Binmore-MathematicalAnalysis Text

Mathematical
Analysis
a straightforward
approach
K.G. BIN MORE

This an unf ussy account of mathematical
is
analysis forfirst year courses at universities and
polytechnics that places little reliance on the

reader's previous mathematical background.
The concepts involved are profound and subtle

and their application in particular instances PRESTON POLYTECHNIC
requires a mastery of technique which comes
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only with time and experience. It is tempting to
introduce the concepts at a relatively high level of This book rrust be returned on or before the date last stamped
abstraction; it then becomes possible to expose
the elegance of the underlying theory. But such
treatments
technical
make great demands on a
At the other extreme is the
facility.
student's
i nc i^~*^ * 9
danger of overwhelming students with technical

detail.
Professor Binmore's approach is to confine 31. SEP. 198!

>A/<5X-
attention to 'bread and butter' analysis on the real
line and, within this framework, to discuss only

those technicalities which are immediately
relevant to the basic concepts, the object being to
promote confidence and understanding rather
than awe or mindless computational efficiency. p\n
Emphasis is placed on the importance of tackling
.
problems and the exercises are intended as an

integral part of the text. Their worked solutions,
-1 HK 1996
which may be consulted when difficulty arises in
solving a problem, occupy approximately a third
of the book. This abundance of exercises and
solutions makes the text highly suitable for those
who want to learn the subject on their own as
well as for those attending formal classes.
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MATHEMATICAL
ANALYSIS
A STRAIGHTFORWARD APPROACH
K.G.BINMORE
dr^
Professor of Mathematics L.S.E.
JpL, .
MCM tcvn ^y
II
CAMBRIDGE UNIVERSITY PRESS

CAMBRIDGE
LONDON NEW YORK
- - MELBOURNE
Published by the Syndics of the Cambridge University Press CONTENTS
The Trumpington Street, Cambridge CB2 RP
Pitt Building, 1
Bentley House, 200 Euston Road, London NW1 2DB

32 East 57th Street, New York, NY 10022, USA
296 Beaconsfield Parade, Middle Park, Melbourne 3206, Australia
© Cambridge University Press 1977
First published 1977

Preface IX
Printed in Great Britain at the University Press, Cambridge 1 Real numbers 1
1.1 Set notation 1

Library of Congress Cataloguing in Publication Data
1 2 The set of real numbers 2
Binmore,KG 1940- Arithmetic 3
1 3
Mathemalical analysis.
1 4 Inequalities 3
Includes index. 1 9 Roots 6
1. Mathematical analysis. I. Title.
10 Quadratic equations 6
1
QA300.B536 515 76-28006

1 13- Irrational numbers 9
ISBN 521 21480 7 hard covers
1 14 Modulus 10
ISBN 521 29167 4 paperback
2 Continuum Property 12
2.1 Achilles and the tortoise 12
2.2 The continuum property 13
2.6 Supremum and infimum 15
2.7 Maximum and minimum 15
2.9 Intervals :•> 16
2.11 Manipulations with sup and inf 18
3 Natural numbers 20
3.1 Introduction 20
3.2 Archimedean property 20
3.7 Principle of induction 22
4 Convergent sequences 26
4.1 The bulldozers and the bee 26
4.2 Sequences 27
4.4 Definition of convergence 27
4.7 Criteria for convergence 30
4.15 Monotone sequences 33
4.21 Some simple properties of convergent sequences 37
4.26 Divergent sequences 38
5 Subsequences 41
5.1 Subsequences 41
5.8 Bolzano-Weierstrass theorem 46
VI Contents
™ * Contents vii
5.12 Lim sup and lim inf 47 12 Monotone functions 108

5.16 Cauchy sequences 49 12.1 Definitions 108
12.3 Limits of monotone functions 108
6 Series 53 12.6 Differentiable monotone functions 110
6.1 Definitions 53 12.9 Inverse functions 110
6.4 Series of positive terms 54 12.11 Roots 112
6.7 Elementary properties of series 56 12.13 Convex functions 114
6.12 Series and Cauchy sequences 57
Absolute and conditional convergence 60 13 Integration 119
6.20
6.23 Manipulations with series 61 13.1 Area 119
13.2 The integral 120
7 Functions 64 13.3 Some properties of the integral 121
13.9 Differentiation and integration 124
7.1 Notation 64
66 13.16 Riemann integral 127
7.6 Polynomial and rational functions
68 13.19 More properties of the integral 129
7.9 Combining functions
68
13.27 Improper integrals 132
7.11 Inverse functions
13.31 Euler-Maclaurin summation formula 134
7.13 Bounded functions 70
14 Exponential and logarithm 137
8 Limits of functions 74
14.1 -
Logarithm 137
8.1 Limits from the left 74
14.4 Exponential 140
8.2 Limits from the right 74
14.6 Powers 141
8.3 /(x)^/as:c-*£ 75
8.6 Continuity at a point 77 15 Power series 143
8.8 Connexion with convergent sequences 78
15.1 Interval of convergence 143
8.11 Properties of limits 79
15.4 Taylor series 145
8.16 Limits of composite functions 81
15.7 Continuity and differentiation 147
8.18 Divergence 82
16 Trigonometric functions 150
9 Continuity 84
16.1 Introduction 150
9.1 Continuity on an interval 84 16.2 Sine and cosine 151
9.7 Continuity property 86 16.4 Periodicity 153
10 Differentiation 91 17 The gamma function 156

10.1 Derivatives 91 17.1 Stirling's formula 156
10.2 Higher derivatives 92 17.3 The gamma function 157
10.4 More notation 93 17.5 Properties of the gamma function 158
10.5 Properties of differentiable functions 95
10.12 Composite functions 98 18 Appendix 161
This contains the proofs of 'propositions' left unproved in the main
11 Mean value theorems 100 . body of the text.
11.1 Local maxima and minima 100

Solutions to exercises 172
11.3 Stationary points 101
11.5 Mean value theorem 102 Suggested further reading 251
11.9 Taylor's theorem 105
Notation 253
Index 255
PREFACE
This book is intended and unfussy introduction to mathematical

as an easy
analysis. Little formal reliance is made on the reader's previous mathematical

background, but those with no training at all in the elementary techniques of
calculus would do better to turn to some other book.
An been made to lay bare the bones of the theory by eliminating as
effort has
much unnecessary detail as is feasible. To achieve this end and to ensure that all
results can be readily illustrated with concrete examples, the book deals only
with 'bread and butter' analysis on the real line, the temptation to discuss gener-
alisations in more abstract spaces having been reluctantly suppressed. However,
the need to prepare the way for these generalisations has been kept well in mind.
It is vital to adopt a systematic approach when studying mathematical analy-
sis. In particular, one should always be aware at any stage of what may be
assumed and what has to be proved. Otherwise confusion is inevitable. For this
reason, the early chapters go rather slowly and contain a considerable amount of
material with which many readers may already be familiar. To neglect these
chapters would, however, be unwise.

The exercises should be regarded as an integral part of the book. There is a
great deal more from attempting the exercises than can be obtained
to be learned
from a passive reading of the text. This is particularly the case when, as may fre-
quently happen, the attempt to solve a problem is unsuccessful and it is necess-
ary to turn to the solutions provided at the end of the book.
To help those with insufficient time at their disposal to attempt all the exer-
have been marked with the symbol t- (The same
cises, the less vital exercises
notation has been used to mark one or two passages in the text which can be
omitted without great loss at a first reading.) The symbol * has been used to
mark exercises which are more demanding than most but which are well worth
attempting.
The final few chapters contain very little theory compared with the number
of exercises set. These exercises are intended to illustrate the power of the tech-
niques introduced earlier in the book and to provide the opportunity of some re-
vision of these ideas.

This book arises from a course of lectures in analysis which is given at the
London School of Economics. The students who attend this course are mostly
not specialist mathematicians and there is little uniformity in their previous
IX
Preface x
mathematical training. They are, however, quite well-motivated. The course is a

'one unit' course of approximately forty lectures supplemented by twenty in-
formal problem classes. have found possible to cover the material of this
some
I it
Time is then left for some discussion of point set

1 REAL NUMBERS
book in thirty lectures.
topology in simple spaces. The content of the book provides an ample source of
examples for this purpose while the more general theorems serve as reinforce-
ment for the theorems of the text.
Other teachers may prefer to go through the material of the book at a more
leisurely pace or else to move on to a different topic. An obvious candidate for
further discussion is the algebraic foundation of the real number system and the
proof of the Continuum Property. Other alternatives are partial differentiation, 1.1 Set notation
the complex number system or even Lebesgue measure on the line. A set is a collection of objects which are called its elements. If x is an
would like to express my gratitude to Elizabeth Boardman and Richard
I
element of the set S, we say that x belongs to S and write
Holmes for reading the text for me so carefully. My thanks are also due to
'Buffy' Fennelly for her patience and accuracy in preparing the typescript. Final-
xes.
ly, I would like to mention M.C. Austin and H. Kestelman from whom I learned Ify does not belong to 5, we write y £ S.
so much of what I know. The simplest way of specifying a set is by listing its elements. We use the
notation
July 1976 K.G.B.
A = &1, >£,«,*}
to denote the set whose elements are the real numbers \, 1 , \Jl, e and it.
Similarly
B = {Romeo, Juliet}
denotes the set whose elements are Romeo and Juliet.
This notation is, of course, no use in specifying a set which has an infinite
number of elements. Such sets may be specified by naming the property which
distinguishes elements of the set from objects which are not in the set. For
example, the notation
C = {x : x > 0}
(which should be read 'the set of all x such that x > 0') denotes the set of all
positive real numbers. Similarly
D = {y y loves Romeo}
:
denotes the set of all people who love Romeo.

It is convenient to have a notation for the empty set 0. This is the set which
has no elements. For example, if x denotes a variable which ranges over the set
of all real numbers, then
{x : x2 + 1 = 0} = 0.
This is because there are no real numbers x such that x2 = — 1
If 5 and T are two sets, we say that 5 is a subset of T and write

Real numbers Real numbers
SCT properties of the real number system which we propose to assume and to some
of their immediate consequences.
ifevery element of S is also an element of T.
As an example, consider the sets P = {1 , 2, 3 4} and Q = {2, 4}. Then , QCP.
Note that this is not the same thing as writing Q e P, which means that Q is an 1.3 Arithmetic
element of P. The elements ofP are simply 1,2,3 and 4. But Q is not one of
The first assumption is that the real numbers satisfy all the usual laws
these.
of addition, subtraction, multiplication and division.
The sets A , B, C and D given above also provide some examples. We have
The rules of arithmetic, of course, include the proviso that division by zero is
A C Cand (presumably) BCD. not allowed. Thus, for example, the expression
2
1 .2 The set of real numbers
It will be adequate for these notes to think of the real numbers as being
makes no sense at all. In particular, it is not true that
points along a straight line which extends indefinitely in both directions. The
line may then be regarded as an ideal ruler with which we may measure the
lengths of line segments in Euclidean geometry.
We shall have a great deal of use for the symbol °°, but it must clearly be
understood that °° does not represent a real number. Nor can it be treated as
n/2 such except in very special circumstances.
-2
1 .4 Inequalities
The set of all real numbers will be denoted by R . The table below distin-
The next assumptions concern inequalities between real numbers and
guishes three important subsets of U.
their manipulation.
We assume that, given any two real numbers a and b, there are three mutually
exclusive possibilities:
Subset Notation Elements
(i) a >b (a is greater than b)
Natural numbers
(ii) a =b (a equals b)
(or whole numbers) 1,2,3,4,5,. ..
(iii) a a. We have, for example, the
Rational numbers
following inequalities.
(or fractions) Q 0,1,2.-1.*, If. -I, -I
1 >0; 3>2; 2<3; -K0; -3<-2.
There is often some confusion about the statements
Not all real numbers are rational. Some examples of irrational numbers are
v2, e and ir. (iv) a~>b (a is greater than or equal to b)
While we do not go back to principles in these notes, the treatment will

first
(v) a <b (a is less than or equal to b).
be rigorous in so far as it goes. It is therefore important to be clear, at every
stage,about what our assumptions are. We shall then know what has to be To clear up this confusion, we note that the following are all true statements.
proved and what may be taken for granted. Our most vital assumptions are con-
1 >0\ 3>2; 1 > 1; 2<3; -1 <0; -3«— 3.
cerned with the properties of the real number system. The rest of this chapter
and the following two chapters are consequently devoted to a description of the We assume four basic rules for the manipulation of inequalities. From these
4 Real numbers Real numbers •
the other rules may be deduced. Since x+y > 0, (x +y)~ 1 > (example 1 .6). We can therefore multiply
(I) If a >b and b >c, then a >c. through inequality (1) by (x + y)' 1
to obtain
y-x>0
i.e. x<y.
(Alternatively, we could prove (ii) as follows. Assume that* 2 <y 2 but that
(II) If a > b and c any real number, then
is x > y. From x >y it follows (as in (i)) that x 2
>y 2
,
which is a contradiction.)
a+c>b+c.
1.7 Example Suppose that, for any e>0, a b and c > 0, then ac > 6c (i.e. inequalities can be multiplied
through by a positive factor). Proof Assume that a > b. Then a — b > 0. But, for any e > 0,
(IV) If a > b and c < 0, then ac < be (i.e. multiplication by a negative factor a 0, prove that a > 0. This is a contradiction. Hence our assumption a > b must be false. Therefore
-1
/Voo/ We argue by contradiction. Suppose that a > but that a < 0. a<b.
It cannot be true that a"
1
= (since then = O.a = 1). Hence (Note: The symbol e in this example is the Greek letter epsilon. It should be
_1 carefully distinguished from the 'belongs to' symbol G and also from the symbol
a <0.
% which is the Greek letter*/'.)
By rule III we can multiply this inequality through by a (since a > 0). Hence
1 = a"'.a<0.a = 0. 1.8 Exercise
But 1 < is a contradiction. Therefore the assumption a

-1
< was false. Hence (1) If* is any real number, prove that* 2 >Q. If 0<a< 1 andb > 1,
_I
a >0. prove that
(i)0<a 2 <a<l (ii) b

2
>b> I.
2 2
1.6 Example If x and y are positive, thenar <y if and only if x <y .
(2) IfZ>>0and£>0and
First, that x < y implies x < y
2
Proof We have to show two things.
2
,
and secondly, that x 2< y 2 implies x < y.

(i) We begin by assuming that* <y and try to deduce that x <y
2 2 b B'
. Multiply
the inequality x < y through by x > (rule III). We obtain prove that ali < bA . Deduce that
2
x <xy. a a +A A
<
Similarly ~b b +B B'
xy<y 2 . (3) If a > ft and c > d, prove that a +c>b+d(i.e. inequalities can be
added). If, also, b > and d > 0, prove that ac > bd (i.e. inequalities
But now* 2 <y 2 follows from rule I.
between positive numbers can be multiplied).
(ii) We now assume that x2 <y 2
and try and deduce that* < y. Adding —x 2 (4) Show that each of the following inequalities may fail to hold even
to both sides of* <y 2 2
(rule II), we obtain though a>Z>andc>d.
y -x >0
22
(i)a-c>b-d
i.e. (y~x)(y + x)>0. (1)
Real numbers Real numbers
there is no ambiguity about these symbols and that ± y/y simply means 'y/y or
<>1 -y/y.
The genera] quadratic equation has the form
(iii) ac>bd.
ax
2
+ bx + c =
What happens we impose the extra condition that b > and d > 0?
if
(5) Suppose that, for any e>0,a — e<b<a + e. Prove that a = b where a ¥= 0. Multiply through by 4a. We obtain
(6) Suppose that a < b. Show that there exists a real number x satisfying 4a 2 x 2 + Aabx + 4ac =
a<x<b.
{lax +b) 2 -b 2 +4ac =
(2ax + b) 2 = b
2
-4ac.
1.9 Roots 2
— 4ac < 0,
It follows that the quadratic equation has no real solutions if b
Let n be a natural number. The reader will be familiar with the notation
one real solution if b
1
—4ac = and two real solutions if A
2
— 4ac > 0. If
y =x". For example, x

2
=x.x and* 3 = x.x.x. b
2 - 4ac > 0,
Our next assumption about the real number system is the following. Given
any y>0 there is exactly one value of x > such that 2ax+b = ±y/(b
2
-4ac)
2
y = -b ±y/(b -4ac)
x".
x =
2a
(Later on we shall see how this property may be deduced from the theory of
continuous functions.) The roots of the equation ax
2
+ bx + c = are therefore
n
If y > 0, the value of x > which satisfies the equation y =x is called the
-b-y/(b -4ac) 2
. -b + y/(b
2
- 4ac)
nth root of y and is denoted by a = and
,
u
v = ~ .
2a 2a
x = y Un .
It is a simple matter.to check that, for all values of x,

When n = 2, we also use the notation y/y = y xn - Note that, with this con-
ax 2 +bx + c = a(x-a)(x-p).
vention, it is always true that y/y > 0. If y > 0, there are, of course, two num-
bers whose square is y. The positive one is y/y and the negative one fc—y/y. With the help of this formula, we can sketch the graph of the equation
The notation ± y/y means 'y/y or —y/y'. y -ax 2 + bx + c.
If r = m/n is a positive rational number and y > 0, we define
y
r
= (y m y ,n .
If r is a negative rational, then — r is a positive rational and hence y~

r
is defined. '
y = ax 2 + bx +c
y> r = axJ - bx + e
If we can therefore define
1
y by
V 7^
y
Y =
fl>0 a<0
r
We also write y° = 1 . With these conventions it follows that, if y> 0, then ^
x
is defined for all rational numbers r. (The definition of y when x is an irrational
real number must wait until a later chapter.)
1.11 Example A nice application of the work on quadratic equations

described above is the proof of the important Cauchy Schwarz inequality. This
1.10 Quadratic equations
asserts that, if a,, a2 , . . . ,a„ andZ>i,Z» 2 ,
. . . ,fe„ are any real numbers, then
If j> > 0, the equation x =y has two solutions. We denote
2
the positive
2 2 2
solution by y/y. The negative solution is therefore —y/y. We note again that (a,6, +a 2 b? Bnh? < («i a\ ... + a n ){b +b\ b n ).
8 Real numbers /?ea/ numbers i
Proof For any x, For the case « = 2 (or « = 3) this inequality amounts to the assertion
that the length of one side of a triangle is less than or equal to the sum
< (a l
x+b l )
2
+ (a 2 x+b 2)
2
+ ... + (a n x+b n ) 2 of the lengths of the other two sides. Explain this.
2
= (a? + . . . + 2
a n )x + 2ia.br + ... + a n h n )x + (b\ + . . . + b 2n)
= Ax 2 + 2Bx + C.
Since y = Ax + 2Bx +
Ax 2 + 2Bx + C =
2
O for all values of x,
cannot have two (distinct) roots. Hence
it follows that the equation
1.13 Irrational numbers
we mentioned the existence of irrational real numbers. That
In § 1 .2
such numbers exist is by no means obvious. For example, one may imagine the
(2B) 2 -4AC<0 process of marking all the rational numbers on a straight line. First one would
mark Then one would move on to the multiples of j and then to

the integers.
i.e. B 2 <AC the multiples of i and so on. Assuming that this program could ever be com-
which is what we had to prove. pleted, one might very well be forgiven for supposing that there would be no
room left for any more points on the line.
1.12 Exercise
(1) Suppose that n is an even natural number. Prove that the equation h tt i
* iUtlLM
-1
a-" =y has no solutions if y < 0, one solution if y = and two
solutions if y > 0.
Suppose that n is an odd natural number. Prove that the equation
But our assumption about the existence of nth roots renders this view unten-
x" = y always has one and only one solution.
2 3
able. This assumption requires us to accept the existence of a positive real num-
Draw graphs of y = x and y = x to illustrate these results.
ber* (namely \J2) which satisfies x2 = 2. If* were a rational number it would
(2) Simplify the following expressions:
be expressible in the form
2'3 4'3 6/s
(OS (ii)27" (iii)32 .
m
—
x =
(3) If y > 0, z > and r and s are any rational numbers, prove the follow- n
ing:
r+s
where m and n are natural numbers with no common divisor (other than 1). It
() y = ff (ii) y
rs
= (yj (iii) (yzj = fz\ follows that
(4) Suppose that a > and that a and are the roots of the quadratic m2 = In 2
equation ax 2 + bx + c = (in which b 2 — 4ac > 0). Prove that
y = ax
2
+ bx + c is negative when a < x < and positive when x < a and so m2 is even. This implies that m is even. (If m were odd, we should have
orx >j3. Show also (without the use of calculus) that y = ax 2 + bx + c m = 2k + But 1 . then m 2
= 4k 2 + 4& + 1 which is odd.) We may therefore write
achieves a minimum value of c —b 2/4a when* = —bj2a. m = 2k. Hence

(5) Leta,,a 2 a„ be positive real numbers. Their arithmetic meanA n
, . .
. , 4k 2 = 2n 2
and harmonic mean //„ are defined by
n
2
= 2k 2 .
g,+g 2 + ...+a„ III.

_
H-' = + -+... + -- 1
- Thus n is even. We have therefore shown that both m and n are divisible by 2.
n\ai a2 a„
This is a contradiction and it follows that x cannot be rational, i.e. \/2 must be
Deduce from the Cauchy-Schwarz inequality that Hn < A„. an irrational real number.
(6) Letai,a 2) ... ,a n andb i ,b 2 , ,b n beany real numbers. Prove Of course, \/2 is not the only irrational number and the ability to extract «th
Minkowski's inequality, i.e. roots allows us to construct many others. But it should not be supposed that all
1/2 n 1/2 n
irrational numbers can be obtained in this way. It is not even true that every
I (^ + b k y < >,al + *:# irrational number is a root of an equation of the form
k =i «t=i
10 Real numbers Real numbers 11
a + a x x + a2 x 2 + . . . + a n x" = \a+b\ 2 = {a + bf = a
2
+ lab + b2
inwhich the coefficients a ,a , ,o n ate rational numbers. Real numbers
t
= \a\
2
+ 2ab + \b\
2
which are not the roots of such an equation are called transcendental, notable 2
< \a\
2
+ 2\ab\+ \b\ (theorem 1.15)
examples being e and it. This fascinating topic, however, lies outside the scope
of this book. = \a\
2
+ 2\a\-\b\ + \b\
2
(theorem 1.16)
2
= (\a\+\b\) .
1.14 Modulus It follows (from example 1 .6) that
Suppose that x is a real number. Its modulus (or absolute value) \x\ is
+ b\ < |o|+ \b\.
\a
defined by
Ay 1.18 Theorem For any real numbers c and d,
\c-d\ > |c|-|d|.

x (x>0)
1*1
= Proof Take a = d and b = c — d in the triangle inequality. Then
-x (x < 0). a + b =c and so
|c| = \a + b\ < |a|+ \b\ = \d\ + \c-d\.
1.19 Example
Thus |3 1
= 3, 1—41 =6 and |0| = 0. Obviously |*| > for all values of*.
x = 2 (i) 2 = |-1+3|<|-1|+|3| = 1
+3=4.'
It is sometimes useful to note that | | s/x .
(ii)7 = |6-(-l)|> |6|-|-1| = 6-1 =5.

1.15 Theorem For any real numbers:,
1.20 Exercise
-|x| <x<|x|.
(1) Prove that |a| or x < 0. In the first case, — |x| < <* = |x|. In
[Recall that you have two things to prove as in example 1 .6.]
the second case, — 1*| — X <0 < |*|. (2) Prove that
1.16 Tlieorem For any real numbers a and b \c-d\ > \\c\-\d\\.
\ab\ = \a\.\b\ (3) The distance d(x,y) between two real numbers x undy is defined by
d(x,y) = |* —y\. Show that, for any x,y andz,
Proof The most elegant proof is the following. (i) d(x,y)>0 = 0ifand only if x=y
(iii)d(;c,.y)
\ab\ = s/((abf) = y/(a b

2 2
) = 2
sj(a ).yj(b )
2
= \a\.\b\. (ii) d(x,y)=d(y,x) (iv)d(x,y)<d(x,z) + d(z,y).
1
(4) If r and s are rational numbers, prove that
The next theorem is of great importance and is usually called the triangle r + sy/2
inequality. This nomenclature may be justified by observing that the theorem
is the special case of Minkowski's inequality (exercise 1 .12(6)) with n = 1 . We is irrational unless^ = 0.
give a separate proof.

> (5) Suppose that the coefficients a¥=0,b and c of the quadratic equation
ax
2
+ bx+c =
1.1 7 Theorem (triangle inequality ) For any real numbers a and b ,
are all rational numbers and that a= r + s\/2 is a root of this equation,
\a + b\ < \a\+ |6|. where r and s are also rational numbers. Prove that (3 = r —s\/2 is also a
Proof We have root,

t (6) Prove that 3"2 and 2 1/3 are irrational numbers.
Continuum property 13
A similar lesson is to be learned from Archimedes' method of exhaustion.

This was invented by Archimedes as a means of evaluating the area of regions
with curved boundaries.
CONTINUUM PROPERTY In the case of a circle, the method involves inscribing a sequence of larger
and larger regular polygons inside the circle and then calculating their areas
Ai,A 2 ,A 3 , . . .
2.1 Achilles and the tortoise
The following is one of the famous paradoxes of Zeno. Achilles is to
race a tortoise. Since Achilles runs faster than the tortoise, the tortoise is given a
start of x feet. When Achilles reaches the point where the tortoise started, the
tortoise will have advanced a bit, say x 1

feet. Achilles soon reaches the tortoise's
new position, but, by then, the tortoise will have advanced a little bit more, say
The area A of the circle is then identified with the 'smallest real number
x 2 feet. This argument may be continued indefinitely and so Achilles can never
catch the tortoise.
larger than each of the numbers/^, A 2 ,A 3 , . .
.'. By taking the radius of the
circle to be 1 and calculating the value of A n for a large enough value of n,

Archimedes was able to obtain as close an approximation to -n as he chose.
A -* v„
**
>•
Note that this method again depends strongly on the existence of a smallest
real number larger than all of the real numbers Ai,A 2 ,A-$,...
A< m*
>
x, 2.2 The Continuum Property
A - The discussion of
a further assumption about the real
the previous section indicates the necessity of
number system. It would, after all,
making
be most
unsatisfactory if Achilles never caught the tortoise or if a circle had no area. We
shall call our new assumption
Continuum Property of the real numbers.
the
The simplest way to resolve this paradox is to say that Achilles catches the The Continuum Property is not usually mentioned explicitly in a school
tortoise after he has run a distance of x feet, where x is 'the smallest real number algebra course, but it is very important for what follows in these notes. The rest
larger than all of the numbers x ,x + x u x + x x2 y ,
. .
.'. Zeno's argument of this chapter is therefore devoted to its consideration. We begin with some
then simply reduces to subdividing a line segment of length x into an infinite terminology.
number of smaller line segments of respective lengths x ,x lt x 2 ,
. . .
A set S of real numbers is bounded above if there exists a real number H
which is greater than or equal to every element of the set, i.e. if, forsome //,
x<H
Formulated in this way, the paradox loses its sting.
This solution, of course, depends very strongly on the existence of the real for any x e S.
number x, i.e. the smallest real number larger than all of the numbers x ,
The number H (if such a number exists) is called an upper bound of the set S.
x +*!, jc +x$ +x 2 , . A set S of real numbers is bounded below if there exists a real number h
12
14 Continuum property Continuum property 15
than or equal to every element of the set, for some h. B \H

which is less i.e. if,
B<H. i
x>h
Similarly, if S is a non-empty set which is bounded below, then S has a lower
bound b such that, given any other lower bound h,
for any xGS.

The number h (if such a number exists) is called a lower bound of the set S. b>h.
A set which is both bounded above and bounded below is just said to be
bounded.
2.3 Proposition A set S of real numbers is bounded if and only if there

exists a real number K such that 2.5 Examples
|jc| <K (i) The smallest upper bound of the set {1,2, 3} is 3. The largest lower
bound of the set {1,2, 3} is 1.
for any xG S. (This is easily proved with the help of exercise 1 .20(1).)
(ii) The smallest upper bound of the set {x : 1 < x < 2} is 2. The largest lower
bound is 1
(iii) The set {x : x > 0} has no upper bounds at all. The largest lower bound
2.4 Examples of the set {x:x>0}is0.
(i) The set {1 2, 3} is bounded above. Some upper bounds are 100, 10,
,
4 and 3. The set is also bounded below. Some lower bounds are —27, and 1
(ii) The set {x < x < 2} is bounded above. Some upper bounds are 100,
: 1 2.6 Supremum and infimum
10, 4 and 2. The set is also bounded below. Some lower bounds are —27, and bounded above, then, by the Continuum
If a non-empty set S is
1.
Property, it has a smallest upper bound B. This smallest upper bound B is some-
(iii) The set {x : x > 0} is unbounded above. If H> is proposed as an upper times called the supremum of the set S. We write B— sup 5 or
bound, one has only to point to H+ 1 to obtain an element of the set larger
than the supposed upper bound. However, the set {x :x> 0} is bounded below. B = sup x.
i6=S
Some lower bounds are —27 and 0.
Similarly, a set which is bounded below has a largest lower bound b. We call
b the infimum of the set S and write b = inf 5 or
We now state the Continuum Property which will be fundamental for the b = inf x.
remainder of these notes. xGS
Sometimes you may encounter the notation sup S = + °°. This simply means
that 5 is unbounded above. Similarly, inf 5 = — °° means that S is unbounded
Continuum Property
below.
Every non-empty set of real numbers which is bounded above has a
smallest upper bound. Every non-empty set of real numbers which is
bounded below has a largest lower bound.
2.7 Maximum and minimum
If a set S has a largest element M, we call M the maximum of the set S
Thus, if S is a non-empty set bounded above, then S has an upper
which is and write M = max S. If 5 has a smallest element m, we call m the minimum of
bound B such that, given any other upper bound //of S,

1
S and write m = min S.

It is fairly obvious that, if a set S has amaximum M, then it is bounded above

T These are the bounded intervals (classified by whether or not they have a
and its smallest upper bound is M. Tlius, in this case, sup S = max S. maximum and whether or not they have a minimum). We also need to consider
A common error is to suppose that the smallest upper bound of a set S is the unbounded intervals. For these we use the notation below.
always the maximum of the set. However, some sets which are bounded above
(and hence have a smallest upper bound) do not have a maximum. (See example
2.8(a).) (a, °°) = {x : x >a} V7/////////'y/7//7/7////y,
Similar remarks, of course, apply to largest lower bounds and minima of sets. =
[a,°°) {x :x>d) («,»)
(-°°,b) = {x:x<b} W//W////7W

/y////////////7\
2.8 Examples (-°°,b] = {x:x<b}

The set {l
(i) , 2, 3} has a maximum 3 and this is equal to its smallest
upper bound. The set {l , 2, 3} has minimum 1 and this is equal to its largest
— °° are real num-
(Do not be misled by this notation into supposing that °° or
lower bound.
bers or that they can be treated as such.)
(ii) The set {x : 1 < x < 2} has no maximum. The number 2 cannot be the of the empty set and the set of all real
All intervals (with the exception
largest element of the set because it does not belong to the set. On the other
We the intervals
numbers) fall into one of the categories described above. call
hand, any x in the set satisfies 1 < x < 2. But then
(a,6),(a,°°)and(— °°,b)open and the intervals [a, b], [a, °°) and (— °°,fe]
closed. (The intervals [a, b) and (6, a] are sometimes called half-open.)
x+2 Of particular importance are the closed, bounded intervals [a, b] We shall
y =
.
call such an interval compact.
is an element of the set which is larger than x. Hence x cannot be the largest
element of the set. However, {x : 1 < x < 2} has smallest upper bound 2. 2.10 Exercise
The set {x : 1 < x < 2} has minimum 1 (why?). This is equal to its largest (1) Which of the following statements are true?
lower bound. 0)36(1,2) (ii)2e(-°°,3] (iii) 16 [1,2)
(iii) The set {x : x > 0} has no maximum, nor does it have any upper bounds. (iv)2e(0,2) (v)3G[l,3].
The set {x : x > 0} has no minimum (why not?). Its largest lower bound is 0. (2) If % is a real number and 5 > 0, prove that
{x:|£-x|<S} = a-S,£ + 5).
or not the given set

(3) Decide in each of the following cases whether
is
2.9 Intervals
bounded above. For those sets which are bounded above, write down
An interval I is a set of real numbers with the property that, if x E
three different upper bounds including the smallest upper bound.
and y Eland x<z^y, then zEI, i.e. if two numbers belong to /, then so does
Decide which of the sets have a maximum and, where this exists, write
every number between them.
In describing intervals we use
down its value.
the following notation:
(i)(0,l) (ii)(-°°,2] (iii) {-1,0, 2, 5}
(iv)(3,°°) (v) L0, 1].
= {x:a<x<b} a b
(4) Repeat the above question but with the words 'above, upper and maxi-
(a,
[a,b]
b)
= {x:a<x<b}
wmm (a,.'
mum' replaced by 'below, lower and minimum'.
(5) Give an example of a set which has smallest upper
bound 4 but contains
)
[a,b) = {x:a<x<b} no element x satisfying 3 x 4. < <

Show that, given any element x of the set (0, °°), there is another
(6)
(a,b] = {x:a<x<b}. < x. Deduce that (0, °°)
element y 6 (0, °°) with the property that ;'
has no minimum.
2.11 Manipulations with sup and inf (3) Suppose that 5 is bounded above. Prove that
We prove one result and list some others as exercises. inf (— x) = — sup x.
i£s .*es
2.12 Theorem Suppose that S is a non-empty set of real numbers which is Hence obtain analogies of theorem 2.12 and exercises 2.13(1 and 2) in
bounded above and % > 0. Then which inf replaces sup.
= (4) The distance d{%, S) between a real number £ and a
non-empty set 5 of
sup %x % sup x.
real numbers is defined by
Proof Let B = sup S. Then B is the smallest number such that, for any d(S,S) - inf |$-*|
x<ES, i£S
(see exercise 1.20(3)). Find the distance between the real number % = 3
x<B.
and the sets
Let 2"- {#* : *€ S}. Since | > 0, (i)S = {0, 1,2} (ii)5 = (0,l)
(iii)S=[l,2] (iv)S = (2,3).
(5) (i) If £ G S, prove that d(|, 5) = 0. Give an example of a real num-
forany* G 5. Hence Tis bounded above by £/?. By the Continuum Property, ber ? and a non-empty set 5 for but £ G" S.
which d(£, S) =
rhas a smallest upper bound (or supremum) C. We have to prove that C = %B. (ii) If 5 is bounded above and % = sup S, prove that d(|, 5) = 0.
Since %B is an upper bound for 7* and C is the smallest upper bound for 7 Deduce that the same is true if 5 is bounded below and £ = inf S.
1
"I"
(iii) If /is a closed interval, prove that d{%, /) = implies that \ G /.
If/ is an open interval (other than R or 0), show that a j- ^/can
Now repeat the argument with the roles of S and T reversed. We know that C always be found for which d(£, /) = 0.
is the smallest number such that, for any y&T, f
(6) Suppose that every element of an interval / belongs to one or the other
y<C. of two non-empty subsets 5 and T. Show that one of the two sets S or
T contains an element at zero distance from the other. (Do not assume
Since £ > 0, it follows that
that S and Tare necessarily intervals. The set S, for example, could
consist of all rational numbers in / and the set T of all irrational num-
bers in /.)
for any y G T. But S = {|"V ? G 7% Hence ?"' C is an
: upper bound for S. But [Hint Suppose that $ < t, where s G S and t G T. Let T = {x x G T
: :
# is the smallest upper bound for S. Thus and x > s}. Show that To ^ and is bounded below. Write b = inf T
and consider the two cases b € Tand b ^ T.\
£5<C.
We have shown that C< |5 and also that £fi < C. Hence \B = C.
2.13 Exercise
(1) Suppose that S is bounded above and that S C S. Prove that

sup S < sup 5.
(2) Suppose that S is bounded above and that £ is any real number. Prove
that
sup (x + £) = sup x + %.
*£S i£S
Natural numbers 21
for all n € foJ. Hence the set S is bounded below by 0. We have to prove that is
the largest lower bound

Suppose that > is a lower bound for S. Then, for each n € M,
NATURAL NUMBERS /;
n'
1
>h.
Hence, for each n e fol
n « ft" 1
.
But then h'

1
is an upper bound for the set M which we know is unbounded
above. It follows from this contradiction that no h > can be a lower bound for
3.1 Introduction S. Thus is the largest lower bound for S.
In this chapter we explore some implications of the Continuum Note that 0^5 and hence S has no minimum.
Property for sets of natural numbers. As always, arithmetical properties are
taken for granted. But where a proof hinges on such a property, the property
will be explicitly stated. 3.5 Theorem Every set of natural numbers which is not empty has a mini-
mum.
Proof For this proof we need to assume that the distance between
3.2 Archimedean property
distinct natural numbers is at least 1
The Archimedean property is the assertion of the following theorem. Let S be a non-empty set of natural numbers. Given that all natural numbers
are positive, is a lower bound for S. By the Continuum Property, it follows

3.3 Theorem The set M of natural numbers is unbounded above. that S has a largest lower bound b. Since b is the largest lower bound, b + 1 is
Proof For this proof we need to assume that, if n is a natural number, not a lower bound. Therefore, for some «SS,
then so n + 1
is
Suppose that the theorem is false. Then N is bounded above. By the Con-
n <b + 1
tinuum Property it therefore has a smallest upper bound B. Since B is the If n is the minimum of S, there is nothing to prove. If not, then, for some
smallest upper bound for N, B — 1 is not an upper bound for N. Thus, for some wj e S,m< n. We obtain the inequality
«€N,
b <m< n B-\ from which follows the contradiction < n —m < 1.
n+ I >B.
But then n + 1 is an element of the set fsj which is greater than B. But B is an
upper bound of the M. This is
set a contradiction. 3.6 Exercise
Hence M is unbounded above. (1) Prove that the set
n—l :«e
s =
3.4 Example Prove that the set
is bounded above with smallest upper bound 1 . Does S have a maxi-
5 = {«-' :neN}
mum?
is bounded below with largest lower bound 0. (2) Let X> 1 . Prove that the set
Proof Since the natural numbers are all positive, S = {X :n&U} n
o
_1 unbounded above. [Hint: if B were the smallest upper bound, then
n >0 is
BX~ l
could not be an upper bound.] Show that, if 0<x < 1, then the
20
22 Natural numbers Natural numbers 23
set 3.9 Example For each n£N

n
T = {x :nGN} 1 +2 + 3 + . . .+« = \n(n + 1).
is bounded below with largest lower bound 0.

Proof Let S„ = 1 +2 + 3 + ... + «= 2£ =1 k. Let P(n) be the state-
(3) Prove that any non-empty set of integers which is bounded above has a ment S n = \n{n + 1).
maximum and that any non-empty set of integers which is bounded We S 1 = l,and \. 1(1 + 1) = 1. Hence P(l) is true. We now wish to
have
below has a minimum. show if P{n) is true, then P(n + 1) is true'. To do this, we assume that P(ri)
that
(4) Let a < b. Prove that there exists a rational number r satisfying is true and try and deduce that P{n + 1) is true. Thus we assume that S„
=
a<r<b. [Hint: justify the existence of a natural number n satisfying \n(n + 1) and try and deduce that 5 n+1 = k(n + 1)(" + 2). But
n~>(b —a)~ and consider the rational number r = tn/n where m is the
l
Sn + = 1 + 2 + 3 + . . . +n+ (n + 1)
smallest integer satisfying m>an.] l
(5) Let S be the set of all rational numbers r which satisfy < r< 1 . Show = Sn + (n + l)
that S has no maximum and no minimum. Prove that S is bounded and
= \n(n + 1) + (« + 1)
has largest lower bound and smallest upper bound 1 . [Hint: for the
last part, use the previous question.] = &« + l)(n + 2)
(6) Let a < b. Prove that there exists an irrational number £ satisfying
< as required. The result now follows by induction.
a < % b. [Hint: exercise 1.20(4).]
3.10 Example The real number

3.7 Principle of induction
Suppose that a line of dominoes is arranged so that, if the «th one falls, An = —(at +a 2 + • - + an)
n
it knock over the (n + l)th. If the first domino is pushed over, most people
will
would agree that all the dominoes would then fall down. is the arithmetic mean of the numbers a 1 ,a 2 ,
... ,a„. If 01,22, ... ,a n are
The principle of induction is an idealisation of this simple notion. We show positive, their geometric mean Gn is defined by
below how it may be deduced from theorem 3.5. 1/n
Gn = (a,a 2 ...fl n ) .
3.8 Theorem (principle of induction) The 'inequality of the arithmetic and geometric means' asserts that
Suppose that, for each n £M P(n) a statement about the natural
, is
Gn <A n .
number n. Suppose also that
(i)P(l)is true Proof This inequality has an entertaining proof using 'backwards
(ii) if P(n) is true, then P(n + 1) is true. induction' (see exercise 3.1 1(5)).
Then P(n) is true for every n £ftj . LslP(n)be the statement 'For any positive numbers at, a 2 , . . . ,a n ,
Proof For this proof we need to assume that, if n is a natural number G„ < A„'. We shall show that
n
(i) P(2 ) is true for each nGN.
other than 1 then « — 1 is a natural number as well.
,
S= We want (ii) If P(n) is true, then P(n — 1) is true.

Let {« : P{n) is false}. to prove that S is empty. Suppose that S
is not empty. Then from theorem 3.5 it follows that S has a minimum m. Since
The result then follows by backwards induction.
P(l) is true, m 1 S. Hence =fc 1 . Therefore m— \ is a natural number. But m is
(i) We begin by proving P(2). Now,
(fc
the minimum of S. Thus m — —

1 S and so P(m 1) is true. But then P(m) is
< (Vî - y/a 2 )
2
-at — 2yJ(a x
a2 ) + a2
true (because of hypothesis (ii) of the theorem). Hence m $ S which is a contra-
1/2
diction. (fl|a2 ) <K«i+^)-
This is simply P(2). We now show that P(2
n
) implies P(2" '). Let m = 2". Then
2«+i _ 2m. We have to assume P(m) and try and deduce P(2m). Since P(m) is
true,
24 Natural numbers Natural numbers 25
Deduce that, for any real numbers a and b,

(a 1 a 2 ...a m ) l "n <-(a +a 1 2 •o
a"-b" m (a-bXa"' + a"' 1 2
b + a"' b
3 2
+ . . .+ ab"' 2 + b"' 1 ).
1
and (
a m*\ a m+2 • - a 2m) < ~~
(a m + 1 + "m + 2 + • • + «2m)- (3) A polynomial P(x) is an expression of the form
n
P(x) = anx + aîX"' + 1
. . . + aix+a .
But we know that P(2) is true. Hence

If an =£ 0, the polynomial is said to be of degree n.
1/m
{(flia2 ...0 ,/m (^^m + 2---«2 m )
}" 2 Suppose that P(x) is a polynomial of degree n and that, for some if,
+ + am +...+a 2m P{£) = 0. Prove that P(x) = (x - %)Q(x) where Q(x) is a polynomial of
^ 1 (a, . . . a
+ m+1 degree n — 1 [Hint: use the previous question.] If gj, 2-
£„ are
m m .
= = P(% n ) = 0, prove
2, . . . ,
distinct real numbers and P{%\) = P(£ 2 ) . . . that

Thus
(ai a2 . ..a 2m )
V2m < —
2ffi
(a, + <z 2 4- . . . +a 2m )
P(x) = k(x-^)(x-$ 2 )...(x-U
where A: is a constant.
which is /'(2/m). (4) Assuming that w! = 1.2.3...n and 0! = 1, we define

1 n n+1
We have shown that P(2 ) is true and that, if P(2 ) is true, then P(2 ) is
true. Hence P(2") is true for all n S |^Jby straightforward induction.
m (r=0,l,2,...,ii).
true, then P(n — 1) is true. Suppose that
We now show that, if P(n) is
r\(n-r)\
(ii)
P(n) is true. Then Prove that
âi+a 2 + ... + a„_, + G„_i «+l

{(hai ...an .t Gn - l yvnn < (r=l,2,...,n).
r
-»-] r MM / (H-lMn-l+Cn-1 Using this result and the principle of induction, obtain the binomial
ft
theorem in the form
Gn _, </!„.,.
{a + bf = a" + na"' 1
b + ^^ a"- b
2 2
+ . . . + b"
ThusP(n — l)is true.

