 5G. Consider the function
g(x) = f(x)
f(B) f(A)
B A
(x A).
Then clearly g(x) is continuous in the closed interval [A, B], g
(a) exists for every a (A, B) and

g(A) = g(B). It follows from Rolles theorem that there exists c (A, B) such that g
(c) = 0. Note now

that
g
(c) = f
(c)
f(B) f(A)
B A
.
To illustrate the power of the Mean value theorem, we shall deduce the following simple but powerful
consequences.
THEOREM 5H. Suppose that a function f(x) is continuous in the closed interval [A, B], where
A, B R with A < B. Suppose further that f
(a) exists for every a (A, B).

(a) If f
(a) = 0 for every a (A, B), then f(x) is constant in [A, B].
(b) If f
(a) > 0 for every a (A, B), then f(x) is strictly increasing in [A, B].
(c) If f
(a) < 0 for every a (A, B), then f(x) is strictly decreasing in [A, B].
Proof. Suppose that A x
1
< x
2
B. Applying the Mean value theorem to the function f(x) in the
closed interval [x
1
, x
2
], we have
f(x
2
) f(x
1
) = (x
2
x
1
)f
(c)
for some c [x
1
, x
2
] [A, B]. It follows that
f(x
2
) f(x
1
) =
_
_
_
= 0 in case (a),
> 0 in case (b),
< 0 in case (c),
giving the desired results.
We next discuss a generalization of the Mean value theorem to one involving two functions.
THEOREM 5J. (CAUCHYS MEAN VALUE THEOREM) Suppose that functions f(x) and g(x) are
continuous in the closed interval [A, B], where A, B R with A < B. Suppose further that f
(a) and
g
(a) exist for every a (A, B), and that g
(a) is non-zero for every a (A, B). Then there exists

c (A, B) such that
f(B) f(A)
g(B) g(A)
=
f
(c)
g
(c)
.
Proof. We let h(x) = f(x) kg(x), where k R is a suitably chosen constant which ensures that
h(A) = h(B), so that
k =
f(B) f(A)
g(B) g(A)
.
Here we observe that the denominator g(B) g(A) is non-zero, in view of Rolles theorem and the
assumption that g
(a) is non-zero for every a (A, B). Clearly h(x) is continuous in the closed interval
[A, B], h
(a) exists for every a (A, B) and h(A) = h(B). It follows from Rolles theorem that there
exists c (A, B) such that h
(c) = 0. Note now that

h
(c)
g
(c)
=
f
(c)
g
(c)
k =
f
(c)
g
(c)

f(B) f(A)
g(B) g(A)
.
We are now in a position to establish the following important result.
THEOREM 5K. (LH
OPITALS RULE) Suppose that functions f(x) and g(x) are dierentiable in an
open interval I containing the real number a. Suppose further that f(a) = g(a) = 0. Then
lim
xa
f(x)
g(x)
= lim
xa
f
(x)
g
(x)
,
provided that the limit on the right-hand side exists.
Proof. For any x I such that x = a, we apply Cauchys mean value theorem to the closed interval
[a, x] if x > a and to the closed interval [x, a] if x < a. It is easy to check that the hypotheses of Cauchys
mean value theorem are satised. Hence there exists c (a, x) or c (x, a) such that
f(x)
g(x)
=
f(x) f(a)
g(x) g(a)
=
f
(c)
g
(c)
.
Clearly c a as x a. Hence
lim
xa
f(x)
g(x)
= lim
ca
f
(c)
g
(c)
,
and the result follows.
5.3. Stationary Points and Second Derivatives
Definitions.
(1) A function f(x) is said to have a local maximum at x = a if there is an open interval I containing
the real number a and such that f(x) f(a) for every x I.
(2) A function f(x) is said to have a local minimum at x = a if there is an open interval I containing
the real number a and such that f(x) f(a) for every x I.
(3) A function f(x) is said to have a stationary point at x = a if f
(a) = 0.
2
. Since f
(x) = 2x for every x R, the only stationary

point is at x = 0. On the other hand, note that for every x = 0, we have f(x) = x
2
> 0 = f(0). It
follows that there is a local minimum at x = 0.
3
. Since f
(x) = 3x
2
for every x R, the only stationary
point is at x = 0. On the other hand, note that for every x < 0, we have f(x) = x
3
< 0 = f(0), whereas
for every x > 0, we have f(x) = x
3
> 0 = f(0). It follows that x = 0 does not represent a local minimum
or a local maximum.
To detect a local maximum or local minimum, we have the following result.
THEOREM 5L. Suppose that I is an open interval containing a. Suppose further that a function f(x)
is continuous in I, and dierentiable at every x I, except possibly at x = a.
(a) If f
(x) > 0 for every x < a in I and f
(x) < 0 for every x > a in I, then the function f(x) has a
local maximum at x = a.
(b) If f
(x) < 0 for every x < a in I and f
(x) > 0 for every x > a in I, then the function f(x) has a
local minimum at x = a.
Proof. Suppose that x I and x = a. By the Mean value theorem, there exists a real number c in the
open interval with endpoints a and x such that f(x) f(a) = (x a)f
(c).
(a) Since f
(c) > 0 if x < a and f
(c) < 0 if x > a, we clearly have f(x) f(a) < 0. Hence f(x) has a
local maximum at x = a.
(b) Since f
(c) < 0 if x < a and f
(c) > 0 if x > a, we clearly have f(x) f(a) > 0. Hence f(x) has a
local minimum at x = a.
Example 5.3.3. Consider the function f(x) = 2x
3
9x
2
+ 12x 5. Since
f
(x) = 6x
2
18x + 12 = 6(x
2
3x + 2) = 6(x 1)(x 2)
for every x R, it is clear that the only stationary points are at x = 1 and x = 2. To determine whether
either of these represents a local maximum or a local minimum, we study the function f
(x) more closely.

It is easy to see that
f
(x)
_
_
_
> 0 if x (0, 1),
< 0 if x (1, 2),
> 0 if x (2, 3).
It follows that f(x) has a local maximum at x = 1 and a local minimum at x = 2.
If the rst derivative measures the rate of change of a function, then the second derivative measures
the rate of change of the rst derivative. Since the rst derivative represents the slope of the tangent to
the curve, it follows that the second derivative measures the rate of change of this slope. The following
result is suggested by heuristics bases on these ideas.
THEOREM 5M. Suppose that I is an open interval containing a real number a. Suppose further that
the function f(x) is dierentiable at every x I, and that f
(a) = 0.
(a) If f
(a) < 0, then the function f(x) has a local maximum at x = a.

(b) If f
(a) > 0, then the function f(x) has a local minimum at x = a.

Proof. We shall only prove (a), as the proof for (b) is similar. Since
f
(a) = lim
xa
f
(x) f
(a)
x a
< 0,
it follows that there exists > 0 such that
(x) f
(a)
x a
f
(a)
<
1
2
|f
(a)| whenever 0 < |x a| < ,

so that
f
(x) f
(a)
x a
< 0 whenever 0 < |x a| < .
Now let I = (a , a + ). Then it is easy to see that f
(x) > 0 for every x < a in I and f
(x) < 0 for

every x > a in I. It now follows from Theorem 5L that f(x) has a local maximum at x = a.
Example 5.3.4. Consider the function f(x) = 2x
3
9x
2
+ 12x 5, as discussed earlier in Example
5.3.3. Since
f
(x) = 6x
2
18x + 12 = 6(x
2
3x + 2) = 6(x 1)(x 2)
for every x R, it is clear that the only stationary points are at x = 1 and x = 2. On the other hand,
we have f
(x) = 12x 18 for every x R, so that f
(1) < 0 and f
(2) > 0. It follows that f(x) has a

local maximum at x = 1 and a local minimum at x = 2.
5.4. Series Expansion
The purpose of this section is to show that if a given function has derivatives of all orders, then it has
a nice power series expansion. We begin by establishing the following generalized version of the Mean
value theorem.
THEOREM 5N. (TAYLORS THEOREM) Suppose that n N. Suppose further that a function f(x)
satises the following conditions:
(a) f(x) and its rst (n1) derivatives f
(x), f
(x), . . . , f
(n1)
(x) are continuous in the closed interval
[a, a + h]; and
(b) the n-th derivative exists in the open interval (a, a + h).
Then
f(a + h) = f(a) + hf
(a) +
h
2
2!
f
(a) + . . . +
h
n1
(n 1)!
f
(n1)
(a) +
h
n
n!
f
(n)
(a + h),
where R satises 0 < < 1.
Remark. Taylors theorem is sometimes known as the Mean value theorem of the n-th order. Note that
for n = 1, Taylors theorem reduces to the Mean value theorem.
Proof of Theorem 5N. For every t [0, h], write
g(t) = f(a + t) f(a) tf
(a) . . .
t
n1
(n 1)!
f
(n1)
(a)
t
n
n!
C, (1)
where we shall choose C to ensure that g(h) = 0. It is easy to check that
g(0) = g
(0) = . . . = g
(n1)
(0) = 0.
We now proceed to use Rolles theorem n times. Since g(0) = g(h) = 0, there exists h
1
(0, h) such
that g
(h
1
) = 0. Since g
(0) = g
(h
1
) = 0, there exists h
2
(0, h
1
) such that g
(h
2
) = 0, and so on.
Finally, since g
(n1)
(0) = g
(n1)
(h
n1
) = 0, there exists h
n
(0, h
n1
) such that g
(n)
(h
n
) = 0. Clearly
0 < h
n
< h, and so h
n
= h for some R satisfying 0 < < 1. Observe now that
g
(n)
(t) = f
(n)
(a + t) C.
It follows that C = f
(n)
(a+h). The result follows on substituting this into (1), letting t = h and noting
that g(h) = 0.
In Taylors theorem, we can write
f(a + h) = S
n
+ R
n
,
where
S
n
= f(a) + hf
(a) +
h
2
2!
f
(a) + . . . +
h
n1
(n 1)!
f
(n1)
(a)
and
R
n
=
h
n
n!
f
(n)
(a + h). (2)
If R
n
0 as n , then S
n
f(a + h) as n . We therefore have the following series version of
Taylors theorem.
THEOREM 5P. (TAYLOR SERIES) Suppose that a function f(x) satises the following conditions:
(a) f(x) and all its derivatives f
(x), f
(x), . . . are continuous in the closed interval [a, a + h]; and

