Hans Sagan North Carolina State University Advanced Calculus of Real-Valued Functions of a Real Variable and Vector-Valued Functions of a Vector Variable Houghton Mifflin Company - Boston Atlanta » Dallas - Geneva, Illinois Hopewell, New Jersey « Palo Alto - LondonNumbers 1 1.1. Set Language—A Mathematical Shorthand This section is devoted to a discussion of certain abstract concepts, namely sets, and some manipulations with these concepts, namely the elementary set op- erations. It is not intended as an introduction to set theory. It merely serves to introduce some terminology, the language of sets, that will prove to be helpful in our studies. A command of this language is not absolutely essential for a study of analysis but is of considerable assistance in such a study, as it provides for short and concise formulations as well as for an abstract structure for argu- ments which will occur repeatedly in the study of analysis. Such arguments would be awkward and overburdened with imprecise and excessive verbiage were it not for the language of sets. We shall take a naive approach and say, in the spirit of Georg Cantor,+ that a set is a collection of well-distinguished objects of our conception or imagination. (We note that this idea of a set, when carried too far, leads to grave difficulties, as we shall point out in section 3.) The collection of coins in your pocket is a set—it may be the empty set. Definition 1.1 The empty set @ is the set which contains no elements. The collection of all matter in the universe is a set—for those who are material- istically inclined, this may well be the universal set. The universal set is the set of all objects that are under consideration in a specific investigation. For a number theorist the universal set may be the set of all integers; for an analyst, the universal set may be the set of all real numbers, or the set of all functions; for a geometer, the universal set may be the set of all points on a line, or the set of all lines in a plane, or what have you. + Georg Cantor, 1845-1918,2 Chapter 1 Numbers In this and the next four sections, we shall discuss a variety of examples in order to illustrate the new concepts that are being introduced. To make these examples sufficiently interesting and to provide for enough variety, we shall assume, for the time being, that the reader has some intuitive notion of the real- number system, functions, graphs, coordinate systems, and other basic ideas. The concepts and operations which we are about to introduce do not, however, depend on the knowledge of, or even on the existence of these notions. In due course, we shall establish a sound foundation for the real-number system and the attendant concepts. We use capital letters A, B, C, X, Y, Z, etc., to denote sets and lower-case letters a, b, c, x, y, Z, etc., to denote elements of sets. If a is an element of A, we write acd and if a is not an element of A, a¢A. With the understanding that N denotes the set of all natural numbers (positive integers), we describe the set A that contains the elements 2, 3, 4, 5 as follows: (1.1) A={xeEN|1 1}, and if F is defined as in (1.6), c(F) =R\F ={xe R[x? >0}=R. We note that the sets 4, E, O in (1.1), (1.2), and (1.3) are contained in the set N; that the sets 3, 3 in (1.4) and (1.5) are contained in R; that E and O when com- bined yield N; and that E and O have no common elements. We shall introduce some more set language that will enable us to make these statements crisp and precise: Definition 1.3 X is a subset of Y (X is contained in Y) xXxoY means that if xe X, then xe Y. Y is a superset of X if and only if X is a subset of Y. X is a proper subset of Y (X is properly contained in Y) xey4 Chapter 1 Numbers means that X is a subset of Y and there exists at least one element ye Y such that y ¢ X. Y is a proper superset of X if and only if X is a proper subset of Y. The sets X and Y are equal, X=yY, means that YS Yand Yc X. We have, for the sets in (1.1) to (1.6) and N and R, that AGN, EcN, OcN, NEN, JeJcR, Fed, RER, and, of course, We adopt the convention that (1.7) Bex for all sets X. (See also exercise 1.) Definition 1.4 (Set Union and Intersection) The union of XY and Y (in symbols: X u Y) is the set XU Y= {x|xeX or xe ¥}. (Note that “or” is not exclusive, i.e., x may be in X as well as in Y.) The intersection of X and Y (in symbols: X 7 Y) is the set Xo Y= {x|xeX and xe Y}. We have, for the sets in (1.1) to (1.5), that AuUcA)=N, EUO=N, EnNO=Q, Jut=s, InNF=3. We have, directly from the definition of a set complement and from definition 1.4 that, for every set X, XuUdX)=U, XadX)=o where U denotes the universal set. We call two sets X and Y disjoint if and only if Xn Y=. In order to simplify our notation, we shall employ special symbols for certain subsets of the set R of real numbers, the so-called intervals: {xe Rlaa} = [a, 0), {xeR|x , that is, ¥, © X}. Then show the converse: if y € X>, then y € X;, that is, Y, © X,. Prove: (a) e(c(A)) =A (b) XUU=U () XnU=X @) Xug=x © X0S=o Prove: (a) XEXUYYeNXuY (bt) XO YEXXAYSY Given U = N (natural numbers), A = E (even numbers), B = {1, 3, 5, 6, 8}, C= (2, 6, 10, 14}. Find: (cA) U BAC The set operations have a simple and compelling representation, as in- dicated in Fig. 1.2. Such a figure is called a Venn diagram. Draw Venn dia- grams for the following set operations: (a) (AUB)AC (b) (AN BUC () AUB (d) AU cB) AUB ANB Fig. 1.26 Chapter 1 Numbers 6. Prove: (a) AUB=BUA; ANB=BOA (bt) (AU B)UC=AU(BUC); (AN B)NC=AN(BNO) () An(BUC)=(ANB)U(ANC); AU(BAC) =(AUB)n(AuO) 7. Prove: A\B = An c(B) 8. Prove: (A U B)\C =(A\C)U(B\C); and (An B)\C =(A\C) 9 (B\C). 9. Prove: (a) If AN B=Q, then A\B=A; — (b) If A SB, then A\B=Q; (©) If A\B=Q, then ASB. 1.2 Generalized Unions and Intersections; DeMorgan’s Law If J denotes a given set (finite or infinite) and if with each j € J there is associated a set X;, we can generalize the operation of union and intersection as follows: (2.1) UX) = (xlxe X, for some je J} is and ’ (2.2) (VX) =flxeX, forall jet. jeu In such context, J is referred to as an index set. Note that the union is the set of all elements that are contained in at least one of the sets and that the intersection is the set of all elements that are contained in all the sets. Let ¥, = {x €R|a/2 Jj}. Find: UX; and) X;. JEN jen 3. Let 3, = {xe R|0 (a) by DeMorgan’s law, (b) by direct analysis. Prove: If 4 & B, then c(B) < c(A). Prove: A\(BU C) =(A\B) A (A\C); A\(Ba C) = (A\B) v (A\C). Generalize the result of exercise 7 to the following: For a given index set J, 4\U% = (\A\8). 4\ne = Ua\s). 9. Prove: An B= A\(A\B). Pn 1.3 The Russell Paradox* Bertrand Russell,t in his examination of the foundations of mathematics, found them to be quite shaky. The following example, due to him, has led to a thorough reexamination of these foundations. *This section is optional and may be skipped without loss of continuity. +tBertrand Russell, 1872-1970.8 Chapter 1 Numbers One would not expect a respectable set to contain itself as an element. Accord- ingly. we shall call sets that do not contain themselves as elements respectable sets. Respectable sets are certainly objects of our imagination, if not conception We consider the set of all respectable sets and call it B. /s B a respectable set? Suppose that B is respectable, Since B is respectable and is the set of aif respect- able sets, it has to contain itself as an element. Hence, B cannot be respectable Suppose that 8 is not respectable. A set that is not respectable has to contain itself as an element (otherwise it would be respectable). As the set of all respect- able sets, being itself an element, 8 has to be respectable. A situation in which an object (of our conception or imagination) has a certain property if it does not have that property and vice versa, is called a paradox. Clearly, a set B such as we have attempted to construct here cannot exist, because its existence would lead to a paradox which is logically unaccept- able. The lesson we learn from this experience is that in the construction of sets one has to proceed with the utmost care. We have, in the construction of B, abused the concept of sets by stretching it beyond its capacity. There are some escape routes from this dilemma. One could attach safeguards to a suitably worded definition of the concept of a set, or, better still, define the concept of set not explicitly at all but rather with respect to its properties and behavior under the various set operations. The latter approach, the so-called axiomatic approach, is the one most widely followed and the one that provides the most comfort to mathematicians We wish to emphasize that we shall not encounter any difficulties in our treat- ment because the simple sets which we shall consider behave in an acceptable manner under the elementary set operations. 1.3. Exercises 1. Show that the set of all sets that can be defined with less than 20 words is not a respectable set. 2. Take a blank page and inscribe the following statement on that page: “The only statement on this page is false.” Is this a true statement? A false statement? 3. Definition. The village barber is the only man living in the village who shaves all men in the village who do not shave themselves. Does the village barber shave himself? Does he not shave himself? 4. Find a common feature of the Russell paradox, exercise 2, and exercise 3. 1.4 Cartesian Products and Functions Although we shall not deal with specific functions for some time to come, it is useful to have this concept, some of its properties, and the technical language associated with it at our disposal in our discussion of the real-number system in sections 6 to 12. The notation of a function is based on the concept of the Cartesian product:1.4 Cartesian Products and Functions 9 Definition 4.1 The Cartesian} product X x Y of two nonempty sets X and Y is the set of all ordered pairs (x,y), where x € X, y € Y: Xx Y=((x yilve X ye ¥}. ((x, 3) is called an ordered pair whenever (x,) = (u,t) if and only if x =u, y =v. Note that, in particular, (x,") = (1.x) if and only if x = y.) a Example 7 Let 4 = {1,2,3}, B = {1,3,5,7}. Then, AxB = {1 D1. 3) (1 9), (1. 