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ELEMENTARY REAL ANALYSIS

Second Edition (2008)

ThomsonBruckner2 Brian S. Thomson Judith B. Bruckner Andrew M. Bruckner

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Thomson*Bruckner*Bruckner

Elementary Real Analysis, 2nd Edition (2008)

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This version of Elementary Real Analysis, Second Edition, is a hypertexted pdf le, suitable for on-screen viewing. For a trade paperback copy of the text, with the same numbering of Theorems and Exercises (but with dierent page numbering), please visit our web site. Direct all correspondence to thomson@sfu.ca. For further information on this title and others in the series visit our website. There are pdf les of the texts freely available for download as well as instructions on how to order trade paperback copies.
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c This second edition is a corrected version of the text Elementary Real Analysis originally published by Prentice Hall (Pearson) in 2001. The authors retain the copyright and all commercial uses.
Original Citation: Elementary Real Analysis, Brian S. Thomson, Judith B. Bruckner, Andrew M. Bruckner. Prentice-Hall, 2001, xv 735 pp. [ISBN 0-13-019075-61]

Cover Design and Photography: David Sprecher

Date PDF le compiled: June 1, 2008

Trade Paperback published under ISBN 1-434841-61-8

Thomson*Bruckner*Bruckner

Elementary Real Analysis, 2nd Edition (2008)

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CONTENTS

PREFACE VOLUME ONE 1 PROPERTIES OF THE REAL NUMBERS 1.1 Introduction 1.2 The Real Number System 1.3 Algebraic Structure 1.4 Order Structure 1.5 Bounds 1.6 Sups and Infs 1.7 The Archimedean Property 1.8 Inductive Property of IN 1.9 The Rational Numbers Are Dense 1.10 The Metric Structure of R 1.11 Challenging Problems for Chapter 1

xvii 1 1 1 2 6 10 11 12 16 18 20 22 25 iii

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iv Notes

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27 29 29 31 33 37 41 47 49 52 60 66 72 78 84 87 95 98 103 103 105 112 114 120 122 123

2 SEQUENCES 2.1 Introduction 2.2 Sequences 2.2.1 Sequence Examples 2.3 Countable Sets 2.4 Convergence 2.5 Divergence 2.6 Boundedness Properties of Limits 2.7 Algebra of Limits 2.8 Order Properties of Limits 2.9 Monotone Convergence Criterion 2.10 Examples of Limits 2.11 Subsequences 2.12 Cauchy Convergence Criterion 2.13 Upper and Lower Limits 2.14 Challenging Problems for Chapter 2 Notes 3 INFINITE SUMS 3.1 Introduction 3.2 Finite Sums 3.3 Innite Unordered sums 3.3.1 Cauchy Criterion 3.4 Ordered Sums: Series 3.4.1 Properties 3.4.2 Special Series

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3.5 Criteria for Convergence 3.5.1 Boundedness Criterion 3.5.2 Cauchy Criterion 3.5.3 Absolute Convergence Tests for Convergence 3.6.1 Trivial Test 3.6.2 Direct Comparison Tests 3.6.3 Limit Comparison Tests 3.6.4 Ratio Comparison Test 3.6.5 dAlemberts Ratio Test 3.6.6 Cauchys Root Test 3.6.7 Cauchys Condensation Test 3.6.8 Integral Test 3.6.9 Kummers Tests 3.6.10 Raabes Ratio Test 3.6.11 Gausss Ratio Test 3.6.12 Alternating Series Test 3.6.13 Dirichlets Test 3.6.14 Abels Test Rearrangements 3.7.1 Unconditional Convergence 3.7.2 Conditional Convergence 3.7.3 Comparison of ai and iIN ai i=1 Products of Series 3.8.1 Products of Absolutely Convergent Series 3.8.2 Products of Nonabsolutely Convergent Series Summability Methods

v 132 132 133 135 139 140 140 143 145 146 149 150 152 154 157 158 162 163 165 172 174 176 177 181 184 186 189