This completes the proof. = y. a"- b
r r
.
V
(5) Let P(n) be a statement about the natural number n and suppose that
3.11 Exercise
(i) P(2") is true for each nGM
(1) Prove by induction that
(ii) if P(n) is true, then P(n — 1) is true.
n Prove that P(n) is true for every n€N. [Hint: the set {2" : n SM } is
(i) I= &2 = l
2
+ 2
2
+ . . . + n 2 = in(n + l)(2n+I) unbounded above (exercise 3. 6(2)).
fe i
(6) Suppose that < X< Y and that x and y belong to the interval [X, Y].
Prove that, for each nGM,
(ii) T A3 = l
3
+ 2
3
+ . . . + n3 i«
2
(« + l)
2
.
AT"" | jc -y K «^TK| x
1/n
-/'" < YX |
1 '"
\x-y\.
(2) Prove by induction that, if x =£ 1,
[Hint: exercise 3.1 1(2).]

l-x n+1
£* fe
= 1+x+x 2
+ ...+*"
fe=o 1-as
Convergent sequences 27
= !{1 + (" £)+(-£)*+... + (-|f-*}

2 li -(-!)"
CONVERGENT SEQUENCES 3 ll _ _,)1 =â-(-r).
(
How is the answer \ to be extracted from this formula?

It seems clear that, as n gets larger and larger, (— £)" gets closer and closer to
zero and so xn gets closer and closer to \. We say that 'x n tends to § as n tends to
infinity' - or, in symbols, x n -> \ as n -* °°\

l
This idea is of the greatest importance, but, before we can make proper use of
it, it is necessary to give a precise formulation of what it means to say that xn -> I
4.1 The bulldozers and the bee -* °°.

as n
Two bulldozers are moving towards each other at a speed of one mile
per hour on a collision course. When they started they were one mile apart and a
the front of one of them. The bee began to back and for- 4.2 Sequences
bee was perched on fly
ward between the bulldozers at a constant speed of two miles per hour, vainly A sequence may be regarded as a list of numbers Xi,X2,x 3 ,x 4 , . .
seeking to avoid his fate. How far from his starting point will the unfortunate More precisely, we can say that a sequence is determined by a rule which assigns
insect be crushed? to each natural number n a unique real number x n We call x n the n th term of .
the sequence.
The notation
fef"
means the sequence whose «th term isx„.
The set {x n n € N} is called the range of the sequence. We say that a
:
sequence is bounded above (or below) if its range is bounded above (or below).
Thus (x„) is bounded above by //if and only if-xr„ <//(« = 1, 2, 3, .). . .
fe# fr^S
4.3 Examples
embark on some (i)<(-ir> = -i,+ i,-i, + i,... oo<«- >=

1
i,|, M..
This riddle is usually posed in the hope that the victim will
n
complicated calculations involving the flight of the bee. But it is quite obvious (iii)<l> = 1,1,1,1,... (iv)(2 > = 2,4,8,16,
that the bee will be crushed when the bulldozers collide. Since the bulldozers
(v) The sequence (x„) defined inductively by *i = 2 and
travel at the same speed, this will happen halfway between their starting points.
The answer is therefore one half mile. 1
X "~ - l+ x (n = 2,3,4, ...).
Let us, however, take up the role of the riddler's victim and examine the 2Y n n. r
flight of the bee. Letx„ denote the distance the bee is from his starting point
The first few terms are 2, i. 12. I§> • •
when he makes his n th landing. Then
xr _
— 2
\ 3
4.4 Definition of convergence
xv 2 —- 2_2
3 9
A sequence (x n ) is said to converge to the limit I if and only if the
and, in general. following criterion is satisfied.
= §-!+f7 -... + (-iy- 1

2(i)"
26
28 Convergent sequences Convergent sequences 29
<e.
> 0, we can find an N such that, for any n>N,
1
Given any e »'"
\x n -l\<e.
But «'"
We write xn * I as n * °° or
and so we simply need to find an N such that, for any n>N,
lim x„ = /.
-<6
x 2 ,x 3 n
It may be helpful to think o{x h ,
... as successive approximations to
the number /. The distance \x n —l\ between x n and / is then the error involved in
i.e.
approximating / by x„. The definition of convergence then simply asserts that we
e
can make this error as small as we choose by taking n large enough.
The diagram is supposed to represent a sequence <x„> with the property that But this solves the problem. We simply chose A' = 1/e. Then, for any n>N,
x„ -* I as n -*• <*>.
n>N = -
e
i.e. -<e
n
i.e. l+ p. <e.
We have shown that, given any e > 0, we can find an N (namely N=l/e)
such that, for any n>N,
n>6
<e.
For the value of e indicated in the diagram, a suitable value for N in the
definition isN= 6. For each value of« >6, It is important to observe that N depends on e, i.e. for each e > we use a
different N. Some values of e and the corresponding values of N are entered in

\x n -l\<e.
the table below.
In particular, the value of \x 9 — l\ has been noted in the diagram.
Notice that the definition of convergence begins 'Given any e > 0, we can e N
find an N . . .
'
on the very small values of e > 0. It is clear
Here the emphasis is
from the diagram above that, if we had chosen to look at a very much smaller
0-4 2-5
value of e > 0, then we should have had to have picked out a very much larger
value of N. In general, the smaller the value of e > 0, the bigger must be the 0-1 10
corresponding value of iV.
0000 001 1 000 000
4.5 Example
(Note: Some authors be a natural number. This makes the defi-
insist that A'
1 more elegant but renders examples like that above

nition of convergence a little
1 + — -* 1 as n -* °°.
n marginally more complicated. If we wanted A' to be a natural number in the
example above, we could not simply write A' = 1/e. Instead we should have to
Proof Let e > be given. We must find a value of ./V such that, for any
n>N,
choose N
to be some natural number larger than 1/e.)
4.6 Exercise Let Af be whichever of N t and Af2 is the larger, i.e. A' = max {A^, A^}- Then, if
(1) Prove that n >N, both inequalities (1) and (2) are true simultaneously. Thus, for any
n>N,
r-fc4i = \(x„+yn) -(/ + «)! = \(x n -l) + (y n -m)\
n-"~ \n 2 + 1
,
< \x n —l\ + \y n —m\ (triangle inequality)

(2) Let r be any positive rational number. Prove that
<\e + \e = e.
— -* as n •* °°. Given any e > we have found a value of N (namely N = max {N\, N }) such 2
n
that, for any n > N, \(x n +y„) — + m)\< e. Hence x n +j„-»; + masn^».
(I
(3) Let X be any real number. If x n -* I as n -> °°, prove that Xx n -> X/ as
4.9 Example Prove that
/
- 3ra
2n
3
5 „3 + 4« -2
4.7 Criteria for convergence .»?- 2
(
In the example and exercises above what value
it is fairly easy to decide
Proof We write
of A' is appropriate to any given value of e > 0. But this is by no means always
the case. It is therefore natural to look around for some shortcuts which will 2n 3 -2n 2-3/T2 2-0 2
= — as n -* °°.
enable us to determine whether a sequence converges (and what its limit is) with- 5n + 4n 2 -2
3
5 + 4«-'-2« -3 5 + 0-0 5
out our having to indulge in the painful process of appealing to the definition.
The supporting argument is as follows. It is obvious from the definition of con-
In this and the next section we give some useful results of this sort.
vergence that 2 -* 2 as n •* °°. From exercise 4.6(2), n' 2 -* as n •* °°. Hence,
* / as n -* °° and y n -*m by proposition 4.8(i),

4. 8 Proposition (combination theorem) Let x„ as
n •* °° and let X and /j be any real numbers. Then 2-3w"2 ^-2-3.0 = 2as«-"°°.
(i) Xx n + ny n -*Xl + [xm as n -* °° Similarly,
(ii) x n y n -* Im as n -* °° 5+4n- -2M-3 ^-5+4.0-2.0 =

1
5 as «->">=.
x
(iii) — — -*
I
as n * °° (provided that in i= 0).
The result then follows from proposition 4.8(iii).
yn rn
The proofs of (ii) and (iii) can be found in the appendix. These proofs are 4.10 Theorem (the sandwich theorem) Suppose that y n •* I as n •* °° and
somewhat technical and we prefer not to hold up the discussion by presenting thatz n -»Z as«-*°°. Uy n <x n <z n (n = 1, 2, . .
.), then
them at this stage. Readers who prefer to omit the proofs of (ii) and (iii)
x„ -* / as n * °°.
altogether will not suffer greatly as these results may be deduced from (i) once
the theory of the exponential and logarithm functions has been developed. (Here the sequence <^: n > is 'sandwiched' between the two sequences <>> n > and <z n>
- just as the bee of §4.1 was 'sandwiched' between the bulldozers.)

Proof of 4.8(ij. After exercise 4.6(3) we need only show that, if x n -* I
aSH -+ -*m asn-*°°, thenx n + y n + m asn -»°°. Proof For this proof it is necessary to note that the inequality
°° and n ->l
Let e > be given. Then |e > 0. Since x n -* I as n * °°, it follows that we can \x — 1\ <eis true if and only if/ — e<x</+e. (See exercise 1.20(1).)
find an A' 1 such that, for any n >N U l-e i / + ,
->«-
\x n -l\<\e. (1)
7£
Similarly, we can find an A^ such that, for any n>N 2 ,
I.V-/I
\y n -m\<\e. (2)
Let e > be given. We have to find an N such that, for any n>N,
\x n -l\<e. \x
n
-Q\ = \x\
n
<— («= 1,2,.. .).
Since y n
-* I as n -> °°, we know that there exists an N t such that, for any
n>N u But 1/rt -> as « -* °° (by exercise 4.6(2)). Thus, by corollary 4.1 1
\)' n -I\<e. (3) x" •* as n -* °°.
Similarly, since z„ -* / as n -* °°, there exists an N 2 such that, for any n >N2 ,
\z n -l\<e. (4) 4.13 Example In the problem of the bulldozers and the bee, we obtained
the sequence
Let A' be whichever of N t
and A^ is the larger, i.e. TV = max {JVj.A'j}. Then, if
n >N, both inequalities (3) and (4) are true simultaneously. Thus, for any
n>N, By example 4. 1 2, (— J)" -> as « -* °° and hence x„ -» \ as w •* °°.
l-e<y n <l + e
and / — e<z n </ + e.
4.74 Example Let x > 0. Prove that
<x„ <z„ = Hence, for any n >N,
xm *
But_y„ (n 1, 2, . . .).
1 as n -> °°.
!-e<y n <x n ^z n <l + e.

/>oo/ In the inequality of the arithmetic and geometric means, take
Hence /— e<x n <l + e 1 = a ,
= fl:2 = . . . = a n _, and a„ = .*. Then G„ = x 1/n and>4 n = (n — + *)/«1
i.e. \x„—l\<e. (x-l)/n + 1.
> 0, we = max {N%, N2}) such y — 1

Given any e have found a value of A' (namely JV
Hence x 1,n < +1
that, for any n>N,
\x n -l\<e.
i.e. :
i/"_!
< _A _iy (
Hence x n -* I as n -* °°.
(Alternatively, take X =y = 1 in exercise 3.1 1(6).)
Assume to begin with that x > 1 . Then

4.11 Corollary Suppose that v„ -» as n -> °° and that
\x n -l\<y n («=l,2,...). 0<x 1/n

-l <-(x-l)
Then x n -* I as n + °°. + °° by the sandwich theorem. If < x <
and hence *"" -* 1 as n 1 , then
Proof The inequality \x n — < yn 1\ is equivalent to / — y n < x n < + yn / .
x =y~ where y > l
1. Buty
'"-*- as w - o°and hence
1
1
But, using proposition 4.8, / — y n -> / as n -» 0° and / + _y„ + / as « -»«>. Hence

xn -> / as n * °°, by theorem 4.10. 1 1
by proposition 4.8(iii).
4.72 Example Suppose that |.v| < 1. Prove that
x" -»• as « -» °°.

4.15 Monotone sequences
TVoo/ Write
A sequence Cc„> is increasing if
<—
.. 1 l
xr =
1
.
x n+l >x„ (n = l,2, ...).

(!+/?)" 1 + nh + 2 n(n - *
\)h
2
+ . . .+h" nh
Thus
34 Convergent sequences Convergent sequences *S
Similarly, <x n > is decreasing if is an upper bound for the sequence. Hence x„
Also B /V,
B-e<x n <B.
B-e<x n 0, we
Given any have found an Af such that, for any n >N, \x n — B\<e.
Hence x n -* B as n -* <*>.
(.v., > increases (v„ ) decreases
A sequence Oc„> is strictly increasing if x n + 1

> x n (n = 1 , 2, . . .). It is strictly
decreasing if xn + l
< x n (n = 1 , 2, . . .).
A sequence which is either increasing or else decreasing is called monotone.
4.16 Example
(i) The sequence (2"> is strictly increasing.
l
(ii) The sequences (n~ ) and (— n) are both strictly decreasing.
(iii) The sequence (1) is both increasing and decreasing.

n
(iv) The sequence {(— l) > is not monotone. It is neither increasing nor
decreasing.
4.18 Examples (i) The sequence <(« - l)/«) increases and we know from
exercise 3.6(1) that it is bounded above with smallest upper bound 1 By .
4.17 Theorem theorem 4.17 it follows that
(i) If <.x„) is increasing and bounded above, then it converges to its «-l -*
smallest upper bound. 1 as n <*>.
(ii) If <*„> is decreasing and bounded below, then it converges to its largest
lower bound. (ii) If <x< 1 , the sequence Ct"> decreases and is bounded below with
largest lower bound (exercise 3.6(2)). Thus
Proof If (x„) is decreasing and bounded below, then <— x n ) is increasing
and bounded above. Hence it is only necessary to prove (i). as n
Suppose that (,x n ) increases and is bounded above with smallest upper bound
B. We must show that xn -* B as n -* °°.
are nothing new. But consider the
Let e > be given. Since B — e is not an upper bound, there exists at least 4.19 Example The examples above
one term x N of the sequence such that sequence
+«-')">.
xN >B-e. ((]
We show that this sequence increases. In the inequality for the geometric
But (x„) increases. Hence, for any n >N,x„ ~>x^. Thus, for any n>N, first
— 0"
and arithmetic means, take a^ — a2 = — a n -\ = +
1 (« and a n = 1
x„>x N >B — e. Then

y"- i ^ (^-ixi + (/2 -in + "
(4) Let x be a positive number, and let N be the smallest natural number
+i
i 1
x | < = [j satisfying N>x. Prove that
Hence n-N+l
^< x"-
1 + <ll+4l §1-2,3,...) (N-l)l \N
(n > N).
n-1 n\
n
and so the sequence increases. To be able to deduce the convergence of the Deduce that x /n -* as n -* °°.
!
sequence from theorem 4.17, we also need to prove that the sequence is
'
(5) Let a be any positive rational number and let \x\ < 1 Show that there .
a+1
bounded above By the binomial theorem,
.
exists a natural number N such that (1 + 1/A0 |»l < 1. Deduce that
n(n-\)(\ U x"\<\N a +* l„iV|

1
'l\
1
x (n>N).
,+
b "•l? SI- M; a n
Hence show that n x + as n -*• °°.
-2i-h+ H H)h-1
- «-l\ 1
'(6) Prove that the sequence (n
4.19.] Hence prove
(The convergence of <n
that of example 4.12. If n
Vn decreases
)
that the sequence converges.

1/n
=
>
(1
for B>3. [Hint:
can also be established by a method like

+ /*„)", then it follows from
example
the binom-
" \ nl n I n\ ial theorem that
<I + 1 U 2!
+ ±+...+l
3! r!
n
-^Hl<n.
Therefore h n •* as « -* °°.)
1 1
< 1 + 1 +-+-^+ .. .
1
+ -^r, (because 2"
_1
<«!)
= 1+: tz? = i +2(1- an < 3. 4.21 Some simple properties of convergent sequences
Hence the sequence bounded above by 3. From theorem 4.17 it follows

is
4.22 Theorem A sequence can have at most one limit.
that ((I + aT 1 )"} converges to a limit B and B < 3. (In fact, B = e = 2-718 . .
Proof Suppose that xn -* I as n -» °° and x n -> m as « -> °°. Let e > be
.)
given. Then
|f— »| = \l-x n +x n -m\<\l-x n + \ \x n -m\<e + e = 2e

4.20 Exercise (triangle inequality)
(1) Prove that

provided that n is sufficiently large. But, from example 1 .7 it follows that, if
n3 + Sn
2
+ 2 .
< ||/
- m\< e for every e > 0, then - m\ = 0, |/ i.e. l = m.
2n3 + 9
-in*--.
Theorem Suppose that x„ + / as n * °°.

(2) Decide for what values of x the limit
4.23
If x„ > a (n = 1 2, .), then / > a.
n
[x+x \ (i) , . .
lim < b.
1 + xn (ii) If x n <b(n = \,2,.. ), then /
Proof Kx n <b(n= 1,2,. . .), then -x„ >-b (n = 1, 2, .). Hence

exists. Draw a graph which plots the value of the limit against the value
we need only prove (i).
of*.
Use the sandwich theorem to prove that
Let e > 0. Then there exists an N such that, for any n>N,
(3)
— y/n -> \x„-l\<e

y/(n + 1) as n -* °°.
i.e. l-e<x n <l+e.

But x n > a (n = 1 2, , . . .) and so, for any n > N, a < x n < + e. I x n >H.
Hence, given any e > 0, a < + / e. From example 1 .7 it follows that a <. I.
— °° as n -* °° if, any
Similarly, a sequence <x n ) diverges to—°° and x n •* for
H > 0, we can find an iV such that, for any n > N,

4.24 Example Suppose that x n * I as n -* °°. If x n > a (« = 1 , 2, . . .), it is
xn <-H
tempting to conclude that l> a. But this may not be true. For example, l/n -*
as n -* °° and l/n > (n = 1 , 2, . . .). But we certainly cannot conclude that

0>0.
-
4.25 Tiieorem Any convergent sequence is bounded. II
Proof Let x n -* I as n -* <*>. We have to find a ^ such that |jc„| <K

(n = 1, 2, . . .). (See proposition 2.3.)
It is true that, for any e > 0, there exists an N such that, for any n>N,
\x„ — < e.
1\ In particular, this is true when e = 1, i.e. there exists an N t
such
that, for any n> JVj,
N
Ix„-/I<l. - :i< r. - --
x„—*— «asn—
From theorem 1 .18 it follows that, for any « >A 7
!,
|jc
b I-|/|<I*„-/| which does not satisfy x n -> + °° as n * °° or
i.e. M<|l| + ] (n>iV,). *,,->• — ooas«->°°is said to oscillate. An example is the sequence <(— 1)">.
The result now follows if we take
K = max{|.r,|, \x 2 \, ..., |jf»|, |/| + 1}.

4.28 Example Let a be a positive rational number. Prove that if -* + °° as
n -*°°.
4.26 Divergent sequences Proof Let H > be given. We have to find an A' such that, for any
A divergent sequence which does not converge. Any un-
is a sequence n>N,
bounded sequence is therefore divergent (theorem 4.25). However bounded n>H a
divergent sequences exist as well.

i.e. n>H ila .
We simply choose A' = H Ua . Then, for any n > N, n >Hva and hence n a > H.
n
4.27 Example The sequence <(— l) > diverges.
Proof The sequence is obviously bounded. Suppose that (— 1)" * / as A common error is to suppose that proposition 4.8 (about combining con-
n -* °°. Then, given any e > 0, we can find an N such that, for any n> N, vergent sequences) applies to sequences which diverge to + °° or — °°. For
l(~ 1 )"
— < e.
/| But there are both even and odd values of n greater than N and example, it is tempting to suppose that, if xn -* °° as n •* °° and y n •* °° as n •* °°,
so 1
1
— /|< e and |— 1 /| < e. These inequalities must be true for any e >
— and then xn —y n -»°° — °° = 0asn->°°. But °° is not a real number and cannot be
so we obtain the contradiction / = 1 and / =— 1 treated as such. Indeed, one should immediately be warned that something is
wrong by the appearance of the totally meaningless expression °° To press — °°.

the point home, we consider the example x n = n (n = 1, 2, .) andy„ = n
2
. .
Wesay that a sequence (x n ) diverges to + °° and write x n -* + °° as n-* °° if,

(n = 1,2,...). Then x n -*• °° as n •* °° and y n -* °° as n -> °°, but x n - .y n "* °° as
for any H>
0, we can find an IV such that, for any n>N,
« ->°°. Or, again, takex„ = (n + 1) (n = 1, 2, .) andy n = n (n = 1, 2, .). . . . .
This time jr n — y n -* 1 as « -* °°.

40 Convergent sequences
4.29 Exercise
(1) Suppose that x n -* I as n -> °°. Prove that
(i) \x„ — 1\
-> as n -* °° SUBSEQUENCES
(ii) \x n * \ |/| as« -*«>.
(2) Suppose that x n -* / as « -+ °°. If / > 0, prove that there exists an N such
that, for any n >N,
xn >\l.
(3) Prove that
(i) 2" -* + °° as n -* °° (ii) — V" ""* ~~ °° as " "* °°
5.1 Subsequences
(iii)<(-l)"n> oscillates.
(4) Let jc„ >0 (« = 1 , 2, . . .). Prove that x„ -» as « * °° if and only if Suppose that < x n ) is a sequence and that < nr > is a strictly increasing
l/x n -*-°°as/! ^°°. sequence of natural numbers. Then the sequence
(5) Suppose that {x n ) increases and is unbounded above. Prove that

x n -* + °° as n * °°. If <x n > decreases and is unbounded below, prove
subsequence of < x n ).
that x n -> — °° as « * °°. is called a
*
Let 5 be a non-empty set of real numbers and suppose that d{%, S) = The first few terms of some subsequences of < x n > are listed below.
(6)
(see exercise 2.13(4)). Show that, for each n £ N, we can find an \X r+i ) = ^2,^3,^4, . . .
x n GS such that |£ — x n < l/«. Deduce that n -> as « -> °°.

\
i-
If S is bounded above, show that a sequence of points of S can be '*3r '

= x 2> x 4> x 6>
found which converges to its supremum. If S is unbounded above, show = x S> x ll> x 14i x n>
'*3r+S'
that a sequence of points of S can be found which diverges to + °°.
(X^r) = X2, Xn, -Xg, Xi6, . . .
if we think of a sequence as a list of its terms, then we

Roughly speaking,
obtain a subsequenceby crossing out some of the terms. For example, < x 2n )
may be obtained from <x n >by crossing out terms as below.
Al> x 2> A3. 4>/S' *6> •JC •
The insistence that < n r > is strictly increasing is of some importance. It means,
for example, that the sequence whose first few terms are
-*3> X \, X S, X \> X <)> • •
is not a subsequence of < x n ).

The fact that (n r ) is strictly increasing has the consequence that
nr >r (r = 1,2, .. .).
This is easily proved by induction.
5.2 Theorem Suppose that xn -»/ as n-*°° and that <x„ r > is a subsequence
of (x n ). Then
xn -* I as r •* °°.
Proof Let e > be given. Since jc„ * I as n -* <*>, there exists an iVsuch
that, for any n >N,
41
'
42 Subsequences Subsequences 43
I
*,-/!<«. 5.5 Example Let a >0 and let jc, >0. Define the rest of the sequence <x n )
inductively by
Lei R=N. Then, for any r>R,n r >r> R = N and so w r > N. Thus
*„ +1 = Kx n + OX?) in = 1,2,...).
We have shown that, given any e > 0, we can find an R (namely R = N) such
Obviously x n >0(n = 1,2, . . .). But further
that, for any r>R,
\x„F -l\<e.
* * °°. x n2 -2x Ml x n +a = 0.
Hence x„ I as /
We know in advance that this quadratic equation in x n has a real solution.
Thus 'b
2 - 4ac > 0' , i.e.
5. J Example We have seen that the bounded sequence ((— 1)"> diverges.
x 2
>a.
+l
A simpler proof can be based on theorem 5.2. Obviously the subsequence of odd
terms tends to — 1 and the subsequence of even terms to + 1. But, if <(— 1)" > Since jc n+1 > 0, it follows that
converged, all its subsequences would tend to the same limit.

=
x n+l >s/a (n 1,2,...).
We wish to prove that < x„ > decreases and so we consider

5.4 Example In example 4.4 we showed that, if x > 0, then x vn •* 1 as
We * n -*n+i = x„-i(x„+ ax- 1 )

n -* °°. prove this again by a different method. As in example 4.4 we need
only consider the case x>l.
If x > 1 , then x lln > 1 (n = 1 , 2, . . .) and hence the sequence < x lln ) is
bounded below by 1 . Moreover

_
> (n = 2,3,...).
I/n;
"/*
l/(n+l) = X (n+l-n)/n(n+l) _
= x 1/n(n+1) >l (« = 1,2,...)
,n
Hence the sequence <jc„> decreases and is bounded below by Va (provided
and therefore (x' decreases. From theorem 4.17 it follows that <*""> con- From theorem
)
we omit its first term). 4.1 7 it follows that
verges to a limit / and / > 1 . What is the value of /?
11 ") x n -* I as n -* °°
By theorem 5.2, we know that all subsequences of (x must also tend to /.
Hence where / > \Ja. What is the value of/?

,1/2" -*• / as n -* °°.
By theorem 5.2 we also have x n+1 -* / as n -* °°. But
Using proposition 4.8, it follows that
Now ^ / (because / > \Jd). Hence, by proposition 4.8,

But a sequence can only have one limit. Thus
xn +i = i(* n + ^n 1
)- > K' + «'" )asn^ 00 ,
-
/ = I
2
Since a sequence can have at most one limit,
and so / = or / = 1 . But / > 1 and hence / = 1
We / = kQ + al" 1
)
have shown that
Aln -* i.e. I
2
= a.
1 as n -*<
Thus /yJaoxl = —
= \Ja. But we know that / > \/a. Hence / = \/a. We have
Note: A warning is appropriate here. Do not use this method of working out the
therefore shown that
value of a limit until you have shown that the sequence converges. For example,
if you thoughtlessly tried to evaluate the limit of the sequence <(-- 1)"> by x n -* \Ja as n -* °°.
looking at its subsequences, you would obtain / =+ 1 =— 1.

5.6 Example We attack the previous example by a different method. Again argument given here is interesting because it allows us to estimate how 'good' an
let a > but this time let Xi be unspecified for the moment. Define the rest of approximation x n is to \/a.
the sequence inductively by For example, suppose we want to estimate the value of y/2. It is obvious that
< sj2 < 2 (because l 2 = 1< 2 and 2 2 = 4 > 2). For a better estimate take a =
x n +i = ttxn+ax-
1
1
) (n = 1,2,...). =
Now 2 and*! 2 in the argument above. Then
x n+l ~\/a = \(x n + ax~ l )-s/a
(2-V2 V2(V2 - 1)
|x 4 -V2|«2V2 = 2\/2
2
(x n -2x n y/a + a) 2V2 2V2
2x,
2V2 8
(V2-1) .
_6
Using the crude estimate \J2< 2 we obtain |x4 — \/2 |<2 = p< 0-016.
'
Hence x 4 = gg = 414 1 . . . differs from y/2 by at most 0016.
2x n \ 2jc n _,
estimate for \J2 may be obtained by evaluating xs or by starting
(A better
with Xj = \ and using the estimate \J2 §.) <
1
2x n (2* n _,)
1
2
{x M - Va) 4
1
5. 7 Exercise
(1) Given that < n u " > converges (see exercise 4.20(6)), show that
l/n
1 1 1
/i -> 1 asH-* 00
2x n (2x n „ 1 ) 2 ---(2x y P5<*i-v«r. 2

by considering the subsequence ((2m) "}.
1 '
i
> \/a, then (2) A sequence < x n > is defined by x x = h and

If we assume that Xj it follows, as in example 5.5, that xn > y/a
(n= 1,2, . . .). Hence x n*l = x n ' "
2
l + 2+2 +...+2"
_1
where < k < \ and h lies between the roots a and b of the equation
< x 2_ x+k=Q
l* n +i-\/«l c^-v«r
2%Ja Prove that a <xm 1 <Xn and xx > and ( xn > is defined inductively by
2y/a
*n+1 — '
i~ Va l+xn
= 2Va
2Va show that one of the sequences <,x 2n > and (x 2n -i > is increasing and
the other decreasing.

We know that, if 7 < 1 , theny" -> as « + °°. By theorem 5.2 it follows
Prove that both sequences converge to the limit / which is the posi-
1 |
2
thaty -*0asn-*°°.
tive root of the equation x + x = A:. What conclusion may be drawn
2
Hence our argument shows that xn •* \Jaa.sn^>°° provided that
concerning <*„>?
'
(4) Two sequences < x n > and (y„ > are defined inductively by x =
l \ and
<1. = 1 and
y-i
2\/«
We have already assumed that xx >

we have shown that x n -* V<z as X„ = VCXn-lJ'n-l) (» = 2,3,...)
\Ja and so
« -* °° provided that \]a <x y < 3 \Ja. Of course we already know from example
5.5 that this was true under the weaker hypothesis that x > 0. However, the
x
J. We define x ni = xNi+1 and then let first term following *„, for
x„ 2 be the
(n o 2,3,...)-
2 W„ which x n >x n '.
Now let x nj be the term following x„ 2 for which
first
y n -i)
xn >x n . And so on. We obtain an increasing subsequence <*„ r > of (x n ).
Prove that x„_, <x„ <^ n <>>„_, (« = 2, 3, . . .) and deduce that both
sequences converge to the same limit /, where ? < < / 1 . (Actually / = 5.10 Theorem {Bolzano-Weierstrass theorem). Every bounded sequence of
ff/4.)
real numbers has a convergent subsequence.
1
(5) Let y be any real number. Prove that the sequence

Proof Let < x n > be a bounded sequence. By theorem 5.9, (x n > has a
<(l+yn- l
)
n
) monotone subsequence <*„,.>. Since (x n ) is bounded, so is <x„ >. Hence, by r
theorem 4.17, <x„ r > converges.

is increasing for those values of n which satisfy n > 1 —y. [Hint:
example 4.19.] Show also that the sequence is bounded above and
hence converges. [Hint: From exercise 4.20(4), (2y)"/n\ ->0 as n -> °°
5.11 Examples
and therefore we can find an N such that, for any n>N,y"/nl< (£)".]
'
(6) Show that the product of the limits of the two sequences <(1 + xn' 1 )") (i) The sequence <(— 1)" > is bounded. Two convergent subsequences are the
and <(1 -xn'')") is equal to 1. sequence — 1 , — 1 ,
— 1 , ... of odd terms and the sequence 1 , 1 ,
1 , 1 , .
. . of
even terms.
n 2 \l/n-i
(ii) A more sophisticated example is the sequence ( rn > whose first few terms
'" 1 +
« V~7i
i-$ are .
•
2' 3> 1' 4> 4i $> S< ?i 5> 5> Sj •
Every term of the sequence is a rational number between and 1 .

Hence the
5.8 Bolzano-Weierstrass theorem sequence is bounded. It has many convergent subsequences. For example
5, 4> 6> S. • • •
5.9 Theorem Every sequence has a monotone subsequence.

ill!
2> 4> 3. Sj
Proof Let (xn > be any sequence of real numbers. We must construct a •
subsequence {x„ ) which is either increasing or decreasing. We distinguish two

cases.
r uu...
(i) Every set {x n n : > N} has a maximum. In this case we can find a sequence
(n r ) of natural numbers such that
5.12* Lim sup and lim inf
x n = maxjc n We shall not have a great deal of use for the subject matter of this
n>l
section. However, it is material which has to be learned eventually and it is
*„,, = maxx n natural to deal with it here.

n>n,
Suppose that <jc„> is a bounded sequence and let L denote the set of all real
x„ 3 = max xn numbers which are the limit of some subsequence of < x n >. We know from the
Bolzano-Weierstrass theorem that L is not empty (i.e. L # 0). Of course, if
(x„) converges, L will just consist of a single point (theorem 5.2).
and so on. Obviously n t <n 2 <n 3 < . . . and so, at each stage, we are taking
the maximum of a smaller set than at the previous stage. Hence < x n > is a
5.13^ Proposition Let < x n > be a bounded sequence and let L be the set of
decreasing subsequence of < xn >
numbers which are the
all real limit of some subsequence of < x n >. Then L has a
Suppose that it is not true that all of the sets {x n n > N} have a maxi-
(ii)
:
mum. Then, for some jV, the set {x n :n>N t } has no maximum. It follows maximum and a minimum.
,
that, given any x

m with lt m>N w
can find an x n following x such that m That L is a bounded set follows from theorem 4.23. Hence L certainly has a
xn >x m . (Otherwise the biggest of x N +1 , . . . ,xm would be a maximum for supremum and infimum. Proposition 5.13 asserts that these actually belong to
{*„:«>AM). the set L. The proof is relegated to the appendix. Readers who prefer to omit
the proof altogether will encounter again at a later stage since numbers
it it is a special and show that these are not the same as the
case of a general theorem concerning 'closed sets'. _1
(-1 )"(! + « and inf (- 1)"(1 »-»).
If bounded sequence, let us denote the maximum of L by 7 and the
(x n > is a sup )
minimum by /. Then / is the largest number to which a subsequence of <x„>

converges and / is the smallest number to which a subsequence of < x > con-
*
(2) Let < rn > be the sequence whose first few terms ate §, hhk, $»t*h 5* I*
n
Show that every point in the interval [0, 1] is the limit of a
verges. |,4» .. .
We call / the limit superior of ( x n > and write subsequence of <r„>. [Hint: see exercise 3.6(4).]
t
(3) Suppose that (x n ) is a bounded sequence and that, for any N, we can
/ = lim sup xn .
find an n > such that x n N >
b. Show that < x n > has a subsequence
n—*oo
which converges to a limit / > b.
*
Similarly, / is the limit inferior of <x„ > and we write (4) Let < x„ ) be a bounded sequence with limit superior / and limit inferior
/. Show that, given any e > 0, we can find an N such
that, for any
/ = lim inf x„.
= +
n>N,x n <l + e. [Hint use question 3 with b / e] . What is the
:
corresponding result for /?

(Occasionally you will see such expressions as lim sup x n =+ <*>. This simply bounded sequence < x n ) converges with
t (5) Deduce from question 4 that a
means that < x n > is unbounded above. Similarly lim inf x n = - °° means that limit / if and only if
(x n ) is unbounded below.) lim sup x n = lim inf xn = I.
Hence show that a bounded sequence < x n > converges if and only if all
5.14 * Examples its convergent subsequences have the same limit.
* bounded sequence and
(i) The sequence < 1/n > converges with limit 0. By theorem 5.2, all its sub- (6) Let < x„ > be a let
sequences converge to 0. Hence L contains the single point and

,Mn = sup x k .
lim sup — = lim inf — = lim — = 0.

Show that < Mn ) decreases and is bounded below. Deduce that (Mn )
converges and denote its limit by M. If / is the limit of some subse-
_
(ii) The sequence <(— 1)">
-
is bounded. The set L consists of two points + 1
quence of < x n >, show that M n > I (n = 1 2, .). Deduce that > I.
, . . M
and-1 = {+ We have
(i.e.Z, 1, 1}).
Obtain also the reverse inequality M
Obviously <r n < 1 (n = 1, 2,

J, §, „, M,U,
I, \, .). From theorem 4.23 it follows that We also
(This explains the choice of notation for the limit superior.
. .
. . .
L is a subset of [0, 1 ] (i.e. L C [0, 1 J). But the subsequence 1,1,1,... con-
\, have, of course,
verges to 0. Thus / = 0. Also the subsequence £, \, |, f, . . . converges to 1 . Thus
/ = 1 . We have shown that lim inf x n = lim { inf x k } .)
lim sup rn = 1 ; lim inf rn =
5.16 Cauchy sequences

5.15* Exercise Suppose that we want to prove that a sequence < x n > converges but we
*(!) Calculate have no idea in advance what its limit / might be. Then there is no point in
appealing directly to the definition because we shall certainly not be able to

(i)lim sup {(-!)"(!+ «-»)} (ii) lim inf {(-1)"(1 + «"')} prove that \x„ — I \ can be made as small as we choose by taking n sufficiently
large if we do not know the value of /.
Theorem 4.17 gives us one way of resolving this difficulty. It tells us that an 5.20 Example A sequence <x n ) is defined by x, = a, x 2 = b and
increasing sequence which bounded above converges and that a decreasing
is
x n + 2 = |(Xn+l + *n) (" = 1,2,3,...).
sequence which is bounded below converges. Thus we are able to deduce the
convergence of the sequence without necessarily knowing the value of its limit. Prove that <x n > converges.
But, of course, theorem 4.17 deals only with monotone sequences. In order to
Proof We have
deal with sequences which may not be monotone, we introduce the idea of a
Cauchy sequence. X n *2~ x n+\ = iOn+l +X n) ~ x n-H = h( x n ~ x n+l)-
Thus
We say that < x n ) is a Cauchy sequence if, given any e > 0, we can find an N
such that, for any m >iVand any n>N, \X„+2~ x n*l I
a «l*« x n+\\ — ^,2
2 '
X"
|A X "-l
"-'
\xm —Xn \<e.

— \x1
2 -x l \
=
1
n
Very roughly, the terms of a Cauchy sequence get 2
'closer and closer' together.
Hence, if n >m,
5.17 Proposition Any convergent sequence is a Cauchy sequence.
\Xm—X»\
••mi
*tl
= -x n ^+x n _,-x„_ 2 -.. .+x m+i -x
\x n ri
Any Cauchy sequence

< X n -X„_ + X n _, -X n -2 + + x m+l ~ x n
5.18 Proposition is bounded.
i
• • I
I t I I
The proofs are easy. The next theorem is what makes Cauchy sequences
important.
i=i+=i+.-- + 5^:
5.79 Theorem Every Cauchy sequence converges.
Proof Let (x n ) be a Cauchy sequence. By proposition 5.18, (x > is
bounded. Hence, by the Bolzano-Weierstrass theorem, it has a convergent sub-
n
'4 + ? + - + 5^'
sequence (x nr >. Suppose that x„ -* / as r -* °°. We shall show that x -* 1 as
r n
1
m- 1
rt",-,Kil»-,l.
-
Let e > 0. Then \e > 0. Hence there exists an R such that, for any r >R, 2 1
„r -/K£e. Let e > be given. Choose N so large that

0)
Since < xn > is a Cauchy sequence, there also exists an N such that, for any m>N ,N-2
1
Lft —«l<«.
and any n>N,
\Xm-Xn \<y. (2) Then, for any n > N and any m > N.
Now suppose that n > and choose r so large that n r >Nandr>R. Then
(1) is satisfied and also (2) is satisfied with m =n r. Thus, for any n > N,
\xn -l\ = l**-*„ + ;c nr -/| Thus < x n Cauchy sequence. Therefore, by theorem 5.19, it converges.
> is a
r
< xn — x„ + \x„ — (An alternative method would be to show that one of the two sequences
/ (triangle inequality)
the other decreasing and then to show that
I |
1
r r
<*2n-i> and <*2*> is increasing and
< ê + ie= e. they have the same limit.)
Given any e > 0, we have found an A'' such that, for any n > N, \x„ — 1 1 < e.
Thus x n -> / as n -> °°.
5.21 Exercise
(1 ) Suppose that <a< 1 and that < xn > is a sequence which satisfies
I
~
x n+i x n < " (" ~
a I 1 2- • • •)• Rmw that < x" ) is a Cauch y sequence
and hence converges.
52 Subsequences
Give an example of a sequence < y„ > such that y n * + oo as n _ oe I
but lj' n+1 ->' n |-*0asM-*oo. [Hint: see exercise 4.20].
(2) A sequence <x„> satisfies 0<a <x, <x 2 is a Cauchy sequence and hence converges.

(3) For the sequence of example 5.20, prove that 6.1 Definitions
Given a sequence <c n > of real numbers the sequence <s N) defined by
x n+i + hx n = x n + \x n _ = i
... = x2 + \x { .
Deduce n+i -l\

that |
=
l\xn -l\, where / = |(jc 2 + £*i> What con-
x
~ + + + "N
clusion may
be drawn about the convergence of the sequence
<*„>?
hf L an ~ fl l fl 2 • •
Tackle exercise 5.21(2) by a similar method.

(4) Let [a, b] be a compact interval (see §2.9). Prove that every sequence is called the sequence of partial sums of the series
of points of [a, b] contains a subsequence which converges

to a Doint
of [a, b].
n=l
Z an .
»
(5) Let /be an interval which has the property that every sequence of
points of /contains a subsequence which converges to
Prove that /is compact. [Hint: First prove that
a point of/.
If s N * s as N -» °°, the series is said to converge to the sum s .
We write
/is bounded by assum-
ing otherwise and appealing to exercise 4.29(6). Then prove that sup /
and inf /are both elements of /with another appeal to exercise S = £ an .
n= l
4.29(6).]
T
(6) Given a set S of real numbers, let It is important to remember that this formula can only make sense when the
5j = {x:xGSandx=t$. series converges.
We say that | is a cluster point (or point of accumulation or 'limit

point') of £ if £ is at zero distance
from S±. (Note that % need not be an 6.2 Example Consider the series
element of S). A form of the Bolzano- Weierstrass theorem asserts that
every bounded set with an infinite number of elements has at least one
cluster point. Prove this.
n=o
If x J= 1 , the partial sums satisfy
Sfl = £ xn = 1 + x + x2 + . . . + xN
n=
.\'+
1 -x 1
1-x
N+1 -*0 A'-* °° and hence
If |x|< l,.r as
53
54 Series Series 55
1 Proof Since the partial sums of this series increase, we only need to
s N -
-* as N -* °°.
show that they are unbounded above. But
1
It follows that the series
!>" =
1
2~=0 x" converges if
(W<1).
|jc| < 1 and we may write s 2N =
w
I+^ + t+.-. + ^v
i
l-x 2
N
If \x I
> 1 , the series diverges.
4 4
6.3 Example The partial sums of the series
iN-l
CO
I
n= i
—
n(n+
J
1)
Thus the partial sums are unbounded above and the theorem follows.
are given by
6.6 Theorem Let a be a rational number such that a > 1 . Then the series
n =1 n(n + 1)
-l|i-n
n= i \n 4- 1
GO 1
4WBWH+ i
N N+
l
1 converges.
Proof Since the partial sums are increasing, we need only show that
1
= -•
1 --> 1 asAf-* 00 they are bounded above. For TV > 1,
N+ 1
.
1 . 1 1
Hence the series converges and we may write
1
= 1.
n= \n(n + 1)
i 1
+ T(JV-l)a
+ . . .+ N
(2 -lfj
6.4 Series of positive terms
Series whose terms are all positive (or non-negative) are particularly < 1
2° a 4" 4" 4a !
;<* \4
easy to deal with. This because the sequence of partial sums of such a series is
is
increasing. Thus, if we wish to show that a series of positive terms converges, we 1 1
only need to + 2<fi-i)u

+ ...+ 2(N-l)Of
show that its sequence of partial sums is bounded above. If the
sequence of partial sums is unbounded above, then the series diverges to + °° 9JV-I
(see exercise 4.29(5)). 2 4
a
2
6.5 Theorem The series
N-l
1 1
= 1 + «-l + ôr- + . . .+
2
al - 1\JV
n= i n
-
l-(l/2a
- 1
)^l-(l/2 a 1
)
diverges to + °°.
56 Series Series 57
a_1
provided that l/2 < 1 . But this follows from the assumption that a > 1 tend to zero, but the series diverges. One might say that the terms of the series
Hence <s^> is bounded above and the theorem follows. do not tend to zero 'fast enough' to make the series converge.
6.7 Elementary properties of series 6.11 Proposition Suppose that the series S"=1 a„ converges. Then, for each
natural number TV, the series £„ = /v a n converges and
6.8 Theorem Suppose that the series 2„ = a„ and S"=1 b n converge to a
i
CO
and respectively. Then, X and p. are any
if real numbers, the series
Y, fl
n -*0as7v'-»-°°.
2„ = (ka n
i
+ pb n ) converges to A a + ju0. n=N
Proof We have
This result is often referred to by saying that the 'tail' of a convergent series
tends to zero. The proof is easy.

IMA) =
n= l
X
,.
la
= 1
n +n £>„
n= l
6.12 Series and Cauchy sequences

-+\a + p@ asiV-x* 5
In the series we have studied so far, we have either been blessed with a
by proposition 4.8.
sums (examples 6.2 and 6.3) or else the partial sums
nice formula for the partial
increased and so we only had to consider whether or not the partial sums were
6.9 Theorem Suppose that the series 2„ = a n converges. Then
i
bounded above (theorems 6.5 and 6.6). What should we do in the absence of
an -> as « * oo. such favourable conditions? We ask the question: is the sequence of partial sums
a Cauchy sequence*! This question has some fruitful answers as we shall see be-
Proof Let the sum of the series be x. Then
low.
N
sn = Z a„-»-sas?j->°°. 6.13 Theorem Suppose that <a„> is a decreasing sequence of positive num-
n=l
bers such that a„ -> as n -* °°. Then the series
Also x.v _ -* s as w -* <*>.

oo
l
But then
flw = (fli +a 2 + • • • + %) - (fli + a2 + • • • + %-j) converges.