(b) the sequence R
n
dened by (2) converges to 0 as n .
Then
f(a + h) =
n=0
h
n
n!
f
(n)
(a),
with the convention that 0! = 1.
Remark. The Maclaurin series is the Taylor series in the special case a = 0. Under suitable conditions,
we have
f(x) =
n=0
x
n
n!
f
(n)
(0). (3)
Example 5.4.1. Consider the function f(x) = e
x
. Then f(x) has derivatives of all order, all equal to
e
x
. Note that f
(n)
(0) = 1 for every n N {0}. It follows that the Maclaurin series of the exponential
function is given by
e
x
=
n=0
x
n
n!
.
This is the exponential series.
Example 5.4.2. Consider the function f(x) = log(1 + x). Then f(x) has derivatives of all order near
x = 0. Furthermore, it can be proved by induction that for every n N, we have
f
(n)
(x) =
(1)
n1
(n 1)!
(1 + x)
n
,
so that f
(n)
(0) = (1)
n1
(n 1)!. Note also that f(0) = 0. It follows that the Maclaurin series for the
function is given by
log(1 + x) =
n=1
(1)
n1
x
n
n
.
This is the logarithmic series.
Example 5.4.3. Consider the function f(x) = (1 + x)
, where R \ {0, 1, 2, 3, . . .}. Then f(x) has

derivatives of all order near x = 0. Furthermore, for every n N, we have
f
(n)
(x) = ( 1) . . . ( n + 1)(1 + x)
n
,
so that
f
(n)
(0) = ( 1) . . . ( n + 1).
Note also that f(0) = 1. It follows that the Maclaurin series for the function is given by
(1 + x)
n=1
( 1) . . . ( n + 1)
n!
x
n
.
This is the Extended binomial theorem.
Example 5.4.4. Consider the function f(x) = (1 + x)
n
, where n N. Then f(x) has derivatives of all
order near x = 0. Furthermore, for every r = 1, . . . , n, we have
f
(r)
(x) = n(n 1) . . . (n r + 1)(1 + x)
nr
,
so that
f
(r)
(0) = n(n 1) . . . (n r + 1).
On the other hand, for every natural number r > n, we have f
(r)
(x) = 0. Note also that f(0) = 1. It
follows that the Maclaurin series for the function has zero coecients beyond the term x
n
and is given
by
(1 + x)
n
=
n
r=0
n(n 1) . . . (n r + 1)
r!
x
r
.
This is a special case of the Binomial theorem.
1. a) Suppose that f(x) and g(x) are twice dierentiable at x = a. Show that
(fg)
(a) = f
(a)g(a) + 2f
(a)g
(a) + f(a)g
(a).
b) Suppose that f(x) and g(x) are three times dierentiable at x = a. Obtain a corresponding
formula for (fg)
(a).
c) Suppose that f(x) and g(x) are n times dierentiable at x = a. Analyze the results in parts (a)
and (b), make a guess for the corresponding formula for (fg)
(n)
(a), and prove your formula by
induction on n.
2. Suppose that f
(a) exists. Prove that

lim
h0
f(a + h) 2f(a) + f(a h)
h
2
= f
(a).
3. Let f(x) =
_
_
_
xsin
1
x
if x = 0,
0 if x = 0.
a) Show that f(x) is continuous at x = 0.
b) Find the derivative of f(x) when x = 0.
c) Show that f(x) is not dierentiable at x = 0.
4. Let f(x) =
_
_
_
x
2
sin
1
x
if x = 0,
0 if x = 0.
a) Prove that f
(x) exists for every real number x.

b) Find f
(0).
c) Find f
(x) when x = 0.
d) Prove that f
(x) is not continuous at x = 0.

5. Construct a function g(x) for which g
(0) > 0, but there is no interval (A, A) in which g(x) is a

strictly increasing function.
[Hint: Try g(x) = f(x) + kx, where k is a suitable constant and f(x) is given in Problem 4.]
6. Consider the function f(x) = |x| 3.
a) Show that f(x) is dierentiable at x = a for every non-zero a R.
b) Comment in view of Theorem 5L.
7. Suppose that the function f(x) satises f(0) = 0, f
(0) = 0 and f
(0) > 0.
a) Explain why there exists > 0 such that
f
(x) f
(0)
x 0
> 0 for every non-zero x (, ).
b) Deduce that f
(x) > 0 for every x (0, ), and that f
(x) < 0 for every x (, 0).

c) Use Rolles theorem to show that f(x) = 0 for every non-zero x (, ).
d) Use the Mean value theorem to show that f(x) > 0 for every non-zero x (, ).
8. Consider the function f(x) = x
2/3
in the closed interval [1, 1].
a) Show that f(1) = f(1).
b) Show that there is no number c (1, 1) such that f
(c) = 0.
c) Show that f(x) is not dierentiable at x = 0.
d) Explain why the conclusion of Rolles theorem does not hold.
9. Explain why x = 1 is the only real solution of the equation x
3
3x
2
+ 9x 7 = 0.
10. Use the relevant theorems to prove that the equation e
x
= 3 x has exactly one real solution.
11. Show that the equation 3x 2 + cos
x
2
= 0 has exactly one real root.
12. Use the Mean Value Theorem to prove the inequality | sinAsinB| |AB| for all real numbers
A and B.
13. Let f(x) = tanx x. Find f(0) and use the derivative f
(x) to prove that tanx > x for every x

satisfying 0 < x < /2.
14. Suppose that p(x) is a polynomial, and that k R is a constant. Suppose further that A < B are
consecutive roots of the equation p(x) = 0.
a) Write p(x) = (x A)
m
(x B)
n
q(x), where q(A) = 0 and q(B) = 0. Prove that if we write
p
(x) = (x A)
m1
(x B)
n1
r(x), then r(A) and r(B) have opposite signs.
b) Hence, or otherwise, prove that there is a root of the equation p
(x) + kp(x) = 0 in the interval

[A, B].
15. Suppose that a function f(x) is dierentiable at every x [A, B]. Prove that f
(x) takes every

value between f
(A) and f
(B).
16. Use LHopitals rule to nd each of the following:
a) lim
x0
x sinx
x
3
b) lim
x0
+
x
2x
c) lim
x0
tanx x
x
3
17. Find the Maclaurin expansion of the functions sinx and cos x.
18. Find all the terms up to and including x
3
in the Taylor expansion of each of the following functions:
a) f(x) = (x + 1) sinx b) f(x) = e
x
cos x c) f(x) = tanx
W W L CHEN
c W W L Chen, 1996, 2008.
This chapter is available free to all individuals, on the understanding that it is not to be used for nancial gain,
Chapter 6
THE RIEMANN INTEGRAL
6.1. Introduction
Suppose that a function f(x) is bounded on the interval [A, B], where A, B R and A < B. Suppose
further that
: A = x
0
< x
1
< x
2
< . . . < x
n
= B
is a dissection of the interval [A, B].
Definition. The sums
s(f, ) =
n
i=1
(x
i
x
i1
) inf
x[x
i1
,x
i
]
f(x) and S(f, ) =
n
i=1
(x
i
x
i1
) sup
x[x
i1
,x
i
]
f(x)
are called respectively the lower Riemann sum and the upper Riemann sum of f(x) corresponding to
the dissection .
2
in the interval [0, 1]. Suppose that n N is given and
xed. Let us consider a dissection
n
: 0 = x
0
< x
1
< x
2
< . . . < x
n
= 1
of the interval [0, 1], where x
i
= i/n for every i = 0, 1, 2, . . . , n. For every i = 1, 2, . . . , n, we have
inf
x[x
i1
,x
i
]
f(x) = inf
i1
n
x
i
n
x
2
=
(i 1)
2
n
2
and sup
x[x
i1
,x
i
]
f(x) = sup
i1
n
x
i
n
x
2
=
i
2
n
2
.
Chapter 6 : The Riemann Integral page 1 of 14
It follows that
s(f,
n
) =
n
i=1
(x
i
x
i1
) inf
x[x
i1
,x
i
]
f(x) =
n
i=1
(i 1)
2
n
3
=
(n 1)n(2n 1)
6n
3
and
S(f,
n
) =
n
i=1
(x
i
x
i1
) sup
x[x
i1
,x
i
]
f(x) =
n
i=1
i
2
n
3
=
n(n + 1)(2n + 1)
6n
3
.
Note that s(f,
n
) S(f,
n
), and that both terms converge to
1
3
as n .
THEOREM 6A. Suppose that a function f(x) is bounded on the interval [A, B], where A, B R and
A < B. Suppose further that
and are dissections of the interval [A, B], and that
. Then
s(f,
) s(f, ) and S(f, ) S(f,
).
Proof. Suppose that x
< x
are consecutive dissection points of
, and suppose that

x
= y
0
< y
1
< . . . < y
m
= x
are all the dissection points of in the interval [x
, x
]. Then, drawing a picture if necessary, it is easy

to see that
m
i=1
(y
i
y
i1
) inf
x[y
i1
,y
i
]
f(x)
m
i=1
(y
i
y
i1
) inf
x[x
,x
]
f(x) = (x
) inf
x[x
,x
]
f(x)
and
m
i=1
(y
i
y
i1
) sup
x[y
i1
,y
i
]
f(x)
m
i=1
(y
i
y
i1
) sup
x[x
,x
]
f(x) = (x
) sup
x[x
,x
]
f(x).
The result follows on summing over all consecutive points of the dissection
.
THEOREM 6B. Suppose that a function f(x) is bounded on the interval [A, B], where A, B R and
A < B. Suppose further that
and
are dissections of the interval [A, B]. Then

s(f,
) S(f,
).
Proof. Consider the dissection =
of [A, B]. Then it follows from Theorem 6A that

s(f,
) s(f, ) and S(f, ) S(f,
). (1)
On the other hand, it is easy to check that
s(f, ) S(f, ). (2)
The result follows on combining (1) and (2).
Definition. The real numbers
I
(f, A, B) = sup
s(f, ) and I
+
(f, A, B) = inf
S(f, ),
where the supremum and inmum are taken over all dissections of [A, B], are called respectively the
lower integral and the upper integral of f(x) over [A, B].
Remark. Since f(x) is bounded on [A, B], it follows that s(f, ) and S(f, ) are bounded above and
below. This guarantees the existence of I
(f, A, B) and I
+
(f, A, B).
THEOREM 6C. Suppose that a function f(x) is bounded on the interval [A, B], where A, B R and
A < B. Then I
(f, A, B) I
+
(f, A, B).
Proof. Suppose that
is a dissection of [A, B]. Then it follows from Theorem 6B that

s(f,
) S(f, )
for every dissection of [A, B]. Keeping
xed and taking the inmum over all dissections of

[A, B], we conclude that
s(f,
) inf
S(f, ) = I
+
(f, A, B).
Taking now the supremum over all dissections
of [A, B], we conclude that

