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NDUNGO ISSA
MOUNTAINS OF THE MOON UNIVERSITY
ndungoissa@mmu.ac.ug
+256776428589
REAL ANALYSIS 1 Issa Ndungo
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REAL ANALYSIS 1 Issa Ndungo
PREFACE
This course unit introduces students to the concepts of mathematics that are the building blocks of
mathematical reasoning and mathematical proofs. The course unit handles concepts such as logic,
methods of proof, sets, functions, real number properties, sequences and series, limits and continuity
and differentiation. Real analysis provides students with the basic concepts and approaches for
internalising and formulation of mathematical arguments. The course unit is aimed at:
• Providing learners with the knowledge of building mathematical statements and constructing
mathematical proofs.
• Giving learners an insight on the concepts of sets and the relevant set theories that are vital in
the development of mathematical principles.
• Demonstrating to learners the concepts of sequences and series with much emphasis on the
bound and convergence of sequences and series.
• Providing students with the knowledge of limits, continuity and differentiation of functions
that will serve as an introduction to calculus.
By the end of the course unit, students should be able to:
• Construct truth tables to prove mathematical statements or propositions
• Use relevant methods of proof in constructing proofs of simple mathematical principles
• Operate sets, proof basic set principles and have ability to explain the set concepts such as
closure of a set, boundary point, open set and neighborhood of a point.
• State and prove the axioms of real numbers and use the axioms in explaining mathematical
principles and definitions.
• Construct proofs of theories involved in sequences such as convergent, boundedness, and
Cauchy properties as well as showing understanding of the connection between bondedness
and convergent.
• Obtain the limit of a function, construct relevant proofs for the existence of limits and perform
algebra on limits.
• State and prove the rules of differentiations and show understanding of the application of the
concept of differentiation and the connection between limits, continuity and differentiation.
The course will be delivered through: (1) three hours of lecture per week every Friday 8:30am-
11:30am (12) a combination of lectures, discussions and presentations. Students will be given
lecture notes on each unit but students will be required to make use of the university E-library
for personal reading when answering the assignments.
The course is will be assessed through: (1) Course Work Assessment (class exercises, assignments
& tests (2) End of semester examination. The pass mark for this course unit is 50%.
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REAL ANALYSIS 1 Issa Ndungo
Table of Contents
PREFACE II
1.1 PROPOSITIONS 1
1.2 CONNECTIVES 1
EXERCISE 1.1 2
1.3 TRUTH TABLES AND TRUTH VALUES 2
EXERCISE 1.2 4
1.4 TAUTOLOGY, CONTRADICTIONS AND EQUIVALENCE 4
EXERCISE 1.3 4
1.5 OPEN SENTENCE AND QUANTIFIES 5
EXERCISE 1.4 5
1.6 NEGATION OF A QUANTIFIER 5
1.7 OVERGENERALIZATION AND COUNTEREXAMPLES 6
1.8 METHODS OF PROOF IN MATHEMATICS 6
EXERCISE 1.5 8
EXERCISE 1.6 9
4.1 SEQUENCES 24
EXERCISE 4.1 24
4.2 BOUNDED SEQUENCES 24
4.3 CONVERGENT AND DIVERGENT SEQUENCES 25
EXERCISE 4.2 26
EXERCISE 4.3 29
4.4 ALGEBRA OF LIMITS OF SEQUENCES 29
EXERCISE 4.4 30
4.5 MONOTONE SEQUENCE 30
4.6 SUBSEQUENCES 32
4.7 CAUCHY SEQUENCES 32
EXERCISE 4.5 34
4.8 INFINITE SERIES 35
4.9 GEOMETRIC SERIES 36
4.10 PROPERTIES OF INFINITE SERIES 37
4.11 CONVERGENT CRITERION FOR SERIES 37
4.11.1 LIMIT OF 𝐧𝐭𝐡 TERM TEST FOR DIVERGENCE 37
4.11.2 INTEGRAL TEST 37
4.11.3 P-SERIES TEST 39
EXERCISE 4.6 39
4.11.4 COMPARISON TEST 39
4.11.5 ALTERNATING TEST 41
4.11.6 ABSOLUTE CONVERGENCE 42
4.11.7 RATIO TEST 42
4.11.8 ROOT TEST 42
EXERCISE 5.4 51
5.6 DISCONTINUITY 51
DIFFERENTIATION 52
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REAL ANALYSIS 1 Issa Ndungo
UNIT ONE
LOGIC AND METHODS OF PROOF
1.1 Propositions
A proposition (statement) is a sentence that is either true or false (but not both).
Examples of propositions are:
(1) John was born on 20th February 2019. (2) 3+6 = 11. (3)√2 is irrational.
Examples of non-propositions are:
(1) What is the date today? (2) How old are you? (3) This statement is true.
There are two types of statements/propositions:
1. Atomic/simple propositions: These cannot be divided into smaller propositions.
We use capital letters to denote simple propositions.
Examples include: (1) John’s leg is broken (2) 5 is a prime number (3) √2 is irrational
2. Compound propositions: These can be broken down into smaller propositions. They are
constructed by using connectives.
Examples include: (1) 3 ≤ 7 (2) n2 is odd whenever 𝑛 is an odd integer
1.2 Connectives
Connectives are symbols used to construct compound statements/propositions from simple
statements.
The most commonly used connectives are:
Connective English Meaning Symbol
1 Conjunction and/but/yet, Although Ʌ
2 Disjunction or V
3 Implication If … then ⇒
4 Biconditional If and only iff ⇔
5 Negation Not ¬
Examples
1) PɅQ means P and Q. 2) P⇒Q means if P then Q. 3) PVQ means Por Q
Example 1.1
Write the following compound statements into symbolic form
1) Jim is a lawyer but he is not a crook
Solution
Let P = Jim is a Lawyer and Q = Jim is a crook
Then we have 𝑃Ʌ¬𝑄
2) Although our Professor is young but he is knowledgeable
Let R = our Professor is young and S = our Professor is knowledgeable
Then we have RɅS.
3) If you don’t attend class, then you either read a book or you will fail the exam.
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REAL ANALYSIS 1 Issa Ndungo
Let P = you attend class Q = you read a book and R = you pass the exam
Then we have ¬P ⇒ (QV¬R).
NB. Brackets are used for punctuations.
4) If Lucy has a credit in MAT1 or has a credit in MAT2 and MAT3, then she does MAT7.
Let P = Lucy has a credit in MAT1, Q= Lucy has a credit in MAT2, R= Lucy has a credit in
MAT3 and S = Lucy does MAT7
Then we have PV(QɅR) ⇒ S
5) The lights are on if and only if John or Mary is at home.
Let R = the lights are on, S= John is at home and T = Mary is at home
Then we have R ⇔ (SVT)
Exercise 1.1
Write the following compound propositions in symbolic form
1. If I go home and find lunch ready then I will not go to the restaurant
2. Either you pay your rent or I will kick you out of the apartments
3. Jolly will leave home and will not come back
4. If I go to Kampala, I will bring for you biscuits and bread.
3. Implication
Let P and Q be two propositions, the proposition P⇒Q is called the implication of P and Q. The
proposition P⇒Q simply means that P implies Q. P is called the hypothesis (condition or
antecedent) and Q is called the conclusion (consequence). There are many ways of stating that P
implies Q.
- If P then Q - Q is necessary for P
- Q if P - P only if Q
- P is sufficient for Q - Q whenever P
P⇒Q is only false when P is true and Q is false.
P Q P⇒Q
T T T
T F F
F T T
F F T
4. Biconditional
Let P and Q be two propositions, the proposition P⇔Q is called the biconditional of P and Q. It
simply means that P⇒Q and Q⇒P. It is called biconditional because it represents two conditional
statements. There are many ways of stating that P implies Q.
- P if and only if Q (P iff Q) - Q is necessary and sufficient for P
- P implies Q and Q implies P - P is equivalent to Q
- P is necessary and sufficient for Q
The proposition P⇔Q is true when P & Q are both true and if P & Q are both false
P Q P⇔Q
T T T
T F F
F T F
F F T
5. Negation
Let P be a proposition, the proposition ¬P meaning “not P” is used to denote the negation of P.
If P is true then ¬P is false and vice versa.
P ¬P
T F
F T
Example 1.2
Let P and Q be propositions. Construct the truth table for the proposition (PɅQ)⇒(PVQ)
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REAL ANALYSIS 1 Issa Ndungo
Solution
P Q PɅQ PVQ (PɅQ) ⇒ PVQ
T T T T T
T F F T T
F T F T T
F F F F T
Exercise 1.2
Let P, Q and R be propositions. Construct the truth tale for the proposition ¬(PɅQ)VR.
Example 1.3
The statement PV¬P is always true while the statement PɅ¬P is always false
P ¬P PV¬P PɅ¬P
T F T F
F T T F
Exercise 1.3
1. Let P, Q and R be proposition. Use truth tables to prove that:
a) ¬(PɅQ)≡PV¬Q
b) ¬(PVQ)≡ ¬PɅ¬Q
c) P⇒Q≡ ¬PVQ
d) ¬(P⇒Q)≡PɅ¬Q
e) PɅ(QVR)≡(PɅQ)V(PɅR)
f) (PVQ)VR≡PV(QVR)
Hint: To prove for example a), show that ¬(PɅQ)⇒PV¬Q is a tautology (always true).
2. Use mathematical logic to discuss the validity of the following argument:
“If girls are beautiful, they are popular with boys. Ugly girls are unpopular with boys.
Intellectual girls are ugly. Therefore, beautiful girls are not intellectual.’’
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REAL ANALYSIS 1 Issa Ndungo
Definition: The collection of all allowed values of the variable(s) in an open sentence is called the
universe if discourse.
Universal quantifier-(∀): To say that P(x) is true for all x in the universe of discourse we write
(∀x)P(x). ∀ is called the universal quantifier.
𝑓𝑜𝑟 𝑎𝑙𝑙
∀ means {𝑓𝑜𝑟 𝑒𝑣𝑒𝑟𝑦
𝑓𝑜𝑟 𝑒𝑎𝑐ℎ
Existential quantifier (∃): To say that there is (at least one) x in the universe of discourse for which
P(x) is true we write (∃x)P(x). ∃ is called the existential quantifier.
there is
∃ means {there exist
for some
NB: Quantifying an open sentence makes it a proposition.
Exercise 1.4
1. Translate the following statements using word notation
a) (∃y)(∀x)P(x, y) b) (∃x)¬P(x) c) (∃x)(∃y)P(x, y) d) (∀x)(∃y)P(x, y)
2. Write the following statements using qualifiers
a) For each real number x>0, x2+x-6 = 0
b) There is a real number x>0 such that x2+x-6 = 0
c) The square of any real number is non-negative
d) For each integer x, there is an integer y such that x+y = -1
e) There is an integer x such that for each integer y, x+y = -1
1.6 Negation of a quantifier
To negate a statement that involves the quantifiers ∀ and ∃, change ∀ to ∃ and ∃ to ∀ then negate
the open sentence.
Examples
1) ¬[(∀x)P(x)]≡ (∃x)¬P(x)
2) ¬[all birds can fly]≡ [there is at least one bird that does not fly]
3) ¬[(∀x)(∃y)P(x, y)]≡ (∃y)(∀x)¬P(x, y)
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REAL ANALYSIS 1 Issa Ndungo
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REAL ANALYSIS 1 Issa Ndungo
3) Contradiction Method
Assume that P is true and Q is false i.e. PɅ¬Q is true. Then show a series of logical steps that leads
to a contradiction or impossibility or absurdity. This will mean that the statement PɅ¬Q must have
been fallacious and therefore, its negation ¬[PɅ¬Q ] must be true. Since ¬[P⇒Q]≡[PɅ¬Q], it
follows that [P⇒Q]≡ ¬[PɅ¬Q] and hence P⇒Q must be true.
Definition: A real number r is said to be rational if there are integers n and m (m≠0) such that
n
r = m with greatest common divisor between [n, m] = 1. We denote the set of rations by ℚ. A real
number that is not rational is said to be irrational.
Exercise 1.5
Use the method of contradiction to prove the following:
a) If n is a positive integer which is not perfect square then √n is irrational.
b) √12 is irrational c) √7 is irrational
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REAL ANALYSIS 1 Issa Ndungo
Exercise 1.6
Prove the following statements by PMI
i) 1+2+3+…+n = ½ (n2+n) for all n≥ 0
ii) 1+3+5+…. + (2n-1) = n2 for all n≥ 1
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REAL ANALYSIS 1 Issa Ndungo
UNIT TWO
SETS AND FUNCTIONS
We use capital letters to denote sets and small letters to denote the elements in the set. A set can be
described by listing its members (roster method) or by defining a rule or a function that describes its
elements. E.g. B = {x∈ N: n = k 2 for some k∈ N}.
Examples of sets include set of integers, set of rational numbers, set of counting numbers etc.
Proposition 2.1
1) If A is empty then A⊆B for any set B
2) All empty sets are equal
3) For any set A, A⊆ A, if A⊆ B and B⊆ C, then A⊆ C.
Theorem 2.1
Given any two sets A and B, if A = B then (A⊆ B)Ʌ(B ⊆ A)
Proof
Let x∈ A, since A = B then x∈ B and so we have
A = B ⇔(∀x)[(x ∈ A) ⇔(x∈ B)]
⇔(∀x)[(x ∈ A) ⇒(x∈ B)Ʌ(x ∈ B) ⇒ (x ∈ A)]
⇔(∀x)[(x ∈ A) ⇒(x∈ B)]Ʌ(∀x)[(x ∈ B) ⇒ (x ∈ A)]]
⇔ (A ⊆ B)ɅB ⊆ A) ∎
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REAL ANALYSIS 1 Issa Ndungo
Example: Let A = {x, y, z}. P(A) = {ϕ, {x}, {y}, {z}, {x, y}, {x, z}, {y, x}, {x, y, z}}
Definition: Let A and B be subsets of a universal set U:
a) The union of A and B denoted by AUB is the set of all elements in U that are either
in A or B or both. i.e. AUB = {x∈ U: (x∈ A)V(x ∈ B)}.
b) The intersection of A and B denoted by A∩B is the set containing all elements that
are both A and B. i.e. A∩B = {x∈ U: (x∈ A)Ʌ(x ∈ B)}.
c) Sets A and B are said to be disjoint or mutually exclusive if A∩B = ϕ.
d) The complement of A relative to B denoted by B-A or B\A is a set of elements of B
that are not in A. i.e. B-A = {x∈ U: (x∈ B)Ʌ(x ∉ A)}.
e) The complement of A denoted by Ac or AI is the set of all elements in U that are not
in A. i.e. Ac = {x∈ U: x ∉ A)}.
f) The symmetric difference between A and B denoted by A⊳B is a set given by
A⊳B = {(B-A)V(A-B).