2), (2, 1), (2, 3), (2. 5), (2, 7), (3. Ds (3, 3), 3, 5), 3, D} and BxA = {(1, 1), (1,2). (1, 3), 3, 1), (3, 2),(3, 3), (5, 1), (5, 2). (5, 3), (7, 1), (7, 2), (7, 3) }- Note that A x BA Bx A. a Example 2 Let R denote the set of all real numbers. Then R x R = {(x, »)|xeR, ye R} is the set of all ordered pairs of real numbers. If one interprets (x, y) as the Cartesian coordinates of a point in the plane, then R x R may be viewed as the set of all points in a nvo-dimensional plane R?. We may consider subsets of Cartesian products, such as (4.1) f= f(xy eR x Rly =3x?,xe R} The representation of this set as a set of points in a two-dimensional plane R? is called the graph of f. (See Fig. 4.1.) i, y) ERX Riv s x2} Fig. 4.1 + Cartesius is the Latinized pen name of René Descartes, 1596-1650.10 Chapter 1 Numbers fx ye RX Rix? ty? = 1) Fig. 4.2 The graph of (4.2) G = {(x,y)eR x R[x? +9? = 1} is given in Fig. 4.2. We have, for the sets 4, B in example 1, that A CR, BCR. Hence, A x B R by I forx#1,x#—-1, SO) = hv 0 forx = +1. (Note that the square-root operation is defined by \/a? = |a| for all ae R—the “ positive” square root.)4 Chapter 1 Numbers (a) Verify that fis a function. (b) What is the supply set of f and what is the range of f? (c) Is fonto R? (d) Is fone-to-one on [—1,1]? 2. For the function in exercise 1, find the following sets: {fOlxe 10,1}; {fO)|xe [-1,0]}; {f@) xe [= 1,0) vO, 1]}. 3. State a sufficient condition on ag, a,,@),a3 for the function / in example 7 to be one-to-one on R. 4. Same as in exercise 3, so that the range of / consists of one element only. 5. Given ae R and f: RR by f(x) =ax. Under what condition on a is f onto R? 6. Givena function f: N > R by f(k) = a,. Such a function is called a sequence. Show: If a, Y,D¢ X, is such that {(y,x)|(x.y) ef} is a function with domain Rc Y, then f= (Oi Gy efye R} is called the inverse function of f on R, and f is called invertible on R. In this case, f-: R>X.1.5 The Inverse Function 15 We shall show first that, for a function to be invertible on its target set Y, it is necessary and sufficient that the function be one-to-one and onto. A criterion for invertibility on a suitable subset of the target set will then follow easily. A function f which is one-to-one from D onto Y, fo“sy is called a bijective map. (A map that is surjective and injective is bijective.) We shall henceforth employ the symbol fiDeY to indicate that the function is one-to-one on D and onto Y rather than the bulky notation onto SDs y, Theorem 5.1 Let X, ¥ denote nonempty sets and let D © X,D # @. The function f:D—> ¥ is invertible on Y if and only iff: Y. In this case, the inverse function (1) ST =OD& NES} Y > X exists. Proof (a) Clearly, f~' € Y x X; since f # @, we see that f~' # . Since f is one-to- one, we have, from definition 4.4, that (x,,y), (x2,)) €f implies x, = x). Hence, (x1), Q.x2) €f7! implies x, = x2; that is, f~" is a function. Since f is onto Y, we have, for all ye Y, an xD such that (x,y) ef. Hence, for all ye Y, there is an xD such that (y,x) €f~'; that is, Y is the domain of f~}. (b) Suppose that (5.1) represents a function from Y into X. Then, for all ye Y, there is an xX such that (y,x)¢f~'; that is, (x.y) efi Hence, f is onto Y. Since f~! is a function, (y,x1), (¥.x2)€f7! implies x, =x. Hence, (x1. (2.3) € fimplies x, = x2; that is, fis one-to-one on D. By the definition of range, /: “+ R(f). Hence if f:D ——+ ¥, then f: Do K(f), and we have: Corollary to Theorem 5.1 Iff:D ——+ ¥ where De X, then fis invertible on its range R(f) and the in- verse function f~!: R({) > X exists. (See also exercise 12.) So we see that every one-to-one function is invertible on its range. The range of f becomes the domain of the inverse function f~’, the target set of f becomes the supply set of f~!, the domain of f becomes the range of f~', and the supply set of f becomes the target set of f~*.16 Chapter 1 Numbers a Example 1 Let 1:R > R be given by I(x) = ax, a # 0. / is one-to-one on R and onto R, and hence, is invertible. The inverse function 17! :R > R is given by!” *(y) = (I/a)y. Theorem 5.2 If f:D— Y is invertible on RY, then f7?: ROD, Proof Let x € D. Then (x,f(x)) €f and therefore, (f(x), x) €f~'. Hence f~! is onto D. If (1,2), 02,4) Ef 1, then (x, ¥1), (92) Ef. Since f is a function, y; = y2. Hence f~! is one-to-one. Throughout this book we shall make liberal use of the elementary transcen- dental functions (exponential function, logarithm, and the trigonometric functions and their inverses) and their basic properties in examples and exercises. We make the necessary assumption that the reader has acquired a working knowledge of these functions in a calculus course. Our informal use of these functions does not prejudice the rigorous definitions of these functions which we shall give in section 4.52 (logarithm) and sections 14.142 (exponential function) and 14.143 (trigonometric functions and their inverses). The next example deals with the exponential function and the logarithm, for the purpose of illustrating definition 5.1 and the corollary to Theorem 5.1.1.5 The Inverse Function W7 a Example 2 The exponential function E: RR is given by E(x) =e*. The reader knows from calculus that the exponential function assumes all positive real values. Hence, the range of E is R* where R* = (0, 0) denotes the set of positive real numbers. Each such value is assumed for one and only one real x. Hence, E is one-to-one. (See Fig. 5.1.) Since E: R> R* is onto and one-to-one, E~! exists and E~!:R* oR. The inverse function of the exponential function is the natural logarithm: E~"(y) = log y. In example 1, we have for all xeR I") and 1 1G) = aly) = a7 y =y forall yeR. Similarly, we have in example 2, E7"(E(x)) = log E(x) = loge* =x forallxeR and E(E“"(y)) =e& ' = el? =y forall yeR*. In general: Theorem 5.3 If f: D+ Y is invertible on RY, then (52) FY) =x forallxeD and f(f-'Q)) =y forall ye R. Furthermore, f~!: R + X is the only function with this property. Proof For all xe, there is a ye Y such that y=/(x) and x =f7'(y). Hence, S'@) =f 71) =x. For all ye R, there is an xe X such that x =f~'(y) and y = f(x). Hence SEO) = fC) = Suppose there is another function g: R + X with the property (5.2): (53) gf) =x forallxeD and f(g(y))=y forall ye R. We obtain from (5.2) and (5.3) that I) = 9 FF *0)) =f7'Q)_ for all ye R,18 Chapter 1 Numbers that is, g=/f~! and we see that f~! is indeed the only function with the property (5.2). The exponential function is ssrictly increasing. Such functions are always invertible. Definition 5.2 S:D—>R, where D € R, is called strictly increasing (decreasing) if and only if x1

f(a). Theorem 5.4 Iff: D> R, where D ¢ R, is strictly increasing (decreasing), then f~!: R(f) > R exists and is strictly increasing (decreasing). Proof (We formulate the proof for strictly increasing functions only. The proof for strictly decreasing functions is analogous.) Tf (41,9), (ea, 9) Ef, then f(x,) = f(x2). If x; A x2, then xy x). Hence, f(x.) f(x2), contrary to our assumption. Hence, (1, ¥), (259) €f implies that x, = x2, that is, f is one-to-one on D. By the Corollary to Theorem 5.1, f~! exists on R(/). If yy < yz where yy, y2 € R(f) and f-"(y,) >f-"(2), then, with yy, = f(x), ¥2 =f (%2), we have x, > xz while f(x,) O, defined by f(x) =2x-1 is one-to-one and onto. Hence, N ~ O. 1.5 Exercises 1. Given f:R* > R by f(x) =x’. Show that f:R* +R* and find f~*(y). 2. Given f:R* > R by f(x) = 1/x. Show that f:R* oR* and find f~'(y).20 Chapter 1 Numbers » Given f:R > R by f(x) = x°. Show that f: ROR and find f~'(y). 4. Given f:R—R by f(x) =x? —x. Find three subsets D,,D,,D; of R such that D, UD, U9; =R, 0,0 D,=@ for i#k, and such that f:9; Sarak R,i=1,2,3. 5. Given the sets A = {0,1,2}, B = {—5, —7, —9}. Find three different func- tions fi.fr,fy such that f,: Ao B for i = 1,2,3. 6. Let A,B denote finite sets. Prove: A ~ B if and only if A and B have the same number of elements. 7. Show that R* ~ R™ where R™ denotes the set of negative real numbers. 8. Prove: (a) A ~ A; (b) If A~ B then B~ A; (c) If A~ B, B~C, then An~C. 9. Given the sets (0, 1) and R*. Show that (0,1) ~ R*. 10. Show that (0,1) ~ R. Il. Let f:D—Y where DCX. Show: If D, <9, if fy,(x) = f(x) for all xeD, and fin, D, + Y, then fy, the restriction of f to D,, is in- vertible on {f(x)| x € D,}. (See also exercise 9, section 1.4.) 1.6 The Field of Rational Numbers Leopold Kroneckert said that God created the natural numbers and that every- thing else is the work of man. Be that as it may, we shall take the natural numbers for granted and take it from there. We denote the set of all natural numbers by N: N = {1,2,3,...}. We know that the sum and the product of natural numbers are again natural numbers: ifa,beN, thena+b,a-beN; and that addition and multiplication are commutative: a+b=b+ta, a-b=b-a; associative: (a+b) +c =a+(b + 0), (ab)c = albe); and distributive: a(b +c) = ab + ac. Subtraction, the inverse operation to addition, cannot be carried out freely within N (e.g., 5 — 7 is not a natural number). In order to free ourselves from any restrictions, we adjoin new elements to N, namely 0 and the negative integers, and thus arrive at the set of all integers Z: Z = (0,1, —1,2, —2,3, —3,...