I
+
(f, A, B) sup
s(f,
) = I
(f, A, B).
The result follows.
Definition. Suppose that I
(f, A, B) = I
+
(f, A, B). Then we say that the function f(x) is Riemann
integrable over [A, B], denoted by f R([A, B]), and write
B
A
f(x) dx = I
(f, A, B) = I
+
(f, A, B).
Example 6.1.2. Let us return to Example 6.1.1, and consider again the function f(x) = x
2
in the
interval [0, 1]. Recall that both s(f,
n
) and S(f,
n
) converge to
1
3
as n . It follows that
I
(f, 0, 1)
1
3
and I
+
(f, 0, 1)
1
3
.
In view of Theorem 6C, we must have
I
(f, 0, 1) = I
+
(f, 0, 1) =
1
3
,
so that
1
0
x
2
dx =
1
3
.
We can establish the following characterization of Riemann integrable functions in terms of Riemann
sums.
THEOREM 6D. Suppose that a function f(x) is bounded on the interval [A, B], where A, B R and
A < B. Then the following two statements are equivalent:
(a) f R([A, B]).
(b) Given any > 0, there exists a dissection of [A, B] such that
S(f, ) s(f, ) < . (3)
Proof. ((a)(b)) If f R([A, B]), then
sup
s(f, ) = inf
S(f, ), (4)
where the supremum and inmum are taken over all dissections of [A, B]. For every > 0, there exist
dissections
1
and
2
of [A, B] such that
s(f,
1
) > sup
s(f, )

2
and S(f,
2
) < inf
S(f, ) +

2
. (5)
Let =
1

2
. Then by Theorem 6A, we have
s(f, ) s(f,
1
) and S(f, ) S(f,
2
). (6)
The inequality (3) now follows on combining (4)(6).
((b)(a)) Suppose that > 0 is given. We can choose a dissection of [A, B] such that (3) holds.
Clearly
s(f, ) I
(f, A, B) I
+
(f, A, B) S(f, ). (7)
Combining (3) and (7), we conclude that 0 I
+
(f, A, B) I
(f, A, B) < . Note now that > 0

is arbitrary, and that I
+
(f, A, B) I
(f, A, B) is independent of . It follows that we must have

I
+
(f, A, B) I
(f, A, B) = 0.
6.2. Properties of the Riemann Integral
In this section, we shall study some simple but useful properties of the Riemann integral. We begin by
studying the arithmetic of Riemann integrals.
THEOREM 6E. Suppose that f, g R([A, B]), where A, B R and A < B. Then the following
statements hold:
(a) We have f + g R([A, B]), and
B
A
(f(x) + g(x)) dx =
B
A
f(x) dx +
B
A
g(x) dx.
(b) For every c R, we have cf R([A, B]), and
B
A
cf(x) dx = c
B
A
f(x) dx.
(c) If f(x) 0 for every x [A, B], then
B
A
f(x) dx 0.
(d) If f(x) g(x) for every x [A, B], then
B
A
f(x) dx
B
A
g(x) dx.
Proof. (a) Since f, g R([A, B]), it follows from Theorem 6D that for every > 0, there exist dissections
1
and
2
of [A, B] such that
S(f,
1
) s(f,
1
) <

2
and S(g,
2
) s(g,
2
) <

2
.
Let =
1

2
. Then in view of Theorem 6A, we have
S(f, ) s(f, ) <

2
and S(g, ) s(g, ) <

2
. (8)
Suppose that the dissection is given by : A = x
0
< x
1
< x
2
< . . . < x
n
= B. It is easy to see that
for every i = 1, . . . , n, we have
sup
x[x
i1
,x
i
]
(f(x) + g(x)) sup
x[x
i1
,x
i
]
f(x) + sup
x[x
i1
,x
i
]
g(x)
and
inf
x[x
i1
,x
i
]
(f(x) + g(x)) inf
x[x
i1
,x
i
]
f(x) + inf
x[x
i1
,x
i
]
g(x).
It follows that
S(f + g, ) S(f, ) + S(g, ) and s(f + g, ) s(f, ) + s(g, ). (9)
Combining (8) and (9), we have
S(f + g, ) s(f + g, ) (S(f, ) s(f, )) + (S(g, ) s(g, )) < .
It now follows from Theorem 6D that f +g R([A, B]). To establish the second assertion, suppose now
that
1
and
2
are any two dissections of [A, B]. As before, let =
1
2
. Then in view of Theorem
6A and (9), we have
S(f,
1
) + S(g,
2
) S(f, ) + S(g, ) S(f + g, ) I
+
(f + g, A, B),
so that
S(g,
2
) I
+
(f + g, A, B) S(f,
1
).
Keeping
1
xed and taking the inmum over all dissections
2
of [A, B], we have
I
+
(g, A, B) I
+
(f + g, A, B) S(f,
1
),
so that
S(f,
1
) I
+
(f + g, A, B) I
+
(g, A, B).
Taking the inmum over all dissections
1
of [A, B], we have
I
+
(f, A, B) I
+
(f + g, A, B) I
+
(g, A, B),
so that
I
+
(f + g, A, B) I
+
(f, A, B) + I
+
(g, A, B). (10)
Similarly, in view of Theorem 6A and (9), we have
s(f,
1
) + s(g,
2
) s(f, ) + s(g, ) s(f + g, ) I
(f + g, A, B),
so that
s(g,
2
) I
(f + g, A, B) s(f,
1
).
Keeping
1
xed and taking the supremum over all dissections
2
of [A, B], we have
I
(g, A, B) I
(f + g, A, B) s(f,
1
),
so that
s(f,
1
) I
(f + g, A, B) I
(g, A, B).
Taking the supremum over all dissections
1
of [A, B], we have
I
(f, A, B) I
(f + g, A, B) I
(g, A, B),
so that
I
(f, A, B) + I
(g, A, B) I
(f + g, A, B). (11)
Combining (10) and (11), we have
I
(f, A, B) + I
(g, A, B) I
(f + g, A, B) = I
+
(f + g, A, B) I
+
(f, A, B) + I
+
(g, A, B). (12)
Clearly I
(f, A, B) = I
+
(f, A, B) and I
(g, A, B) = I
+
(g, A, B), and so equality must hold everywhere
in (12). In particular, we have I
+
(f, A, B) + I
+
(g, A, B) = I
+
(f + g, A, B).
(b) The case c = 0 is trivial. Suppose now that c > 0. Since f R([A, B]), it follows from Theorem
6D that for every > 0, there exists a dissection of [A, B] such that
S(f, ) s(f, ) <

c
.
S(cf, ) = cS(f, ) and s(cf, ) = cs(f, ). (13)
Hence
S(cf, ) s(cf, ) < .
It follows from Theorem 6D that cf R([A, B]). Also, (13) clearly implies I
+
(cf, A, B) = cI
+
(f, A, B).
Suppose next that c < 0. Since f R([A, B]), it follows from Theorem 6D that for every > 0, there
exists a dissection of [A, B] such that
S(f, ) s(f, ) <
c
.
S(cf, ) = cs(f, ) and s(cf, ) = cS(f, ). (14)
Hence
S(cf, ) s(cf, ) < .
It follows from Theorem 6D that cf R([A, B]). Also, (14) clearly implies I
+
(cf, A, B) = cI
(f, A, B).
(c) Note simply that
B
A
f(x) dx (B A) inf
x[A,B]
f(x),
where the right hand side is the lower sum corresponding to the trivial dissection.
(d) Note that g f R([A, B]) in view of (a) and (b). We apply part (c) to the function g f.
Next, we investigate the question of breaking up the interval [A, B] of integration.
THEOREM 6F. Suppose that f R([A, B]), where A, B R and A < B. Then for every real number
C (A, B), we have f R([A, C]) and f R([C, B]). Furthermore, we have
B
A
f(x) dx =
C
A
f(x) dx +
B
C
f(x) dx. (15)
Proof. We shall rst show that for every C
, C
R satisfying A C
< C
B, we have f
R([C
, C
]). Since f R([A, B]), it follows from Theorem 6D that given any > 0, there exists a
dissection
of [A, B] such that

S(f,
) s(f,
) < .
It follows from Theorem 6A that the dissection =
{C
, C
} of [A, B] satises
S(f, ) s(f, ) < . (16)
Suppose that the dissection is given by : A = x
0
< x
1
< x
2
< . . . < x
n
= B. Then there exist
k
, k
{0, 1, 2, . . . , n} satisfying k
< k
such that C
= x
k
and C
= x
k
. It follows that
0
: C
= x
k
< x
k
+1
< x
k
+2
< . . . < x
k
= C
is a dissection of [C
, C
]. Furthermore,
S(f,
0
) s(f,
0
) =
k
i=k
+1
(x
i
x
i1
)
sup
x[x
i1
,x
i
]
f(x) inf
x[x
i1
,x
i
]
f(x)
i=1
(x
i
x
i1
)
sup
x[x
i1
,x
i
]
f(x) inf
x[x
i1
,x
i
]
f(x)
= S(f, ) s(f, ) < ,

in view of (16). It now follows from Theorem 6D that f R([C
, C
]). To establish (15), note that by

denition, we have
B
A
f(x) dx = inf
S(f, ), (17)
while
C
A
f(x) dx = inf
1
S(f,
1
) and
B
C
f(x) dx = inf
2
S(f,
2
). (18)
Here ,
1
and
2
run over all dissections of [A, B], [A, C] and [C, B] respectively. The identity (15)
will follow from (17) and (18) if we can show that
inf
S(f, ) = inf
1
S(f,
1
) + inf
2
S(f,
2
). (19)
Suppose rst of all that is a dissection of [A, B]. Then we can write {C} =
, where
and
are dissections of [A, C] and [C, B] respectively. By Theorem 6A, we have

S(f, ) S(f, {C}) = S(f,
) + S(f,
).
Clearly
S(f,
) + S(f,
) inf
1
S(f,
1
) + inf
2
S(f,
2
).
Hence
S(f, ) inf
1
S(f,
1
) + inf
2
S(f,
2
).
Taking the inmum over all dissections of [A, B], we conclude that
inf
S(f, ) inf
1
S(f,
1
) + inf
2
S(f,
2
). (20)
To establish the opposite inequality, suppose next that
1
and
2
are dissections of [A, C] and [C, B]
respectively. Then
1