Exercise 2.1
Let A and B be subsets of a universal set U = {all counting numbers}. Let A = {1,2,4,5,6, 12,13}
and B = {3,5,6,7,8,910}. Write down the elements for each of the following sets.
a) P = {x∈ U: (x∈ A)V(x ∈ B)}
g) Q={x∈ U: (x∈ B)Ʌ(x ∉ A)}
b) R= {x∈ U: (x∈ A)Ʌ(x ∈ B)}
c) S = {x∈ U: x ∉ A)}
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REAL ANALYSIS 1 Issa Ndungo
Proposition 2.2
Let A, B, and C be subsets of a universal set U.
a) i) AUB =BUA and ii) A∩ B = B∩ A (Commutative law)
b) i) (A∩ B) ∩ C = A ∩ (B ∩ C) and ii) (AUB)UC = AU(BUC) (Associative law)
c) i) A∩ A = A and ii) AUA = A (Idempotent law)
d) i) AU(B∩ C) = (AUB) ∩ (AUC) and ii) A∩ (BUC) = (A ∩ B)U(A ∩ C) (Distributive law)
e) i) (AUB)I = AI∩BI and ii) (A∩B)I = AIUBI (Demorgan’s law)
f) A-(BUC) = (A-B) ∩(A-C) (Distributive law)
We prove d) ii), e) i) and f). the rest can be proved in the same way by the reader.
d) ii) A∩ (BUC) = (A ∩ B)U(A ∩ C). Let x∈ A∩ (BUC)
x∈ A∩ (BUC) ⇔ (x∈ A)Ʌ(x ∈ BUC)
⇔ (x∈ A)Ʌ[(x ∈ B)V(x ∈ C)]
⇔ [(x∈ A)Ʌ(x ∈ B)]V[ (x ∈ A)Ʌ(x ∈ C)]
⇔ x ∈ (A ∩ B)U(A ∩ C). Thus A∩ (BUC) = (A ∩ B)U(A ∩ C)
e) i) (AUB)I = AI∩BI
Let x∈(AUB)I, then x∉ (AUB)
Therefore ¬[x ∈ (AUB)]
x∈(AUB)I ⇔ ¬[x ∈ (AUB)]
⇔ ¬[(x ∈ A)V(x ∈ B)]
⇔ (x ∉ Ac )Ʌ(x ∉ Bc )
⇔ x ∈ (Ac ɅBc ). Therefore (AUB)I = AI∩BI
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REAL ANALYSIS 1 Issa Ndungo
Exercise 2.2
Let {Ai : i ∈ I} be an indexed family of subsets of the universal set U and let B be a subset of U.
Prove that:
a) B ∩ (⋃i∈I Ai ) = ⋃i∈I(B ∩ Ai ) b) B − ⋃i∈I Ai = ⋂i∈I(B − Ai ) c) ⋂i∈I Ai = ⋂i∈I Aci
2.5 Functions
Definition: Let X and Y be sets, a function 𝑓 from X to Y denoted by f: X ↦ Y is a rule that assigns
to each x ∈X a unique element y ∈ Y.
Definition: Let X and Y be sets, a function 𝑓 from X to Y denoted by f: X ↦ Y is said to be:
a) Injective (one-to-one) if for each y ∈ Y there is at most one x ∈X such that f(x) = y.
Equivalently, 𝑓 is injective if for all x1 , x2 ∈ X, f(x1 ) = 𝑓(x2 ) implies that x1 = x2 . That is
(∀x1 , x2 ∈ X)(𝑓(x1 ) = 𝑓(x2 )) → x1 = x2
b) Surjective (onto) if for every y ∈ Y there is an x ∈X such that f(x) = y. That is
(∀y ∈ Y)(∃x ∈ X)(𝑓(x) = y).
c) Bijective: If it is both injective and surjective
Definition
Let X, Y and Z be sets, f: X ↦ Y and g: Y ↦ Z be functions. The composition of f and 𝑔 denoted by
fog is the function fog: X ↦ Z defined by (fog)(x) = g[f(x)]. As illustrated in the figure below.
Y
f g
X
Z
fog
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REAL ANALYSIS 1 Issa Ndungo
Theorem 2.2
Let f: X ↦ Y and g: Y ↦ Z such that ran(f) ⊆ dom(g), then:
a) If f and g are onto then so is the composition function gof.
b) If f and g are one-to-one then so is the composition function gof.
c) If gof is one-to-one then so is f.
d) If gof is onto then so is g.
Proof
a) Let z ∈ Z. Since g is onto there is a y ∈ Y such that g(y) = z since f is onto there is a x ∈X
such that f(x) = y. Therefore (gof)(x) = g[f(x)] = g(y) = z. Hence gof is onto
b) Let x1 , x2 be in X such that (gof)(x1 ) = (gof)(x2 ). Then
g[f(x1 )] = g[f(x2 )]
f(x1 )] = f(x2 ) since g is one-to-one
x1 = x2 since f is one -to-one
So gof is one-to -one
c) Let x1 , x2 be elements of X such thatf(x1 ) = f(x2 ) then (gof)(x1 ) = (g[f(x1 )] = g[f(x2 )]
Since gof is one-to-one it follows that x1 = x2 thus f is one-to-one
d) Let z ∈ Z we must produce a y ∈ Ysuch that g(y) = z. Since is onto there is an x ∈X such that
gof(x) = g[f(x)] = z. Let y = f(x) (∈ Y) then g(y) = z which proves that g is onto. ∎
Exercise 2.3
1) Let f: X ↦ Y be a bijection. Then f −1 : X ↦ Y is a bijection
2) Let f: X ↦ Y and g: Y ↦ Z be bijections then (gof)−1 = f −1 og −1
2.10 Neighborhoods
A neighborhood of a point p ∈ ℝ is an interval of the form (p − δ, p + δ) where δ > 0 for any
positive real number. Thus, the neighborhood consists of all points distance less than δ from p.
(p − δ, p + δ) = {x ∈ ℝ: |x − p| < δ}. E.g. (1.2, 2.8) is a neighborhood of 2.
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REAL ANALYSIS 1 Issa Ndungo
Example 2.1
1) For the set A = [-∞, 4)U{5, 9}U[6, 7] decide which of the following are true or which is false.
a) -6 is an interior point of A (T)
b) 6 is an interior point of A (F)
c) 9 is a boundary point of A (T)
d) 5 is a boundary point of A (F)
Interior, exterior and boundary of a set
The set of all interior points of a set S is denoted by So and is called the interior of S, the set of all
boundary points of S is denoted by ∂S is called the boundary of S while the set of all points of S is
the exterior of S and is denoted by Sext.
Thus, the extended ℝ line is split up into 3 parts: ℝ = S o ∪ ∂S ∪ S ext .
Example 2.2
For the set A = [-∞, 4) ∪ {5, 9} ∪ [6, 7)
i) Ao = [-∞, 4) ∪ (6, 7) ii) ∂A = {4,5,9,7,6} iii) Ac = [4, 5)∪ (5, 6) ∪ [7, 9) ∪ (9, ∞]
iv) The interior of the complement of Ac = (4, 4)U(5, 6)U(7, 9)U(9, ∞]
Exercise 2.5
1) For the set B = (-∞, −5𝑈{2,3,8}𝑈[4, 7] decide which of the following are true or which is
false.
a) -6 is an interior point of B b) -5 is an interior point of B c) 5 is a boundary point of B
d) 7 is a boundary point of B e) 4 is an interior point of B
2) For the set D = {-4, 8}∪ [1, 7) ∪ [9, ∞] find 𝐷𝑜 , 𝜕𝐷, 𝐷𝑐 and (𝐷𝑐 )𝑜
Theorem 2.3
If two sets A and B are open then 𝐴 ∩ 𝐵 is open.
Proof
Take a point 𝑝 ∈ (𝐴 ∩ 𝐵), then p is in both A and B. Since 𝑝 ∈ 𝐴 and A is open there is a
neighborhood U of p which is a subset of A i.e. 𝑈 ⊂ 𝐴.
Similarly, there is a neighborhood V of p which is a subset of B i.e. 𝑉 ⊂ 𝐵.
But then 𝑉 ∩ 𝑈 is a neighborhood of p which is a subset of both A and B, so 𝑉 ∩ 𝑈 ⊂ 𝐴 ∩ 𝐵. Thus,
every point in 𝐴 ∩ 𝐵 is open. ∎
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REAL ANALYSIS 1 Issa Ndungo
UNIT THREE
REAL NUMBERS AND THEIR PROPERTIES
Real numbers are divided into two types, rational numbers and irrational numbers.
Rational Numbers:
Any number that can be expressed as the quotient of two integers (fraction).
Any number with a decimal that repeats or terminates.
Subsets of Rational Numbers:
Integers: rational numbers that contain no fractions or decimals {…,-2, -1, 0, 1, 2, …}
Whole Numbers: all positive integers and the number 0 {0, 1, 2, 3, … }
Natural Numbers (counting numbers): all positive integers (not 0) {1, 2, 3, … }
Irrational Numbers:
Any number that cannot be expressed as a quotient of two integers (fraction).
Any number with a decimal that is non-repeating and non-terminal (doesn’t repeat and doesn’t end).
Examples of irrational numbers include: π, √2, √3 etc.
3.2 Axioms of Real numbers
3.2.1 The Field axioms
Definition: A field is a set 𝔽 together with two binary operations +: 𝔽 × 𝔽 ⟹ 𝔽 (called addition)
and × : 𝔽 × 𝔽 ⟹ 𝔽 (called multiplication) such that for all x, y, z∈ 𝔽 the following are satisfied.
1. Closure law: x, y ∈ 𝔽 then x+y∈ 𝔽 and 𝑥𝑦∈ 𝔽.
2. Commutative law: 𝑥 + 𝑦 = 𝑦 + 𝑥 and 𝑥𝑦 = 𝑦𝑥, ∀𝑥, 𝑦 ∈ 𝔽
3. Associative law: 𝑥 + (𝑦 + 𝑧) = (𝑥 + 𝑦) + 𝑧 and 𝑥(𝑦𝑧) = (𝑥𝑦)𝑧, ∀𝑥, 𝑦, 𝑧 ∈ 𝔽
4. Existence of inverse:
a) Additive inverse-For any 𝑥 ∈ 𝔽, ∃ −𝑥 ∈ 𝔽: 𝑥 + (−𝑥) = (−𝑥) + 𝑥 = 0
1 1 1
b) Multiplicative inverse-For any 𝑥 ∈ 𝔽, ∃ 𝑥 ∈ 𝔽: 𝑥 (𝑥) = (𝑥) 𝑥 = 1
5. Existence of identity:
a) Additive identity-For any 𝑥 ∈ 𝔽, ∃ 0∈ 𝔽: 𝑥 + 0 = 0 + 𝑥 = 𝑥
b) Multiplicative identity- For any 𝑥 ∈ 𝔽, ∃ 1 ∈ 𝔽: 𝑥. 1 = 1. 𝑥 = 𝑥
6. Distributive law: For ∀𝑥, 𝑦, 𝑧 ∈ 𝔽, 𝑥(𝑦 + 𝑧) = (𝑦 + 𝑧)𝑥 = 𝑥𝑦 = 𝑥𝑧
Theorem 3.1
Let 𝑥, 𝑦, 𝑧 ∈ 𝔽 then,
a) If 𝑥 + 𝑦 = 𝑥 + 𝑧, then 𝑦 = 𝑧
b) If 𝑥 + 𝑦 = 𝑥, then 𝑦 = 0
c) If 𝑥 + 𝑦 = 0, then 𝑥 = −𝑦
d) −(−𝑥) = 𝑥
18
REAL ANALYSIS 1 Issa Ndungo
Proof
a) Suppose 𝑥 + 𝑦 = 𝑥 + 𝑧
𝑦 = 0+𝑦
= (−𝑥 + 𝑥) + 𝑦
= −𝑥 + (𝑥 + 𝑦)
= −𝑥 + 𝑦 + 𝑧
= (−𝑥 + 𝑥) + 𝑧
=0+𝑧
=𝑧
Thus 𝑦 = 𝑧
b) Take 𝑧 = 0 in a)
𝑥+𝑦 =𝑥+0
⇒𝑦=0
c) Take 𝑧 = −𝑥 in a)
𝑥 + 𝑦 = 𝑥 + (−𝑥)
𝑦 = −𝑥
d) Let −(−𝑥) = 𝐴
If 𝐴 + −𝑥 = 0,
Then 𝐴 + −𝑥 + 𝑥 = 0 + 𝑥
𝐴+0 =𝑥
𝐴 =𝑥
Thus, −(−𝑥) = 𝑥 ∎
Theorem 3.2
Let 𝑥, 𝑦 𝑎𝑛𝑑 𝑧 ∈ 𝔽
a) If 𝑥 ≠ 0 and 𝑥𝑦 = 𝑥𝑧 then, 𝑦 = 𝑧
b) If 𝑥 ≠ 0 and 𝑥𝑦 = 𝑥 then, 𝑦 = 1
1
c) If 𝑥 ≠ 0 and 𝑥𝑦 = 1 then, 𝑦 = 𝑥
1
1
d) If 𝑥 ≠ 0 then, =𝑥
𝑥
Proof
a) Suppose 𝑥𝑦 = 𝑥𝑧
1
Since 𝑦 = 1. 𝑦 = (𝑥 . 𝑥) 𝑦
1
𝑦 = 𝑥 (𝑥𝑦)
1
𝑦 = 𝑥 (𝑥𝑧)
1
𝑦 = (𝑥 . 𝑥) 𝑧
𝑦 = 1. 𝑧
Thus, 𝑦 = 𝑧
b) Suppose 𝑥𝑦 = 𝑥
19
REAL ANALYSIS 1 Issa Ndungo
Exercise 3.1
Use the field axioms to prove the following propositions.
a) (−1)(−1) = 1
b) (−). 𝑥 = −𝑥
c) 0. 𝑥 = 0
d) If 𝑥 ≠ 0, 𝑦 ≠ 0 then, 𝑥𝑦 ≠ 0
Proof
i) If 𝑥 > 0 then 0 = −𝑥 + 𝑥 > −𝑥 + 0. So −𝑥 < 0
If 𝑥 < 0 then 0 = −𝑥 + 𝑥 < −𝑥 + 0. So −𝑥 > 0
ii) Since 𝑍 > 𝑦 we have 𝑧 − 𝑦 > 𝑦 − 𝑦 = 0
which means that 𝑧 − 𝑦 > 0. Also 𝑥 > 0
Therefore 𝑥(𝑧 − 𝑦) > 0
𝑥𝑧 − 𝑥𝑦 > 0
𝑥𝑧 − 𝑥𝑦 + 𝑥𝑦 > 0 + 𝑥𝑦
𝑥𝑧 > 𝑥𝑦 𝑜𝑓 𝑥𝑦 < 𝑥𝑧
20
REAL ANALYSIS 1 Issa Ndungo
21
REAL ANALYSIS 1 Issa Ndungo
Theorem 3.5
Let A and B be nonempty subsets of ℝ which are bounded above. Then the set 𝑆 = {𝑎 + 𝑏: 𝑎 ∈
𝐴 & 𝑏 ∈ 𝐵} is bounded above and 𝑠𝑢𝑝𝑆 = 𝑠𝑢𝑝𝐴 + 𝑠𝑢𝑝𝐵
Proof (Left to the reader)
The vector ℝ𝑘 with the above inner product and norm is called Euclidean 𝑘 − 𝑠𝑝𝑎𝑐𝑒.