}. + Leopold Kronecker, 1823-1891.1.6 The Field of Rational Numbers 21 We require that addition and multiplication within Z be governed by the commutative, associative, and distributive laws and, guided by experience, we impose the following rules on subtraction: 0 is the only element such that a+0=a forallaeZ and for each aé Z there is a unique element (—a) in Z such that a+(-a)=0. (We refer to 0 as the additive identity in Z and to (—a) as the additive inverse of a.) The system Z which we have obtained is closed under addition, multiplication, and subtraction; i.e., these operations can be carried out freely within Z and will always result in an element from Z. Division, the inverse operation to multiplication, cannot be carried out freely in Z. (While 6/— 2 = —3€Z, 7/2 ¢Z.) Again, we adjoin new elements to Z, namely, all the results than can be obtained from carrying out the four elemen- tary operations with elements from Z except for division by 0. This leads to the set of rational numbers Q: m o- {2 n where (m,n) = 1 means that m,n are relatively prime (have no common factor other than | and —1), We require that all the rules which we have imposed up to now govern the operations in Q. This is the case if we define addition and multiplication of fractions in the customary manner by m,/n, + m,/n, = a/b, meZ.nenc(onn)=t where ann, = b(n + ym) and (a,b) = 1, and by (m,/n,) + (m3/n3) = eld, where cnyn, = dm,m, and (c,d) = |. Then, 1 is the only element in Q for which a-l=1-a=a forallaeQ, and for all ae Q, a #0, there is a unique (I/a) € Q such that (We call 1 the multiplicative identity in Q and (1/a) the multiplicative inverse of a.) Q is closed under the four elementary operations of addition, multiplication, subtraction, and division; i.e., these operations can be carried out freely within Q (except division by 0) without ever arriving at a result that is not in Q. A collection of elements with this property is called a field: Definition 6.1 A set F of elements, denoted by a,b,c,..., is called a field if and only if two operations, called addition (+) and multiplication (+), are defined such that 1. IfabeF, thena+b,a-beF; 2. a+b=b+a,a+b=b-a for alla,beF;22 Chapter 1. Numbers io (a+b)+ce=a+(b+0), (a+b)+c=a+(b+c) for allab,ceF; a‘(b+c)=a+bh+are, forall a,b,ceF; 5. There is a unique additive identity in F, call it 0, such that cal a+0=a forallaeF; 6. Each ae F has a unique additive inverse in F, call it (—a), such that a+(-a)= 7. There is a unique multiplicative identity in F different from the additive identity, call it 1, such that a-l=a forallaeF; 8. Each ae F,a #0, has a unique multiplicative inverse in F, call it (1/a), such that Examples of fields abound in mathematics. We have seen that Q is a field and is, as a matter of fact, the “smallest” field that contains N as a subset. Many more examples of fields are treated in exercises 2, 3, 5,6, and 7. The rules of arithmetic which we are accustomed to can all be derived from the field axioms (1) to (8). This task is to be carried out in exercises 8 through 12. Henceforth we shall adopt the standard convention of writing ab for a: 6. 1.6 Exercises 1. Show that ,/2 is not a rational number. 2. Show that the set Q(,/2) = {a + \/26 | a,b € Q} is a field. (Addition and multiplication are defined in the usual manner.) 3. Show that the set Q(/) = {x + iy | x,y €Q.i = —1) isa field if addition and multiplication are defined by: X +x2 +i + ¥2), XX — YiV2 + i y2 + X2I1)- (x1 + iy) + G2 + ty2) (x1 + Hy)Q2 + 12) 4. Show that /p, where p is a prime number, is not a rational number. 5. Show that Q(\/p) = {a + \/pb| a,b € Q} is a field if p is a given prime number. 6. Show that the set L = {0,1} is a field, if addition and multiplication are defined by: +|0 1 0 1 0|0 1 0} 0 0 Vy 0 1}0 11.7 Ordered Fields 23 7. Same as in exercise 6 for M = {0, — 1,1} with + o -il 1 0 -l 1 0 0 -1 1 0/0 oO 0 -I]-l 1 0 -1)0 1-1 1 0 -l 0-1 1 8. Derive the following rules from the field axioms (1) to (8): (a) (a+ bc =ac + be, a,b,c eF. (b) Ifa+x=a,aeF, then x =0. () Ifa+b=0,4,beF, then a = (d) If ab =1,a,beF,a#0, then b Ifa. () a-0= (f) (-Da=-a (g) -(@@+b)=-a-b (hy -(-I=1 OO -D-D= 9. Use the field axioms, and whatever results of exercise 8 prove useful, to show that each of the equations at+x=b and cx=d, where a, b,c,de€ F, and c # 0, has a unique solution. 10. Use the field axioms, and whatever results from exercises 8 and 9 prove useful, to show that: (a) IfaeF,a#0, then a = I/(I/a). (b) If ab =0, a,beF, then a =0 or b =0. (co) (=a)(—6) =ab for all a,b € F. ll. Define a? =aa and, inductively, a**! =aa",neN. Prove that a"*" = aa" for allaeF, m.neN. 12. Generalize the result in exercise 11 to m,n € Z with the understanding that a" = I/a",neN. 1.7 Ordered Fields It is our goal to establish a unique characterization of the set of real numbers R. The real numbers, as we know them, are certainly a field but we know with equal certainty that they are not uniquely characterized by the field axioms. As we have seen, the rationals Q are a field and so are many other collections of numbers or other abstract elements for which addition and multiplication are suitably defined. (See section 1.6, exercises 2, 3,5, 6,7.) In our search for additional properties that might be useful for a characteriza- tion of R, we let experience be our guide. We know that any two real numbers are either equal or one is larger than the other one. Fields where this holds true are called ordered fields.24 Chapter 1 Numbers Definition 7.1 F is an ordered field if and only if 1, Fisa field. 2. There exists a nonempty subset Pc F, called a positive class, with the following properties (a) Ifa,beP, thena+b, abeP. (b) If aeF, then one of the following is true: a = 0, or ae P, or —ae P. We have as an immediate consequence of this definition that, whenever ae F and a # 0, where F denotes an ordered field, then 1) @eP. This may be seen as follows: If ae P, then, by 2(a) of Definition 7.1, a- a= a’ a is equivalent to a 0, and the positive class P stands revealed as the class of all positive numbers in F —if F is a field of numbers. We obtain, as another consequence from definition 7.2, that (1.2) a>b,c>d_impliesthat atc>b+d because a > b, c > d means, by definition 7.2, that a— b > 0, c — d>0. Hence, by 2(a) of definition 7.1, a-—b+c—dz0, or equivalently, (a+c)—(+d)>0 from which (7.2) follows readily. The other familiar rules for operating with inequalities are left for exercises 4,9, 10, 11, 12. Definition 7.3 If F is an ordered field, then for all a ¢ F, lal = a ifa>0(@eP ora=0), “(=a ifa<0(-aeP) is called the absolute value of a. (Intuitively, the reader may view the absolute value of a as the “distance” from a to 0.) We obtain immediately (7.3) ta<|al. This can be seen as follows: If a>, then [al =a; if a=0, then |a| =0; if a<0, then —a>0 and |a| — a > 0, by 2(a) of definition 7.1. Hence, a < |a|. A symmetric argument applies to the case —a < |a|. (See exercise 1.) The fundamental properties of the absolute value are given in the following theorem: Theorem 7.1 1. Jal >0 for allaeF 2. |al =0 if and only ifa=0 3. Jab] = Jal 5] 4. |atb|<|al+|d| (Triangle inequality) Proof 1: follows directly from definition 7.3. 2: If a=0, then, by definition 7.3, ja] =0. If a #0, then, by definition 7.3, la| > 0. Hence, |a] = 0 implies a = 0.26 Chapter 1 Numbers 3: Ifa >0, b> 0, then, by 2(a) of definition 7.1, ab > 0 and |ab| = ab = |a| |b]. If a>0, b <0, then —b >0 and a(—b) > 0. Hence, |ab| = a(—4) = |al |dI. If a =0, then ab =0 and |ab| =0 =0-b =0- |d| = lal A}. 4: Ifa +6 >0, then |a + 6| =a +5 < [al + (61, by (7.2) and (7.3). Ifa +b <0, then Ja +6] =—a—6<|aj + (bl, by (7.2) and (7.3). If a+b =0, then la + b| =0 <|a| + |B], because |al + |b| > 0 for all a,b € F. The case |a — 5] < [al + [b| is left for exercise 2. Corollary to Theorem 7.1 74) Ila — [d|| < la + 4 Proof Let x = —a, y =b +a. Then, x + y = and we have, from (4) of Theorem 7.1, that |b] = lx + yl < [xl + ly] =|—al + la + 5 = lal + la +5] if we also note that |—a| = |(—1)a| = |—1] |al =a]. Hence, |b] — Ja] < Ja + 5]. Interchange of a and b yields |a| — |b| < |a + b| and (7.4) follows readily. The case ||a| — |b|| < |a — d| is left for exercise 3. We shall now show that Q is the “smallest” ordered field in the sense that every ordered field F contains Q as a subfield. By subfield of F we mean a subset of F which is itself a field under the same operations as F. Theorem 7.2 Q is the smallest ordered field i.e., every ordered field F contains Q as a subfield. Proof By field axiom (7) of definition 6.1, F has to contain at least two distinct elements, the additive identity, 0, and the multiplicative identity, 1. It follows from the field postulates that 0 and 1 have to behave under addition and multiplication as follows: +/0 1 “|O 1 o;o 1 0 1}1 2? 1 (See also exercise 8(e), section 1.6.) If | + 1 =1, then we do not have a field, since then 1 does not have an additive inverse. Hence, 1 + 1 #1. If | + 1 =0 we do have a field, as we have seen in exercise 6, section 1.6, but not an ordered field as we have seen in example 2. Hence, | + 1 #0.aoe 1.7 Exercises 27 If Fis an ordered field we have from (7.1) that | = 1? € P. Hence, if k € P, then k+leP. By letting 1 +1 =2, 2+1 =3,..., we obtain NF and, by field axiom (6), also Z&F. Consider m/n, where me Z, neN, (m,n) =1. Since neN CF, we have, from field axiom (8) that I/n € F. Since m € Z, we have, from field axiom (1), that m(I/n) =mjneF. Hence, QF. Since Q itself is an ordered field, we see that Q is the “smallest” ordered field. Note that if we had denoted the additive and multiplicative identities by other symbols, such as @ and e, and introduced other symbols for e + e, e+e+e,..., we still would have obtained Q, except in a new and awkward notation. 1.7. Exercises 1, Prove: —a< al for all ae F. 2. Prove: |a — 6] < lal + 61. 3. Prove: |la| — [dll <|a — a. 4. Let F represent an ordered field. Prove, for a,b,c,de F: (a) Ifa>b,b>c, thena>e. (b) Ifa,beF, then either a > 6 or a=6, orabandb>a, thena=b. (d) Ifa>b6,thena+e>b+e forallceF. (e) Ifa>bandc>d,thena+c>b+d. (f) Ifa>band c> 0, then ac > be. (g) Ifa>band c <0, then ac < be. (h) Ifa>0, then 1/a>0. (i) Ifa<0, then I/a <0. (j) If ab>0, then either a > 0, b > 0 ora <0,b <0. (k) Ifa? +b? =0, then a =b =0. 5. Show: If ay,a2,... .a, € F, where F is an ordered field, then lay + ay + + ay] Slay] + faz] +--+ + Lay]. 6. Show: An ordered field has no smallest positive element. 7. If F is an ordered field, show that if a < b, then a < (a+ b)/2 0, then (1 + a)">1+na,neN. ll. Show: If c>1, then c™>c" for m>n, m,néN and if 0n, mneN.28 Chapter 1 Numbers 12. Show: If a 0, then a" < b" for nN, and vice versa. 13. An ordered field F is called Archimedean if, for any x € F, there exists an néNCF such that n> x. Prove: The ordered field Q of rationals is Archimedean. 14. Given the collection QE) = {£0 GDS 0) = 0X + XE + Fy, GR) = Bo x" + yx"! fe + Bq, where m,meN, a,b €Q, and (bo, by, ... bm) # (0,0, ... 5 0)3 f(x), g(x) have no linear factor in common}, (a) Show that Q(x) is a field. (b) Show that Qe Q(x). (c) Show that Q(x) is an ordered field with the positive class containing all elements f(x)/g(x) for which ag by > 0 and only those elements. (a) Show that Q(x) is not Archimedean. 