2
is a dissection of [A, B], and
S(f,
1
) + S(f,
2
) = S(f,
1

2
) inf
S(f, ).
This implies that
S(f,
1
) inf
S(f, ) S(f,
2
).
Keeping
2
xed and taking the inmum over all dissections
1
of [A, C], we have
inf
1
S(f,
1
) inf
S(f, ) S(f,
2
),
and so
S(f,
2
) inf
S(f, ) inf
1
S(f,
1
).
Taking the inmum over all dissections
2
of [C, B], we have
inf
2
S(f,
2
) inf
S(f, ) inf
1
S(f,
1
),
and so
inf
1
S(f,
1
) + inf
2
S(f,
2
) inf
S(f, ). (21)
The assertion (19) now follows on combining (20) and (21).
Next, we investigate the question of combining two intervals of integration.
THEOREM 6G. Suppose that A, B, C R and A < C < B. Suppose further that f R([A, C]) and
f R([C, B]). Then f R([A, B]). Furthermore,
B
A
f(x) dx =
C
A
f(x) dx +
B
C
f(x) dx.
Proof. Since f R([A, C]) and f R([C, B]), it follows from Theorem 6D that given any > 0, there
exist dissections
1
and
2
of [A, C] and [C, B] respectively such that
S(f,
1
) s(f,
1
) <

2
and S(f,
2
) s(f,
2
) <

2
. (22)
Clearly =
1

2
is a dissection of [A, B]. Furthermore,
S(f, ) = S(f,
1
) + S(f,
2
) and s(f, ) = s(f,
1
) + s(f,
2
).
Hence
S(f, ) s(f, ) = (S(f,
1
) s(f,
1
)) + (S(f,
2
) s(f,
2
)) < ,
in view of (22). It now follows from Theorem 6D that f R([A, B]). The last assertion now follows
immediately from Theorem 6F.
Finally, we consider the question of altering the value of the function at a nite number of points.
The following result may be applied a nite number of times.
THEOREM 6H. Suppose that f R([A, B]), where A, B R and A < B. Suppose further that the
real number C [A, B], and that f(x) = g(x) for every x [A, B] except possibly at x = C. Then
g R([A, B]), and
B
A
f(x) dx =
B
A
g(x) dx.
Proof. Write h(x) = f(x) g(x) for every x [A, B]. We shall show that
B
A
h(x) dx = 0.
Note that h(x) = 0 whenever x = C. The case h(C) = 0 is trivial, so we assume, without loss of
generality, that h(C) = 0. Given any > 0, we shall choose a dissection of [A, B] such that C is not
one of the dissection points and such that the subinterval containing C has length less than /|h(C)|.
Since |h(C)| h(C) |h(C)|, it is easy to check that
S(h, ) |h(C)|

|h(C)|
< and s(h, ) |h(C)|

|h(C)|
> .
Hence
< I
(h, A, B) I
+
(h, A, B) < .
Note now that > 0 is arbitrary, and the terms I
(h, A, B) and I
+
(h, A, B) are independent of . It
follows that we must have I
(h, A, B) = I
+
(h, A, B) = 0. This completes the proof.
6.3. Sucient Conditions for Integrability
There are a few conditions that guarantee Riemann integrability. Here we shall study two such instances.
Definition. Suppose that f(x) is a function dened on an interval I.
(1) We say that f(x) is increasing in I if f(x
1
) f(x
2
) for every x
1
, x
2
I satisfying x
1
< x
2
.
(2) We say that f(x) is decreasing in I if f(x
1
) f(x
2
) for every x
1
, x
2
I satisfying x
1
< x
2
.
(3) We say that f(x) is monotonic in I if it is increasing in I or decreasing in I.
Remark. Note that a constant function on an interval I is both increasing in I and decreasing in I.
THEOREM 6J. Suppose that a function f(x) is monotonic in the closed interval [A, B], where
A, B R and A < B. Then f R([A, B]).
Proof. The result is trivial if f(A) = f(B), so we may assume that f(A) = f(B). We may further
assume, without loss of generality, that f(x) is increasing in [A, B], so that f(A) < f(B). Given any
> 0, we shall consider a dissection
: A = x
0
< x
1
< x
2
< . . . < x
n
= B
of [A, B] such that
x
i
x
i1
<

f(B) f(A)
for every i = 1, . . . , n.
Since f(x) is increasing in [A, B], we have
S(f, ) =
n
i=1
(x
i
x
i1
)f(x
i
) and s(f, ) =
n
i=1
(x
i
x
i1
)f(x
i1
),
so that
S(f, ) s(f, ) =
n
i=1
(x
i
x
i1
)(f(x
i
) f(x
i1
)) <

f(B) f(A)
n
i=1
(f(x
i
) f(x
i1
)) = .
The result now follows from Theorem 6D.
THEOREM 6K. Suppose that a function f(x) is continuous in the closed interval [A, B], where
A, B R and A < B. Then f R([A, B]).
Here we need the idea of uniformity in continuity.
Definition. A function f(x) is said to be uniformly continuous in an interval I if, given any > 0,
there exists > 0 such that
|f(x) f(y)| < whenever x, y I and |x y| < .
It is easy to show that if f(x) is uniformly continuous in an interval I, then it is continuous in I. The
converse is not true, as can be seen from the following example.
Example 6.3.1. Consider the function f(x) = 1/x in the open interval (0, 1). Then given any > 0,
there exists n N such that n
2
>
1
. Note now that
1
n
1
n + 1
= 1 and
1
n

1
n + 1
=
1
n(n + 1)
<
1
n
2
< .
THEOREM 6L. Suppose that a function f(x) is continuous in the closed interval [A, B], where
A, B R and A < B. Then f(x) is uniformly continuous in [A, B].
Proof. Suppose on the contrary that f(x) is not uniformly continuous in [A, B]. Then there exists
> 0 such that for every n N, there exist x
n
, y
n
[A, B] such that
|x
n
y
n
| <
1
n
and |f(x
n
) f(y
n
)| .
The sequence x
n
is clearly bounded, and so has a convergent subsequence x
n
p
. Suppose that x
n
p
c
as p . Then
|y
n
p
c| |x
n
p
y
n
p
| +|x
n
p
c| 0 as p ,
so that y
n
p
c as p . Suppose rst of all that c (A, B). Since f(x) is continuous in [A, B], it is
continuous at c, and so f(x
n
p
) f(c) and f(y
n
p
) f(c) as p . Note now that
|f(x
n
p
) f(y
n
p
)| |f(x
n
p
) f(c)| +|f(y
n
p
) f(c)|.
This implies that |f(x
n
p
) f(y
n
p
)| 0 as p , clearly a contradiction. If c = A or c = B, then
there is only one-sided continuity at c, and the proof requires minor modication.
Proof of Theorem 6K. In view of Theorem 6L, given any > 0, there exists > 0 such that
|f(x) f(y)| <

B A
whenever x, y [A, B] and |x y| < .
We now consider a dissection
: A = x
0
< x
1
< x
2
< . . . < x
n
= B
of [A, B] such that
x
i
x
i1
< for every i = 1, . . . , n.
Then
S(f, ) s(f, ) =
n
i=1
(x
i
x
i1
)
sup
x[x
i1
,x
i
]
f(x) inf
x[x
i1
,x
i
]
f(x)

B A
n
i=1
(x
i
x
i1
) = .
The result now follows from Theorem 6D.
6.4. Integration as the Inverse of Dierentiation
In this section, we shall establish the principle that if we can nd an indenite integral, then we can
calculate denite integrals. However, we shall rst establish some properties of the indenite integral.
THEOREM 6M. Suppose that f R([A, B]), where A, B R and A < B. Suppose further that
F(x) =
x
A
f(t) dt
for every x [A, B]. Then the following assertions hold:
(a) The function F(x) is continuous in [A, B].
(b) For every a (A, B) such that f(x) is continuous at x = a, we have F
(a) = f(a).
Proof. (a) Suppose that a (A, B). Then
F(a + h) f(a) =
a+h
a
f(t) dt.
If h > 0, then it follows from Theorem 6E(d) that
h inf
t[A,B]
f(t)
a+h
a
f(t) dt h sup
t[A,B]
f(t),
so that F(a + h) F(a) 0 as h 0+. An essentially similar argument holds for h < 0 and h 0.
The argument has to be slightly modied if a = A or a = B.
(b) Suppose rst of all that h > 0. Then it follows from Theorem 6E(d) that
h inf
t[a,a+h]
f(t)
a+h
a
f(t) dt h sup
t[a,a+h]
f(t),
so that
inf
t[a,a+h]
f(t)
F(a + h) F(a)
h
sup
t[a,a+h]
f(t).
If f(x) is continuous at x = a, then
inf
t[a,a+h]
f(t) f(a) and sup
t[a,a+h]
f(t) f(a) as h 0+,
so that
F(a + h) F(a)
h
f(a) as h 0 + .
An essentially similar argument holds for h < 0 and h 0.
THEOREM 6N. Suppose that f(x) is continuous in the interval [A, B], where A, B R and A < B.
Suppose further that
(x) = f(x) for every x [A, B]. Then for every x [A, B], we have
x
A
f(t) dt = (x) (A).
Proof. It follows from Theorem 6M that F
(x)
(x) = 0 for every x (A, B), so that F(x) (x)

is constant in [A, B] by Theorem 5H(a). Since F(A) = 0, we must have F(x) = (x) (a) for every
x [A, B].
6.5. An Important Example
In this section, we shall nd a function that is not Riemann integrable. Consider the function
g(x) =
0 if x is rational,
1 if x is irrational.
We know from Theorem 1D that in any open interval, there are rational numbers and irrational numbers.
It follows that in any interval [, ], where < , we have
inf
x[,]
g(x) = 0 and sup
x[,]
g(x) = 1.
It follows that for every dissection of [0, 1], we have
s(g, ) = 0 and S(g, ) = 1,
so that
I
(g, 0, 1) = 0 = 1 = I
+
(g, 0, 1).
It follows that g(x) is not Riemann integrable over the closed interval [0, 1].
Note, on the other hand, that the rational numbers in [0, 1] are countable, while the irrational numbers
in [0, 1] are not countable. In the sense of cardinality, there are far more irrational numbers than rational
numbers in [0, 1]. However, the denition of the Riemann integral does not highlight this inequality.
We wish therefore to develop a theory of integration more general than Riemann integration. This is
the motivation for the Lebesgue integral.
1. Calculate the integral
1
0
xdx by dissecting the interval [0, 1] into equal parts.
B
A
x
k
dx, where k > 0 is xed, by dissecting the interval [A, B] into n parts
in geometric progression, so that A < Aq < Aq
2
< . . . < Aq
n
= B.
3. a) By using the method of Problem 2, prove that
2
1
1
x
2
dx =
1
2
.
b) Deduce that lim
n
n
1
(n + 1)
2
+
1
(n + 2)
2
+ . . . +
1
(2n)
2
=
1
2
.