Theorem 3.8
Let 𝑥, 𝑦 ∈ ℝ then:
i) ∥ 𝑥 2 ∥= 𝑥. 𝑥
ii) ∥ 𝑥. 𝑦 ∥≤∥ 𝑥 ∥ 𝑦 ∥ (Cauchy Schwarz’s inequality)
Proof
22
1
i) Since ∥ 𝑥 ∥= (𝑥. 𝑥)2 therefore ∥ 𝑥 ∥2 = 𝑥. 𝑥
REAL ANALYSIS 1 Issa Ndungo
2
(𝑥. 𝑦)
⇒ 0 ≤∥ 𝑥 ∥2 − =∥ 𝑥 ∥2 ∥ 𝑦 ∥2 −∥ 𝑥. 𝑦 ∥2
∥ 𝑦 ∥2
0 ≤∥ 𝑥 ∥∥ 𝑦 ∥ −∥ 𝑥. 𝑦 i.e. ∥ 𝑥. 𝑦 ≤∥ 𝑥 ∥∥ 𝑦 ∥ ∎
Theorem 3.9
Suppose 𝑥, 𝑦, 𝑧 ∈ ℝ𝑛 then:
a) ∥ 𝑥 + 𝑦 ∥≤ ∥ 𝑥 ∥ +∥ 𝑦 ∥ (Triangle inequality)
b) ∥ 𝑥 − 𝑧 ∥≤ ∥ 𝑥 − 𝑦 ∥ +∥ 𝑦 − 𝑧 ∥
Proof
a) Consider ∥ 𝑥 + 𝑦 ∥2 = (𝑥 + 𝑦)(𝑥 + 𝑦) = 𝑥. 𝑥 + 2𝑥. 𝑦 + 𝑦 𝑦
2
≤ ∥ 𝑥 ∥2 + 2𝑥. 𝑦 ∥ +∥ 𝑦 ∥2 = ( ∥ 𝑥 ∥ +∥ 𝑦 ∥)
2
Thus ∥ 𝑥 + 𝑦 ∥2 =( ∥ 𝑥 ∥ +∥ 𝑦 ∥) ⇒∥ 𝑥 + 𝑦 ∥≤ ∥ 𝑥 ∥ +∥ 𝑦 ∥
b) We have ∥ 𝑥 + 𝑧 ∥ =∥ 𝑥 − 𝑦 + 𝑦 + 𝑧 ∥ =∥ (𝑥 − 𝑦) + (𝑦 + 𝑧) ∥
The triangle inequality suggests that ∥ (𝑥 − 𝑦) + (𝑦 + 𝑧) ∥ ≤∥ 𝑥 − 𝑦 ∥ +∥ 𝑦 + 𝑧 ∥
Thus ∥ 𝑥 − 𝑧 ∥≤ ∥ 𝑥 − 𝑦 ∥ +∥ 𝑦 − 𝑧 ∥ ∎
23
REAL ANALYSIS 1 Issa Ndungo
UNIT FOUR
SEQUENCES AND SERIES
4.1 Sequences
Definition: A sequence is a function whose domain is the set 𝑁 of natural numbers. If 𝑓 is such a
sequence, let 𝑓(𝑥) = 𝑥𝑛 denote the value of the sequence 𝑓 at 𝑛 ∈ ℕ. In this case we denote the
sequence 𝑓 by (𝑥)∞𝑛=1 of simply (𝑥𝑛 ).
An infinite sequence is an unending set of real numbers which are determined according to some rule.
A sequence is normally defined by giving a formula for the 𝑛𝑡ℎ term.
Examples
𝑛 1 2 3
1) (𝑛+1) is the sequence (2 , 3 , 4 . … )
2) (−1𝑛 ) is the sequence (−1, 1, −1, 1, … . )
3) (2𝑛 ) is the sequence (2, 4, 8, … . . )
𝑥𝑛 +𝑥𝑛+1
We can also use recursive formulas e.g. 𝑥𝑛+1 = were 𝑥1 = 0 and 𝑥2 = 1, then the terms
3
1 4 7
of the sequence (𝑥𝑛 ) are (0, 1, 3 , 7 , 27 , … . . ).
Remark
(1) The order of the terms of the sequence is an important part of the definition of the sequence.
For example, the sequence (1, 5, 7, … . ) is not the same as the sequence (1, 7, 5, … . ).
(2) There is a distinction between the terms of a sequence and the values of a sequence. A
sequence has infinitely many terms while its values may or may not be finite.
(3) It is not necessary for the terms of a sequence to be different. For example, (1, 2, 2, 2, 2, … … . )
is a particularly good sequence.
Exercise 4.1
Write down the first five terms of the following sequences
𝑛2 _2𝑛 𝑐𝑜𝑠 𝑛𝜋 𝑛𝜋
a) ( ) b) ( ) c) (𝑠𝑖𝑛 )
3𝑛 𝑛2 2
It is easy to see that a sequence (𝑥𝑛 ) is bounded if and only if there is a positive real number 𝑀such
that |𝑥𝑛 | ≤ 𝑀 for all 𝑛 ∈ ℕ.
24
REAL ANALYSIS 1 Issa Ndungo
Examples
1 1
a) The sequence (𝑛) is bounded since 0 < 𝑛 ≤ 1 for all 𝑛 ∈ ℕ.
b) The sequence (−1𝑛 ) is not bounded above and is not bounded below.
1
c) The sequence (𝑛 + 𝑛) is bounded below by 2 but is not bounded above.
Note that if a sequence does not converge to a real number, it is said to diverge.
Definition: A sequence (𝑥𝑛 ) is said to diverge to ∞ denoted by 𝑥𝑛 → ∞ as 𝑛 → ∞ if for any
particular real number 𝑚 there is an 𝑁 ∈ ℕ such that 𝑥𝑛 > 𝑚 for all 𝑛 ≥ 𝑁.
Similarly, (𝑥𝑛 ) diverges to −∞ denoted by 𝑥𝑛 → −∞ as 𝑛 → ∞ if for any particular real number
𝑘 there is an 𝑁 ∈ ℕ such that 𝑥𝑛 < 𝑘 for all 𝑛 ≥ 𝑁.
Example 4.1
1. Show that a sequence (𝑥𝑛 ) converges to zero if and only if the sequence (|𝑥𝑛 |) converges to zero.
Solution
Assume that the sequence (𝑥𝑛 ) converges to zero. Then given 𝜖 > 0, there exists a natural number 𝑁
(which depends on 𝜖) such that |𝑥𝑛 − 0| < 𝜖 ∀𝑛 ≥ ℕ.
Now for all 𝑛 ≥ 𝑁 we have ||𝑥𝑛 | − 0| = |𝑥𝑛 | < 𝜖 That is the sequence (|𝑥𝑛 |) converges to zero.
For the converse, assume that the sequences (|𝑥𝑛 |) converges to zero. That is 𝜖 > 0, there exists a
natural number 𝑁 (which depends on 𝜖) such that:
||𝑥𝑛 | − 0| = |𝑥𝑛 | < 𝜖 ∀𝑛 ≥ ℕ. It follows that the sequence 𝑥𝑛 converges to zero
1
2. Show that 𝑙𝑖𝑚 𝑛 = 0
𝑛→∞
Solution
1
Let 𝜖 > 0 be given. We can find a 𝑁 ∈ ℕ such that |𝑛 − 0| < 𝜖 ∀ 𝑛 ≥ 𝑁 . By Archimedean property,
1
there is an 𝑁 ∈ ℕ such that 0 ≤ 𝑁 < 𝜖.
1 1 1
Thus if 𝑛 ≥ 𝑁 then we have that |𝑛 − 0| = 𝑛 ≤ 𝑁 < 𝜖.
1
That is 𝑙𝑖𝑚 𝑛 = 0.
𝑛→∞
25
REAL ANALYSIS 1 Issa Ndungo
1
3. Show that 𝑙𝑖𝑚 (1 − )=1
𝑛→∞ 2𝑛
Solution
1
Let 𝜖 > 0 be given. We need to find an 𝑁 ∈ ℕ such that |(1 − 2𝑛) − 1| < 𝜖 ∀ 𝑛 ≥ 𝑁
1 1 1
Noting that: |(1 − 2𝑛) − 1| = 2𝑛 = (1+1)𝑛 and
26
REAL ANALYSIS 1 Issa Ndungo
Theorem 4.1
Let (𝑠𝑛 ) and (𝑡𝑛 ) be sequences of real numbers and let 𝑠 ∈ ℝ if for some positive real number 𝑘 and
some 𝑁1 ∈ ℕ we have |𝑠𝑛 − 𝑠| ≤ 𝑘|𝑡𝑛 | for all 𝑛 ≥ 𝑁1 and if 𝑙𝑖𝑚 𝑡𝑛 = 0 then 𝑙𝑖𝑚 𝑠𝑛 = 𝑠.
𝑛→∞ 𝑛→∞
Proof
𝜖
Let 𝜖 > 0 be given. Since 𝑡𝑛 → 0 as 𝑛 → ∞, there exist an 𝑁𝑛 ∈ ℕ such that |𝑡𝑛 | < 𝑘 for all 𝑛 ≥ 𝑁2 .
𝜖
Let 𝑁 = 𝑚𝑎𝑥(𝑁1 , 𝑁2 ), then for all 𝑛 ≥ 𝑁 we have |𝑠𝑛 − 𝑠| ≤ 𝑘|𝑡𝑛 | < 𝑘 . 𝑘 = 𝜖.
Thus 𝑙𝑖𝑚 𝑠𝑛 = 𝑠. ∎
𝑛→∞
Example 4.2
𝑛
Show that 𝑙𝑖𝑚 √𝑛 = 1
𝑛→∞
Solution
𝑛 𝑛
Since √𝑛 ≥ 1 for each 𝑛 ∈ ℕ, there is a nonnegative real number 𝑎𝑛 such that √𝑛 = 1 + 𝑎𝑛 . Thus,
by binomial theorem we have:
𝑛
𝑛 𝑘 𝑛(𝑛 − 1)𝑎𝑛2 𝑛(𝑛 − 1)𝑎𝑛2
𝑛 = (1 + 𝑎𝑛 )𝑛 = ∑ ( ) 𝑎𝑛 = 1 + 𝑛𝑎𝑛 + 𝑛
+ ⋯ + 𝑎𝑛 ≥ 1 +
𝑘 2 2
𝑘=1
2
𝑛(𝑛−1)𝑎𝑛 2 2
Therefore, 𝑛 − 1 ≥ hence 𝑎𝑛2 ≤ 𝑛 or 𝑎𝑛 = √𝑛 for all 𝑛 ≥ 2
2
𝑛 2 2 𝑛
Now since | √𝑛 − 1| = |𝑎𝑛 | = 𝑎𝑛 ≤ √𝑛 and 𝑙𝑖𝑚 √𝑛 = 0 we have by theorem 4.1 that 𝑙𝑖𝑚 √𝑛 = 1
𝑛→∞ 𝑛→∞
Proof
Let 𝜖 > 0 be given. Then there exist natural numbers 𝑁1 and 𝑁2 such that
𝜖 𝜖
|𝑠𝑛 − ℓ1 | < for all 𝑛 ≥ 𝑁1 and |𝑠𝑛 − ℓ2 | < for all 𝑛 ≥ 𝑁2 .
2 2
Thus, |ℓ1 − ℓ2 | = 𝜖 and since 0 ≤ |ℓ1 − ℓ2 | < 𝜖 holds for every 𝜖 > 0, we have ℓ1 − ℓ2 = 0 and so
ℓ1 = ℓ2 . Thus, a sequence (𝑠𝑛 ) converges to only and only one limit (the limit of a sequence (𝑠𝑛 ) is
unique) ∎
Proposition 4.1
A sequence (𝑥𝑛 ) converges to ℓ ∈ ℝ if and only if for each 𝜖 > 0, the set {𝑛: 𝑥𝑛 ∉ (ℓ − 𝜖, ℓ + 𝜖} is
finite.
27
REAL ANALYSIS 1 Issa Ndungo
Theorem 4.3
Every convergent sequence of real numbers is bounded.
Proof
Let (𝑠𝑛 ) be a sequence of real numbers which converges to 𝑠, then with 𝜖 = 1 there exists an 𝑁 ∈ ℕ
such that |𝑠𝑛 − 𝑠| < 1 ∀ 𝑛 ≥ 𝑁
By the triangle inequality, we have that: |𝑠𝑛 | ≤ |𝑠𝑛 − 𝑠| + |𝑠| ≤ 1 + |𝑠| for all 𝑛 ≥ 𝑁
Let 𝑀 = 𝑚𝑎𝑥{|𝑠1 |, |𝑠2 |, … |𝑠𝑁 |, |𝑠| + 1}. Then |𝑠𝑛 | ≤ 𝑀 for all 𝑛 ∈ 𝑁. That is the sequence (𝑠𝑛 ) is
bounded. ∎
The converse of Theorem 4.3 is not necessarily true. There are sequences which are bounded but do
not converge. E.g. the sequences (−1𝑛 ) is bounded but not convergent.