= s N — s N - -*s— s = l
OasTV-*- 00 . Proof We show that the sequence <s„> of partial sums of the series is a
Cauchy sequence. From theorem 5.19, it then follows that the series converges.
The proof depends on the fact that, for each n>m,we have the inequality
6.70 Examples The series
0<a m + — A m + 2 +a m + —
1 3 . . .<2„<fl m + 1
.
This follows easily from the fact thata*, — aj, + 1 is always non-negative because
X(-D"
n= l <«(,> decreases.
Let e > be given. Since a n -* as n -* °° we can find an N such that, for any
diverges. This can be deduced from theorem 6.9 by observing that its terms do n>N,an <e. But for any n>m>N,
not tend to zero.
Note that the converse of theorem 6.9 is false. Just because the terms of a \$n~ *ml = lfai-«2 +a 3 -. . .a n )-(a,—a 2 + . . .a m )l
tend to zero does not follow that the series converges. Theorem 6.5 = m + — a m+2 +a m+3 —
series it la i . . .a„\
provides an example. The terms of the series
OS 1
< m + i<e
fl (because m >N).
I1
n=i n
Thus <s„> is a Cauchy sequence and the theorem follows.
58 Series Series 59
6.14 Example We saw in theorem 6.5 that the series £™=1 l/« diverges. But a any positive rational number and < 1,
6.16 Example Prove that, if is \x\
it follows from theorem 6.13 that the series then the series
n •i n 2 3 4 5 n= l
converges. Of course, theorem 6.13 yields no clue as to what the sum is. (It is, in converges.
fact, logg2.) a+2x" -+0zsn-*°°.
ft-oo/ exercise 4.20(5) we know that n
From
a+2 n
Hence the sequence (n x ) is bounded (theorem 4.25). It follows that, for
some H,
Theorem 6.13 is sometimes useful, but its hypotheses are rather restrictive. A \nV\<H/n 2 (m = 1,2, . . .).
more useful theorem is the following. 2

Since the series S~ =1 l/« converges (theorem 6.6), the result follows from
6.15 Theorem (comparison test) Let 2™=1 b n be a convergent series of posi- the comparison test.
tive real numbers. If
\a n \<b„ (« = 1,2,...)
The next two propositions are sometimes helpful. We indicate only very brief-
then the series 2„ = a n i
converges. ly how they are proved.
Proof Let e > 0. Since 2~=i b„ converges, its tail tends to zero (prop-
osition 6.1 1). Hence we can find an A' such that, for any n >N, 6.17 Proposition (ratio test) Let S„ = a„ be x
a series which satisfies
I
ft=n + l
bk <e. lim
fln + i
= I.
a*
Let the sequence of partial sums of the series Z"= a n be <s„>. Then, if
,
If / > the series diverges and, if / < the series converges.
n>m>N, 1 , 1 ,
!»«— %l = \(ai + ai + ..+a n )-(ai + a 2 +

. . . . + m )l
fl If /< 1, we may take e>0 so small that /+ e< l.Then, for a sufficiently
large value otN,
a„ °jV + 2 N-
< |a m + il + |fl
m +2 + | . . .
4- \a„\ (triangle inequality) \a„\ = \a N -n\<Q + ey-
l
\a N ^\.
"n-l "n-2
The series S"=1 a n then converges by comparison with the geometric series
2"= + e)
n
If / > a similar argument shows that the terms of 2™= a n do
i (/ . 1 ,
i
< I *fe<e. not tend to zero and so the series diverges.
Thus (s„) is a Cauchy sequence and the theorem follows. 6.18 Proposition (nth root test) Let ~L" =i a n be a series which satisfies
lim sup \a n
i,n m I.
=
\
Note that the hypothesis \a„\ 1 , the series diverges and, if / < 1, the series converges.
comparison test is not
If / < 1 , we may take e > so small that I + e < 1 . Then, for a sufficiently
< I**. large value of TV,
fe=i
\a n \ <(l+ ef (n >N) (exercise 5.15(4))
This condition is satisfied by a k = (— 1)'' and & ft
= l/k
2
, but we know that
2"=1 (- 1)" diverges. and the convergence of 2"=i a n follows from the comparison test. If / > 1, e is
60 Series Series 61
chosen so that / —e> 1 . Then, for some subsequence (a nk \ The first of these series converges (example 6.14). The second diverges (theorem
6.5). We conclude that the series
' a
"fe'
> Q ~ e)" fe
"* °° as k "* °°
(-1)n-l
and so the terms of S"=1 a„ do not tend to zero.
Note that if the expressions of propositions 6.17 and 6.18 diverge to + °°

is conditionally convergent.
(instead of converging to /), then the series diverge. If / = 1 however the results
(ii) On the other hand the series
yield no information about the convergence or divergence of the series at all.
(-1)"
n
I*n=I
=l n= l fl
6.19 Example Prove that the series

is absolutely convergent because
T -
I
n=\
M = I k
n=l n
converges for all values of x.
Proof We could use the comparison test. Alternatively, if* ¥= 0, which converges.
as n -* °°
(n + 1)! / n\ n + 1
should be noted that the comparison test, the ratio test and the nth root
It
and hence the series converges by the ratio test. test all demonstrate absolute convergence. The only criterion we have given
which can establish the convergence of a series which is only conditionally con-
vergent is theorem 6.13
6.20 Absolute and conditional convergence

A series 2~=1 a„ is said to converge absolutely if the series 2"=i \a n \ 6.23 Manipulations with series
converges. A series which converges but does not converge absolutely is said to
Series are 'infinite sums'. It would therefore be optimistic to expect to
be conditionally convergent.
be able to manipulate them just like 'finite sums'. Indeed, only absolutely con-
vergent series may be freely manipulated. If one tries to obtain results by
6.21 Theorem Every absolutely convergent series is convergent.
manipulating divergent or conditionally convergent series, only nonsense can be
Proof Simply take b n = \a n \ in the comparison test. expected in general.
6.22 Examples 6.24 Example Consider the following argument.
(i) Let an = '• — (n =1,2,...). Then

= + + + ..
= (1-1) + (1-1) + (1-1)+...

= 1-1 + 1-1 + 1-1 + ..
„-i n =, n 2 3 4
= 1 +(-1 + l) + (- 1 + l) + (-l + 1) +
S ^1 111 = 1 +0 + + 0+ ...
= 1.
62 Series Series 63
The error is not hard to find. The series 1—1 + 1 — + 1—1

1 ... is
/ as m -* °°
divergent. (Its terms do not tend to zero.) bn
where / <¥• 0, prove that the series

6.25 Example We know that the series
1 2^3 4^5 6^7 •• £ a„ and £ b„
converges conditionally. Denote its sum by s. We rearrange the order in which

either both converge or both diverge.
the terms of the series appear and obtain
Discuss the convergence or divergence of the series
1i
_1_i4.1_1_i4.1_1_i4.l_
4^3 8^5 T5 15^7 •••
2 6
Let the Mth partial sum of this series be tn . Then
1 1 1 1 1
_1_
(3) Suppose that <a„> a decreasing sequence of positive terms such that
In - -2 is
1 An 4m
_„ = ! a n converges. Prove that na„ -* as n -» °°. [ Hint: consider
1 1
-|I + i+... 1
%*i+*»+a + • .. + «&»•]
2m -1 2 6 4m -2 (4) Let </•„> denote the rational numbers from (0, 1) arranged in the
sequence whose first few terms are \, 3, §, 4,4,4,... Prove that the
+—
1 1
- - + -+. . .
series
\4 8 An
1 +-+ 1
. . .
+ 1
1 + 3 + +
-1
_/«
3 2/1-1 2m
1/11
- + -+ + —1 diverges.
(5) Determine whether or not the following series converge or diverge.

. . .
2 \2 4 In
-
2
ft Cm'
= -
1 /
1
-- + 1 I
+. ..
®£_?
)
(iii) _
2 \ 2 3 4 2m - 1 2m n = i(2n)! M +
\s as n
Notice that the finite sum for t 3n can validly be rearranged in any way we like.
(iv)
n=
Z \n +
4" (v) _.
n=l
-{V(«+0-V«}
M
l \j
Since t 3n + 1
— t 3n •* as n -* °° and r 3n+2 — 3n ->0 aSM -*«»,it follows that
the rearranged series converges to \s which is not the same as the sum s of our
(
_ ir -.
original series (because s ¥> 0).
n=l v«
(6) If the sum of the conditionally convergent series
6.26 Exercise
I-i + 1-i + l-...
(1) Using partial fractions, prove that
iss, prove that the sum of the rearranged series
3n ~2 1+1-1 + 1 + 1-J + J + X-1 + ...

Mf m(m + 1)(m + 2)
-1,
_ 1
is Is. Hint:r 3n = 1+ + '"
—3 +
-
(2) If <a„> and <b n ) are two sequences of positive terms and J 2 4n 4m 1 2m
Functions 65
If / is defined on a set S, we use the notation
AS) = {f(x):xeS}
7 FUNCTIONS
and say that f(S) is the image of the set S under the function /.
The set f(A) is called the range off. Note that f(A) need not be the whole
offi.
7.2 Example Consider the equation y = x2 . This defines a function from
7.1 Notation
U to itself. For each j£R there exists a unique y€U which satisfies the rule
y — x2 . Observe that, in the diagram below, each vertical line cuts the graph in
A function f from a set A to a set fl (write /: A-*B) defines a rule
one and only one place.
which assigns to each x£ A a unique element y G.B. The element y is called the
image of the element x and we writer = f(x).
When A and B are sets of real numbers we can draw the graph of the function
as in the diagram below. The defining property of a function ensures that each
vertical line drawn through a point of A cuts the graph in one and only one
place.
/(-*)
The domain of this function is R. The range is [0, °°). The image, for example,
of the set [-2,1] is [0, 4]. (Why?)
2
7.3 Example Consider the equation y = x. This does not define a func-
tion from R to itself. In the diagram below, the vertical line drawn through the
point x does not meet the graph at all, and hence there is no value of y associ-
If / is a function from A to B and S C A we , say that / is defined on the set ated with x .
S.The largest set on which / is defined is, of course, the set A We call A the .
domain of/. For example, a sequence is a function whose domain is the set M
of natural numbers.
/»f«
» / \
4—w&$ )
7.4 Example Again consider y 2 = x. Does this define a function from

[0, °°) to R? Again the answer is no. This time it is certainly true that every
64
66 Functions Functions 67
vertical line drawn through a point of [0, °°) meets the graph (see § 1 .9). But all this function a polynomial of degree n. A polynomial of degree is called a
but one of these vertical lines meets the graph in two points. Thus, in the dia- constant.
gram, there is not a unique value of y associated with Xj. Suppose that P and Q are polynomial functions. Let S denote the set R with
all the values of x which Q(x) = removed.
for (If Q is of degree m, it follows
from exercise 3.1 1(3) that there can be at most m such values.) Then the equa-
tion
P(x)
y =
<m
defines a function from S to U. Such a function is called a rational function.
7. 7 Example The function from U to itself defined by the equation

y =x — 3x + 2x
2
called a polynomial function of degree 3 (or, more loosely,
3
is
a 'cubic polynomial')- Its graph is sketched below.

2
7.5 Example Again consider y — x. This does define a function from
[0,~)to[0,°°).
= v'-ix 1 + 2.Y
10.°°)
7.8 Example Let S be the set R with 2 and -2 removed. Then the equa-
tion
xz +4
y = 2 -4 (x*±2)
Since y must be in [0, °°) we omit from the diagram the part of our previous x
graphs which lies Then every vertical line drawn through a
below the *-axis.
defines a function from S to R. Its graph is sketched below.
point of [0, °°) meets the graph one and only one point (see § 1 .9). Thus,
in
given any x£ [0, °°), there is a unique y G [0, °°) which satisfies 2 = x. Thus a
y
function /is defined from [0, °°) to [0, °°). Recalling the content of § 1.9, we
observe that, for each x > 0,
.v
!
+4
7.6 Polynomial and rational functions

If a ,a u a 2 , . a n are all real numbers, then the equation
y = a + a x + a2 x 2 +
t
. . . + a n x"
defines a function from R Any value of x which is substituted on the

to itself.
right hand side generates a unique corresponding value of y. If a n # 0, we call
7.9 Combining functions

f A
:
-* B has an inverse function /"' B -> A if and only if each b £ B is the
:
We begin with some almost obvious notation. If S C IR and / and g are image of a unique aÂ. (Otherwise /"' could not be a function). A function
two functions from S to U , then we define the function /+ g to be that func- which has this property is said to be a 1 : 1 correspondence between A and B.
tion from S to R which satisfies In geometric terms, a function / A ->B

: is a 1 1 correspondence between
: A
and B (and hence has an inverse function f~
l
: £ -* A) if and only if each vertical
(f+g)M = f(x)+g(x) (xes).
line through meets the graph of / in one and only one point (which makes / a
A
Similarly, if X is any real number, we define X/ to be the function from S to IR function) and each horizontal line through B meets the graph of / in one and
1
which satisfies only one point (which makes f' a function).
(x/)(x) = x/(x) (xes).
Again, we define the functions fg and f/g by
(.fg)(x) = f(x).g(x) (xes)

(f/g){x) = f(x)lg(x) (xGS). 6= /(a)
a =/'»)
For the latter definition to make sense, of course, it is essential thatg(x) =h
for all x&S.

A somewhat less trivial way of combining functions is to employ the oper-
ation of composition. Let 5 and T be subsets of R and suppose that#: S-*T
and /: T-* R Then we define the composite Junction f°g:S->-
. R by
/°*(*) = /(*(*)) (*es).
7. /2 Example Let /: (1 , ») -* (0, 1 ) be defined by
Sometimes fa g is called a 'function of a function'.
=
x-l
/(*) (* > 1).
x+ 1
7.10 Example Let/: be defined by
f<*)-$ + \ (* SR)
and let g: R -* R be defined by

(0,1)
3
*(*) = * -
Then fog: R -+ R is given by the formula
x 6 -1 (I.-)
fogQc) = f(g(x)) =
\g(x)}
2
+ 1 X6 + r correspondence between
It seems clear from the diagram that / is a 1 : 1
(1, ») and (0, 1). Thus it has an inverse function. To prove this we must show
that, given any y satisfying <y < 1 , there is a unique x > which satisfies
1
Suppose that A and B are sets and that / is a function from A to B. x-l
y = (1)
This means that each element a S A has a unique image 6 = /(a) S 5.
We say that /"' is the inverse function to / if f" 1 is a function from B toA We obtain
This is easily accomplished by solving (1) for*.
which has the property that x = f~\y) if and only if y = f(x).
Not all functions have inverse functions. In fact, it is clear that a function y(x+ 1) = x-\
xiy-1) = -\-y
x =
1+2
1-y- (2)
Thus, if y satisfies <y < 1, there is a unique x > 1 which satisfies (1) —
namely, that given by (2). We have established the existence of an inverse func-
tion /"' (0, 1) -* (1 °°). It is given by the formula
: ,
i+y
f\y) = l-y Cve(o,i)).
It may ormay not be true that, for some % G S, /(£) = B. If such a value of %
does exist, we say that B is the maximum of / on the set S and that this maxi-
(!.«)< mum is attained at the point £.
/attains a maximum of B at
the point £ on the set S.
Similar remarks apply to lower bounds and minima. If a function /is both
bounded above and below on the set S, then we simply say that / is bounded on
(O.n the set S. From proposition 2.3 it follows that a function / is bounded on a set
5 if and only if, for some K, it is true that, for any x G S,

It is instructive to observe how the graph of x =f 1
(y) is related to that of
y=m- l/(x)l < K.
7.13 Bounded functions 7.14 Example Let /: (0, °°) -* R be defined by

Let / be defined on S. We say that / is bounded above on 5 by the
upper bound H if and only if, for any x E S, m-\ (*>o).
m< h.
This function is unbounded above on (0,1]. It is, however, bounded below on
This is the same as saying that the set (0, 1 ] and attains a minimum of 1 at the point x = 1
f{S) = {f(x)-.xes}
isbounded above by H.
If / is bounded above on 5, then it follows from the continuum property
that it has a smallest upper bound (or supremum) on S. Suppose that
B = sup /(*) = sup f(S).

xBS
ymfflk
7.15 Example Let /: R*U be defined by f(x) = x. This function is Explain why /has no inverse function. If, we use the formula
instead,
y = x2 show that g' [0, °°] ->
1
bounded above on both the sets (0, 1) and and in both cases its supremum
fO, 1] to define a function g: [0, °°) -> [0, °°), :
is 1 But / has no maximum on the set (0. 1 ).

.
There is no £ satisfying < | < 1 [0, °°) exists and that
for which /(£) = 1 On the other hand, / attains a maximum of 1 at the point
.
g' (y)
,
= \/y (y>o).
x= 1 on the set [0,1].
(5) A function g: A -* B is a 1 : 1 correspondence between A and B. Prove
that
_1
(0* ° *(*) =* (xGA)
(ii)gog- 1 (y)=y (y&B).
To what do these formulae reduce when g is as in question 4?
(6) Let / and g be bounded above on S. Let c be a constant. Prove that
(i) sup {/(x) + c) =c+ sup f(x).
'//7///////////A iGS xGS
°^fy-
(ii) sup {/(x) + g(x)} I
y =
2 if x < 1.
Explain why this is a graph of a function from R to itself. What is the

range of this function? What is the image of the set [1, 2] under this
function?
(2) Draw a diagram illustrating the equation
\x\ + \y\ = 1.
[Hint: consider each quadrant separately.] Explain why

(i) the equation does not define a function from U to itself;
(ii) the equation does not define a function from [— 1 , 1] to itself;
(hi) the equation does define a function from [—1, 1] to [0, 1].
(3) Let /: [0, 1] -» [0, 1] be defined by
1 -x
/(*) (0<*<1)
1 +x
and let g: [0, 1] -* [0, 1] be defined by
g(x) = 4x(l -x) (0<x<l).

Find formulae for fa g and go f and hence show that these func-
tions are not the same.
Show that /"' exists but that g' does not exist. Find a formula for
1
r 1
.
(4) The formula y = x 2 may be employed to define a function /: U •* R .

1
Limits offunctions 75
Given any e > 0, we can find a 5 > such that
8 LIMITS OF FUNCTIONS |/(;t)-/|<e
provided that a <x < a+5
8.3 f{x) •* I as *->•§
8.1 Limits from the left Suppose that /is defined on an interval (a, b) except possibly for some
point % G (a, b). We say that fix) tends (or converges) to a limit / as x tends to %
Suppose that /is defined on an interval (a, b). We say that/(x) tends
and write
(or converges) to a limit / as * tends to b from the left and write
-*lasx-+%
f(x) -* I as x •* b — f(pc)
or, alternatively,
or, alternatively,
lim f(x) =1
x -* b-
if the following criterion is satisfied.
Given any e > 0, we can find i1 6 > such that
\m -/|<e Given any e > 0, we can find a 5 > such that
provided that b -
-8<x <b. \fix)-l\'<e
provided that < \x -IKS.

-
The number \f(x) — 1\ is the distance between /(x) and /. We can think of it
as the error in approximating to / by f(x). The definition of the statement
If a and are real numbers, it is often useful to note that the inequality
fix) -* / b — then amounts to the assertion that we can make the error in
as x -*
\a\ < (3 is equivalent to — < a < (3, or, what is the same thing, - <—a<
(3
approximating to / by f(x) as small as we like by taking x sufficiently close to b

(see exercise 1.20(1)).
on the left. Thus, in the definitions above, the condition |/(x)— < e can be replaced /|
throughout by — e < fix) — / < e or, alternatively, by — e < —fix) < e. /
Similarly, the condition < \x — < 5 in the last definition equivalent to

%\ is
< \x - 1| < 5 to
8.2 Limits from the right
the assertion -S<j:-?<6andx^|. Thus to say that is
Suppose again that /is defined on an interval (a, b). We say that/(X) say that x satisfies one of the two inequalities £— 8<x<%or%<x<% + 8.
tends (or converges) to a limit / as x tends to a from the right and write With the help of the last remark it is easy to prove the following result.
f(x) * / as x -> a +,
8.4 Proposition Let /be defined on an interval (a, b) except possibly at a
or, alternatively,
point % e (a, b). Then fix) -> / as x -> % if and only if fix) -* I as x -*
% — and
lim f{x) = I /(x)->/ as *-*£+.
x -* a+
74
76 Limits offunctions Limits of functions 77
8.5 Example Let /be the function from R to itself defined by Obviously, the choice 5 = ê suffices to make this true and this completes the
proof that f(x) -* 2 as x * 1 +.
-x
m =
,2x
1 (x<\)
(x>\).
8.6 Continuity at a point
In the definition of/(x) -> / as
what happens when x actually equals % was carefully excluded. When taking
x * % given in §8.3, consideration of
limits we are only interested in the behaviour of/(x) asx tends to \ not in what
happens when x equals %.
Thus it is quite possible for/(x) to tend to a limit / as* tends to % even

Then
though f(x) not defined at the point % (see exercise 8.15(3) below). And, even
(i) lim f(x) = (ii) lim f(x) = 2.
is
if f(X) ' s defined, it is not necessarily true that /=/(?) (see exercise 8.15(2)
Note that it follows from proposition 8.4 that below).

Having said this, we can now turn to the definition of continuity at a point.
ton f(x) e Then we say that
Suppose that /is defined on an interval (a, b) and % (a, b).
/is continuous at the point % if and only if

does not exist even though /(l) is perfectly well defined (/(l) = 0).
Proof (i) f(x) •* as x -* 1
— . Given any e > we must show how to /(*)-/(?) as *->£.
find a 5 > such that
Roughly speaking, to say that /is continuous at the point % means that the
|/(x)-0|<e graph of/ does not have a 'break' at the point ff.
If /is defined on an interval (a, b] and f(x) •* f(b) »x-*b—»we say that /is
provided that 1 — 5 <x <
we are only concerned with values of x
1 . Since
point b. If /is defined on an interval [a, b) and
continuous on the left at the
satisfying x < we can replace f(x) by 1 -*. The condition \f(x) - 0|< e
1
we on the right at the point
f(x) -*f(a) as x -> say that /is continuous
,
a +, then
then becomes 1 — x < e which is equivalent to — e <x —
1 \ < e. Adding 1 1
a.
throughout, we see that f{x) - |< e is the same as 1 - e < x < 1 + e.
|
The problem is now reduced to the following. Given any e >. 0, find a S >
such that
f(b)---/-\-z-
1 -e<x<\ +e /(a)--
provided that 1 —6 < x < 1
Obviously, the choice 6 = e suffices to make this true and this completes the
proof that f(x) -* as x -> 1 — f continuous at j-. / continuous on /continuouson
the right atfl.
(ii) f(x) -* 2 as x •* 1 +. Given any e > 0, we must show how to find a 5 > the left at b.
such that
l/W-2|<e numbers a and the function defined by

8. 7 Example For any real 0, /:
provided that < x < + 6. Since we are only concerned with values of x
1 1
satisfying x > 1 we can replace f(x) by 2x. The condition \f(x) - 2|< e then /(*) = ax +
,
becomes \2x - 2| < e which is equivalent to — e < 2(x — 1) < e. Thus is continuous at every real number |,
l/(x) - 2|< e is the same as 1 - ê < x < 1 + |e.
Proof Assume a # 0. (If a = 0, the proof is even easier.) Let e > be
The problem now reduced to the following. Given any e > 0, find a 5 >
is
such that given. Choose 5 = e/|a|. Then, provided that \x — %\ < 5
1 -|e<*<l +\e I/(X)-/(!)I = N*-f)l = |a|.|x-$|<|a|.8 = e.
provided that 1< x < + 6. 1

Limits of functions 79
78 Limits ofJunctions
> 0, we have found a 5 > such that |/(x) — /(£)| < e provided
Given any e 8.10 Example We show how theorem 8.9 can be used to prove that the
that \x
— 1| < 5 Hence f(x) -> /(£) asx -»g and so /is continuous at the point
. g.
function /: R -* R defined by f(x) = ax + (3 is continuous at every point g (see
Note that we showed that /(.x) — /(£) < e 'provided that x — g < 5' example 8.7).
* <*>. By
|
Let (jc n ) be any sequence of real numbers such that x n * g as n

| I i
instead of 'provided that 0<|.x — g|<5as appears in the definition of f(x) -* /
as x -»•
g- This because, when x = g,
is automatically true that /(jc) — /(g) < e it is | I
proposition 4.8, ax n + * «| + P as n -» °°. From theorem 8.9 it follows that
because then f(x) — /(g) = 0. |
only when we are considering a limit =£/(g)
| It is / ax + * ag + p as x -* g and this concludes the proof.
that it is important to exclude the possibility that x = g.
y=/te>=«X+/
8.8 Connexion with convergent sequences
8.9 Theorem Let /be defined on (a, b) except possibly for g € (a, b). Then
f(x) •* I as x •* g if and only if, for each sequence Cx n> of points of (a, b) such
that xn =£ | (n = 1 , 2, . . .) and *„ -> g as n •* °°, it is true that f(x n) -* I as n -* °°.
Proof (i) Suppose first that f(x) I as x •* g. Let e *

be given. Then >
we can find a 5 > such that \f(x) — l{<e provided that < |x g| 6 Now — < .
suppose that <x n > is a sequence of points of (a, b) such that x n ¥= g (n = 1, 2, .) . .
and x n + 1 as « -> °°. Since 5 > we can find an iV such that for any n>N, 8.11 Properties of limits
\x n - %\< 5. But x n ¥= g (n = 1 , 2, . . .) and so < \x n - g|<5. But this implies
that
The following propositions are analogues of the combination theorem
and the sandwich theorem of chapter 4. They are easily deduced from these
l/W-'Ke.
results with the help of theorem 8.9.
Given any e > 0, we have found an N such that, for any n>N,
|/(x„) - /|< e. Thus f(x„) -* / as « -* °°. 8.12 Proposition Let /and g be defined on an interval (a, b) except possibly
Now suppose
(ii) that, for each sequence (x n ) of points of (a, b) such that at g G (a, b). Suppose that f(x) I as x *
g and g(x) *
as x -* g and suppose *m
x n & % (» = 2, 1 > . . .) and jc„ -* g as « -* oo it is true >
that f(x n ) •* I as n -* °°. that X and p are any real numbers. Then
We now suppose that not true that/(x) •* / as x
it is -» g and seek a contra- (i) \f(x) + pg(x) ^\l + pmasx^H
diction.
If it is not true that /(at) + / as x * g then, for some e > 0, it must be true (iii) f(x)lg(x) -* l/m as x ->
g (provided m =£ 0).
that for each value of 5 > we can find an x satisfying < |.x — g| < 6 such that
An important consequence of proposition 8.12 is the following result which
\f(x)-l\>e.
we quote as a theorem.
In particular, if S = 1/ra, then we can find an xn satisfying < \x n — g| < 1/n
such that 8.13 Theorem A polynomial is continuous at every point. A rational func-
tion is at every point at which it is defined.

continuous
\f(x n )-H>e.
Proof Example 8.7 shows that x -» g as x •* g. Repeated application of
But then U„) is a sequence of points of (a, b) such that xn | (« 1, 2, . . .) ^ = proposition 8.12(ii) then shows that x -> g* as x •* g for each keN.
h
and x n -> I as n -* °° but for which it is not true that f(x„) -* I as n -* °°. This Hence, if
contradicts our assumption above.
= n + a,x + a
P(x) a nx + a n - 1 x"-
1
+ . .. ,
Similar results to theorem 8.9 hold for convergence from the left or right. For then a repeated application of proposition 8.1 2(i) yields P(x)^P(& asx -> g,
example, fix) -> / as x -» Z> — if and only for each sequence Cx n > of points of
if,
i.e. Pis continuous at g.
(a, 6) such that x n + 6 as « -» °°, it is true that /(x n ) -> / as n -* °°. To show that a rational function is continuous wherever it is defined we
appeal to proposition 8.12(iii).
8.14 Proposition (sandwich theorem) Let f,g and /; be defined on (a, b) f(x)>0
except possibly at | e (a, b). Suppose that g(x) -*• / as x •* f , h(x) •* I as x -* %
provided that £ - <x <£ +
/; /i and x # £. What happens if (i) / < 0,
and that
(ii) I - 0?
g(x)<f(x)<h(x)
except possibly when x = %. Then/(x) -* I as x -* £.
8.16 Limits of composite functions
Suppose that f(y) -* / asy -* 7? and that g{x) * 77 as x -» £. It is tempting

Note The analogues of propositions 8.12 and 8.14 for convergence
to write y = g(x) and conclude that
from the left or right are both true.
But some care is necessary. Consider, for example, the functions /: R -> R
15 Exercise i
and g: R -* R defined by
(1 ) Calculate the following limits
(i) lim (-=

x-*i [x 2
ix
2
——+ -4)
4
J
(ii)
'*-*o
lim
,73
+
3x
5x*
2
2
+9
m =
3
2 0*1)'
= 1)
g(x) = 1.
(2) Let/: R- R be defined by

Then /(j>)-»- 2 as y -* 1 andgXx)-* 1 as x -+0. But it is not true that f(g(x))->- 2
3-x (*>1) as x -* because, for all values of x,f(g(x)) =/(l) = 3.
m = 1 (x = 1)
&7 7 Theorem Suppose that f(y) -* I as y -» tj and that £(x) -> 77 as x * |.
2x (x<l). Then either of the two conditions below is sufficient to ensure that
Show that /(at) -* 2 as x -> 1 - and f(x) -* 2 as x -> 1 + using only the /&(*))-»/ as *-»•$.
definitions of §8.1 and §8.2. Deduce that the limit
(i)/is continuous at 77 (i.e. /
= /(t?)).
lim f{x)
X -* 1 (ii) For some open interval / containing £, it is true that g(x) # 77 for any
x S 7, except possibly x= £.
exists but is not equal to/(l). Draw a graph.
/Voo/ Let e > be given. Since f(y) -> / as y •* tj, we can find a A>
(3) Let /be defined for all x except x = by
such that I/O) - /|< e provided that < \y - 77I < A.
».fl±£=I <^0). Writing v =g(x), we obtain
|/fe(x))-/Ke (0
Prove that f(x) -» 2 asx -» even though /(0) is noj defined.
provided that
(4) Use the definition to show that |x — £| -* as x -> £. A function /is
defined on an open interval which contains % and, for each x in this < \g(x) - 7?|< A (2)
interval, /(x) lies between £ and x. Prove that/(x) -> £ as x -* %.
But £(x) -* 7? as x -* £ and A > 0. Hence we can find a 6 > such that
(5) Let n £ N Prove that the function / [0, °°) -» R defined by
. :
\g(x)-v\<A (3 )
f(x) = x Vn (x>0)
provided that
is continuous at each >
and continuous on the right at 0. [Hint:
£
Use the sandwich theorem and exercise 3.1 1(2) to prove that/is con- 0<|.x-£|<5. ( 4)
tinuous at £ > 0. For continuity on the right at 0, appeal to the defi-
We would now like to say that (4) implies (3), which implies (2), which in
nition of f(x) -* as x -* +.]
turn, implies (1). This would complete the proof. But notice that (3)
does not
(6) Suppose that f(x) * I as x -> £. If / > 0, show that, for some h > 0,
imply (2) in general. We therefore need to use one of the hypotheses (i) or (ii) of 120 Exercise
the theorem. (1) Prove the following
we assume
If that/is continuous at 77, then / = /(rj) and so \f(y) —l\<e even (i) x'
1
-* — °°asx->0 —
when y = r\ (see the remarks at the end of example 8.7). Thus, in this case, we (ii) x
7,
-* + °° as x -* + °°.
may replace condition (2) by condition (3) and the argument described above (2) Suppose that f(y)
* I as y * + « a nd g(x) * + °° as x * + «. Prove
goes through. that/(g(jc)) -» / as x * + °°. Explain why the difficulties encountered in
If instead we assume hypothesis (ii), then we can be sure that£(je) ^17 pro- theorem 8.17 do not occur in this case.
-+ 1 as y *
1
vided that x satisfies (4) for a sufficiently small value of 5 >0. But then con- (3) Suppose that f(y) +. Prove that fix' ) -+l asx-> + °°.
dition (3) can be replaced by condition (2) and the argument goes through again. (4) Suppose that /is defined
on (a, b) except possibly for | G (a, b). Let
(x n ) be a sequence of points of (a, b) such that x n i= % (n = 1 2, .) , .
.
and x n -* % as n -* °°. Let (y„) be a sequence with the same properties. If

8.18 Divergence * °° but /(y n
/ ¥= m and /(*„) -* / as n )
-* m as M -* °°, show that
We write down two sample definitions. The reader will have little diffi-
culty in supplying the definitions in other cases.
We say that/(x)->--l- °°as*-> £+ if, given any /f > 0, we can find a 5 >0 does not exist. [Hint: theorem 8.9]
such that
(5) Let/: UÛ be defined by
(x rational)
(1
provided that | <x < g + 6.
(x irrational).
We say that f(x) * / as x -* — °° if, given any e > 0, we can find an X such
that Show that
|/(x)-/|<e
lim f(x)
x -*
provided that x < X.
does not exist.
(6) If /is defined as in the previous question, prove that
iim {*/(*)} = 0.
I-»0
f{x)—+->*sx^'i + f(x)-'l as x-*-
8.19 Example Prove that x l

-* + °°asx->0+.
Proof Let H> be given. We have to find a 5 > such that
~>H
1
x
provided that <x < 8 . Obviously the choice 8 = H' 1
satisfies the requirement.
Continuity 85
Note that, in both diagrams, the graph of /is unbroken above the interval in
question.
CONTINUITY interval / provided that:
In general, a function / is continuous on an
(i) it is continuous at each point of/ which is not an endpoint;
(ii) it is continuous on the right at the left hand endpoint of/, // this exists
and belongs to /;
(iii) it is continuous on the left at the right hand endpoint of/, //"this exists
and belongs to /.
9.1 Continuity on an interval
A function / is continuous at a point % if and only if f(x) -*/(£) as 9.2 Examples

x •*
| (see §8.6). Geometrically, this means that the graph of / does not have a (i) All polynomials are continuous on every interval. All rational func-
'break' or 'jump' above the point £. interval not containing a zero of the denominator
tions are continuous on any
To say that / is continuous on an interval / should mean that its graph is
(theorem 8.13).
unbroken above the interval /, i.e. that we can draw the part of the graph which (ii) Let /: (0, »)-»• R be defined by f(x) = 1/jc. Then / is continuous on the
lies above /without lifting our pencil from the paper.
interval (0, °°) because it is continuous at each point % satisfying £ > 0.
A precise mathematical definition is required. This depends on the type of (iii) Let /: U -+R be defined by
interval in question.
(x 2 (jc<1)
\ 3/2 (*>1).
A function / is continuous on an open interval / if and only if it
is continuous at each point of/. Then / is continuous at every point except x = 1 But / is continuous on the .
left at x = 1 and thus /is continuous on the interval [0,1]. It is not continuous
on [1,2].
Where an endpoint of an interval belongs to the interval, a slightly more com-
plicated definition is required. The most important case is that of a compact
interval [a,b].
A function / is continuous on a compact interval [a, b] if and

only if it is continuous at each point of (a, b) and continuous on the
right at a and on the left at b.
9.3 Proposition Let / be defined on an interval /. Then / is continuous on

/ if and only if, given any xG / and any e > 0, we can find a 5 > such that
-^mmt&i \f(x)-f(y)\<e
/continuous on ia.b) /continuous on \a,b)

provided that y € /and satisfies \x —y\ <8.
84
86 Continuity Continuity 87
9.4 Proposition Let X and n be real numbers and suppose that the func- We split the content of the continuity property into three lesser theorems and
tions /and g are continuous on an interval /. Then so are the functions prove these separately. Given that /is continuous on 1 = [a, b] , it follows from
(i)X/+W? theorem 9.9 that /=/(/) is an interval. From theorem 9.1 1 it follows that the
PDA interval /is bounded and from theorem 9.12 that J includes its endpoints.
(iii) fig (provided g(x) ¥• for any x e /).
9.9 Theorem Let /be continuous on an interval /. Then the image of /
9.5 Proposition Let g : / -* J be continuous on the interval / and let under/is also an interval.
/: J-*R be continuous on the interval /. Then / o g is continuous on /.
Proof To show that J =f(I)={ f(x) x € / } : is an interval we need to
,
show that, if y x andy 2 are elements of J and j>, < X <y z ,

then X EJ (see §2.9).
9.6 Proposition Let /be continuous on the interval /. If £6/ and (x n ) is a
£ J and y 2 e J, the subsets of / defined by
Since y i
sequence of points of / such that x n -* if as n -* °°, then
S = {x:f(x)<\}; T = {x:f(x)>\}
are non-empty. Also, every point of the interval /belongs to one or other of
These four propositions are The first is proved by an appeal to
easily proved.
these sets. It follows that a point of one of the sets is at zero distance from the
the limit definitions of § §8.1, 8.2 and 8.3. The second follows from proposition
other (exercise 2.13 (6)). Suppose that s E 5 is at zero distance from T. Then a
8.2, the third from theorem 8.17 and the fourth from theorem 8.9. The last of
sequence < tn ) of points of T can be found such that t n -* s as n -* °° (exercise
these results can be remembered in the form
4.29(6)). Since/is continuous on / it follows fhat/(r„) -»/(s) as n -* °° (pro-
lim /(*„) = /(lim x n ) position 9.6). But
f(t n )>\ (n = 1,2,...)

i.e. for a continuous function the limit and function symbols can be validly
exchanged. (We say that the symbols 'commute'.) and therefore /(s) > X (theorem 4.23). We already know that f(s) < X and so it
follows that /(s) = X. Hence X EJ.

A similar argument applies if a point of T is at zero distance from S.
9.7 Continuity property

9.10 Corollary (intermediate value theorem) Let /be continuous on an
We now come to a theorem which may seem so obvious as to be hardly interval / containing a and b . If X lies between f(a) and f(b), then we can find a
worth mentioning. It is, however, of a fundamental importance comparable to between a and b such that X = /(£).
%
that of the Continuum Property of §2.2 and will serve as a foundation stone in
our development of the calculus in the next few chapters.
fib)
9.8 Theorem (continuity property)
Let /be continuous on a compact interval [a, b] . Then the image of
[a, b] under /is also a compact interval.
\c.d
Proof The corollary is simply a somewhat clumsy restatement of

theorem 9.9.
9.11 Theorem Let /be continuous on the compact interval [a, b]. Then /is
bounded on [a, 6].
\a.b\
Proof Suppose that /is unbounded on [a, b]. Then we can find a
88 Continuity Continuity 89
sequence (x n ) of points of [a,b] such that
|/(xB)I-*- + 0O as»-+« (1)
(see exercise 4.29(6)). Since [a, b] is compact, there exists a subsequence <x„ >
r
.which converges to a point £ £ [a, by the Bolzano-Weierstrass theorem (see

b]
exercise 5.21(4)). Because /is continuous on [a, b\ ,/(x„ r ) -*/(£) as r -> °° (pro- corollary 9.10, that/(£) = for some
position 9.6). But this contradicts (1). | between — 1 and 0.
9.72 Theorem Let /be continuous on the compact interval [a, b]. Then/
achieves a maximum value d and a minimum value c on [a, b]
Proof We know from the previous theorem that /is bounded on [a, b].
Let <2 be the supremum of /on [a, b] and consider a sequence < X n ) of points of
[a, b] such that f(x n ) -* d as « -* °° (see exercise 4.29(6)). Since [a, b] is com-
pact, (x n ) contains a subsequence <x„ r > which converges to a point * S [a, &],
Because /is continuous on [a, b], it follows that /(x„ ) -*/(£) as/--* <*>. Hence 9.16 Example Let/: [a, b] [a, b\ be continuous on [a, b] Then, for
r .
^•(H)
= ^ and thus the supremum d is actually a maximum. some £ G [a, ft],
A similar argument shows the infimum to be a minimum.
m) = t
Thus a continuous function from a compact interval to itself 'fixes' some
9.13 Example The function/: R -* R defined by point of the interval. (This is the one-dimensional version of Brouwer's fixed
point theorem.)
5 (x>l)
= Proof The image of [a, b] is a subset of [a,b]. Thus f(a) > a and
/(*)
2 (*<1) fib) < b. The function g [a, b] •* U defined by g(x) = f(x) — x is continuous
:
on [a, b] by proposition 9.4. But g(a)>0 and g(b) <0. By corollary 9.10, for
is not continuous on [0,2]. Observe that 2 = /(0) < 4 </(2) = 5 but there is
some £ e [a, b] it is true that£(£) = 0. Thus/(£) = %.
no value of £ between and 2 such that /(£) = 4. Note that, for X satisfying
2<X<5,
{x:f(x)<\} = {2}; {x:f{x)>\} = {5}.
9.14 Example The function/: (0, °°) * R defined by /(x) = 1/x is con-
tinuous on the open interval (0, 1) but is not bounded on (0, 1). The function
g R * R defined by g(x) = x is continuous everywhere and happens to be
:
bounded on the open interval (0, 1). But g does not attain a maximum value or
a minimum value on (0, 1).
9.17 Exercise
9.15 Example Show that the equation
(1) Each of the following expressions defines a function on (— 2, 2).
17x 7 -19a- 5 -1 =
Decide in each case whether or not the function is continuous on (a)
has a solution % which satisfies — < | < 0.

1
(— 2, 2) and (b) [0, 1 ] In each case draw a graph.
.
Proof The function/: R-*R defined by /(x) = 17x - 19.v - 1 is a

7 5
2x4-3
/(*) = fix) = \x-l\
polynomial and hence is continuous everywhere. In particular it is continuous on (i)
2x-5
(ii)
[-1,0]. Now/(- 1) = 1 and /(0) = - 1 Since - 1< < 1 it follows from . ,

90 Continuity
(1 (*<1) (1 (0<x<l)
(iii) f(x) = {
(iv) fix) - j
\2 (x>l) iO (otherwise)
10 D IFFERENTIATION
+4 2 x(x-\) (0<*<1)
(v) /(*) = *2 (vi) /(*) =
x -4 (otherwise)
Which of these functions are bounded on (- 2, 2)1 Which attain a

maximum on (— 2, 2)? Which attain a minimum on (— 2, 2)?
for each rational number
(2) A function /is continuous on an interval / and
r £ / it is true that 10.1 Derivatives
= r\ Suppose that /is defined on an open interval /containing the point £.

f(r)
Then /is said to be differentiable at the point £ if and only if the limit
Prove that/(x) = x1
any xE.1. [Hint: proposition 9.6.]
for
(3) Show that all polynomials of odd degree have at least one (real) root. ,.
lim
*-**
/(*)-/(£)
x-%z
—
(4) Suppose that / is continuous at every point and that f(x) -> as
x -» + oo and/(jc) -* as x -» — °°. Prove that /attains a maximum

exists. If the limit exists, it is called the derivative of /at the point % and denoted
value or a minimum value on the set U.
by/'(£) or £>/«).
(5) Let / be continuous on the compact interval /. Suppose that, for each
For a function /which is differentiable at % we therefore have
x £ /, there exists a y £ / such that
l/OOKil/001- /'(I) = Hm,

m-rm
i x |
Prove the existence of a % £ / for which /(£) = 0. [Hint: Bolzano-
Equivalently, we may write
Weierstrass theorem.]
(6) Let / be a closed interval and let <a< 1 .
Let /: / -* / satisfy the ffi + h)-f®
inequality
fm - Hm
h
(1)
\ax)-f(y)\<a\x-y\ From an intuitive point of view, to say that a function /is differentiable at %
for each x £ / and y £ /. (Such a function is called a contraction map- means that a tangent can be drawn to the curve y = fix) where x = £. The slope
or gradient of this tangent is then equal to /'(£)• This geometric interpretation is

ping). Prove that /is continuous on /.
x n+l - /(*„) = based on the diagram below.