0
sinxdx by dissecting the interval [0, ] into equal parts.
5. Consider the function f(x) = 1/x in the closed interval [1, 2]. For every n N, let
n
denote the
dissection of the interval [1, 2] into n subintervals of equal length.
a) Find s(f,
n
) and S(f,
n
), and show that
S(f,
n
) s(f,
n
) =
1
2n
.
b) Show that f R([1, 2]).
c) Explain why the value of the integral is equal to
lim
n
1
n + 1
+
1
n + 2
+ . . . +
1
2n
.
6. In this question, we shall try to verify from the denition of the Riemann integral that
1
0
f(x) dx =
2
, where f(x) = cos

x
2
.
For every n N, let
n
denote the dissection of the interval [0, 1] into n subintervals of equal length.
a) Find s(f,
n
) and S(f,
n
), and show that
S(f,
n
) s(f,
n
) =
1
n
.
b) Show that f R([0, 1]).
c) Explain why
1
0
f(x) dx = lim
n
S(f,
n
).
d) Note that cos(k 1) = R(e
i(k1)
), so that S(f,
n
) is the real part of a geometric series. Sum
the geometric series and show that
S(f,
n
) =
1
n
R
1 e
in
1 e
i
=
1
n
R
1 i
1 e
i
+
sin
(1 cos )
, where =

2n
.
e) Explain why
lim
n
S(f,
n
) =
2
.
7. Suppose that a function f(x) is bounded on the closed interval [A, B], where A, B R and A < B.
a) Show that for any closed interval I [A, B],
sup
xI
|f(x)| inf
xI
|f(x)| sup
xI
f(x) inf
xI
f(x).
b) Show that for every dissection of the interval [A, B],
S(|f|, ) s(|f|, ) S(f, ) s(f, ).
c) Show that if f R([A, B]), then |f| R([A, B]).
d) Note that |f(x)| f(x) |f(x)| for every x [A, B]. Use this to show that if f R([A, B]),
then
B
A
f(x) dx
B
A
|f(x)| dx.
8. Suppose that f, g R([A, B]), where A, B R and A < B.
a) Show that f
2
R([A, B]).
b) Use part (a) to deduce that fg R([A, B]).
c) Suppose further that m f(x) M and g(x) 0 for every x [A, B]. Show that
m
B
A
g(x) dx
B
A
f(x)g(x) dx M
B
A
g(x) dx.
d) By considering the integral
B
A
(f(x) + g(x))
2
dx
for suitable constants and , establish Schwarzs inequality
B
A
f(x)g(x) dx
B
A
f
2
(x) dx
B
A
g
2
(x) dx
.
W W L CHEN
c W W L Chen, 1983, 2008.
Chapter 7
FURTHER TREATMENT OF LIMITS
7.1. Upper and Lower Limits of a Real Sequence
Suppose that x
n
is a sequence of real numbers bounded above. For every n N, let
K
n
= sup{x
n
, x
n+1
, x
n+2
, . . .}.
Then K
n
is a decreasing sequence, and converges as n if it is bounded below.
Definition. Suppose that x
n
is a sequence of real numbers bounded above. The number
= lim
n
_
sup
rn
x
r
_
,
if it exists, is called the upper limit of x
n
, and denoted by
= limsup
n
x
n
or = lim
n
x
n
.
Definition. Suppose that x
n
is a sequence of real numbers bounded below. The number
= lim
n
_
inf
rn
x
r
_
,
if it exists, is called the lower limit of x
n
, and denoted by
= liminf
n
x
n
or = lim
n
x
n
.
Chapter 7 : Further Treatment of Limits page 1 of 10
Remark. It is obvious that , since the inmum of a bounded set of real number never exceeds the
corresponding supremum.
n
= (1)
n
, we have = 1 and = 1.
n
= n/(n + 1), we have = = 1.
n
= n(1 + (1)
n
), we have = 0 and does not exist.
n
= sin
1
2
n, we have = 1 and = 1.
THEOREM 7A. Suppose that x
n
is a sequence of real numbers. Then the following two statements
are equivalent:
(a) We have = limsup
n
x
n
.
(b) For every > 0, we have
(i) x
n
< + for all suciently large n N; and
(ii) x
n
> for innitely many n N.
Proof. ((a)(b)) Suppose that
= limsup
n
x
n
= lim
n
K
n
, where K
n
= sup
rn
x
r
.
Given any > 0, there exists N N such that |K
N
| < , so that in particular, K
N
< + . It
follows that x
n
< + for every n N, giving (i). On the other hand, for every > 0 and every N N,
there exists n N such that x
n
> K
N
. Clearly K
N
for every N N, giving (ii).
((b)(a)) Given any > 0, it follows from (i) that K
n
+ for all suciently large n N, and
from (ii) that K
n
> for every n N. Clearly K
n
as n .
Similarly, we have the following result.
THEOREM 7B. Suppose that x
n
is a sequence of real numbers. Then the following two statements
are equivalent:
(a) We have = liminf
n
x
n
.
(b) For every > 0, we have
(i) x
n
> for all suciently large n N; and
(ii) x
n
< + for innitely many n N.
We now establish the following important result.
THEOREM 7C. Suppose that x
n
is a sequence of real numbers. Then
lim
n
x
n
= if and only if limsup
n
x
n
= liminf
n
x
n
= .
Proof. () Suppose that x
n
as n . Then the upper and lower limits of the sequence x
n
clearly exist, since x
n
is bounded in this case. Also, given any > 0, there exists N N such that
< x
n
< + for every n N. The conclusion follows immediately from Theorems 7A and 7B.
() Suppose that the upper and lower limits are both equal to . Then it follows from Theorem 7A
that x
n
< + for all suciently large n N, and from Theorem 7B that x
n
> for all suciently
large n N. Hence |x
n
| < for all suciently large n N, whence x
n
as n .
7.2. Double and Repeated Limits
We shall consider a double sequence z
mn
of complex numbers, represented by a doubly innite array
z
11
z
12
z
13
. . .
z
21
z
22
z
23
. . .
z
31
z
32
z
33
. . .
.
.
.
.
.
.
.
.
.
.
.
.
of complex numbers. More precisely, a double sequence of complex numbers is simply a mapping from
N N to C.
Definition. We say that a double sequence z
mn
converges to a nite limit z C, denoted by z
mn
z
as m, n or by
lim
m,n
z
mn
= z,
if, given any > 0, there exists N = N() R, depending on , such that |z
mn
z| < whenever
m, n > N. Furthermore, we say that a double sequence z
mn
is convergent if it converges to some nite
limit z as m, n , and that a double sequence z
mn
is divergent if it is not convergent.
Example 7.2.1. For the double sequence
z
mn
=
1
m + n
,
we have z
mn
0 as m, n .
Example 7.2.2. The double sequence
z
mn
=
m
m + n
does not converge to a nite limit as m, n . Note that for all suciently large m, n N with m = n,
we have z
mn
=
1
2
, whereas for all suciently large m, n N with m = 2n, we have z
mn
=
2
3
.
The question we want to study is the relationship, if any, between the following three limiting processes
when applied to a double sequence z
mn
of complex numbers:
m, n .
n followed by m .
m followed by n .
THEOREM 7D. Suppose that a double sequence z
mn
(a) The double limit lim
m,n
z
mn
exists.
(b) For every m N, the limit lim
n
z
mn
exists.
Then the repeated limit lim
m
_
lim
n
z
mn
_
exists, and is equal to the double limit lim
m,n
z
mn
.
Remark. We need to make the assumption (b), as it does not necessarily follow from assumption (a).
Consider, for example, the double sequence
z
mn
=
(1)
n
m
.
Proof of Theorem 7D. Suppose that z
mn
z as m, n . Suppose also that for every m N,
z
mn

m
as n . We need to show that
m
z as m . Given any > 0, there exists N R
such that
|z
mn
z| <

2
whenever m, n > N.
On the other hand, given any m N, there exists M(m) R such that
|z
mn
m
| <

2
whenever n > M(m).
Now let m > N. Then choosing n > max{N, M(m)}, we have
|
m
z| |z
mn
m
| +|z
mn
z| < .
Hence
m
z as m .
We immediately have the following generalization.
THEOREM 7E. Suppose that a double sequence z
mn
(a) The double limit lim
m,n
z
mn
exists.
(b) For every m N, the limit lim
n
z
mn
exists.
(c) For every n N, the limit lim
m
z
mn
exists.
Then the repeated limits lim
m
_
lim
n
z
mn
_
and lim
n
_
lim
m
z
mn
_
exist, and are both equal to the double
limit lim
m,n
z
mn
.
We can further generalize the above to a result concerning series.
Definition. Suppose that z
mn
is a double sequence of complex numbers. For every m, n N, let
s
mn
=
m
i=1
n
j=1
z
ij
.
If the double sequence s
mn
s as m, n , then we say that the double series
m,n=1
z
mn
is convergent, with sum s.
THEOREM 7F. Suppose that a double sequence z
mn
(a) The double series
m,n=1
z
mn
is convergent, with sum s.
(b) For every m N, the series
n=1
z
mn
is convergent.
(c) For every n N, the series
m=1
z
mn
is convergent.
Then the repeated series
m=1
_