1.8 The Real Numbers as a Complete Ordered Field When we plunged from Z into Q we adjoined, in effect, the solutions x of all linear equations ax = 6, a,b€ Z, a # 0, to Z—except the ones that were already in Z. This might mislead us to expect that the real numbers can be obtained by a similar process, namely, by adjoining to Q the solutions of all possible algebraic equations dy x" + a,x""} + ++ +4,_-,x +4, =0, where a,eZ (or a,€Q, for that matter—see exercise 1), and ne N, and where not all of the coefficients Go, @;, ... , G1 Vanish. (See also exercise 2, section 1.6.) Such a process does not yield enough and, at the same time, yields too much. We shalll see later (exercise 10, section 1.13) that this process leads to a subset of the set of complex numbers. Since the rational numbers already form an ordered field, the field axioms and the order axioms do not suffice to characterize the real numbers. It appears that some important, but seemingly elusive, property of the real numbers is not captured in these axioms. A study of the set A= {1, 1.01, 1.01001, 1.010010001, 1.01001000100001, 1.01001000100001000001, ...} of rational numbers will help us to flush out this elusive property. Clearly, the rational number u, = 2 is an upper bound of A, that is, a < u, for all ae A. Also, u, = 1.02 € Q is an upper bound of A, a 42. Likewise, u, = 1.01002 € Q has the property that a 2 >u 3. We continue in this manner and obtain rational numbers ug = 1.010010002, us = 1.01001000100002, ... such that for all j¢ N, a uz >u3>uU,>us>---. The question arises: Is there a smallest rational number wu such that a / for all x € A. / is called a lower bound of A.) a Example? The set N = {I, 2, 3, ...} 0 and to the left if m <0. Still, we speak in every one of these instances of the rational numbers, no matter how they manifest themselves. What makes these objects rational numbers is not their formal appearance but their intrinsic properties that are captured in th: field axioms and order axioms. By the same token, \/2 is a real number, no matter how it presents itself: as an infinite decimal, or an infinite binary, or an infinite ternary, or as the length of the hypotenuse of a right triangle with the two sides forming the right angle having unit length, or, for that matter, as the symbol ,/2 itself (or \/Il, Jeteete...). In section 1.10 we shall show that if a complete ordered field R exists, then there is a one-to-one correspondence between R and the set of all decimals. Our discussion of existence and uniqueness of R in section 1.11 will be based on the representation of elements of R by decimals. 1.8 Exercises 1. Show that the algebraic equation by x" + b,x""* +--+ + B,-1x +b, =0, b, €Q, is equivalent to an algebraic equation ag x" + ax") + + d,-1X + @, =0, a, € Z, in the sense that every solution of the one equation is also a solution of the other equation, and vice versa. Show: If x? <4, then x < 2. Let A = {x € Q|x? < 2}. Show that 3/2 and 71/50 are upper bounds of 4. Show: If Sc F and if we S is an upper bound of S, then u = sup S. Show: (a) Every finite decimal represents a rational number. (b) Every repeating infinite decimal represents a rational number. 6. Show: (a) A rational number m/n where (m, n) = 1, can be represented by a finite decimal if and only if n = 2/5* for some j, k € {0, 1, 2, ...}. (b) Every rational number m/n where n = Np, Ne Z, p prime and p # 2, p #5, can be represented by an infinite repeating decimal. 7. Show: There is a one-to-one correspondence between Q and all repeating infinite decimals. yr YN32 13. 14, 15. 16. Chapter 1 Numbers The number 417 =4- 10? +1-10'+7-10° may also be written as 1-22 41-2740-241- 2540-24 40-274+0-274+0-2° 41° 2° One calls the sequence of coefficients 110100001 the binary representation of 417. Similarly, } =0- 2° + 1-27* has the binary representation 0.1, 3 has the binary representation 0.01, } has the binary representation 0.11, etc.... Find the binary representation of: (a) 513, (b) 173 (©) 0.125 Write the following binary representations (binaries) as decimal represent- ations (decimals): (a) 11 (6) 101.1 (©) 0.11001 (@) 0.01 Show: (a) A rational number m/n where (m, n) = 1, has a finite binary rep- resentation if and only if n = 2" for some k € {0, 1, 2, 3, ...}. (b) A rational number m/n has a repeating binary representation if n= N° p where p # 2 is a prime number. Show: There is a one-to-one correspondence between Q and all repeating infinite binaries. 1022102 is called the ternary representation of the number | - 3640-35 + 2-34 42-33 41-3? +0-3! +2-3°. Find the ternary representation of: (a) 321 (b) 153% (c) 0.2592 (@) 3 Show: Every rational number with a finite decimal expansion has an infinite ternary expansion, and every number with a finite ternary expansion has an infinite decimal expansion. Same as in exercise 13 with binary substituted for decimal. Show: If néN, then the ternary representation of n? has either the digit 0 or the digit 1 in its unit place. (For example, 4? = 1 - 3? + 2-3" + 1-3°) Use the result of exercise 15 to show that ,/2 is not rational. Show: If F is a complete ordered field, then every subset A of F which is bounded below has a greatest lower bound, and vice versa. 1.9 Properties of the Least Upper Bound We need the following characterization of the least upper bound for our future work. Theorem 9.1 An upper bound M of Ac F, where F is an ordered field, is the least upper bound of A if and only if for every > 0 there is an element x ¢ A such that M-—e 0 there is an element ye A such that msy Osuch that x < M — £9 for all x € A. Since M — &) < M, it follows that M is not the least upper bound of A. (See (2) of definition 8.2.) (b) Suppose that M is an upper bound of A, that is, x 0, there is an element x € A such that M-e0. Then, there is an element x¢ A such that M—(M— My) Mg, contrary to our assumption that M, is an upper bound of A. The condition in Theorem 9.1 may or may not be trivially satisfied, as we shall see in the following examples: a Example? Let A = {I, 2, 3}. Then, sup A = 3, and since 3 € A, we have, for every ¢ > 0 that 3 —e <3 <3. a Example 2 Let B= (4, 3,3, 4, ..., n(n +1), ...}. Then sup B=1 but 1¢ 8B. Still, for every ¢ > 0, there is a n/(n + 1) € B such that | — ¢ 0, an x" € A such that M-(M—-x)=x' x. (Note, that by Theorem 7.2, N < Q & F. See also exercise 13, section 1.7.) We obtain from Theorem 9.2: Theorem 9.3 A complete ordered field R is Archimedean. Proof (by contradiction) Suppose that there is an x ER such that n mo, contrary to our assumption. (Note that an ordered field that is not complete need not be Archimedean. See exercise 14(d), section 1.7.) a Example 3 If Fis an ordered field with the Archimedean property (not necessarily complete), then for every ¢ > 0, ¢€F, there is some n € N such that (9.1) I/e. By induction, 2" > xn for all ne N. Hence, 2" >n > 1/e, and (9.1) follows readily. We state for the record, in order to facilitate later references: Theorem 9.4 If F is an ordered field and if A c F contains finitely many (distinct) elements only, then sup A exists and sup A € A. The proof is left to the reader. Note that Theorem 9.4 implies, in particular, that a set of integers that is bounded above by an integer possesses a least upper bound, and that the least upper bound is an element of the set. This result does not depend on the com- pleteness of R. Note the subtle difference between this statement and Theorem 9.2. (See also exercise 5.) The following lemma concerning some manipulations of least upper bound and greatest lower bound will be needed in Chapter 4. Lemma 9.1 If A CR is bounded above and below and if 4 > 0, then (9.2) sup {Aa|ae A} =Asup A, inf alae A} = Aint A. If T is a given index set and if A ={a,|yeT} CR, B= ({b,|yeT}CR are bounded above and below, then (9.3) sup {a, +b, | €T} ^{inf A + inf B. If T, A are given index sets and if A = {a,|yeT} CR, B= {bs|6EA} CR are bounded above and below, then (9.5) sup {a, + by|y€T,6€A} =sup 4 + sup B, (9.6) inf {a, + bs] pe T, de A} =inf A + inf B. Proof We shall prove only (9.4) and leave the rest to the reader (exercises 7, 8, 9, 10). Suppose that inf {a, + 6,|y¢ 1} 0 such that (0.7) inf (a, + b,|y eT} +e =inf A + inf B.36 Chapter 1 Numbers By Theorem 9.1, there is an element a,, + b,, € {a, + 6,|y €T} such that . 8 4, +b, inf A, 6,> inf B for all yeT and, in particular, for y = yo. Hence, a,, +b, > inf A + inf B, and we have a contradiction. 1.9 Exercises 1. Prove: A lower bound m of A < F, where F is a complete ordered field, is the greatest lower bound of A if and only if for every ¢ > 0, there is an element x A such that m a for allae A and x 10a. Prove Theorem 9.4 by induction. Let A denote a set of integers which is bounded above by an integer no. Show, without using the completeness of R, that sup A exists and sup A € A. 6. Show: If F is a complete ordered field, and if xe F, x #0, then there is anne N such that I/n < |x|. Prove (9.2). Prove (9.3). Prove (9.5) and (9.6). Let 4 ={a,|ye¢T}CR represent a set which is bounded above and below. Show that we Seen inf {-a,|yeT}=—sup A, sup {—a,|yeT} = —inf A. 11. Show that an ordered Archimedean field need not be complete. 1.10 Representation of the Real Numbers by Decimals* A decimal is a formal expression tap. ayaza5.... where ay € {0, 1, 2, 3, .-.}, where a, € {0, I, 2, 3, 4, 5, 6, 7, 8, 9}, and where infinitely many digits 9 do not occur consecutively. (We do admit, however, infinitely many consecutive + Richard Dedekind, 1831-1916. * The reader may omit this and the next section if he is already familiar with the fact that a complete ordered field exists and may be represented by the set of decimals, or if he is willing to accept this fact on faith.1.10 Representation of the Real Numbers by Decimals 37 digits 0, or 1, or 2, ..., or 8. If infinitely many consecutive digits 0 occur, we speak of a finite decimal. When infinitely many consecutive digits occur, we indicate this by a dot above the first one in the chain, such as 3.46777... = 3,467.) For the time being, we consider the decimals merely as symbols without any quantitative meaning. Two decimals ay . aaa... and By . bby bs ... are equal if and only if a, for all je {0, 1, 2, 3, ...