Let x, £ / and define (n 1 , 2, . . .). Prove that the
sequence <x n > converges and that its limit / satisfies /=/(/). [Hint:
exercise 5.21(1).]
/(A)
r-/(£> + /(.v {)
91
92 Differen tiatiun Differentiation 93
In order that the line y = /(?) + l(x — |) be tangent to y = fix) where x — % t

is quite meaningless when h = 0.)
we require that the slope of the chord PQ approach the slope / of this line as (ii) Let/: (0, <*>) -* R be defined by f(x) = 1/x (x > 0). Then
x -* £. The slope of the chord PQ is
m-m fXx)=D -=-±

l
qr
_
PR x-%
for all values of x > 0.
and hence our requirement reduces to
Proof We have
lim f^lM . , f(x + h)-f(x) \_ 1 I 1 -h

*•** X— | h x +h + ft)
h x h \x(x
as in the definition of differentiability.
(Note: It follows immediately from our definition that a function/is differen- - — * -a as h -* 0.
tiable at ij if and only if there exists an / such that x(x + h) x2
m+ 1') -f® - if' = o(h) (h -* o). (2)
Here o(h) denotes a quantity which tends to zero when divided by h. This form 10.4 More notation
of the definition lends itself more readily to generalisation.)
We shall avoid the notation introduced in this section because, when
using this notation, it is difficult to make statements with a precision adequate
for our purposes. In many applications, however, it is unnecessary to maintain
10.2 Higher derivatives
this level of precision. In such cases, the notation described below can be a very
If /is differentiable at each point of an open interval /, we say that/is
useful and powerful tool and it would be pedantic to deny oneself the use of it.
differentiable on /. In this case it is natural to define/' or Df to be the function
Replace £ by x and h by 5x in formula (1) of § 0.1 Then 1 .
from / to R whose value at each point x £ / is f'(x). We can then define the
+ 8x)-f(x)
second derivative /"(£) or D 2f(g) at the point % by /'(*) = lim
&x -• o
f(x
8x
=
Sx
lim
- o S*
— (3)
/'(*)-/'(*)
fm = I™
1 x-% If>> =f(x), the quantity 5^ =f(x + 8x) —f(x) is usually said to be the 'small
change in y consequent on the small change 8x in*'.
provided that the limit exists. Similarly for third derivatives and so on. From formula only a short step to the much used (and commonly
(3) it is
abused) notation
10.3 Examples
(i) Let/: R->R be defined by f(x) = x 2 Then
.
This notation has the drawback that symbol x ambiguously. It is used

it uses the
/'(*) = Dx 2 = 2x simultaneously as the point at which the derivative is to be evaluated and the
for all values of x. variable with respect to which one is differentiating. In applications where this
distinction is unimportant, the ambiguity creates no problems. But, for the
Proof We have
material of this book, the distinction is important.
f(x + h) -f(x) (x + hf -x 2 2xh+ h 2 Further confusion is possible when 'differentials' are introduced. The differ-
= 2x + h -* 2x as h -* 0.
h h h ential df of a function /may be regarded as the function of two variables given
by
(Note that we studiously ignore what happens when h = - see §8.4. It is as well
df(x;h) = /'(*)//. (4)
that this is permissible, for the expression
+ h)-f(x) Formula (2) can then be rewritten as

f(x
94 Differentiation Differen tia tion 95
f{x +h)- f{x) -dfix-h) = o in) ih + 0) (5) as the quotient of these quantities and abandon all the apparatus of limits. This
metaphysical notion admittedly an attractive one and it is on this idea that
is
provided that /is differentiable at*.
Newton based his 'Theory of Fluxions'. Unfortunately it cannot stand up to
For a fixed value of*, the equation
close logical scrutiny.
k = dfix-h) = f\x)h (6) (Note: A common error is to confuse the terms derivative and differential. A
derivative is sometimes referred to as a 'differential coefficient' (because of (7)
is the equation of a straight line. If the h and k axes are drawn as below, (6) is
above) but should not be called a differential.)
the equation of the tangent to the graph of the function /at the point*.
10.5 Properties of differentiable functions
10.6 Theorem Let /be defined on an open interval / which contains the
A" =/'(.v)/i
point £. If /is differentiable at £, then /is continuous at %.
Proof We have
/(*)-/(£)
fix) -m) = (*-£W(S)-0as*^.
x-%
Hence /(*) -*/(£) as x -* | and the proof is complete.
The reader may justifiably feel that little or nothing has been added to our 10. 7 Example Let /: U •* U be defined by
understanding by the introduction of the idea of a differential, the idea being
> 1)
more useful when functions of several variables are being considered. Our only
reason for discussing differentials is to explain the meaning of the equation
m =
[1
-1
(x
(*<1).
dy = f'ix)dx. We can see immediately that /is not differentiable at the point 1 because it is
not continuous there.

This is simply equation (6) with the variable h replaced by dx.and the variable
k replaced by dy. Thus dx and dy should be thought of as variables. The reason
one chooses this notation is to make the formula
10.8 Example Let/: R -> R be defined by
dy = -fdx (7)
dx
a valid one.
* ix>\)
dy denotes 'the small change in y consequent on a small change
It is false that
=
/(*) 2
dx Formula (5) tells us that this is nearly true for small values of dx but it
in *'. x ix<\).
will only be exactly true for functions /with a straight line graph. Should it be
Then /is continuous at 1 but not
necessary to discuss 'small changes in * and >>', the notation 5* and 8y is
differentiable (The graph has a 'corner').
available and one can say that 8y is approximately equal to f'ix)bx.
Even more false (if that is possible) is the idea that dy and dx are somehow
We have
'infinitesimal quantities' obtained by allowing 5* and 8y to tend to zero. One
would then regard
Iim ; — lim ; = 1
h->0+ h h--0+ h
dy
dx /0+^)-/(l) (1+/Q 2 -1 .
r
lim ; = ,.
lim ; = 2.
h-»o- h h->o- h
Thus the converse of theorem 10.6 is false.

96 Differentiation
Differentiation 97
10.9 Theorem Suppose that /and g are defined on an open interval /con- Now assume its truth when « = k. Thus Z>.x "fee*"1 . Using theorem
fe
1 0.9 (ii),
taining the point %. Let X and \x be any real numbers. Then, if /and g are
+ k -
D(x h l
) = D(x h .x) = x h
.l +x.kx 1
= (A+l)x fc
differentiable at £,
(i)
(ii)
£>{X/+WT} =
D{fg) = fDg + gDf
+ liDg W and the result follows by induction.
(iii) D j4= gJ^Zgte (provided *(g) * )

10.11 Exercise
at the point f.
(1) Prove that, for any x.
/Voo/
1 -2x
1
(X/(? + A) + «?(! + h) - \f® - WG)}
D +xy
0) 1 +x' (1
J ~1
9* 0, prove that jDx" = nx n
= X
m+h)-m +H
g(M+m-g® (2) If
Let/:
n is a negative integer
RHR be defined by
and .v .
(3)
h
2x (x>l)
/(*) =
x 2 +1 (x< 1).
(«)
A Prove that /is differentiable at the point 1 and has derivative 2.
Let g: R * R be defined by g(x) =\x\. Prove that g is not differen-

1
= am* Consider the right and hand limits
jf
{/(i + a) -/ct)r(i h) +m)ga + h) -/«)*«)} tiable at the point 0. [Hint: left
separately.]
A polynomial P of degree n = and
=
m+h)-m) g (S+*)-g(l) (4) has the property that />(£)
*ci + /o +/«) />'(g) = 0. Prove that
h h
P{x) - (pc-tfQ(x)
for all x, where Q(x) is a polynomial of degree n — 2. (See exercise

(Note that£(i; + A) ->-£•(£) as A -* because, by theorem 10.6, g is continuous
3.11(3).)
at?.)
(5) Let/: R-*R be n times differentiable at the point g. Show that the
m 1
(
flt+*) ftm _ /g+ft)gg)-g(s+ft)/(S)
'Taylor polynomial' P defined by
= »
L m m+h)-m _ m g(.i+h)-m pw = f® + ^rfm + ^=rVa) + •
(•*-£)" fCn-iy
+ -/»-»(|)
i
{*«)/'(*) -/«)*'(S)} as A -0. (« - 1)!
5
fed)}
has the property P*\|) = / w(g) (* = 0, 1 , 2, . . . , n - 1 ). (Note that
<fc)
/ (l) denotes the derivative of order k at the point jf.)
^(6) Let/and,? be n times differentiable at the point %. Prove 'Leibniz's
70.70 Example If « is a natural number, then, for any x,
rule',
Dx" = nx"-\
Proof This is obvious when n = 1 since

i.e. Dnfg = t ("W/EP-'f
;=o \/
(x + h)-x proof of the binomial theorem.]
= 1 -* 1 as A •* 0. at the point g. [Hint: Recall the
98 Differentiation 99
Differentiation
10.12 Composite functions 100

= l°0O + * 97)".97x 96
10.14 Example D{\ + a-"} .
The next theorem is usually remembered in the form

Proof Set/0) =y 100 andg(x) = l+x 97 By . theorem 10.13,
dz dz dy - DfXgfx)) = f'(g(x))g'(x)
D{\ +x 97} 100
dx dy'dx
= 100fe(x))".97x 96
10.13 Theorem Suppose that g is differentiable at the point x and that/is = 100{1 +x 97}".97x 96
differcntiable at the point y = g(x). Then
(f°g)'(x) = f'(y)g'(x).
10.15 Exercise
Proof Recall thatfog(x) =f(g(x)). We therefore have to consider
(1) If* >0 and «SN, prove that
f(g(x+h))-f(g(x))
h D{x vn \ = -x lln x-K
n
Write k = g(x +h) —g(x). Since g is differentiable atx, it is continuous there
-* -* 0. [Hint: exercise 3.1 1(6). Recall that the continuity of the nth root func-
and so k as h Suppose that k=£0. Then
tion was considered in exercise 8.15(5).]
f(g(x + h))-f(g(x)) _ f(gix+h))-f(g(x)) g(x+h)-g(x) (2) Use the previous question and the rule for differentiating a composite
h g(x + h)-g(x) h ' function (theorem 10.13) to show that, for any rational number r,
r ~'
__ f(y + k)-f(y) g(x+h)-g(x) D{x r ) = rx
k h
provided thatx>0.
tempting to deduce the conclusion of the theorem immediately. But care values of x for which they
It is
(3) Evaluate the following derivatives for those
is necessary. What happens if, for some values of h, k = g(x +h)—g(x) = 0? To exist.
get round this difficulty we introduce the function
(fjy + k)~f(y)
(i) D{ 1 + x V2 Y s
(ii) Dy/(X + V(* + V*)).
(**0) '
(4) Suppose that
F(k) - k
(
f'(y) (* = 0).
Since /is differentiable sty, F(k) -+f'(y) as fc ->- 0. Because F(0) =f'(y), it
follows that F is continuous at the point 0. From theorem 8.1 7(i) we deduce whenx=l. Prove that/'(l) = or /(l) = 1.
that (5) Let/: R->R be differentiable at x. Suppose that/admits an inverse
function/" U-*U which is differentiable atj =f(x). Prove that
1
F(k)^f'(y)ash^0 :
where k = g(x + h) —g(x). =

l
DT (y)l
Df(x)
For kÔv/e have shown that
[Hint: f'
1
°f(x) = x\ The function g: R^-R defined by g(x) = x3
f(g(x+h))-f(s(x)) g(x + h)-g(x) .
= F(k) .
- admits an inverse function
#""':
U-*U.
1
Isg' differentiable at the point
h h
0?
But this equation is also true when k = since then both sides are zero. It t(6) A function/: R^-R is defined by
follows that
f(£(x + h))-f(g(x))
f'(y)g'(x) a sh^Q
m =
—x
x (x rational)
(x irrational).
Show that/o/(x) = x for all values of x. What may be deduced from

and this is what had to be proved.
theorem 10.13?
Mean value theorems 101
Proof By definition
11 MEAN VALUE THEOREMS /(*)-/(£)

/'(S)asx^?.
*-?
Suppose that /'(£) > 0. From Exercise 8.15(6), it follows that for some open
interval /=(£-/?,? + h)
>0 (1)
11.1 Local maxima and minima x-%
Let/be defined on an open interval (a, b) and let £ E {a, b). We say
that /has a local maximum at £ if provided that xG 1 and xl=%.
Let x, be any number in the interval (£ — h, %). Then x — % < and hence
m<m follows from (1) that/(x,) < /(£). Thus /cannot have a local minimum at £. Let
t
it
for all values of x in some open interval / which contains Similarly for a local x2 be any number in the interval (£, £ + h). Then x 2 — % > and so follows it
%.
minimum. from (1) that/(x 2) >/(!). Thus/cannot have a local maximum at %.
/'(£)>
{ *i 'b
/ has beat max al ?. /has local min al {.

A similar argument applied to —/deals with the case when /'(?) < 0. The only
Very roughly, /has maximum at £ if its graph has a 'little hill' above the
a local
remaining possibility is/ (if) = 0.
point £. Similarly,/ has a local minimum at | if its graph has a 'little valley' above
the point %.
J f/(?) is maximum value of/ on the whole interval (a, b), then obviously
the
/has 1 1 .3 Stationary points
a local maximum at £. But the converse need not be true (see the diagrams
above). A point | at which /'(£) = is Not all
called a stationary point of/.
stationary points give rise to a local maximum or local minimum. The reader
11.2 Theorem Suppose that/is differentiable on (a, ft) and that £G (a, b). will be familiar with the case when /'(?) = and /has a point of inflexion at % as
If /has a local maximum or minimum at |, then in the diagrams below.
/'a) = o.
f\i) = o
100 heal min

102 Mean value theorems Mean value theorems 103
But worse behaviour than this is possible. The diagram below illustrates a case
where /'(?) = but /has no local maximum, no local minimum, and no point of /'(«) = Kb) -m
b-a
inflexion at £. (See the solution to exercise 16.5(6).)
In the diagram, the slope of the

chord PQ is
f(b)-Ka)
b-a
Thus, for some % G (a, b), the tangent
to /at % is parallel to PQ.
11.4 Theorem (Rolle's theorem) Suppose that /is continuous on [a, b] and Proof LetFbe defined on [a, b] by
differentiable on (a, b). If /(a) = f(b), then, for some % G (a, b),
F(x) = f(x) + hx
f'Q) = 0.
where h is a constant. Then F is continuous on [a, b] and differentiable on
(a, b). We choose the constant /( so that F(a) = F(b). Then
/'(?) = /(«) + ha = f(b) + hb
Xa)=f(b) —
and so
h = - mb-a-m
Since F satisfies the conditions of Rolle's theorem, F '(£) = for some
% G (a, b). But then
F'{%) = f'm + h -
Proof Since /is continuous on the compact interval [a, b],it follows and the theorem follows.
from the continuity property (theorem 9.12) that/attains a maximum at M
some point £i in the interval [a, b] and attains a minimum m at some point g in 11.7 Theorem Suppose that /is continuous on [a,b] and differentiable on
2
the interval [a, b]. (a, b). lff'(x) = for each xG (a, b), then /is constant on [a, b]
Suppose £, and % 2 are both endpoints of [a, b] . Because f(a) = f(b) it then Proof Let y G (a, b] Then /satisfies the conditions of the mean value
.
follows that m = M and hence / is constant on [a, b] . But then /'({•) = for all theorem on [a,y] Hence, for some £ G (a,y),
.
Suppose that | t is not an endpoint of [a, b] . Then £, G (a, b) and /has a local
f'CO = m-m
maximum at £,. Thus, by theorem 11.4, /'(£]) = 0. Similarly if | 2 is not an end- y-a
point of [a,b].
But /'(£) = and so f(y) = /(a) for any y G [a, b\
[Note the importance of the continuity property in this proof.]
(Note: This theorem will be invaluable in chapter 13, about integration. It may
seem intuitively obvious but, without the mean value theorem (which depends
ultimately on the continuity property), it would be very hard to prove.)
1 1 .5 Mean value theorem
U-6 Theorem {mean value theorem) Suppose that /is continuous on [a, b]
and differentiable on (a, b). Then, for some % G (a, b), 11.8 Exercise
(1) Find the stationary points of the function /: U ~* D defined by

104 Mean value theorems Mean value theorems 105
f(x) = x(x — l)(x — 2). Determine the maximum and minimum values 1 1 .9 Taylor's theorem
of/on the interval [0, 3]
(2) Suppose that /and g are continuous on [a, b] differentiable on (a, b) ,
and that g'(x) =£ for any x G (a, b). Prove that, for some | S (a, b), Suppose that /is s'y = M) + U- ?)/'«)
differentiable at the point £. Then
the equation of the tangent to
g'm g{b)-g{a)- y=f(x)
y = fix) at the point % is
This is the Cauchy mean value theorem. [Hint: consider F = f+ hg

where h is a constant.) y =/© + (* -£)/'«)•
(3) In addition to the hypotheses of question 2, suppose that /(a) =
g(a) — 0. Deduce that
b « - to as Thus, for values of x which are

/(£) "•"(•*"" £)/'(£) is
'close' to £, it is reasonable to
a 'good' approximation to/(x). But how

expect that
large may the
error in this approximation be?
provided that the second limit exists. This is L'Hopital's rule. [Hint: Suppose now that /is n — 1 times differentiable at the point %. Then the first
exercise 8.15(4).] n — 1 derivatives at the point % of the polynomial
Use L'Hopital's rule to evaluate
lira {y-y/V+y
1
)}
p(x) = /(?)
+ yr(*
- tr'cu + ^ - ?) /"od +
2
• • •
[Hint: put_y =x l
(4) Suppose that /: U
.
-
is differentiable at every point and that
+
^ L
T)i
(x
"
r" /<
""
1>(l)
/'(*) = x2 are the same as those of/. (See exercise 10.1 1(5).)
for all x. Prove that f(x) = |ar 4- c, where c is a constant.

,->'
*
(5) Let /: U •* U be n times differentiable at every point. Let P be a
polynomial of degree n — 1 for which We might therefore reasonably expect that 11

1/ y = /'(.v)
P(x) will be a 'very good' approximation to

mi) = pai) CF-o. !,...«)
f(x) for values of x which are 'close' to £. But y = fix) V
— —— ~y
where | > £i> , % n are a 'l distinct points. Prove that, for some |, again, how large may the error be in this
'
<n) approximation?
/ (?) = 0.
>-
i
*(6) Letg-: U~*-R satisfy ^(0) =^(1) = and suppose that/: R->R is
differentiable at every point and y = f(x) is a solution of the differen-
These questions are answered to some extent by the following version of
tial equation Taylor's theorem. If n = 1, thetheorem reduces to theorem 1 1 .6 (the mean
dy value theorem). One may therefore regard Taylor's theorem as the Kth order
g(x)f+y = 1. mean value theorem.
dx
Prove that/(x) = 1 for any x satisfying <x< 1 . [Hint: Use Rolle's 11.10 Theorem (Taylor's theorem) Suppose that /is n times differentiable on
theorem to show that any open subinterval of (0, 1) contains a point £ an open interval / which contains the point %. Given any x G I,
at which /(|) = 1 . Then appeal to the continuity of /in the manner of
exercise 9.17(2).] fix) = m) + ^ (X - !)/*<D + i (x - oY'm +
+
(«-l)!
i
&-& , -1
f *-%) + E„
i
Mean value theorems 107
106 Mean value theorems
where the error B„ satisfies

but/ (n)(g) # 0. In each of the following cases decide whether or not /
has a local maximum or a local minimum at g. In those cases where/
has neither a local maximum nor a local minimum discuss its behaviour
n\ close to the point £.
/ (g) > and n even.

<n>
(i)
for some value of 7? between andx.
/ "%)>0andHodd.
if
(
(ii)
Proof liy lies between x and put <n)
g, (iii)/ (S)<0 and n even.
(n)
1 (iv)/ (£)<0and«odd.
^(y) = fix) -f(y) - (x -^)/'(y) - ... - (*~_^" ,
/
'
' "CO- [Hint: exercise 8.15(6).]

)
Discuss the behaviour of the functions given below at the point 0.
Taylor's theorem asserts that, for some t? between .* and g,
(v)/(x) = x 93 (vi)g(x) = x 94 (vu)A(x) = -x 96
m) = ^(x-m
n\
in
\n) (2)
The function F has the simplifying property that
F'O) = /<»>(y)
(» - 0!
The function
has the property that G(£) = G(x) = 0. It follows from Rolle's theorem that
there exists an 77 between x and % for which
= G'cn) = nq)+ irtr *TS)
(n-l)!
7 w ((x-|) n
rw
Identity (2) follows.
72.77 Exercise
(1) IfnENandxE R, use Taylor's theorem to prove the binomial

theorem in the form
n(n-\)
(1 + *)" = 1 +nx+ K
x2
,
x .
(2) Use Taylor's theorem with n = 3 and £ = 4 to obtain an approximation

to y/5 for which the error is at most 2"
9
.
(3) Let /be n times differentiable on an open interval 7 which contains the
point if and suppose that D"/is continuous at the point g. You are
given
"
fm = /"© =...=/ <n l)
(£) =
Monotone functions 109
12.4 Theorem
(i)Let /be increasing and bounded above on (a, b) with smallest upper
MONOTONE FUNCTIONS bound L. Then f{x) -* L as x -* b —

(ii) Let /be increasing and bounded below on (a, b) with
largest lower bound
/. Then f{x)
-> / as x -*a +.
Proof We only prove (i). Let e > be given. We have to find a 5 >
such that, given any x satisfying b — 8 < x < b.
l/<X>-/.Ke
i.e.
12.1 Definitions
L-e<f(x)<L + e.
Let /be defined on a set S. We say that f increases on the set S if and The inequality f(x) < L + 6 is automatically satisfied because L an upper is
only if, for each x G S and y G S with x <y, it is true that bound for/on (a, b). Since L - e is not an upper bound for/on (a, b), there
exists a y G (a, b) such that /( y) >L-e. But /increases on (a, b).
Therefore, for any x satisfying
If strict inequality always holds, we say that /is strictly increasing on the set S. y<x<b,
Similar definitions hold for decreasing and strictly decreasing.
L-e<f(y)<f(x).
A function which is either increasing or decreasing is called monotone. A
function which is both increasing and decreasing must be a constant. The choice 5 = b —y then completes
the proof.
12.2 Examples The function/: K -*U defined by f(x) =x 3 is strictly

increasing on R . The function/: (0, °°) ->R defined by f(x) = l/x is strictly
decreasing on (0, °°).
y
12.5 Corollary Let /be increasing on (a, b). If £ G (a, b), then /(£ —) and
/(£ +) both exist and
/(*) </(i -) </(?) </(? +) </(y)
provided that a <x<%<y<b.
/(£+>
12.3 Limits of monotone functions

We introduce the notation
/($-) = lim f{x); /(?+) - lim /(*)

x->$- x-*i+
Ptoo/ The function /is bounded above on the interval (a, %) by /(£).
provided that these limits exist. Do not confuse /(£ —) and /(£ +) with/(£),
By theorem 12.4, the smallest upper bound is/(£ -). It follows that, for any
which is the value of the function/at £f.
In example 8.5, /(l —) = = f(\)but
/(l +) = 2.
108
110 Monotone functions Monotone functions 111
"' and this

fix) </(*-) </(*). its domain / and its range /. Hence / always has an inverse function /
is strictly increasing on J. (Proof?)
A similar argument for the interval (£, 6) yields the other inequalities.
/-?/—
12.6 Differentiable monotone functions
12. 7 Theorem Suppose thai /is continuous on fa, b] and differentiable on

(a, b).
(i) If f'{x) > for each xG (a, b), then /is increasing on [a, b] If fix)
. >
for each x G (a, b), then /is strictly increasing on [a, b]
(ii) If f'(x) < for each x G (a, b), then /is decreasing on [a,b]. If f\x) <
for each xE(a,b), then/is strictly decreasing on [a,b].
Proof Let c and d be a/ty numbers in [a, b] which satisfy c <d. Then
/satisfies the conditions of the mean value theorem on [c,d\ and hence, for In the case when / is an interval and / is continuous on /, then J = /(/) is also
_1
some if G(c,rf)> an interval (theorem 9 .9) Observe that /. J -* / is continuous on /. This is a
:
simple consequence of corollary 12.5. (If/"

1
had a discontinuity at % G/, then
fm = f(d)-m
d-c '
we could find a X G / for which /(X) would be undefined.)
If /'(*) > for each x£ (a, b), then /'(£) > and hence f(d) >f(c). Thus /
increases on [a, b].
If fix) > for each x G (a, b), then /'(£) > and hence fid) >/(c). Thus /
is strictly increasing on [a, b].
Similarly, for the other cases. / ' discontinuous at if
r (£-)<x </-'(£+)
1
12.8 Example Consider the function/: /(X) undefined

R-*-|R defined by f(x) =x(l —x).
We have f\x) =\-2x. Hence f(x) > when x < \ and /'(*) < when x >\
It follows that / increases on (— °°, j] and decreases on \\, <»).
The next theorem is usually remembered in the form
dx (dy\
=
dy \dx)
although this notation begs a lot of questions.
12.10 Theorem Let / and / be intervals and let 7° and J° be the correspond-
ing open intervals with the same endpoints. Suppose that
/:/->/ is continuous
on I and that /=/(/).
If /is differentiable on 1° and
£>/(*) >0 ixEI")
A strictly increasing function /defines a 1 :1 correspondence between continuous on /. Also /
"' on J" and
f' :JÎ exists and differentiable
v is
then is
l This argument shows that, given any y there exists exactly one x > >
Df~\y) = (ye J") u = x". Our basic assumption about nth roots made
Df(x) (namely x =y
") such that.y
in §1.9 has therefore been justified.
provided that y = fix). calculated the derivative of the nth root function.
we
In exercise 10.15(1),
in this case.
Proof It follows from theorem 12.7 that /strictly increasing on /and We can therefore check the validity of the formula of theorem 12.10
^ ——
hence/"' :/-*•/ exists. The continuity of/" 1 has already been discussed. There
_ i y i/« y -i
remains the consideration of its derivative.
Let y G/°. Then x =/"'(j) S 1°. Put k =f~\y + h) -f~\y). Then
^ 1/n
= sr-
= i
n{y Un f-' n
y y '
/"'(;' + h) =f-'(y) + k=x + k. Thusj> + h = f(x + k) and it follows that If m is an arbitrary integer, the rule for differentiating a composite
function
h =f( x + k)-y =f(x + k)-f(x). (theorem 10.13) then yields

Un -m my m-l = ^^m/n^-1
Since/" 1
is continuous on J, k * as h * 0. Also,/"
1
is strictly increasing
D(y m ' n
) = D(y m ) iln = ^() y
and so k & unless h =0.
We may therefore appeal to theorem 8.17(ii) to obtain
r l
(.y + fQ-r l
(y)
m k
|
i
as/z->0.
12.12 Exercise
h f{x + k)-f{_xff\x) (1) Suppose that /increases on the compact interval [a, b] .
Prove that /
Note that attains a maximum at b and a minimum at a.

all the above results apply equally well to strictly decreasing func-
(2) Let n G N. Prove that the function /: [0, °°) * R defined by
tions.
= (x + \iln
1 _ x l/n
f(X) l)
12.11 Roots decreases on [0, °°).
increasing on an open interval /.

As an application of our observations on (3) Suppose that /is differentiable and
inverse functions, we now dis-
cuss the theory of nth roots. Prove that f\x) > for each x G /. If /is strictly increasing on /, does
it follow that /'(*) > for each x G /? Justify your answer.
Let n be a natural number and consider the function /defined on [0, °°) by
(4) Let /: R -* U be defined by f(x)= I + x + x 3 Show
. that / has an
fix) = x". inverse function/"
1
: R-*R . Calculate the value of £>/"( y) when
Since /(0)= and f(x) -* + oo as x -> + °°, it follows from the continuity y=-\.
property (theorem 9.9) that the range of /is also [0, «).
T (5) A function / increases on the interval / and for each a and b in / it is
Observe that true that, if X lies between f(a) and fib), then a % G / can be found
such that /(?) = X (see corollary 9.10). Prove that /is continuous on /.
/'(*) = nx"- l
>0 (x>0). Does the same conclusion hold if the hypothesis that /increases is
Thus/is strictly increasing on and, as in theorem 12.10,

abandoned?
[0, °°) it has an inverse
1 t(6) Let/: [0, 1] -*-(0, °°) be continuous on [0, l].LetM: [0, 1] ->(0,°°)
function/" We write.
be defined by
M{x) = sup f(y) (0<x<l).

^y <x
Prove that the function
<*>(x) = lim
Mix)
is continuous if and only if/ increases on [0, 1].

1 14 Mono tone functions Monotone functions
1
on the open interval Then the
1 2. 1 3 Convex functions 12.14 Tlieorem Suppose that /is convex /.
Let /be defined on an interval /. We say that /is convex on / if it is
true that, for each a> and (3 > with a + =1

(3
h _>o- h >>-»o+ «
f(ax+py)<af(x)+0f(y) (1)
both exist for each x£/.
whenever x G/andy E.I. If the inequality sign is reversed, we say that /is con- < < Put x = x,, x 2 = x + ft, and
Proof Suppose that ft, ft
2 .
cave on /. It is obvious that /is concave on /if and only if —/is convex on /.
;c 3 = x + ft 2 in (3). Then
The geometric interpretation is that any point on a chord drawn to the graph
of a convex function lies on or above the graph. /(x + ft,) -/(*) /(x + ft
2 )-/(x)
ft
2
Hence the function
a/(.v)+i3/0-) /(x + ft)-/(x)

F(ft) =
/(O.Y+0V)
increases in some interval (0, 6). The existence of
lim FQi)
h-*a+
/convex / concave
A similar argument establishes the existence of
then foUows from theorem 12.4.
sometimes useful to rewrite the definition of a convex function in the
It is the left hand limit.
following way. A function /is convex on an interval / if and only if, for all
pointsx,,x 2 and 3 on the interval / satisfying x, <x 2 <x 3 ,
12.15 Example The function/: UÛ defined by /(x) = \x I

is convex on
/(*i)-/(*i) /(* 3 )-/(* 2)
^ (2) R . (Tlie chords lie above the graph).
Note however that the two limits of
Equivalently, a function /is convex on an interval / if and only if for all (4) are not equal when x = 0. J-
= 1x1
points x lt x 2 andx 3 in the interval satisfying Xj<x 2 <x 3 ,
f(X2)-f(x 1 )
< f(x 3 )-f(x l )
(3)
Xo-X, x*—x.
convex on the open interval /. Then /is

12.16 Theorem Suppose that /is
continuous on /.
Proof From theorem 12.14,
f(x + )-/00
-v 3 .v, lim {/(* + ft) -/(*)} = ( ,
hm 7—
ft
lim ft) =0.
h->o-
'•— "-
h-*0- h->-0-
(2) slope P,P,< slope P,P3 (3) slope P,P, < slope P,P S
Similarly,
That (2) and (3) have the same content as (1) is easily seen by making the
substitutions x, =x,x 2 = ax + (Sy and x 3 =y f(x + h)-f(x )
+ ft)-/(x)} -
,.
(see exercise 1 2.21(2)). lim lim ft| = 0.
lim {/(x
:
h-»0 + h-*0+
h-*0 +
12.17 Example The function/: R-> R defined by 12.20 Examples The functions/,^ and h defined on (0, °°) by /(x) -x\
g(x) = 1/x and h(x) = x+
x~ l ate all convex on (0, °°) because their second
1 (|x|<I) derivatives are all non-negative on (0, °°).
/(*) = by = s/x concave on (0, »). We

The function 4> defined on (0, °°) 4>(x) is
2 (|x|>l)
isconvex on the compact interval <p"(x) = -^' 3/2 <0 (*>0).
[—1,1]. Observe that it is not
continuous on [— 1 ,
1 )
E%%% <//////&
12.21 Exercise
(1 ) Let /: R -* R be defined by f(x) = (x - l)(x - 2)(x - 3). Find the

ranges of values of x for which /is (a) increasing, (b) decreasing, (c)
convex, (d) concave. Draw a graph.
Example 12.15 shows that a function /which isconvex on an open interval /
(2) Let /be convex on the interval / and let x x x 2 and x 3 be points of /
,
need not be differentiable on /. However, iff is differentiable on /, then the

which satisfy x, <x 2 <x 3 . Prove that
following theorem provides a useful characterisation of convexity.
/(*a)-/(*i ) < /(*3)-/(*i) fix 3 )-f(x 2 )

<
12.18 Theorem Let / be an open interval and suppose that /is x 3 -x 2
differentiable x 2 -x x X 3 -Xi
on /. Then /is convex on /if and only if Df increases on /.
(3) Let /be convex on the open interval /and let J = /(/). If /is strictly
Proof (i) Suppose first that Df increases on /. Let x, <x 2 <x 3 . By the
increasingshow that/" is concave on J. What happens if /is
on /,
1
mean value theorem

strictly decreasing on 11
*(4) Suppose that /is convex and differentiable on the open interval /. If
- /(£)> - = / (t?)
X 2 ~X, X-i—X-, % G /, prove that
where x, < % <x 2 <r\<x 3 Since Df increases, /'(?) </'(t?) f(x)-m)>f'(%\x-%) (xe/).
.
and therefore
inequality (2) holds. Thus /is convex on /. con-
Interpret this result geometrically. What result is obtained if /is
(ii) Suppose next that / is convex on /. Let x , < x 2 < x 3 < x4 . By inequality cave on/?
Let 0: U -* R be a strictly increasing, convex, differentiable function
/(*a)~/(*i)
— x, < /(* ) -f(x 2)
3 /(x 4 )-/(x 3)
on R and suppose that 0(£) = 0. If x, > % and
x-> X,—Xi Xa
Ignore the middle term in this inequality and let x -> x , + and
2 x 3 -> x 4 — We.
= x„ — 0(*n) (a = 1,2,...)
obtain /'(x,) </'(* 4 ) and it follows that Df increases on /.
If /is
prove that x„ •* $. as n * so. (This method of obtaining an approxima-
twice differentiable on /, an even simpler characterisation of convexity
tion to the zero of is called the Newton-Raphson process.)
results.
+
(5) Let /be differentiable, convex and bounded on R. Show that /is a
12.19 Theorem Let / be an open interval and suppose that /is twice constant.
diffe-
rentiable on /. Then / is convex on / if and only if
"I"
(6) Let /be continuous on an interval /and satisfy
f"(x)>0 'x+y , m+f(y )

/
2
for all x e I.
Proof The theorem follows from theorems 12.7 and 12.18. for each x E I and y E I. Prove that, for any x , ,
x2 ,
,
x„ in the
interval /,
/(— "I < ~ ifiXx)+f{X2) + +«*»)>.

118 Monotone functions 1
[Hint: recall the induction argument of example 3.10.] Deduce that/

isconvex on /. [Hint: establish inequality (1) of §12.13. Begin with the
case when a and are rational.]
13 INTEGRATION
13.1 Area
Suppose that /is continuous on the compact interval [a, b]
Does it make sense to discuss the 'area' under

the graph of/? And, if so, how can we com-
pute its value?
If itmakes sense at all to talk about the area under the graph, then presum-
have been
ably this area must be at least as big as the areas S] and S 2 which
shaded in the diagrams below.
Let S denote the set of all numbers S which can be obtained as the
sums of
the areas of little rectangles as in the diagrams above. Then the 'area' under the
graph of /must be at least as big as every element of S. It seems reasonable to
identify the 'area' under the graph of /with the smallest number larger than
every element of S,i.e. with sup S.
These remarks are intended to motivate the formal mathematical definition

given in the next section.
119
120 Integration
Integration 121
13.2 The integral

It numbers S(P), where P is a partition of [a, b\ is
follows that the set of all ,
Suppose that /is continuous on the compact interval [a, h]. We pro- bounded above by H(b —a). Hence it has a smallest upper bound and we may
pose to give a definition of the integral define
f f(x)dx = sup5(P) (1)

Ja
f> dx
where the supremum extends over
p
all partitions P of [a, b]
of /over the interval

We wish to think of
[a, b].
We begin by defining a partition P of the interval [a, b] . This is a finite set

P= [vo, y\, ,y n ] of real numbers with the property that J>> dx
" = yo<yi<yi< -<y n -i<y n = b. as the 'area under the graph off. But notice that any area below the x-axis has
to be counted as negative for this interpretation.
Since /is continuous on [a, 6], it is bounded on [a, b].It therefore makes
sense, given a partition P=
Note also that, if b > a, we define
{y Q ,y u . . .
,y n } of [a, b],to define
m, = inf. f(x) C f(x)dx = -f*f(x)dx.

y„«S x < y,
™ = 2
^"t ft*)
and so on 1 3 .3 Some properties of the integral

For each partition P, we can then form the sum
Much of the power of the idea of integration lies in its connexion with
differentiation. For example, itwould be very painful indeed if all integrals had
S(P) = E^feOft-^-i). to be worked out directly from the definition. Our first priority is therefore to
k = i
prove the theorems which link integration with differentiation. Before we can
The diagram below = do this, however, we need to derive a few basic results directly from the
illustrates the case n 4. The value of S(P) is the area of
the shaded region. definition.
13.4 Proposition Let /be continuous on [a, b] with maximum M and

minimum m. Then
m (b-a)<{ f(x) dx<M(b-a).
The proof of this proposition is essentially contained in §13.2. We quote two

simple corollaries.
>'i >'2 j'j y*

13.5 Corollary If c is a constant, then
Suppose that / is bounded above on [a, b] by H. Thus /(/) <Hfor any "b
S cdx = c(b—a).
r fa, ft] . Then
S(f) = E WfcO'fc-J'fc-i)
13.6 Corollary Let /be continuous on [a, b] and satisfy |/(r)l <k for any
t £ [a, b] . Then, for any £ and x in the interval [a, b] ,
<^ ZOfe-^-i) = -W{Oi-ô) + ... + 0' n -/„-:)}

fe = i
JlfiOdt <k|x-|| (x*&.
= H(y n -y ) = H(b-a).
122 Integration
123
Integration
The next proposition is also very simple, provided that one recalls the proper- b
ties of sup and inf. (See exercise 2.13(2) and exercise 7.16(6i).) £ fit)dt< j a
f(t)dt-S(P2)
and so
13. 7 Proposition Let /be continuous on [a, b\ and let c be a constant. Then b L
b
s(p*)<j
a
mdt-\ a
f(t)dt.
J„
{f(t) + c}dt = \ f(t)dt + c(b-a).
a
A similar argument now yields
The next and final result of this section not quite so easy and so we give the " -
dt < £" fit) dt
is
fit) fit) dt
proof. J"c jl
and therefore
13.8 Theorem Let /be continuous on [a, b] and let a<c< b. Then
•b
b
+j
ja f(t)dt>f
f(t)dt f(t)dt. (3)
€
ja
f(t) dt = £ f(f) dt +j fit) dt.
a
Now let P be any partition of [a, b] and let Q be the partition obtained from
Proof We use the notation of § 13.2. Suppose, in the first place, that
P by inserting the extra point c (if it does not already belong to P). It is easily
Pi and Pi are any partitions of [a, c] and [c, b] respectively. Then the set P of
seen that
points in at least one of the sets P, and P2 is a partition of [a, b]
S{P) < 5(0.
„D " i i i i i i ii i
L Let Pi be the partition of
and let P2 be the partition of
[a, b] consisting of those points of
[c, b]
Q which
consisting of those points of
lie
Q
in
which
[a, c]
p, />, lie in [c,b].
[ II HI 11 I I I I
],,
= S(P ) + S(f>2). I 1
It is obvious that S(P) t Moreover, a
~b
S(P)<j f(t)dt
a
because of definition (1) of §13.2. Thus, given any partition P x of [a, c] and any
We have
partition/^ of [c,b],
SiP)<S(Q) =SiPd+Sm
siPi) + s(p2) <[/•«) dt
<j° fit)dt + j* fit)dt.
a
S(Pd<j*f(t)dt-S(P2 ). (2) The right hand side of this inequality is therefore an upper bound for the set of
all numbers S(P) where P is a partition of [a, b] Hence .
Hence, given any partition P2 of hand side of (2) is an upper

[c, b], the right
bound for the set of all numbers of the form S(P{) where />, is a partition of sup S(P) < fa f(t) dt + jc f(t) dt
[a, c] . Therefore
C
sup5(P,)< f(t)dt-S(P2) i .e
ja fit) dt < fit) dt + £ fit) dt. (4)
f ja
Combining (3) and (4), we obtain the conclusion of the theorem.
where the supremum extends over all partitions P t of [a, c] . Recalling the
definition of an integral, we obtain
124 Integration Integration 125
13.9 Differentiation and integration Since /is continuous, one feels that, if h is very small, the shaded region will
a rectangle and hence area will be approximately hf{x). Thus
Let /be defined on (a, b). Suppose that F is continuous on [a, b] and 'nearly' be its
differentiable on (a, b) and satisfies + h)-F(x) =

F(x hf(x)
and
F\x) = fix) F(x+h)-F(x)
=
.
(5)
fix).
for each x G (a, b). Then we shall say that F is a primitive (or anti-derivative) of
/on [a, 6].
This equationonly approximate, but the smaller h becomes the better the
is
approximation should be. Allowing h -* 0, we might therefore expect that

F'(x)=f(x).
13. 1 Example lff(x) = x3 , then the function F defined by F(x) = Jx" + 3 This argument dubious on a number of counts - particularly at the stage
is
is a primitive for/
where we divide by the small number h to obtain (5). In the next theorem we
provide a precise proof of the result.
75.77 Theorem Let fbe a primitive for/on [a, b] and let G be defined on
[a, b] . Then G is a primitive for/on [a, b] if and only if, for some constant c, Tlieorem Suppose that /is continuous on [a, b] and that F is defined
75.72
G(x) = F(x) +c on [a, b] by
for each xG [a, b] {a<x< b).

F(x) m f* f{t) dt
Proof Obviously F(x) + c is a primitive for /on [a, 6] . Suppose there-
fore that G is a primitive for /on [a, b] . Then F-G is continuous on [a, b], Then F is a primitive of /on [a, b], i.e. F is continuous on [a, b], differenti-
differentiable on (a, b) and, for each x G (a, b), able on (a, b) and F\x) = f(x) for each xG (a, b).
Proof Since /is continuous on [a, b] bounded on [a, b] Suppose

D{F(x)-G(x)} = F'(x)-G'(x) = /(*)-/(*) = 0.
, it is .
that \f{t)\<K (a<t<b).

From theorem 1 1 .7 it follows that F—G is constant on [a, b] Hence the
.
By theorem 1 3 .8, for any x and % in [a, b]
result.
What have primitives to do with integration? Suppose that/is continuous on F(x)-F® = }*/(') dt
[a, b] Then we may define a function Fon fa, b] by
.
and therefore, by corollary 13.6,
%) -
J*
f®4t (a<x<b). \F(x)-F(£)\<k\x-$\.
In the next theorem, we shall show that F is a primitive of/ on [a, 6] . But And, from this inequality, it follows that F is continuous on [a, b]
first we give a rough, intuitive argument to indicate why one might suppose this
A more subtle argument is needed to show that F is differentiable on (a, b).
to be true in the first place. Given x G (a, b), we seek to explain why one might If x and | are in (a, b) and x ¥= %, then
suppose that F'(x) -f(x).
The number F(x) may be interpreted geometrically as the 'area under the
graph of /between a and x'. The shaded region in the diagram below should
therefore have area F(x + h)—F(x).
/•(.v + h)-F{x)
The last step is justified by proposition 13.7 withe =/(£).
x x +h ft
Let e>0 be given. If £G (a, b), then /is continuous at the point % and so, for for some constant c. Hence
some 5 > 0,
•b
/(f) dt = {F(b) + c}- [F(fl) + c}
1/(0-/(91 <« J
provided that \t — £| < 5. Hence, provided that \x — %\ < 5, it follows that = G(b)-G{a).
1/(0 —/(I) I < e for every value of t in the compact interval with endpoints £
and*. From corollary 13.6, we conclude that
F(x)-F® 1 13.15 Example Since

-/(I)
x-% I* -SI
D -
1
2 2 2
1 2(1 + ; ) (1 + r ) '
< .elx-il
it follows from theorem 13.14 that
= e 1
:dt =
provided that < \x — £|< 5. But this is what meant by i; o.+ff 2(1 + f) 4 4
is the assertion
F(x)-FQ)
•/($)as*-*{.
*-i 13.16 Riemann integral
We have therefore shown that F is differentiable on (a, b) and F'(|) = /(£) for
The integral
each | £ (a, 6).
•b
/. /w* (6)
75. 75 Example was defined as the supremum of all areas like that shaded in the left hand dia-
dt
gram below. It would be equally sensible to define the integral as the infinum of
D c l+t 100
'
all areas like that shaded in the right hand diagram below.
1 +x 100
i5.i4 Theorem Any function /which is continuous on [a, b] has a primitive

on [a, b] . If G is any primitive of/, then
|* /MA = G(b)-G(a) = [G(t)] a

b
.
Proof Let Fbe defined on [a, b] by
If /is continuous on [a, b] these two definitions yield the same result. The
F(x) = f /(r) dt (a < a: < 6).
,
would yield the result

reason is simple. The use of the second definition
Then
= F(b) = F(b)-F(a). -j" -f(x)dx. (7)
Ja /(/)A
By theorem 13.12, Fis a primitive of/ on [a, 6] and, by theorem 13.11, any But (6) and (7) are equal because F is a primitive for/ on [a, b] if and only if
other primitive G satisfies —F is a primitive for — /.

