Professional Documents
Culture Documents
Introduction To Topology
Introduction To Topology
1
Example:
We can also show that Z is countable by showing that there exists a bijection from Z to a
subset of N. For instance, define g : Z −→⊆ N by
(
2x if x ≥ 0
g (x) = .
3−x if x < 0
..
.
An = {an1 , an2 , an3 , · · · }
..
.
Example:
Prove that the set Q of rational numbers is countable.
2
∞
Proof : Clearly, Q = ∪ En where En = {0/n, ±1/n, ±2/n, ±3/n, · · · }. Now, each En is equiv-
n=1
alent to Z and is thus countable (since Z is countable). Since Q is the countable union of
countable sets, it is countable.
Further Examples:
1. The set R of real numbers is uncountable.
Proof : Suppose R is countable, i.e., R = {x1 , x2 , · · · }. Let
1 1
I1 = x1 − , x1 +
4 4
1 1
I2 = x2 − , x2 +
8 8
..
.
In = xn − 2−(n+1) , xn + 2−(n+1)
..
.
The length of In is 2−n so that the sum of all the lengths of In ’s is 2−1 +2−2 +2−3 +· · · = 1.
∞ ∞
But xn ∈ In so that R = ∪ {xn } ⊂ ∪ In . This means that the whole real line (whose
n=1 n=1
length is infinite) would be covered by (contained in) a union of intervals whose lengths
add up to 1. This is a contradiction. Therefore, R must be uncountable.
2. Let A = (0, ∞). Then A ∼ R since the function f : R −→ A defined by f (x) = ex is
both one-to-one and onto. Since R is uncountable and A ∼ R, then A is uncountable.
3. In general, any interval of real numbers is uncountable.
Theorem 1.2.6: Let A1 , A2 , · · · , An be a finite family of countable sets. Then the Cartesian
product A1 × A2 × · · · × An is countable.
Examples:
1. Z × Z is countable. To prove this
consider the fuction f : Z × Z −→⊆ N defined by
2a 3b if a ≥ 0, b ≥ 0
5−a 7b
if a < 0, b ≥ 0
f (a, b) = .
11a 13−b if a ≥ 0, b < 0
−a −b
17 19 if a < 0, b < 0
3
is both one-to-one and onto. Since N × N is countably infinite, there exists a bijection
k : N −→ N × N. Then l : N −→ A × B defined by l = h ◦ k is one-to-one and onto
(since composition of bijections is also a bijection). So the set A × B is countable.
(ii ) The name triangular property comes from the property of triangles where the sum of
the lengths of any two sides of a triangle is always greater than or equal to the length
of the remaining side.
(iii ) The distance function d on X is neither one-to-one (since d (x, y) = d (y, x) for all
x, y ∈ X) nor onto (since negatives in R do not have pre-images, by M1 ).
Definition 2.1.2: Let d be a metric on X. The pair (X, d) is called a metric space. Elements
in a metric space are called points.
Remark 2.1.2 : If it is clear what the distance function d on X is, we write the metric space
(X, d) as simply X.
Examples:
1. The most important examples of metric spaces are the Euclidean spaces Rn especially
R (the real line) and R2 (the complex plane). The distance d : Rn × Rn −→ R on Rn is
defined as follows:
Let x = (x1 , x2 , · · · , xn ) and y = (y1 , y2 , · · · , yn ) be points in Rn . Then
d (x, y) = |x − y|
= |(x1 − y1 , x2 − y2 , · · · , xn − yn )|
q
= (x1 − y1 )2 + (x2 − y2 )2 + · · · (xn − yn )2 (positive square root).
For instance,
(a) In R, d −1, 32 = −1 − 3
= | − 52 | = 25 .
2
4
y
b x = (x1 , x2 )
b
y = (y1 , y2 )
Then
d (x, y) = |x − y|
= |(x1 − y1 , x2 − y2 )|
q
= (x1 − y1 )2 + (x2 − y2 )2 (positive square root).
Then d is a metric on Rn .
Note 2.1.1 : Every subset Y of a metric space X is a metric space with the same distance
function since if conditions M1 , M2 , and M3 hold for all x, y, z ∈ X, they also hold if we
restrict x, y, z to lie in Y .
Definition 2.1.3: Let X 6= ∅. A topology on X is a collection T of subsets of X such that
(i ) ∅, X ∈ T .
(ii ) The union of any number of members of T is in T .
(iii ) Finite intersection of members of T is in T .
The elements of T in this case are called open (T -open) subsets of X.
Examples:
1. The set of all open intervals of all real numbers is a topology in R.
2. Let X = {a, b, c}. Then P = {∅, {a} , {b} , {c} , {a, b} , {a, c} , {b, c} , X}, the power set
of X, is a topology on X.
Definition 2.1.4: Let x ∈ Rn and let r > 0. Then
(a) the open ball with centre at x and radius r is the set of all y ∈ Rn such that |y −x| < r.
(b) the closed ball with centre at x and radius r is the set of all y ∈ Rn such that |y−x| ≤ r.
Examples:
1. In R, balls are intervals.
5
r1 r1 r2 r2
b b
x1 x2
Open Interval Closed Interval
b
b b
b
b b
b b
b
b b
b b b
b
b
b b
b
b b
b
b b
b b
b
b b
b
b b
b b
b b b
b b
b b
b
b
b
b b
b b
b
b b b
b b
b b
b
b b
b
b
b
b
b b
b b
b b
b
b
b
b b
b b
b b b b
b
b
b
b
b b
b
b b
b
b
b
b
b
b
b
b
2.2 Neighbourhoods
Definition 2.2.1: Let N ⊆ R and let x ∈ R. Then N is a neighbourhood (written nbhd) of
x if there exist δ > 0 such that (x − δ, x + δ) ⊆ N.
Remark 2.2.1 : Clearly, if N is a neighbourhood of x, then x ∈ N. This implies that if
x∈
/ N, then N cannot be a neighbourhood of x.
Examples:
1. Consider the set A = (1, 4). In this case, A is a neighbourhood of 3 since if we take
δ = 0.1, then (3 − 0.1, 3 + 0.1) = (2.9, 3.1) ⊂ A. In general, if 1 < x < 4, then A is a
neighbourhood of x. On the other hand, A is not a neighbourhood of 1 since for every
δ > 0, (1 − δ, 1) ⊂ (1 − δ, 1 + δ) but (1 − δ, 1) ∩ A = ∅ so that (1 − δ, 1 + δ) * A. In a
similar manner, for any δ > 0, (4, 4 + δ) ⊂ (4 − δ, 4 + δ) but (4, 4 + δ) ∩ A = ∅ so that
(4 − δ, 4 + δ) * A. Therefore, A is not a neighbourhood of 4.
2. In general, the set A = (a, b) or (a, b] or [a, b) or [a, b] is a neighbourhood of every x ∈ A
such that a < x < b. However, A is not a neighbourhood of x if x ∈ / (a, b). For instance,
in Example 1 above, A is not a neighbourhood of 0, 1, 4, 5.5, etc.
Theorem 2.2.1: If U is a neighbourhood of x and U ⊆ V , then V is also a neighbourhood
of x.
6
Proof : Suppose U is a neighbourhood of x. Then there exists δ > 0 so that (x − δ, x + δ) ⊆ U.
But U ⊆ V . So (x − δ, x + δ) ⊆ V . Hence V is also a neighbourhood of x.
Exercise:
Consider the set A = (−1, 3) ∪ {8}. Show that:
(a) A is a neighbourhood of 0.
(b) A is not a neighbourhood of either 3 or 8.
(c) A is not a neighbourhood of 5.
7
Example: If A = (a, b), then ext (A) = int ((−∞, a] ∪ [b, ∞)) = (−∞, a) ∪ (b, ∞).
Exercise:
Show that if A, B ⊆ R, then:
(a) int (A ∩ B) = int (A) ∩ int (B).
(b) it is not necessarily that int (A ∪ B) = int (A) ∪ int (B).
8
2. Consider the set A = (1, 3) ∪ {8}. Then for any δ > 0, (1, 1 + δ) ∩ (A\ {1}) 6= ∅. This
implies that (1 − δ, 1 + δ) ∩ (A\ {1}) 6= ∅ for any δ > 0. Hence 1 ∈ A′ . In a similar
manner, for any δ > 0, (3 − δ, 3) ∩ (A\ {3}) 6= ∅ so that (3 − δ, 3 + δ) ∩ (A\ {3}) 6= ∅
for any δ > 0, meaning 3 ∈ A′ . On the other hand, 8 ∈ / A′ since if we take δ = 1, then
(8 − δ, 8 + δ) ∩ (A\ {8}) = (7, 9) ∩ (A\ {8}) = ∅ (in fact, 8 is an isolated point of A).
Remark 2.5.2 : In general, if A = (a, b) or (a, b] or [a, b) or [a, b] for a < b, then a, b ∈ A′ .
This together with Example 1 above mean that [a, b] ⊆ A′ .
3. Let A = (a, b) or (a, b] or [a, b) or [a, b]. Then A′ = [a, b]. To show this, from Remark
2.5.2, we know that [a, b] ⊆ A′ . Hence it suffices to show that if x ∈ R and x ∈ / [a, b],
′
then x ∈ / A . Suppose x > b. Let δ < x − b. Then b < x − δ and b ∈ / (x − δ, x + δ) so
that (x − δ, x + δ) ∩ (A\ {x}) = ∅. Similarly, suppose x < a. Let δ < a − x. Then
a > x + δ and a ∈ / (x − δ, x + δ) so that (x − δ, x + δ) ∩ (A\ {x}) = ∅. In either case,
x∈/ A′ .