}. We assume that a complete ordered field R of real numbers exists, and we then note that, by Theorem 7.2, R contains the rationals Q as a subfield. We shall demonstrate that, under this assumption, R and the set R* of all decimals are equivalent sets by constructing a one-to-one function f from R* onto R. In the next section we shall introduce an order relation in R* and show that R* is complete. We shall then define field operations in R*, and it will develop that R* is a complete ordered field and that the above mentioned function f preserves the order relation and the field operations. This, in turn, implies that there are real numbers and that they are uniquely determined, but for their representation, by the field postulates, the order postulate, and the completeness postulate. The construction of a function /:R* «+R is based on the following lemma: Lemma 10.1 Let ap € {0, 1, 2, 3, ...} and let a; € {0, 1, 2, 3, 4, 5, 6, 7, 8, 9} for all EN. If kN is fixed, then a 4 te 1 aft a, atl A : < Tot eT tet tig te tag See + G 10 10? ay + © (10.1) for all / > k. Proof The inequality is trivial for / = k. If / > k, we have Lest 10! + and (10.1) follows readily. Theorem 10.1 If R is a complete ordered field, then a a3 a, a, SL (ao . 4,42 4; ...) = sup 9010 + 75940 + 75 + eae + Sh + To? * 703° (10.2) f(- a . a,4; a3 = -£(@o .a,a2.43...),38 Chapter 1 Numbers where do € {0, I, 2, 3, ...}, where a; € {0, 1, 2, 3, 4, 5, 6, 7, 8, 9}, and where infinitely many digits 9 do not occur consecutively, defines a function from the set R* of all decimals into R. This function is one-to-one on R* and onto R. Hence, R* and R are equivalent sets. Note that for any finite decimal ag . a,a7 ...q,0ER*, f(do . 4,4 ...a,0) = Gy + a,/10 + ap/10? + =» + a/ 10". Proof We call {do . 414243 ++ |do € {0,1,2,3,...}, a; € {0, 1,2, 3,4, 5, 6, 7,8, 9}, infinitely many digits 9 do not occur consecutively} the set of nonnegative decimals. Its complement with respect to R* is called the set of negative decimals. That subset of nonnegative decimals where at least one digit is not zero is called the set of positive decimals. Observe that a decimal is either positive, or zero (0.0), or negative. It suffices to show that f is one-to-one on the set of nonnegative decimals onto the nonnegative reals. The rest follows by a symmetric argument. (a) First we show that f is a function with domain R*. By (10.1), {ao, a + a,/10, ao + 4,/10 + a;/102, ...} CQER is bounded. Since R is assumed to be complete, the least upper bound a exists and is unique. Since ay + a,/10 + «+ + a,/10* > 0, it follows that a > 0. Similarly, one can show that f maps the negative decimals uniquely into the negative reals. Hence, f is a function with domain R* and target set R. (b) Next we show that fis onto the reals R. Again, we need only consider the nonnegative reals, We represent the set of nonnegative reals as a union of half- open disjoint intervals (10.3) Otek +0. 1X (See also exercises 1 and 2.) If a > 0, then there is a unique ay € {0, 1, 2, 3, ...} such that a € [@o, ay + 1). If a = do, we let a, =a =a, = ++. =0, and obtain an element ag . 0. R* for which f(a) .0) =sup {a, a9 +0, a9 $040, ...} =a =a. If a@>a, we represent [ao, a + 1) as a union of disjoint half-open intervals 9 k k+l [4,49 + 1) =U [ea + 79740 + =) and note that there is a unique a, € {0, 1, 2, 3, 4, 5, 6, 7, 8, 9} such that ae [ao + 1/10, a + (ay + 1/10). If a = ag + (a,/10), we let a2 = a3 = a4 =+ =0 and obtain an element ag . 4,0 € R* for which f(ao . a,0) = sup {a9, a9 + a,/10, ay + a,/10 +0, ...} = G9 + 44/10 =a. If a > dg + (a,/10), we consider1.10 Representation of the Real Numbers by Decimals 39 mo Facies) NG) ee k a k+1 GOkEh 10 a hNRTI ORY) im, k, Ay 9 9 (q-1 +1) Ag to + 9e7 T+ 79+ Hp <9 <0 t+ her Since dy + +++ + (dy—1 + L)/10*"* = supysyy {a0 + +++ + ay —1/10"~! + 9/108 + + 9/10} because ° tet 2 1- i 10 10/10? 10-1 and Theorem 9.1, and since supysy) {do +--+ ay—1/10°! + 9/108 + + 9/10} dy +--+ (a1 + I)/(10~!) contrary to the fact that, by construction, GE [ay + + ay y/10°, ay +o + (yay + IYO). In order to clinch our argument that f is onto R, we still have to show that, whenever our construction leads to an infinite decimal ap. a,a,a3..., then (10.4) a= sup (4p, dy + 4/10, dy + a,/10 + a,/10?, ...}. By construction, @€ [dy + 44/10 + ++» + 4,/10/,a9 + ay/10 + ++ + (aj + 1/10) for all jeN. For any ¢ > 0, we can find ajeN such that (1/10/) <¢ and hence, e k such that a; < 9. By (10.1), a, a: Fao . 4,43 43.. y= sup [aman + Fi. 10° 0 +t Bed a, a, 9 1 1 Sa tigte tig tiga (tte tiga 9 10 1 mao tth tot Het oer 5 (I~ aa) 10 10° * 1079 0 a + + a, + 1} By . by b3... dy. 40 Ay... < bo - yb2b3.... (For example, 3.1415... <3.1421..., — 1.2137... < —1.2136.. It is easily seen that for any a*, b*, c¥ Ee R*, =0.39 < 1.46.) (1.1) a* 0.0, 6* >0.0, then a* + b* > 0.0 and a*b* > 0.0. Since we also have that a decimal is either positive, or zero, or negative, definition 11.1 of order relation is equivalent to definition 7.1. ‘Addition and multiplication, as defined above, are clearly commutative because this is true for finite decimals. To show that they are also associative, and that multiplication is distributive over addition, is tedious and time-consum- ing. The reader will get a taste of it in exercise 8, where the associativity of addition is to be shown. For the rest, we shall take these properties for granted.f Since a* + 0.0 = sup{ao,dp . @1,4o 4142, «..} =a* and (a*)(1.0) = sup{ao, Gy. Gy, . 442, ...} = a*, we see that 0.0 and 1.0 are the additive and multiplica- tive identities, respectively, in R*. The additive inverse of do . 4243... isclearly dy . 4404; .... In order to establish the existence of a multiplicative inverse, one may proceed as follows: Let a* > 0.0 and consider the set of all finite decimals f* such that a*B* < 1.0. It is clear that there are such finite decimals. (If a* = 19.7396 ... , take B* = 0.01. Then, a*f* = sup{0, 0, (19.73)(0.01), (19.739)(0.010), ...} = 0.197396 ...). It _is easy to see that the set of all such elements * is bounded above (see exercise 10). Hence, (11.6) b* = sup{p* e D* | a*B* < 1.0} exists. It develops that a*b* = 1.0 and that b* is the only element with this property. (See exercises 11 and 12.) Hence, b* is the multiplicative inverse of a. Lemma 11.1 and what we have demonstrated and hinted at in the foregoing discussion may now be summarized in the following fundamental theorem: Theorem 11.1 The set R* of all decimals with an order relation and field operations as in definitions 11.1 and 11.2, is a complete ordered field. Note that the results of this section are not based on the assumption that R is a complete ordered field. Had they been, our results would be meaningless. Now that we know that there exists a complete ordered field, namely R*, we can say on the basis of Theorem 10.1 that every complete ordered field is equiva- lent to R* in the sense of set equivalence. Theorem 10.1 does not give any information as to how the algebraic structures in R and R* are related to each other. It turns out that the function /:R*<+R of Theorem 10.1 preserves the order relation and the field operations, as the reader has probably expected all along. We establish these facts in the following two lemmas: Lemma 11.2 If R is a complete ordered field and iff: R* < R is the function of Theorem 10.1, then a* < b* if and only if f(a*) < f(6*). +See also J. F. Rit, Theory of Functions (New York: King’s Crown Press, 1946), pp. 3-8.—_ 1,11 Existence and Uniqueness of a Complete Ordered Field 45 Proof (a) We have seen in part (c) of the proof of Theorem 10.1 that, in the light of definition 11.1 of order relation, ao. @a243 ... R is the function of Theorem 10.1, then, for any a*, b* € R*, (7) f(@*) + f(b") =f(c*)—if'and only if a* + b* =c*, (11.8) Sa*)f(b*) =f(d*) if and only if a*b* = d*. Proof We shall prove (11.7) only for nonnegative decimals, and leave the rest to the reader. From a Gy | Ae Gg to + TE Sao to + pt GET and an analogous relation for b, we have 6, (11.9) spf + bray + FE + by +, +} supfanas + $5 b, + spf bby + Foo 0 10 10 Since f preserves the order relation, the image in R of any bounded subset of R* is a bounded subset of R, and the least upper bound in R is the image of the least upper bound in R*, and vice versa. Hence, if a* + b* = sup{dy + bo, do. a, +bo.4, «.-} then a b S(a* + b*) = sup| + bo, dg + ad t+ bot w } By (11.9), f(a* + b*) = f(a*) + f(b*) and (11.7) obtains readily. The converse is shown easily, using again (11.9). A function f which is one-to-one and onto, and which preseives the order relation and the field operations is called an order-isomorphism. Theorems 10.1, 11.1, and Lemmas 11.2 and 11.3 yield: Theorem 11.2 There are real numbers and they are uniquely determined but for an order- isomorphism.46 Chapter 1 Numbers 1.11 Exercises 1. Using only definition 11.1, show that a* a*,d* > b* where a*, b*,c*,d* are nonnegative decimals. Show that c¥ + d* > a* + b*. 6. Show that the result of exercise 5 is also true if a* = b* =0.0 and if a* = 0.0, b* > 0.0. 7, Let a*>6* where a*,b* denote nonnegative decimals. Show that a*c* > b*c* for c* > 0.0. 8. Let a*, b*, c* denote nonnegative decimals. Show that addition is associa- tive, that is, a* + (b* + c*) =(a* + b*) + c*. 9. Given 0.0 1.0 such that a*5* < 1.0. 10. Let a* denote a nonnegative decimal. Show that the set {6* € D* | a*f* <1} is bounded above. Il. Let a* denote a nonnegative decimal and let b* be as defined in (11.6). Show that a*b* = 1.0. 12. Prove that the multiplicative inverse is unique. 13. Prove that, for nonnegative decimals a*, b*, S(arb*) = f(a") f(b*), and deduce (11.8) from this result. 