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Classical Analysis
A conceptually clear induction to fundamental analysis theorems, a tutorial for creative

approaches for solving problems, a collection of modern challenging problems, a pathway to
undergraduate research—all these desires gave life to the pages here.
This book exposes students to stimulating and enlightening proofs and hard problems of
classical analysis mainly published in The American Mathematical Monthly.
The author presents proofs as a form of exploration rather than just a manipulation of symbols.
Drawing on the papers from the Mathematical Association of America’s journals, numerous
conceptually clear proofs are offered. Each proof provides either a novel presentation of a famil-
iar theorem or a lively discussion of a single issue, sometimes with multiple derivations.
The book collects and presents problems to promote creative techniques for problem-solving
and undergraduate research and offers instructors an opportunity to assign these problems as
projects. This book provides a wealth of opportunities for these projects.
Each problem is selected for its natural charm—the connection with an authentic mathemati-
cal experience, its origination from the ingenious work of professionals, develops well-shaped
results of broader interest.
Hongwei Chen received his Ph.D. from North Carolina State University in 1991. He is cur-
rently a professor of mathematics at Christopher Newport University. He has published more
than 60 research papers in analysis and partial differential equations. He also authored Monthly
Problem Gems published by CRC Press and Excursions in Classical Analysis published by the
Mathematical Association of America.
Textbooks in Mathematics
Series editors:
Al Boggess, Kenneth H. Rosen
Introduction to Linear Algebra

Computation, Application and Theory
Mark J. DeBonis
The Elements of Advanced Mathematics, Fifth Edition

Steven G. Krantz
Differential Equations
Theory, Technique, and Practice, Third Edition
Steven G. Krantz
Real Analysis and Foundations, Fifth Edition

Steven G. Krantz
Geometry and Its Applications, Third Edition

Walter J. Meyer
Transition to Advanced Mathematics

Danilo R. Diedrichs and Stephen Lovett
Modeling Change and Uncertainty

Machine Learning and Other Techniques
William P. Fox and Robert E. Burks
Abstract Algebra
A First Course, Second Edition
Stephen Lovett
Multiplicative Differential Calculus

Svetlin Georgiev, Khaled Zennir
Applied Differential Equations

The Primary Course
Vladimir A. Dobrushkin
Introduction to Computational Mathematics: An Outline

William C. Bauldry
Mathematical Modeling the Life Sciences

Numerical Recipes in Python and MATLABTM
N. G. Cogan
Classical Analysis
An Approach through Problems
Hongwei Chen
https://www.routledge.com/Textbooks-in-Mathematics/book-series/CANDHTEXBOOMTH
Classical Analysis
An Approach through Problems
Hongwei Chen
First edition published 2023
by CRC Press
6000 Broken Sound Parkway NW, Suite 300, Boca Raton, FL 33487-2742
and by CRC Press

4 Park Square, Milton Park, Abingdon, Oxon, OX14 4RN
CRC Press is an imprint of Taylor & Francis Group, LLC
© 2023 Hongwei Chen
Reasonable efforts have been made to publish reliable data and information, but the author and publisher cannot
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Library of Congress Cataloging-in-Publication Data

Names: Chen, Hongwei, author.
Title: Classical analysis : an approach through problems / Hongwei Chen.
Description: First edition. | Boca Raton : CRC Press, 2023. | Includes
bibliographical references and index.
Identifiers: LCCN 2022025390 | ISBN 9781032302478 (hardback) | ISBN
9781032302485 (paperback) | ISBN 9781003304135 (ebook)
Subjects: LCSH: Mathematical analysis--Problems, exercises, etc.
Classification: LCC QA301 .C435 2023 | DDC 515.076--dc23/eng20221007
LC record available at https://lccn.loc.gov/2022025390
ISBN: 978-1-032-30247-8 (hbk)

ISBN: 978-1-032-30248-5 (pbk)
ISBN: 978-1-003-30413-5 (ebk)
DOI: 10.1201/9781003304135
Publisher’s note: This book has been prepared from camera-ready copy provided by the authors.
To Ying, Alex, and Abby,
for whom my love has no upper bound
Taylor & Francis
Taylor & Francis Group
http://taylorandfrancis.com
Contents
Preface ix
1 Sequences 1
1.1 Completeness Theorems for the Real Number System . . . . . . . . . . . . 1
1.2 Stolz-Cesàro Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.3 Worked Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.1 − N definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.2 Cauchy criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.3.3 The squeeze theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.3.4 Monotone convergence theorem . . . . . . . . . . . . . . . . . . . . . 23
1.3.5 Upper and lower limits . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.3.6 Stolz-Cesàro theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.3.7 Fixed-point theorems . . . . . . . . . . . . . . . . . . . . . . . . . . 33
1.3.8 Recursions with closed forms . . . . . . . . . . . . . . . . . . . . . . 37
1.3.9 Limits involving the harmonic numbers . . . . . . . . . . . . . . . . 43
1.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2 Infinite Numerical Series 61