Theorem 4.4 (Squeeze theory on limits)
Suppose that (𝑠𝑛 ), (𝑡𝑛 ) and (𝑢𝑛 ) are sequences such that 𝑠𝑛 ≤ 𝑡𝑛 ≤ 𝑢𝑛 for all 𝑛 ∈ 𝑁. If
𝑙𝑖𝑚 𝑠𝑛 = ℓ = 𝑙𝑖𝑚 𝑢𝑛 , then 𝑙𝑖𝑚 𝑡𝑛 = ℓ.
𝑛→∞ 𝑛→∞ 𝑛→∞
Proof.
Let 𝜖 > 0 be given. Then there exist 𝑁1 , 𝑁2 ∈ ℕ such that:
|𝑠𝑛 − ℓ| < 𝜖 for all 𝑛 ≥ 𝑁1 and |𝑢𝑛 − ℓ| < 𝜖 for all 𝑛 ≥ 𝑁2
That is ℓ − 𝜖 < 𝑠𝑛 < ℓ + 𝜖 for all 𝑛 ≥ 𝑁1 and ℓ − 𝜖 < 𝑢𝑛 < ℓ + 𝜖
Let 𝑁 = 𝑚𝑎𝑥{𝑁1 , 𝑁2 }. Then for all 𝑛 ≥ 𝑁, we have
ℓ − 𝜖 < 𝑠𝑛 ≤ 𝑡𝑛 ≤ 𝑢𝑛 < ℓ + 𝜖 and consequently |𝑡𝑛 − ℓ| < 𝜖 for all 𝑛 > 𝑁.
That is 𝑙𝑖𝑚 𝑡𝑛 = ℓ. ∎
𝑛→∞
Example 4.3
𝑛𝜋
𝑐𝑜𝑠
2
1. Show that 𝑙𝑖𝑚 =0
𝑛→∞ 𝑛2
Solution
𝑛𝜋 𝑛𝜋 𝑛𝜋
𝑐𝑜𝑠 𝑐𝑜𝑠 1 1 𝑐𝑜𝑠
2 2 2
Since 𝑜 ≤ | − 0| = | | ≤ 1. 𝑛2 and 𝑙𝑖𝑚 𝑛2 = 0 it follows that 𝑙𝑖𝑚 =0
𝑛2 𝑛2 𝑛→∞ 𝑛→∞ 𝑛2
2. Show that for every 𝑥, with |𝑥| < 1 𝑙𝑖𝑚 = 𝑛𝑥 𝑛 = 0.
𝑛→∞
Solution
Without loss of generality, assume that 𝑥 ≠ 0 and 𝑛 > 1. Since |𝑥| < 1, then there is a positive real
1
number 𝑎 such that |𝑥| = 1 + 𝑎.
1 𝑛(𝑛−1)𝑎2
Then 𝑥 𝑛 = (1 + 𝑎)𝑛 = (1 + 𝑎𝑛 )𝑛 = ∑𝑛𝑟=1(𝑛𝑟)𝑎𝑟 ≥ for some 𝑎 > 0 then
2
2 2
|𝑥 𝑛 | ≤ this implies that |𝑛𝑥 𝑛 | ≤ and so,
𝑛(𝑛−1)𝑎2 (𝑛−1)𝑎2
−2 2
⇒ 2
≤ 𝑛𝑥 𝑛 ≤
(𝑛 − 1)𝑎 (𝑛 − 1)𝑎2
−2 2
Since 𝑙𝑖𝑚 (𝑛−1)𝑎2 = 0 = 𝑙𝑖𝑚 (𝑛−1)𝑎2 . We have by the squeeze theorem, that 𝑙𝑖𝑚 = 𝑛𝑥 𝑛 = 0
𝑛→∞ 𝑛→∞ 𝑛→∞
28
REAL ANALYSIS 1 Issa Ndungo
Exercise 4.3
𝑥𝑛
1) Show that for any 𝑥 ∈ ℝ, 𝑙𝑖𝑚 = =0
𝑛→∞ 𝑛!
1
2) Show that 𝑙𝑖𝑚 = 𝑛! = 0
𝑛→∞
𝑛
3) Show that 𝑙𝑖𝑚 = 2𝑛 = 0
𝑛→∞
𝑡ℎ 2 4 8 16 32
4) Find the 𝑛 term of the sequence (1 , 3 , 5 , , ,…)
7 9
Theorem 4.5
Let 𝑆 be a subset of ℝ which is bounded above. Then there exists a sequence (𝑠𝑛 ) in 𝑆 such that
𝑙𝑖𝑚 𝑠𝑛 = 𝑠𝑢𝑝𝑆.
𝑛→∞
Proof
Let 𝑐 = 𝑠𝑢𝑝𝑆. By the characterization of supremum in Theory 3.4, for each 𝑛 ∈ 𝑁 there exists 𝑠𝑛 ∈
1 1
𝑆such that 𝑐 − 𝑛 < 𝑠𝑛 ≤ 𝑐. Since 𝑙𝑖𝑚 (𝑐 − 𝑛) = 𝑐 = 𝑙𝑖𝑚 𝑐, we have by squeeze theorem that
𝑛→∞ 𝑛→∞
𝑙𝑖𝑚 𝑠𝑛 = 𝑐 = 𝑠𝑢𝑝𝑆 ∎
𝑛→∞
ii) 𝑙𝑖𝑚 𝑠𝑛 𝑡𝑛 = 𝑠𝑡
𝑛→∞
𝑠 𝑠
iii) 𝑙𝑖𝑚 𝑡𝑛 = 𝑡 if 𝑡𝑛 ≠ 0 for all 𝑛 ∈ ℕ and 𝑡 ≠ 0
𝑛→∞ 𝑛
Proof
𝜖
i) Let 𝜖 > 0 be given. Then there exist 𝑁1 and 𝑁2 in ℕ such that: |𝑠𝑛 − 𝑠| < 2 for all 𝑛 ≥ 𝑁1 and
𝜖
|𝑡𝑛 − 𝑡| < for all 𝑛 ≥ 𝑁2 .
2
Therefore, 𝑙𝑖𝑚 𝑠𝑛 𝑡𝑛 = 𝑠𝑡
𝑛→∞
Remark
An increasing sequence (𝑠𝑛 ) is bounded below by 𝑠1 a decreasing sequence is bounded below by 𝑡1
it therefore follows that an increasing sequence is bounded if and only if it is bounded above and a
decreasing sequence is bounded if an only if it is bounded below.
Examples
1. The sequence (1, 1, 2, 3, 5, … . ) is increasing
2. The sequence (3, 1, 0, 0, −3, … . ) is decreasing
3. The sequence (𝑛2 ) is strictly increasing
4. The sequence (−𝑛) is strictly decreasing
30
REAL ANALYSIS 1 Issa Ndungo
Theorem 4.7
Let a sequence (𝑠𝑛 ) be a bounded sequence.
i) If (𝑠𝑛 ) is monotonically increasing then it converges to its supremum.
ii) If (𝑠𝑛 ) is monotonically decreasing then it converges to its infimum.
Proof
Let 𝑠1 = 𝑠𝑢𝑝𝑠𝑛 and 𝑠2 = 𝑖𝑛𝑓𝑠𝑛 and take 𝜖 > 0
i) Since 𝑠𝑢𝑝𝑠𝑛 = 𝑠1 there exists 𝑠𝑛0 such that 𝑠1 − 𝜖 < 𝑠𝑛0 .
Since 𝑠𝑛 is increasing then 𝑠1 − 𝜖 < 𝑠𝑛0 < 𝑠𝑛 < 𝑠1 < 𝑠1 + 𝜖
⇒ 𝑠1 − 𝜖 < 𝑠𝑛 < 𝑠1 + 𝜖 for all 𝑛 > 𝑛0
⇒ |𝑠𝑛 − 𝑠1 | < 𝜖 for all 𝑛 > 𝑛0
⇒ 𝑙𝑖𝑚 𝑠𝑛 = 𝑠1
𝑛→∞
ii) Since 𝑖𝑛𝑓𝑠𝑛 = 𝑠2 there exists 𝑠𝑛1 such that 𝑠𝑛1 < 𝑠2 + 𝜖.
Since 𝑠𝑛 is decreasing then 𝑠2 − 𝜖 < 𝑠𝑛 < 𝑠𝑛1 < 𝑠2 < 𝑠2 + 𝜖
⇒ 𝑠2 − 𝜖 < 𝑠𝑛 < 𝑠1 + 𝜖 for all 𝑛 > 𝑛1
⇒ |𝑠𝑛 − 𝑠2 | < 𝜖 for all 𝑛 > 𝑛1 . ⇒ 𝑙𝑖𝑚 𝑠𝑛 = 𝑠2 ∎
𝑛→∞
Theorem 4.8
A monotone sequence converges if and only if it is bounded.
Proof
We already proved in Theorem 4.3 that every convergent sequence is bounded. To prove the converse
let (𝑠𝑛 ) be a bounded increasing sequence and let 𝑆 = {𝑠𝑛 |𝑛 ∈ ℕ}. Since S is bounded above it has a
supremum, 𝑠𝑢𝑝𝑆 = 𝑠 say. We claim that 𝑙𝑖𝑚 𝑆 = 𝑠. Let 𝜖 > 0 be given, by the characterization of
𝑛→∞
supremum, there exist 𝑠𝑁 ∈ 𝑆 such that 𝑠 − 𝜖 < 𝑠𝑁 ≤ 𝑠𝑛 < 𝑠 + 𝜖 for all 𝑛 ≥ 𝑁. Thus, |𝑠𝑛 − 𝑠| < 𝜖
for all 𝑛 ≥ 𝑁
The proof for the case when the sequence (𝑠𝑛 ) is decreasing is similar. ∎
Example 4.4
𝑛+1
Show that ( ) is a convergent sequence
𝑛
Solution
𝑛+1
We show that ( ) is monotone and bounded. Its convergence will ben follow from theorem 4.8.
𝑛
31
REAL ANALYSIS 1 Issa Ndungo
𝑥+1 −1
Another proof for monotone: Consider 𝑓(𝑥) = , 𝑓 ′ (𝑥) = < 0 for all 𝑥 ∈ [1, ∞). Thus, 𝑓 is
𝑥 𝑥2
𝑛+1 𝑛+2
decreasing on [1, ∞). Therefore 𝑓(𝑛) > 𝑓(𝑛 + 1) i.e. > 𝑛+1 for all 𝑛 ∈ ℕ.
𝑛
𝑛+1 𝑛+1
Boundedness: is bounded below by 1. So is a convergent sequence by Theorem 4.8.
𝑛 𝑛
4.6 Subsequences
If the terms of the sequence (𝑠𝑛 ) are contained in other sequences (𝑡𝑛 ) then (𝑠𝑛 ) is a subsequence of
(𝑡𝑛 ).
Definition:
Let (𝑠𝑛 ) be a sequence of real numbers and let (𝑛𝑘 )𝑘 ∈ ℕ be a sequence of natural numbers
such that 𝑛1 < 𝑛2 < ⋯ . Then the sequence (𝑠𝑛𝑘 ) is called a subsequence of (𝑠𝑛 ). That is a
subsequence (𝑠𝑛𝑘 ) of sequence (𝑠𝑛 ) is strictly increasing function 𝜙: 𝑘 ↦ 𝑠𝑛𝑘 .
Example:
1 1 1 1
Let (𝑠𝑛 ) be the sequence (1, 2, 2 , 3, 3 , … ) then (1, 2 , 3 , … . . ) and (1, 2, 3, … ) are subsequences of
(𝑠𝑛 ).
Theorem 4.9
Let (𝑠𝑛 ) be a sequence which converges to 𝑠. Then any subsequences of (𝑠𝑛 ) converges to 𝑠.
Proof
Let (𝑠𝑛𝑘 ) be a subsequence of (𝑠𝑛 ) and let 𝜖 > 0 be given. Then there is an 𝑁 ∈ ℕ such that
|𝑠𝑛 − 𝑠| < 𝜖 for all 𝑛 ≥ 𝑁. Thus when 𝑘 ≥ 𝑁 we have that 𝑛𝑘 ≥ 𝐾 ≥ 𝑁 and so |𝑠𝑛𝑘 − 𝑠| < 𝜖 for all
𝐾 ≥ 𝑁. Thus, 𝑙𝑖𝑚 𝑠𝑛𝑘 = 𝑠. ∎
𝑛→∞
Solution
𝑛+1 𝑚+1 𝑚−𝑛 𝑚+𝑛
For all 𝑛, 𝑚 ∈ ℕ, |𝑠𝑛 − 𝑠𝑚 | = | − | = | 𝑚𝑛 | < .
𝑛 𝑚 𝑚𝑛
𝑚+𝑛 2𝑚 2
Therefore if 𝑚 ≥ 𝑛 then, |𝑠𝑛 − 𝑠𝑚 | < 𝑚𝑛
< 𝑚𝑛 = 𝑛
32
REAL ANALYSIS 1 Issa Ndungo
1 𝜖
Let 𝜖 > 0 be given. Then there is an 𝑁 ∈ ℕ such that < . Thus, for all 𝑛 ≥ 𝑁 we have
𝑁 2
𝑛+1 𝑚+1 𝑚−𝑛 2 2
|𝑠𝑛 − 𝑠𝑚 | = | − | = | 𝑚𝑛 | < 𝑛 ≤ 𝑁 < 𝜖. Hence, (𝑠𝑛 ) is Cauchy. ∎
𝑛 𝑚
Theorem 4.11
Every convergent sequence (𝑠𝑛 ) is a Cauchy sequence.
Proof
𝜖
Assume that (𝑠𝑛 ) converges to 𝑠. Then given 𝜖 > 0 there exists an 𝑁 ∈ ℕ such that |𝑠𝑛 − 𝑠| < 2 for
all 𝑛 ≥ 𝑁. Now for all 𝑛, 𝑚 ≥ 𝑁 we have that:
|𝑠𝑛 − 𝑠𝑚 | = |(𝑠𝑛 − 𝑠 + 𝑠 − 𝑠𝑚 )| ≤ |𝑠𝑛 − 𝑠| + |𝑠 − 𝑠𝑚 |
𝜖 𝜖
= |𝑠𝑛 − 𝑠| + |𝑠𝑚 − 𝑠| < 2 + 2 = 𝜖
Theorem 4.12
Every Cauchy sequence (𝑠𝑛 ) is bounded.