4. Z′ = ∅.
Proof : Suppose Z has a limit point x. Then for any δ > 0, (x − δ, x + δ)∩(Z\ {x}) 6= ∅.
But for any real number x, there exists n ∈ Z such that n < x ≤ n + 1. Now, if we let
δ < min {|x − n|, |x − n − 1|}, the interval n < x ≤ n + 1 contains no integers different
from x, i.e., (x − δ, x + δ) ∩ (Z\ {x}) = ∅. Hence no real number is a limit point of Z.
5. Q′ = R.
Proof : Suppose x ∈ R. Then for any δ > 0, the interval (x − δ, x + δ) contains infinitely
many points of Q other than x. Thus (x − δ, x + δ) ∩ (Q\ {x}) 6= ∅. Therefore, every
real number is a limit point of Q.
Exercise:
Show that if A = n1 : n ∈ N , then A′ = {0}.
Further Examples:
1. Prove that if A, B ⊂ R and A ⊆ B, then A′ ⊆ B ′ .
Solution: Let x ∈ A′ . Then for all δ > 0, (x − δ, x + δ) ∩ (A\ {x}) 6= ∅. If A ⊆ B, it
follows that (x − δ, x + δ) ∩ (B\ {x}) 6= ∅ for all δ > 0, and so x ∈ B ′ . Hence A′ ⊆ B ′ .
2. Prove that if A, B ⊂ R, then (A ∪ B)′ = A′ ∪ B ′ .
Solution: A ⊆ A ∪ B and, by Example 1 above, A′ ⊆ (A ∪ B)′ . Similarly, B ⊆ A ∪ B
and B ′ ⊆ (A ∪ B)′ . Hence A′ ∪ B ′ ⊆ (A ∪ B)′ .
Now, suppose x ∈ (A ∪ B)′ . Then
∀δ > 0, (x − δ, x + δ) ∩ [(A ∪ B) \ {x}] 6= ∅
⇒ ∀δ > 0, (x − δ, x + δ) ∩ [(A\ {x}) ∪ (B\ {x})] 6= ∅
⇒ ∀δ > 0, [(x − δ, x + δ) ∩ (A\ {x})] ∪ [(x − δ, x + δ) ∩ (B\ {x})] 6= ∅
⇒ ∀δ > 0, [(x − δ, x + δ) ∩ (A\ {x})] 6= ∅ or [(x − δ, x + δ) ∩ (B\ {x})] 6= ∅
⇒ x ∈ A′ or x ∈ B ′
⇒ x ∈ A′ ∪ B ′ .
Hence (A ∪ B)′ ⊆ A′ ∪ B ′ .
9
Therefore, (A ∪ B)′ = A′ ∪ B ′ .
Theorem 2.5.1: Let x ∈ R and X ⊂ R. If x is a limit point of X, then any neighbourhood
of x contains infinitely many members of X.
Proof : Let A be a neighbourhood of x containing only a finite number of points of X, i.e.,
A ∩ X is finite. Then A ∩ X\ {x} is also finite. Suppose A ∩ X\ {x} = {y1 , y2 , · · · , yn }. We
show that there exists δ > 0 such that (x − δ, x + δ) ∩ A does not contain any member of
X\ {x}. Since both A and (x − δ, x + δ) are neighbourhoods of x, so is their intersection.
This will prove that there is a neighbourhood of x containing no element of X\ {x} hence
proving x is not a limit point of X. Let δ = min {|x − y1 |, |x − y2 |, · · · , |x − yn |}. Since
x 6= yi (i = 1, · · · , n) and δ > 0, then (x − δ, x + δ) ∩ A contains no point of X other than x,
hence the proof. @
Corollary 2.5.1:
(a) If x has a neighbourhood which only contains finitely many members of X, then x
cannot be a limit point of X.
(b) A finite point set has no limit points.
10
A. Let y ∈ (x − δ, x + δ) and let
11
5. Let x ∈ R. Then {x} is closed since {x}c = (−∞, x) ∪ (x, ∞) is open. Alternatively,
{x} is closed since it contains all its limit points, namely none. On the other hand, {x}
is not open since there does not exist δ > 0 such that (x − δ, x + δ) ⊆ {x}.
Theorem 2.6.3: Let {Gi } be an infinite collection of open sets and {Hi } an infinite collection
of closed sets. Then:
∞
(a) ∪ Gi is open (i.e., arbitrary union of open sets is open).
i=1
n
(b) ∩ Gi is open (i.e., finite intersection of open sets is open).
i=1
n
(c) ∪ Hi is closed (i.e., finite union of closed sets is closed).
i=1
∞
(d ) ∩ Hi is closed (i.e., arbitrary intersection of closed sets is closed).
i=1
Proof :
∞ ∞
(a) We prove that if x ∈ ∪ Gi , then x is an interior point of ∪ Gi , i.e., there exists δ > 0
i=1 i=1
∞ ∞
such that (x − δ, x + δ) ⊆ ∪ Gi . Now, suppose x ∈ ∪ Gi . Then x ∈ Gi for at least
i=1 i=1
one i, and since Gi is open, x is an interior point of Gi . So there exists δi > 0 such
∞
that (x − δi , x + δi ) ⊆ Gi . Therefore, (x − δi , x + δi ) ⊆ ∪ Gi .
i=1
n n n
(b) If ∩ Gi = ∅, then ∩ Gi is open since ∅ is open. On the other hand, suppose ∩ Gi 6= ∅
i=1 i=1 i=1
n
and let x ∈ ∩ Gi . Then x ∈ Gi for all i = 1, 2, · · · , n. But each Gi (i = 1, 2, · · · , n)
i=1
is open. So, for each i = 1, 2, · · · , n, there exists δi > 0 such that (x − δi , x + δi ) ⊆ Gi .
Now, let δ = min {δ1 , · · · , δn }. Since δi > 0 for all i = 1, 2, · · · , n, then δ > 0. Hence
∞
(x − δ, x + δ) ⊆ Gi for every i = 1, 2, · · · , n. Hence (x − δ, x + δ) ⊆ ∩ Gi . Therefore,
i=1
n n n
x is an interior point of ∩ Gi , and since x is an arbitrary point of ∩ Gi , then ∩ Gi
i=1 i=1 i=1
is open.
Remark 2.6.2 : The intersection of an infinite number of open sets need not be open.
Counterexample:
In R, let Gn = − n1 , n1 , n ∈ N, i.e., G1 = (−1, 1), G2 = − 12 , 12 , G3 = − 13 , 31 , · · · . Then
∞
Gn is open for each n = 1, 2, · · · . However, ∩ Gn = {0}, which is not open (by Example 5
n=1
above).
(c) Hi is closed means Hic is open, for each i= 1, 2, ·· · , n. So, by part (b) of the theorem,
n n c
∩ Hic is open, and by Theorem 2.6.1, ∩ Hic is closed. But by the De Morgan’s
i=1 c n i=1
n n n
law, ∩ Hic = ∪ (Hic )c = ∪ Hi . Therefore, ∪ Hi is closed.
i=1 i=1 i=1 i=1
Remark 2.6.3 : The union of an infinite collection of closed sets need not be closed.
Counterexample:
n n
, n ∈ N, i.e., H1 = − 12 , 12 , H2 = − 32 , 23 , H3 = − 34 , 34 , · · · .
In R, let Hn = − n+1 , n+1
∞
Then Hn is closed for each n = 1, 2, · · · . However, ∪ Hn = (−1, 1), which is not closed.
n=1
12
(d ) Hi is closed means Hic is open, for eachi = 1, 2,· · · . So by part (a) of the theorem,
∞ ∞ c
∪ Hic is open, and by Theorem 2.6.1, ∪ Hic is closed. But by the De Morgan’s
i=1 c ∞ i=1
∞ ∞ ∞
law, ∪ Hic = ∩ (Hic )c = ∩ Hi . Therefore, ∩ Hi is closed. @
i=1 i=1 i=1 i=1
13
(ii ) A ∪ B = A ∪ B.
(iii ) A ∩ B ⊆ A ∩ B.
(iv ) if A is open, then A′ = A.
(b) Give an example such that A ∩ B 6= A ∩ B.
2.8 Boundary
Definition 2.8.1: Let A ⊆ R. The boundary of A, denoted bdry (A), is the set of points
x ∈ R such that every neighbourhood of x contains at least one point of A and at least one
point not in A. Alternatively, bdry (A) is the set A\Å, i.e., the set of points in the closure of
A not belonging to the interior of A. An element in the boundary of A is called a boundary
point of A.
Examples:
1. bdry ((0, 5)) = bdry ([0, 5)) = bdry ((0, 5]) = bdry ([0, 5]) = {0, 5}.
2. bdry (∅) = ∅.
3. bdry (Q) = bdry (Qc ) = R.
4. bdry (Z) = Z.
5. bdry (Q ∩ [0, 1]) = [0, 1].
Remark 2.8.1 :
1. bdry (A) is closed.
2. bdry (A) = bdry (Ac ).
Theorem 2.8.1: A set is closed if and only if it contains all its boundary points.
Examples:
1. bdry (Z) = Z and hence Z is closed.
2. bdry (Q) * Q and hence Q is not closed.
Corollary 2.8.1: A set is open if and only if it contains none of its boundary points.
14
Remark 2.9.1 : A set A is dense in a set B if every point of B is a limit point of A, or a
point of A, or both.