3.6

3.7

3.8

3.9

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3.9.1 Ces`ros Method a 3.9.2 Abels Method 3.10 More on Innite Sums 3.11 Innite Products 3.12 Challenging Problems for Chapter 3 Notes 190 192 197 200 206 211 217 217 218 219 221 222 223 226 227 228 236 239 241 243 245 247 252 255 257 260

4 SETS OF REAL NUMBERS 4.1 Introduction 4.2 Points 4.2.1 Interior Points 4.2.2 Isolated Points 4.2.3 Points of Accumulation 4.2.4 Boundary Points 4.3 Sets 4.3.1 Closed Sets 4.3.2 Open Sets 4.4 Elementary Topology 4.5 Compactness Arguments 4.5.1 Bolzano-Weierstrass Property 4.5.2 Cantors Intersection Property 4.5.3 Cousins Property 4.5.4 Heine-Borel Property 4.5.5 Compact Sets 4.6 Countable Sets 4.7 Challenging Problems for Chapter 4 Notes

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5 CONTINUOUS FUNCTIONS 5.1 Introduction to Limits 5.1.1 Limits (- Denition) 5.1.2 Limits (Sequential Denition) 5.1.3 Limits (Mapping Denition) 5.1.4 One-Sided Limits 5.1.5 Innite Limits 5.2 Properties of Limits 5.2.1 Uniqueness of Limits 5.2.2 Boundedness of Limits 5.2.3 Algebra of Limits 5.2.4 Order Properties 5.2.5 Composition of Functions 5.2.6 Examples 5.3 Limits Superior and Inferior 5.4 Continuity 5.4.1 How to Dene Continuity 5.4.2 Continuity at a Point 5.4.3 Continuity at an Arbitrary Point 5.4.4 Continuity on a Set 5.5 Properties of Continuous Functions 5.6 Uniform Continuity 5.7 Extremal Properties 5.8 Darboux Property 5.9 Points of Discontinuity 5.9.1 Types of Discontinuity 5.9.2 Monotonic Functions

vii 263 263 264 269 272 274 276 279 279 280 282 286 291 294 302 305 305 309 313 316 320 321 326 328 330 331 333

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338 340 342 351 351 351 354 356 357 359 361 363 363 367 369 372 372 375 377 378 382 385 392 393 396 396

5.9.3 How Many Points of Discontinuity? 5.10 Challenging Problems for Chapter 5 Notes 6 MORE ON CONTINUOUS FUNCTIONS AND SETS 6.1 Introduction 6.2 Dense Sets 6.3 Nowhere Dense Sets 6.4 The Baire Category Theorem 6.4.1 A Two-Player Game 6.4.2 The Baire Category Theorem 6.4.3 Uniform Boundedness 6.5 Cantor Sets 6.5.1 Construction of the Cantor Ternary Set 6.5.2 An Arithmetic Construction of K 6.5.3 The Cantor Function 6.6 Borel Sets 6.6.1 Sets of Type G 6.6.2 Sets of Type F 6.7 Oscillation and Continuity 6.7.1 Oscillation of a Function 6.7.2 The Set of Continuity Points 6.8 Sets of Measure Zero 6.9 Challenging Problems for Chapter 6 Notes 7 DIFFERENTIATION 7.1 Introduction

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7.2 The Derivative 7.2.1 Denition of the Derivative 7.2.2 Dierentiability and Continuity 7.2.3 The Derivative as a Magnication 7.3 Computations of Derivatives 7.3.1 Algebraic Rules 7.3.2 The Chain Rule 7.3.3 Inverse Functions 7.3.4 The Power Rule 7.4 Continuity of the Derivative? 7.5 Local Extrema 7.6 Mean Value Theorem 7.6.1 Rolles Theorem 7.6.2 Mean Value Theorem 7.6.3 Cauchys Mean Value Theorem 7.7 Monotonicity 7.8 Dini Derivates 7.9 The Darboux Property of the Derivative 7.10 Convexity 7.11 LHpitals Rule o 0 7.11.1 LHpitals Rule: 0 Form o 7.11.2 LHpitals Rule as x o 7.11.3 LHpitals Rule: Form o 7.12 Taylor Polynomials 7.13 Challenging Problems for Chapter 7 Notes THE INTEGRAL

ix 396 398 403 405 407 407 411 416 418 421 423 427 427 429 433 435 438 444 448 454 457 460 462 466 471 475 485