If /is not continuous on [a, b] , the two definitions do not necessarily yield
G(x) = F(x) +c (a<x<b) same we say that /is Riemann
the same result. But, //they do yield the result,
integrable and call the common number obtained from the two definitions the 13.18 Exercise
Riemann integral of /on [a, b]
(1) Prove that, given any natural number «,
1
=
13.17 Example We know that J>" dx B-f 1
Show that the same result holds if?? is replaced by any rational number
JJ
X *dx = [W]h = i. a =£ — 1 provided that <a < b.
(2) Since the integrand is a square, the following result must be wrong.
To illustrate the idea discussed in § 13.16, we evaluate the integral without Explain why.
using the theory of differentiation. 2
2 ax
= -1-1 = -2.
1
f
Jo (x-l? x-l
(3) If a is a positive rational number, prove that
a + 2
a
+ 3 Q + ...+«"} =
- » -ir{l
Hffl
" « a+ 1
13.19 More properties of the integral
In § 13.3 we mentioned some properties of the integral. Theorem 13.8

is particularly important but its proof which we obtained directly from the
Introduce the partition Pn = {0, \/n, 2/n, 3/n, . .
.
, 1} of [0, 1] . The shaded definitionwas long and laborious. We used the properties examined in § 13.3 to
area of the left hand diagram is smaller than the integral and the shaded area of prove the theorems which connect integration with differentiation. Having
the right hand diagram is larger. Thus proved these theorems, we can now obtain the rest of the properties of the
integral very easily.
n n Jo Theorem Suppose that /and g are continuous on [a, b] and that X and
fit \ ) tx \n] n 13.20
H are any real numbers. Then
^{0 +l +... + («-l) }<^ x dx< L{ l 2 +
2 2 2 2 l
+...+„*}
2
\" {x/(o + ng(t)} dt = x
b
\a
f{t) dt + n j* m dt.
- .-(n-l)n(2n-l)< x 2 dx <- .-«(« + +

»
3
o
f '
ju no 3
l)(2#i 1)
Proof Let F and G be primitives of/ and g respectively on [a, b] . By
theorem 10.9(i) the function H = XF + jdG is a primitive of X/+ fig on [a, b]
(exercise 3.1 1(1 i))
Hence, by theorem 13.14,
!
a
£fe<f ll+^l ll+ "
{X/(0 + pgffi dt = [XF(t) + M G(r)] b
f
Considering the limit as n •* °° yields

= b
HF(t)]Z + n[G(t)] a
b
= \f*f(t)dt + vj g(t)dt.
a
13.21 Theorem (integration by parts) Suppose that / and g are continuous on

[a, b] and have primitives F and G respectively on [a, b] Then .
b
=
Proof Let H be a primitive of g — /on [a, b) . Then
Ja
\"
f(t)G(,)dt [F(r)G(r)]2- P
Ja
F(t)g(t)dt.
DH(t) - g(t) —f{t) > (a < t < b). By theorem 1 2.1,11 therefore increases on
[a, b] Thus Hib)

. > //(a) and hence
Proof By theorem 10.9(h),
D(FG) = fG+Fg f {git)- fit)} dt = Hih)-Hia)>0.

Ja
and thus fG is a primitive of /G + Fg on [a, b\ . Hence

13.24 Theorem Suppose that /is continuous on [a, b]. Then
+ F(t)g(t)}dl =
H {f(t)G(t) [F(f)G'(/)]* b
fit)dt<[* 1/(01 dr.
f
and the theorem follows.
Proof Since - |/(/)| < fit) < 1/(01 (a<t< b), it follows that
As is clear from its proof, the formula for integrating by parts is just the
integral analogue of the formula for differentiating a product. The next result 6
is
- [* |/(0I dt < J"* fit) dt 1/(01 dt
the integral analogue of the formula for differentiating a composite function, i.e.
< a
a 'function of a function'. It is the rule for changing the variable in an integral 2 2

and hence the result. (Note that |/| = {/ }" and is therefore continuous.)
and is usually remembered in the form
inequality) Suppose that / and g are con-

dt = —
dt
du
. du.
13.25 Theorem (Cauchy-Schwarz
tinuous on [a, b] Then .
13.22 Theorem Suppose that has a derivative which is continuous on [a, b]

</>
and that /is continuous on an open interval which contains the image of [a, b]
under 0. Then Proof This is much the same as that of example 1.11. For any x,
"
{xfit)+git)fdt
0<J fl
Proof Let 2 2
= x2 f {fit)} dt + 2x\" fit)g(t) dt + I*" {git)} dt
JO JQ JO
= Ax 2 + 2Bx + C.
From theorem 10.13 and theorem 13.12, Thus the quadratic equation Ax 2 +2Bx + C = cannot have two (distinct)
roots. Hence
d
F(0(«)) = F'(<p(u))<p'(u) = /(0(W ))0'(W ).
du B2 <AC
It follows from theorem 13.14 that as required.
f(<p(u))<p'(u) du = [F(0(W ))]£

ja
13.26 Exercise
and this is what had to be proved.
(1) Suppose that g is continuous on [a, b] and thatg(0 >0(«<f <S).
13.23 Theorem Suppose that /and g Prove that
are continuous on [a, b] and that, for
any te [a, b],f(t)< g(t). Then
\\it)dt =
b
f(t)dt<fg(t)dt.
J(a Ja = for each £
if and only if git) r [a, b]
(2) Suppose that /is twice differentiable on fa, b] and that/" is continu-
ous on [a, b] . Prove that T
J-i-a
f(x)dx = lim
y-*a* Jy
\" f(x)dx
b
Note that, if/is continuous everywhere, we define
xf"(x)dx = {bf\b)-f{b)}-{af(a)-f{a)}. provided that the limit exists.
ja
*(3) Let /be positive and continuous on [1 , °°). Suppose that P~ f(x)dx = f°
f(x)dx + P~ f{x)dx
provided that the appropriate limits exist, i.e. we allow the upper and lower
limits to recede to +°° and -°° respectively independently. We do not define
Prove that /(.v) § (x> ) (x - 1 > 1 ) . [Hint : The integral the improper integral by
1/2
ft {F(t)}- F'(t) dt is relevant.]
*(4) Suppose that /and g are continuous on [a, b] and that g(t) > lim f(x) dx.
—> DO J—X
(a<r< b). Prove that
la mg<?)dt ~r®£ g(t)dt

13.28 Examples
some G x
for £ [a, b] . [Hint: continuity property.] What has this to do dx rx dx
with theorem
*(5) Suppose that
1 1 .6? o>r „2
lim
x->~Ji
I
—s1 =
x
hm
x->°> -a. -? r 1 1-
g is continuous on [a, b] and that /is differentiable on

{a, b] and its derivative is continuous on [a, b] with f'(t) > On the other hand, if 0<y< 1,
(a<t<b). Prove that dx
— = l-»+co a sy->0 +
Jy X 2 x y y
/„ f(t)g(t) dt
m f(fl) g(t) dt + f{b) J* g(t) dt
ja
for some £ G [a, b] What happens if f'(t) <0(a<t<b)l [Hint:
. inte-
and hence the improper integral j
— does not exist.
grate by parts.]
(6) By integrating many times by parts, show that the error term in (ii)f
1
^= lim
f*- lim[2x" 2 ]i= Hm (2-2V>') = 2.
Taylor's theorem (theorem 1 1 .10) can be expressed in the form
-
&=w£ fr-o*- /^)
1 1
*« dt 1
v
J?
provided that/ (,,) is continuous on /. Show how the form of the error
term given in theorem 11.10 can be obtained from that above.

X ,/
J
f
— V*
' dx
13.27 Improper integrals

^777
I
1
We down some sample

write definitions. Suppose that /is continuous
on Then we define (iii) Note example. Observe that / ~ x dx does not exist
finally the following
[0, °°).
(why not?). Hence fjT.I * <& cannot exist even though
•
D
x
°/w^ = iimjo /w^
j; x |**xdx = U -^ 2 2
^0asAT^ + °°.
provided that the limit exists. Similarly, if /is continuous on (a, b] then we
,
define
they are not
The integrals defined in this section are called improper because
to include the little
given by the definition of § 13.2. It is perhaps pedantic
arrows in the notation for improper integrals and most authors would simply
delete them. But for those who
propose to study integration more deeply, it is
a„ +1 -a„ = zm-j**
1
fix)**)- £/<*>-JT *«*

probably better not to do without the little arrows since this will avoid con-
fusion with the differing definitions of the powerful Lebesque theory of integra- +
= f(n + 1) - '
fix) dx </(« 4- 1) -f(n + 1) =
tion. J""
and so <A„) decreases. Also

13.29 Proposition Suppose that is a function which is continuous and non-
negative on the open interval /. Suppose also that /is continuous on /and satis-
fies
\m\<m (xei).
If the improper integral of £/(*)- I A*) = /(«)> o
fe=i fc=i
This is, of course, an analogue of the comparison test (theorem 6.15), for
series and may be proved in much the same way. If/ happens to be non-negative and so <A n > is bounded below.
on / a simpler proof may be based on theorem 12.4 concerning the convergence From theorem 13.32 it follows that, if /is positive, continuous and decreas-
of monotone functions. ing on °°), then the series and the improper integral
[1 ,
f A«) and C~ ftx)dx

Jl
13.30 Example To prove the existence of the integral n=l
f-»oo dx either both converge or else both diverge. The theorem therefore provides a
Ji r + x2 criterion for the convergence of a series or an improper integral and for this
reason is often referred to as the integral test.

we simply have to observe that, for any x > 1
dx 1
1 +X'2^32- 13.33 Example Take fix) = x"

1
in theorem 13.32. We know from theorem
Since /
"*~
x.-22 6.5, that the series S"=1 n~ diverges to +°°.
l
From theorem 13.32, we conclude
dx exists, the result then follows from proposition 13.29.
that
r "dx
+ °° as n -* °°.
13.31
n x
Euler-Madaurin summation formula
^°°
We discuss only a simplified version of this useful result. In particular, the improper integral / x" 1 dx does not exist.
13.32 Theorem Let /be continuous, positive and decreasing on [1 , °°). Then
the sequence <A„> defined by 13.34 Exercise
(1) Discuss the existence of the following improper integrals.

An - t f(k)-C f(x)dx
x 2 dx + X + x1
is decreasing and bounded below by zero. Hence it converges.
W Jor
... -i dx
V^7)
V(l -x)
,..,
(ll)
f-"
Jo ^^*
+x
(1
3 2
)
«r 1
i + x+x s
dx
Proof Since /decreases, for any k~ 1, 2, . .

.
«£
h dx
3/2
(v)
*i dx
(vi)
—
(1 -x} o il-x) Jô X
•ft + i
/(* + !)< J/ f(x)dx<f(k) [Hint: for (v) and (vi) recall example 13.33.]
Thus (2) Prove that, for 0< y <\,
136 Integration
r(i'2)+y
J(l/2)-y
— —X)
— \,
2x
x(l
-dx = 0.
*i 2x- 14 EXPONENTIAL AND LOGARITHM

Discuss the existence of the improper integral dx.
J-, o
(3) Let a be a rational number with a > 1 . In theorem 6.6 it was shown
that the series
oo 1
converges. Base another proof of this result on theorem 13.32. 14.1 Logarithm
We define the logarithm for each x > by
logx=J
*
fr* dt-
i
It follows immediately from the definition that log 1 = and that, for each
x>0,
Dlogx = -.
x
Also,
D 2 \ogx = =.
We conclude that the logarithm is strictly increasing and concave on (0, °°).
Further, in view of example 13.33 and exercise 13.34 (lvi),
log x -* + °° as x -* + °°
and
log x •* — °° as x -* +.
(For an alternative proof of these results, see exercise 14.3(1) below.) With this
information the graphs = log x can easily be drawn.
The number e is defined by the equation
137
138 Exponential and logarithm Exponential and logarithm 139
log e = 1
logx^y.
The value of e is approximately 2-718 (see exercise 15.6(4)).
Given a positive rational number r, prove that
14.2 Theorem Suppose that x > 0, y > and r is rational. Then r
(i)x" logx ->0 asx -> + <»
(i) \ogxy = log* + log .y iii)y
r
logy ->-0 as>> -»0 +.
(ii) logOO = r]ogx. (These results are usually remembered by saying 'powers drown
Proof (i) For a fixed value of y > 0, consider the function logarithms'.) [ Hint take s < r when proving (i).]
: <
"(3) Show that Fix) = x log x - x is a primitive for log x on (0, °°). Deduce
f(x) = lOgATJ-logJC.
that
We have
log(l+*)dx = 2-1.
xy xxx i
2 log
Hence show that

for each* >0. Thus /is constant (theorem 11.7) and
xy—\ogx =
C W»
log c (x> 0). (2»)!
log-'
1
-
log — as n -* °°.
To obtain the value of c, put x — 1. Then n w! e
c = log y -log 1 = logj\ [Hint: recall example 13.17.]

"(4) Show that the equation log x-ax has solutions if and only if ae < 1
(ii) Consider the function

Show that
fix) = log(* r )-rlogJC.

elogx<x (x>0)
We have
= e.
with equality if and only if x
f\x) = - .rx
r
r -'-- 0. Suppose that x x > e and x n+1 = e log x„ (« = 1 , 2, . . .). Prove that
X X
x„ -* e as « -» °°.
Hence /is a constant and *(5) Prove the existence of a real number y (Euler's constant) with the pro-
perty that
\ogix
r
)-r\ogx = c.
To obtain the value of c, put x= 1 . Then 1 H

1 1-
... -I log n -» 7 as « * °°.
c = log 1 —/-log 1 = 0.
[Hint: theorem 13.32.] Hence show that
Note The logarithm we are discussing here is the 'natural logarithm'.
This sometimes stressed by writing rather than In pure mathematics,
little
is 'In'
occasion arises for the use of 'logarithms to the base 10' as found in the
'log'.
h » 2 3 4
familiar logarithmic tables. (6) Evaluate

(i) Z) {(log x)
s
} (JC > and s rational)
(ii)i){loglogx} (X>1).
14.3 Exercise Hence show that the series
(1) Prove that log 2 > 0. By considering log 2" and log 2~", show that a i
log x -* + °° as x -* + °° and that log x -* — °° as x -* +.

(2) Prove that, for each y > 0, logy <.y — 1 . If x is a positive rational
number and x > 1 , deduce that converges if r > 1 and diverges if r < 1. (See theorems 6.5 and 6.6 for
comparison.) [Hint: theorem 13.32 again.]
140 Exponential and logarithm Exponential and logarithm 141
expx-1 +x)
14.4 Exponential m
(i)
,.
lim — =
.
1
....
(ii)
..
hm
log(l
= 1 -
From theorem 12.10 we may deduce the existence of an inverse func- x-*0 * x-»0 x
tion to the logarithm. We call this inverse function the exponential function and (4) Suppose that h is positive and continuous on [0, °°) and that
write h {x)>H(x){x>Q\ where
y = exp* if and only if x = \ogy.
Since the logarithm function has domain (0, °°) and range R, the exponential H(x) = 1 + h{t)dt.
Jo
function has domain R and range (0, °°).
Prove that, for any x > 0,
h(x)>expx.
y — exp .v
(5) Determine the range of values of x for which the function /:

defined by
/(*) = exp{18* 3 }
is (a) convex, (b) concave.
(6) If /is continuous and increasing on [0, °°), prove that
n
["* i
Observe that the exponential function is strictly increasing on R and that [
f{x)dx< £/«< f(x)dx.
Jo k% J
exp x-t + coasx-^ + c*
— n < log n\ < (n + - n and hence
1
Deduce that n log n 1) log (n + 1)
exp x -* as x •* — °°. show that

Also
D exp x =
D\ogy
1 1
—y — exp*. — < exp n < ; .
\/y n\ n!
Thus the exponential function is its own derivative.
14.6 Powers
r
14.5 Exercise If a > and r is rational, then we have defined the expression a . We
propose to extend this definition to include non-rational exponents.
(1) If x andjc are real
numbers and r is rational, prove that
(i)exp(x+,y) = (exp x)(exp y)
If a > and x is real, we define
x
(ii) exp (rx) = (exp x)
r
. a = exp (xloga).
[Hint: These may be deduced from theorem 14.2. Alternatively, they
But does this definition agree with our old definition in the case when x is
may be proved directly. In the case of (i), for example, by differentiat-
rational? It follows from theorem 14.2(h) that, if r is rational, then
ing
exp {/-log a} = exp {log (a )}

r
= a
r
.
exp (x + y)/(exp x)
Recall that e is defined by log e = 1 . Equivalently e , = exp 1 . Observe that
with respect to x.]
x = =
(2) Prove that, for any rational number r, e exp {x log e} exp x
(i) x~ r exp x-^ + ooasx-*-!- 00
which explains the familiar notation for the exponential function.
r
(ii) x exp x -» as x -* — °°.
(Roughly speaking, 'exponentials drown powers'.)
(3) Use L'Hopital's rule (exercise 1 1 .8(3)) to prove that
142 Exponential and logarithm
14.7 Exercise
(1) If a and b are positive, prove the following.
(i) a
x *y = a ay
x
(ii) (ab)
x = a b
x x 15 POWER SERIES
x = xy
(iii) a" = \ (iv) (a )
y
a .
a
x
(2) Prove that the derivative of a with respect to x is (log a)a x .
(3) Write
1 + -| =exP n log | 1 +- 15.1 Interval of convergence
A power series about the point % is an expression of the form
and hence show that
lim = e"
in which x is a variable.
(see example 4.19). [Hint: theorem 8.9 and exercise 14.5(3ii).]

15.2 Theorem The set of values of x for which a power series
(4) Write
l
,/n
« = exp -\« % n
and hence show that n l,n *1 as n -* °° (see exercises 4.20(6) and converges is an interval with midpoint £.
5.7(1)). Proof We shall show that, if the power series converges when x =y,
(5) Discuss the existence of the following improper integrals. then it converges for all x satisfying \x—$\<\y—%\. The theorem then
follows.
»£ dx
J-+0 J-f-oo 1 +X 2
;dx.
<
I.v-£i
5«-«
Ir-fl
»-
[Hint: proposition 13.29.] «- *r

'
(6) Obtain all solutions of the functional equations
(i) f{x +y) = f(x) +f(y) (X 6 U,y GR)

If the power series converges when x =y, then
(ii)
/(x +y)= fix) f(y) (X € R,y S R )
— %)"
a n (y -*• as n -> °° (theorem 6.9).
(iii) /(xy) = /(at) + /(y) (x > 0, ? > 0)
Hence the sequence <a n (j' — £)"> is bounded (theorem 4.25). Thus, for some H,
(iv) f(xy) = f(x)f(y) (x > 0, y > 0) n
\a n {y-%) \<H in = 1,2,...).
for which the derivative of/ exists and is continuous wherever /is — 1|< y — f
defined. For (ii) and (iv) you may assume that /never takes the value
Now suppose that \x I.
Then
zero. I* -«
P = <1.
y-ll
Hence
\a n (x-t-)"\ = l^^-O^.P^-^P" (« = 1,2,...).
The convergence of the power series
143
144 Power series Power series 145
I fl„(jf-0" [-1,0
:Ti n
now follows from the comparison test (theorem 6.15) since 2„=oP" converges.
We call the set of values ofx for which a power series converges its interval of [-1,1]
convergence. If the endpoints of the interval of convergence are £ —R and
| + R, we call R the radius of convergence of the power series. (If the interval of
convergence is the set U of all real numbers, we say that the radius of conver-
gence is infinite.) 15.4 Taylor series
The proof of theorem 1 5.2 shows that a power series converges absolutely at Suppose that /can be differentiated as often as we choose in some open
all points of of convergence with the possible exception of the end-
its interval interval / containing the point g. Then its Taylor series expansion about the
points. At the endpoints the series may converge absolutely or it may converge point £ is
conditionally or it may diverge.

It is sometimes useful to observe that the radius of convergence R is given by f ^-j^/ (B) tt) = my fe=W*=* /»+...
-= limsup |a„|
1/n
should not be automatically assumed that this power series converges with
It
and
sum/(x). Indeed there is no reason, in general, to suppose that it converges at
= lim all (except when x = %) and, even if it does converge, its sum need not be f(x)
R (see exercise1 5 .6(6) below). A is function / which the sum of its Taylor series
The formulae by propositions 6.17 and
are justified 6.18. In both cases, appro- expansion in some open interval containing £ is said to be analytic at the point £.
priate conventions must be adopted if the right hand side of the formula happens The most natural way of showing that a function is analytic is to prove that
to be or + °°. In the second case, of course, the sequence <|« the error term in Taylor's theorem (theorem 11.10) tends to zero as n
* <*>.
n+1 \j\a„ |> may
oscillate. If this happens, the limit does not exist and so the second formula
becomes useless.
75.5 Example It is paTfeularly easy to write down the Taylor series expan-
sion of the exponential function about the point 0. If f(x) = exp x, then
f \x) = exp x.
in = the expansion
15.3 Example We
list some power series about the point 0, together with Since exp i , is
their intervalsof convergence. In each case, the radius of convergence can be

calculated using the second of the formulae above. In the last three cases one is
y
«•
—
x
then with the problem of whether or not the endpoints of the interval of
left
convergence belong to the interval of convergence. converges for

From examples 1 5.3 we know that this power series all x. Is its
Power series Interval of convergence sum e x l From Taylor's theorem we know that
»* = 1 +—+
x x2
—+ . . . H
X*-1
+ -
x n
I
n=o
1! 2! (h- 1)! «!
where 77 lies between and x. Hence
I inx)
n
{0} 1 +
x
— x
+— 4- . . .+
*~] =
x"
n=0 1! 2! (« - l)!j n\
Z* n (-1,1) n\
» as n -* °°
(by exercise 4.20(4) or by theorem 6.9). The partial sums of the power series
x
therefore converge to e and thus, for all values of x.
,
= 1 +—+ — + — +. and hence show that 2-7083 < e < 2-7184.

1! 2! 3!
. .
*(5) Prove that e is irrational. [Hint: assume that e = mjn, where m and n
are natural numbers and seek a contradiction using the inequality of
question 4.]
15.6 Exercise *(6) Let/: |R-*R be defined by
(1) Determine the intervals of convergence of the following power series ,-l/x"
(**0)
fix) =
(x =
» £ e 00 I
n=0
nix" OH) I (-1)"
(2«>!
[0 0).
Show that, for any x J2 0,
n
n2 n
(«!)
0v) I C-I) :
(2« + 1)!
(y) L
& ^rr.x
(2b)!
(vi) E
n=l V"
/<">(*) = Pn H e
-l/x'
(2) Prove that the Taylor series expansion of log (1 + x) about the point
where Pis, a polynomial of degree 3m. [Hint: use induction.] Using
is
exercise 14.5(2), deduce that, for each natural number n,
I (- ir 1
= x
X*
+X X
—+ ...
2 3 4
^-*0asx-»-0+.
n=l x
Using Taylor's theorem in the form given by exercise 13.26(6) show Hence show that /can be differentiated as many times as we choose at
that this power series converges to log (1 + x) for — <x <1 1 . Hence the point and/
(n)
(0) = (n - 0, 1 , 2, . . .).
give another proof of the identity Write down the Taylor series expansion of/ about the point 0. For
what values of jc does this converge to/(x)?
log2 = l-i + i-|+...
(see exercise 14.3(5)).
(3) Prove that the application of Taylor's theorem in the form of theorem
15.7 Continuity and differentiation
11.10 (with | = 0) to the function log (1 + x) yields a remainder term
The following proposition is useful. Its proof has been placed in the
of the form
appendix since it is somewhat involved. The reader will encounter the proof
(-1)' again at a later stage when studying 'uniform convergence'.
E« =
1+7,
15.8 Proposition Suppose that the power series
where r? lies between and x. For what values of x is it possible to
show that En -* as n -* <x> without further information about the
manner in which 77 depends on x and ;i?
f( X ) - 1 4&-£r
n=0
(4) Prove that
has interval of convergence /. Then its sum is continuous on / and differentiable
1 1 1 K + 2 on / (except at the endpoints). Moreover
...<
(« + 1)! (« + 2)! (n + 1)!
'
n + 1
Deduce that fix) = £ m£x-Qr*.

15.9 Example Proposition 15.8 allows us to tackle exercise 15.6(2) in an a (a ~ 1) ..-
alternative way. (1 + x) a = 1 + ax x2 + . . .
2!
We know that the power series
provided that | X | < 1 (general binomial theorem).
(2) Prove that the power series

I(-l)"-'-
"
n =i
2„n
has interval of convergence (— 1 , 1
]
(see Example 1 5.3). Hence, by proposition
Z
n=0
n-x
1 5.8, it is differentiable on (— 1 , 1) and

converges for |
x \ < 1 and determine its sum.
n-l„n-l (3) Suppose that the power series

d K-D"- 1
= £ (- I)"" 1
*
n
f(X) = | anx
= 1 -x+x — x 2 3
+ .. .
n=0
1
(-!<*<!). has interval of convergence /. If y E I but is not an endpoint of/,
1 +x prove that
It follows that, for each x 6 (— 1 , I

),
\jMdx= n=0
Jo 1 n-Shy*. 4- 1
D log(l+*)- E (-!)"- =
l+x l+x (4) Prove that
and therefore that i log ( 1 -x)

dx.
n=0 n
log(l+.x)= £ (-I)"" 1
— +c (-KK1)
(5) Suppose that the two power series
where c is a constant (theorem 1 1.7). By substituting x = 0, we see that the con-

stant c — 0.
n=0 «=0
Since the power series is continuous on (— 1, 1],
converge in some open interval /containing \. Prove that their sums are
= = (-!)»-»- equal for each x G / if and only if

log 2 lim 1ob(1+jc) lim
x ->i- \
I
n=l n
an m bn (n m 0, 1,2, . . .).
(-ir (6) Suppose that the power series

= I
y = fix) = t On**
n=o s —
15.10 Exercise converges for all real x and satisfies the differential equation
(1) Let a be a real number. By considering

dy
= y.
«(*-». ..<a-n + dx
DL -« l) „
+x) l x
{
1=0
Show that a n+l = —— a l
n (n
= 0, 1 , 2, . . .) and deduce that
for \x < l.show that n + 1
|
f{x) - a e*.
Trigonometric functions 151
16 TRIGONOMETRIC FUNCTIONS
16.1 Introduction
We based our definitions of the exponential and logarithm functions on

the formula
16.2 Sine and cosine
* dt
f
Suppose that the power series
We could equally well have begun with the differential equation

/(*) = t **"
n=0
%-y
dx converges for all real values of x and that
and defined the exponential function as the sum of a power series as indicated in /"(*)+/(*) = o.
exercise 15.10(6).
By proposition 15.8,
In a similar way, the definitions of the trigonometric functions can be based
n
on the formula = a + at x+ a2x
2
+...+ anx +...
f(x)
n
dt fix) = «!+ 2a 2 x+ 3a 3 x 2 +...+ in + l)a nti x + . .
x
arctan
-r
Jo ]+t 2
'
fix) = 2a 2 + 3 . 2a 3 x +4 . 3a A x 2 + . . . + (n + 2)(n + l)a n + 2 x" + ...
We prefer, however, to base them on the differential equation

may be chosen in any
Thus, to satisfy the differential equation, a Q and a,
way, but then the remaining coefficients must be chosen to satisfy
\ +y = 0.
dx* + + l)a n+2 + an = (« = 0,1,2,...).
in 2)in
We already have some intuitive ideas about the sine and cosine functions from
This recurrence relation is readily solved and we obtain
elementary geometry and trigonometry. It is therefore sensible to begin by indi-
„2n ,,2n+l
cating why the sine and cosine functions, as conceived of in trigonometry,
+8 ei) I
should be expected to satisfy this differential equation. '*I<-
n=0 >*e* 'S V+»>'
In the diagram, the angle x is measured in radians and.y = sin x and z = cos x.
By the sort of argument considered adequate in elementary trigonometry, we We want sin = and D sin = cos = 1 . We therefore define
obtain
x 2n+l
z = cosx = —
dy
sin x =
yv = sinx
,
dz
sin* £ (-1)" =;t _^! +
dx
:
dx n=0 (2n + l)! * 3!
ich it follows that Similarly

^2"
d 2y _ dz
dx 2 ~ dx ~ y ''
d 2z
dx 2 "
dy
dx
= —z. ««-£<-»" m 1
-
?!
150
152 Trigonometric functions Trigonometric functions 153
Both these power series converge for all values of x by comparison with the *(6) Use exercise 13.26(5) to prove that
x
power series for e .
c" sin t
-dt
Note that we take these formulae as definitions. The definitions of elementary m
trigonometry concerning the 'opposite', the 'adjacent' and the 'hypotenuse' are provided that n>m> 0. Explain why it is possible to deduce the
not precise enough for our purposes in this book. The remarks of §16.1 are existence of the limit
simply intended to indicate why we chose to define sine and cosine as we did.
lim
„->=oJl
"sin
(-"sin
t
— t
dt.
16.3 Exercise
16.4 Periodicity
(1) Prove the following.
Since cos = 1 and cos (— x) = cos x and the cosine function is con-
(i) cosO = 1 (ii) sinO = tinuous, there exists a % > such that cos x > for x S (— £, £).
But the cosine function not positive the time. If this were the case, then
(iii) cos (— x) = cos x (iv) sin (— x) = — sin x. is all
would follow from the formula D cos x = — cos x that the cosine function
2
it
Show that, for all values ofX, was concave. But a bounded, differentiable function cannot be concave unless it
constant (exercise 12.21(5)).

(v) D cos x = — sin x (vi) D sin x = cos x.
is
number which cos = 0.

It follows that there exists a smallest positive % for %
(2) Let y be any real number and define We define the real number n by
g(x) = sin (x + y) — sin x cos y — cos x sin y \n = %.
By definition, cos £tt = cos (— \n) = and cos x > for - \v <x < \-n. We
h(x) = cos(x +y)~ cosx cosj' + sin* sin.y. show that sin \it =
2
It follows from the formula cos x + sin x = 1 that
1 .
2
s n Jtt = 1 But D sin x = cos x and so the sine function increases

Differentiate {g(x)}
2
+ {h(x)} 2 with respect to x and hence show that, i
2
.
on
for all values of* andy, [— {-n, j7rj Since sin = it follows that sin jtt > 0.
.
We now appeal to the formulae of exercise 16.3(2). We have

sin (x+y) = sin x cos y + cos x sin y
sin (x + j7r) = sin x cos \ti + cos x sin jt7r = cos x
cos (x + y) = cos* cosy — sin x sin y.
cos (x + jit) = cos x cos \tt — sin x sin \tt = — sin x
(3) Use the previous question to prove the following.
from which it follows, in turn, that
2
(i) cos x+ sin
2
* = 1 (ii) | cos x | < 1 and I
sin x I
< 1
sin (x 4- 2n) = sin x
(iii) sin 2x = 2 sin x cos x (iv) cos 2x = cos
2
x— sin 2 x.
cos (x + 2n) = cosx.
(4) Use L'Hopital's rule to prove that
Because of these last formulae we say that the sine and cosine functions are
„, sin x periodic with period 2n,
(i) »1 asx^-0
...
00 —— ^
1 cos x 1
>-asx 0.
trt
(5) Use the mean value theorem to show that, for all values of x
sinx
<1.
Hence show that the series 2™=1 sin (l/«

2
) converges. Discuss the con-
vergence of S"=I sin (l/«).
154 Trigonometric functions Trigonometric functions 155
16.5 Exercise and hence obtain the identity

(1) Prove thai the cosine function decreases on [0, rr] and increases on
J„
= !_«+£->+...
[
n, 2n] Prove that it is concave on [— \-n, \tt} and convex on [2^. jt]
.
t Let/: *U be defined by
(2) We define the tangent function by (6)
tan* =
sm x
(x^{n + \)rt:n = 0,±l,+2, sin - {x # 0)
.).
COS X
. .
x
fix) =
+ 7r) = x + = 0, (x = 0).
Prove that tan (x tan provided that x =£ (« £) i\ where n
±1, ±2, . . . Show that the tangent function is strictly increasing on
Let#: R -> R and/i: R->R be defined by g{x) = xf(x) and
(— \ir, \tt) and that tan x •* + °° as x -> \tt — and tan x -* — °° as h(x) = x f(x). Draw graphs and prove the following.
2
(i)/is not continuous at the point 0.

(3) Show that the sine function is strictly increasing and continuous on
Qi)glS continuous at the point but not differentiable there,
— ?"> 5 7r ] ar| d image of this under the sine function
[ tnat { ' ie interval
(iii) h is differentiable at and h'(Q) = 0.
is [— 1, 1]. If we ignore the fact that the sine function is defined out-
side the interval [— \-n, |ir], the function we obtain therefore admits
an inverse function with domain [—1,1] and range [— \ti, \-n\ We .
call this function the arcsine function. Draw a graph of this function
and calculate D arcsin x for — <x <
1 1 . (Some authors use the
notation sin" x, but we prefer not to, since the sine function has no
inverse. The arcsine function is the inverse of the restriction of the sine
function to [— \-n, ^n]).
Discuss the arccosine function obtained as the inverse of the restric-
tion of the cosine function to [0, rr\ . Calculate D arccos x and explain
how the arcsine and arccosine functions are related.
(4) Show that the arctangent function, obtained as the inverse of the'
restriction of the tangent function to (— \tr, \-n), has domain U and
range (— j7T, \tj). Draw a graph and calculate D arctan x. Hence show
that
dx
Jo \+x 2 2'
+
(5) Suppose that /has a continuous derivative on R and that
x +y
/M+/O0 =/ \—xy
for each x andy such that xy <\. Prove that, for some constant C,
f(x) - C arctan x. By writing* =jc in the formula and considering
what happens when x -*• 1 , prove that arctan 1 = \n. —
Show that, for - <x<l.1
X X X
arctan x = x 1
K..
3 5 7
The gamma function 157
From (1) it also follows that, for |

x \ < 1,
17 THE GAMMA FUNCTION f(x)<j{\+x 2

+x*+...}
3(1 -x 22\")
Thus
1
rf n -"<*„+,<;
3{(2n + l)
2
-l} 12« 12(n+l)
1
It follows that the sequence (,d n —(12b)" } is increasing. In particular,
17.1 Stirling's formula
If ( a n ) and < b„ > are sequences of real numbers, the notation a n ~ bn d n -{\2n)-
i
>d l --h (n = 1,2,...)
means that
and hence the sequence < d n > is bounded below. Since < d n > decreases, it follows
that {d n ) converges.
* as n -+ ca
b„
1 .
Suppose that d n -* d as n -* °°. Since the exponential function is continuous at
every point, exp d n •* exp d as n •*. •*>, Let C = exp d then
17.2 Proposition {Stirling's formula) n\

U2 C as n -* °°.
nl~y/(2ir)n n n i/2
e-
n
.
n"n e- n
Proof Consider the sequence < d n > defined by It remains to show that C= V(2t)- We leave this as an exercise (exercise
17.4(1) and (2)).

dn = log «!—(« + j) log n+n.
We seek to show that (,d n > decreases and so we examine the sign of
1 7 .3 * The gamma function
dn -d n+l = -log(«+ 1) - (« + |) log « + (n + |) log (« + 1) — 1
defined on (0, °°) by the formula
The gamma function is
4 4-4^-' r(x) = J~*V -l <r*«a («>o).
the existence of the improper integral, we appeal to proposition 13.29.

2n + l |l+(2n+l)_1 To justify
In view of the inequality
But, for |jc|<1,

x x_1
the existence of the integral £ t ''e-'dt follows from that of £ f rfr, pro-
m =
1
îo g
i
1
+* -1
-x
vided that x > 0.
f*-*«-»<JSft**
Since r
x+1
e"'
(r>l)
fl
* as t -> + °°, we have, for some i/ >0,
2
r*°° x ~ 2
-1 and hence the existence of t
l
e~'dt follows from that of/,"*" f dr,
2*11 2 3 2 3
jc
2
xA x6
3 5 7
0) /7.4 + Exercise
In particular, f(x)>0 for U|< 1 and thus d„ ~dn+1 >0 (n = 1, 2, . . .).

t(l) Let /n = /f"
3
sin" xdx (n = 0, 1 , 2, . . .). Prove that < /„ > is a decreasing
Therefore <c/„> decreases. sequence of positive numbers which satisfies nl„ = (n — l)/n -2
(n = 2, 3, . . .).
756
158 Tlie gamma function The gamma function 159
x
Deduce thai n n\
fix) = lim (2)
„"'- x(x +])... (x+nY
hn as n -> °°.
follows from exercise 17.4(4, 5 and 6) that the gamma
1
function satisfies
It
the hypotheses of the theorem. Since a sequence can have at most one limit, we
^(2) With the notation of the previous question, establish the identities
can therefore conclude from (2) that/(x) = T(x) (x 0). >
(2n)\ n The proof of (2) uses the convexity of log / Suppose that s < f < s + 1 . Then
=0,1,...)
hn
(2
n
n\f 2
("
we may write t = as + (3 (x + 1) where a>O,0>Oanda + |3=l. Now
t = (a + 0)s + = s + (3 and so = t - s.
(2"«!) 2 follows that
(« = 0,1,...). From the convexity of log/, it
'2n*l
(2n+ I)!
log/(r) < a log/(x) + log/(s + 1)
Hence show C obtained in §1 7.2 satisfies C = \/(2n).
that the constant
T
(3) Let dn = log n\ - (n + j) log n+n. Show that the sequence fit) < imrm + o}"
{d n — (12«) increases but that the sequence (dn — (12n + 1) >
-l _1
>
decreases. Deduce that

= s^m = s<-*m. (3)
n\
g
l/(12n-H)^ <P vl2n <t<s + we also have — <s < Making appropriate substitu-
\/(27r)n"n V2 e- n Since s 1 , / I f.
tions in (3), we obtain

Hence estimate the error on approximating to 100! by Stirling's
formula. Is this error large or small compared with the value of 100!? f(s) < (t - ir**V(* ~ 1) - fr~
s
l) "'/(0- w
+
(4) Show that r(x + l) = xr(x)(x>0). Deduce that, fom = 1,2,3, ... Combining (3) and (4) yields the inequality
r(n + l) = b! (t-\y-sf(S )<f(t)<s'-

s
f(s).
'
(5) Prove that the gamma function is continuous on (0, °°). [Hint: If Now suppose that <x < 1 and that n is a natural number. We may take
0<a<a<.K<_)><£<|3, prove that, for some constant H which does s = n + and t = x + n +
1 1 . Then
not depend on x aty, \r(x) T(y) \<ff\x - —y {r(a) + x x
(6) Prove that the logarithm of the gamma function
| 1X0)}.]
(x + n) f(n + 1)< f(x +n + 1)<(» + D /(« + 1 )• (5)
is convex on (0, °°).
(Hint: exercise 12.21(6) and theorem 13.25.] From this inequality it follows that
x
(x + n) xn < (x + n)(x + n -
! 1) . . xf{x) <(n + l) n\
1 7.5" 1
Properties of the gamma function >+.x»+ .-n...v M < + i)',
The gamma function provides a generalisation of the factorial function
,^ ; (,
(see exercise 17.4(4)). Is it the only such generalisation?

This completes the proof of the formula (2) in the case when x < < 1
.
The
general case is easily deduced with the help of the functional equation
1 7.6* Theorem Let /be positive and continuous on (0, °°) and let its
logarithm be convex on (0, °°). If/ satisfies the functional equation f(x+l)=xf(x).
/(x+1) = */(*) (x>0)

and/(l)= l.then 17.7^ Exercise
+
/(*) = T(x) (x>0). (1) lfx>0, prove that
Proof The proof consists of showing that, under the hypotheses of the r« = log- dt.
theorem, for each x > 0, I t
1 60 The gamma function
+
(2) Prove that T(x) ~ yj(2n)x x'
x in e' x This
. is Stirling's formula for the
gamma function. [Hint: see theorem 17.6, inequality (5).]
*(3) Use L'Hopital's rule to show that
18 APPENDIX
log(l +z)-z
lim
z-»0
With the help of Stirling's formula for the gamma function, deduce
that, for all x > 0,
1
18.1 Introduction
(V«)/u(« +*>/«)• e ' as u
V(2rr)
In the preceding chapters a number of results were stated without
where proof. These results were referred to as 'propositions'. The proofs were omitted
from the main body of the text to avoid confusing the issue with too much
AM - j^-V. 1
detail. Instead we give the proofs here.
* (4) The beta function is the function of two variables defined for x > and
8.2 Bounded sets
y > by the formula
1
Proposition 2.3 A set S of real numbers is bounded if and only if there

B(x,y) =P'
J-*o
^-'(l-ty-'dt.
exists a real number K such that |
x \
< K for any xES.
Proof By exercise 1.20(1), \x <îf and only if If -K<x<K.

Check that the improper integral exists provided that x > and
- K
|
y > 0. Prove that, for a given fixed value of y > 0, B(x, y) is a positive,
|x < K for any x e S, it follows that K
|
is a lower bound for 5 and is an
continuous function of x on (0, °°) whose logarithm is convex on upper bound for S. Thus 5 is bounded.
Suppose, on the other hand, that S is bounded. Let H be an upper bound and
(0,-).
'(5) With the notation of the previous question, prove that, for a given fixed h a lower bound. Put K = max {| H I, h !}. Then I
value of y > 0, the function /: (0, °°) -*R defined by -K<h<x<H<K (xGS)
r( * + and hence x < K for any x G 5.
f(& = (x>0) | \
( y f B(x,y)
satisfies the conditions of theorem 17.6. Deduce that, for x > and 1 8 .3 Combination theorem
^>0,
Proposition 4.8 Let xn -» / as n * °° and y n * m as n -* °°. Let X and m
r«ro>)
B(x,y) = be any real numbers. Then
r(x+y)
(i) Xx n + p.y n -*\l + /t»i asn-*<*
T
(6) Use the previous question to evaluate T(j). Hence show that ('0 Vn -*lm as n-*°°
x
P~ x2' 2
dx = (iii) — — ->
I
as n -* °° (provided that m i= 0).
e~ V2ir.
yn m
Proofs o/0'O and (iii)
(ii) Since <x„) converges, it is bounded (theorem 4.25). Suppose that
!*„!<*(» = 1,2, 3,...). Consider
161
162 Appendix Appendix 163
\x n y n -lm\ = \x n y n -x n m+x n m-lm\ Taking (1) and (2) together, we obtain, for any r >R,
 (exercise 4.29(H)). Similarly

/ as « -o |
i.e. for any r >R,
| yn —m n -* °°. From proposition 4.8(f), z„ -*0 as/i -»•<». Hie result
|
-* as
\x mr -l\<e.
then follows from corollary 4.1 1.
(iii) Since y„-*-m as« -***, \y„ -> \m as« -*°° (exercise 4.29 (lii)). Since
| |
This does not conclude the proof since the subsequence <x mj_) will change as e
m # 0, m > 0. It follows from exercise 4.29(2) that we can find an N such
| |
changes. All we have shown is that, given any e > 0, there exists an infinite
that, for any n >N, collection of terms x n of the sequence < x n > which satisfy
\y n \>h\m\. |x„-?|<e. (3>
For n > N, consider With this information, we construct inductively a subsequence (x„r ) which
xn -* 1 as r •* °°.
X n_J_ 'nx n -yj satisfies
= Then there an «, such that - 1< Take
Take e 1 in (3). exists |
*„_ / 1 .
yn m my„
e = \ in (3). Then there exists an n 2 >n ,
such that |
x„ 2 - 1 < k- In this waY we
construct a subsequence <jc„ > which satisfies
< \mx n -y n l\.
m
By proposition 4.8 (i), mx n - y n l -* ml — ml = as n -* °°. The result therefore
l*n r -'l<7
follows from corollary 4.1 1
and hence x„ r -* 7 as r -* °° (sandwich theorem).
A similar argument shows that the infimum / of L also belongs to L.
18.4 Subsequences
Proposition 5.17 Any convergent sequence is a Cauchy sequence.
Proposition 5.13 Let (x n > be a bounded sequence and let L be the set Proof Let e > be given. Then £e > 0. If x n * I as n -* °°, then we can
of all real numbers which are the limit of some subsequence of (x n ). Then L has any n>N,
find an A' such that, for
a maximum and a minimum.
\*n-l\<te.
Proof The L
non-empty (Bolzano-Weierstrass theorem) and
set is
bounded (theorem 4.23). Hence L has a smallest upper bound/. We seek to show Equally, for any m > A^,
that IGL, i.e. there exists a subsequence (x
n > such that x n -*lasr-*°°. -l\ 0. Then je > 0. Since 7 bound of L, 1 — £e
L
Let e is the smallest upper is not
an upper bound of L. Hence there exists znlEL such that Thus, if m > N and n > N,
-I,
l>l>l-\e. \x n -x m = \ \x n -l + l-x m \
and therefore < \x n -l\ + \x m -l\<ke + he = e
|f-7|<ie. (i) and thus ix n ) is a Cauchy sequence.
Because / G L, we can find a subsequence < xm > which satisfies xm -* I as r -
bounded.
Proposition 5.18 Any Cauchy sequence is
Hence there exists an R such that, for any r >R,
Cauchy sequence. It is true that, for any e > 0, we
Proof Let <x„> be a
\xm — u<y. (2) can find an N such that, for any n > N and any m > N, x n
- x m < e. In parti- | |
for any n>Ni N

cular, this is true when e = 1 i.e. there exists an t such
,
that,
and any m>Ni. If I > 1 , we may choose e > so small that / -e> 1 .
Let < x„ r > be a sub-
sequence such that *„ r -> I as r -* °° (proposition 5.13). We can find an R such

\x n -x m \<\. r>R,
that, for any
Take m =N + t
1 . Then, by theorem 1 . 1 8, for any n>N lt
x„>Q-e)
\x n \-\x Ni + l
\<\x n -x Nitl |< 1
\>(l-e) n r-> + °°asr^°°.
\a nr
l*nl<l*JVll + !
Hence a„^0asn-» M (theorem 5.2) and thus S*-i a n diverges.
Now take
A' = max {|*i | 7
|x 2 1, . . . , \x Ni |, |*n,-mI + 1} 1 8.6 Limits of functions
and it follows that | *„ | < A" (w = 1 , 2, . . .).