Exercise:
Prove that:
(a) if A is dense in B and C ⊂ B, then A is dense in C.
(b) A is dense in B if and only if A ⊃ B.
(c) every set A is dense in its closure A.
(d ) if A ⊂ B and A is dense in B, then A = B.
Definition 2.9.2: Let A ⊂ R. Then A is said to be nowhere dense in R provided that every
open interval I contains an open subinterval J such that A ∩ J = ∅. In other words, A is
nowhere dense if A contains no open interval.
Examples:
1. Any finite set is nowhere dense.
2. N is nowhere dense.
3. The set n1 : n ∈ N is nowhere dense.
Examples:
1. The collection T = 1 − n1 , 2 − n1 : n ∈ N is an open cover for the set E = [1/2, 2).
2. The collection T = {(−n, n) : n ∈ N} is an open cover for the set R = (−∞, ∞).
3. Let r ∈ R. Then T = {(r − 1, r + 1) : r ∈ R} is an open cover for the set R.
15
Remark 2.10.1 : The collections in Examples 1 and 2 above are countable while the col-
lection in Example 3 is uncountable.
Definition 2.10.2: The set E ⊆ R is a compact set if every open cover for E has a finite
subcover.
Example:
The set E = [a, ∞) is not compact since T = a − n1 , n : n ∈ N is an open cover for E,
with the property that no finite subcollection covers E. Observe that the set E in this case
is closed but not bounded.
Theorem 2.10.1: If E is a compact set, then E is bounded.
Proof : The collection T = {(−n, n) : n ∈ N} is an open cover for any set E ⊆ R. The union
of any finite subcollection will be an interval of the form (−n0 , n0 ). If E is compact, there
must be an interval (−n0 , n0 ), so that E ⊂ (−n0 , n0 ), and so E is bounded. @
Example:
The set E = [a, b) is not compact since the collection T = a − n1 , b− n1 : n ∈ N is an
open cover for E, but the union of any finite subcollection has the form a − n11 , b − n12 , and
does not therefore cover E. Observe that the set E in this case is bounded but not closed.
Theorem 2.10.2: If E is a compact set, then E is closed.
Proof : If E is not
∞ closed,
1 1
∞ be a limit point x of E with x ∈
there must / E. The collection
T = {Gn }n=1 = R\ x − n , x + n n=1 is an open cover for E. In order for E to be compact,
k
there must be a finite subcollection {Gni }ki=1 of T that covers E. Since ∪ Gni = Gn′ where
i=1
k
n′ = max {n1 , n2 , · · · , nk }, we have E ⊂ ∪ Gni = Gn′ = R\ x − n1′ , x + n1′ or equivalently,
i=1
E ∩ x − n1′ , x + n1′ = ∅. But E ∩ x − n1′ , x + n1′ = ∅ implies that x is an exterior point of
E, and therefore not a limit point of E. This contradiction means that E is not compact,
and the proof is complete. @
Remark 2.10.2 : Theorems 2.10.1 and 2.10.2 prove that a compact set need be both closed
and bounded. The next theorem asserts that these two conditions are also sufficient for
compactness.
Theorem 2.10.3 (Heine-Borel Theorem): The set E ⊆ R is compact if and only if E is
closed and bounded.
16
2. A lower bound or an upper bound of A is not unique.
Definition 3.1.2: If A has an upper bound, then A is said to be bounded above. If A has a
lower bound, then A is said to be bounded below. If A has both an upper bound and a lower
bound, then we say that A is bounded. If A is neither bounded nor bounded above or below,
we say that A is unbounded. By definition, A is bounded if A ⊆ [n, m] for some interval
[n, m] of finite length.
Examples:
1. Let A = (1, 3]. Then A = {x | 1 < x ≤ 3}. If n ∈ R such that n ≤ 1, then n ∈ LA , and
if m ∈ R such that m ≥ 3, then n ∈ UA . Therefore, A is bounded.
2. The set N = {1, 2, 3, 4, · · · } is bounded below but not above. For instance, −10 is a
lower bound of N (in fact, every real number n ≤ 1 is a lower bound of N).
Remark 3.1.1 : Examples 1 and 2 above show that a bounded set need not be countable
and vice versa.
n
3. The number 1 is an upper bound of the set B = 12 , 43 , 78 , · · · , 2 2−1
n , · · · . On the other
1 1
hand, 2 is a lower bound of B. In fact, if x ∈ B, then x ≥ 2 and x < 1.
4. The set C = n1 : n ∈ N , i.e., C = 1, 21 , 13 , 41 , · · · is bounded since if x ∈ C, then
0 < x ≤ 1. Each real number k ≥ 1 is an upper bound of C while each real number
l ≤ 0 is a lower bound of C. Hence C has infinitely many lower bounds and infinitely
many upper bounds.
5. The set Z = {· · · , −3, −2, −1, 0, 1, 2, 3, · · · } is unbounded.
6. The set Z2 = {z 2 | z ∈ Z} = {0, 1, 4, 9, 16, 25 · · · } is bounded below while the set
−Z2 = {−z 2 | z ∈ Z} = {· · · , −25, −16, −9, −4, −1, 0} is bounded above.
7. The set Y = {sin x | 0 ≤ x < 2π} is bounded by −1 and 1. On the other hand, the set
K = {tan x | 0 ≤ x < 2π} is unbounded. However, K ′ = {tan x | 0 ≤ x ≤ π/2} is bounded
below.
Proposition 3.1.1: Let A ⊂ R.
(a) If m, m′ ∈ R with m′ > m and m ∈ UA , then m′ ∈ UA .
(b) If n, n′ ∈ R with n′ < n and n ∈ LA , then n′ ∈ LA .
From Examples 2 and 3 above, infinitely many real numbers greater than −10 are lower
bounds of N, but there is no number less that 1 which is an upper bound of B. This leads
us to the concept of least upper bound and greatest lower bound.
Definition 3.1.3: Let A ⊂ R. An element u ∈ R is called the least upper bound (l.u.b) of
A or supremum of A, written l.u.b A or sup A, if:
(i ) u ∈ UA (i.e., u is an upper bound of A)
(ii ) u ≤ m for all m ∈ UA .
Definition 3.1.4: Let A ⊂ R. An element l ∈ R is called the greatest lower bound (g.l.b) of
A or infimum of A, written g.l.b A or inf A, if:
(i ) l ∈ LA (i.e., l is a lower bound of A)
(ii ) l ≥ n for all n ∈ LA .
17
Some Consequences of the Definitions
1. If α is an upper bound of a set A ⊂ R and α ∈ A, then α is the supremum of A.
Proof : Suppose α, β ∈ A and α, β ∈ UA . Since α ∈ UA and β ∈ A, then α ≥ β. In a
similarly manner, since β ∈ UA and α ∈ A, then β ≥ α. The two inequalities hold
simultaneously if and only if α = β. So we cannot have two upper bounds in a set.
Therefore, if α ∈ A and α ∈ UA , then α is the supremum of A. @
2. If a set has an infimum, then the infimum is unique.
Proof : Let A be a non-empty subset of R. Suppose α = inf A and also β = inf A. Then
α, β ∈ LA . If α = inf A, then α ≥ l for all l ∈ LA . But β ∈ LA . So α ≥ β. Similarly, if
β = inf A, and α ∈ LA , then β ≥ α. The inequalities α ≥ β and β ≥ α hold simultane-
ously if and only if α = β. Therefore, inf A is unique. @
Remark 3.1.2 : If A, B ⊂ R where A ⊆ B, then inf B ≤ inf A and sup A ≤ sup B.
Examples:
1. Let A = (3, 4). If n ∈ LA , then n ≤ 3, and if m ∈ UA , then m ≥ 4. Hence inf A = 3
and sup A = 4.
n
2. Let B = 21 , 34 , 87 , · · · , 2 2−1 1
n , · · · . Then inf B = 2 and sup B = 1. In this case, inf B ∈ B
and sup B ∈
/ B.
3. Inf N = 1 but and sup N = ∞ since N has no upper bound.
4. Let C = {x} for x ∈ R. Then inf C = sup C = x.
5. If D = 0, 12 , 32 , 43 , 65 , 67 , · · · , then inf D = 0 and sup D = 1.
6. The empty set ∅ is bounded since ∅ ⊂ [n, m] for any interval [n, m] of finite length.
Thus every number m ∈ R is an upper bound of ∅ and so ∅ does not have a supremum.
Similarly, ∅ does not have an infimum.
18
Examples:
1. {1} = {1, 1, 1, 1, · · · }.
2. {2n}∞
n=1 = {2, 4, 6, 8, · · · }.
∞
3. (−1)n+1 n=1 = {1, −1, 1, −1, · · · }.
Definition 4.1.2: Let {an } be a sequence of real numbers and consider the sequence {ni }
of positive integers such that n1 < n2 < n3 < · · · . Then the sequence {ani } is called a sub-
sequence of {an }. If {an } = {a1 , a2 , a3 , a4 , · · · } is a sequence, then {ani } = {a21 , a42 , a63 , · · · }
is a subsequence.
Remark 4.1.2 : A subsequence {ani } of a sequence {an } is itself a sequence and the numbers
n1 , n2 , · · · themselves form a subsequence of the sequence of positive integers 1, 2, 3, · · · .
Examples:
∞
1. Consider the sequence {(−1)n }n=1 = {−1, 1, −1, 1, −1, 1, · · · }. Then −1, −1, −1, · · ·
∞
and 1, 1, 1, · · · are subsequences of {(−1)n }n=1 .