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x 8.1 8.2

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Introduction Cauchys First Method 8.2.1 Scope of Cauchys First Method 8.3 Properties of the Integral 8.4 Cauchys Second Method 8.5 Cauchys Second Method (Continued) 8.6 The Riemann Integral 8.6.1 Some Examples 8.6.2 Riemanns Criteria 8.6.3 Lebesgues Criterion 8.6.4 What Functions Are Riemann Integrable? 8.7 Properties of the Riemann Integral 8.8 The Improper Riemann Integral 8.9 More on the Fundamental Theorem of Calculus 8.10 Challenging Problems for Chapter 8 Notes 485 489 492 496 503 507 510 512 514 517 520 523 528 530 533 534 536 537 537 539 547 550 553 555 564 565

VOLUME TWO 9 SEQUENCES AND SERIES OF FUNCTIONS 9.1 Introduction 9.2 Pointwise Limits 9.3 Uniform Limits 9.3.1 The Cauchy Criterion 9.3.2 Weierstrass M -Test 9.3.3 Abels Test for Uniform Convergence 9.4 Uniform Convergence and Continuity 9.4.1 Dinis Theorem

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Elementary Real Analysis, 2nd Edition (2008)

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9.5 Uniform Convergence and the Integral 9.5.1 Sequences of Continuous Functions 9.5.2 Sequences of Riemann Integrable Functions 9.5.3 Sequences of Improper Integrals 9.6 Uniform Convergence and Derivatives 9.6.1 Limits of Discontinuous Derivatives 9.7 Pompeius Function 9.8 Continuity and Pointwise Limits 9.9 Challenging Problems for Chapter 9 Notes

xi 569 569 571 575 578 580 583 586 590 591 593 593 594 602 605 606 607 608 612 615 617 620 623 625 628 629 630

10 POWER SERIES 10.1 Introduction 10.2 Power Series: Convergence 10.3 Uniform Convergence 10.4 Functions Represented by Power Series 10.4.1 Continuity of Power Series 10.4.2 Integration of Power Series 10.4.3 Dierentiation of Power Series 10.4.4 Power Series Representations 10.5 The Taylor Series 10.5.1 Representing a Function by a Taylor Series 10.5.2 Analytic Functions 10.6 Products of Power Series 10.6.1 Quotients of Power Series 10.7 Composition of Power Series 10.8 Trigonometric Series 10.8.1 Uniform Convergence of Trigonometric Series

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10.8.2 Fourier Series 10.8.3 Convergence of Fourier Series 10.8.4 Weierstrass Approximation Theorem Notes 631 633 638 640 644 644 647 652 656 661 662 664 668 668 671 674 676 679 681 682 685 688 688 689 690 694

11 THE EUCLIDEAN SPACES RN 11.1 The Algebraic Structure of Rn 11.2 The Metric Structure of Rn 11.3 Elementary Topology of Rn 11.4 Sequences in Rn 11.5 Functions and Mappings 11.5.1 Functions from Rn R 11.5.2 Functions from Rn Rm 11.6 Limits of Functions from Rn Rm 11.6.1 Denition 11.6.2 Coordinate-Wise Convergence 11.6.3 Algebraic Properties 11.7 Continuity of Functions from Rn to Rm 11.8 Compact Sets in Rn 11.9 Continuous Functions on Compact Sets 11.10 Additional Remarks Notes 12 DIFFERENTIATION ON RN 12.1 Introduction 12.2 Partial and Directional Derivatives 12.2.1 Partial Derivatives 12.2.2 Directional Derivatives