n=1
z
mn
_
and
n=1
_

m=1
z
mn
_
are both convergent, with sum s.
7.3. Innite Products
An innite product is an expression of the form
(1 + z
1
)(1 + z
2
)(1 + z
3
) . . .
with an innitude of factors. We denote this by
n=1
(1 + z
n
). (1)
We also make the natural assumption that z
n
= 1 for any n N.
For every N N, let
p
N
=
N
n=1
(1 + z
n
) = (1 + z
1
) . . . (1 + z
N
).
We shall call p
N
the N-th partial product of the innite product (1).
Definition. If the sequence p
N
converges to a non-zero limit p as N , then we say that the innite
product (1) converges to p and write
n=1
(1 + z
n
) = p.
In this case, we sometimes simply say that the innite product (1) is convergent. On the other hand, if
the sequence p
N
does not cionverge to a non-zero limit as N , then we say that the innite product
(1) is divergent. In particular, if p
N
0 as N , then we say that the innite product (1) diverges
to zero.
Let us rst examine the special case when all the terms z
n
are real.
THEOREM 7G. Suppose that a
n
0 for every n N. Then the innite product
n=1
(1 + a
n
)
is convergent if and only if the series
n=1
a
n
is convergent.
Proof. Let s
N
be the N-th partial sum of the series. Since a
n
0 for every n N, the sequences s
N
and p
N
are both increasing. On the other hand, note that 1 +a e
a
for every a 0. It follows that for
every N N, we have
a
1
+ . . . + a
N
(1 + a
1
) . . . (1 + a
N
) e
a
1
+...+a
N
,
so that s
N
p
N
e
s
N
. It follows that the sequences s
N
and p
N
are bounded or unbounded together.
The result follows from Theorem 2E.
If a
n
0 for every n N, then we write a
n
= b
n
and consider the innite product
n=1
(1 b
n
). (2)
THEOREM 7H. Suppose that 0 b
n
< 1 for every n N. Then the innite product (2) is convergent
if and only if the series
n=1
b
n
(3)
is convergent.
This follows immediately from the following two results.
THEOREM 7J. Suppose that 0 b
n
< 1 for every n N. Suppose further that the series (3) is
convergent. Then the innite product (2) is convergent.
THEOREM 7K. Suppose that 0 b
n
< 1 for every n N. Suppose further that the series (3) is
divergent. Then the innite product (2) diverges to zero.
Proof of Theorem 7J. Since the series (3) is convergent, there exists M N such that
n=M+1
b
n
<
1
2
.
Hence for every N > M, we have
(1 b
M+1
)(1 b
M+2
) . . . (1 b
N
) 1 b
M+1
b
M+2
. . . b
N
>
1
2
.
It follows that the sequence p
N
is a decreasing sequence bounded below by
1
2
p
M
= 0, so that p
N
converges
to a non-zero limit as N .
Proof of Theorem 7K. Note that 1 b e
b
whenever 0 b < 1. It follows that for every N N,
we have
0 (1 b
1
) . . . (1 b
N
) e
b
1
...b
N
.
Note now that e
b
1
...b
N
0 as N . The result follows from the Squeezing principle.
We now investigate the general case, where z
n
C \ {1} for every n N.
Definition. The innite product (1) is said to be absolutely convergent if the innite product
n=1
(1 +|z
n
|)
is convergent.
The following result is an obvious consequence of Theorem 7G.
THEOREM 7L. The innite product (1) is absolutely convergent if and only if the series
n=1
z
n
(4)
is absolutely convergent.
On the other hand, as in series, we have the following result.
THEOREM 7M. Suppose that the innite product (1) is absolutely convergent. Then it is also con-
vergent.
Proof. For every N N, let
p
N
=
N
n=1
(1 + z
n
) and P
N
=
N
n=1
(1 +|z
n
|).
If N 2, then
p
N
p
N1
= (1 + z
1
) . . . (1 + z
N1
)z
N
and P
N
P
N1
= (1 +|z
1
|) . . . (1 +|z
N1
|)|z
N
|,
so that
|p
N
p
N1
| P
N
P
N1
. (5)
If we write p
0
= P
0
= 0, then (5) holds also for N = 1. Furthermore, for every N N, we have
p
N
=
N
n=1
(p
n
p
n1
) and P
N
=
N
n=1
(P
n
P
n1
).
Since P
N
converges as N , it follows from the Comparison test that p
N
converges as N . It
remains to show that p
N
does not converge to 0 as N . Note from Theorem 7L that the series (4)
is absolutely convergent, so that z
n
0 as n , and so 1 + z
n
1 as n . Hence the series
n=1
z
n
1 + z
n
is convergent, and so it follows from Theorem 7L that the innite product
n=1
_
1 +
z
n
1 + z
n
_
(6)
is convergent. Repeating the rst part of our argument on the innite product (6), we conclude that the
sequence
N
n=1
_
1
z
n
1 + z
n
_
is convergent as N . Note now that this product is precisely 1/p
N
.
7.4. Double Integrals
The purpose of this last section is to give a sketch of the proof of the following result concerning double
integrals.
THEOREM 7N. Suppose that a function f(x, y) is continuous in a closed rectangle [A, B] [C, D],
where A, B, C, D R satisfy A < B and C < D. Then the double integrals
_
B
A
dx
_
D
C
f(x, y) dy and
_
D
C
dy
_
B
A
f(x, y) dx
exist in the sense of Riemann, and are equal to each other.
Sketch of Proof. The idea is to rst show that f(x, y) is uniformly continuous in the rectangle
[A, B] [C, D], in the spirit of Theorem 6L. Using the uniform continuity, one can then show that the
function
(y) =
_
B
A
f(x, y) dx
is continuous in the closed interval [C, D]. It follows from Theorem 6K that the integral
_
D
C
dy
_
B
A
f(x, y) dx
exists. Similarly the other integral
_
B
A
dx
_
D
C
f(x, y) dy
exists. To show that the two integrals are equal, we make use of the uniform continuity again. Given
any > 0, there exist dissections A = x
0
< x
1
< . . . < x
k
= B and C = y
0
< y
1
< . . . < y
n
= D of the
intervals [A, B] and [C, D] respectively such that
M
ij
m
ij
<

(B A)(D C)
for every i = 1, . . . , k and j = 1, . . . , n,
where
M
ij
= sup
x
i1
xx
i
y
j1
yy
j
f(x, y) and m
ij
= inf
x
i1
xx
i
y
j1
yy
j
f(x, y).
For every i = 1, . . . , k and j = 1, . . . , n, we have
m
ij
(x
i
x
i1
)
_
x
i
x
i1
f(x, y) dx M
ij
(x
i
x
i1
) for every y [y
j1
, y
j
],
so that
m
ij
(x
i
x
i1
)(y
j
y
j1
)
_
y
j
y
j1
dy
_
x
i
x
i1
f(x, y) dx M
ij
(x
i
x
i1
)(y
j
y
j1
).
Summing over all i and j, we obtain
k
i=1
n
j=1
m
ij
(x
i
x
i1
)(y
j
y
j1
)
_
D
C
dy
_
B
A
f(x, y) dx
k
i=1
n
j=1
M
ij
(x
i
x
i1
)(y
j
y
j1
).
A similar argument gives
k
i=1
n
j=1
m
ij
(x
i
x
i1
)(y
j
y
j1
)
_
B
A
dx
_
D
C
f(x, y) dy
k
i=1
n
j=1
M
ij
(x
i
x
i1
)(y
j
y
j1
).
Hence
_
D
C
dy
_
B
A
f(x, y) dx
_
B
A
dx
_
D
C
f(x, y) dy
i=1
n
j=1
(M
ij
m
ij
)(x
i
x
i1
)(y
j
y
j1
) < .
The result now follows since > 0 is arbitrary and the left hand side is independent of .
It turns out that the conclusion of Theorem 7N may still hold even if the function f(x, y) is not
continuous everywhere in the rectangle [A, B] [C, D]. We state without proof the following result.
THEOREM 7P. Suppose that a function f(x, y) is continuous in a closed rectangle [A, B] [C, D],
where A, B, C, D R satisfy A < B and C < D, except possibly at points along a curve of type dened
by one of the following:
(a) x = for some [A, B].
(b) y = for some [C, D].
(c) x = (y) for y [, ], where C D and (y) is strictly monotonic and continuous.
Then the conclusion of Theorem 7N holds.
1. Suppose that x
n
and y
n
are bounded real sequences.
a) Show that
lim
n
x
n
+ lim
n
y
n
lim
n
(x
n
+ y
n
) lim
n
x
n
+ lim
n
y
n
lim
n
(x
n
+ y
n
) lim
n
x
n
+ lim
n
y
n
.
b) Find sequences x
n
and y
n
where equality holds nowhere in part (a).
c) Suppose further that x
n
0 and y
n
0 for every n N. Establish a chain of inequalities as in
part (a) but with products in place of sums.
d) Find sequences x
n
and y
n
where equality holds nowhere in part (c).
2. For each of the following double sequences z
mn
, nd the double limit lim
m,n
z
mn
and the repeated
limits lim
m
_
lim
n
z
mn
_
and lim
n
_
lim
m
z
mn
_
, if they exist:
a) z
mn
=
mn
m + n
b) z
mn
=
m + n
m
2
c) z
mn
=
m + n
m
2
+ n
2
d) z
mn
= (1)
m+n
_
1
m
+
1
n
_
e) z
mn
=
mn
m
2
+ n
2
f) z
mn
= (1)
m+n
1
n
_
1 +
1
m
_
3. Does there exist a double sequence z
mn
such that z
mn
converges as m, n but also that z
mn
is
not bounded? Justify your assertion.
4. Suppose that x
mn
is a bounded double sequence of real numbers satisfying the following conditions:
a) For every xed m N, the sequence x
mn
is increasing in n.
b) For every xed n N, the sequence x
mn
is increasing in m.
Prove that x
mn
converges as m, n .
5. Use Problem 4 to prove the Comparison test for double series: Suppose that 0 u
mn
v
mn
for
every m, n N. Suppose further that the double series
m,n=1
v
mn
is convergent. Then the double series
m,n=1
u
mn
is convergent.
6. Using ideas from the proof of the Alternating series test, prove that the innite product
n=1
_
1 +
(1)
n1
n
_
is convergent.
7. Prove Theorem 7N.
W W L CHEN
c W W L Chen, 1983, 2008.
Chapter 8
UNIFORM CONVERGENCE
8.1. Introduction
We begin by making a somewhat familiar denition.
Definition. Suppose that f
n
: X C is a sequence of functions on a set X R. We say that the
sequence f
n
converges pointwise to the function f : X C if for every x X, we have
|f
n
(x) f(x)| 0 as n .
Example 8.1.1. Let X = [0, 1]. For every n N and every x [0, 1], let f
n
(x) = x
n
. Then for every
x [0, 1], f
n
(x) f(x) as n , where f(x) = 0 if 0 x < 1 and f(1) = 1. Note that each of the
functions f
n
(x) is continuous on [0, 1], but the limit function f(x) is not continuous on [0, 1]. Hence the
continuity property of the functions f
n
(x) is not carried over to the limit function f(x).
To carry over certain properties of the individual functions of a sequence to the limit function, we
need a type of convergence which is stronger than pointwise convergence.
Definition. Suppose that f
n
: X C is a sequence of functions on a set X R. We say that the
sequence f
n
converges uniformly to the function f : X C if
sup
xX
|f
n
(x) f(x)| 0 as n .
Example 8.1.2. In Example 8.1.1, we have f
n
(x) f(x) pointwise in [0, 1]. However, if 0 x < 1,
then |f
n
(x) f(x)| = x
n
and so
sup
x[0,1]
|f
n
(x) f(x)| sup
x[0,1)
|f
n
(x) f(x)| = sup
x[0,1)
x
n
= 1
for every n N. It follows that f
n
(x) f(x) as n , pointwise but not uniformly on [0, 1].
Chapter 8 : Uniform Convergence page 1 of 11
Remark. Pointwise convergence means that given any > 0, for every x X, there exists N = N(, x)
such that
|f
n
(x) f(x)| < whenever n > N(, x).
Uniform convergence means that given any > 0, there exists N = N(), independent of x X, such
that
|f
n
(x) f(x)| < whenever n > N() and x X.
8.2. Criteria for Uniform Convergence
We shall rst of all extend the General principle of convergence to the case of uniform convergence.
THEOREM 8A. (GENERAL PRINCIPLE OF UNIFORM CONVERGENCE) Suppose that f
n
is a
sequence of real or complex valued functions dened on a set X R. Then f
n
(x) converges uniformly
on X as n if and only if, given any > 0, there exists N such that
sup
xX
|f
m
(x) f
n
(x)| < whenever m > n N.
Proof. () Suppose that f
n
(x) f(x) uniformly on X as n . Then given any > 0, there exists
N such that
sup
xX
|f
n
(x) f(x)| <
1
2
whenever n N.
It follows that
|f
m
(x) f
n
(x)| |f
m
(x) f(x)| +|f
n
(x) f(x)| < whenever m > n N and x X,
and so
sup
xX
|f
m
(x) f
n
(x)| whenever m > n N.
() Since R and C are complete, for every x X, the sequence f
n
(x) converges pointwise to a limit
f(x), say, as n . We shall show that f
n
(x) f(x) uniformly on X as n . Given any > 0,
there exists N such that for every x X,
|f
m
(x) f
n
(x)| < whenever m > n N.
Hence for every x X,
|f(x) f
n
(x)| = lim
m
|f
m
(x) f
n
(x)| whenever n N,
so that
sup
xX
|f
n
(x) f(x)| whenever n N.
Hence f
n
(x) f(x) uniformly on X as n .
We next turn our attention to series of real or complex valued functions.
Definition. Suppose that u
n
is a sequence of real or complex valued functions dened on a set X R.
We say that the series
n=1
u
n
(x)
converges uniformly on X if the sequence of partial sums
s
N
(x) =
N
n=1
u
n
(x)
converges uniformly on X.
We have the analogue of the Comparison test.
THEOREM 8B. (WEIERSTRASSS M-TEST) Suppose that u
n
is a sequence of real or complex valued
functions dened on a set X R. Suppose further that for every n N, there exists a real constant M
n
such that the series
n=1
M
n
is convergent, and that |u
n
(x)| M
n
for every x X. Then the series
n=1
u
n
(x)
converges uniformly and absolutely on X.
Proof. Given any > 0, it follows from the General principle of convergence for series that there exists
N such that
M
n+1
+. . . +M
n
< whenever m > n N.
It follows that
|s
m
(x) s
n
(x)| M
n+1
+. . . +M
n
< whenever m > n N and x X,
so that
sup
xX
|s
m
(x) s
n
(x)| whenever m > n N.
It now follows from Theorem 8A that the series
n=1
u
n
(x)
converges uniformly on X. Note nally that absolute convergence follows pointwise from the proof of
the Comparison test.
The General principle of uniform convergence can also be used to establish the following two results.
THEOREM 8C. (DIRICHLETS TEST) Suppose that a
n
and b
n
are two sequences of real valued
functions dened on a set X R, and satisfy the following conditions:
(a) There exists K R such that |s
n
(x)| K for every n N and every x X, where s
n
(x) denotes
the sequence of partial sums s
n
(x) = a
1
(x) +. . . +a
n
(x).
(b) For every x X, the sequence b
n
(x) is monotonic.
(c) The sequence b
n
(x) 0 uniformly on X as n .
Then the series
n=1
a
n
(x)b
n
(x)
Proof. Since b
n
(x) 0 uniformly on X as n , given any > 0, there exists N
0
such that
|b
n
(x)| <