Proof
Let 𝜖 = 1, then there exists 𝑁 ∈ ℕ such that |𝑠𝑛 − 𝑠𝑚 | < 1 for all 𝑛, 𝑚 ≥ 𝑁. Choose a 𝑘 ≥ 𝑁 and
observe that |𝑠𝑛 | = |𝑠𝑛 − 𝑠𝑘 + 𝑠𝑘 | ≤ |𝑠𝑛 − 𝑠𝑘 | + |𝑠𝑘 | < 1 + 𝑠𝑘
Let 𝑀 = 𝑚𝑎𝑥{|𝑠1 |, |𝑠2 |, … . |𝑠𝑁 |, |𝑠𝑘 | + 1}.
Then (𝑠𝑛 ) < 𝑀 for all 𝑛 ≥ 𝑁 and therefore, (𝑠𝑛 ) is bounded. ∎
Theorem 4.13
Every Cauchy sequence (𝑠𝑛 ) of real numbers converges.
Proof
Let (𝑠𝑛 ) be Cauchy, by Theorem 4.12, (𝑠𝑛 ) is bounded and therefore by Bolzano Weierstrass
theorem, (𝑠𝑛 ) has a subsequence (𝑠𝑛𝑘 ) that converges to some real number ℓ.
We claim that (𝑠𝑛 ) converges to ℓ. Let 𝜖 > 0 be given. Then there exist 𝑁1 , 𝑁2 ∈ ℕ such that:
𝜖
|𝑠𝑛 − 𝑠𝑚 | < for all 𝑛. 𝑚 ≥ 𝑁1 and
2
𝜖
|𝑠𝑛𝑘 − ℓ| < for all 𝑛, 𝑚 ≥ 𝑁2
2
33
REAL ANALYSIS 1 Issa Ndungo
Theorem 4.11 and theorem 4.13 combined together gives the Cauchy’s convergent criterion for
sequences: “A sequence (𝒔𝒏 ) of real numbers converges if and only if it is Cauchy.”
Example 4.6
−1𝑛
1) Use Cauchy criterion to show that the sequence ( ) converges.
𝑛
Solution
−1𝑛 −1𝑛
We need to show that the sequence ( ) in Cauchy. To that end 𝜖 > 0 and 𝑠𝑛 = ( ). then, for all
𝑛 𝑛
(−1)𝑛 (−1)𝑚 1 1 1 1 2
𝑛, 𝑚 ∈ ℕ with 𝑚 ≥ 𝑛 |𝑠𝑛 − 𝑠𝑚 | = | − | ≤ 𝑛 + 𝑚 ≤ 𝑛 + 𝑛 = 𝑛. Now there is an 𝑁 ∈ ℕ
𝑛 𝑚
2 (−1)𝑛 (−1)𝑚 2
such that 𝑁 < 𝜖. Thus, for all 𝑛 ≥ 𝑁, we have |𝑠𝑛 − 𝑠𝑚 | = | − | ≤ 𝑁 < 𝜖.
𝑛 𝑚
−1𝑛
Thus ( ) is a Cauchy sequence and so it converges.
𝑛
1 1 1
2) Show that the sequence 𝑠𝑛 = 1 + 2 + 3 + ⋯ + 𝑛 diverges.
Solution
It suffices to show that (𝑠𝑛 ) is not a Cauchy sequence. Now for 𝑛, 𝑚 ∈ ℕ with 𝑛 > 𝑚, we have:
1 1 1 1 1 1 1 1 1
|𝑠𝑛 − 𝑠𝑚 | = |(1 + + + ⋯ + ) − (1 + + + ⋯ + )| = | + 𝑚+2 + ⋯ + 𝑛|
2 3 𝑛 2 3 𝑚 𝑚+1
1 1 1
= 𝑚+1 + 𝑚+2 + ⋯ + 𝑛
1 1 1 𝑛−𝑚
>>⏟ +𝑛 + ⋯..+𝑛 =
𝑛 𝑛
𝑛−𝑚 𝑡𝑖𝑚𝑒𝑠
Exercise 4.5
Show that every subsequence of a bounded sequence is bounded.
34
REAL ANALYSIS 1 Issa Ndungo
𝑆𝑛 = 𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛 .
If the sequence of partial sum (𝑆𝑛 ) converges to 𝑆 then, the series ∑∞
𝑛=1 𝑎𝑛 converges. The limit 𝑆 is
called the sum of the series.
𝑆 = 𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛 + ⋯ so 𝑆 = ∑∞
𝑛=1 𝑎𝑛 .
Example 4.7
1 1 1 1
a) The series ∑∞
𝑛=1 2𝑛 = 2 + 4 + 8 + ⋯ has the following partial sums
1 1 1 3 1 1 1 1 2𝑛 −1
𝑆1 = 2 , 𝑆1 = 2 + 4 = 4 , … . , 𝑆𝑛 = 2 + 4 + 8 + ⋯ + 2𝑛 = 2𝑛
2𝑛 −1
Because 𝑙𝑖𝑚 = 1. It follows that the series converge and its sum is 1.
𝑛→∞ 2𝑛
1 1 1 1 1
b) The 𝑛𝑡ℎ partial sum of the series ∑∞
𝑛=1 (𝑛 − 𝑛+1) = (1 − 2) + (2 − 3) + ⋯ is given by
1 1 1
𝑆𝑛 = 1 − 𝑛+1 because the 𝑙𝑖𝑚 (𝑛 − 𝑛+1) = 1. Thus, the series converge and its sum is 1.
𝑛→∞
c) The series ∑∞
𝑛=1 1 = 1, 1, 1, 1, 1, … diverges because 𝑆𝑛 = 𝑛 and the sequence of partial sums
diverges.
NB. The series in Example 4.7b) is a telescoping series of the form (𝑏1 − 𝑏2 ) + (𝑏2 − 𝑏3 ) +
(𝑏3 _𝑏4 ) + ⋯ . (𝑏𝑛−1 − 𝑏𝑛 ) + (𝑏𝑛 − 𝑏𝑛+1 ).
Because the sum of a telescoping series is given by 𝑆𝑛 = 𝑏1 − 𝑏𝑛+1 , it follows that a telescoping
series will converge if and only if 𝑏𝑛 approaches a finite number as 𝑛 → ∞. Moreover, if the series
converges its sum is 𝑆𝑛 = 𝑏1 − 𝑙𝑖𝑚 𝑏𝑛+1 .
𝑛→∞
Solution
2 2 2 2
Using partial fractions, we write 𝑎𝑛 = 4𝑛2 −1 = (2𝑛−1)(2𝑛+1) = 2𝑛−1 + 2𝑛+1 .
1 1 1 1 1 1 1
The partial sums is 𝑆𝑛 = (1 − 3) + (3 − 5) + ⋯ + (2𝑛−1 − 2𝑛+1) = 1 − 2𝑛+1 so the series
1 1
converge and its sum is 𝑙𝑖𝑚 𝑆𝑛 = 𝑙𝑖𝑚 (1 − 2𝑛−1
) = 1 − 𝑙𝑖𝑚 2𝑛−1 = 1 − 0 = 1.
𝑛→∞ 𝑛→∞ 𝑛→∞
35
REAL ANALYSIS 1 Issa Ndungo
Proof
It is easy to see that the series diverge if 𝑟 = ±1. If 0 < |𝑟| < 1 then
𝑆𝑛 = 𝑎 + 𝑎𝑟 + 𝑎𝑟 2 + … + 𝑎𝑟 𝑛−2 + 𝑎𝑟 𝑛−1 . Let us multiply this equation by 𝑟 to yield:
𝑟𝑆𝑛 = 𝑎𝑟 + 𝑎𝑟 2 + 𝑎𝑟 3 + … + 𝑎𝑟 𝑛−1 + 𝑎𝑟 𝑛
Subtracting 𝑟𝑆𝑛 from 𝑆𝑛 we get:
(𝑟 − 1)𝑆𝑛 = 𝑎 − 𝑎𝑟 𝑛
𝑎(1−𝑟 𝑛 )
𝑆𝑛 = 1−𝑟
, with 𝑟 ≠ 1
𝑎(1−𝑟𝑛 )
When |𝑟| ≥ 1, it follows that 𝑟 𝑛 → ∞ as 𝑛 → ∞ that is 𝑙𝑖𝑚 = ∞ . Thus, the series diverge
𝑛→∞ 1−𝑟
𝑎(1−𝑟𝑛 ) 𝑎
When |𝑟| < 1, it follows that 𝑟 𝑛 → 0 as 𝑛 → ∞ that is 𝑙𝑖𝑚 = . Thus, the series converge
𝑛→∞ 1−𝑟 1−𝑟
𝑎
and the sum is 1−𝑟.
Example 4.8
3 1 𝑛
a) The geometric series ∑∞
𝑛=0 2𝑛 = 3 (2)
1 1 1
= 3(1) + 3 (2) + 3((2) + ⋯ has 𝑟 = 2 and 𝑎 = 3. Because 0 <
𝑎 3
|𝑟| < 1 then the series converge and its sum is 𝑆𝑛 = = 1 = 6.
1−𝑟 1−
2
3 𝑛 3 9 3
b) The geometric series ∑∞𝑛=0 (2) = 1 + 2 + 4 + ⋯ has 𝑟 = 2. Since |𝑟| ≥ 1 then the series
diverge.
c) Use a geometric series to write 0. ̅̅
08̅̅ as a ratio of two integers.
Solution
8 8 8
̅̅̅̅, we write 0.08080808080808 … … … . = 2 + 4 + 6 + ⋯
For the repeated decimal 0. 08 10 10 10
8 1 𝑛
= ∑∞
𝑛=0 (102 ) (102 )
8 1
For this series we have 𝑎 = 102 and 𝑟 = 102 so the series converge and the sum is given by
8
𝑆𝑛 = 0. ̅̅
08̅̅ = 𝑎 = 102
1 = 99
8
1−𝑟 1− 2
10
36
REAL ANALYSIS 1 Issa Ndungo
Proof
Assume that ∑∞
𝑛=1 𝑎𝑛 = 𝑙𝑖𝑚 𝑆𝑛 = ℓ then because 𝑆𝑛 = 𝑆𝑛−1 + 𝑎𝑛 and 𝑙𝑖𝑚 𝑆𝑛 = 𝑙𝑖𝑚 𝑆𝑛−1 = ℓ
𝑛→∞ 𝑛→∞ 𝑛→∞
it follows that ℓ = 𝑙𝑖𝑚 𝑆𝑛 = 𝑙𝑖𝑚 (𝑆𝑛−1 + 𝑎𝑛 ) = 𝑙𝑖𝑚 (𝑆𝑛−1 ) + 𝑙𝑖𝑚 (𝑎𝑛 ) = ℓ + 𝑙𝑖𝑚 𝑎𝑛
𝑛→∞ 𝑛→∞ 𝑛→∞ 𝑛→∞ 𝑛→∞
Example 4.9
1) For the series ∑∞ 𝑛
𝑛=0 2 we have:
𝑙𝑖𝑚 2𝑛 = ∞ so, the limit of the 𝑛𝑡ℎ term is not zero so the series diverge.
𝑛→∞
𝑛! 𝑛! 1
2) For the series ∑∞
𝑛=1 2𝑛!+1 we have 𝑙𝑖𝑚 2𝑛!+1 = 2 ≠ 0 so, the series diverge.
𝑛→∞
Proof
Begin by partitioning the interval [1, 𝑛] into 𝑛 − 1 unit interval as illustrated on Figure 4.1 a and
4.1b. The total area of the inscribed rectangles and the circumscribed rectangles are as follows:
∑𝑛𝑖=2 𝑓(𝑖) = 𝑓(2) + 𝑓(3) + ⋯ 𝑓(𝑛) inscribed rectangles
∑𝑛=1
𝑖=1 𝑓(𝑖) = 𝑓(1) + 𝑓(2) + ⋯ 𝑓(𝑛 − 1) circumscribed rectangles
37
REAL ANALYSIS 1 Issa Ndungo
The exact area under the graph i𝑓 from 𝑥 = 1 to 𝑥 = 𝑛 lies between the inscribed area and the
circumscribed area.
𝑦
𝑦
Inscribed rectangles
Circumscribed rectangles
∑𝑛𝑖=2 𝑓(𝑖) = 𝐴𝑟𝑒𝑎
∑𝑛−1
𝑖=1 𝑓(𝑖) = 𝐴𝑟𝑒𝑎
1 2 3 4 𝑛−1 𝑛 x 1 2 3 4 𝑛−1 𝑛 x
Figure 4.1a Figure 4.1b
𝑛
∑𝑛𝑖=2 𝑓(𝑖) ≤ ∫1 𝑓(𝑥) 𝑑𝑥 ≤ ∑𝑛=1
𝑖=1 𝑓(𝑖) (1)
Using the 𝑛𝑡ℎ partial sum, 𝑆𝑛 = 𝑓(1) + 𝑓(2) + ⋯ 𝑓(𝑛) we write (1) as
𝑛 ∞
𝑆𝑛 − 𝑓(1) ≤ ∫1 𝑓(𝑥) 𝑑𝑥 ≤ 𝑆𝑛−1 , assuming that ∫1 𝑓(𝑥) 𝑑𝑥 to ℓ it follows that for 𝑛 ≥ 1
𝑆𝑛 − 𝑓(1) ≤ ℓ ⇒ 𝑠𝑛 = ℓ + 𝑓(1)
Consequently 𝑠𝑛 is bounded and monotonic and by Theorem 4.7, it converges. So ∑ 𝑎𝑛 converges.
For the other direction proof;
∞ 𝑛
Assume that the improper integral ∫1 𝑓(𝑥) 𝑑𝑥 diverges, then ∫1 𝑓(𝑥) 𝑑𝑥 approaches infinity as
𝑛
𝑛 → ∞ and the inequality 𝑆𝑛−1 ≥ ∫1 𝑓(𝑥) 𝑑𝑥 implies that (𝑆𝑛 ) diverges and so ∑ 𝑎𝑛 diverges. ∎
Example 4.10
𝑛
Apply the integral test to the series ∑∞
𝑛=1 𝑛2 +1
Solution
𝑥 −𝑥 2 +1
𝑓(𝑥) = 𝑥 2 +1 is positive and continuous for 𝑥 ≥ 1. We find 𝑓 ′ (𝑥) = (𝑥 2 +1)2 < 0 for 𝑥 > 1 and so 𝑓
is decreasing. 𝑓 satisfies the conditions for the integral test.