2. The sequence 1, 2, 1, 3, 1, 4, 1, 5, · · · has subsequences 1, 1, 1, 1, · · · and 1, 2, 3, 4, 5, · · · .
Definition 4.2.3: If a sequence {an }∞ n=1 of real numbers does not have a limit, we say that
{an }n=1 diverges or {an }n=1 is divergent. A sequence {an }∞
∞ ∞
n=1 of real numbers diverges to
∞, written lim an = ∞ or an −→ ∞, if for any real number M > 0, there exist N ∈ N such
n→∞
that an ≥ M for all n ≥ N. A sequence {an }∞
n=1 of real numbers diverges to −∞, written
lim an = −∞ or an −→ −∞, if for any real number M > 0, there exist N ∈ N such that
n→∞
an < −M for all n ≥ N. If the sequence {an }∞
n=1 of real numbers diverges but lim an 6= ±∞, n→∞
we say that {an }∞
n=1 oscillates.
19
Theorem 4.2.1: A point x is a limit point of a set A if and only if there exists a sequence
{xn }∞
n=1 in A such that lim xn = x.
n→∞
Examples:
1. The sequence n1 = 1, 21 , 13 , 41 , · · · converges to 0.
20
and for n odd (1) becomes
1
| − 1 − L| < (n ≥ N) . (3)
2
In this case, (2) implies that L is less than 21 unit away from 1 while (3) implies that L
is less than 21 unit away from −1, a contradiction. [Alternatively, the inequality (3) is
equivalent to |1 + L| < 12 . But then
1 1
2 = | (1 + L) + (1 − L) | ≤ |1 + L| + |1 − L| < + = 1,
2 2
which is a contradiction.] Hence the sequence does not have a limit.
n o∞
2n
4. The sequence n+4n 1/2 converges to 2.
n=1
Proof : Given ε > 0 we find (calculate) N ∈ N such that
2n
−2 < ε (n ≥ N) . (1)
n + 4n1/2
2n − 2n − 8n1/2
<ε (n ≥ N)
n + 4n1/2
or
8n1/2
<ε (n ≥ N) . (2)
n + 4n1/2
1
8n /2 8
Now the left hand side of (2) is less than n
= n1/2
. Hence (2) will be true if
8
<ε (n ≥ N) . (3)
n1/2
8 64
If we choose N such that N 1/2
< ε, that is, choose N > ε2
, then (3) will certainly be
8 8
true. (For n1/2
≤ N 1/2
if n ≥ N). We have thus shown that if N is any positive integer
64
such that N > ε2
, then (3) and hence (2) and finally (1) will be true. This proves that
2n
lim n+4n 1/2 = 2.
n→∞
21
Thus if we choose N ≥ eM , the (2) and hence (1) will hold.
Exercise:
∞
Use definition to show that the sequence {an }∞ (−1)n+1
n=1 = n=1
has no limit.
Theorem 4.2.2: Let {an }∞
n=1 be a sequence of non-negative numbers. If lim an = L, then
n→∞
L ≥ 0.
Proof : Supose the contrary, i.e., L < 0. Then for ε = − L2 there exists N ∈ N such that
L
|an − L| < − (n ≥ N) .
2
In particular,
L
|aN − L| < − ,
2
which implies
L
aN − L < −
2
or
L
aN < < 0 for L < 0,
2
a contradiction since, by hypothesis, aN ≥ 0. Hence L ≥ 0. @
Theorem 4.2.3: If {an }∞n=1 converges, then its limit is unique.
Proof : Suppose an −→ L and an −→ M. We show that L = M. Suppose the contrary, i.e.,
L 6= M so that |M − L| > 0. Let ε = 12 |M − L|. By hypothesis an −→ L. So there exists
N1 = N1 (ε) ∈ N such that
|an − L| < ε (n ≥ N1 ) .
Similarly, since an −→ M there exists N2 = N2 (ε) ∈ N such that
|an − M| < ε (n ≥ N2 ) .
|an − L| < ε (n ≥ N)
and
|an − M| < ε (n ≥ N) .
Thus
22
Corollary 4.2.1: All subsequences of a convergent sequence {an }∞ n=1 of real numbers con-
verge to the same limit.
Proof : If the sequence {an }∞ ∞
n=1 converges to L, then, by Theorem 4.2.3, {an }n=1 converges
to no other limit. By Theorem 4.2.4, then, all subsequences of {an }∞
n=1 converge to L (and
to no other limit). @
Examples:
1. The sequence 1, − 21 , 13 , − 41 , 15 , − 61 , · · · converges to 0. By Corollary 4.2.1, all its subse-
quences converge to 0. For instace, the subsequences 1, 31 , 51 , · · · and − 12 , − 41 , − 16 , · · ·
both converge to 0.
∞
2. Consider the sequence {(−1)n }n=1 . Then −1, −1, −1, −1, · · · and 1, 1, 1, 1, · · · are sub-
∞
sequences of {(−1)n }n=1 which converge respectively to −1 and 1. Since the two sub-
∞
sequences converge to different limits, then, by Theorem 4.2.4, the sequence {(−1)n }n=1
diverges. This example shows that a divergent sequence may have a convergent subse-
quence.
3. The sequence {n}∞ n=1 shows that a divergent sequence need have no convergent subse-
quence.
4. Consider the sequence 1, 2, 1, 3, 1, 4, 1, 5, · · · . By Corollary 4.2.1, the sequence diverges
since it has the divergent subsequence 1, 2, 3, 4, 5, · · · . Moreover, the sequence does not
diverge to ∞ since there is no N ∈ N for which an > 2 for all n ≥ N. The sequence
obviously does not diverge to −∞. Hence it oscillates.
5. The sequence {an }∞ n=1 = {1, −2, 3, −4, 5, −6, · · · } has the subsequence 1, 3, 5, · · · which
diverges to ∞ and also has the subsequence −2, −4, −6, · · · which diverges to −∞. The
sequence {an }∞n=1 diverges, but lim an 6= ±∞; the sequence oscillates.
n→∞
Example:
Consider the sequence {an } defined by
(
1 if n is even
an = ,
0 if n is odd
i.e., {an } = {0, 1, 0, 1, 0, 1, · · · }. Then the range of {an } is the set {0, 1} which is bounded.
Therefore, the sequence is bounded.
23
If a sequence diverges to ∞ or to −∞, then it is not bounded. A sequence that diverges to
∞ must, however, be bounded below (since such a sequence can have only a finite number
of negative terms). Similarly, if a sequence diverges to −∞, then it is bounded above. An
oscillating sequence may or may not be bounded.
Examples:
1. The sequence 1, −2, 3, −4, 5, −6, · · · oscillates and is neither bounded above nor bounded
below.
2. The sequence −1, 1, −1, 1, −1, 1, · · · oscillates between −1 and 1; it is bounded.
3. The sequence 1, 2, 1, 3, 1, 4, 1, 5, · · · oscillates and is bounded below but is not bounded
above.
Theorem 4.3.1: If the sequence {an }∞
n=1 of real numbers is convergent, then it is bounded.
Proof : Suppose an −→ L. Then given ε = 1, there exists N ∈ N such that
Remark 4.3.1 : The converse of Theorem 4.3.1 is not necessarily true, i.e., a bounded
sequence need not be convergent.
Corollary 4.3.1: If the sequence {an }∞ n=1 of real numbers is not bounded, it is divergent.
Proof : The corollary is just the contrapositive of Theorem 4.3.1.
Examples:
∞
1. The sequence {(−1)n }n=1 is bounded but not convergent.
2. The sequence 1, −2, 3, −4, 5, −6, · · · is divergent since it is neither bounded above nor
bounded below.
Theorem 4.3.2 (Bolzano-Weierstrass Theorem): Let {an }∞ n=1 be a bounded sequence
of real numbers. Then {an }∞
n=1 has a convergent subsequence.
24
Definition 4.4.1: The sequence {an }∞ n=1 is non-decreasing if an ≤ an+1 for all n; in the
special case where an < an+1 for all n, the sequence {an }∞ n=1 is said to be increasing. The
sequence {an }∞ n=1 is non-increasing if an ≥ a n+1 for all n; in the special case where an > an+1
∞
for all n, the sequence {an }n=1 is said to be decreasing. A monotonic sequence is a sequence
which is either non-increasing or non-decreasing.
Remark 4.4.1 :
1. A non-decreasing sequence {an }∞
n=1 is always bounded below (by a1 ).
Examples:
1 ∞
= 1, 1 21 , 1 34 , 1 87 , · · ·
1. The sequence 2 − 2n−1 n=1
is non-decreasing and bounded.
2. The sequence {n}∞
n=1 = {1, 2, 3, 4, · · · } is non-decreasing and bounded below (but not
bounded above).
Theorem 4.4.1: A non-decreasing sequence which is bounded above is convergent.
Proof : Suppose {an }∞
n=1 is non-decreasing and bounded above. Then the set A = {a1 , a2 , · · · }
is a non-empty subset of R which is bounded above. By the completeness axiom of real
numbers, this set has a least upper bound. Let
Examples: 1 ∞
1. As seen in a previous example, the sequence 2 − 2n−1 n=1
is non-decreasing and
bounded. It converges to 2.