4K
whenever n > N
0
and x X.
It follows that whenever M > N N
0
, we have
n=N+1
a
n
(x)b
n
(x)
= |(s
N+1
(x) s
N
(x))b
N+1
(x) +. . . + (s
M
(x) s
M1
(x))b
M
(x)|
= | s
N
(x)b
N+1
(x) +s
N+1
(x)(b
N+1
(x) b
N+2
(x)) +. . . +s
M1
(x)(b
M1
(x) b
M
(x)) +s
M
(x)b
M
(x)|
K(|b
N+1
(x)| +|b
N+1
(x) b
N+2
(x)| +. . . +|b
M1
(x) b
M
(x)| +|b
M
(x)|)
= K(|b
N+1
(x)| +|b
N+1
(x) b
M
(x)| +|b
M
(x)|) 2K(|b
N+1
(x)| +|b
M
(x)|) < .
The result follows from the General principle of uniform convergence.
THEOREM 8D. (ABELS TEST) Suppose that a
n
and b
n
are two sequences of real valued functions
dened on a set X R, and satisfy the following conditions:
(a) The series
n=1
a
n
(x) converges uniformly on X.
(b) For every x X, the sequence b
n
(x) is monotonic.
(c) There exists K R such that |b
n
(x)| K for every n N and every x X.
Then the series
n=1
a
n
(x)b
n
(x)
Proof. Given any > 0, there exists N
0
such that
n=N+1
a
n
(x)
<

3K
whenever m > N N
0
and x X.
In other words, writing s
n
(x) = a
1
(x) +. . . +a
n
(x), we have
|s
m
(x) s
N
(x)| <

3K
whenever m > N N
0
and x X.
It follows that whenever M > N N
0
, we have
m=N+1
a
m
(x)b
m
(x)
m=N+1
(s
m
(x) s
m1
(x))b
m
(x)
m=N+1
((s
m
(x) s
N
(x)) (s
m1
(x) s
N
(x)))b
m
(x)
m=N+1
(s
m
(x) s
N
(x))b
m
(x)
M1
m=N+1
(s
m
(x) s
N
(x))b
m+1
(x)
M1
m=N+1
|s
m
(x) s
N
(x)||b
m
(x) b
m+1
(x)| +|s
M
(x) s
N
(x)||b
M
(x)|
<

3K
M1
m=N+1
|b
m
(x) b
m+1
(x)| +

3K
|b
M
(x)|
=

3K
M1
m=N+1
(b
m
(x) b
m+1
(x))
+

3K
|b
M
(x)|
=

3K
|b
N+1
(x) b
M
(x)| +

3K
|b
M
(x)|

3K
(|b
N+1
(x)| + 2|b
M
(x)|) .
The result follows from the General principle of uniform convergence.
8.3. Consequences of Uniform Convergence
In this section, we discuss the implications of uniform convergence on continuity, integrability and
dierentiability. To answer the question rst raised in Section 8.1, we have the following result.
THEOREM 8E. Suppose that a sequence of functions f
n
: X C converges uniformly on a set X R
to a function f : X C as n . Suppose further that c X and that the function f
n
is continuous
at c for every n N. Then the function f is continuous at c.
Remark. The conclusion of Theorem 8E can be written in the form
lim
xc
lim
n
f
n
(x) = lim
n
lim
xc
f
n
(x).
Theorem 8E then says that if the sequence of functions converges uniformly on X, then the order of the
two limiting processes can be interchanged.
Proof of Theorem 8E. Given any > 0, there exists n N such that
sup
xX
|f
n
(x) f(x)| <

3
.
Since f
n
is continuous at c, there exists > 0 such that
|f
n
(x) f
n
(c)| <

3
whenever |x c| < .
It follows that whenever |x c| < , we have
|f(x) f(c)| |f(x) f
n
(x)| +|f
n
(x) f
n
(c)| +|f
n
(c) f(c)| < .
Hence f is continuous at c.
We immediately have the following corollary of Theorem 8E.
THEOREM 8F. Suppose that u
n
is a sequence of real or complex valued functions dened on a set
X R, and that the series
n=1
u
n
(x)
converges uniformly to a function s(x) on X. Suppose further that c X and that the function u
n
is
continuous at c for every n N. Then the function s is continuous at c.
We next study the eect of uniform convergence on integrability.
THEOREM 8G. Suppose that f
n
is a sequence of real valued functions integrable over a closed interval
[A, B]. Suppose further that f
n
f uniformly on [A, B] as n . Then the function f is integrable
over [A, B], and
B
A
f(x) dx = lim
n
B
A
f
n
(x) dx. (1)
Remark. The conclusion of Theorem 8G can be written in the form
B
A
lim
n
f
n
(x)
dx = lim
n
B
A
f
n
(x) dx.
Theorem 8G then says that if the sequence of functions converges uniformly on [A, B], then the order
of integration and taking limits as n can be interchanged.
Proof of Theorem 8G. Given any > 0, there exists N N such that
sup
x[A,B]
|f
n
(x) f(x)| <

3(B A)
whenever n N. (2)
It follows in particular that
f
N
(x)

3(B A)
< f(x) < f
N
(x) +

3(B A)
whenever x [A, B].
Hence for any dissection of [A, B], we have
s(f
N
, )

3
s(f, ) S(f, ) S(f
N
, ) +

3
,
so that
S(f, ) s(f, ) S(f
N
, ) s(f
N
, ) +
2
3
.
Since f
N
is integrable over [A, B], there exists a dissection of [A, B] such that
S(f
N
, ) s(f
N
, ) <

3
, so that S(f, ) s(f, ) < .
Hence f is integrable over [A, B]. On the other hand, it follows from (2) that
B
A
f
n
(x) dx
B
A
f(x) dx
B
A
|f
n
(x) f(x)| dx < whenever n N.
The assertion (1) follows immediately.
We immediately have the following corollary of Theorem 8G.
THEOREM 8H. Suppose that u
n
is a sequence of real valued functions dened on a closed interval
[A, B], and that the series
n=1
u
n
(x)
converges uniformly to a function s(x) on [A, B]. Suppose further that the function u
n
is integrable over
[A, B] for every n N. Then the function s is integrable over [A, B], and
B
A
s(x) dx =
n=1
B
A
u
n
(x) dx.
Remark. The conclusion of Theorem 8H can be written in the form
B
A
n=1
u
n
(x)
dx =
n=1
B
A
u
n
(x) dx.
Theorem 8H then says that if the sequence of functions converges uniformly on [A, B], then the order of
integration and summation can be interchanged. In other words, the series can be integrated term by
term.
We next study the eect of uniform convergence on dierentiability.
THEOREM 8J. Suppose that f
n
is a sequence of real valued functions dierentiable in a closed interval
[A, B]; in other words, dierentiable at every point in the open interval (A, B), right dierentiable at A
and left dierentiable at B. Suppose further that the sequence f
n
(x
0
) converges for some x
0
[A, B],
and that the sequence f
n
converges uniformly on [A, B]. Then the sequence f
n
converges uniformly on
[A, B], and the limit function f is dierentiable in [A, B]. Furthermore, for every x [A, B], we have
f
(x) = lim
n
f
n
(x).
Remark. The conclusion of Theorem 8J can be written in the form
lim
n
f
n
(x)
= lim
n
f
n
(x).
Theorem 8J then says essentially that if the sequence of functions satises some mild convergence prop-
erty and the sequence of derivatives converges uniformly on [A, B], then the order of dierentiation and
taking limits as n can be interchanged.
Proof of Theorem 8J. Suppose that f
n
g as n . Since the convergence is uniform in [A, B],
given any > 0, there exists N such that
sup
[A,B]
|f
n
(x) g(x)| <