1.12 The Hierarchy of Numbers The complete ordered field R of real numbers contains the set Q of rational numbers as a proper subset, because there is at least one element in R, namely /2, which is not in Q. All elements in R which are not in Q (that is, which are not rational) are called irrational. We denote the set of all irrational numbers by L. Q contains the set Z of integers as a proper subset. The set Q\ Z is the set of proper fractions {mjn|me Z,n€N,n # 1, (m,n) = 1}. We have R=QuI_ where QnI=Q, Q=ZVQ\Z) where Z(Q\Z)=@. The set I of irrational numbers itself is the union of the set of algebraic irrational numbers 1, and the set of transcendental numbers I,:-_ 1.12 The Hierarchy of Numbers 47 Definition 12.1 Xo €R is called algebraic irrational if and only if there is an integer n > 2 and integers ao,4,,@2,...,@, such that Gy X§ + ayxB! + + a, 1X9 +a, =0 is satisfied but there is no linear equation box +b, =0, by,b, EZ, of which xq is a solution. Xp € Ris called transcendental if and only if xo ¢ Q U I,, that is, if and only if xo is irrational but not algebraic irrational. For example, x9 = 2 satisfies the equation x8-4=0 but also satisfies the linear equation X%—-2=0. Hence, 2 is not algebraic irrational. On the other hand, x = \/2 is algebraic irrational because x3-2=0 but box + b, =0 is not satisfied by x) =,/2, no matter how bp, b,, bo #0, are chosen. (See also exercise 1, section 1.6.) That there are transcendental numbers will be shown in a somewhat round- about way in section 1.13. As a matter of fact, we shall see that there are, in a certain technical sense, more transcendental numbers than any other real numbers (exercise 9, section 1.13), even though not many of these are popularly known. Let us just mention here that e is a transcendental number as Charles Hermite} showed in 1873, and that z is also a transcendental number as C. L. F. Lindemant showed in 1882. Also, that the Hilbert number /2”? is transcendental follows from a theorem by A. Gelfond and Th. Schneider that was proved in 1934; there are many others. (Incidentally, there are numbers of which it is not even known as yet whether they are rational or irrational. A case in point is Euler’s constant 1 1 y=lim ( tye +7 len) = 0.57721566 ...). + Charles Hermite, 1822-1901. tC. L. F. Lindeman, 1852-1939.48 Chapter 1 Numbers The following diagram represents a summary of our discussion: Real numbers Rational numbers Irrational numbers Integers” Proper fractions Algebraic irrational — Transcendental numbers numbers 1.12 Exercises 1. Let p >0 denote a prime number. Show that ./p is algebraic irrational. 2. A number in R is called algebraic if it is either rational or algebraic irrational. Prove: A number is algebraic if and only if it satisfies some algebraic equa- tion ag x" + a,x"! + ++ +.a,_,x +4, =0 with n> I and do, a),...,4,€ Z. 3. A theorem by Gelfond and Schneider states: If x, 8 are algebraic numbers, where « #0, «#1 and B¢Q, then # is a transcendental number. Deduce from this theorem that log, 2 is either rational or transcendental. 1.13 Cardinal Numbers Principle of the Conservation of Ignorance: "A false notion, once arrived at, is not easily dislodged.” (Georg Cantor) In this section, we shall introduce Cantor’s concept of the cardinality of sets, which is indispensable to modern analysis. This concept will enable us to com- pare infinite sets with each other, and make meaningful statements about certain infinite sets being larger than certain other infinite sets. Upon superficial examina- tion, one would think that there are more rational numbers than there are integers, that there are more integers than positive integers, more positive integers than even positive integers, etc. These are some of the false notions which we shall try to dislodge. The cardinal number of a given finite set is the number of elements that are contained in the set. If A = {1,2, 3}, then, the cardinal number 4 of A is given by A = 3. If two finite sets A, B have the same cardinal number (i.e., the same number of elements), then there exists a function f: A > B, and A, Bare called equivalent. (See definition 5.3 and example 4, section 1.5.) Two finite sets are equivalent if and only if they have the same cardinal number. (See exercise 6, section 1.5.) If A = {1,2,3}, B= {44,4}, then 4 = B, and a function f: AB is given by f(x) = 1/2*. If one wishes to compare infinite sets in regard to their size, counting elements is clearly out of the question. The above discussion suggests the following definition:1.13 Cardinal Numbers 49 Definition 13.1 The two sets A, B (finite or infinite, no matter) have the same cardinal number, A=B if and only if A and B are equivalent, i.e., if and only if there exists a function f:A@ B. (See also definition 5.3.) (For finite sets, this definition is a theorem; see exercise 6, section 1.5.) In view of this definition we can now give precise meaning to the terms finite set and infinite set: A set is finite if and only if it has cardinal number n for some neN, that is, if and only if it is equivalent to {1,2,3,...,2} for someneN.A set is infinite if and only if it is not finite. ‘Assuming that every living person has a head (which is sometimes doubtful), and that no living person has more than one head (which is a pity), we can say that the set of living persons and the set of all heads have the same cardinality, without having to count either. A cardinal number that is not finite is called a transfinite cardinal number. The simplest and most common infinite set that comes to mind is the set N of all positive integers. We assign to this set the transfinite cardinal number No: N=. (Read: aleph nought.) N is the first, or last, letter in the Hebrew alphabet, depending on whether you read from right to left or from left to right. IfE = {2,4,6, ...} is the set of all even positive integers, then we see, with some surprise, that E~N, thatis, E=N. The one-to-one correspondence is given by the function f:N«+E, where f(x) = 2x. (Naively, one would expect E to have only half as many elements as N. That this is not so is part of the mysteries of the infinite and the human mind.) Similarly, we see that Z~N, thatis, Z=N, because the function f: ZN, given by feo = { ee of -2x+1 ifx<0, is one-to-one and onto. This is getting exasperating. Aren't there any sets with cardinality other than No? No infinite set that is equivalent to a subset of a set of cardinality Ny can have cardinality other than No:50 Chapter 1 Numbers Theorem 13.1 If 4 is an infinite set and if A~ BN, then A = No. (Note that we have written N instead of a general set of cardinality No. We may do this w.l.o.g. because, by definition, all sets of cardinality Np are equiva- lent to N.) Proof We check off the elements in N = {1, 2,3, ...} until we reach the first element that is in B, say n,. We proceed in this manner until we reach the next element that is in B, say nj, etc.... This process never breaks up because B is equivalent to A and A is infinite. (No infinite set can be equivalent to a finite set. See exercise 1.) We arrive at the set B= {nng.ngy +}, and see that B~ N since f:N— B, given by f(x) = n,, is one-to-one and onto. Hence, B = Np and since A ~ B, also A = No. We have for finite sets A, B that A < B if and only if 4 ~ CC B. (See exercise 2.) In view of this, we give the following definition: Definition 13.2 A 2 of height | and 2. There are two algebraic equations of height 3, namely x? = 0 and —x? =0; there are six algebraic equations of height 4, namely x+1=0, 7 0, =x? +1=0, —x?-1=0, 2x7=0, -2x7 =0. The point is that for every given height, there are only finitely many algebraic equations. Each algebraic equation has, in turn, only finitely many real roots. Hence, for every given height h € N, h > 3, we have finitely many roots x‘, x4, ... x4. Hence, all roots of all algebraic equations of order > 2 are contained in the scheme 2, xX, x 2, x, x) 5), (3) ( x), x, x The set of all these roots is denumerable: 3) 4) 4) (5) 65) 5) 6 Cees XD, XY, xP, MP, x8, 2, oh, xf, because f: {x‘"} + N, as given by Sx) Sg tg toe tay Fi, where k =3,4,5..., £=1,2,..., Mg M2 =0, is onto and one-to-one. Since I, is an infinite subset of the set of all roots of all algebraic equations of order > 2 (see definition 12.1), we have from Theorem 13.1 that I, = No. As a last desperate effort, we investigate R itself. Here we strike pay dirt:— 1.13 Cardinal Numbers 53 Theorem 13.4 R >No. Proof By Theorem 10.1 there is a one-to-one correspondence between R and the set of all decimals R*: R ~ R*. Hence, it will suffice to show that R* > No. We assume, to the contrary, that R* is denumerable, i.e., there is a scheme Gy - yy 442443454 °° Gz» G21 422423 424°°" (13.2) Gy. A31432433434 °° ig» gy 442443444 where a, € Z, a € {0, 1,2,3,4,5,6,7,8,9}, which contains all elements of R*. We consider 0 . 162.53 b4 ... € R* where ‘ if ay, #0 b 4" "U1 if ay, =0 and note that 0. byby bs ba 0 # Ay» M1 Qa2 Mea Ma °° for all keN since b # a,. Hence. the scheme in (13.2) does not contain all elements from R* and we have arrived at a contradiction to our assumption - No. Hence, R* # No and, since N ¢ R*, we have, from definition 13.2, Definition 13.4 The cardinal number of R is called S:R =. (8 is often referred to as the cardinality of the continuum, R being the continuum.) We have, finally, succeeded in discovering a set of cardinality greater than No. Since @ = No. I, =No, we have QUT, = No. However, R = > No. Hence: Theorem 13.5 There are transcendental numbers. In exercise 9 the reader is asked to show that the cardinality of the set of transcendental numbers is actually §, i-e., that there are “as many” transcen- dental numbers as there are real numbers. Other sets of cardinality S are also discussed in the exercises (exercise 4, 5,6). In exercises 13-16 we develop a method for the construction of sets of increasingly higher cardinality.54 Chapter 1. Numbers 1.13. Exercises nr 2. 3. PA DAS ad Show: If A is finite and B is infinite, then A ~ B is not possible. Show: If A, B are finite sets, then A < B if and only if 4~ CCB. Show: A set A is infinite if and only if it is equivalent to one of its proper subsets. Show that (0, 1) = {xv € R|0 A, Use the technique of exercise 14 to show that 2% is equivalent to the set of all sequences of 0's and 1’s. The set of all formal binaries 0. a,a, a5 ... , a; € {0,1} is the union of the set of all formal binaries where infinitely many 1’s do not occur consecu-_ 1.14 The Cantor Set 55 tively and the set of all formal binaries where infinitely many I’s do occur consecutively. These two sets are disjoint. The one is equivalent to R and the other to N. (Why?) Using the fact that R ~ I, (see exercise 9) and that N~I,UQ (see Theorems 13.2 and 13.3), derive, from the result in exercise 17, that 2N ~ R, that is, 28 = ®. 