∞ 𝑥 1 ∞ 2𝑥 1 𝑏 2𝑥 1
So ∫1 𝑑𝑥 = 2 ∫1 𝑑𝑥 = 2 𝑙𝑖𝑚 ∫1 𝑑𝑥 = 2 𝑙𝑖𝑚 [𝑙𝑛(𝑏 2 + 1) + 𝑙𝑛 2] = ∞ so the series
𝑥 2 +1 𝑥 2 +1 𝑏→∞ 𝑥 2 +1 𝑏→∞
diverge.
38
REAL ANALYSIS 1 Issa Ndungo
Exercise 4.6
1) Use the integral test to determine the divergence and convergence of the following series
1 2 1 1 1 1 1
a) ∑∞
𝑛=1 𝑛+3 b) ∑∞ 𝑛=1 3𝑛+5 c) 3 + 5 + 7 + 9 + ⋯ d) ∑∞ 𝑛=1 𝑛2 +1
2) Explain why the integral test does not apply to the following series
−1𝑛 𝑠𝑖𝑛 𝑛 (𝑠𝑖𝑛 𝑛)2
a) ∑∞
𝑛=1 𝑛 b) ∑∞𝑛=1 2 + 𝑛 c) ∑∞𝑛=1 𝑛
3) use the p-series test to determine the convergence of divergence of the following series.
1 1 1
a) ∑∞
𝑛=1 5 b) 1 + + + ⋯
√𝑛 √2 √3
39
REAL ANALYSIS 1 Issa Ndungo
Example 4.7
1
1) Determine the convergent and divergent of the series ∑∞
𝑛=1 1+3𝑛
Solution
1 1
The series ∑∞ ∞
𝑛=1 1+3𝑛 resembles ∑𝑛=1 3𝑛 converging geometric series. Term by term comparison
1 1 1 1
yields: 𝑎𝑛 = 2+3𝑛 < 3𝑛 = 𝑏𝑛 so, since ∑∞ ∞
𝑛=1 3𝑛 converges then ∑𝑛=1 1+3𝑛 also converges.
1
2) Determine the convergent and divergent of the series ∑∞
𝑛=1 2+ .
√𝑛
Solution
1 1 1 1
The series ∑∞
𝑛=1 2+ resembles ∑∞
𝑛=1 divergent p-series. And 2+ ≤ 𝑛 ≥ 2 which does
√𝑛 √𝑛 √𝑛 √𝑛
∞ 1
not meet the requirement for divergence. We also compare with ∑𝑛=1 divergent harmonic series.
𝑛
1 1
𝑎𝑛 = ≤ 2+ = 𝑏𝑛 𝑛 ≥ 4 and by the direct comparison test, the given series converge.
𝑛 √𝑛
Limit comparison
Proposition 4.6
𝑎𝑛
Suppose that 𝑎𝑛 > 0, 𝑏𝑛 > 0, and 𝑙𝑖𝑚 = ℓ where ℓ is finite and positive. Then the two series
𝑛→∞ 𝑏𝑛
∑ 𝑎𝑛 and ∑ 𝑏𝑛 either both diverge of converge.
Proof
𝑎𝑛 𝑎𝑛
Because 𝑎𝑛 > 0, 𝑏𝑛 > 0 and 𝑙𝑖𝑚 = ℓ there exists 𝑁 > 0 such that 0 < = ℓ + 1 for 𝑛 ≥ 𝑁.
𝑛→∞ 𝑏𝑛 𝑏𝑛
This implies that 0 < 𝑎𝑛 < (ℓ + 1)𝑏𝑛 . So, by the direct comparison test, the convergence of
𝑏
∑ 𝑏𝑛 implies the convergence of ∑ 𝑎𝑛 . Similarly, the fact that 𝑙𝑖𝑚 𝑛 = 1/ℓ can be used to show
𝑛→∞ 𝑎𝑛
that the convergence of ∑ 𝑎𝑛 implies the convergence of ∑ 𝑏𝑛 . ∎
NB: Some examples of p-series to use in comparison tests for given series are in the table below
Given series p-series Conclusion
𝟏 1 Both series converge
∑ 𝟐 ∑ 2
𝟑𝒏 − 𝟒𝒏 + 𝟓 𝑛
𝟏 1 Both series diverge
∑ ∑
√𝟑𝒏 − 𝟐 √𝑛
𝒏𝟐 − 𝟏𝟎 1 Both series converge
∑ ∑ 3
𝟒𝒏𝟓+𝒏
𝟑 𝑛
The table above suggests that when choosing a series for comparison one disregards all but the
highest powers of 𝑛 in both the numerators and the denominator.
40
REAL ANALYSIS 1 Issa Ndungo
Example 4.8
1
1) Show that the general harmonic series ∑∞
𝑛=1 𝑎𝑛+𝑏 diverge.
Solution
1 1 1 1
By comparing with ∑∞
𝑛=1 𝑛 divergent harmonic series, we have 𝑙𝑖𝑚 𝑎𝑛+𝑏 ÷ 𝑛 = 𝑎 because this limit
𝑛→∞
is finite and positive then, the given series diverges.
√𝑛
2) Determine the convergence of divergence of ∑ 𝑛2 +1
Solution
√𝑛 1
Compare the series with ∑ 𝑛2 = ∑ 3 convergent p-series
𝑛2
√𝑛 1 𝑛2
Because 𝑙𝑖𝑚 ÷ 3 = 𝑙𝑖𝑚 𝑛2 +1 = 1 then by limit comparison test the given series converge.
𝑛→∞ 𝑛2 𝑛2 𝑛→∞
𝑛2𝑛
3) Determine the convergence of divergence of ∑ 4𝑛3 +1 .
Solution
2𝑛
Compare with ∑ 𝑛2 divergent series. Now that the series diverge, by 𝑛𝑡ℎ term test from the limit
𝑛2𝑛 2𝑛 1 1
𝑙𝑖𝑚 ÷ = 𝑙𝑖𝑚 1 = so, the given series diverge.
𝑛→∞ 4𝑛3 +1 𝑛2 𝑛→∞ 4+( 3 ) 4
𝑛
Proof
Consider the alternating series ∑(−1)𝑛+1 𝑎𝑛 . For this series, the partial sum (where 2𝑛)
𝑠2𝑛 = (𝑎1 − 𝑎2 ) + (𝑎3 − 𝑎4 ) + (𝑎5 − 𝑎6 ) + ⋯ (𝑎2𝑛−1 − 𝑎2𝑛 ) has all nonnegative terms and
therefore the sequence (𝑠2𝑛 ) is a nondecreasing sequence, we can also write:
𝑠2𝑛 = 𝑎1 − (𝑎2 − 𝑎3 ) − (𝑎4 − a5 ) − ⋯ − (a2n−2 − a2n ) − a2n which implies that s2n ≤ a1 for
every integer n. So, (s2n ) is bounded, nondecreasing and converges to some value L. Because
s2n−1 − a2n = s2n and a2n → 0 we have lim s2n−1 = lim s2n = lim a2n = L + lim a2n = L
n→∞ n→∞ n→∞ n→∞
Because both s2n and s2n−1 converges to the same limit L, it follows that (sn ) also converges to L.
Consequently, the given alternating series converge. ∎
41
REAL ANALYSIS 1 Issa Ndungo
42
REAL ANALYSIS 1 Issa Ndungo
UNIT FIVE
LIMITS AND CONTINUITY
Example 5.1
1) Show that lim 𝑥 2 = 4.
x→2
1 𝜖 2𝑥+3
Choose 𝛿 = max { , } . Then whoever 𝑜 < |𝑥 + 1| < 𝛿 we have that | − 1| < 𝜖 .
2 2 𝑥+2
|𝑥| 1 𝑖𝑓 𝑥 > 0
4) Show that lim 𝑓(𝑥) where 𝑓(𝑥) = ={ does not exists.
x→0 𝑥 −1 𝑖𝑓 𝑥 < 𝑥
Solution
Assume that the limit exists and lim 𝑓(𝑥) = 𝐿. Then with 𝜖 = 1 there is a 𝛿 > 0 such that
x→0
−𝛿 𝛿
|𝑓(𝑥) − 𝐿| < 1 for all 𝑥 satisfying 0 < 𝑥 < 𝛿. Taking 𝑥 = , we have that |𝑥| = < 𝛿 and
2 2
so, 1 > |𝑓(𝑥) − 𝐿| = |−1 − 𝐿| = |𝐿 + 1| ⇒ |𝐿 + 1| < 1
⇒ −2 < 𝐿 < 0 …………………….. (*)
𝛿 𝛿
On the other hand, if 𝑥 = 2, we have |𝑥| = 2 < 𝛿 so −1 > |𝑓(𝑥) − 𝐿| = |1 − 𝐿| = |𝐿 − 1|
⇒ |𝐿 − 1| < 1
⇒ 0 < 𝑥 < 2 ………………………. (**)
Therefore, there is no real number that simultaneously satisfy equations (*) and (**). So,
lim 𝑓(𝑥) does not exit.
x→0
1
5) Show that lim 𝑥𝑠𝑖𝑛 𝑥 = 0
x→0
Solution
1
Let 𝜖 > 0 be given. We need to find a 𝛿 > 0, such that: |𝑥𝑠𝑖𝑛 𝑥| < 𝜖 for all 𝑥 satisfying
1 1
0 < |𝑥| < 𝛿. We have |𝑥𝑠𝑖𝑛 𝑥| < |𝑥| < 𝜖. Which proves that that lim 𝑥𝑠𝑖𝑛 𝑥 = 0
x→0
1 𝑖𝑓 𝑥 ∈ ℚ
6) Consider the function 𝑓: ℝ → {0,1} given by 𝑓(𝑥) = {
0 𝑖𝑓 𝑥 ∈ ℝ\ℚ
Show that if 𝑎 ∈ ℝ, then that lim 𝑓(𝑥) does not exist.
x→a
Solution
1
Assume that there is an 𝐿 ∈ ℝ such that that lim 𝑓(𝑥) = 𝐿. Then with 𝜖 = 4, there exist a 𝛿 > 0
x→a
such that |𝑓(𝑥) − 𝐿| < 𝜖 for all 𝑥 satisfying 0 < 𝑥 − 𝑎 < 𝛿.
1
If 𝑥 ∈ ℚ then, we have |1 − 𝐿| < 4 whenever, 0 < 𝑥 − 𝑎 < 𝛿.
1
If 𝑥 ∈ ℝ\ℚ then, we have |𝐿| < 4 whenever, 0 < 𝑥 − 𝑎 < 𝛿.
Since the set {𝑥 ∈ ℝ: 𝑜 < |𝑥 − 𝑎| < 𝛿} contains both rational and irrationals, we have that
1 1 1
1 = |1 − 0| = |1 − 𝐿 + 𝐿| ≤ |1 − 𝐿| + |𝐿| < + = . 4 4 2
1
⇒ 1 < 2, which is absurd. And so lim 𝑓(𝑥) does not exist.
x→a
7) Given lim(2𝑥 − 5) = 1, find 𝛿 such that |2𝑥 − 5) − 1| < 0.01 whenever 0 < 𝑥 − 3 < 𝛿
x→3
Solution
Given 𝜖 = 0.01. To find 𝛿 notice that |(2𝑥 − 5) − 1| = |2𝑥 − 6| = 2|𝑥 − 3| < 0.01
1
Choose 𝛿 = 2 (0.01) = 0.005, then 0 < |𝑥 − 3| < 0.005 implies that
|(2𝑥 − 5) − 1| = 2|𝑥3 | < 2(0.005) = 0.001 = 𝜖. So 𝛿 = 0.005.
44
REAL ANALYSIS 1 Issa Ndungo
Exercise 5.1
Use 𝜖 − 𝛿 definition of limits to prove that:
a) lim(3𝑥 − 2) = 4
x→2
b) lim(𝑥 + 4) = 8
x→4
c) lim (𝑥 2 + 3𝑥) = 0
x→−3
Theorem 5.1
Let 𝑓 be defined in some open interval 𝐼 containing 𝑎 ∈ ℝ except possibly at 𝑎. The lim 𝑓 (𝑥) = 𝐿
x→a
if and only if for every sequence 𝑎𝑛 ⊂ 𝐼{𝑎} such that lim 𝑎𝑛 = 𝐿 we have lim 𝑓(𝑎𝑛 ) = 𝐿.
n→∞ n→∞
Prove
Assume that lim 𝑓 (𝑥) = 𝐿 and 𝑎𝑛 ⊂ 𝐼{𝑎} be a sequence such that lim 𝑎𝑛 = 𝐿. Then given 𝜖 > 0,
x→a n→∞
there exists a 𝛿 > 0 and a 𝑁 ∈ ℕ such that |𝑓(𝑥) − 𝐿| < 𝜖 for all 𝑥 ∈ 𝐼 satisfying 𝑜 < 𝑥 < 𝛿 and
|𝑎𝑛 − 𝑎| < 𝛿 for all 𝑛 ≥ 𝑁. Now, 0 < |𝑎𝑛 − 𝑎| < 𝛿 since 𝑎𝑛 ≠ 𝑎 for all 𝑛 ≥ 𝑁. Thus
|𝑓(𝑎𝑛 ) − 𝐿| < 𝜖 for all 𝑛 ≥ 𝑁. Therefore, lim 𝑓(𝑎𝑛 ) → 𝐿.
n→∞
For the converse, assume that for every 𝑎𝑛 ⊂ 𝐼{𝑎} such that lim 𝑎𝑛 = 𝐿, we have lim 𝑓(𝑎𝑛 ) = 𝐿.
n→∞ n→∞
Claim that lim 𝑓 (𝑥) = 𝐿. If the claim were false, then there would exist an 𝜖𝑜 > 0 such that for every
x→a
1
𝛿 > 0 with 0 < |𝑥 − 𝑎| < 𝛿, we have |𝑓(𝑥) − 𝐿| ≥ 𝜖𝑜 . Let 𝑛 ∈ 𝑁 and take 𝛿 = 𝑛, then we can find
1
𝑎𝑛 ∈ 𝐼{𝑎} such that 0 < |𝑎𝑛 − 𝑎| < 𝑛 and |𝑓(𝑎𝑛 ) − 𝐿| ≥ 𝜖𝑜 .