Proposition 8.4 Let /be defined on an interval (a, b) except possibly
at a point g e (a, ft). Then/(*)

* I as * + g if and only if /(x) -Was* * | -and
1 8.5 Tests for convergence of series /(*)->/ as x->£+.
iVoo/ (i) Suppose that /(*) -» / as * -*•
|. Let e > be given. Then we
Proposition 6.17 {ratio test) can find a 5 > such that
Let S~= , a n be a series which satisfies
|/(*)-/|<e
lim
<n+l
= /. provided that 0<|*-£l<5.But£-5<*<£ implies that < * - % |< 5 I
(see §8.3). Hence | - 6 < * < g implies that /(*)

- 1< e. Thus /(*) * as |
/ I
If /> 1, the series diverges and, if / < 1, the series converges.

Similarly, % <*<g+5 implies that < * - g 1< 8. Hence ?<*<? + 5
Proof The text indicates the proof for the case / < 1 . If / > 1 , we may
I
-* g +.
take e > so small that —e> Then, for a sufficiently large value of /V,
implies that | /(*) -l\<e. Thus /(*) -* / as *
/ 1 .
(ii) Suppose that /(*) -* I as * -* % - and /(*) * I as * +g +. Let e > be
"N+2 given. We can find a 5j > such that | /(*) - < e provided that
/ ]
Kv-h
«n-l "n-2 g-5 <*<|. 1
>Q-e) n-N*l aN+i I

-*• + °° as M
Also we can find a 6 2 > such that /(*) |
- / 1 < e provided that
Hence a n j*Q as n -* °° and so 2~=i a n diverges.

£<*<g + 8 2 .
Proposition 6.18 (nth root test) Let 2„ =! a„ be a series which satisfies Let 5 = min {S, , 5 2 } . Then /(*) |
-l\<e provided that
lim sup |a n |
1/n
= /. £-6<*<£andg<*<g-6
i.e.
^-5<*<? + 5and*^?
If / > 1 , the series diverges and, if / < 1 , the series converges. i.e.
Proof Let x n = \a n |"". If / we may choose e >

< 1, so small that
0<|*-£l<5.
' + e < 1 . From exercise 5.15(4) it follows that we can find an iV such that, for Thus /(*)-* /as*-* |.
any n > N,
Proposition 8.12 Let /and g be defined on an interval except possibly
xn < +e I
* g and g(*) * m as * -» g and suppose
i.e. at £ G (a, ft). Suppose that f(x)-+l as *
\a n \ <(/ + £)". that X and n are any real numbers. Then
Since 2™=1 (/ + e)" converges, the convergence of E~=1 a n follows from the (i) X/(*) + pg(x) -> X/ + (WW as * *£
comparison test.
(ii) /(*)£(*) ^/« as* ^£
(iii) f(x)/g(x) -* l/m as x -* £ (provided w =£ 0). 5 8.8 Integration
Proof (i) Let <x n > be any sequence of points of (a, b) such that x„ =£ £ Proposition 13.4 is proved in §13.2.
(n = 1 , 2, . . .) and x„ -> £ as n -> <». By theorem 8.9, /(x„) -* / as n -* °° and
g(x n ) -* m as « + °°. By proposition 4.8(i) Proposition 13. 7 Let /be continuous on [a, b] and let c be constant.
Then
*/(*n) + Atf(*n) -* X/ + /im as « -> °°.
\\ {/(<)
+ c} dt = £ f{t) dt +c(h- a).
Appealing to theorem 8.9 again we obtain
X/(x) + Mf (*) ~* M + A"" as* •* f. Proof hztP= {yo,y\,y2, •

>y«} denote a partition of [a,b]. We
have
Items (ii) and (iii) are proved in exactly the same way. m\U+c) _
inf {f(x) + c}=c+ inf {/(*)} = e + m\ n .
y <x<y, j> <x<y,

Proposition 8.14 Let /, g and h be defined on (a, b) except possibly at
Similarly mj/ +c) = c + m^ (k - 1, 2, . . . >a). It follows that
£ G (a, b). Suppose that g(x) -* I as x -*• £, h (x) -> / as x •+ £ and that
g(x)<f(x)<h(x) s if+c) (p) m | mg* e\yk -yk_t )

fe=i
except possibly when X —%. Then fix) -* I as x -* §.
Proof Let < x„ > be a sequence of points of (a, £) such that x„ =£

£ n n
(n = 1,2, . . .) and x„ ->•
£ as n ->• °°. By theorem 8.9,#(x„)->/ as «-*» and = E wi'^fc-^fc-J + e Z (n-yfe-i)
fe=l fe=l
/i(*n) -> Z as n -* oo. Since g-(x„) </(x„) < /z(x„) it follows from theorem 4.10
that/(#„) -> / as n -* °°. Hence /(x) * / as x * £ by theorem 8.9. = S in (P) + c(b-a).
It follows that
18.7 Continuity
*c
\ {f(t) + c} dt = sup {S if \P)} = sup {S«\P) + cib -a)}
Ja p p
Proposition 9.3 Let /be defined on an interval. Then /is continuous
on / if and only if, given any x G / and any e > 0, we can find a" 5 > such that
n iP)}+
= sup {S<- cib -a) = l" f(t)dt + c(b-a).
p Ja
l/(*)-/O0Ke
Proposition 13.29 Suppose that function which continuous
provided thaty& /and \x— y <5. |
is a is
and non-negative on the open interval /. Suppose also that /is continuous on /
Proof If *€/ but not an endpoint of/ then the condition y G / and
is
and satisfies
I
x —y < 5 just the same as x — y |< 5 provided that 8 sufficiently small.
| is | is
The criterion given in the proposition therefore reduces to the assertion that |/(*)|<0(X) (xG/).
f(y) ""*/(*) as y •* x, i.e. /is continuous at x.
If the improper integral of (p over the interval /exists, then so does that of/.
Suppose that x € / and is a left hand endpoint of /. The the condition y G I
and x — y < 5 reduces tox<y<x + 8, provided that 5 is sufficiently small. Proof We consider only the case when / = (0, °°) and the integral
| |
The criterion of the proposition therefore reduces to/(^) ~*f(x) asy -*x +,
/ = P°° <t>ix)dx
i.e. /is continuous on the right at x. Similarly if x G/and is a right hand end-
point.
exists. Let
Propositions 9.4, 9.5 and 9.6 are entirely trivial consequences of the results
indicated in the text.
«n = f"
Jn-l
/(*)<**; bn=r
Jn-1
<Kx)dx (« = 1,2,...).
Then the series 2~=i b„ is a convergent series of non-negative terms (with sum /).
Also
Appendix Appendix 169
168
\a n \<b n (H = 1,2,...) we may deduce the convergence of the series
and hence 2"=1 a n converges by the comparison test, i.e. «(«-!) 2
N
I :
a„*o"
m = lim f f(x)dx
where Xo = *o — £•
= x —x For values of y satisfying < x — y <6, consider
exists. Given any X > 0, we may take N to be the smallest natural number satis- Put 5 | \. | |
fying N>X. Then

^— x î n =i [ r— X
where X = x — ? and F = y — if. We seek to show that A -* as Y-*-X. From
<&;v->-0as A7 -*- 00 .
exercise 3.11(2),
It follows that n v""

- nX n ~ = l
(Y"-
1
+Y"~2 X+ ... + YX"'2 + X"' ) - nl" 1
-x
lim f(x)dx = »?
f
= (Y"' 1 -X n ~ l
) + x(r n_2 - x"- 2 ) + ...+ X"-\Y- X).
as required.
But from each of these terms we can extract a factor of (Y — X). The right
hand side then reduces to the product of {Y — X) with the sum of \n(n — 1)
terms of the form X Y where r + s = n — 2 The number \n (n — 1 ) arises from
r s
.
1 8.9 Continuity and differentiation of power series

the use of the formula
Proposition 15.8 Suppose that the power series 1 +2+3 + .. . + (n - 1) = %n(n - 1) (example 3.9).
Since
fix) = £
n=0
«„(*-*)"
\X\ = |x-5l<|x -5l - *,, I
and m - ly-|KI*-tl + » » 1-Xbl
I
has interval of convergence /. Then its sum is continuous on / and differentiable we have
y n -z" nH
on / (except at the endpoints). Moreover -nJC n-I <-«(n-i}ijr i »|y-jfK
r-AT
Hence
f(x)= X mdx-HT'1
n=l
-
lAKir-jriJî^Ti
Proof Let the radius of convergence of the power series be R.
-+0as K-i-AT.
Suppose that Xany point of / other than an endpoint. We can then
is
find another point x of / so that x lies between £ and x and thus It follows that /is differentiable at each x in / which is not an endpoint and
[X-f|<|ar -||<fi.
/'(.*) = £ M#**.
n-1
-/?— x- ->
There remains the question of left or right hand continuity at the endpoints
-f—1-
£ x v„ of the interval of convergence /, if these happen to belong to /. A somewhat
more subtle argument is required to deal with this question which is the subject
From the formula of §15.1
matter of Abel's theorem quoted below.
l/n
n(n-\)
— = lim sup |a n l"
n
= lim sup Abel's theorem If the series Sfe =0 a k converges, then
K n~>°° n—*-°°
1 70 Appendix Appendix 171
T
lim £ akx
k
\
= £ ak . _ akx
k
- £ tffe <e.
k -° fe=0 ft=o
*-+l- {
fe=o )
Proof Let e > be given. Since the series 2 a k converges, its sequence This concludes the proof.
of partial sums is a Cauchy sequence. We can therefore find an such that, N

whenever k>m>N,
18.10 Stirling's formula
k completed in exercises 17.4(1 and
The proof of proposition 17.2 is 2).
Z a,
<r-
(4)
Abel's lemma (which is easily proved by induction) asserts that
+ vn .
J uh .
k-m k=m \\l=m k-m
We apply Abel's lemma with u k = ak and v k =x . Then
fe=m k=m
It follows that, for n > m > N and < x < 1
la k x k <0-*)"f \ex k + \ex n

k=m k=m -> a
3 (1 — x) 3 3
We may conclude that
I a k x' < (5)

k=N r-
Next observe that, for <x< 1
N-i ! j
£ akx
k - V ak such that, for any x satisfying
\-8<x<\,
N
t\a n \(l-x")<\e.
3
k=o
Given any e > 0, we have therefore found a 6 > such that, for any x satis-
fying 1 -5<x< 1
Solutions to exercises (1.8, 1.12) 173
2 = 5-3>4-l = 3
5 4
SOLUTIONS TO EXERCISES i.e. 5 > 12.
Note that the inequalities are false in spite of the fact that b >0 and
d > 0. On the other hand inequality (iii) is true when b > and d >
(exercise 1 .8(3)). However, if we take a =c=— 1 and b = d = — 2 in
inequality (ii), we obtain the false assertion
1 = (-l)(-l)>(-2)(-2) = 4.
• Exercise 1.8
5 We have, for any e>0,b<a + e and a — e < b. Since b < a + e for
1 There are three possibilities: x = 0, x > 0, x < 0. In the first case
any e > 0, it follows that b < a (example .7). Since a 0.x = 0.
e > 0, it follows that a < b. Hence a = b.
Rewrite the third possibility iii the form >x and apply rule IV. Then
= 0.x<x.x = x 2 In each casex 2 >0, 2
i.e.x >0 or 2 = 0.
.
6 Take x = (a + b)/2.
(i) We are given that <a< 1 . Since a > we may apply rule III. Then
= 0. a<a.a<l.a = a. • Exercise 1.12
If n an even natural number it may be expressed in the form n = 2k.
(ii) We are given that b > 1 . Since b > we may apply rule III. Then 1 is
2
= b.b>l.b = b. But then
b
x" = x 2h =
- (x
R 2
)
>0
2 Since bB >0,
for all of* (exercise 1.8(1)). Hence, if y < 0, x" = y has no
values
ff.fi
a.
= -.bB<-.bB = Ab
/4
(rule III),
solutions. The equation x" = has only the solution x = since x ¥=
o fi implies that x" =t 0. Uy > 0, our assumption about the existence of
We deduce that
nth roots assures of the existence of a unique x>0 such that x" = y.
But, since n is even, x" = y if and only if (— x)" =y. Hence the equa-
a{b + B) a* + flfi < aft + v46 = (a + 4)4 (rule II). tion has exactly two solutions, one positive and one negative.
Next suppose that n is odd. If y = there is no difficulty in showing
Since (6 + B)'
1
> and 6" 1 > (example 1.5), it follows from rule III
that
that*" =y has exactly one solution. Ifiy >0, there is exactly one
positive solution and this is the only solution because x < implies
a a +A .*" < when n is odd. If y < 0, we use the fact that z" = — y has one
b b + B' and only one solution and hence the same is true of (— xf = —y, i.e.
The second half of the inequality to be demonstrated is obtained simi-

x"=y.
larly.
3 Suppose that a >b

c> d. Then, by rule U,a+c>b + c and
and
b + c>b+d. c>b + d (rule
Hence a + I).
If b > and d > 0, we first observe that c > d > 0. Then, by rule
III, ac > be and 6c > W, Hence ac > M (rule I).
4 Substitute the values a = 5,b = 4, c = 3,d = 1 in inequalities (i) and

(ii). We obtain the false assertions
7 72
Solutions to exercises (1.12, 1.20) 1 75
/ 74 Solutions to exercises ( 1. 12
2 (i) 8
2' 3
= {(2
3 2
)
}" 3 = 3
{4 }"
3
= 4 ax
2
+ bx + c>c -\b 2 a' x
1
1/3 I .
1
\ 1/3
with equality when lax + b = 0, i.e. x = —bjla.
(ii)27
-4/3
= 3 4
_1_
27' 81
P ) J
5 Apply the Cauchy-Schwarz inequality using the numbers \Ja\,\Ja 2 ,
6/s 5 6 1/5 6
(iii) 32 = {(2 ) } = 2 = 64.
l/y/a„. We obtain
. ,\Jan and 1/Va,,
. . . - • ,
3 We take for granted the truth of (i), (ii) and (iii) in the case when r and
= + V<* n -j—
n2 I y/ai . —r- + •
s are integers. To prove the results when r and s are any rational num-
bers, it is helpful to have available the following preliminary results in

which m and n denote natural numbers: <(ai +a 2 + ...+a n ) \a,
-+J+... +-
a 2
m ,/n
= Vn m (b)0 1/m )"" = y umn Un Vn = Vn
(a)O ) (y )
(c)y z (yz)
and the result follows.
To prove (a), observe that
= (y" n ) mn = ")"} m = ym
I 4+2 Z
"")"*}" 1/
{(}> {(y 6 t= kk + Kf = ah b k + I 6?
k=i fe=i fc=i
v ") m m fe i
and hence (y is the unique positive solution ofx" = y , i.e.

n 1/2 / „
n \l/2
= (y™) '". To prove (b), observe that
1 n
(y »/»)"•
1/m 1/ m " = Vm /n n m = (y" m m = fc=i \fc=i / \fc=i / fe=i

"} y } }
{(y ) {{(y ) y
(Cauchy-Schwarz inequality)
and hence (y Um ) Vn is the unique positive solution of x
mn = y. To
prove (c), observe that
+
{y"»z >•'"}" = (ytoftfi-f = yz LI U.«)
Vn vn =3 and suppose that (xj,x 2 ,x 3),
and hence y z is the unique positive solution of x" =yz. Consider, for example, the case n
We may now prove (iii), (ii) and (i) in the general case when r = pjm (y lt y 2 ,y 3) h z 2 ,z 3) are the co-ordinates of the vertices of a
and (z tri-
and x = qjn (p and q integers). angle in three dimensional space. The length of the side joining the firs',
yz = ry)" m (zp ) ,/m = &zffm

r two vertices is given by
(iii) ov) "" 1
=
\l/2 1/2
= m =
(yzf' (yzf
£ (x k -z k +z k -y k ?
p 1/m Vm fe=i fe=i
[,'
00 Iff = {{(y ) ]°}
1/"
= {l(y
p
)"} }
l,n
= lyP-y""" 3
1/2 U/2
_
— „pq/mn _
— ,JS8 <
> >"
fe = l
(J) y
r+s = y(P" + f")/mn _ r„pn qmil/mn _ (ypnyimnf qm\Vmn
• Exercise 1.20
= yP""y<"" = y^
1 We first show that \a\ 0 and — <a—a. 1 .1
x - < 0. and therefore

(3
- a)(x - 0) > 0. When *>/3,x-a>0 (a: Hence a <6 and — a< b, i.e. a >— 6. It follows that -fc< a < 6.
and x — > and therefore (* — a)(x — > 0.
(ii) Suppose that -b<a<b. Then a < b and -a < 6. Since, for
(3)
each
'Complete the square' as in § 1.10 to obtain
a, |a| = a or \a\ = —a, follows that \a\ < b. it
ax
2
+ bx + c = {(2ax + b)
2
- (b
2
- 4ac)}/4a.
2 2 From theorem 1.18,
Since (2ax + b) >0,
1 76 Solutions to exercises (1.20, 2.10) Solutions to exercises (2.10, 2.13) 1 77
\c-d\>\c\~\d\ I
equivalent to % + 5 >x > g -5. But ft - 5, % + 5) =
{x:£-5<;c<£ + 6}.
and
\c-d\ = \d-c\>\d\-\c\ = -{|c| Idl}. 3 (i) (0, 1): bounded above; some upper bounds are 100, 2 and 1 ,
the
smallest upper bound is 1 no maximum.

Thus, - {kl - \d\) < k - d\ < {kl - \d\} and the result follows from
;
exercise 1.20(1). (ii) (— °°, 2] : bounded above; some upper bounds are 100, 3 and 2; the
smallest upper bound is 2 and this is also a maximum.

3 Only (iv) is not immediate. We have
(iii) {—1,0, 2, 5}: bounded above; some upper bounds are 100,6 and
d(x,y) = \x—y\ = \x — z + z — y\ < \x — z\ + \z — y\ 5; the smallest upper bound is 5 and this is also a maximum.
= d(x,z) + d(z,y). (iv) (3, °°): unbounded above.
(v) [0,1]: bounded above; some upper bounds are 100, 2 and 1 ; the
4 Suppose that r + s\/2 = t, where t is rational. Then, provided s ¥= 0,
smallest upper bound is 1 and this is also a maximum.
vi - £=. — 10, - 1, and 0; the

5 4 (i) (0, 1): bounded below; some lower bounds are
largest lower bound is 0; no minimum.

But the right hand side of this equation is a rational number (why?) and
so we have a contradiction. (ii) (— <*>, 2\. unbounded below.
{—1,0,2, 5}: bounded below; some lower bounds are —10, —2

5 We are given that a= r + s\/2 satisfies the equation ax
2
+ bx + c = 0.
(iii)
and — 1 ; the largest lower bound is — and this is also a minimum.

1
Hence
(iv) (3, °°): bounded below; some lower bounds are — 1 0, 2 and 3 ; the
a(r + sy/2) 2 +b(r + s\/2) + c =
largest lower bound is 3; no minimum.
2 2
{ar + 2as + br + c} + {2a + b}s^2 = 0.
(v) [0, 1] bounded below; some lower bounds are — 10,-1 and 0;
:
Since a,b,c,s and r are rational, it follows that (2a + b)s = 0. Thus largest lower bound is and this is also a minimum.
a(r - sy/2) + b(r - sy/2) + c =

2
{ar
2
+ 2as
2
+ br + c)
5 {3,4}.
-(2a + b)s\/2 =
6 Take y = \x. No m e (0, °°) can be a minimum because \m is a smaller
and so & = r—s\/2 is also a root of the equation.
element of the set. \
6 Suppose that m = 3n Then m divisible by 3 and hence m

2 2
.
2
is is
• Exercise 2.13
divisible by 3. (Try m = 2k + or m = 3k + 2.) Hence m = 3k. But
1
then 9&
2 2
= 2
2k = n and so n is also divisible by 3.
3n , i.e.
2 1 Since B= sup 5 is an upper bound for S,x<B for each x G S. But
S C5 means that, for each x G S it is true that x^S. Hence x < B
Suppose that m = 2n 3 Then m 3 is divisible by 2 and hence m is
3
.
,
divisible by 2. (Try w = 2k + 1 .) Hence m = 2&. But then 8A: = 2n\

3 for each x G S Thus B is an upper bound
. for S and therefore at least
3
i.e. 4£ = « and so n is also divisible by 2.
3 as large as the smallest upper bound sup S , i.e. sup S < B = sup S.
• Exercise 2.10 2 The proof is very similar to that of theorem 2.12. Let B = sup S and let
False true true

T= {x + % x G S). : Since x < B for any x G S, it is true that
1 (i) (ii) (iii) (iv) false (v) true.
% +x < \ + B for any x G S and hence that % + B is an upper bound
for T. If C is the smallest upper bound for T, it follows that C<%+B.

2 By exercise 1.20(1), || -jc|<5 if and only if -5 <£ -x<8. This
On the other hand, y < C for any y G T and therefore y — | <
C— %
last inequality is equivalent to 5 >x — £ > — 6 which is, in turn,
1 78 Solutions to exercises (2.13) Solutions to exercises (2.13, 3.6) 179
for any y G T. Since S= {y — £ :y G 7"}, it follows that C—£ is an If/ is an open interval other than R or then £ can be taken as its
upper bound for S and therefore that B < C — £. supremum or infimum (at least one of these must exist).
We have shown that C< £ + B and O
£ + 5. Hence C = £ + tf
6 We may assume that the sets S and Thave no elements in common
3 Let B= sup 5 and let 7" = {— x
< 5 for any x G 5 it is : x G 5}. Since x (otherwise the problem is trivial). With reference to the given 'hint', the
true that — x > —B for any x G S and — B a lower bound hence that is set To is not empty because t GT . The set T is bounded below by s.
for T. If C is the largest lower bound for T, follows that C > —B. it Let ft = inf TV
On the other hand, y C for any y G 7" and therefore —j> < — C for
~5*
any 7 G T. Since 5 = {—y :y&T), it follows that — C an upper is
bound for S and therefore that —OB. f I huh m il i
*
We have shown that C > -B and C<—B. Hence C = -5. To
To obtain the required analogues, consider a non-empty set 7" which
isbounded below and then apply theorem 2.12 and exercises 2.13(1) If ft ^ T, then ft G S. But ft is at zero distance from T by exercise
and (2) to the set S = {- x x G T). We obtain : 2.13(5ii) and hence we have found a point of S from T. at zero distance
If ft G T, then ft > s and the interval (x, ft) is a non-empty subset of 5.

(i) inf $x = | inf x (£>0)
i£r x et Hence ft is a point of T at zero distance from S.
(ii) If J C 7\ then inf T >MT • Exercise 3.6

(iii) sup (— x) = — inf x. 1 We have
x&T xGT
4 (i)l (ii)2 (iii) 1 (iv) 0. n n
all n G (^ and therefore 1 is an upper bound for S. Suppose

for that
5 (i) The set /J = {|| -x| :x G 5} has as a lower bound. If £ G 5, then — ft, where > 0, is a smaller upper bound. Then, for all n G f^,
1 ft
is a minimum for D. Exercise 4(iv) provides an example for which

tf(£,S) = Obutt£S.
l--<l-ft
n
(ii) Let £ = sup S. Then |£ -x| = % -x for each x G 5. We therefore
have to show that no ft > is a lower bound for the set
D = {£— x :xGS}. If this is false, we can find an h > such that n
% -x > h for x G S. But all then x <%-h for all x G S and hence
-\
£ — ft is an upper bound for S smaller than the smallest upper bound. ' ?<
1
If £ = inf 5, consider instead d{~ I, T) where T= {-x :x G S}. ft
and hence ft"

1
is an upper bound for N. This is a contradiction and
(iii) Since / is an interval, | $ / implies that £ is either an upper bound
therefore 1 bound for S.
is the smallest upper
or a lower bound for /. Suppose the former. Let B be the smallest upper
The set S has no maximum. For no n G [^ is it true that
bound of/. Then B G / because / is closed. Given any x G /,
||—#| = %~x = S-B+B-x = $-B+\B-x\. h-1 =

1.
Hence, by exercise 2.13(2),

2 Suppose that S bounded above. Then it has a smallest upper bound B.
x es
»— x|
inf = £-fi+
% inf
* 4s
\B-x\
is
G N
Since BX' 1
cannot be an upper bound, there exists an n such that
and therefore d(|, 5) = £ - £ + d(B, S). But £ - B > 0, t/(Z?, S) >

X">BX' 1
and d(t, S) = 0. It follows that £ = 5 and hence £ G /. Similarly if £ is
a lower bound for /. X"* l >B.

180 Solutions to exercises (3.6) Solutions to exercises (3.11) 181
I
Hence B is not an upper bound for >*> and we have a contradiction. Exercise 3.11
It is clear the is a lower bound for T. Suppose that h is a larger 1 (i)Lets„= + l + n 2 and let P(n) be the proposition that
2
+ 2'?
2
. . .
lower bound (i.e. h > 0). Then, for any « S fsj,

s„'= ««(« + 0(2n + 1)- Theni'(l) is true because s, = 1 and
£l(l + 1)(2 + = We next assume that P(n) is true and try and
xn
1) 1
>h .
deduce thatPî + 1) is true.

l\" 1
sn + , = l
2
+2 2 +... + n 2 +(n+l) 2 = sn + (n+l) 2
2
= \n(n + l)(2n + 1) + (n + l) (assuming P(n) true)
It follows that the set S = {(llx)":n G M} is bounded above by h' 1 2
which contradicts the first part of the question.
= K» + l){«(2n + 1) + 6(n + 1)} = l(n + 1)(2« + In + 6)
= l(n + 1)(« + 2)(2« + 3) = l

6 m(m + l)(2m + 1)
3 Let S be a non-empty set of integers which
bounded above by B. is
Since F*J is unbounded above, we can find an n G N such that n> B. (m=n + 1).
The set T~ {n— x:x£ S} is a non-empty set of natural numbers and

Let s n = l + 2 +
3 3 3
(ii) +n . . . and let P(n) be the proposition that
hence has a minimum m (theorem 3.5). The integer n — m is then the andjl 2 (l + 1) =
= 2
sn = kn 2 (n+ l^.ThenPO^s true because s, 1 1.
maximum of the set S.
and deduce that P(n + 1) is
We next assume that P(n) is true and try
Similarly if S is bounded below.
true.
4 Since N is unbounded above, there exists a natural number n such that s n +i = l

3
+ 2 3 +... + « 3 + («+l) 3 = s„ + («+l) 3
n>(b —a)" Otherwise (b —a)~' would be an upper bound for f^. Let
1
.
= \n
2
(n + l)
2
+ (n + 1
3
(assuming P(n) true)
)
m be the smallest integer satisfying m>an. Then m — < an. Hence 1
2
= $n + 1)V + 4n + 4) = |(« + $\n + 2) .
m m
a < — and — < a + — < a
1
(b-a) = b
n n n
2 Let P(n) be the assertion
as required.
1 +x + ...+x" =
1 -x
5 Suppose thatm &S. Then \{tn + I)G5and^(m + \)>m. Hence m
cannot be a maximum. Similarly m cannot be a minimum. Provided x ¥= 1 , this is clearly true when n = 0. Assuming P(n) is true,
It is obvious that S is bounded above by 1 . Suppose that H 1 -x n+l

(0 < H< 1) were a smaller upper bound. By exercise 3.6(4) we could 1 +x+x 2 + .. + x n +x n * = ,
.
1 -x \
find a rational number r such that H<r<\. But then r would be an
+ +
element of S larger than//. Thus 1 is the smallest upper bound. l-x" ,
+x" 1
-x r
A similar argument shows that is the largest lower bound. l-x

n+2
1 -x
6 We know that all numbers of the form r\j2 are irrational provided r is
\-x
rational and non-zero (exercise 1 .20(4)). By exercise 3.16(4) we can
find a rational number r such that and therefore P(n + 1) is true.
The second formula of the question is obtained by writing a- =a/b.
(Note that, if a =b or b = 0, the formula is obviously true.)
and hence a < r\j2 < b. (If r happens to be zero, locate a second 3 Suppose that P(!-) = 0. Then
rational number s satisfying <s\J7 < b.)
P(x) = P(x)-PQ)
n -
= a n {x -% n ) + a n . l
{x"-
i
-% n )+ i
...+ ai {x-%).
182 Solutions to exercises (3.11) Solutions to exercises (3.11, 4.6) 183
By the previous question we have _n+I -sts + 6"

= a" z + ,
6*
fe-l -L „&-2 - l) si \s-l
x*-r = (*-£>(•* s
l-fc-2 J.
+r f-fe-1
li1 /« + n+ 1 -slS
= z
s=
where Fk _ t
(x) is a polynomial of degree A: — 1 . It follows that
as required.
/>(*) = (* -©WW*) +«B -1 Fn _a €>c) + • • • + «,} = (a- -$)8(x).
We apply this result to the second part of the question and obtain, in 5 Suppose there number k for which P(k) is false. Since
exists a natural
= (x — li)2i(x) where Qi(x) of degree n — the set {2" n e M} is

unbounded above, we can find an = 2 N > k. M
the first place, P(x) is 1
:
Then = P(% 2) = (£2 - f OGi(h). Since ? 2 # | b follows that it

Now put S = {n i>(") is false and n < M). This is a non-empty set of
:
natural numbers which is bounded above. From exercise 3.6(3) it has a

Qi{% 2 ) = and hence that Q (x) = (x - % 2 )Q 2 (x) where Q 2 (*) is of
t
degree n — 2. ThusP(x) = (x — £i)(x — % 2 )Q 2 (x). Next consider £ 3 and maximum element m. The assertion P(n) is true for m < n < and M
so on. hence P(m + 1) is true. But P(m + 1) implies P(m) and hence we have
a contradiction.
B! «!
+ -
6 From exercise 3.11(2),

r-lJ r!(n-r)! (r- !)!(« -r + 1)!
-2
a
"- b " = (a-b)(a"-
1
+ an b + ...+ab"- 2 fr""
1
).
H!
£ 1
(r-l)!(n-r)! Ir n-r+1 Hence, if a >b >0,

n\ +1 n a" -6"
nb" < <na"
(r-l)!(n-r)! r(n-r+ 1) a-b
fe + 1)1 /« + l\ Therefore,
r!(«-r+ 1)!
Let P{n) be the assertion that
If x > y, the result follows on writing a = x 1 '" and b =y 1/n . If
+ b)"= \a- r r Vn
(a I
r=0
\ b .
.v<^,writea=>' "and6 ,/
=x .
Clearly P(l) is true. Assuming P(n) is true, • Exercise 4.6
(a+Z>)"
+1
= (a + b)(a + b) n 1 Let e > be given. We must find a value of A' such that, for any n >N,
2 -\
\
n
= + -1 <e.
a
(r=0
z s:K'»'
a b b
n 2 +l
But
= £ f a »-v+ i(V~ * r r+I
-
- n 2 -\
r = n\>- 2
«2 -l
-1 = 1
We replace r by s in the first sum and replace r + 1 by s in the

2
n + 1 n +\ n
2
+\
second sum. Then N such that, for any n>N,
and so we simply need to find an
(a + b)n
* 1 = £ I
+1
U""' 6'+ I 1
* <e
"J*""** ,7TT
-
i.e.
184 Solutions to exercises (4.6, 4.20)
Solutions to exercises (4.20 185
2
n + 1 > 2/e. x+x" x +
as n
Choose N = (2/e) 1/2
. Then, for any n > N, 1+x"^ +0 1
n 2
+ \>n 2
>N 2
= 2/e. Next suppose that x > 1 . Then x " + as n -* °°. Hence
We have shown that, given any e > 0, we can find an /V (namely x+x" x.x~" + l + 1
asn
(2/e)
1/2
) such that, for any n >N, 1+x n x'"+l 0+1
n2 -\ This leaves x= 1 and x = —\ giving
2
-1 <e.
n +l 1 + 1" -1 +(-!)"
= 1 and n
Thus 1 + 1" * 1 +(-l) '
2
n -l The latter expression is not even defined for odd n. Hence
lim 2
= 1.
n +l 1 (x> 1)
x+x"
2 Let e > be given. We must find a value of TV such that, for any n >N, lim x (— 1 < < jc 1
»\l+x n
1 (*<-!).
7" Q <e
i.e.
« r >l/e.
We choose N = (1 /e) 1/r . Then, for any « > TV,

n
r
>N r
= 1/e limit
undefined

3 We have
3 Let e > be given. We must find a value of N such that, for any n > N, (V(n+I)-V")(V(n + l)+Vn)
-\l\<e.
0<V(«+ i)-V« =
\\x n (V(«+l)+V«)
If X = there is nothing to prove. We may therefore assume X # 0. We n+l-n 1
-*-°°
as«
are given that xn -* I as n -> °°. Since e/|X| > it follows that we can V(«+l) + \/n V"
find an N such that, for any n>N, (see exercise 4.6(2)). It follows from the sandwich theorem that
\x n ~l\<el\X\
i.e.
V(h + 1) — V" "* as n •* °°.
X
4 Let N be the smallest natural number such thatN>x. Then, for n>N,
|Xx„-X/|<e.
x" X X X X X
This completes the proof. " T'2'N—l'N'"N
n~\
i! 2 N-l N
I
,v-i / \n-N+l
• Exercise 4.20 X IX
3 2
n + 5n +2 1 + 5/T 1
+ 2n~ 3 1+0 +
1 -
as n •* °°.
s
2n +9 2 + 9n" 3 2 + Since x/N < 1 , (x/N)" -* as « -* °° and the result follows from the
sandwich theorem.
2 First consider the case when |x|< 1 . Then x" •* as n -><». Hence
186 Solutions to exercises (4.20, 4.29"J Solutions to exercises (4.29) 187
a+1 — — 0| = —
5 Suppose that (1 + l/») 1*| > 1 for all n e N. Then But \\x n /| \x„ 1\ and so what has to be proved is just
the definition of x n -* / as n -* °°.
n \x\ (ii) By exercise 1.20(2),
for all « S PiJ and this is a contradiction (see example 3.4). Hence, for ||.x n |-|/ll<U„-/|
some We W, * °° by the sandwich theorem.
and hence \x n -* \ |/| as n
a+ 1
(1 +UN) \x\<l.
If x ¥= 0, consider the expression

2 For any e > 0, there exists an N such that, for any n>N,
a+l
+1
x +
iOr-H„n
(n+lf l l*B -l|<e.
I
1*1.
n a+1x n n i.e.
Un>N, /-e<^:„</ + e.
a* + a* > 0, then
+ xn 1
xn
1
when e "»|l (for an
l
$n l) \<:\n \.
Since this is true for any e it is true
appropriate value of N, say W = A^). For « > TV, we therefore have that
It follows that, for n>N,
\n
a+i
x n \<\Na+1 x n \.
xn >l~\l - R
We conclude that, for n>N, 3 (i) Let // > be given. We have to find an N such that, for any n>N,
T>H.
1/iVK-UV'Q+l^jVl
« G M} is unbounded above (exercise 3.6(2)), there
Since the set {2" « :
JV6 N N >H. If n >N, then

and thus n°x" * as n -» °° by the sandwich theorem. exists an such that 2
2">2 N >H
6 We wish to prove that
and the result follows. (Alternatively one may appeal to the inequality
2" >n {n > 1) which is easily proved by induction.)
This inequality equivalent to
is
(ii)H> Let be given. We have to find an N such that, for any n>N,
n n* 1
(n + $ <n -s/n<-H
i.e.
i.e. y/n>H
(i) i.e. n>H 2 .
We may therefore take N = H2 .
But we know from example 4.19 that

(iii) The sequence <(— l)"n) cannot converge because it is unbounded.
i + <3 It cannot diverge to + °° because its odd terms are all negative. It can-
not diverge to —°° because its even terms are all positive.
for all n € H, Hence (1) holds provided 3 < n.

4 (i) Suppose that xn •* as n * °°. Let H > be given. We have to find
• Exercise 4.29 an N such that, for any n >N,
1 (i) Let e > be given. We have to find an N such that, for any n>N, \/x n >H.
||x„-/|-0|<e. But H' > 0.
1
Since xn -* as n -* °°, we can therefore find an N such
1 88 Solu [ions to exercises (4. 29, 5. 7) Solutions to exercises (5. 7) 189
that, for any n>N, Next consider
xn = fx.-OKJT xn = xn
1
xn + l X„ + k.
i.e. \lx n >H. But*?,— x„+k< because a <x n °°,
Since Cc„> decreases and is bounded below by a, it converges.
one simply has to reverse the above argument.
Suppose that x n -* / as n -+ °°. Thenx n + 1
->-/as« ^-°°. Butx n + i =
x„ + k and so
5 Let H> be given. If Cx„) unbounded above, there exists an N such
is
that xN > #. If (x n ) increases, then, for any n >N,x„ >xN > H. It I = I

2
+ k.
follows that xn -* + oo. Similarly in the case when 0c„) decreases and is
= aotl = b.
This implies that l But b cannot be the infimum of the
bounded below.
sequence (x„> because it is not a lower bound. Hence / = a.
6 Suppose there a value of n GN for which no x G S can be found
is
3 It is easily shown by induction that k > x„ > (n = 2 Observe
satisfying |£
— x\< 1/h. Then 1/n a lower bound for the setis
1 , , .
. .).
that
D= {\%—x\:xGS} which contradicts the assertion that dQ, S) = 0.
That x„ -* i- as w -» °° follows from || — jc„| < l/« (« = 1 , 2, . . .) be-
cause of the sandwich theorem.
l n+ X n -1 —
l
l+X n l+*„- 2
If £ = sup S, then from exercise 2.13(5ii) rf(|, 5) = 0. It therefore
k(X„-2 x n)
follows from the first part of the question that a sequence Cc n > of
points of S can be found such thatJ£ n -» £ as « -» °°. (Note that the
terms of this sequence are not necessarily distinct.) Hence x n+i —x n . 1
has the opposite sign tox„.. 2 — xn . It follows, using
If S is unbounded above, then, given any n GH, we can find an an induction argument that one of the sequences <x 2n ) and <x 2n _j>
x n G S such that* n > n. Hence x n -> + °° as n -> °°.
increases and the other decreases. (In fact (x 2n -i) increases ifx 3 >*i
and decreases if -X 3 < x t .)
• Exercise 5.7 That both sequences converge follow from theorem 4.17. Suppose
1 Suppose that « 1/n -> / as n * °°. It follows from theorem 5.2 that that x 2n •* I as n -* °° and that x 2n - 1 "* W as n -* °°. Then
1/2n
(2rt) -<-/asH-°°. k k
1 = m
2n * 1 +m' l+l
But 2" 1 as n -* °° (example 4.14). Thus n v2 " -> / as n -* °°. Hence
I + Im = k; m + Im = k.
It follows that / = P. Since / > 1 , we deduce that / = 1 It follows that / = m and that 2 + = k as required. The conclusion
I /
about Ct,,) is that xn -* I as n -> °°.
2 We prove that a<x n < bby induction. It is given that a < 1 < b. If
we assume that a < x n < b, follows that it 4 If <a< 6, it is easily seen that the geometric mean G = V(a&) (see
1
example 3.10) and the harmonic mean//= {\(\ja + 1/6)}" (see
x n+1 —a = x% + k—a>a — a + k = 0.
2
exercise 1.12(5)) satisfy
Similarly
a<H<G <b.
xn + s -b =xl+k-b<b 2 -b + k = 0.
We
f
On x n _, <^ n _
are given h= x i<yi= 1. the assumption that 1,
Hencea<x n+ < , b. (Note that the condition < k <$ ensures that x n-l< x n<y n -l
the quadratic equation x2 — x + k = has two real roots and that these
are both positive.) because xn is the geometric mean ofx n _, andj'n-!. Further
190 Solutions to exercises (5. 7) Solutions to exercises (5. 7, 5.73^ i9/
xn <y n <y n -i It follows that -the sequence is convergent since it increases and is
bounded above. Note that the limit is positive since 1 + y/n is positive
because y n is the harmonic mean of x n and y n -j. It follows by induc-
tion that x„_i <x n <y n <y„. (" = 2, 3, . . .).
when n is sufficiently large.
l
The sequence and is bounded above by y% — 1. The

(x n ) increases
sequence (y n ) decreases and is bounded below by Xi = \. Hence both 6 From the previous question we know that the sequence
sequences converge. Suppose that x n -* I as n -* °° and y n -> m as n -> ° x2
]
Then ~n 2
I
2
= Im converges to a positive limit /. It follows that positive numbers a and b
can be found such that
m 2 \l m /
Both of these equations yield I = m.

for sufficiently large values of n. Hence
5 As in example 4.19 we apply the inequality of the geometric and arith-
metic means with ai — Ot — . . .— fl„-i = (1 +>'/(" — 0) an d a n = 1 • <4 '"

Then «""<H"H"
. (n-l)/n The result then follows from the sandwich theorem and example
y (»-l)(l+K« -!)-')+! _ L Z\
II < + 4.14.
n-\ n \ n
Hence • Exercise 5. 15
For the sequence <(- 1)"(1 + l/«)> the set L = {- 1, 1}. Observe that
£T4+i
1
2n
(-l) (l + l/2n)-> 1 as >?->•«•
This analysis is only valid if a u a 2 a n are non-negative numbers 2" -1

, . ,
(_1) (1 + l/(2«-l ))-*•-! as«-*-°°
and hence we have only shown that the sequence increases when
and the sequence possesses no subsequences which tend to a limit other
+ y >0 i.e.n>\-y. than or — 1 It follows that
1 1 .
n-l
(i) limsup(-l)"(l + l/«) = 1 00 lim inf (- 1)"(1 + l/«) = -1.
As in example 4.19,
1+
4"
nj
<1+w+ a2!
+ ... + fi£.
n\
(2)
Note
sup (-1)"(1
that
+ 1/n) = (-1) 2 (1 +i) = I

n > 1
Since there exists an N such that, for any n>N,
inf (-1)"(1 + 1/n) = (-l)l (l + 1/0 = -2.
n > 1
ff<6 2 Observe that every rational number in the interval (0, 1) occurs infinite-
we may obtain from (2)
ly often as a term in the given sequence.
1 _/»•»" + !
iJV
r •& Let x £ [0, 1 ] By exercise 3.6(4), a term /•„_ of the sequence can be
found such that
x-\<r„<x+
.
1.
<C+ 33— <C+2
A term r„, with n 2 >«i can then be found such that
where Cis a constant.