19, Use the result of exercise 16 to show that there are at least denumerably 20. 21. many cardinal numbers. Let C denote the set of all cardinal numbers. For each 2€ C pick a set S, with cardinality 2, and consider P = (J; ¢¢ Si. Show that P cannot be a set. Use the result of exercise 16 to show that the set of all sets cannot be a set. 22. Let F denote the set of all functions f:R > R. Show that F>e. 1.14 The Cantor Set* In this section we shall discuss a most remarkable set. Its most distinguished feature is the fact that it has as many elements as there are real numbers but that its representative points occupy, in the geometric sense, no space on the number line. This in itself is peculiar enough to whet one’s appetite for a closer scrutiny of this set. As a fringe benefit, such a study raises an almost ulimited number of rewarding problems that are suitable for exercises. Let us consider the following sequence of sets, each of which is the union of open intervals: (14.1) D, =($,3) UG, 9), Do=@, D, = (3,4), Ds = (Fre Fy) U Ga Fr) UGG HY) UG HH), (See Fig. 14.1.) of Dy Fig. 14.1 We see that D, is the union of open intervals, each of which is the middle third the intervals that are left after the points of D,-, have been removed from 3 = [0,1].56 Chapter 1 Numbers Definition 14.1 The set c= {reaixe0, 0 = [0,1] | Om is called the Cantor set. (This set is often referred to as the “set of the excluded middle thirds” —for obvious reasons.) If we identify [0,1] with the universal set, we may also write c= { Ua) By DeMorgan’s law (Theorem 2.1), we have { U ») = (eld). YP) = Dy If we denote c(D,) = Cy, where Co = (0,1), © = 10,4] 0 1), Cz = 10,3] U4] UU EB 1) Cy = 10,2] Ue US] UGS. U4] U9, 3) 0 UES UD we have the following representation of the Cantor set: (14.2) c=(\q Aa In a geometric sense, the Cantor set does not occupy any space in [0,1]: Theorem 14.1 For every > 0, there are finitely many closed intervals 3,,3,,... ,3, such that Ce Utes & but Ye_, 13,) R is called a sequence, or, more precisely, an infinite sequence of real numbers. It is customary to denote an infinite sequence by {4,,42,43,...}, or {a}?, or simply by {a}, rather than by ‘‘f:N— R where f is given by /(k) = a,”. Examples of sequences abound in mathematics: {k} = 12,3... 1 1 thot } {4 = {L,1,1,...3, ((- D§ ={-L1L-L. Qk - 1} = 1,3,5,..3, (s-bb bt all of these are examples of sequences. When all but finitely many elements in {a,} are equal, we call {a,} a constant sequence: {a,} is a constant sequence if and only if there is an n€ N such that a,4) =@,42 =4q+3 = The sequences which are of special interest and upon which we shall focus our attention are the convergent sequences: Definition 15.1 The sequence {a,} converges to the limita eR: lim a=a or lima =a, ra eS if and only if for every ¢ > 0 there is an N(e) € N such that la,—al N(e). 58-_ 2.15 Limit of a Sequence 59 A sequence that converges to a limit is called a convergent sequence. (See also Fig. 15.1.) All but finitely many elements of { a} i ane a ate at most finitely many at most finitely many elements of | a, elements of { 4, Fig. 1.1 a Example 1 The sequence {1/k} converges to the limit a=0 (lim,,(1/k) = 0): We have, for every e > 0, that 1 1 - Wk >|=|=N@). q[3] NO) (Lx] denotes the smallest integer that is greater than or equal to x.) a Example 2 The sequence {1*} converges to the limit a=1 (lim,, 1* = 1): We have, for every € > 0, that |1* — 1] =0 1 = M(¢). This isa constant sequence. A constant sequence always converges. a Example 3 The sequence {(— 1)*/k?} converges to the limit a=0: We have, for every @>0, that |(— Dk? 0] =1/k? N(e) =[I/\/e]. Definition 15.1 of convergence and limit is due to Karl Weierstrass.} This defini- tion establishes limit and convergence conceptually but is not a practical test for convergence as it requires the a priori knowledge of the limit. If the limit of a sequence is already known, then one need not test the convergence any more, as the existence of the limit implies convergence of the sequence. Still, this defini- tion has some limited practical use in cases where one can make an educated guess as to what the limit might be, as we have done in examples 1, 2, and 3, or for the computation of limits of sequences in terms of the known limits of simpler sequences, as we shall demonstrate in section 2.17. In section 5.62 we shall develop a criterion (necessary and sufficient condition) for the convergence of a sequence that does not require any knowledge of a Karl Weierstrass, 1815-1897.60 Chapter 2. Functions limit but is purely based on the behavior of the elements of the sequence as k becomes large. One may use definition 15.1 to demonstrate the nonconvergence of a sequence, as we shall see from the following two examples: a Example 4 The sequence {(— 1)*} does not converge. Suppose, for the moment, that the sequence does converge and that lim,, (— 1)* = a. Then, for every ¢ > 0, there is an N(e) €N such that |(— 1)‘ —a| N(e). Let ¢ = 4. If a > 0, then for odd k, |(—)* — al =1 +a <4yieldsa < — 3. 1f a <0, then for even k, |(—1)* — a| = 1 —a <4, yields a > 4. Hence, there is no (4) with the required property, and therefore, {(—1)*} does not converge. a Example 5 The sequence {k} does not converge because, no matter what a we choose, |k —a| >k —a| > 1 for all k > [lal]. ‘A sequence that does not converge is said to diverge. A nonconvergent se- quence is called a divergent sequence. Specifically: Definition 15.2 The sequence {a,} diverges to 00 (—0o), lim,, a, = 00 (—0o), if and only if, for all A > 0, there is an N(A) € N such that a>A (a<-A) forall k > N(A). a Example 6 The sequence {k} diverges to oo because, for every A > 0, we have k > A for all k > [A] = N(A). (By the same token, {—k} diverges to — 00.) 2.15 Exercises 1. Investigate the following sequences for convergence or divergence: _1E _pt a { a o {4 k © Wibibanthand @ {At ye ©) {fn} ) fect- 2.16 Three Fundamental Properties of Convergent Sequences 61 1 (g) la} a>0- 2. Show that (I + a)"> 1 +a for a >0 and all integers n > 1. Show that lim,, c* = 0 for any given c¢ (0, 1). 4. Given {dy} = {ao, a .@1, 9.4142, Aq. 4442a3, ...}. Prove: lim, d = Go yA, 45... 5. Show: If lim,, a, =, then, for every ¢ > 0, there is an N(e)€N such that la, — al N(e). » 2.16 Three Fundamental Properties of Convergent Sequences Limit and convergence, as we have defined them in the preceding section, have the following fundamental properties: The limit of a sequence is unique, a convergent sequence is bounded, and any subsequence of a convergent sequence converges to the same limit. We shall take up these properties one at a time. Theorem 16.1 If {a,} converges, then the limit is uniquely determined. Proof (by contradiction) Suppose that lim,, a, —a@ and lim,, a = 6, where a #b. We have, from de- finition 15.1, that, for every ¢ > 0 and in particular for ¢ = 4 |b — al > 0, there exists an N,(e) € N such that la—al N,(e) and an N,(e) € N such that la—bl N,(e). Let N(e) = max (N,(e), N; (e)). Then, la —b| < la — a,| + la, — b| < 4|b — a| + 4]b — a] = 3b — a] for all k > N(e), which implies |a — | =0, contrary to our assumption that a#b. Theorem 16.2 If {a,} converges to the limit ae R, then {a,} is bounded, i.e., there is an M > 0 such that |a| < M for all ke N. Proof By definition 15.1, we have, for every ¢ >0 and in particular for ¢=1, an (1) €N such that |a, — a| <1 for all k > N(1). Hence, la| — fal <|a,— a} <1 for all k > N(1),62 Chapter 2. Functions and therefore, lal<14+lal for all k > N(1). Let M = max {lay|, |aal, .-, lawayls 1 + lal}. Then |ay| < M for all k EN. In order to establish the third property we have to define what we mean by subsequence: Definition 16.1 The sequence {ap,} = {4,.4p,q,s--.} is a subsequence of {a,} if and only if ny, My, Ny, ... are positive integers, with my k forallkeN. For k = |, this is trivially satisfied because 1, is a positive integer; hence, n, > 1. We assume that n, >. Since m41>m and hence, m+: 2% +1, we have May 2m +1 > k +1, and (16.1) stands proved. Since lim,, a, =a, we have, from definition 15.1 that, for every > 0, there is an N(e)€N such that |a, — al N(e). Hence la,,—al N(e).- 217 Manipulation of Sequences 63 Since n, > k, we have also la,,-al Ne), that is, lim, a, = 4. The following result will prove useful on a number of occasions: Corollary to Theorem 16.3 lim, a, =a if and only if for every fixed n, limy.,, G+x =. Proof {ay4,} is a subsequence of {a,} and lim,, a, =a implies limy.,, dys, =a. The converse is trivial. This corollary says, in effect, that when investigating the convergence of a sequence, we may just as well ignore a finite number (e.g., a million or so) of terms of the sequence. 2.16 Exercises 1. Show: If {a,} converges, then {a,,;,} converges, and both sequences have the same limit. 2. Show: The two sequences {,/7, 2, log 2, e%?, — 1/e",4,4,$,4,...} and {17, 31, 11, 4, 5,45 alps} have the same limit. 3. Prove: If lim, a =<, then lim,, (a + 3) =a +3. 4. Suppose lim,, a,, =a and {a,,} is a subsequence of {a,}. Is it always true that {a,} converges? To the same limit? 