Clearly 𝑎𝑛 is a sequence in 𝐼\{𝑎} with the property that lim 𝑎𝑛 = 𝑎 and |𝑓(𝑎𝑛 ) − 𝐿| ≥ 𝜖𝑜 for all
n→∞
𝑛 ∈ ℕ . Thus that lim 𝑓(𝑎𝑛 ) ≠ 𝐿 this is a contradiction. ∎
n→∞
Proof
|𝐿1 −𝐿2 |
If 𝐿1 ≠ 𝐿2 , let 𝜖 = . Then there is a 𝛿1 > 0 and 𝛿2 > 0 such that
3
𝜖 𝜖
|𝑓(𝑥) − 𝐿1 | < 2 whenever 𝑥 ∈ 𝐼 and 0 < |𝑥 − 𝑎| < 𝛿1 and |𝑓(𝑥) − 𝐿2 | < 2 whenever 𝑥 ∈ 𝐼 and
0 < |𝑥 − 𝑎| < 𝛿2 . Let 𝛿 = max{𝛿1 , 𝛿2 }. Then whenever, 0 < |𝑥 − 𝑎| < 𝛿 we have
𝜖 𝜖 |𝐿1 − 𝐿2 | |𝐿1 − 𝐿2 | |𝐿1 − 𝐿2 |
0 < |𝐿1 − 𝐿2 | ≤ |𝑓(𝑥) − 𝐿1 | + |𝑓(𝑥) − 𝐿2 | < + = + =
2 2 6 6 3
|𝐿1 −𝐿2 |
⇒ |𝐿1 − 𝐿2 | < , which is impossible and so 𝐿1 = 𝐿2 . ∎
3
45
REAL ANALYSIS 1 Issa Ndungo
Proof
a) Let 𝜖 >= 0 be given. Then there exists 𝛿1 > 0 and 𝛿2 > 0 such that:
𝜖
|𝑓(𝑥) − 𝐿1 | < whenever, 𝑥 ∈ 𝐼 and 0 < |𝑥 − 𝑎| < 𝛿1 and
2
𝜖
|𝑔(𝑥) − 𝐿2 | < whenever, 𝑥 ∈ 𝐼 and 0 < |𝑥 − 𝑎| < 𝛿2
2
Let 𝛿 = max{𝛿1 , 𝛿2 }. Then, whenever 𝑥 ∈ 𝐼 and 0 < |𝑥 − 𝑎| < 𝛿 we have:
|[𝑓(𝑥) + 𝑔(𝑥)] − [𝐿1 + 𝐿2 ]| = |[𝑓(𝑥) − 𝐿1 + [𝑔(𝑥) − 𝐿2 ] < |𝑓(𝑥) − 𝐿1 | + |𝑔(𝑥) − 𝐿2 |
𝜖 𝜖
< + =𝜖
2 𝑒
Thus lim [𝑓(𝑥) + 𝑔(𝑥) = 𝐿1 + 𝐿2
𝑥→𝑎
A similar argument shows that lim [𝑓(𝑥) − 𝑔(𝑥) = 𝐿1 − 𝐿2
𝑥→𝑎
b) With 𝜖 = 1, there exists a 𝛿1 > 0 such that |𝑓(𝑥) − 𝐿1 | < 1 whenever 𝑥 ∈ 𝐼 and
0 < |𝑥 − 𝑎| < 𝛿1 .
This implies that |𝑓(𝑥)| < |𝑓(𝑥) − 𝐿1 | + |𝐿1 | < 1 < 1 + 𝐿1 whenever 𝑥 ∈ 𝐼 𝑥 ∈ 𝐼 and
0 < |𝑥 − 𝑎| < 𝛿1 .
Now 𝑥 ∈ 𝐼 with 0 < |𝑥 − 𝑎| < 𝛿1 we have
|𝑓(𝑥)𝑔(𝑥) − 𝐿1 𝐿2 | = |𝑓(𝑥)𝑔(𝑥) − 𝑓(𝑥)𝐿2 + 𝑓(𝑥)𝐿2 − 𝐿1 𝐿2 |
≤ |𝑓(𝑥)||𝑔(𝑥) − 𝐿2 | + |𝐿2 ||𝑓(𝑥) − 𝐿1 |
≤ (1 + 𝐿1 )|𝑔(𝑥) − 𝐿2 |𝐿2 ||𝑓(𝑥) − 𝐿1 |
Given 𝜖 > 0 there exists 𝛿2 > 0 and 𝛿3 > 0 such that
𝜖
|𝑓(𝑥) − 𝐿1 | < whenever 𝑥 ∈ 𝐼 with 0 < |𝑥 − 𝑎| < 𝛿2 and
2(1+𝐿 ) 2
𝜖
|𝑔(𝑥) − 𝐿2 | < whenever 𝑥 ∈ 𝐼 with 0 < |𝑥 − 𝑎| < 𝛿3
2(1+𝐿2 )
Let 𝛿 = max{𝛿1 , 𝛿2 , 𝛿3 }. Then, whenever 𝑥 ∈ 𝐼 with 0 < |𝑥 − 𝑎| < 𝛿 we have
𝜖 𝜖
|𝑓(𝑥)𝑔(𝑥) − 𝐿1 𝐿2 | ≤ (1 + 𝐿1 ) [ ] + 𝐿2 [ ]
2(1 + 𝐿2 ) 2(1 + 𝐿2 )
𝜖 𝜖
< (1 + 𝐿1 ) [2(1+𝐿 )] + (𝐿2 + 1) [2(1+𝐿 )]
2 2
𝜀 𝜖
<2+2=ε
46
REAL ANALYSIS 1 Issa Ndungo
1 1
c) It is enough to show that lim = provided 𝑔(𝑥) ≠ 0 for all 𝑥 ∈ 𝐼 and 𝐿2 ≠ 0. Since 𝐿2 ≠
𝑥→𝑎 𝑔 𝐿2
|𝐿 | |𝐿 |
0, 𝜖 = 22 >0. Therefore, there exists a 𝛿1 > 0 such that |𝑔(𝑥) − 𝐿2 | < 22 whenever 𝑥 ∈ 𝐼
and 0 < |𝑥 − 𝑎| < 𝛿1.
Now for all 𝑥 ∈ 𝐼 satisfying 0 < |𝑥 − 𝑎| < 𝛿1 we have
|𝐿2 |
|𝐿2 | ≤ |𝐿2 − 𝑔(𝑥)| + |𝑔(𝑥)| < + |𝑔(𝑥)|
2
|𝐿 | |𝐿 |
⇒ |𝐿2 | − 22 < |𝑔(𝑥)| that is 22 < |𝑔(𝑥)| for all 𝑥 ∈ 𝐼 satisfying 0 < |𝑥 − 𝑎| < 𝛿1 . It now
follows that for all 𝑥 ∈ 𝐼 satisfying 0 < |𝑥 − 𝑎| < 𝛿1
1 1 𝐿2 − 𝑔(𝑥) 2|𝐿2 − 𝑔(𝑥)| 2|𝐿2 − 𝑔(𝑥)|
| − |<| |< =
𝑔(𝑥) 𝐿2 𝐿2 𝑔(𝑥) |𝐿2 |𝐿_2| |𝐿22 |
𝜖𝐿2
Given 𝜖 > 0, there exist 𝛿2 > 0 such that |𝑔(𝑥) − 𝐿2 | < 2 whenever 𝑥 ∈ 𝐼 and
2
0 < |𝑥 − 𝑎| < 𝛿1 .
Let max{𝛿1 , 𝛿2 , 𝛿3 }. Then, whenever 𝑥 ∈ 𝐼 with 0 < |𝑥 − 𝑎| < 𝛿 we have
1 1 2|𝐿2 − 𝑔(𝑥)| 𝜀𝐿22 2
| − |≤ < . =𝜖
𝑔(𝑥) 𝐿2 |𝐿22 | 2 𝐿22
1 1 𝑓(𝑥) 1 1 𝐿
Thus, lim 𝑔 = 𝐿 and from part b) of theorem 5.3, lim 𝑔(𝑥) = lim 𝑔(𝑥) . 𝑓(𝑥) = 𝐿2 . 𝐿1 = 𝐿1 ∎
𝑥→𝑎 2 𝑥→𝑎 𝑥→𝑎 2
Theorem 5.4
Let 𝐿1 , 𝐿2 , 𝑎 ∈ ℝ. Suppose that 𝑓 and 𝑔 are real valued functions defined on some open interval 𝐼
containing 𝑎, except possibly at 𝑎 itself and that 𝑓(𝑥) ≤ 𝑔(𝑥). If lim 𝑓(𝑥) = 𝐿1 and lim 𝑔(𝑥) = 𝐿2
𝑥→𝑎 𝑥→𝑎
then 𝐿1 ≤ 𝐿2 .
Prove (Left to the reader)
Theorem 5.5
Let 𝑓, 𝑔 and ℎ be real valued function which are defined on some open interval 𝐼 containing 𝑎, except
possibly at 𝑎 and that f(𝑥) ≤ 𝑔(𝑥) ≤ ℎ(𝑥) for all 𝑥 ∈ 𝐼 if lim 𝑓(𝑥) = 𝐿, lim ℎ(𝑥) = 𝐿, then
𝑥→𝑎 𝑥→𝑎
lim 𝑔(𝑥) = 𝐿.
𝑥→𝑎
Exercise 5.2
1. Prove Theorem 5.4
2. Prove Theorem 5.5
3. Find the limits of
𝑥 2 +𝑥−6
a) lim
𝑥→−3 𝑥+3
√𝑥+1−1
b) lim 𝑥
𝑥→0
47
REAL ANALYSIS 1 Issa Ndungo
Example 5.2
1. Show that 𝑓(𝑥) = 𝑥 2 is continuous on ℝ
Solution
Let 𝜖 > 0 be given and 𝑎 ∈ ℝ. We need to produce a 𝛿 > 0 such that:
|𝑓(𝑥) − 𝑓(𝑎)| < 𝜖 whenever |𝑥 − 𝑎| < 𝛿.
Now |𝑓(𝑥) − 𝑓(𝑎)| = |𝑥 2 − 𝑎2 | = |(𝑥 + 𝑎)(𝑥 − 𝑎)| since we need the behavior of 𝑓 near 𝑎, we
may restrict our attention to those real numbers 𝑥 that satisfy the inequality |𝑥 − 𝑎| < 1.
𝑖. 𝑒. 𝑎 − 1 < 𝑥 < 𝑎 + 1 therefore, for all those real numbers we have
𝜖
|𝑥 + 𝑎| ≤ |𝑥| + |𝑎| ≤ |𝑎 + 1| + |𝑎| ≤ 1 + 2|𝑎| . Now take 𝛿 = min {1, } . Then, |𝑥 − 𝑎| < 𝛿
1+2|𝑎|
Thus, 𝑓 is continuous at 𝑎. Since 𝑎 was arbitrary chosen from ℝ, it follows that 𝑓 is continuous on
ℝ.
1
𝑥𝑠𝑖𝑛 𝑥 𝑖𝑓 𝑥 ≠ 0
2. Show that the function 𝑓(𝑥) = { is not continuous at 0.
0 𝑖𝑓 𝑥 = 0
Solution
Let 𝜖 > 0 be given. We need to produce a 𝛿 > 0 such that:
1 1
𝑓(𝑥) − 𝑓(0) < 𝜖 whenever |𝑥 − 0| < 𝛿. Now |𝑓(𝑥) − 𝑓(0)| = |𝑥𝑠𝑖𝑛 𝑥 − 0| = |𝑥|| sin 𝑥 | ≤ |𝑥|
1
Choose 0 < 𝛿 ≤ 𝜖. Then, |𝑥 − 0| < 𝛿 implies that |𝑓(𝑥) − 𝑓(0)| = |𝑥𝑠𝑖𝑛 𝑥 − 0| ≤ |𝑥| < 𝛿 ≤ 𝜖
Thus, 𝑓 is continuous at 0.
1 𝑖𝑓 𝑥 ∈ ℚ
3. Show that the function 𝑓: ℝ → {−1,1} given by 𝑓(𝑥) = { is discontinuous
−1 𝑖𝑓 𝑥 ∈ ℝ\ℚ
at every real number.
48
REAL ANALYSIS 1 Issa Ndungo
Solution
Assume that 𝑓 is continuous at some number 𝑎 ∈ ℝ. Then, given 𝜖 = 1 there exists a 𝛿 > 0 such
that |𝑓(𝑥) − 𝑓(𝑎) < 𝜖 whenever |𝑥 − 𝑎| < 𝛿. Since rational numbers and irrational numbers are
dense in ℝ, the interval |𝑥 − 𝑎| < 𝛿 contains both rational and irrationals. If 𝑥 ∈ ℚ and |𝑥 − 𝑎| <
𝛿, then |1 − 𝑓(𝑎)| < 1 whenever 0 < 𝑓(𝑎) < 2,
On the other hand, if 𝑥 ∈ ℝ\ℚ and |𝑥 − 𝑎| < 𝛿 then |−1 − 𝑓(𝑎)| < 1 whenever −2 < 𝑓(𝑎) < 0.
But there is no real number which simultaneous satisfy the inequalities 0 < 𝑓(𝑎) < 2 and −2 <
𝑓(𝑎) < 0.
Therefore 𝑓 is discontinuous at every 𝑎 ∈ ℝ.
1
4. Show that 𝑓(𝑥) = 𝑥 is continuous at 1.
Solution
Let 𝜖 > 0 be given. We need to find a 𝛿 > 0 such that |𝑓(𝑥) − 𝑓(1)| < 𝜖 whenever |𝑥 − 1| < 𝛿.
1
Since we are interested in the values of 𝑥 for which |𝑥 − 1| < 2. These 𝑥 values satisfy the inequality
1 3 1
< 𝑥 < 2 . Now for all 𝑥 which satisfy |𝑥 − 1| < 2 we have
2
1 𝑥−1 1 𝜖
|𝑓(𝑥) − 𝑓(1)| = | − 1| = | | < 2|𝑥 − 1|. Chose 𝛿 = min {2 , 2}. Then, whenever |𝑥 − 1| < 𝛿
𝑥 𝑥
1
we have that |𝑥 − 1| < 𝜖
Theorem 5.6
Let 𝐷 ⊂ ℝ and 𝑓: 𝐷 → ℝ. Then 𝑓 is continuous at 𝑎 ∈ 𝐷 if and only if for every sequence (𝑎𝑛 ) ⊂ 𝐷
such that lim 𝑎𝑛 = 𝑎, we have that lim 𝑓(𝑎𝑛 ) = 𝑓(𝑎).