1 n
2. Consider the sequence {an }∞
n=1 where a n = 1 + n
. It can be shown that an ≤ an+1
∞
for every n ∈ N, i.e., {an }n=1 is non-decreasing, and that an < 3 for every n ∈ N, i.e.,
{an }∞ ∞
n=1 is bounded above (by 3). Hence, by Theorem 4.4.1, {an }n=1 is convergent. In
fact, lim an = e where the number e has decimal expansion 2.7182818 · · · .
n→∞
Remark 4.4.2 :
1. Theorem 4.4.1 gives a set of criteria that enables us to prove that a sequence converges
25
without first guessing its limit.
2. A non-decreasing sequence does not oscillate, imlying that a non-decreasing sequence
that is not bounded above diverges to ∞.
Theorem 4.4.2: A non-decreasing sequence which is not bounded above diverges to ∞.
Proof : Suppose {an }∞
n=1 is non-decreasing but not bounded above. Given M > 0 we find
N ∈ N such that
an > M for all n ≥ N. (1)
Now, since M is not an upper bound for {a1 , a2 , · · · } there must exist N ∈ N such that
aN > M. Then, for this N, (1) follows from the hypothesis that {an }∞ n=1 is non-decreasing.
This proves the theorem. @
Theorem 4.4.3: Let {an }∞ n=1 be a non-increasing sequence of real numbers.
∞
(a) If {an }n=1 is bounded below, it is convergent.
(b) If {an }∞
n=1 is not bounded below, it diverges to −∞.
Proof : The proof of the theorem follows the proofs of Theorems 4.4.1 and 4.4.2 exactly,
with all upper bounds and least upper bounds replaced by lower bounds and greatest lower
bounds. @
Remark 4.4.3 : From Theorems 4.4.1 and 4.4.3, a bounded non-decreasing or non-increasing
sequence is convergent. Hence convergence and boundedness are equivalent for monotonic
sequences of real numbers.
Theorem 4.4.4: Let {an }∞ ∞
n=1 be a sequence of real numbers. Then {an }n=1 has a monotonic
subsequence.
Now,
26
Thus we try to make both |an − a| and |bn − b| less than ε/2 by taking n sufficiently large.
Since an −→ a there exists N1 ∈ N such that |an − a| < ε/2 for all n ≥ N1 . Also, since
bn −→ b, there exists N2 ∈ N such that |bn − b| < ε/2 for all n ≥ N2 .
Let N = max {N1 , N2 }. Then |an − a| < ε/2 for all n ≥ N and |bn − b| < ε/2 for all n ≥ N so
that
|an − a| + |bn − b| < ε/2 + ε/2 = ε for all n ≥ N,
hence the proof. @
Theorem 4.5.2: Let {an }∞ n=1 be a sequence of real numbers, and let c ∈ R. If n→∞
lim an = a,
then lim can = ca.
n→∞
Proof : If c = 0, the theorem is obvious. Now, suppose c 6= 0. Given ε > 0 we find
N = N (ε) ∈ N such that
But then
|c| · |an − a| < ε for all n ≥ N,
which is equivalent to (1). @
Theorem 4.5.3:
(a) If 0 < x < 1, then {xn }∞
n=1 converges to 0.
27
Proof : Since lim bn = b, it follows from Theorem 4.5.2 (with c = −1) that lim (−bn ) = −b.
n→∞ n→∞
But then, using Theorem 4.5.1,
Now,
Since {bn }∞
n=1 is convergent, then by Theorem 4.3.1, it is bounded. So there exists M > 0
such that |bn | ≤ M for all n ∈ N. Then (2) will certainly hold if
28
Lemma 4.5.1: Let {an }∞
n=1 be a sequence of real numbers such that lim an = a where n→∞
a 6= 0. Then lim (1/an ) = 1/a.
n→∞
Proof : Either a > 0 or a < 0. We prove the case a > 0 (the case a < 0 can be proved by
applying the first case to {−an }∞
n=1 ). Suppose a > 0. Given ε > 0 we find N = N (ε) ∈ N
such that
|1/an − 1/a| < ε for all n ≥ N
or
|an − a|
< ε for all n ≥ N (1)
|an a|
Now, there exists N1 ∈ N such that |an − a| < a2 for all n ≥ N1 . This implies that
a
an > for all n ≥ N1
2
so that
a2
for all n ≥ N1 .
an a >
2
In addition, there exists N2 ∈ N such that
a2 ε
|an − a| < for all n ≥ N2 .
2
Thus if N = max {N1 , N2 }, we have, for n ≥ N,
|an − a| 1 1 a2 ε
= · |an − a| < a2 · = ε.
|an a| |an a| /2 2
Hence (1) holds for this N. This completes the proof. @
Theorem 4.5.6: Let {an }∞ ∞
n=1 and {bn }n=1 be sequences of real numbers. If lim an = a and n→∞
lim bn = b where b 6= 0. Then lim (ab/bn ) = a/b.
n→∞ n→∞
Proof : Using Theorem 4.5.5 and Lemma 4.5.1 we have
1 1
lim an · =a· ,
n→∞ bn b
which is what we wished to show. @
2
Example: Prove that lim 3n −6n
2 = 3/5.
n→∞ 5n +4
Solution:
3n2 − 6n 3 − 6/n lim (3 − 6/n)
n→∞
lim = lim =
n→∞ 5n2 + 4 n→∞ 5 + 4/n2 lim (5 + 4/n2 )
n→∞
lim 3 + lim (−6/n) lim 3 − 6 lim 1/n
n→∞ n→∞ n→∞ n→∞
= = 2
lim 5 + lim 4/n2
n→∞ n→∞ lim 5 + 4 lim /n1
n→∞ n→∞
3 − 6 (0)
= 2 = /5.
3
5 + 4 (0)
29
4.6 Operations on Divergent Sequences
If {an }∞ ∞
n=1 is a divergent sequence, then {−an }n=1 is also divergent, and the sum of these
two sequences is clearly not divergent. Moreover, the product of the divergent sequence
∞
{(−1)n }n=1 with itself is not divergent. For sequences that diverge to ∞ we have the following
results:
Theorem 4.6.1: Let {an }∞ ∞
n=1 and {bn }n=1 be sequences of real numbers that diverge to ∞.
Then {an + bn }∞ ∞
n=1 and {an bn }n=1 diverge to ∞ also.
Proof : Given M > 0, choose N1 ∈ N such that
and
an bn > M · 1 = M for all n ≥ N,
hence the proof. @
Theorem 4.6.2: Let {an }∞ ∞ ∞
n=1 and {bn }n=1 be sequences of real numbers. If {an }n=1 diverges
to ∞ and {bn }∞ ∞
n=1 is bounded, then {an + bn }n=1 diverges to ∞.
Proof : By hypothesis there exists Q > 0 such that
Then
an + bn ≥ an − |bn | > (M + Q) − Q = M for all n ≥ N.
That is,
an + bn > M for all n ≥ N
which shows that an + bn −→ ∞ as n −→ ∞. @
Corollary 4.6.1: If {an }∞ ∞ ∞
n=1 diverges to ∞ and {bn }n=1 converges, then {an + bn }n=1 di-
verges to ∞.
Proof : The proof follows directly from Theorems 4.3.1 and 4.6.2. @
Remark 4.6.1 : Theorems 4.6.1 and 4.6.2, and Corollary 4.6.1 hold if we replace ∞ with
−∞.
30
4.7 Limit Superior and Limit Inferior
Consider a sequence {an }∞ n=1 that is bounded above, say an ≤ M for all n ∈ N. Then for a
fixed n ∈ N, the set {an , an+1 , an+2 , · · · } is bounded above and hence has a least upper bound
Mn = l.u.b {an , an+1 , an+2 , · · · }. Moreover, Mn ≥ Mn+1 since Mn+1 = l.u.b {an+1 , an+2 , · · · }
is the least upper bound of a subset of {an , an+1 , an+2 , · · · }. Thus the sequence {Mn }∞ n=1 is
non-increasing and thus either converges or diverges to −∞.
Definition 4.7.1: Let {an }∞ n=1 be a sequence of real numbers that is bounded above, and
let Mn = l.u.b {an , an+1 , an+2 , · · · }.
(a) If {Mn }∞
n=1 converges, then lim sup an = lim Mn .
n−→∞ n→∞
(b) If {Mn }∞
n=1 diverges to −∞ then lim sup an = −∞.
n−→∞
Examples:
1. Let an = (−1)n , n ∈ N. Then {an }∞
n=1 is bounded above. In this case, Mn = 1 for
all n ∈ N and hence lim Mn = 1. Thus lim sup (−1)n = 1.
n→∞ n−→∞
3. Consider the sequence an = 1, −1, 1, −2, 1, −3, 1, −4, · · · . Then Mn = 1 for all n ∈ N.
Hence lim sup an = 1.
n−→∞
Proof : Let L = lim an . Then given ε > 0 there exists N ∈ N such that
n→∞
or
L − ε < an < L + ε for all n ≥ N.
Thus if n ≥ N, then L + ε is an upper bound for {an , an+1 , an+2 , · · · } and L − ε is not an
upper bound. Hence
31
But lim Mn = lim sup an . Thus
n→∞ n−→∞
Since ε was arbitrary, this implies lim sup an = L, which is what we wished to prove. @
n−→∞
∞
Now, suppose the sequence {an }n=1 of real numbers is bounded below. Then for a fixed
n ∈ N, the set {an , an+1 , an+2 , · · · } is bounded below and hence has a greatest lower bound.
Let mn = g.l.b {an , an+1 , an+2 , · · · }. Then {mn }∞ n=1 is non-decreasing sequence and hence
either converges or diverges to ∞.
Definition 4.7.3: Let {an }∞ n=1 be a sequence of real numbers that is bounded below, and
let mn = g.l.b {an , an+1 , an+2 , · · · }.