2.17. Manipulation of Sequences We shall discuss in this section a number of theorems that prove helpful in the computation of limits of sequences in terms of known limits of simpler sequences. Theorem 17.1 If lim,, a =a, lim,, by = 6, then, (a) lim, (q+o)=a+6, and — (b) lim, a,b, = ab; and, if by #0 for all ke N and b #0, then © lim =F64 Chapter 2 Functions Proof We leave the proofs of (a) and (b) for exercises 1 and 2. In order to prove (c), we first note that the elements of {4,} are bounded away from 0: a7.) [5,| 2m — for some m > 0. (See exercise 3.) In order to show that lim,, a/b, = a/b, we have to demonstrate that | (a,/b,) — (a/b)| can be made arbitrarily small for sufficiently large k. We have, in view of (17.1): a, al |ab—aby 1 ad | = lb — 08, ab bb Tai) i 1 1 <—— |a,b — aby| < — (lab — ab| + |ab — aby!) mpl mid| = toliag = al + alld — bu = ne Nt ib up Since {a,}, {b,} converge to a and b, respectively, we have, for every ¢ > 0, an N,(e) € N and an N,(e) € N such that Gl la, — al < $ for all k>N,(6), |b - 41 < ae for all k > N,(e). Hence, a4 a ; bb <é for all k > N(e) = max (N,(«), Np ())s that is, lim,, (a/b,) = a/b. Corollary to Theorem 17.1 If lim,, a, =, and if 2 R, then lim, 4a, = 2a. (See exercise 4.) a Example1 1+pY_ ft Gp k+l § (k+l k+is Since lim,, I/(k + 1) = 0 and lim,, (—1)'/(k + 1) = 0, we have {! +(-)F tim 9 ET pe ae |b 4 3k+2f° lk+1 k+2S° }-o+0-0 a Example 2- 2.17 Manipulation of Sequences 65 Since lim,, k/(K + 1) = 1 and lim,, k/(k + 2) = 1, we have 2 im =——— = 1-1 =1. lim yak +2 ' a Example 3 145 {ess}. B 3k7 1S 1 ao R Since {1/k2} is a subsequence of {1/k} and lim, 1/k = 0, we have lim,, 1/k? = 0. By the corollary to Theorem 17.1, lim, 5/k? =5lim,, 1/k? =0. By (a) of Theorem 17.1, lim, (1 +5/k2)=1 and lim, (3 — I/k?) =3. Since bp =3-Vk? #0 for all kEN, and since 6 =3 40, we have from (c) of Theorem 17.1, that 5 5 1425) fi 2 tS tim | tim fi sa} 1 1m 3KF ~ : We note that it is not possible to draw any conclusions about the convergence of {a,}, {b,} from the fact that lim,, (a + 6,) exists, or that lim,, {a,,} or lim,, {a,/b,} exists, as we shall demonstrate in the following examples: a Example 4 Consider {(—1)**! + (—1)}. Since (—1)*! + (—1)* = 0 for all k € N, we have lim (—1)**! + (= 1)4) =0. However, neither lim,, (—1)**? nor lim,, (—1)* exists. a Example 5 Consider {a,} = {k + (-1)*k} = {0, 4, 0, 8, 0, 12, ...} and {b,} = {k + (—1)**1k} = {2, 0, 6, 0, 10, 0, Then, {a b,} = {0, 0, 0, ...} and lim,, a5, =0, but neither lim, a, nor lim, by exists.66 Chapter 2. Functions & Example 6 lim,, (k + 2)/(k? +2) =0 and k? + 2 £0 for all kN but neither lim,, (k + 2) nor lim,, (k? + 2) exists. If the elements of two sequences {a,} and {b,} satisfy the relation a, < b, for all ke N, we say that the sequence {a,} is dominated by the sequence {b,}. The sequence {b,} is called the dominating sequence. If both sequences converge, it is reasonable to expect that the limit of the dominating sequence cannot be less than the limit of the dominated sequence. This is indeed so: Theorem 17.2 If a, < 6, for all KEN, and if lim,, {a} =a and lim,, {b,} = exist, then a and choose ¢ = (a — b)/2 >0. Then there is an N(e)eN such that —b la, — al < for all k > N(e) 2 or, equivalently, —(a — 6)/2 ME). Hence, by > a, > (a + 6)/2, and therefore, b be -b>—- forall k> Ne). This means that {b,} cannot converge to 5, contrary to our assumption. The result in the following corollary follows directly from Theorem 17.2: Corollary to Theorem 17.2 If a, > 6 for all ke N and if lim,, a, = @ exists, then a > b. A sequence that converges to 0 is called a null sequence (Null is the German word for zero). If a sequence of nonnegative terms is dominated by a null sequence, then it is itself a null sequence: Lemma 17.1 If 0 2.17 Manipulation of Sequences 67 Corollary to Lemma 17.1 Ifa, < by <¢ for all k EN, and if lim, a = lim,, c =, then lim,, b, exists and lim, b =a. Proof Since 0 < by — ay < cy — 4%, since lim,, (cy — a) =0, the result follows from Lemma 17.1, and by = a, + (by — %)- a Example 7 We shall illustrate the use of some of the manipulative rules and results of this section by studying the sequence {X/c} for ¢ > 0. The result of our delibera- tions will be that (17.2) lim’/e=1, ¢>0. = | and we have lim,, 4/c = First, we consider the case where c = 1. Then lim, 1 =1. Next, we look at ¢ > 1. We put 14a, and observe that ¢, > 0. (See exercise 5.) By exercise 2, section 2.15, we have cH=(lt a) >14 key, and hence, c-1 k Since lim,, (¢ — I)/k =(c = 1) lim,, 1/k =0, we obtain, from Lemma 17.1, that lim,, 6 =0. Hence, by Theorem 17.1, 00. lim &/c = lim (1 + &) = lim 1 + lime, =1 +0 = Finally, we consider the case 0 1. Hence, by the preceding result, lim, {/b = 1. Since &/¢ = 1/4/b and 4/b #0 for all ke N, 1 £0, we have from Theorem 17.1(c), that lim,, /c = lim,, 1/4/b = Iflim,, &/6 = 1. We proved the theorems of this section on the basis of the validity of certain relations that were assumed to hold for all kN. These assumptions can be weakened in view of the Corollary to Theorem 16.3, to the extent that the validity of these relations is required only for all but finitely many k €N. (See exercises 6 through 10.)68 Chapter 2. Functions 2.17 Exercises 1. 2. 3. wa 12. 13, 4. Prove Theorem 17.1(a). Prove Theorem 17.1(b). Given {b,}. Show: If 6, #0 for all ke N and lim,, 6, = 40, then there exists an m > 0 such that |b,| > m for all ke N. Prove the Corollary to Theorem 17.1. Show: If ¢/e = 1+ & and c> 1, then & > 0. Prove: If lim, q =a, lim, b, =, then lim, 5, =a +6, if =a, +b for all but finitely many k EN. Prove: If lim, a =a, lim, 4 =6, then lim, p,=ab if aby =p, for all but finitely many k EN. Prove: If lim,, a, =a, lim,, b, #0, then lim, q, = a/b if by #0 for all but finitely many k @N, and a > 0, a=lh if b, #0, 0 if b, =0. Prove Theorem 17.2 under the weaker condition that a, < 6, for all but finitely many k EN. Prove the Corollary to Theorem 17.2 under the weaker condition that a, > b for all but finitely many k e N. Show that (l+ay">1 +n + (>?) 2, where a > 0, for all n> 1 Show that lim, 4/k = 1. Given lim,, a, = 0 and |by| < M for all k € N and some M > 0. Prove that lim, a,b, =0. Find lim,, ‘klk. 2.18 Monotonic Sequences We have seen in section 2.16 that a convergent sequence is bounded. Clearly, the converse is not necessarily true, as the example {(—1)*} shows. However, if we impose a certain additional, admittedly strong, condition on bounded sequences, then we do obtain convergence. The additional condition is that the sequence be monotonic. Monotonic sequences are either increasing or decreasing. Definition 18.1 The sequence {a,} is increasing (decreasing) if and only if ay < a, (ay > dy.) for allkeN. We have-_ 2.18 Monotonic Sequences 69 Theorem 18.1 If the sequence {a,} is bounded above and increasing, then lim,, ay exists and lim, a, = sup {alk € N.} (An analogous theorem holds for decreasing sequences {b,} with lim,, by = inf {blk €N.) Proof Since R is complete and since {a} is bounded, sup {alk €N} =a exists. By Theorem 9.1, we have, for every > 0, an element dy.) € {ay} such that (18.1) a—£ < ay) Ne), and simultaneously, (18.3) a, N(e), that is, lim, a =a. We have also seen, in section 2.16, that every subsequence of a convergent sequence converges to the same limit. Again, the converse is not necessarily true, unless we impose the additional condition of monotonicity, as we shall now demonstrate: Theorem 18.2 If the sequence {a,} is increasing and if some subsequence {a,,} of {a,} converges and lim,..., ,, = 4, than {a,} itself converges, and lim,, a, =a. Proof Since {a,,} is also increasing, we have from Theorems 16.2 and 18.1 that a = sup{a,,|k € N}. Hence, we have, for every ¢ > 0, some N(e) € N such that a—€ tyie). Therefore, la—alMyes that is, lim,, a, = a. (See also Fig. 18.1.)70 Chapter 2. Functions 2.18 Exercises 1. Given the sequence {a} = {I +4 +9? ++ +q*"'}, where 0 —M for some M>0 and all KEN, then lim, by = inf{d,|k € N}. 4, Prove: If {b,) is decreasing and if lim,, b,, = 6 exists, where {b,,} is a sub- sequence of {b,}, then lim,, {b,} = 6 5. Given two sequences {a,}, {b,}, where {a,} is increasing and {b,} is decreasing. Show: If 0 < & — a, < 1/2 for all k EN, then lim,, ay = lim,, by. 6. Let a, =s/1, a =\/1 + a4. Show that 7 =lim,, a exists and find +. (t is called the golden ratio.) 2.19 The Geometric Series Infinite series will be discussed systematically in Chapter 14 which may be taken up immediately following Chapter 7. In the present section, we shall discuss some special aspects of this subject which will be needed in Chapter 4. Definition 19.1 The infinite series Yi-1 ay generated by the sequence {a} is the sequence {s,} of partial sums s, = @, + a, + +++ +4). (5, is called the nth partial sum.) The infinite series a, converges if and only if the sequence {s,} converges. Furthermore, lim,, s, is called the sum of the infinite series. We often write, for convenience, 7M a, =lim s,. Ke In such context, 1 a is viewed as the sum of the infinite series.> 2.19 The Geometric Series n 4 Example 1 (Geometric series) The sequence {q*~"}, where |q| < 1, generates the infinite series )@, q*~', the partial sums of which are given by s,=1+q+--+q"'=(1-q"/(l —q). We have, from Theorem 17.1, that 1—q" _ lim, (1 —q") 1 = = ——_ (1 - limg’). -q_ lim, (1-4) =a! ue (19.1) lim s, = lim ss © We have seen in exercise 3, section 2.15, that (19.2) lim {q"}=0 if0 N(2), because lim,, {Iq\"} = 0 by (19.2). Hence, (19.3) limg’=0 if -l1 (convergence does not take place for « < 1), and pick a subsequence {5,3 where m = 2*—1. We have, for k = 1, =s,=1,72 Chapter 2. Functions (note that « — 1 > 0). For k =3, 1d Sy = 57 = 1+ pt + (19.5) Fite tep areca (LV ans ~ 2 get Since 0 < (1/2°-') <1, we have 1 \ 1-(=x) 1 an < = > FIT] eat and hence, get (19.6) O lo +9 * T92 Show that 0.9 = 1. 5. Same as in exercise 4, for infinite binaries and 0.i 6. Same as in exercise 4, for infinite ternaries and 0.3 2.20 The Number Line In this section we free ourselves from the constraints of rigor and logical reason- ing, and let intuition and geometric insight serve as our guides. A horizontal line with two points marked on it, the one on the left labeled 0, the one on the right labeled 1, is called a number line. The geometric distance between 0 and 1 is called unit distance. Positive integers n are represented by points n unit-distances to the right of 0, and negative integers m by points |m| unit-distances to the left of 0. Rational numbers m/n are represented by points |m| times one |n|th the unit-distance away from zero, to the right if m/n > 0, to the left if m/n <0. (For the construction of 7/3, see Fig. 20.1.) + t + 1 Fig. 20.1 In this manner we establish a one-to-one correspondence between Q and certain points on the number line, the rational points. Between any two rational points, no matter how close, there is another rational point, corresponding to the fact that, if @

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