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12.2.3 Cross Partials Integrals Depending on a Parameter Dierentiable Functions 12.4.1 Approximation by Linear Functions 12.4.2 Denition of Dierentiability 12.4.3 Dierentiability and Continuity 12.4.4 Directional Derivatives 12.4.5 An Example 12.4.6 Sucient Conditions for Dierentiability 12.4.7 The Dierential Chain Rules 12.5.1 Preliminary Discussion 12.5.2 Informal Proof of a Chain Rule 12.5.3 Notation of Chain Rules 12.5.4 Proofs of Chain Rules (I) 12.5.5 Mean Value Theorem 12.5.6 Proofs of Chain Rules (II) 12.5.7 Higher Derivatives Implicit Function Theorems 12.6.1 One-Variable Case 12.6.2 Several-Variable Case 12.6.3 Simultaneous Equations 12.6.4 Inverse Function Theorem Functions From R Rm Functions From Rn Rm 12.8.1 Review of Dierentials and Derivatives 12.8.2 Denition of the Derivative

xiii 696 702 708 708 710 716 717 720 722 725 728 729 733 735 738 740 742 744 748 750 753 759 765 768 773 773 777

12.3 12.4

12.5

12.6

12.7 12.8

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779 783 786 790 794 794 797 803 803 806 810 816 826 828 834 842 846 850 851 853 854 854 858 868 872 873 874

12.8.3 Jacobians 12.8.4 Chain Rules 12.8.5 Proof of Chain Rule Notes 13 METRIC SPACES 13.1 Introduction 13.2 Metric SpacesSpecic Examples 13.3 Additional Examples 13.3.1 Sequence Spaces 13.3.2 Function Spaces 13.4 Convergence 13.5 Sets in a Metric Space 13.6 Functions 13.6.1 Continuity 13.6.2 Homeomorphisms 13.6.3 Isometries 13.7 Separable Spaces 13.8 Complete Spaces 13.8.1 Completeness Proofs 13.8.2 Subspaces of a Complete Space 13.8.3 Cantor Intersection Property 13.8.4 Completion of a Metric Space 13.9 Contraction Maps 13.10 Applications of Contraction Maps (I) 13.11 Applications of Contraction Maps (II) 13.11.1 Systems of Equations (Example 13.79 Revisited) 13.11.2 Innite Systems (Example 13.80 revisited)

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13.11.3 Integral Equations (Example 13.81 revisited) 13.11.4 Picards Theorem (Example 13.82 revisited) 13.12 Compactness 13.12.1 The Bolzano-Weierstrass Property 13.12.2 Continuous Functions on Compact Sets 13.12.3 The Heine-Borel Property 13.12.4 Total Boundedness 13.12.5 Compact Sets in C[a, b] 13.12.6 Peanos Theorem 13.13 Baire Category Theorem 13.13.1 Nowhere Dense Sets 13.13.2 The Baire Category Theorem 13.14 Applications of the Baire Category Theorem 13.14.1 Functions Whose Graphs Cross No Lines 13.14.2 Nowhere Monotonic Functions 13.14.3 Continuous Nowhere Dierentiable Functions 13.14.4 Cantor Sets 13.15 Challenging Problems for Chapter 13 Notes VOLUME ONE A APPENDIX: BACKGROUND A.1 Should I Read This Chapter? A.2 Notation A.2.1 Set Notation A.2.2 Function Notation A.3 What Is Analysis?

xv 877 878 882 883 887 889 892 895 901 906 906 911 914 915 919 920 921 924 928 A-1 A-1 A-1 A-1 A-1 A-5 A-13

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xvi A.4 Why Proofs? A.5 Indirect Proof A.6 Contraposition A.7 Counterexamples A.8 Induction A.9 Quantiers Notes SUBJECT INDEX

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A-13 A-15 A-17 A-18 A-19 A-23 A-25 A-28

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Elementary Real Analysis, 2nd Edition (2008)