(a) If {mn }∞
n=1 converges, then lim inf an = lim mn .
n−→∞ n→∞
(b) If {mn }∞
n=1 diverges to ∞ then lim inf an = ∞.
n−→∞
Examples:
n ∞
1. The sequence {an }∞
n=1 = {(−1) }n=1 is bounded below. In this case, mn = −1 for every
n ∈ N and hence lim inf (−1)n = lim mn = −1.
n−→∞ n→∞
3. The sequence an = 1, −1, 1, −2, 1, −3, 1, −4, · · · is not bounded below. Therefore, by
Definition 4.7.4, lim inf an = −∞.
n−→∞
Theorem 4.7.2: If {an }∞is convergent sequence of real numbers, then lim inf an = lim an .
n=1 n−→∞ n→∞
Proof : The proof of this theorem is similar to the proof of Theorem 4.7.1. @
Theorem 4.7.3: If {an }∞
n=1 is a sequence of real numbers, then lim inf an ≤ lim sup an .
n−→∞ n−→∞
Proof : If {an }∞
n=1 is bounded, then
Thus mn ≤ Mn for all n ∈ N and so, by Corollary 4.5.1, lim inf an ≤ lim sup an . If {an }∞
n=1
n−→∞ n−→∞
is not bounded, then lim sup an = ∞ or lim inf an = −∞ and lim inf an ≤ lim sup an . @
n−→∞ n−→∞ n−→∞ n−→∞
Remark 4.7.1 : From Theorems 4.7.1 and 4.7.2 we see that if lim an = L, then we must
n→∞
have lim sup an = lim inf an = L.
n−→∞ n→∞
32
Theorem 4.7.4: Let {an }∞
n=1 be a sequence of real numbers. If lim sup an = lim inf an = L
n−→∞ n−→∞
where L ∈ R, then {an }∞
n=1 is convergent and n→∞
lim an = L.
Proof : By hypothesis we have
implying that
an < L + ε for all n ≥ N1 (1)
Similarly, since lim inf an = L, there exists N2 ∈ N such that
n−→∞
implying that
an > L − ε for all n ≥ N2 (2)
If N = max {N1 , N2 }, then from (1) and (2) we have
This implies that M is a lower bound (but not the g.l.b) for {an , an+1 , · · · } for all n ≥ N, so
that
an > M for all n ≥ N,
which establishes the required conclusion. @
Corollary 4.7.1: If {an }∞
n=1 is a sequence of real numbers diverging to ∞, then
33
and
g.l.b {an , an+1 , an+2 , · · · } ≤ g.l.b {bn , bn+1 , bn+2 , · · · } .
Taking the limit as n −→ ∞ on both sides of these inequalities, and using Corollary 4.5.1,
we prove the theorem. @
Remark 4.7.2 :
(i ) Theorems 4.7.6 remains true even if an > bn for a finite number of n.
(ii ) It is not always true that lim sup (an + bn ) = lim sup an + lim sup bn , even for bounded
n−→∞ n−→∞ n−→∞
sequences {an }∞ ∞
n=1 and {bn }n=1 .
n ∞ n+1 ∞
Example: Let {an }∞ ∞
n=1 = {(−1) }n=1 and {bn }n=1 = (−1) n=1
so that an + bn = 0 for
each n ∈ N. In this case, lim sup an = 1 = lim sup bn so that lim sup an + lim sup bn = 2.
n−→∞ n−→∞ n−→∞ n−→∞
However, lim sup (an + bn ) = 0.
n−→∞
and
Pn = l.u.b {bn , bn+1 , bn+2 , · · · } .
Then
ak ≤ Mn for all k ≥ n,
and
bk ≤ Pn for all k ≥ n,
so that
ak + bk ≤ Mn + Pn for all k ≥ n.
Thus Mn + Pn is an upper bound for {an + bn , an+1 + bn+1 , an+2 + bn+2 , · · · } so that
lim l.u.b {an + bn , an+1 + bn+1 , an+2 + bn+2 , · · · } ≤ lim (Mn + Pn ) = lim Mn + lim Pn
n→∞ n→∞ n→∞ n→∞
or
lim sup (an + bn ) ≤ lim sup an + lim sup bn . @
n−→∞ n−→∞ n−→∞
Theorem 4.7.8: Any bounded sequence of real numbers has a converent subsequence.
Exercise:
1. Let {an }∞ ∞
n=1 be a sequence of real numbers and let {ani }n=1 be any subsequence of
34
{an }∞
n=1 . Prove that if lim sup an = M, then lim sup ani ≤ M.
n−→∞ n−→∞
2. Let {an }∞
n=1 be a bounded sequence of real numbers and let lim inf an = m. Prove that:
n−→∞
(a) there is a subsequence of {an }∞
n=1 which converges to m.
∞
(b) no subsequence of {an }n=1 converges to a limit less than m.
ε
|ak − L| < for all k ≥ N.
2
Thus if m, n ≥ N, we have
ε ε
|am − an | = |(am − L) + (L − an )| ≤ |am − L| + |L − an | < +
2 2
so that
|am − an | < ε for all m, n ≥ N,
which proves that {an }∞
n=1 is Cauchy. @
Then
|am − aN | < 1 for all m ≥ N. (1)
Hence, if m ≥ N, we have
35
If M = max {|a1 | , · · · , |aN −1 |}, then
Hence {an }∞
n=1 is bounded.
ε
|am − an | < for all m, n ≥ N. (2)
2
We may choose N such that N ≥ J.
Now suppose k ∈ N and k ≥ N. Then k ≥ J, so (1) implies
ε
|ank − a| < .
2
Also, nk ≥ k ≥ N, so (2) implies
ε
|ak − ank | < .
2
Therefore,
ε ε
|ak − a| = |(ak − ank ) + (ank − a)| ≤ |ak − ank | + |ank − a| < +
2 2
so that
|ak − a| < ε for all k ≥ N,
and the conclusion follows. @
36
∞
P
Definition 4.9.2: Let an be an infinite series of real numbers and let sn = a1 +a2 +· · ·+an
n=1
be the sum of the first n terms (nth partial sum) of the sequence {an }∞ ∞
n=1 . Then {sn }n=1 is
∞
P
called the sequence of partial sums of the series an .
n=1
∞
an be an infinite series and let {sn }∞
P
Definition 4.9.3: Let n=1 be the corresponding
n=1
∞ ∞
an is said to converge if {sn }∞
P P
sequence of partial sums. Then n=1 converges, an diverges
n=1 n=1
∞
if {sn }∞ an oscillates if {sn }∞ ∞
P
n=1 diverges, and n=1 oscillates. If {sn }n=1 converges to s, then
n=1
∞
P ∞
P
s is called the sum of the series an and we write s = an or s = a1 + a2 + · · · + an + · · · .
n=1 n=1
∞
P n
P
In this case, an = s = lim sn = lim ai . If the series diverges to ∞, we write
n=1 n→∞ n→∞ i=1
∞
P ∞
P
an = ∞, and if it diverges to −∞, we write an = −∞.
n=1 n=1
∞
P ∞
P
Theorem 4.9.1: Let an and bn be convergent series.
n=1 n=1
∞
P ∞
P ∞
P ∞
P
(a) Then (an ± bn ) is also convergent and (an ± bn ) = an ± bn .
n=1 n=1 n=1 n=1
∞ ∞ ∞
(b) If c ∈ R, then
P P P
can is also convergent and can = c an .
n=1 n=1 n=1
Proof :
(a)
∞ n n n
!
X X X X
(an ± bn ) = lim (ai ± bi ) = lim ai ± bi
n→∞ n→∞
n=1 i=1 i=1 i=1
n
X n
X ∞
X X∞
= lim ai ± lim bi = an ± bn .
n→∞ n→∞
i=1 i=1 n=1 n=1
∞ n n ∞
(b) If c ∈ R, then
P P P P
can = lim cai = c lim ai = c an . @
n=1 n→∞ i=1 n→∞ i=1 n=1
∞
P
Theorem 4.9.2: If an is a convergent series, then lim an = 0.
n=1 n→∞
∞
P
Proof : Suppose an = lim sn = s where sn = a1 + a2 + · · · + an . But lim sn−1 = s also.
n=1 n→∞ n→∞
Since an = sn − sn−1 , then, by Theorem 4.5.4,
lim an = lim (sn − sn−1 ) = lim sn − lim sn−1 = s − s = 0. @
n→∞ n→∞ n→∞ n→∞
Remark 4.9.1 : Theorem 4.9.2 gives a necessary but not sufficient condition that a series
be convergent.
∞
P
Corollary 4.9.1: If lim an 6= 0, then an diverges.
n→∞ n=1
37
Proof : The corollary is just the contrapositive of Theorem 4.9.2. @
Examples:
1−n
1. Suppose an = 1+2n . Then lim an = − 21 6= 0. Hence, by Corollary 4.9.1, the series
n→∞
∞
1−n
P
1+2n
diverges.
n=1
∞
(−1)n diverges since lim (−1)n does not exist.
P
2. The series
n=1 n→∞
∞
n2 n2 1
P
3. The series 3n2 +n
diverges since lim 3n 2 +n = 3
6= 0.
n=1 n→∞
Exercise:
Show that the following series are divergent.