4(1 + (B A))
whenever n N, (3)
so that
sup
[A,B]
|f
m
(x) f
n
(x)| <

2(1 + (B A))
whenever m > n N.
Suppose that
1
,
2
[A, B]. Applying the Mean value theorem to the function f
m
f
n
, we have
|(f
m
(
1
) f
n
(
1
)) (f
m
(
2
) f
n
(
2
))| = |
1
2
||f
m
() f
n
()|
< |
1
2
|

2(1 + (B A))
<

2
(4)
for some between
1
and
2
. On the other hand, since f
n
(x
0
) converges as n , there exists N
such that
|f
m
(x
0
) f
n
(x
0
)| <

4
whenever m > n N
.
It follows from (4), with
1
= x and
2
= x
0
, that
|f
m
(x) f
n
(x)| < |f
m
(x
0
) f
n
(x
0
)| +

2
<
3
4
whenever m > n max{N, N
},
and so it follows from the Principle of uniform convergence that f
n
(x) converges uniformly in [A, B].
Suppose that f
n
(x) f(x) as n . Let c [A, B] be xed. For every x [A, B], it follows from (4),
with
1
= x and
2
= c, that
f
m
(x) f
m
(c)
x c

f
n
(x) f
n
(c)
x c
<

2
whenever m > n N,
so that on letting m , we have
f(x) f(c)
x c

f
N
(x) f
N
(c)
x c
<

2
. (5)
Since f
N
is dierentiable at c, there exists > 0 such that
f
N
(x) f
N
(c)
x c
f
N
(c)
<

4
whenever 0 < |x c| < and x [A, B]. (6)
Combining (5), (6) and (3), we conclude that
f(x) f(c)
x c
g(c)
f(x) f(c)
x c

f
N
(x) f
N
(c)
x c
f
N
(x) f
N
(c)
x c
f
N
(c)
+|f
N
(c) g(c)| <
whenever 0 < |x c| < and x [A, B]. Hence
f
(c) = g(c) = lim

n
f
n
(c).
We immediately have the following corollary of Theorem 8J.
THEOREM 8K. Suppose that u
n
is a sequence of real valued functions dierentiable in a closed interval
[A, B]. Suppose further that the series
n=1
u
n
(x
0
)
converges for some x
0
[A, B], and that the series
n=1
u
n
(x)
converges uniformly on [A, B]. Then the series
n=1
u
n
(x)
converges uniformly on [A, B], and its sum s(x) is dierentiable in [A, B]. Furthermore, for every
x [A, B], we have
s
(x) =
n=1
u
n
(x).
Remark. The conclusion of Theorem 8K can be written in the form
n=1
u
n
(x)
n=1
u
n
(x).
Theorem 8K then says essentially that if the series of functions satises some mild convergence prop-
erty and the series of derivatives converges uniformly on [A, B], then the order of dierentiation and
summation can be interchanged.
8.4. Application to Power Series
Consider a power series in z C, of the form
n=0
a
n
z
n
, (7)
where a
n
C for every n N {0}. Recall Theorem 3Q, that if the power series (7) has radius of
convergence R and if 0 < r < R, then the series
n=0
|a
n
|r
n
converges. It follows from Weierstrasss M-test that the power series (7) converges uniformly on the set
{z C : |z| r}. Suppose now that |z
0
| < R. Then there exists r such that |z
0
| < r < R. It follows
from Theorem 8F that the power series is continuous at z
0
. We have therefore proved the following
result.
THEOREM 8L. Suppose that the power series (7) has radius of convergence R. Then for every r
satisfying 0 < r < R, the power series converges uniformly on the set {z C : |z| r}. Furthermore,
the sum of the power series is continuous on the set {z C : |z| < R}.
We next consider real power series.
THEOREM 8M. Suppose that the real power series
n=0
a
n
x
n
, (8)
where a
n
R for every n N{0}, converges in the interval (R, R) to a function f(x). Then f(x) is
dierentiable on (R, R), and
f
(x) =
n=1
na
n
x
n1
.
On the other hand, if |X| < R, then
X
0
f(x) dx =
n=0
a
n
n + 1
X
n+1
.
Proof. It is not dicult to see that the power series
n=1
na
n
x
n1
(9)
converges in the interval (R, R). It follows from Theorem 8L that the series (9) converges uniformly on
any closed subinterval of (R, R). The rst assertion follows from Theorem 8K. The second assertion
follows from Theorem 8H on noting that the power series converges uniformly on the closed interval with
endpoints 0 and X.
We conclude this chapter by establishing the following useful result.
THEOREM 8N. (ABELS THEOREM) Suppose that the real series
n=0
a
n
is convergent. Then
n=0
a
n
x
n
n=0
a
n
as x 1 .
Proof. It follows from Abels test that the series
n=0
a
n
x
n
converges uniformly on [0, 1]. Let s(x) be its sum. Then it follows from Theorem 8F that s(x) is
continuous on [0, 1]. In particular, we have s(x) s(1) as x 1.
1. For each of the following, prove that the sequence of functions converges pointwise on its domain of
denition as n , and determine whether the convergence is uniform on this set:
a) f
n
(x) =
nx
n +x
on [0, ) b) f
n
(x) =
nx
1 +n
2
x
2
on [0, )
c) f
n
(x) = x
n
(1 x) on [0, 1] d) f
n
(x) =
sinnx
nx
on (0, 1)
e) f
n
(x) = nxe
nx
2
on [0, 1]
2. Suppose that f
n
and g
n
are complex valued functions dened on a set X R. Suppose further that
f
n
(x) f(x) and g
n
(x) g(x) as n uniformly on X.
a) Prove that f
n
(x) +g
n
(x) f(x) +g(x) as n uniformly on X for any , C.
b) Is it necessarily true that f
n
(x)g
n
(x) f(x)g(x) as n uniformly on X? Justify your
assertion.
3. a) Suppose that f
n
(x) f(x) as n uniformly on each of the sets X
1
, . . . , X
k
in R. Prove that
f
n
(x) f(x) as n uniformly on the union X
1
. . . X
k
.
b) Give an example to show that the analogue for an innite collection of sets does not hold.
4. The series
n=1
u
n
(x) is uniformly convergent on a set S R.
a) Is the series necessarily absolutely convergent for every x S? Justify your assertion.
b) Is the series necessarily absolutely convergent for some x S? Justify your assertion.
5. Prove that the series
n=1
(1)
n
n(1 +x
2n
)
converges uniformly on R.
6. Suppose that
n=1
a
n
is a convergent real series.
a) Prove that the series
n=1
a
n
x
n
converges uniformly on [0, 1].
b) Prove that the series
n=1
a
n
n
x
converges uniformly on [0, ).
7. For every n N, let f
n
(x) = n
1
e
x/n
.
a) Show that f
n
(x) converges uniformly on (0, ).
b) Show that lim
n

0
f
n
(x) dx and
lim
n
f
n
(x)
dx both exist but are not equal.

8. For every n N, let f
n
(x) =
x
n
1 +x
2n
.
a) For what values of x R does f
n
(x) converge? Find the limit function f(x) for these values.
b) Prove that f
n
(x) converges uniformly on any interval [A, B] in R such that
(i) [A, B] (, 1); or
(ii) [A, B] (1, 1); or
(iii) [A, B] (1, ).
c) Can f
n
(x) converge uniformly on any interval I R such that 1 I? Justify your assertion.

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Fundamentals of Analysis

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FUNDAMENTALS OF ANALYSIS

c the unique positive real solution of the equation x

ODER THEOREM) Suppose that X and Y are sets.

as n . Then given any > 0, there exist N

| < whenever n > N

| < whenever n > N

} R. It follows that whenever n > N, we have

| is a non-negative constant less than any 2 > 0, so we must have |z

} R. It follows that whenever n > N, we have

< whenever M > N N

is a non-negative convergent sequence as N , in view of the Triangle inequality. It follows that

(a) and called the derivative of f(x) at x = a.

(a) = 0 for every a R.

(a) = 1 for every a R.

a for every positive a R.

(a) = cos a for every a R.

(a) = sina for every a R.

(a) = 1 for every positive a R and f

(a) = 1 for every negative a R. On the other hand,

(a) = 2a. It follows that

(x) as the derivative of the

(a) = (sina a cos a)/ sin

(b) as u b. Furthermore, since G(b) = g

(a) = 0. Then the inverse function x = g(y) is dierentiable at y = b, with

(a) = f(a) for every a R in this case.

(b) = 1 by Theorem 5E. It

(a) exists for every a (A, B). If

(c) = 0 for every c (A, B).

(c) = 0. Note, however, that f

(c) = 0. Note, however, that f

(a) exists for every a (A, B).

(a) exists for every a (A, B) and

(c) = 0. Note now

(a) exists for every a (A, B).

(a) exist for every a (A, B), and that g

(a) is non-zero for every a (A, B). Then there exists

(c) = 0. Note now that

(x) = 2x for every x R, the only stationary

(x) > 0 for every x < a in I and f

(x) < 0 for every x < a in I and f

(c) > 0 if x < a and f

(c) < 0 if x < a and f

(x) more closely.

(a) < 0, then the function f(x) has a local maximum at x = a.

(a) > 0, then the function f(x) has a local minimum at x = a.

(a)| whenever 0 < |x a| < ,

(x) > 0 for every x < a in I and f

(x) < 0 for

(x) = 12x 18 for every x R, so that f

(1) < 0 and f

(2) > 0. It follows that f(x) has a

(x), . . . are continuous in the closed interval [a, a + h]; and

, where R \ {0, 1, 2, 3, . . .}. Then f(x) has

(a) exists. Prove that

(x) exists for every real number x.

(x) is not continuous at x = 0.

(0) > 0, but there is no interval (A, A) in which g(x) is a

(x) > 0 for every x (0, ), and that f

(x) < 0 for every x (, 0).

(x) to prove that tanx > x for every x

(x) + kp(x) = 0 in the interval

(x) takes every

and are dissections of the interval [A, B], and that

) s(f, ) and S(f, ) S(f,