192 Solutions to exercises (5.151 Solutions to exercises (5.15, 5.21) 193
x-\<rn <x + \. x nr <Mn

Continuing in this way we construct a subsequence <r„
fc
> such that and hence KM
by theorem 4.23. From theorem 4.23 again it follows
n
that / < M
This is true for each / e L and so /"< M.
.
From exercise 5.1 5(4) we know that, given any e > 0, we can find
an n such that, for any k > n,
and hence r„ fc -* x as k •* °° by the sandwich theorem.
xk < 1+ e.
3 The hypothesis of the question implies that Ce n ) contains a subsequence Thus /"+ e is an upper bound for the set {x k k : > n} and it follows that
all of whose terms
theorem,
are at least as large as b. By the Bolzano- Weierstrass
subsequence in turn contains a convergent subsequence
this
M<M n <l + e.
<x„
r
>. Suppose that x„ -* I as r °°. Since x„ +
b (r = 1 , 2, .), it > . .
Since this is true for any e> 0, M < /"(see example 1 .7).
follows from theorem 4.23 that

r
/ > b.
r
We conclude that M= /
i.e. lim I sup x k \ = Urn sup xn .
4 Suppose it is false that, for any e > 0, there exists an N such that, for n->°°\h > n ) n -* «
any n >jV, x„ < /"+ e. Then for some e > it is true that for each A'
we can find an n>N such that x n > 1 + e. From exercise 5.15(3) we • Exercise 5.21
can then deduce the existence of a convergent subsequence with limit 1 If«>m,
/ > /"+ e. This contradicts the definition of /"(see §5.12).
The corresponding result for Hs that for any e > 0, we can find an
\x n —x m < \x n - X„-i +
\ I
\x n - 1 -x n . + 2 \
. . . + \x m+l -x m \
A' such that, for any n >N,x n >/ — e. <,a n -1

+ a"' + 7
. .. + am
1-a"
5 Suppose that [ =1= 1. Let e > be given. By the previous question we = a" <
can find an A'i such that, for any n>N 1 -a 1-a
t ,
xn < + e. I
(3)
Given e > 0, choose N so large that, for any m>N,
_m
We can find an N2 such that, for any n>N2 , <e (Example 4.12).
1 -a
l-e<x n .
(4)
The result then follows.
Take N = max {#,, N2 }. Provided n > N, inequalities (3) and (4) are Exercise 4.20(3) provides the example y n = \/n (n = 1 , 2, . . .).
true simultaneously. Hence, for any n >N,

I - e < xn / as n -* °°.
That x n -* I as -* °° implies I = 1 = 1 is Next observe that

n trivial.
To prove the last part of the question one only has to note that, if x n + 2~ x n + l ~ X n + \X n —X n+i = JC n + i(X n — X n + i)
m is the limit of a convergent subsequence, then / <m< I.
Xn +
\X n *2 Xn + i \
— l
|A„
\X n —XA nr + n
The sequence <Mn ) decreases because we supremum at
are taking the
Xn+2 ' Xn+l
each stage of a smaller and smaller set. Any lower bound for Cc n > is also
a lower bound for <Af„>. It follows from theorem 4.17 that <M„> con- < \X n -Xn+ll
a +b
verges. Suppose that n -+M as n M -* °°.
Suppose that x n -*lasr-+°°. Then, for n T > n. It follows that

194 Solutions to exercises (5.21) Solutions to exercises (6.26 195
, \n-l
• Exercise 6.26
|x n + 1 -*„|< \X 2 — Xy\
a +b 1 We have
and so we may proceed as in the previous question. 3rc-2 1 5

= +
n(n + l)(« + 2) n m + 1 n +2
i It x n +2 = %(X n + x n + i),
It follows that
Xn + 2 <" 2~X n + = X n+ + 2~X n = = X2 + jXj.
i ! . . .
& 3«-2
Put = + Then
= (-*+!-#
l l(x2 kxt).
fft «(« + !)(« + 2)
*n + l "*"
2*n = 2' + (-i+/-l)
•^n + l-^ = l(/-^ n ). +Hf+X-A
Hence
l*n + i-/l = \\x n -l\ =...= — |*i

- /| ->0 as h -*».
It follows that xn -> / as w -»• °°.
'* -^n + 2
= i*n + l*n/ >
Xn + 2 x n+l ~ Xn + Xn = i
. . . = X2 Xi.
3
Put /={*2*.}" - Then
and it follows that x n -* I as n -* °°.
4 Let <x n > bea sequence of points in [a, Z>]. Since [a, fcj is bounded, the
sequence <*„> is bounded. By the Bolzano-Weierstrass theorem, the
sequence therefore has a convergent subsequence (x >. Suppose that
n
A convergent sequence is bounded (theorem 4.25). follows that, for
Xn r -* / as r -* 00. Since a < *„r < 6, it follows from theorem 4.23 that 2 It
a < / b. Hence (ae«> converges to a point of [a, 6] some H,
an <Hb n (« = 1,2,...).
5 Suppose that /is unbounded above. By exercise 4.29(6), we can find a
sequence <x n ) of points of / such that x n -*- + » as « -»• °°. But no sub- Thus the convergence of S"= &n implies that of S„ = a„ by the
1 ,
sequence of such a sequence can converge and so this is a contradiction. comparison test.
Hence / is bounded above. Let b = sup /. By theorem 4.29(6) we can Since / > 0, from exercise 4.29(2), there exists an N such that, for
find a sequence 0e„> of points of/ such that x n •* b as n «* °°. yl// sub- any n > N,
sequences of tx„> also converge to b (theorem 5.2). Hence be I.
Similarly for a = inf /. a n >\lb n
and hence the convergence of 2™=i a n implies that of 2~=i ft n by the

6 Let (x n ) be a sequence of distinct points of 5. Since (x n ) is bounded it comparison test.
contains a convergent subsequence (x n >. Suppose that x § as / n
* * °°.
Then £ is a cluster point of 5. (i) Take a n = —
2«
and b n = -. Since
«
£ - diverges (theorem 6.5), it
00
n=l"
j
it follows that £— *"

diverges.
n=l
— 1 1
°°
1 (v) We have
00 Take an =
m— and b n = -. Again - V — diverges.
i n n - j ln \
V0L±JW« = I : _<1 („-l,2,...)
2 1
°°
1 n «(V(« + i) + V«) "'
(iii) Take a n = 2 and b n = -5. Since £ -5 converges (theorem
and hence the series converges by the comparison test (see theorem
s 2 6.6).
6.6), it follows that £ . converges.
„=i 1+3 (vi) This series converges by theorem 6.13.
3 We have
6 We have
H
2n n
bn = a n+ , +.. + a 2n
. = 2 afc -
J]
<z
fe
->- as h -* °°.
*-»*£-B + + -+ 4fl
1
-3
.+.
4n
!
- 1 2n
Since the sequence (a„> decreases,
= 1
I + i-i + i 2
bn >na 2n >0. 2 3 4 5 2n
It follows from the sandwich theorem that 2na 2n "*

—
as n -> ».
+
1 1
I-... + —
Similarly (2« l)a 2n ., -*• as n -* °°. 2« +2 2« +4 An
4 The series diverges because its terms do not tend to zero (see example = s2n + - JL + _l_ + ...+i 1 .
5.11). k + 1 «+ 2 2«|
Here s„ denotes the /ith partial sum of the given conditionally con-
5 (i) We use the ratio test.
vergent series with sum s. Observe that
+ l)!) 2 2
'n*l
=~ ((«
(2(/i + 1))!
*
(2n)!
(«!)
2
=
(2«
(n
+
+
2)(2n
l)
+ 1)
"*
1
4
asn
2 3 2n -H- 1
2n
-+-
The series therefore converges. 1 1
= 2
(ii) Again the ratio may 2 4 2k
test be applied.
From this identity it follows that
an + l _ ((n+l)l )\ n+l (2n)\ 1 5
5 "* °°-
an -^TTyy. ^7?^ 4 as
" 1 1
+
The series therefore diverges,
n+ 1 n+2 il
Hence
(iii) We use the nth root test
n
f3n = S 2n + 2*2n "* I s aS «
1 +— I ) -» — as n -* °o.
n+ 1
Exercise 7.16
The series therefore converges because e > 1 1
(iv) Again the nth root test may be applied. 5 -

1
Vn 1
n 1
4" — as n -*• °°.

1
,n + 1 e
1
J
T 1
The series therefore diverges because e < 4. 1
Y//////7\
1 2
198 Solutions to exercises (7.1 6 Solutions to exercises (7.16) 199
Each vertical line meets the graph in one and only one point. The The inverse function therefore exists and
range is {2, 5}. The image of the set [1,2] is {5}.
1-v
r'o) = l+y (0<y<\).
(Note that /= r X
)-
The equation
y = 4x(l -x)
does not have a unique solution x satisfying <x < 1 for each y
satisfying < <
y 1 For example, .
44(1-1) = 4.|(1 -f) = I.

1
Thusg" does not exist.
(i)The equation does not define a function from R to itself.

The value x = 2 is an example of an x for which no corresponding y 4 The function /has no inverse function. When^ = — 1 for example, the ,
equation^ = x has no real solution at all.

2
exists.
The function g has an inverse function. For each>- > there exists
(ii) The equation does not define a function from [— 1, 1] to R. The 2
precisely one x > such that y = x which we denote by y/y (see
value x = is an example of an x for which two corresponding values
§1.9). Hence
of y (namely + I and — 1) exist.
g' 1 (y) = y/y O>0).
(iii) The equation does define a function from [— 1, 1] to [0, 1]. For
each x satisfying — 1 < x < there is precisely one y with <y <
1 1
5 We have j' =g(x)if and only ifx =g~ l
satisfying |xj + |.v| = 1, i.e.y = 1 - \x\.

(y).
(i)g-
1
o g(x) = £-%(*)) - r'OO = x (xGA)
3 We have
(ii)g o g'Hy) = g(g~ l
(y)) = g(x) = y 0' 6 B).
/o<fr) - me* ~ \=&
+ g(x)
« ! Ttl :3
l+4x(l-;t)
1
(o<,<i)
When g is as in question 4, these formulae reduce to
go fix) = = =
1 -x Ix yjx
2
= x (x>0)
g(f(x)) 4/(*)(l -/(*)) 4 -
\l +xj \l +x 2
= y (y>o).
(\/y)
(0<x<\).
The two formulae give different results when x = 1 and hence define
6 (i) We apply exercise 2.13. Put 7= {f(x):x<= S}. Then
different functions.
sup {f{x) + c} = sup {y + c]
In order that/"
1
: [0, 1] -* [0, 1] exist, it must be true that, for each iES y eT
y satisfying <y < 1 , the equation = c + sup y = c + sup f(x).
l-x
(ii) Let
has a unique solution x satisfying <x< 1 . This requirement is easily H = sup fix); K = sup gix).
xes «6S
checked by solving the equation
y +yx = 1 —x Then, for all *e S,

-y fix) + gix)<H + K
x =
l+y
200 Solutions to exercises (7.16, 8.15) Solutions to exercises (8. 15) 201
and hence H+K is an upper bound for the set (ii)/00 -> 2 as x -* 1 +. Given any e > 0, we must show how to find a
{f(x)+g(x):x£S}. 5 > such that
The result follows.

1/00 -2|<e
To show that equality need not hold, take S= [0, 1] and let < x < + 5. Since we are only concerned with values
provided that 1 1
f(x) = x(0<x<l)andg(x) = -x (0 <*< 1). Then 1 of* > 1, we can replace /(*) by 3 — *. The condition
satisfying*
f(x) + g(x) = (0 < x < Thus 1 1 ).
1/00 -2|<e then becomes |3 -x — 2| <e, -e<x<l + e. i.e. 1
= The choice 5 = e therefore suffices.

sup {/(*)+ #00} 1
X es It follows from proposition 8.4 that
but lim /OO

X -» 1
sup /(*) + sup #00 =1+1=2.
x es iss exists and is equal to 2. Note that/(l) = 1 and so the function is not
continuous at the point 1
• Exercise 8.15
1 Since rational functions are continuous at every point at which they are 3 lf**0,
defined (theorem 8.13), we obtain
.. . l+2*+* 2 -l =
x +4 2
1+4 5
/OO = 2 + x.
W Ai»H " 1-4 3- +
Since in considering a limit as * we deliberately exclude considera-
, . ^ 73
+ 5x
42
+ 9 0+5.0 + 9 9 tion of the value of the function at *= 0, it follows that
(ii)
v
,
im t;
23
= z
*
'*-o 3* + 7 3.0 + 7 7 lim /OO = lim (2+*) = 2.
* -» x -*
4 Let e > be given. We must find a 5 > such that |* — %\ < e provided
that < |* — 51 < 5- The choice 5 = e clearly suffices.
3-JC (jc> 1) Observe that
/(*) = 1 (* = 1) l/&)-|KlS-*l
7x (x<\). and hence /(*) •* % as * ->
J by the sandwich theorem (proposition
8.14).
5 If£>0,let0<Jr<$< Y and take % =y in exercise 3. 11 (6). If

X < x < Y,
(0/00 + 2 as* 1 — . Given any e > 0, we must show how to find a
5 > such that LY 1' n
Y- \x-^\<\x 1 "'-^ /n \<-X lln X- \x-^
i 1
n n
l/W-2Ke
and the sandwich theorem applies.
provided that 1 —6 <x < 1 . Since we are only concerned with values To prove that /(*) -* as * -* +, we must show that, given any
of* satisfying* < 1 , we can replace /(*) by 2x. The condition e > 0, we can find a 6 > such that
1/00 — 2| < e then becomes \2x - 2|< e, i.e. 1 - |e < x < 1 + §e. We
therefore have lo find a 5 > such that
x Vn m |/n_ <£ |
1 - \e < x < 1 he provided that <* <5 . The choice 5 = e" suffices.
provided that 1 —6 <x < 1 . The choice 6 = ie clearly suffices.

202 Solutions to exercises (8.15, 8.20) Solutions to exercises (8.20, 9.1 7) 203
6 For any e > 0, we can find a 6 > such that If x > X, it follows that (7) is satisfied with y = g(x) and hence that
(6) is satisfied with;- = g(x). But this is what we had to prove.
|/(*)-/|<e The problems of theorem 8.17 arise because of the possibility that
provided < \x — <5 £| . Since this is true for any e > 0, it is therefore g(x) = r? for some values of x. In the above problem 77 is replaced by
true for e =I (with an appropriate value of 6, say 6 = h). We then + °° which is not a possible value for g.
obtain
3 Let e > be given. We have to find an X such that, for any x > X,
\f(x)-l\<l
i.e.O = l-Kf(x)<l + l
Since /(y) -> as >> -* +, we can find a 5 > such that

provided that < \x - §| <
/
§— h <x < £ + ft, i.e. h and* ^ £.
l/0)-/|<e
(i) if < 0, an A >
/ can be found such that /"(x) < provided that
Z-h<x<H+handx*t. provided that < y < 5.
We choose X = 5~ l
. Then, if x > X,
(ii) If / = 0, nothing of this sort can be said.
H
y = X <X~* = 5
• Exercise 8.20
1 (i) Given // > 0, we must find a 5 > such that
4 Suppose that f(x) * \ as x -* Then f(x n ) -* X as n -> °° and f(y n ) -* \
x'
x
<-H (5)
as n -» °° (theorem 8.9). This is
£.
a contradiction.
provided that -6 <x<0. If x <0, (5) is equivalent to 1 >-Hx
which is in turn equivalent to 5 Takex n = 1/n (« = 1, 2, . . .) and;' n =y/2/n (n = 1, 2, . . .). Then
/(x n ) = -* as n -» °° and /(y„) = -» as n -> «». Hence
-H' <x l 1 1
lim fix)
and hence the choice 6 =H~ 1
will suffice. x -*
(ii) Given H > 0, we must find an X such that does not exist by the previous question.
x2 >H 6 We have < \xf(x)\ < \x\ and so the result follows from the sandwich
provided that x > X. The choice A" = yjH suffices. theorem.
2 Let e > be given. We must find an X such that • Exercise 9.17
|/fe(*))-/|<e
provided that x > X. Since /(y) -* I as >> -* + °°, we can find a Y such 1
that k.
113
—2 ! i >
J-
= |.v - II
l/0)-/|<e (6)
2j + 3
provided that
y > Y. (7)
Since g(x) 1
as x -* + °°, we can find an X such that, for any

x>X, Continuous on ( — 2, 2) and on Continuous on (—2, 2) and on
[0, 1], Recall that a rational [0, I ]. Note that the function has
g(x) > Y. function is continuous wherever it a 'corner' at x — 1
is defined.
204 Solutions to exercises (9. 1 7) Solutions to exercises (9.17, 10.11) 205
,l " 1
A> ,
(iv) Hence we can find a and b s©h that P(a) < < P(b). Since P is con-
tinuous everywhere, it follows from corollary 9.10 that there exists a g

1 -
between a and b such that P(£) = 0. (Similarly if a n < 0.)
4 Suppose that g can be found with /(g) > 0. Since fix) -* as x -» + °°,
we can find 6 > g such that, for any x > b, \f{x)\ < /(g). Also, since
1
f(x) -* as x -* — °°, we can find a < g such that, for any x < a,
[l * \f(x)\ </(g). By theorem 9.12, /attains a maximum on [a, b].
Suppose that /(t?) > f(x) (x E [a, b ] ). Then /(t?) > /(g) > f(x)
Not continuous on (— 2, 2) Not continuous on (—2, 2) but (x ^ [a, b]). Hence/attains a maximum on R.
and not continuous on [0, 1]. We continuous on [0,1]. If a | can be found for which /(g) < 0, then a similar argument
have/tr) -* 1 as X — 1 — but
/(l) = 2.
shows the existence of a minimum on R.
If f(x) = for all x, the result is trivial.
5 Let Xj E I. Then there exists an x 2 E I such that |/(x 2)l < |l/C*j)l and
(v)
there exists an x 3 E I such that |/(x 3)| < \\f(x 7)\ and so on. We can
therefore find a sequence (x n ) of points of / such that
l/(*»)l < \ l/(*»-.)l which converges to a point g E I (exercise
j"-*±Jer#±a r
5.21(4)). Because /is continuous on /,/(*„,.)-* /(g) as r -* °° (prop-
osition 9.6). Hence /(g) = 0.
Continuous on (— 2, 2) and on Continuous on (— 2, 2) and on

[0,1]. [0,1], 6 That /is continuous on / follows from proposition 9.3. We have
All of the functions except (v) are bounded on (—2, 2): all but (i) \x n + 1
-x n = \ \f(x n )-f(x n .i)\<a\x n -x n . 1 \.
and (ii) attain a maximum on (—2, 2): all but (i) and (v) attain a mini- Hence
mum on (—2, 2).
|x B+1 -ayKaP-Haa -*il (« = 2, 3, . . .).
-* R be defined by g(x) = f{x) — x Then g is continuous on /. 2

2 Let g: 1 .
As in exercise 5.21(1), we may conclude that (x n > is a Cauchy sequence
Given any point g E I, let </•„> be a sequence of rational numbers in / and hence that 0c n > converges. Suppose that x n -* I as n -* ». Because /
such that r„ -* g as n -» °°. Then #(r„) * g(g) as n * °° (proposition 9.6). is closed we have that / E I. But /is continuous on / and
therefore we
But g(r„) = (n = 1, 2, . . .). It follows that may deduce from the equation
2
=*«) = /(g)-g .
x n 1 = f{Xn)
that /=/(/)•
3 Let P be a polynomial of odd degree n. Let
-
/•(jc) = an x
n
+a n . x n l
l
+ ...+a x+a 1 • Exercise 10.11
1 We have to consider
a„ + + . . . + -=rr. + -=
x x ' x 1 1 1 1 +x 2 -\ -x 2 -2xh-h 2
) 2 2
lfa n >0, then P(x) -* + °° as x -* + °°andP(x)^ — °°asx -*— °°. h 1 + (x + hf \+x 2 h (1 + (x + h) )(l +x )
\
206 Solu tions to exercises (10.11) Solutions to exercises (10.11. 10.15) 207
-2x-h -2x 6 We prove the result by induction. It certainly holds for n— 1. If

as h -> 0.
(i + (x + hy)(i +x 2) (1+ x y
DJg = i h rffir-ig
2 Let n = —m where m£N. Then, by theorem 10.9(iii),
then
—
1 xm - 1 . w*"
Z).v
" = D =
.
-^
n -i n
D n + fg = I {Di+1fD g + D fD
i 1
l
("] g}
3 lfft>0, and the proof continues as in the solution to exercise 3.1 1(4).
/(1+/Q-/(1) _ 2 + 2/; -2 =
2-2 as A ->
• Exercise 10.15
h
1 Let.y >x. Then, by exercise 3.1 1(6) withX = * and Y=y,
lfh<0,
i
v I/n_ y l/n 1
f{\+h)-f{\) _ (1 +/!)'+ 1-2

= 2 + ft->-2asft->0-.
ft ft
It follows from the sandwich tlieorem that

That/'(1) =2 then follows from proposition 8.4.
g(0
On the other hand, if h
+ h)-g(0) ft-0
> 0,
lim
y-*x+
*
y— x
— = -x^x~\
n
m -> 1 as ft -* + limit is the same.
ft ft A similar argument shows that the left hand
but, if ft <0, = m/n where m an integer and n a natural number. Then

2 Write r is
*(0 + ft)-*(0) -A-0 — — m mx m - -

-> m vn m -x m/B *-
D{x m,n } = D{(x ) } = -
•
1 as ft 1ln 1 1
ft ft
(x ) x- .
4 By exercise 3.1 1(3), Pfr) = (x — g)R(x) where R •^^" 26,27

degree n — 1 Thus .
is a polynomial of
3 (i)Z){l +x" 27} 3/5 = |{1 +x 1/2
T 2/S
(*>°)"
1/2
(ii)5{x + (x+x 1,2) 1/2 }
/•'(*) = £(*) + (jc - %)R \x) (theorem 10.9(h)).
*" 2)~ 1/2 (i +
Since P\%) = it follows that R (£) = and therefore /?(*) =
= I {x + (x + xv Y 2}- V2
{1 + le* + K" 2
)} 6» > °)-
(•*
— Dfi(*) where Q is a polynomial of degree n — 2.
2
4 f {/(* )}
2
= /V)2x; f {/(*)} = 2f(x)f\x).
dx ax
5 Put #,(*) = (*-?)'. Then
-©'"" When x = 1
flfeft) = /(/-I)... (/-ft + 1)(* (ft = 0,1, 2,. ..,/)

2/'(l) = 2/(l)/'(l)
It follows that £*&(£) = (ft = 0, 2, ...,/- 1) and
D g,(x) = /! (xGR).
l
Hence D kg,(x) = = + (ft I 1, / + 2, . . .). We now apply these results 5 By theorem 10.13,
to the 'Taylor polynomial' P and obtain
= Df-^Dfix).
1 = Dx = /)(/-' o /)(*)
k
D p$) = o +o+ . . . + i /o^dz^cd + . . . +o
= / <fc,
<£) (ft = 0, !,...,« -1).
208 Solutions to exercises (10.15, 11.8) Solutions to exercises (11.8)
209
y and hence the stationary points are given by
3±V(9-6) 1
x =
•v =£-'(>•)
3 ^VS'
If the the compact interval [0, 3] is not attained at an
maximum on
endpoint, then must be achieved at a stationary point (theorem
it
1 1.2). The only possible candidates for a point at which a maximum is
achieved are therefore x = 0,x = 1 ± 3" 1 ' 2 and* = 3. If /is evaluated

at each of these points, one finds that/(3) = 6 gives the largest value
and hence 6 is the maximum. A similar argument shows that 2/3 \/3 —
= + 3~
Observe that, for h > 0, is the minimum and this is achieved at x 1
i/3_
(0 + /0
H
i/3
= ^^ °° as h -* +. 2 Choose the constant h so that F = f + hg satisfies F(ff) = Fib) and thus
Rolle's theorem may be applied. We need

Thus^" 1 is not differentiable at 0.
fia) + hgia) = fib) + hgib)
6 If* is rational, then y =f(x) = x is rational and so i.e.
= fib) -fid)
fo f{x) = /O) = j, = /(*) = *.
/(/(*))
gib)-gia)'
If x is irrational, then^ = f(x) = —x is irrational and so
We obtain the existence of a £ G (a, b) such that
fO f(x) = f(fix)) = /O) = -y = -fix) = *.
o = f\%) = fm+hg'm
A thoughtless application of theorem 10.13 would yield
i.e.
Dfix) = 1
(V =/(*))• h = -'
Dfiy) g'm
But the function /is not differentiable at any point - thus nothing can and the result follows.
be deduced from theorem 10.13.
3 Apply the previous result with b = x. We deduce the existence of a

• Exercise 11.8 % G (a, x) such that
1 The stationary points are the roots of the equation /'(x) = 0. But
fa) m /(*)
fix) =x 3 -3x 2 + 2x and so '
g'm g&)
fix) = 3x 2 -6x +
Observe that % depends on the value of x, i.e. '£ is a function of x\ By
2
-* a as x -* a. Moreover %i= a when x > a
exercise 8.1 5(4), we have %
and so it follows from theorem 8.17(ii), that
'y=x(x- l)(x-2)
fi%) .. f(y)
hm -7— =
,.
*-* a+ gii)
hm ,, .
y-*°*g(y)
provided that the second limit exists. The result follows.
2 +
* V +y
^~V(1 =
lim
y -too"' " )' X->0+
lim
.
\X
''
?
Solutions to exercises (11.11) 211
21 Solu tions to exercises (11.8)
1
1 -V(l +x 2) • Exercise 11.11
= lim = x"
1 Let /: U -> U be defined by fix) and apply Taylor's theorem in
the form
= =
lim
x -* o+ 1
0.
f(y) = m)+Y^-^'^ + --- +

h (y
' m '
n)m+En+v
4 Given that /'(*) = x 2 for all x, it follows that

Put y = x + and g = 1 1 . One then has to observe that, for
D{f(x)-\x 3
} = f'(x)-x = 2 /c = 0,l,.. .,«,
for x and hence there exists a constant c such that fix) — %x 3 = c n(n -!)(« -* +l)g"- fe
j^/ni) =
all i
for all x (theorem 1 1 .7). ft!
and that
5 From Rolle's theorem we may deduce the existence of numbers
J?o.n»i • • • ,V n -i such that | <T?o<î<'7i<- -<g n -i <*?„-, <g n 1
X n + / (n
1 + l)
(7?) = 0.
and (" + 0!
f\Vi)-P\m) = (i = 0, l,...,n-l).
2 By Taylor's theorem
Containing in this way we can demonstrate the existence of a £ such
s/2
that 0+4) 1' 2 = 2+^4-" 2 +^-Ki-i)4- 3 2 +j? -ia-i)a-2)'?- '
f Mi%)-P
{n
\%) = 0.
where 17 lies between 4 and 5. Hence
But a polynomial of degree « — 1 has the property that P^"\x) =
for all*.
But
6 Since g(0) =g(i) = 0, it follows that/(0) =/(l) = 1 and so Rolle's _
n
5/2 -v, 45/2 2s
theorem may be applied on the interval [0, 1]. We obtain the existence
of a g £ (0, 1) such that /'(g) = 0. But then /(g) = 1 and so Rolle's and the result follows.
theorem may be applied on the intervals [0, g] and [g, 1 ] and so on.
This argument shows that between every pair of points x and .y for 3 By Taylor's theorem, for any xGl,
which f(x) — f(y) = 1 we can find a point z for which /(z) =
, 1
Suppose that < a b and/O) = l}.
Because a<b,A<B. Also, the continuity of /implies that (8)
fiA) =fiB) = [use 1 exercise 4.29(6) and theorem 8.9]. But we know
(n>
that a point C can be found between A and B for which /(C) = 1 and some 7? between * and g. Since / is continuous at g, it follows
for
this is a contradiction. from exercise 8.15(6), that, if x is taken sufficiently close to g, then
(n, (n)
G / (7?) will have the same sign as/ (g) (provided that/ (g) ¥> 0).
(n)
Let* [0, 1]. Since every open subinterval of [0, 1] contains a
point g for which /(g) = 1, we can find a sequence g„ of points of The problem therefore reduces to examining the sign of the right
[0, 1] with/(g n ) = 1 such that %n -*x as«^-°°. This implies that hand side of (8) under the various cases listed.
fix) = 1 because /is continuous.

(i)/
(n
>
and n even. Then the right hand side of (8) is positive
>(g)
for
x sufficiently close to g and hence /has a local minimum at g.

212 Solutions to exercises (11.11, 12.12) Solutions to exercises (12.12) 213
(ii)/
(,1>
(£) > and « odd. If x is sufficiently close to f, then the right We have
hand side of (8) is positive if x > £ and negative if x < %. = + 3x 2 >0 (*eR)
fix) 1
<
(iii)/*"^!) and n even. We obtain a local maximum.
and hence theorem 12.10 assures us of the existence of an inverse func-
(iv)/ (?) < f' R

(n)
and n odd. This case is similar to (ii) - see the diagram tion
1
R :
•*
below. lie unique value of x satisfying — \=y = f(x) = 1 +x +x is
obviously x = — 1 Hence .
(i)
DrH- 1) = Df-'iy) =
1
"
1
I
Df(x) £>/(-!) 4"
5 Suppose that % is not an endpoint of/. To show that /is continuous at

£, we need to prove that/(|-) =/(?+)
(see corollary 12.5).
If /(£ -) < /(£ +) then we can find X such that /(£ -) < X </(£ +)
(iii) (iv) and X =#/(!). Choose a and ft in / so that a < % < b. Then /(a) < X <
f(b) and so we can find an x e / such that /(*) = X and hence
f(X ~) < /(*) < /$ +)• Since f&)

*f(%) this is in consistent with
corollary 12.5 and hence /(£-) =/(£ +).
A slightly different argument is required if % is an endpoint.
The function /: (0, 2) *R defined by
Of the (0<x<l)
class (i) and
three functions given, (v)
(vii) into class (iii).
falls into class (ii), (vi) falls into
m =
X-J
x
(Kx<2)
• Exercise 12.12 shows that the requirement that /be increasing cannot be abandoned
1 We have f(a) < f(x) < f(b) (a<x< b). (although it might be replaced by some new condition).
2 Observe that For each x satisfying <X< 1 , < f(x) < Mix). It follows that
/(*)'
/'(*) = -(_x+]) ll "(x+\)- --x , l
"'x-
1
<0 (x>0) 0(x) = lim
n n Mix)
because n > 1 and hence exists for each* and that 0(x) = or 0(x) =
satisfying <x < 1 1.
If /increases on [0,1], then/(x) = Mix) for each x satisfying

< x < 1 and hence 0(x) = (0 <x < 1). Thus is continuous.
1
i+ >] (x>oy
£)H) It is more difficult to deduce that /is increasing given that is con-
tinuous. We show to begin with that, if is continuous on [0, 1], then

3 If x and y lie in /and. y >x, then f(y) >f{x). Hence 1 (G«X<1).
<fi(x)=
m= Wm
y->*
m=M
y—
m
x y-**+
/W^,o.
lim
j— x
We know that 0([O,
an interval under a continuous function
1 ]) C {0, 1}. But,
is
by theorem 9.9, the
another interval. Hence either
image of
0([O, 1]) = = {1}. But the former case is impossible

{0} or 0([O, 1])
The function/: R + R defined by /(a:) = x 3
is strictly increasing on because 0(0) Thus 0(x) = (0 < x <
= 1 . 1 1 ).
Rbut/'(0) = 0. Let < x <y < 1 We know that fix) = Mix) and fiy) = M(y).
.
Obviously Miy)>Mix) and follows that / increases on [0,1]. it
4 Since/is continuous, /(R) is an interval (theorem 9.9). Since f(x) -*
+ °° as x -» +«> and /(x) * - °° as x -* — °°, it follows that /(R) =R

214 Solutions to exercises (12.21) 215
' Solutions to exercises (12.21)
• Exercise 12.21 which is (9). A similar argument establishes the inequality
1 We have f(x) = (x - l)(x - 2)(x - 3) = x - 6x + 3 2

1 lx - 6. Hence
/(*3) -/(*) ^ /(*3)-/(*2)
f'(x) = 2
3x -12x + ll x3 — x, x 3 —x 2
f"(x) = 6x-12 = 6(x-2).

3 LetZG7and Y&J. Set X = f(x) and Y=f(y). From (1) of §12.13,
If follows immediately that / is convex for x > 2 and concave for x < 2. < a/(x) + 0/0) = + HY
/(ax + ft) ctX
The roots of the quadratic equation 3.x
2
— 12x + 1 1 are
provided that a > 0, (3 > and a + (3 = 1 Since /is
.
strictly increasing
x = 2± 3" 1/2
on /,
/"' is strictly increasing on J. Thus
and follows that /decreases on the interval [2 - 3~ l/2 2 + 3" 1 ' 2
and
it
increases on the intervals (— °°, 2 —3 1/2

and [2 +
,
3
-1/2
")
]
ar'(X) + $r\Y) = Qtx+$y<f~
i
{aX+m
]
and hence /"' in concave on J.

on /, then/" is strictly decreasing on
1
J. In
If /is strictly decreasing
this case the last step in the proof is replaced by
af\X) + PrXY) = ax+Py>r\aX + 0Y)

and so/"
1
is convex on /.
4 By the mean value theorem, there exists an t] between x and £ for

which
/(*)-/«) _
= /'(*?)•
2 Take*i = x,x 3 =y andx 2 = ax + /3y in (1) of §12.13. Since x-%

a + 0=l, Because /is convex, its derivative increases. Thus/'O?) >f (£) '€x > %
x 2 = ax +(1 -a)x 3 and/'(r?) </'(£) if* < I Hence
t
and
Geometrically the result asserts that the graph of the function lies
x3 -x 2 x 2 ~Xx
a = = above any tangent drawn to the graph.
X3 Xi X 3 X\
Thus (1) of § 12.13 is equivalent to i-=/U)
(*3 -*l)/(*2) < (*3 -X 2 )f(X ) + (X -X

1 2 l )f(x 3 ). (9)
= /«)+/'«) (-v-S)
Consider now the inequality
/(* 2 )-/T*i)
^ /(*3)-/(*i)
X 2 ~Xi X 3 ~X t
This is equivalent to
/ concave
(*3 ~xi)f{x 2 ) - (x 3 ~Xi)f{x{) < (x 2 -x,)/(*3) - (x 2 -x,)/^,)

If/ is concave the inequality should be reversed.
i.e.
The geometry of the Newton- Raphson process is indicated below.
(x 3 -x 1 )f(x 2 )<(x 3 -x -x +x
1 2 i )f(x 1 ) + (x 2 -x 1 )f(x 3 )
216 Solutions to exercises (12.21) 217
Solutions to exercises (12.21, 13.18)
<M*b) [
+ ••• +*
*
+f/
1 • • + x,
< {fXXl) + " + /(* m)} + {f(Xm + t) + ' + /(* 2 '" )}

2m
'
2m '
'
- ~
2m
{/0f0 + • • • + /(*am)}-
We now assume that P(n) holds and seek to deduce that P{n — 1) holds.
Given that x„ > %, <t>(x n ) > and <t>'(x„) > 0. (We cannot have <p'(x) = Write
for any x because 0' is increasing and hence we would have <t>'(y) =
< x)). Thusxn+1 <x n xt +x 2 + -+* n -l
X =
. .
(y . On the other hand, by the inequality of the

first part of the question,
K-l
Then
*(*n + l) -0(*n) >*'(**)(*,. + l-*n) = -0(*n)
/jc +x 2 + ..+X n - l(n-l)X + X
and hence (p(x„ + 1 )>0. It follows that £<x n+ , <x„. ;
1 i
= f(X)=f
Since <x„> is decreasing and bounded below, it converges. Say
\ n-\
xn -* I as n -* °°. Then <p(x n ) * 0(/) as n -* °° because is continuous X\ + X2 + . . . + X n _] + X
and (p'(x n ) -*• <t>'(l
+) as n -* °° because 0' is increasing. We obtain
= /
1 l
*'(/+) <-{/X*l) + ---+/(*n-l)+/W}.
and hence 0(/) = 0. Thus I = £.

Hence
5 Suppose that /'(I) > 0. Then, using question 4, I

— -) /(*)
<- {/(xi) + /(* 2 ) + • • + /(*„ - 0}
/(*) > /«) + f'(Mm ~ D - + °° as x * + «..
and P(n — 1 ) follows.
Similarly, if /'(£)< 0,
Let a be a rational number satisfying <a < 1 . We may write
/(*) >/KS) + /'©(•* -£>-* +«»as* -*- ~. a = m/n . If & = — a, then = (/; — w)/« Apply inequality ( 0)
1 . 1 with
x,=x 2 = . . .=x m = xandx m + =x m + 2 = =x n = y. Then 1
. . .
It follows that /"(£) = for all values of % and therefore /is con-
stant (theorem 1 1.7). /(ax +0>O <«/(*) + 0/00. (11)
If a is irrational, consider a sequence <a„> of rational numbers such that

6 Let P(n) be the assertion that
an -* a as n -* °°. Then n
= I
— a n -» — a = 1 as n -> °°. We have
Xi+X 2 + .+x n
/
. .
<-{/(*.) + ...+/(*„)} (10) f(an x + n y) < a n f(x) + n f(y) (w = 1 , 2, . . .)•
Since /is continuous, consideration of the limit shows that (1 1) holds

forany x, x 2 x n in the interval /. That P(2) holds is given. We
, , . ,
even when a is irrational.
assume that P(2") holds and seek to establish P(2" + l ). Write m = 2".
Then2w = 2" + 1 and
• Exercise 13.18
«S
^Tî-4 -(x,+ .. . +x m ) + -(x m + + 1
. . .+x 2m )\
1 If
/J
1
H, we have
=
for
X"
any x
n + 1
and hence the result follows from theorem 13.14.

218 Solutions to exercises (13.18, 13.26)
= n x (theorem 13.14)
If n is replaced by a rational number »#— 1, the same argument {2{F{t)Y ] i
a
applies. The restriction < a < b is required because x need not be = 2{F(x)y 2 <2f(x).
defined for* <0 (e.g. if a = — 2,;c is not defined for* = 0).
0:
If a = — 1, the argument fails. (Why?) 4 By the continuity property (theorem 9.12), the function /attains a
M m
maximum and a minimum on the set [a, b]. Hence, by theorem
2 The integrand is not defined when x= 1 and, in fact, has an unpleasant 13.23,
'singularity' at this point.
j^ g(t) dt < J o" f(t)g(t) dt<M ja" g(t) dt. (12)

3 As in example 13.17, we obtain
We now appeal to the intermediate value theorem (corollary 9.10). The
a
+l Q + + («-lf} F defined
^n {0 ... function on [a, b] by
1
=
<j x«dx<-^- 1
{\" + 2
a
+ . .. + ««}.
F(x) /(*) f g(t)dt
Ja
o
is continuous on [a, b] and hence a % S [a, b] can be found such that

It follows that
=
F{%)
f
J a
t\t)g(f)dt
because of (12).
Ug(t) - 1 (a < < t b) and Fis a primitive for /on [a, b], then the
result reduces to
• Exercise 13.26
1 Suppose that, for some % G [a, b],g(%) > 0. Then, because # is con- F(b)-F(a) = F'(£)(b-a)
tinuous on [a, b] a subinterval [c, d\ containing £ can be found for 1.6) for the function F.
.
which is the mean value theorem (i.e. theorem 1
which
f(*)>k(D (c<x<d) 5 We have
b
(proof?). But then = b
-
f(t) g (t) dt [f(0G(t)) a
jl
noG(t) dt.
ja
ja
g(t) dt > g(t) dt > \g(£)(d - c) > 0. Since f\t) > (a < < b) we may apply the previous question and
jg /
deduce the existence of | E [a, b] such that
2 We integrate by parts. Then

-G«)J" oV(0 df
6
j" t\t)g{t)dt = [/(/)G(f)L
b a
xf"(x)dx = [xf(pe))*-f*f'(x)dx
Ja = [f(0G(t)] a
b
-G(k)im] a
b

= /(«)
Jj«05 ^
+ /(*) j{ %« *'•
xn
3 Observe that F'(t)=f(t) > {F(t)} (theorem 13.12). Hence
6 We integrate the given integral by parts. Then

(x - 1) = f 1 dt < f {F(t)}'
U2
F\t) dt (theorem 13.23)
_ \n-lf(n-W
[(x-ty-v^Xm
t
-
f i ,x 1 + x + x3
< H (x>0).
l+x+x s
\+x-
The existence of the improper integral then follows from proposition
+ J* (n-\)(x-t)"- 2f -"- 1) (t)dt (
13.29 (see example 13.30).
= **-**"*** = .4- 2 ^ +ooas5 - o+

£"V5f
-
(iv)
V§
(v)Put 1 -x=y.Then
r i-8 & — dy
j-i-6 dx _ r 1
dy_
1
(«-!)!
(* - sr ~ l
r~ l
w -...-(x- a/'® + f ,.
Jo 1
1
-y
-x
f
~ Ji v
i-6
y Js
J6
y
But and so (v) reduces to (vi).
(vi)Put.y = 1/z. Then

^ =
\l
f\t)dt =m-rm i-i dy r 1 zdz _ 1/5 dz
~y~
= f
~~^~ "Jl
-°°as8->-0 +
and therefore J& Jl'6 Z
1 ~1 by example 13.33.
/(*) «/(© + (« -!)/'(!) + ... fc-8f
,
/*-*to+J$,
'•2 + >- 2v — r
1/2 2x-i
2*- r
1/2+
1 y 2x-i
as required. Observe that, by question 4 above, 2 / = i:1/2 -y dx = f dx.
x(\ -x) Ji/2-y v(i -x) J" x(l -x)
Put .v = k - « i" the first integral and jc =\ +u in the second integral.
Then
i
(h-1)! /^to)
V, (7
'J*
(x-tf^dt = ^r^/
R!
(n)
(r?)
- -J. +
«r^r^)
d" = °-
'
^kTht)"" Jo
for some value of tj between x and £.
However,
Ho\ the improper integral does not exist. We have
• Exercise 13.34 -1/2 2sr— f2s> ucto
X
r i/2-y x{\ —x)'•-^f (1-Z))(1+U)
1 (0
J„o
"'
J
V(l -x)
.,,
= f-2(!-x)" 2 ]'- 5 =2-25" ^2as5->0+.
2
= _r 1 1
dv
* x 2 dx
Jo l—v 1 + v\
3\-llX
«/. g = [-ki+*r io
1
o°asy^-\—
(i + x y (exercise 13. 34(1 v)).
111
— -3
— -» — as X •* +
1
**,
On the other hand
3 3(1+ 2x — 1
(iii) Since
) 3
r
-1/2+2
J 1/2 jc(1 -x)

dx = +2 j
2y urfzi
(1-0)0 +v)
- + °° as z * —
t .
(1 4-x+;c 3)(l +x 7 )
1 as x •* + °° 3 After theorem 13.32 it is enough to establish the existence of the im-
\ +x+x s
proper integral
we can find an H such that
°dx_
s: xa
l/n
n-
But
rxfa
r*dx _
x
1
-a
X
a-1 X"- 1 a-
asZ-
> +
BH" n
\
^
1 1 n
<log {(l+-
provided thai a> 1
(w + 1 )(« + 2) ... (2« — 1)

I,"
• Exercise 14.3 log '<7

1 We have l/n
fa + 1) . . . (2k)
<log
log 2 = {* ^>i(2-l)>0.
l/n l/n
(w(2/i)! '(2«)!
Observe that log., -<tog - <l0|
2n.n\ h!
log (2") = n log 2 * + °° as n -* °°
It follows that
and hence the logarithm is unbounded above on (0, °°). Since it is
strictly increasing, it follows that log* -* + °° as x -* + °°. Also 0<log-

(2»)!
— log —4\ < — log 2 * 1
as n -* °°.
log (2"") = —n log 2 * — °° as « -» °°.

Thus log a: *— °°asx->0+. 4 Consider the function 0: (0, °°) -*B8 defined by
<p(x) = log* —ax.

2 Since the logarithm is concave,
If a< 0, </>(x) -» —oo as x -* + and (p(x) -* + °° as x -* + °° (exercise
logj>-logl<(j/- 1) then follows from the continuity of that a solution of the
14.3(2)). It
for all y >0 (see exercise 12.21(4)). equation $(x) = exists.
Take y =x s Then, using theorem

. 14.2(a),
The case a > is somewhat more interesting. It remains true that
->— °°asjc +°°
<p(x) ^ —°° as x -* + but, for this case, 0(.*) -*
s log x= log (x )
s
<x — s
Kx s
.
(exercise 14.3(2)). Consider the derivative
(i) Given r > 0, put s = \r in the above inequality. Then

<p'(x) = --a.
r
x~ \o%x = x- r' 2 s rn
(x- \ogx)<x- /s--0asx-+ + c°.
From this identity it follows that is strictly increasing on (0, I/a] and
(ii)Puty=x~ m(i). l
strictly decreasing on [1/a, °°). Thus
3 We have F'(x) = log x + x x~ — .