(a) 21 + 23 + 43 + · · ·
(b) − 21 + 23 − 43 + · · ·
P∞
Theorem 4.9.3: Let an be a series of non-negative numbers. Then
n=1
∞
an converges if the sequence {sn }∞
P
(a) n=1 is bounded.
n=1
∞
an diverges if the sequence {sn }∞
P
(b) n=1 is not bounded.
n=1
Proof :
(a) Since an+1 ≥ 0 we have sn+1 = a1 + · · · + an + an+1 = sn + an+1 ≥ sn . Thus {sn }∞
n=1 is
∞
non-decreasing and (by hypothesis) bounded. By Theorem 4.4.1, {sn }n=1 converges,
∞
P
and thus an converges.
n=1
∞
{sn }∞ is not bounded, then by Corollary 4.3.1, {sn }∞
P
(b) If n=1 n=1 diverges. Hence an
n=1
diverges. @
Example:
∞
1
P
The harmonic series n
is divergent.
n=1
Proof : In this case sn = 1 + 12 + · · · + n1 . Consider the subsequence s1 , s2 , s4 , s8 , · · · , s2n−1 , · · ·
of {sn }∞
n=1 . We have
s1 = 1,
1
s2 = 1 + 2
= 32 ,
1 1 3 1 1
s4 = s2 + 3
+ 4
> 2
+ 4
+ 4
= 2,
1 1 1 1
s8 = s4 + 5
+ + +
6 7 8
> 2 + 81 + 81 + 1
8
+ 1
8
= 52 ,
..
.
In general, it may be shown by induction that s2n ≥ n+2
2
. Thus {sn }∞
n=1 contains a divergent
∞
subsequence and hence, by Corollary 4.2.1, {sn }∞ 1
P
n=1 diverges. Therefore, the series n
n=1
38
diverges. @
∞
P
Remark 4.9.2 : The divergence of the harmonic series shows that a series an may diverge
n=1
even if lim an = 0.
n→∞
Examples:
∞
P 1
1 ∞
1. From a previous example n
is diverges. However, since n n=1
is non-increasing
n=1
∞
(−1)n+1
= 1 − 12 + 31 − 14 + · · ·
P
and lim an = 0, it follows from Theorem 4.9.4 that n
n→∞ n=1
converges.
1 ∞
2. The sequence {an }∞
1 1 1
n=1 = 2n−1 n=1 = 1, 2 , 4 , 8 , · · · is non-increasing and n→∞ lim an = 0.
∞
(−1)n+1 2n−1 1
= 1 − 21 + 41 − 18 + · · · converges.
P
Hence, by Theorem 4.9.4, the series
n=1
Examples:
∞
an = 1 − 21 + 14 − 18 + · · · converges. Also, it is
P
1. From Example 2 above, the series
n=1
∞
|an | = 1 + 21 + 1
+ 81 + · · · converges (use ratio test or
P
easy to show that the series 4
n=1
∞
P
root test). Hence an converges absolutely.
n=1
39
∞
an = 1 − 21 + 13 − 14 + · · · converges. However,
P
2. From Example 1 above, the series
n=1
∞ ∞
|an | = 1 + 21 + 31 + 41 + · · · diverges. Hence
P P
from a previous example, the series an
n=1 n=1
converges conditionally.
∞
P ∞
P
Theorem 4.9.5: If an converges absolutely, then an converges.
n=1 n=1
Proof : Let sn = a1 + · · · + an . We wish to prove that {sn }∞
n=1 converges. By Theorem
∞
∞ P
4.8.2, it is enough to show that {sn }n=1 is Cauchy. By hypothesis |an | < ∞. Thus if
n=1
tn = |a1 | + · · · + |an |, then {tn }∞ ∞
n=1 converges. By Theorem 4.8.1, {tn }n=1 is Cauchy. Thus
given ε > 0 there exists N ∈ N such that
Hence {sn }∞
n=1 is Cauchy, which is what we wished to show. @
40
∞
P ∞
P
(b) If an diverges, then bn diverges.
n=1 n=1
Proof : Let sn = a1 + · · · + an and tn = b1 + · · · + bn be the corresponding nth partial sums.
Since an ≤ bn for all n ∈ N, then sn ≤ tn for all n ∈ N.
∞
bn converges, then {tn }∞ ∞
P
(a) If n=1 is bounded. Thus {sn }n=1 is also bounded. Since
n=1
∞
{sn }∞
P
n=1 is increasing and bounded, it is convergent (by Theorem 4.4.1). Hence an
n=1
converges.
∞
an diverges, then {sn }∞ ∞
P
(b) If n=1 diverges and is necessarily unbounded. Thus {tn }n=1
n=1
∞
is also unbounded and therefore {tn }∞
P
n=1 is divergent. Hence bn diverges. @
n=1
Examples:
∞ ∞
1 1
P P
1. Consider the series np
where p ≥ 2. It can be shown that n2
is convergent.
n=1 n=1
∞
1 1 1
P
Now, if p ≥ 2, then np
≤ n2
. Therefore, by comparison test, np
is also convergent.
n=1
∞
1
P
The series np
is called a p-series and actually converges for any p > 1.
n=1
∞
n+7
P
2. Determine whether the series n3 +1
converges or diverges.
n=1
Solution: We have that
n+7 n + 7n 8n 8
≤ < = .
n3 + 1 n3 + 1 n3 n2
∞ ∞
8 n+7
P P
The series n2
converges and thus, by comparison test, the series n3 +1
also
n=1 n=1
converges.
∞
P ∞
P
Theorem 4.9.8 (Limit Comparison Test): Let an and bn be series of positive
n=1 n=1
an
terms and let lim = L.
n→∞ bn
∞
P ∞
P ∞
P
(a) If L > 0, then an converges if and only if an converges (in other words, an
n=1 n=1 n=1
∞
P
and an converge or diverge together).
n=1
∞
P ∞
P
(b) If L = 0 and bn converges, then an converges also.
n=1 n=1
P∞ ∞
P
(c) If L = ∞ and bn diverges, then an diverges also.
n=1 n=1
Examples:
∞ ∞ ∞ ∞ 1
1 1 an n
P P P P n+1
1. Let an = n+1
and bn = n
. Then L = lim = lim 1 = lim = 1.
n=1 n=1 n=1 n=1 n→∞ bn n→∞ n n→∞ n+1
Since 0 < L < ∞, the two series converge or diverge together. But the harmonic series
∞ ∞
1 1
P P
n
diverges. Hence the series n+1
diverges also.
n=1 n=1
41
∞ ∞ ∞ ∞ 1
1 1 an n2 +1 n2
P P P P
2. If an = n2 +1
and bn = n2
, then L = lim = lim 1 = lim 2 +1 = 1.
n=1 n=1 n=1 n=1 n→∞ bn n→∞ n2 n→∞ n
∞ ∞
1 1
P P
Since 0 < L < ∞, and n2
is a convergent p-series, then n2 +1
converges also.
n=1 n=1
∞
P an+1
Theorem 4.9.9 (Ratio Test): Let an be a series of positive terms and let lim = l,
n=1 n→∞ an
finite or infinite. ∞
P
(a) If l < 1, then an converges.
n=1
P∞
(b) If l > 1, then an diverges.
n=1
(c) If l = 1, the series may converge or diverge and so, the test fails.
∞
an
P
Corollary 4.9.2: Let an be series of positive terms and let lim an+1 = l, finite or infinite.
n=1 n→∞
∞
P
(a) If l > 1, then an converges.
n=1
P∞
(b) If l < 1, then an diverges.
n=1
(c) If l = 1, the series may converge or diverge and so, the test fails.
Examples:
∞
2n
P
1. The series n!
converges since by the ratio test
n=1
an+1 2n+1 n! 2
lim = lim n
= lim = 0 < 1.
n→∞ an n→∞ (n + 1)! 2 n→∞ n + 1
42
n!xn
Proof : Since x > 0, the series is of positive terms and an = nn
for all n ∈ N. Thus
an+1 (n + 1)!xn+1 nn
= ·
an (n + 1)n+1 n!xn
(n + 1) n!xn x nn
= ·
(n + 1)n (n + 1) n!xn
n
n
= x
n+1
x
= n
1 + n1
an+1 x x x
and lim = lim 1 n = e . Hence, by the ratio test, the series converges if <1
n→∞ an n→∞ (1+ n ) e
43
n+1
n √ n+1 1
Solution: In this case, an = 2n−1 so that lim n an = lim = < 1. Hence, by
n→∞ n→∞ 2n−1 2
the root test, the series converges.
Exercise: ∞ 2
3n
P
1. Test for convergence of the series 43n
.
n=1
∞ ∞
e2n en
P P
2. Show that 3n
diverges while 3n
converges.
n=1 n=1
∞ 2
1 −n
xn converges if x < e and diverges if x > e.
P
3. Show that for x > 0, 1+ n
n=1
44
∞
1
P
Hence, np
diverges if p < 1.
n=1
Finally, if p = 1,
∞ Z t
dx dx
Z
= lim
1 x t→∞ 1 x
45
5 Limits and Continuity of Functions
5.1 Limits of Functions
Definition 5.1.1: Consider a function f : A −→ R and let c be an accumulation point of
A. We say that f has a limit at c or f converges at c, if there exists a number L ∈ R such
that for any given ε > 0 there exists δ > 0 such that if x ∈ A and 0 < |x − c| < δ then
|f (x) − L| < ε. In this case, we write limf (x) = L or f (x) −→ L as x −→ c and say that
x→c
f converges to L at c or that f has a limit L at c. If f does not converge at c, we say that f
diverges at c.