𝑛→∞ 𝑛→∞
Proof.
Suppose that 𝑓 is continuous at 𝑎 ∈ 𝐷 and that (𝑎𝑛 ) a sequence in 𝐷 such that the lim 𝑎𝑛 = 𝑎. Given
𝑛→∞
𝜖 > 0, there exist a 𝛿 > 0 and an 𝑁 ∈ ℕ such that |𝑓(𝑥) − 𝑓(𝑎)| < 𝜖 whenever |𝑥 − 𝑎| < 𝛿 and
|𝑥 − 𝑎𝑛 | < 𝛿 for all 𝑛 ≥ 𝑁.
Therefore |𝑓(𝑥𝑛 ) − 𝑓(𝑎𝑛 ) < 𝜖 for all 𝑛 ≥ 𝑁. That is lim 𝑓(𝑎𝑛 ) = 𝑓(𝑎).
𝑛→∞
For the converse, assume that for every sequence (𝑎𝑛 ) ⊂ 𝐷 such that lim 𝑎𝑛 = 𝑎 we have
𝑛→∞
lim 𝑓(𝑎𝑛 ) = 𝑓(𝑎) and that 𝑓 is not continuous at 𝑎. Then, there exist an 𝜖𝑜 > 0 such that for every
𝑛→∞
1
𝛿 > 0 with 0 < |𝑥 − 𝑎| < 𝛿 we have |𝑓(𝑥) − 𝑓(𝑎)| ≥ 𝜖𝑜 . For 𝑛 ∈ ℕ, let 𝛿 = 𝑛 and then we can
1
find 𝑎 ∈ 𝐷 such that 0 < |𝑎𝑛 − 𝑎| > 𝑛 and |𝑓(𝑎𝑛 ) − 𝑓(𝑎)| ≥ 𝜖𝑜 .
Clearly, (𝑎𝑛 ) is a sequence in 𝐷 with the property that lim 𝑎𝑛 = 𝑎 and |𝑓(𝑎𝑛 ) − 𝑓(𝑎)| ≥ 𝜖𝑜 for all
𝑛→∞
𝑛 ∈ ℕ. That is lim 𝑓(𝑎𝑛 ) ≠ 𝑓(𝑎) a contradiction. ∎
𝑛→∞
Example 5.3
𝑛+1
Find the limit of the sequences {ℓ𝑛 ( )}, if it exists
𝑛
49
REAL ANALYSIS 1 Issa Ndungo
Solution
𝑛+1
Since lim = 1 and the function 𝑓(𝑥) = ℓ𝑛 𝑥 is continuous on (0, ∞), if follows from Theorem
𝑛→∞ 𝑛
𝑛+1
5.6 that lim ℓ𝑛 ( ) = ℓ𝑛 . 1 = 0
𝑛→∞ 𝑛
𝑛+1
That is the sequence {ℓ𝑛 ( )} converges to zero. ∎
𝑛
Exercise 5.3
𝑥 𝑖𝑓 𝑥 ∈ ℚ
Show that the function 𝑓(𝑥) = { is continuous at 𝑥 = 0
−𝑥 𝑖𝑓 𝑥 𝑖𝑛ℝ\ℚ
Theorem 5.7
Let 𝑓 and 𝑔 be functions with a common domain 𝐷 ∈ ℝ and let 𝑎 ∈ 𝐷. If 𝑓 and 𝑔 are continuous
at 𝑎 then so are the functions (i) 𝑓 ± 𝑔 (ii) 𝑐𝑓 for each 𝑐 ∈ ℝ (iii) |𝑓|.
Theorem 5.8
Let 𝑓 be a function which is continuous at 𝑎 ∈ ℝ. Suppose that 𝑔 is a function which is
continuous at the point 𝑓(𝑎). Then the composition function 𝑔𝑜𝑓 is also continuous at 𝑎.
As 𝑓(𝑥𝑛 ) ≤ 𝑘 for each 𝑛 ∈ ℕ, we deduce that 𝑓(𝑐) ≤ 𝑘, and so, 𝑐 ∈ 𝑆. It now remains to show
1
that since 𝑐 ∈ 𝑆, and 𝑐 = 𝑠𝑢𝑝𝑆, 𝑐 + 𝑛 ∉ 𝑆 for each 𝑛 ∈ ℕ. Also, since 𝑘 < 𝑓(𝑏) we have that 𝑐 <
1
𝑏. Therefore, there exists an 𝑛 ∈ ℕ such that 0 < 𝑁 < 𝑏 − 𝑐. Hence for each 𝑛 ≥ 𝑁 we have that
1 1 1 1
< 𝑏 − 𝑐 i.e. 𝑐 + 𝑛 < 𝑏 . this implies that for all 𝑛 ≥ 𝑁, 𝑐 + 𝑛 ∈ [𝑎, 𝑏] and 𝑐 + 𝑛 ∉ 𝑆. Thus
𝑛
1
𝑓 (𝑐 + 𝑛) > 𝑘 for all 𝑛 ≥ 𝑁. By the continuity of 𝑓 we obtain that 𝑓(𝑐) ≥ 𝑘 hence 𝑓(𝑐) = 𝑘. ∎
50
REAL ANALYSIS 1 Issa Ndungo
Example 5.4
1) Show that the function𝑓(𝑥) = 𝑥 is uniformly continuous on ℝ .
Solution
Let 𝜖 > 0 be given. We must produce 𝛿 > 0 such that |𝑓(𝑥) − 𝑓(𝑦)| < 𝜖 whenever 𝑥, 𝑦 ∈ ℝ and
|𝑥 − 𝑦| < 𝛿. Since |𝑓(𝑥) − 𝑓(𝑦)| = |𝑥 − 𝑦| we may choose 0 < 𝛿 ≤ 𝜖. Then for all 𝑥, 𝑦 ∈ ℝ with
|𝑥 − 𝑦| < 𝛿 we have |𝑓(𝑥) − 𝑓(𝑦)| = |𝑥 − 𝑦| < 𝛿 ≤ 𝜖. Thus 𝑓 is uniformly continuous on ℝ.
2) Show that 𝑓(𝑥) = 𝑥 2 is not uniformly continuous on ℝ.
Solution
Let 𝜖 > 0 be given. We must show that for every 𝛿 > 0 there exist 𝑥, 𝑦 ∈ ℝ such that |𝑥 − 𝑦| <
𝛿 2𝜖
𝛿 and |𝑓(𝑥) − 𝑓(𝑦)| = |𝑥 2 − 𝑦 2 | ≥ 𝜖. Choose 𝑥, 𝑦 ∈ ℝ with 𝑥 − 𝑦 = 2 and 𝑥 + 𝑦 = 𝛿 .
2𝜖 𝛿
Then |𝑥 − 𝑦| < 𝛿 and |𝑥 2 − 𝑦 2 | = |𝑥 − 𝑦||𝑥 + 𝑦| ≥ . 2 = 𝜖. Thus 𝑓 is not continuous on ℝ.
𝛿
UNIT SIX
DIFFERENTIATION
Observation
1. If 𝑓 ′ is defined at point 𝑥 then 𝑓 is differentiable at 𝑥.
2. 𝑓 ′ (𝑐) exists if and only iff for a real number 𝜖 > 0 ∃ a real number 𝛿 > 0 such that
𝑓(𝑥)−𝑓(𝑐)
| 𝑥−𝑐 | < 𝜖 whenever |𝑥 − 𝑐| < 𝛿.
𝑓(𝑐+ℎ)−𝑓(𝑐)
3. 𝐼𝑓 𝑥 − 𝑐 = ℎ then, we have: 𝑓 ′ (𝑐) = lim .
ℎ→0 ℎ
4. 𝑓 is differentiable at 𝑐 if and only if 𝑐 is removable discontinuity of the function
𝑓(𝑥)−𝑓(𝑐)
𝜙(𝑥) = 𝑥−𝑐 .
Example 6.1
1
𝑥 2 sin 𝑥 ; 𝑥≠0
1. A function 𝑓: ℝ → ℝ defined by 𝑓(𝑥) = {
0 𝑥=0
This function is differentiable at 𝑥 = 0 because:
1 1
𝑓(𝑥) − 𝑓(0) 𝑥 2 sin 𝑥 − 0 𝑥 2 sin 𝑥 1
lim = lim = lim = lim𝑥𝑠𝑖𝑛 = 0
𝑥→0 𝑥−0 𝑥→0 𝑥−0 𝑥→0 𝑥 𝑥→0 𝑥
2. Let 𝑓(𝑥) = 𝑥 𝑛 , 𝑛 ≥ 0 (n is an integer), 𝑥 ∈ ℝ. Then:
𝑓(𝑥) − 𝑓(𝑐) 𝑥𝑛 − 𝑐𝑛 (𝑥 − 𝑐)(𝑥 𝑛−1 + 𝑐𝑥 𝑛−2 + ⋯ + 𝑐 𝑛−2 𝑥 + 𝑐 𝑛−1 )
lim = lim = lim
𝑥→𝑐 𝑥−𝑐 𝑥→𝑐 𝑥 − 𝑐 𝑥→𝑐 𝑥−𝑐
= lim (𝑥 − 𝑐)(𝑥 𝑛−1 + 𝑐𝑥 𝑛−2 + ⋯ + 𝑐 𝑛−2 𝑥 + 𝑐 𝑛−1 )
𝑥→𝑐
= 𝑛𝑐 𝑛−1
Implying that 𝑓 is differentiable everywhere and 𝑓 ′ (𝑥) = 𝑛𝑥 𝑛−1 .
Theorem 6.1
Let 𝑓 be defined on [𝑎, 𝑏], if 𝑓is differentiable at a point 𝑥 ∈ [𝑎, 𝑏], then 𝑓is continuous at 𝑥.
Proof
𝑓(𝑡)−𝑓(𝑥)
We want that lim = 𝑓 ′ (𝑥) where 𝑡 ≠ 𝑥 and 𝑎 < 𝑡 < 𝑏.
𝑡→𝑥 𝑡−𝑥
𝑓(𝑡)−𝑓(𝑥)
Now lim( 𝑓(𝑡) − 𝑓(𝑥)) = lim
𝑡→𝑥 𝑡→𝑥 𝑡−𝑥
. lim(𝑡 − 𝑥) = 𝑓 ′ (𝑥). 0 = 0
𝑡→𝑥
52
REAL ANALYSIS 1 Issa Ndungo
i) (𝑓 + 𝑔)′ (𝑥) = 𝑓 ′ (𝑥) + 𝑔′ (𝑥) ii) (𝑓𝑔)′ (𝑥) = 𝑔(𝑥)𝑓 ′ (𝑥) + 𝑓(𝑥)𝑔′ (𝑥)
𝑓 ′ 𝑔(𝑥)𝑓 ′ (𝑥)−𝑓(𝑥)𝑔′ (𝑥)
iii) ( ) (𝑥) = [𝑔(𝑥)]2
𝑔
𝑓 ′ (𝑥) ≥ 0 --------------------------------------------------(1)
𝑓(𝑡)−𝑓(𝑥)
If 𝑥 < 𝑡 < 𝑥 + 𝛿 then, ≤ 0. Again, taking limits as 𝑡 → 𝑥 we get
𝑡−𝑥
𝑓 ′ (𝑥) ≤ 0 --------------------------------------------------(2)
53
REAL ANALYSIS 1 Issa Ndungo
Exercise 6.1
1. Prove the Lagrange’s Mean value theorem
2. Let 𝑓 be defined for all real numbers 𝑥 and suppose that |𝑓(𝑥) − 𝑓(𝑦)| ≤ |𝑥 − 𝑦|2 ∀ 𝑥, 𝑦 ∈
ℝ. Prove that 𝑓 is constant.
3. If 𝑓 ′ (𝑥) > 0 in (𝑎, 𝑏) then prove that 𝑓 is strictly increasing in (𝑎, 𝑏) and let 𝑔 be its inverse
1
function, prove that the function 𝑔 is differentiable and that 𝑔′ (𝑓(𝑥)) = 𝑓(𝑥), 𝑎 < 𝑥 < 𝑏.
4. Suppose 𝑓 is defined and differentiable for every 𝑥 > 0 and 𝑓(𝑥) → 0 as 𝑥 → +∞, put
𝑔(𝑥) = 𝑓(𝑥 + 1) − 𝑓(𝑥). Prove that 𝑔(𝑥) → 𝑜 as 𝑥 → +∞.
5. If 𝑓(𝑥) = |𝑥 3 |, then compute 𝑓 ′ (𝑥), 𝑓"(𝑥), 𝑓′′′(𝑥) and show that 𝑓′′′(0) does not exist.
6. Suppose 𝑓 is defined in the neighborhood of a point 𝑥 and 𝑓′(𝑥) exist. Use Lagrange’s
𝑓(𝑥+ℎ)+𝑓(𝑥−ℎ)−2𝑓(𝑥)
mean value theorem to show that lim 2
= 𝑓"(𝑥)
ℎ→0 ℎ
End
Congratulation upon finishing this course unit. As you prepare to take your examination, I wish you
the very best.
54
REAL ANALYSIS 1 Issa Ndungo
References
1. Gelbaum, B.R. (1992). Problems in Real and Complex Analysis, Springer-Verlag, New
York.
2. Hart, F. M. (1987), A Guide to Analysis, The Macmillan Press Ltd, New York.
3. Kolmogorov, A.N. and Formin, S.V. (1975). Introductory Real Analysis, Dover
Publications, Inc., New York.
4. Rudin, W. (1987). Real and Complex Analysis, McGraw-Hill Book Company, New York.
5. Shilov, G.E. (1996). Elementary Real and Complex Analysis, Dover Publications, Inc.,
New York.
6. Edwards, C.H. (1994). Advanced Calculus of Several Variables, Dover Publications, Inc.,
New York
7. Marsden, J.E. and Hoffman, M.J. (1993). Elementary Classical Analysis, 2nd ed., W.H.
Freeman and Company, New York
8. Marsden, J.E. and Tromba A.J. (2003). Vector Calculus, 5th ed., W.H. Freeman and
Company, New York.
9. Larson. E. (2010). Calculus (9th Ed). Cengage Learning.
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