{
1 = log x and hence F is a primitive
for the logarithm. By theorem 13.14, *(*><* -tog~l ° 3)
(|
witli equality if and only ifx = 1/a. Because is continuous on (0, •*>),
]og(\+x)dx log /</? = [t log t-t]t
<j>
|o =J i
solutions of <p(x) = exist if and only if the maximum value 0(1 /a) of
log 2 -
= 2 1 = log (4/e).
0is non-negative, i.e.
= 14 )
As in example 13.17, log(l/a)>l loge. (
(14) holds if and only
£M Since the logarithm is strictly increasing, if

,+e k
Hence
?H*e,i.e.
The inequality e
ea< 1.
\ogx<x(x> 0) is simply (13) with a= 1/e.
We prove that the sequence (x n ) is decreasing and bounded below by

224 Solutions to exercises ( 14. 3) Solutions to exercises (14.5) 225
e. We have • Exercise 14.5
X„+i = elogx„ <x„ 1 (i) X = exp x and Y = exp y. By theorem

Put 14.2(f),
and so <x„> decreases. If xn > e, then log AT = log X + log Y = x+y.
jc„ + = elogx„>eloge = e
Hence
i
and so the fact that <x„> is bounded below by e follows by induction. exp(x+j<) = exp {log XY} = XY = (expx)(exp.y).
Suppose that x n -* f as n -*°°. Since x n+1 = e log x n and the Alternatively, consider
logarithm is continuous,
ex<p(x+y) exp (x + y).expx — expx.exp (x + v)
D =
£ = elog£. exp x (exp x)
2
But tliis equation holds if and only if % - e. for a fixed value of v. We obtain
= exp (x+y)
5 Apply theorem 13.32 with/(x) 1/x. Then = c (xGR)
expx
A„=l 1.1.
+ i +i +
.1
+ i-f^
dt r
n
... for some constant c. The choice x = shows that c = expy.
2 3 n Ji {
and A„ -> y as /? -* °°. (ii) Put X = exp x in theorem 14.2(H).
As in the solution to exercise 6.26(6), logA"

r
= Hog A = rlog (expx) = rx.
234
111
+ +... +
2n -
11 1
- =
2n
—
n+\
1
n
1
+ 2
+ ... + —
2«
Hence
r
exp(rx) = exp (log X r
) = X = r
(expx) .
2 2n 2 n 2 (i) By exercise 14.3(21), for any s > 0,

= {log 2n + A 2n }-{log« + A„} A~ 5 log A^0asA^ + °°.
= log2+A 2n -A n Hence
* log 2 + y — 7asn-*°°. (log AT A = r
{(log A) A~"T
r
^ + °° as A ^ + <=•=.
6 {i)D{\ogx} =s{\ogx}
s s- l
\lx (ii)0{loglogx} = 1 1
It only remains to put X = exp x (see exercise 8.20(2)).
logx X
(ii) By exercise 14.3(2ii), for any s > 0,
If r 96 1, take x - = -r in (i).
1 Then
A s
log A* as X -* +.
x (r<l)
dx = (log*)
1
(log A)'"A = {(log X)X 1,r r * }
as A -> +.
j2 r(logx)'" 1 -r i(log 2)
1
Put X = exp x again and the result follows.

r-1
is A" * + °°. If r - 1 , we use (ii). Then expx —
— 1 , expx
3 (i) lim = hm —f- = expO = 1.
* 1
x — X x-*0 1
dx = [log log xj 2 '"* + °°asx * + °°.

I. x log*
w
,.,,
(11)
..
hm
log(l+*)
= hm
,.
(1+*)''
;
_
= —— 1
= 1.
The appropriate conclusions about the given series follow from * - x * -* 1 1+0
theorem 13.32.
4 We have
226 Solutions lo exercises (14.5) Solutions to exercises (14.5, 14. 7) 227
H\t) = li(t)>H(t).
[x\ogx-x\ n < £ \ogk<[x\ogx-x\r 1
(15)
Hence
T* H'(t) x « n-n< log «!<(« +

log 1 ) log (rt + l)-(« + 1)+ 1
m
c
dt> Udt = x (x>oy
Jo >* nlogn-log«! <«<(«+ l)log(n+ 1) — log/j!
Thus (« + ir
log — <n<log
[logH(t)]
x
>x. R! n
+1
+ i)"
But H(0) = 1 and it follows that — < exp /? ^
(«
•
n
«!
log//(x)>x
(Note that (1 5) involves the use of an improper integral on the left
i.e. h(x) > H(x) > exp x. hand side. From exercise 14.3(2), x logx -* asx * +.)
5 We have
• Exercise 14.7
/'(*) = 18.3a;
2
exp (1 8x 3) 1 (i)c?* y m exp {(x+y) logo}
f"(x) = 18.6xexp(18x 3
) + (18.3) x exp(iax 2 4 3
). = exp {x log a + y log a}
The sign of f"(x) is the same as that of = exp (x log a) exp (y log a) (exercise 14.5(H))
4>(x) = 2x + 18.3x 4 = 2x{\ + 27x 3 ).

Observe that 0(0) = <t>{—\) = 0. Since (ii) (abf = exp {x log {ah)}
4>'(x) = 2 + 8.27x = 3
2 + (6x)
3
,
= exp {x log a + x log ft} (theorem 14.2(i))
it follows that — 1 '3

and strictly = exp (x log a) exp (x log b) (exercise 14.5(H))
decreasing for 6x < — 2 1' 3
x x
=
.
a b
(— °°, — |] and
.
Thus is non-negative on the intervals [0, °°) and so

/is convex on these intervals (theorem 12.19). But is non-positive on (m)a~ x = exp {-x log a}
[—3, 0] and so/is concave on this interval.
= (exercise 1 4.5(1 ii))
exp (x log a)
6 Since /increases on [0, °°)
f(x)<f(k) (k-l<x<k) ~
J_
x '
a
f(k)<J\x) (k<x<k+l). x =
(iv) Note that, since a = exp (x log a), it follows that X log a
Hence log (a*). Hence
x y
1
a
xy = exp {xy log a} = exp {y log (a*)} = (a ) .
£, f(x)dx<f(k)< I* max.
But 2 We have
Z) {exp (x log a)} = log a . exp (x log a) = (logff)a*.
J
mdx = £— J ft _ i
f(x)dx;
J,
/(x)dx = £ J ft
/(*)<&.
ft 1 k— 1
3 By theorem 8.9 and exercise 14.5(3ii),
Apply (he result with/(x) = log x.
228 Solutions to exercises (14. 7) Solutions to exercises (14.7) 229
does not exist, even though

= xJogO+xn-
1
)
n log(l + xn' 1
) x as n -* °°.
xn
= 0->-0asA'^+°°.
Since the exponential function continuous every point,
-x
/. 1 +*'
is at it follows
that
6 (i)The trick is to differentiate the given equation with respect to x
1 +-) = exp « log 1
+- exp x as n keepings constant, and then with respect toy keeping* constant. For
each x and y, we obtain
4 By exercise 14.3(2i), n l
log n •* as n -* °°. Hence, f'(x) = f'(x+y) =/'<»
and it follows that
n v" = exp log n) •* exp = 1 as n -» °°.
f\x) = c (xGR)
5 (i) Consider
for some constant c and hence that
f(x) = ex + d.
xl/2
j^~°e' dx.
Since /(0) = 2/(0), we must have d = 0.
Take <j)(x) = e~ xn in proposition 13.29. We know that (ii) As in (i) we obtain
^ e~
xn dx = [-2e~* n x ->2asX-*°°
]
/V)/00 - /0)/'0)
and therefore
arid
fix)
= c (xGR).
A similar argument (with tp(x) =e x 2 ) establishes

'
the existence of Hence
r' e-^dx. log/(x) = G* + rf.
J-*- DO
Since /(0) =/(0)

2
, d= and hence
It follows that the improper integral
= cx
fix) e (x S R).
L— * * (iii) As in (i) we obtain
exists.
/'(*) _f(y)
y x
(ii)See §17.3.
and therefore
(iii) We have
C
f\x)= - (*>0).
dx = r£iog(i+x 2\1.Y
2
)js
Jo ] + AT :
Hence
= | log (1 + A" 2) ^+°° as *->•+«>. = clog* +d (x>0).
fix)
Hence the improper integral = 2/(l),d =
Since/(l) 0.
xdx
(iv) As in (i) we obtain
+ 2 .v
230 Solu tions to exercises (14.7, 15.6)
2 To employ we need the nth derivative of the

exercise 13.26(6), ftlBO
/'(*)/(?) _ f'(y)f(x)
tion/:(-l,°°)-»-R defined by /(*) = log (1 + x). We have
y x
and therefore
fix) =
1 +x
/(*) x f\x) = -
(i+*r
log/(jc) = clogjc + d.
Since /(l) = f(\f,d = and hence n-1
(-1)
f(x)=x c
(x>0). f<"\x) = (n-l)\
(1+x)"-
• Exercise 15.6 (A formal proof would require an induction argument.) These deriva-
tives are evaluated at x = and from exercise 13.26(6)

The interval of convergence R because
^
1 (i) is
"- 1)
|<7
n
|"" = — n
>-0 as«^-°°. log(i+^) = /(o) +
f
[
/'(0) + ... +
i
/( (o)4-^
(ii) The interval of convergence is {0} because = x +- — • •

+
(-1)"
(H-l)
+ En
(n + 1)!
= (« + 1 )
** + °° as n where
(iii) The interval of convergence is U. This is most easily seen by com-

E» - ==niir
(8-1)
*-« -w« dt ,
paring the series with the Taylor series expansion for exp x.
(iv) As (iii). —2— rex-ff^H-l)!

(n-l)!
1
Jo v
(-1)"" 1
(1 + 0"
dr.
(v) The interval of convergence is (—4, 4). The radius of convergence is
equal to 4 because These formulae hold for any x >- 1 . We are concerned with the values
of x for which En ->• as « -> <*>. We therefore have to consider

(n+1) 2 (« + l)
— as n -*
1
°°.
(2« + 2)(2#i+l) 2(2« + l) 4 =
I4J Jo (1+0
Note that the series cannot converge at the endpoints x = 4 and
x= —4 of the interval of convergence because <<z„4"> is strictly increas- ffO<x<l.
ing and hence cannot tend to zero. We have
<
"< '-'r '*
»
— = r > 1 (w = 1 2, . . .).
^=i; ( 1+'V
<
i'»
(
a„4" (« + J) 1
x"
= „ as m -* °°.
(vi) The interval of convergence is [— 1, 1). The radius of convergence is n
equal to 1 because
If-Kx<0,
v« * ] as n -* °°. o (r
-*)""'
V(» + 1)
f
The series does not converge for x= 1

seen that
The series converges for* =— 1 by theorem 6.13.
It is ea: ily
232 Solutions to exercises (15.6 Solutions to exercises (15.6) 25.?
.t—x n +2
0<- -<-x (-Kx<t<0) 1
+t 1 (« + !)! n + 1"
and it follows that, for - < x < 0,
1 From the power series expansion for e with X
x
= 1 we know that
—
,
0<e-l+— + — + ...+ —
1 1 1
\En \Ax (-xf * = R„.
2! H! 1!
= (— ^)" _1 [— log (1 + *)]-» as w ->• °°.

We have to take n = 4. Observe that
The series expansion for log 2 is now obtained simply by setting.* = 1.

Rt <
16 16 1
5! 5 120 5 100
3 To obtain the form of the remainder as given in theorem 1 1 .10, we
have to write x = 7? in the formula for/
{n)
(x) in the previous question. 5 Suppose that e = m/n where m and n are natural numbers. Then
This yields
n-l
E„ = (-D 1! 2! Rj
1+TJ
is a natural number. But, by the previous question,
where r\ lies between and x. If <x< 1 , there is no problem. Since
n! (n + 2)
1 + 7J>1, 0<7 = n\R„<
(n + l)!(n + 1)
(
W + 2 ).<1
n
(n + l) 2
If — < < 0, we can assert no more than
1 j:
provided that n is a natural number. But there are no natural numbers
in the interval (0, §) and hence we have a contradiction. (Note that
R \1 +X
n +2 1 1
But 2
+
(n + l) 2 (r + l) '
(n + 1)
—x and hence obviously decreasing.)

>1 (-1<jc<-|) is
1+x
and hence we are only able to show that the remainder term tends to 6 We prove by induction that, for any x 4* 0,
zero for values of x satisfying — ^ < x < 1

f«Xx-) = Pn ^\e-^ (16)
4 We have
where P„ is a polynomial of degree 3n. For n = 0, there is nothing to
1 1
prove. Given that (16) holds,
Rn =
(n + 1)! (« + 2)!
+
1
+
1
+
1
+
/
(n
°(*) = K -^K^ + Mt)-^
^HH&
•
1 . .
(n + 1)! 1
(n + 2) (n + 2)(« + 3)
:
1 =
< + 2) 2
+ .. .
(« + 1)! (n +2) (n
Observe that the polynomial Pn + 1 defined by Pn+1 Q>) = P'n(y) + -y 2
2y Pn (y) has degree 3n + 3 provided that P„ has degree 3n. This com-
3
1 1
(« + 1)! !-(« + 2)i-i pletes the induction argument.

We next consider the existence of the derivatives <n>

(0). Again we a(a — 1) . . . (a — n)
U-L
proceed by induction. We show that/ <n) (0) = = 0, = «+ I a—n
(n 1, 2, . . .). This («-!)! n
= " _1>
is given for n 0. On the assumption that/ ( (0) exists and is zero,
- tt(tt-l)...(a-/i +1) ^,1
/<"-»(*)-/t"-'>(0) i
""'
M _ v< = a i+
«!
x x \x
It follows that
lim lim j>/ViO)e~ 5 = '

It follows that, for \x\ < 1,
x -»
D{(\ +xy a
f(x)} = -a(I +x)- a -'/(x) + (l +x)- Q/'W =
by exercise 14.5(2) (exponentials drown powers). The same argument
also applies with the left hand (n) and therefore
limit. It follows that/ (0) exists and is
zero as required.
f(x) = c(\+xf (|x|<l)
Since /„(0) = (n = 0, 1, 2, . .
.), the Taylor series expansion of/
about the point 0, is
for some constant c. But /(0) = 1 and hence c = 1
+ + + + + ..
2 The radius of convergence R is given by
This converges tof(x) only when x - 0. (n + l)
2
— = hm
1
R
r
n - -
; =
n2
— ,
1.
• Exercise 15.10
We know that
1 The radius of convergence R of the power series
1
= «("-l)--(«-"+l) „ —X (W<1).
fix) I
n=0 n!
JC
n=
Hence, using
usi proposition 15.8,
is given by
oo
1
rt!
-^) 2 CM<1)
^ „™. (« + l)! |a(«-l)...(a-/i + (1
= ..
lim
«-»« «
|a-n|
= 1.
l)|
X «(«-l)x"- 2 = — 2 -
3
(|x|<l).
+ 1
Therefore,
For |jc| < 1 we may therefore apply proposition 15.8 and obtain
= «a-l) »-» + !) £= «V = J {n(n-l) + n}x n

n n=l
Hence, = X2 . £ «(«-l)x"- 2 + X. J BX"" 1
n=2
(1 +*)/'(*) 2x.22
+
- a(tt-l)...(a-w+l) (1-x) 3 (1-x) 2
~ tt(a-l)...(tt-H+l) „
A (»-D! 4l («-D!
2x 2 +x(l + s) _ x(l+x)
(1-x) 3
=
(1-x) 3
(W<1).
" I a(a— 1) ... (a— w) a(a — 1) . .. (a — n+ 1)
= a+ ) (
1
3 The power series

= € then, using proposition 15.8,

_y + i Ifgix) (x /),
= g(£) = a -b
has the same radius of convergence as the given power series because
= g'm = l(«i-*i)
lim sup lim Lap \a n = /(£) = -b 2

2(a 2 )
(« + I)
\
= *'"«) = 3.2(a -6 3 3)
By proposition 15.8, if x e / but is not an endpoint,
F'(x) = f .(n+l)x n = f{x).

and the
n% (« + 1)
result follows.
Hence
6 By proposition 15.8,
fo-f(o) -£/&#*.
n=
Observe that F(0) = 0.
From the previous question it follows that
4 The function/: (— °°, l)->-|R defined by a n _, = «a n («= 1,2, .. .)
log(l-*) as required. But then

fix) = -- (17)
X
has the Taylor series expansion
/(*) = +
1+I + J J+--- (-1<*<1). 22
1
= ^1 = — 1
«0
(Note that formula (1 7) does not make sense when x = 0, but it is
natural to define /(0) = 1.)
If <y < 1 we obtain from the previous question

and, in general,
f(x)dx=y+f2 +f3 +... = =

\ a„ ^
n\
(« 1,2,...).
and hence
Thus
lim
r
1
/{*)<& = lim
s,
£ V
v"
/(*) = "o I
n=0"l
-T = «o**.
But the final power series converges for .y = 1 , and from proposition
15.8 we know that the sum of a power series is continuous on its inter- • Exercise 16.3
val of convergence. Thus 2 4
1 (i)cos0= 1--+--...-1
' log(l-*) 1
-/.
x „=i n 3 5
(ii)sinO = 0- — + — -. ..=
5 We consider the power series
(,-xf (~xf
*(*)= I («»-*„)(* -8".
(iii)cos(-x) = i--^r + -^r — . .
.
= cos X
n=0
(iv)sin(-*) = (-*)-
(-*) 3
3!
,
(-*) 5
5!
. . . = — sin x. (ii) lim
x-*o
1 — cos *
x
; = lim
*-»o 2*
- — sin *
=
1
—
2
We appeal to proposition 15.8. Then

5 By the mean value theorem, there exists £ between and * such that
_ 2* 4* 3 6x
s
Dcosx = D 1 + sin * — sin

2! 4! 2! 4! 6! = cos £
*-0
= -x+ . . .
= — sin x. and we know, from question 3 above, that |cos £| < 1.
3! 5! 2
The convergence of E~=1 sin (l/« ) may be deduced from the com-
Dsin* = D{x — — + —— ,
parison test because
3! 5!
sin <4: («=1,2,...).

= 5608 *- \n
'"i + Ij----" Alternatively, we may appeal to exercise 6.26(2). From Question 4(i)
above
2 We have
2
sin(l/« sin(l/«)
(x+y) —
)
£'(*) = cos cos x cos y + sin * sin y = ft (*) lim 2
= l; lim
"*-*""
:
= 1.
I//1 1/n
«'(*) = — sin (x +7) + sin* cos j> 4- cos* sin 7 = —g(x).
The latter result shows that S~ = , sin (1/n) diverges.
Hence
6 From exercise 13.26(5) it follows that, for some % between m and n,
D{g(xf + h{xf) = 2g(x)g\x) + 2h{x)h\x)
r" sinr
sin r rJ
r( r
= 7g(x)h(x)-2h(x)g(x) = dt = — 1
sin t
,
dt +—
,
1
1
f"
sin t
.
dt
Jm [ m Jm n Jf
for all x. It follows that
= — (cos m — cos ?} + — {cos — cos n\.
g(xf + h(xf = g(0) 2 + h(0) 2 = m n
if
for all x. Since {#(*)}

2
> and (M*)} 2 > 0, we may conclude that, for Hence
all values of x,
m =
r" sin
Jm (
t
dt <
m
and Let e > be given and choose N = 4/e. Then for any n>m>N,
«(*) = 0. r" sin
f" / rm sin t 4 4
Ji
, dt-\Ji dt
t f
3 (i) 1 = cos(*-*) = cos*.cos(-*)-sin*. sin(-x).
and it follows that we are dealing with a Cauchy sequence. Hence
(iii) < cos 2
* < cos 2* + sin 2* = 1 . Hence |cos x\ < 1 . Similarly
|sin x| < 1.
lim
f sin t
„-»°o Ji ?
(iii) sin 2x = sin x. cos x + cos x. sin x
exists (theorem 5.19).
(iv)cos2* = cos x. cos* —sin*. sin*.
• Exercise 16.5
sin* cos*
(— \ti < * < \n
. ... ..
4 (1) hm = lira = cosO = 1. 1 From the discussion of § 1 6.4 we know that cos * > ).
x -* * X - 1
=
Since sin (* + jn) cos*, it follows immediately that
240 Solutions to exercises (16.5) Solutions to exericses (16.5) 241
sinx>0(0<x<7r). But 1 1
= — sin*
D (arcsin v) = ,
D(cosx) D sm x cos x
and thus the cosine function decreases on Because cos (x + ir) = where x = arcsin .y, i.e. sin x = y. Since cos
2
x + sin
2
x= 1 , we have
[0, »r].
— cos x, we may also deduce that the cosine function increases on = ±V(1 -sin 2x) = ±V(1 -y 2 )-
cosx
[ir, 2ir] . Further,
We take the positive sign because we know that the arcsine function
D 2
(cosx) = — cosx. increases. Thus
Thus Z> 2 (cos x) < (— %n < x < \it) and so the cosine function is con- 1
_
cave on [ |ff,|jr]. Because cos (x + n) = — cos x, D 2 (cos x) > D (arcsin y) =
-y 2 )
(-Ky<\).
V(i
(jn < x < §7r) and so the cosine function is convex on [\it, §jt] .
We have
2 We have
Dcosx = -sinx<0 (0<x<tt).
sin (x + it) sin x = = — l.
+ n) = and cos (ir) Hence the image of[0, n] under the
— cos x =
tan (x tanx Also cos (0) 1
cos (x + n) cosine function is [— 1 1 ] ,
(provided that cos ^ 0). Also

x
cos x. cos x — sin x (— sin x)
.Dtanx =
2 2
cos x cos *
(provided that cos x ¥= 0). Since cos x does not vanish on (— \n, |jr), it
follows that tan x is strictly increasing on (—§ jt, ît). We have cos x -
as x •* \it — and sin x •* 1 as x -> ^w — Since. the sine and cosine func-
tions are positive on (0, |ff), it follows that
sin x
tanx = »-+ 00 asx-+57r—
cosx
Similarly for tan x -* — °° as* * — ^rr +. -1
I 1
£>(arccosj>) =
Dcosx — sinx \/(l ~y 2 )
3 We have
We take the negative sign because the arccosine function decreases.
£>sinx = cosx>0 (— |»<x<Jff)
Note that
and hence the sine function is strictly increasing on [ — 5^, \n\. Since
cos (x + ^tt) = — sinx = sin(— x).
sin (— \t() = — sin (£*•) and sin (\it) = 1 it follows that the image of ,
If x lies in the range [— \-n, \ti] we may write — x = arcsin^. But

then
.v = arcsin y cos (x + ^7r) = ;'.
Since x +\n lies in the range [0, ir) it follows that
x + %ir = arccos>>.
i.e. \u = arccos>> + arcsin y.
4 It follows from question 2 above that the tangent function is strictly

242 Solutions to exercises (16.5) Solutions to exercises (16.5) 243
increasingon (— \n, \-n) and tan x -*• + °° as x •* \n — and tan * If* = y, we obtain
as x-*— \tj+. Thus the image of (— \ti, \ti) is R.
3' = lan .v
»-£'(&) (J<>1) '
We apply this formula with/(*) = arctan *. Since arctan y -* j7r as
y-> + °°>
jrX = arctan v ( 1
( 1*
arctan 1 = lim {arctan*} = hm —arctan I-
_ j
";
= U-
-w The power series
3 5
x x
*— + — . . .
1
5 5
Z) arctan J»
= = cos
2
* (y = tan *).
D tan x is easily seen to have interval of convergence (— 1 , 1 ] (for *= 1 , use
But cos x
2
+ sin
2
*= 1 and so 1 + tan
2
*= 2
1/cos *. Thus
theorem 6.13). We apply proposition 15.8. Then, for |*| < 1,
3 5
D arctan y =
1 1
'
D arctan *—* + *— — X— +...
1+tan 2* "
1 + y2
Finally, -
]+x2
11**1
i
v „4 |
2 |
...
C
x dx
r- + * 2
= [arctan *] = arctan X-*- — as X-* + °°. i i
1+* 2 1+* 2
5 Differentiate with respect to* keeping y constant and then with res- It follows that
pect toy keeping* constant. If*y < 1,
*3 s
x+ y\ (i -*y)-(x+y)(-y) arctan * = C + x— — + *— — .
(W<1).
f]
f {x) m f (
(\-xyf But arctan = and so C = 0.
Hence We know from proposition 15.8 that the sum of a power series is
continuous on its interval of convergence. Hence

/',
(x+y 1 +y 2
f'(x) -
1 —xy (1 -xy)-,2 '
\-n = arctan 1 = lim_ {arctan*}
Also 3 s
= lim *- xT + x--...
x +y +* 2 1 * -» t- 3 5
'<» = '"
\i -*,/
id -xy?\ — I 3
+ 5
Thus /'(*)(! +* 2
) =f'(y){\ +y 2
) (xy < 1). Hence
6 (i) Consider the sequence <*„> defined by
fix) = (Xi
*n = + 2«7r}-'.
1+* 2 {i7r
Then *„ -* as n -* °°. But

Therefore /(*) = c arctan * + d (* E M). But 2/(0) = /(0) and so
d= 0.
/(*„) = sin(|ir + 2n7r) = 1
-//(()) as «•
244 Solutions to exercises (16.5, 1 7.4) Solutions to exercises (1 7.4) 245
- (n - 1) (1 - sin 2 *) sin"- 2 * <£c

J"'
= (n-1 ){/„-»-/„}.
i.e. n/„ = («-l)/„-a (« = 2,3,...). (18)
It follows that
hn Jin-i 2m + 1 -*
l<-^< 2«
1 as n -> °°.
An + l ^2n + l
2 Use (18) of the previous question. We obtain
We have < |x| and hence g(x) -* (2m ~ 1) . (2h-1)(2w-3)

(ii) \g(x)\ as x -> by the sandwich r
/*„- li»-a-
t
i2 '- 4
theorem. However, 2/? 2 „ (2w _2 )
g(0+x n )-g(0) _ (2«-l)(2n-3)...l

•* 1 as n •*• °° °
*•> 2k(2m-2)...2
g(0-x n )-g(Q) _ 2m(2m - l)(2w - 2)(2« - 3) ... 2.1 r*«
-* — 1 as n •* °°. 2 2 2 '•lo
—x„ (2m) (2h-2) ...2
(iii) We have \h(x)\ <x 2
. Hence
h(x)-h(p)
-0 < Ixj ->0 as;t->-fJ
-J^f c»-o,,. 2> ...,.
2m 2«(2n-2)
/2 n-3
2« + l
'"' (2m+1)(2m-1)
and hence m'(0) = by the sandwich theorem.
2h(2w-2)...2
• Exercise 17.4 (2m + 1)(2m - 1) ... 3 '
1 We have < sin x < 1 (0 < x < ±tt). Hence (2m) (2m
2 - 2) 2 . . . 2
2
- »«
sin x <&
0<sin n + 1 x<sin"x (2m + 1)(2m)(2k-1)...3.2 •f
Jo
B n 2
and therefore (2 «0 2 ..,„/. (2 «!)
[-cosx]5/2 = r
(k=0,1,2,...).
(2n + 1)! (2m + 1)!
0</n+1 </n (n = 0,1,2,...).
It follows that
To obtain the recurrence relation nln = (h — l)/„- 2 , we integrate by 2
parts. For n > 2, l 2n _ (2k)! n (2n+l)\ -n {(2m)!}
2 " 2 v ~" y
(2"«!) "
2 (2"m!) 2 * {2"m!}'
/a„ + i
=
/„
Jo
sin"*
~2in n {co)
2n+i/
y 2
"} 2
(
i
n J
{2 Cn"
+1/
V n 4
}
= sin x. sin" 'jtdx 4 4" + 1 4"
7T " "2.M
,2 e-
= ^(2"+OC" a 4n"' 4nê ^n
2 B
= [-cosx.sin"- x]S 1 /2
+n cosx.(n-\)sin n -2
x.cosxdx 2m+ 1
2 i
C -*-2nC~ asn^-°°.
n
By the previous question, 27rC

2
= 1, i.e. C = y/(2ir).
246 Solutions to exercises (1 7.4) Solutions to exercises (1 7.4) 247
3 The fact that (dn — (12m) '/increases was demonstrated in §17.2. As in When m = 100, this is small compared with m! (though, of course, it will
§17.2, be a very large number compared with those usually encountered).
x
*-*,-/» -j+ x x
7 + 7 +...
1 4 6
I
X- —r 1
4 Consider, for < 5 < A, the value of

Hence
js
f->e-<dt = — e
-t
+ r. - e' 1
dt
x
x*
dn -dn + l
>- =
1 1
+
1
12m 2 + + = -{Axe- A -8 x e- s } + -
3 (2w 1)2 12m 3
x x
C fe'*
J&
dt.
But
Observe that
x A
A e' -* as A -* +°° (exponentials drown powers) and
1 1 + 13- 12m -1
12m x s -*
5 e~ as 5 -* +. It follows that
12m + 1 12(/i + 1)+1 (12m + 1)(12« + 13)
_ 12 rw = -r(x + l)
" '
(12m + 1)(12m+ 13)

as required.
It follows that
i
~ 1 l 5 Let0<a<a<jc<^<6</3andlet0<5< A. Then
dn - *,»-
12m + 1 12(« + 1)4-1
y-i „-tc
(12m + 1)(12m+ 13) - 12(12m 2 + 12m + 3)
{!>->'**< f
e' dt
<J" S I**"
1 -/*"*!*"**. (19)
> 2
3(12m+1)(12m+13)(2m + 1) We may apply the mean value theorem and obtain
The numerator is equal to r*-i_,y-i

= Qogtytt-* (20)
12m(14-12) + (13-36) = 24«-23>0 (m = 1,2, ...) x-y
and therefore the sequence (d„ - (12m + l)""') decreases. for some £ between x andy.
We know that dn + d as n -> °° and therefore For any r > 0, t~r log f -* as t * + °° and r
r
log r * as r * +. It
follows from (20) that we can find an H such that

dn ~ -T < d < dn" (m = 1,2,...). x -1 -
-t y \<H{t°- +
1 1 p - x }\x-y\
12m 12m + 1
\t t
Taking exponentials and noting that C = exp d = s/(2ir), we and hence it follows from (19) that
obtain
'<- ^g-l/Oln + l) TO - r(y)i < h\x -j>i{r(oo + tm)

n< and the continuity of the gamma function then follows from the sand-
as required. wich theorem.
We may deduce that
6 We show that log V{\x + \y) < \ log P(x) + \ log T(y) and appeal to
1(1
m!(1
_„-l/(12n + D
)< m! - y/(27T)n n + U2 e-" < m!(1 -e" 1 ' 12 "). exercise 12.21(6). By the Schwarz inequality (theorem 13.25), if
Since e
x
— 1 is approximately equal to x for small values of x (Why?), 0<5<A,
maximum
the possible error in approximating to n! is about
j"
A
,U* y -2),2 e - t J m
A
(^-0/2 e - ( /2
)(
^-l)/2 e -(/2)A
)
5 |6
n\.
12m
< „-t
t*-\ e~' dt dt
St"-"-
248 Solutions to exercises (1 7.4, 1 7. 7)
^ Solutions to exercises (1 7. 7) 249
Thus
y/u fu (U + Xy/u) -
^ (« + Xy/uf^
y/u{u+Xy/uy- 1 e- u -*û
<T"
"* V"
u 1/2 u
V(27r)« w- e-
\u-l
• Exercise 17.7 V(2tt)

"
I y/u
1 Make the change of variable — t = log u in the integral -l

1
1+ 1+
8( ^l
ex lo
.A
^j p("
»i
j fê-'dt.
Write z = x/y/u. Then
2 We use the inequality
-xy/u = + Z) -
U log (l +
~J ^ log (1
j
+ nfn\ = Cv + n) y
r(n + 1) < TO + « + 1) < (" + 1)T(« + 1)
log(l + *)-*
(n + y
l) w! (21)
established in the proof of theorem 17.6 for <y < 1 and « € M. -» — £x 2 as z -*

Given x, we let n + 1 be the largest natural number satisfying
n + 1 < x and write x = y + n + 1 . Then <y < 1 and the result follows.
Consider
r(*)
<
(« + y
l) «! (« + l)V(2w)n W" 4 We use proposition 13.29 to check
x > and y > 0. The inequalities
that the improper integral exists for
y/(2Tt)x
x
x- U2 e- x x- "' e-
y/(2ir)x"x
X U2 X
y/(2n)x
x
x- in e-
x -1
t -\i-ty- <tx 1
(0<r<i)
(/! + l)WVV" x
(y+n+\) y+ "(y+n+iyl/2„-y-n-l
,2
e
t -\\-ty- <(i-ty- 1 1
(o<r<i)
n + suffice for this purpose. y) is a continuous function

The fact that B{x,
+y
i
,y + i
1
of x (and of>») is proved in the same manner as exercise 17.4(5). The
jy +« + 1 >> +« + lj
fact that its logarithm is convex is proved in the same manner as exer-
1
* 1.1.
,y + i
ey * ' = 1 as n -* °°. cise 17.4(6).
5 After the previous question, we need only show that /(l) = 1 and
A similar argument for the left hand side of inequality (21) com-
f(x + l) = xf(x). Now
pletes the proof.
3 We have m =
T
^B(l,y
ro)
)
= yj;\l-t) y -' d t = l.
(log(l +z)-z d+z)-'-i] Also,ifO<a<0<l

lim = lim
*-* o z - 2z -0
-(1+z) i) ja
m-ty-'dt = -r*-(l-f) 3
f* xf- -{\-tf dt.
+ Ja x
= lim
y a y
Z-+0
It follows that B(x + l,y) = xy~ B(x,y + l
1). But
Consider
B(x,y + l) = r*V-
J —*
,
(l--/f<& = r^-'il-ty-^l-Odt
J -*
= fi(*^)-5(x +!,>-).
250 Solutions to exercises (1 7. 7)
Hence
B(x+l,y) = -{B(x,y)-B(x+l,y)}
SUGGESTED FURTHER READING
1 +- B(x + \,y) = -d(x,y)
y y
B(x+l,y) = B(x,y).
x +y
It follows that
/. Further analysis
*+»-&£g&** + U* r(y)
J. C. Burkill and H. Burkill, ^l
(Cambridge University
Second Course
Press, 1970).
in Mathematical Analysis
This book is notable in the clarity of its exposition but is perhaps a little old-
r(x +y) x
= (* +y) B(x,y) = xftx). fashioned in its treatment of some topics.
T(y) x+y
W. Rudin, Principles of Mathematical Analysis (McGraw-Hill, 1964).
Since /satisfies all the conditions of theorem 17.6, it follows that
This is a well-tried and popular text. The treatment is rather condensed.
f(x) = r(x) ix > 0) and therefore
T. M. Aposto], Mathematical Analysis (Addison-Wesley, 1957).
This is a useful text, especially in its treatment of vector methods.
Vt " Tix+y) R. V. Churchill, Complex Variables and Applications (McGraw-Hill, 1960).
All the books above include a discussion of complex analysis (i.e. analysis
6 Take x =y = § in the previous question. Now involving the entity i = — 0. b ut this book is a particularly easy introduction
V
O/l jU - r
»Q,0- &r & _
-Ip/K2
).
(2
to the topic.
r(1) H. L. Royden, Real Analysis (Macmillan, 1968).

This is an excellent book. The choice of material and manner of presentation has
On the other hand
been carefully considered. Its treatment of the Lebesque integral is particularly
dt 1/2 2 sin cos 6 d6 good. It is, however, a book which makes considerable demands on the reader.
B =
&b-Loy/ua-t)\-L*o sin flV(l - sin 2 0)
ff.
G. F. Simmons, Introduction to Topology and Modern Analysis (McGraw-Hill,

Thus r(|) = \A- 1963).
Write t = x 2ll. The title of the book describes its content. It is very well-written indeed.
Then
2. Logic and set theory

V2
dx = "(a/r^Vd*
2?)" r® =
= --r/*» =
Jo Jo (
V2 V2 E. A. Maxwell, Fallacies in Mathematics (Cambridge University Press, 1963).
This is for entertainment purposes. But it also contains some very instructive
Hence
examples.
2../- - N. Ya Vilenkin, Stories about Sets (Academic Press, 1968).

£ = V(2ff).
This is another entertaining book in which the paradoxes of the infinite are
explored at length. It is highly recommended.
P. R. Halmos, Naive Set Theory (Van Nostrand, 1960).

This is the standard reference for elementary set theory.
251
252 Suggested further reading
K. Kuratowski, Introduction to Set Theory and Topology (Pergamon Press,

1972).
This is a very good book which covers some difficult material.
NOTATION
A. Margaris, First Order Mathematical Logic (Blaisdell, 1967).
Formal mathematical logic is a fascinating and expanding field. This book is a
good introduction.
3. Foundations of analysis
E. Moise, Elementary Geometry from an Advanced Standpoint (Addison-Wesley,
1963).
The number system was developed largely in response to geometric needs.
real e.* 1 f(x) -*x*| -
I as 74
This fascinating and clearly written book describes this process and many other 1 /(x) * / as x -» | 75
topics. c 2 /(x) -»4-°°asx- -£ + > 82
N.Z.Q.R 2 /(x) -» / as = * — oo 82
E. Landau, Foundations of Analysis (Chelsea, 1951).
This remains an excellent and simple account of the algebraic foundations of the
oo 3 fai WB 91
92
real number system. >,>,<,< 3 0(h)
M 10 /"(?). D 2m) 92
d(x,y) 11 8y, 5x 93
sup, inf 15,70 ± 93
max, min 15 dx
(fi,b),(a,b),[a.b) df 93
[a,b], (a, °°), [a, °°) dy, dx 94
(-«,&),(-«",*] 1
/«+),/(?-) 108
d(l S) 19 S(P) no-
x„ - / as w -*• °° 28
28 f"f(x)dx no
lim xn
n -» oo
x n "* + °° as n "* °° 38
f(x)dx,\ f(x)dx 132
x n •* — °° as n
|
•* °° 39 JO J-*a
xn
lim sup 48 logx, Inx 137
n-»M e 137 ,141
liminfx n 48
expx 140
1', x
oa a e 141
E« n
n=
53 oo
l
I a n (*-£)" 143
f.A*B 64 n=0
fix) 64 sin x, cos x 151
f(S) 65 7T 153
68 tanx 154
f + g.W.fg.f/g
f°g 68 arcsin x, arccos x, arctan x 154
r 68 an ~ bn 156
f(x) ->lasx->Z + 74 T(x) 157
253
INDEX
Abel's lemma, 170 at a point, 77

Abel's theorem, 16 on an interval, 84
absolute convergence continuity property, 86
of series, 60 continuous, 77
of power series, 144 on left, 77
absolute value, 10 on 77
right,
analytic function, 145 continuum property, 141 et seq.
anti-derivative, 124 convergence
arccosine function, 154 of functions, 74
Archimedian property, 20 of sequences, 27
arcsine function, 154 of series, 53
arctangent function, 154 convex functions, 1 14
area,13,119 cosine function, 151
arithmetic mean, 8
decreasing
backwards induction, 23, 25 function, 108
beta function, 160 sequence, 34
binomial theorem, 25, 106, 149 degree
bounded of polynomial, 25, 67
above, 13 derivative, 91, 95
below, 13 differentiable, 91
function, 70 differential, 93, 95
set, 13 differentiation, 91 et seq.
bounds, 13 distance
Brouwer's fixed point theorem, 89 between points, 1
between point and set, 19
Cauchy mean value theorem, 104 divergent
Cauchy-Schwarz inequality, 7, 13 functions, 82
Cauchy sequence, 50 sequences, 38
closed interval, 17, 19 series, 54
cluster point, 52 domain of function, 64
combination theorem
for functions, 79 element of set, 1
for sequences, 30, 161 empty set, 1
compact interval, 17, 52 Euler— Maclaurin formula, 134

comparison test, 58 Euler's constant, 1 39
composite function, 68 exponential function, 140
composition, 68
concave functions, 1 14 function, 64 et seq.
conditional convergence, 60
continuity, 84 et seq. gamma function, 157
255
256 Index 1 Index 257
geometric mean, 23 open interval, 17, 19

gradient 9 oscillating sequence, 39 uniform convergence, 147
,
triangle inequality, 10
graph, 64 unbounded
trigonometric function, 1 50
partial sum, 53 set, 14
harmonic mean, 8 partition, 120 function, 71
upper bound, 1
L'Hopital's rule, 104 periodicity, 153
point of accumulation, 52
image polynomial, 25, 66
of point, 64 powers, 141
of set, 65 power series, 143 et seq.
improper integral, 132 primitive, 124
increasing principle of induction, 22
function, 108
sequence, 33
quadratic equation, 6
induction, 22
radius of convergence, 144
inequalities, 3
range
infimum, 15,71
of function, 65
infinitesimal, 94
of sequence, 27
integer, 2
rational function, 67
integral, 120
rational number, 2
integral test, 135
ratio test, 59, 144, 164
integration, 1 19 el seq.
real number, 2
by parts, 129
Riemann integral, 128
intermediate value theorem, 87
Rolle's theorem, 102
interval, 16
roots, 6, 112
of convergence, 144
inverse function, 68, 1 10
irrational number, 2, 9 sandwich theorem
for functions, 80
Leibniz's rule, 97 for sequences, 3
limit of function, 74 sequence, 27
of sequence, 27; inferior, 48; series, 53
superior,48 set, 1
limit point of set, 52 sine function, 151

local maximum, 100 slope, 91
local minimum, 100 stationary point, 101
logarithm function, 137 Stirling's formula, 156, 160
lower bound, 14 strictly increasing or decreasing
function, 108
maximum, 15, 71 sequence, 34
mean value theorem, 102 subset, 1
minimum, 15, 71 sum of series, 53

Minkowski's inequality, 8,10 supremum, 15, 70
modulus, 10
monotone tail of series, 58
function, 108 tangent function, 154
sequence, 34 Taylor polynomial, 97
Taylor series, 145
natural logarithm, 138 Taylor's theorem, 105
natural number, 2, 20 tends to a limit, 27, 74
Newton-Raphson process, 117 term of sequence, 27
nth root test, 59, 144, 164 transcendental number, 10
Jacket design by Ken Vail
Printed in Great Britain

Surfaces
H.B.GRIFFITHS
in terms of everyday experience.

Professor Griffiths relates and explains toplogy
Beginning with the question, 'What do we mean by surfaces?' he goes on to
based on an examination of three-dimensional
build up a set of definitions
then relate these to the more advanced formal
models and drawings, and only to
the background for readers to inject spatial

mathematics. He thus provides
well illustrated with toned
concepts into their mathematical thinking. The text is
drawing which create a three-dimensional effect

where appropriate and there are
abundant exercises with hints to their solution.
Partial Differential Equations

E.T.COPSON
partial differential equations.
'Copson aims at both mathematicians and users of
amalgam of pure theory and methods.
There is, again, nothing available like this
into place as
suddenly becomes clear as one reads how the various tricks fall
It
whole ... The book will form a perfect advanced

part of a surprisingly elegant
or physics There
undergraduate or early postgraduate course in mathematics
.
. .
chapter.'
is a good selection of examples in each
The Times Higher Education Supplement
Cambridge University Press

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Mathematical

K.G. BIN MORE

analysis forfirst year courses at universities and

polytechnics that places little reliance on the

The concepts involved are profound and subtle

danger of overwhelming students with technical

Professor Binmore's approach is to confine 31. SEP. 198!

line and, within this framework, to discuss only

problems and the exercises are intended as an

CAMBRIDGE UNIVERSITY PRESS

Bentley House, 200 Euston Road, London NW1 2DB

© Cambridge University Press 1977

First published 1977

Printed in Great Britain at the University Press, Cambridge 1 Real numbers 1

1.1 Set notation 1

QA300.B536 515 76-28006

5.12 Lim sup and lim inf 47 12 Monotone functions 108

10 Differentiation 91 17 The gamma function 156

11.1 Local maxima and minima 100

This book is intended and unfussy introduction to mathematical

analysis. Little formal reliance is made on the reader's previous mathematical

chapters would, however, be unwise.

vision of these ideas.

mathematical training. They are, however, quite well-motivated. The course is a

Time is then left for some discussion of point set

denotes the set whose elements are Romeo and Juliet.

denotes the set of all people who love Romeo.

of all real numbers, then

This is because there are no real numbers x such that x2 = — 1

If 5 and T are two sets, we say that 5 is a subset of T and write

(iii) a <b (a is less than b).

v2, e and ir. (iv) a~>b (a is greater than or equal to b)

While we do not go back to principles in these notes, the treatment will

1 = a"'.a<0.a = 0. 1.8 Exercise

But 1 < is a contradiction. Therefore the assumption a

(i)0<a 2 <a<l (ii) b

and secondly, that x 2< y 2 implies x < y.

y =x". For example, x

It is a simple matter.to check that, for all values of x,

If r is a negative rational, then — r is a positive rational and hence y~

1.11 Example A nice application of the work on quadratic equations

mark Then one would move on to the multiples of j and then to

achieves a minimum value of c —b 2/4a when* = —bj2a. m = 2k. Hence

g,+g 2 + ...+a„ III.

1.14 Modulus It follows (from example 1 .6) that

\c-d\ > |c|-|d|.

|c| = \a + b\ < |a|+ \b\ = \d\ + \c-d\.

(ii)7 = |6-(-l)|> |6|-|-1| = 6-1 =5.

\ab\ = s/((abf) = y/(a b

give a separate proof.

Proof We have root,

A similar lesson is to be learned from Archimedes' method of exhaustion.

2.1 Achilles and the tortoise

The following is one of the famous paradoxes of Zeno. Achilles is to

tortoise will have advanced a bit, say x 1

circle to be 1 and calculating the value of A n for a large enough value of n,

than or equal to every element of the set, for some h. B \H

bound b such that, given any other lower bound h,

for any xGS.

2.3 Proposition A set S of real numbers is bounded if and only if there

b the infimum of the set S and write b = inf 5 or

bound B such that, given any other upper bound //of S,

S and write m = min S.

= !{1 + (" £)+(-£)+... + (-|f-}

(i) Xx n + ny n -Xl + [xm as n - °° Similarly,