Remark 5.1.1 : By definition, if limf (x) = L, then for any ε > 0 there exists δ > 0 such
x→c
that for all x ∈ (c − δ, c + δ) ∩ A not equal to c, it holds that f (x) ∈ (L − ε, L + ε).
Theorem 5.1.1: A function f : A −→ R can have at most one limit at c.
Proof : Suppose that f (x) −→ L and f (x) −→ M as x −→ c, and let ε > 0. Then
there exists δ > 0 such that |f (x) − L| < 2ε and |f (x) − M| < 2ε for all x ∈ A satisfying
0 < |x − c| < δ. If 0 < |x − c| < δ, then
ε ε
|L − M| ≤ |f (x) − L| + |f (x) − M| < + = ε.
2 2
Since ε > 0 is arbitrary, then |L − M| < ε implies that L = M. @
Examples:
1. Define the function f : R −→ R by f (x) = 5x + 3. Prove that lim f (x) = 13.
x→2
Proof : We have that
Now, if 0 < |x − 2| < 5ε , then |f (x) − 13| < 5 5ε = ε. Thus, given ε > 0 we let δ = 5ε
so that if 0 < |x − 2| < δ, then |f (x) − 13| < ε. Hence, by definition, lim f (x) = 13. @
x→2
x+1 1
2. Let f : R −→ R where f (x) = x2 +3
. Prove that lim f (x) = 2
.
x→1
Proof : We have that
1 x+1 1 x2 − 2x + 1 |x − 1|2
f (x) − = 2 − = = < |x − 1|2 .
2 x +3 2 2 (x2 + 3) 2 (x2 + 3)
√
Let ε > 0 be arbitrary and let δ = ε. Now, if 0 < |x − 1| < δ, then |x − 1|2 < δ 2 = ε.
Hence if 0 < |x − 1| < δ, then f (x) − 21 < ε. Therefore, lim f (x) = 12 . @
x→1
46
Corollary 5.1.2: Let f : A −→ R be a function and let c be an accumulation point of A.
Suppose that {xn } and {yn } are sequences in A converging to c, with xn 6= c and yn 6= c for
all n ∈ N. If {f (xn )} and {f (yn )} converge but lim f (xn ) 6= lim f (yn ), then f does not
x→∞ x→∞
have a limit.
Example:
Prove that lim x1 does not exist.
x→0 1 ∞
Proof : Consider {xn }∞ n=1 = n n=1
6 0 for all n ∈ N.
, which converges to c = 0 and xn =
Then {f (xn )} = {n} which is not bounded and thus does not converge. Thus, by Corollary
5.1.1, lim x1 does not exist. @
x→0
Exercise:
Use the ε-δ definition of the limit of a function to prove that:
(a) lim (2x − 5) = −7
x→−1
(b) lim 2x+3 = 3
x→3 4x−9
2 −3x
(c) lim xx+3 =2
x→6
Examples:
1. If f (x) = a0 + a1 x + a2 x2 + · · · + an xn is a polynomial function, then lim f (x) = f (c)
x→c
for every c ∈ R. If g (x) = b0 + b1 x + b2 x2 + · · · + bm xm is another polynomial function
and g (x) 6= 0 in a neighbourhood of x = c and limg (x) = g (c) 6= 0, then lim fg(x)
(x)
= fg(c)
(c)
.
x→c x→c
2
2. Prove that lim x −4 =4
x→2 x−2
x2 −4
Proof : Observe that lim (x − 2) = 0. If x 6= 2, then x−2
= x + 2. Hence the functions
x→2
x2 −4
f (x) = x−2
and g (x) = x + 2 are equal at every point in R\ {2}. Since lim g (x) = 4,
x→2
it follows that lim f (x) = 4. @
x→2
47
Remark 5.1.2 : Definition 5.1.2 requires that the set A contains some interval of the form
(c, ∞).
Example:
Prove that lim x12 = 0.
x→∞
Proof : Given ε > 0, we need to find M ∈ R such that
1
− 0 < ε for all x > M. (1)
x2
Since (1) is equivalent to
1 √
< ε for all x > M,
x
it is clear that (1) will hold if we take M = √1ε . @
Definition 5.1.3: Let f : A −→ R be a function and let c be an accumulation point of A.
We say that f approaches L as x approaches c from the right, if given ε > 0, there exists
δ > 0 such that for all x ∈ A for which c < x < c + δ, then |f (x) − L| < ε. In this case, we
write lim+f (x) = L and the number L is called the right-hand limit of f at c. Similarly, we
x→c
say that f approaches M as x approaches c from the left, if given ε > 0, there exists δ > 0
such that for all x ∈ A for which c − δ < x < c, then |f (x) − M| < ε. In this case, we write
lim− f (x) = M and the number M is called the left-hand limit of f at c.
x→c
Remark 5.1.3 :
1. The statement lim+f (x) = L involves only values of f (x) for x to the right of c, while
x→c
lim− f (x) = M involves only values of f (x) for x to the left of c.
x→c
2. lim+f (x) and lim− f (x) may exist without being equal to each other.
x→c x→c
Example:(
x if 0 ≤ x < 1
If f (x) = , then lim− f (x) = 1 while lim+ f (x) = 2.
3 − x if 1 ≤ x ≤ 2 x→1 x→1
In other words, f is continuous at c ∈ A if for each ε > 0, there is some δ > 0 such that if
x ∈ A and |x − c| < δ, then |f (x) − f (c)| < ε. If f is not continuous at c, then we say that
f is discontinuous at c. The function f is continuous on A if f is continuous at each point
in A.
Remark 5.2.1 : In Definition 5.2.1, the number δ, in general, depends on ε and the point c.
48
Definition 5.2.2: Consider a function f : A −→ R and let c ∈ A. Then f is right-continuous
at c if lim+f (x) = f (c), f is left-continuous at c if lim− f (x) = f (c).
x→c x→c
49
√
Hence, given ε > 0, suppose 0 < |x − c| < cε. Then
1 1 √
|f (x) − f (c)| < √ |x − c| < √ cε = ε.
c c
1 1 y−x 1 1
|f (x) − f (y)| = − = = |x − y| ≤ |x − y| .
x y xy |x| |y|
50
Given ε > 0, we can set δ = ε so that if |x − y| < δ, then |f (x) − f (y)| < ε. @
Exercise:
Show that each of the following functions is uniformly continuous on R:
(a) f (x) = sin x
(b) f (x) = sin 2x
1
(c) f (x) = 1+x 2
but
|f (xn ) − f (yn )| = |n − 2n| = n ≥ 1 = ε.
Hence, by Theorem 5.3.1, the conclusion follows. @
1
Remark 5.3.2 : In general, the function f (x) = x
is not uniformly continuous on the set
A = (0, ∞).
2. The function f (x) = x2 is not uniformly continuous on [1, ∞), since thefunction is not
bounded as x −→ ∞. We accordingly can set {xn } = {n} and {yn } = n + n1 so
that 2
1 1
|f (xn ) − f (yn )| = n + − n2 = 2 + 2 > 2.
n n
Exercise:
2
Show that the function f (x) = x
is not uniformly continuous on A = (0, 2].
Theorem 5.3.2: If the function f : A −→ R is uniformly continuous on A, then it is
continuous on A.
Proof : Suppose f is uniformly continuous on A. Then for ε > 0, there exists δ > 0 such
that for all x1 , x2 ∈ A such that |x1 − x2 | < δ implies |f (x1 ) − f (x2 )| < ε. Now, let x ∈ A.
Then on taking x1 = x, we find for ε > 0, there exists δ > 0 such that for fixed x2 ∈ A such
that |x − x2 | < δ implies |f (x) − f (x2 )| < ε. Hence f is continuous at every x2 ∈ A, i.e., f
is continuous on A. @
Theorem 5.3.3: If the function f : A −→ R is continuous on the closed interval A = [a, b],
then it is uniformly continuous on A.
51
Proof : Suppose that f is not uniformly continuous on A. Then by Theorem 5.3.1, there
exists ε > 0 and two sequences {xn } and {yn } in A such that lim (xn − yn ) = 0 and
x→∞
|f (xn ) − f (yn )| ≥ ε. Since {xn } is a bounded sequence, by Theorem 4.3.2, there is a sub-
sequence {xnk } of {xn } that converges to a point x0 ∈ [a, b]. But then the corresponding
subsequence {ynk } of {yn } also converges to x0 since
ε ε
|ynk − x0 | ≤ |ynk − xnk | + |xnk − x0 | < + = ε.
2 2
But since the sequences {xnk } and {ynk } both converge to x0 , and f is continuous at
x0 , it follows that the sequences {f (xnk )} and {f (ynk )} must both converge to f (x0 ) or
lim |f (xnk ) − f (ynk )| = 0 which contradicts the assumption that |f (xnk ) − f (ynk )| ≥ ε for
x→∞
all k. @
Example:
Consider the function f (x) = x1 . By Theorem 5.3.3, f is uniformly continuous on any closed
interval that does not contain 0. By Definition 5.3.1, f is uniformly continuous on any set of
the form [c, ∞) for c > 0, because if x, y ∈ [c, ∞) and |x − y| < δ = c2 ε, then
1 1 y−x 1 1 11 1
− = = |x − y| ≤ |x − y| < 2 c2 ε = ε.
x y xy |x| |y| cc c
Exercise:
1. Let f : A −→ R and g : A −→ R be uniformly continuous functions on A. Prove that
f + g is uniformly continuous on A.
2. Prove that f (x) = x2 is not uniformly continuous on R.
3. Show that f (x) = sin x2 is not uniformly continuous on R.
52