2.1 Main Definitions and Basic Convergence Tests . . . . . . . . . . . . . . . . 61
2.2 Raabe and Logarithmic Tests . . . . . . . . . . . . . . . . . . . . . . . . . . 67
2.3 The Kummer, Bertrand, and Gauss Tests . . . . . . . . . . . . . . . . . . . 72
2.4 More Sophisticated Tests Based on Monotonicity . . . . . . . . . . . . . . . 76
2.5 On the Universal Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
2.6 Tests for General Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
2.7 Properties of Convergent Series . . . . . . . . . . . . . . . . . . . . . . . . 84
2.8 Infinite Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
2.9 Worked Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
2.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
3 Continuity 131
3.1 Definition of Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
3.2 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
3.3 Three Fundamental Theorems . . . . . . . . . . . . . . . . . . . . . . . . . 136
3.4 From the Intermediate Value Theorem to Chaos . . . . . . . . . . . . . . . 147
3.5 Monotone Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
3.6 Worked Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
3.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
4 Differentiation 179
4.1 Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
4.2 Fundamental Theorems of Differentiation . . . . . . . . . . . . . . . . . . . 182
4.3 L’Hôpital’s Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
vii
viii Contents
4.4 Convex Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193

4.5 Taylor’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
4.6 Worked Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
4.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
5 Integration 227
5.1 The Riemann Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
5.2 Classes of Integrable Functions . . . . . . . . . . . . . . . . . . . . . . . . . 232
5.3 The Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 237
5.4 The Fundamental Theorems of Calculus . . . . . . . . . . . . . . . . . . . . 239
5.5 Worked Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
5.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262
6 Sequences and Series of Functions 277

6.1 Pointwise and Uniform Convergence . . . . . . . . . . . . . . . . . . . . . . 277
6.2 Importance of Uniform Convergence . . . . . . . . . . . . . . . . . . . . . . 284
6.3 Two Other Convergence Theorems . . . . . . . . . . . . . . . . . . . . . . . 289
6.4 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
6.5 Weierstrass’s Approximation Theorem . . . . . . . . . . . . . . . . . . . . . 300
6.6 Worked Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
6.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328
7 Improper and Parametric Integration 345

7.1 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
7.2 Integrals with Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . 352
7.3 The Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364
7.4 Worked Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373
7.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
A List of Problems from MAA 417
Bibliography 421
Index 427
Preface
Mathematics is like looking at a house from different angles.

— Thomas Storer
A conceptually clear induction to fundamental analysis theorems, a tutorial for creative
approaches for solving problems, a collection of modern challenging problems, a pathway
to undergraduate research—all these desires gave life to the pages that follow.
The Mathematical Association of America (MAA) journals have strongly influenced
teaching and research for over a century. They have been an indispensable source that pro-
vides new proofs of classical theorems and publishes challenging problems. This is especially
true for The American Mathematical Monthly, which, according to the records on JSTOR,
is the most widely read mathematics journal in the world. Since its inception in 1894, the
Monthly has printed 50 articles on the gamma function or Stirling’s asymptotic formula,
including the magisterial 1959 paper by Phillip J. Davis, winner of the 1963 Chauvenet
prize. This is also a place where one finds proofs of “period three implies chaos.” [67] Mean-
while, its problem section has become the single most challenging and interesting problem
section, unrivaled since SIAM Review canceled its problem section in 1998. Problems from
the Monthly regularly lead to further research. For example, the Erdös distance problem
that served as the genesis of Euclidean Ramsey theory was posed in 1946 and finally solved
by Guth and Katz in 2010. Recently, Lagarias made a surprising observation: the Riemann
hypothesis is equivalent to the following elementary statement:
X
d ≤ Hn + ln(Hn )eHn , where Hn = 1 + 12 + · · · + n1 , for all n ≥ 1.
d|n
A weaker version of this inequality appeared as Monthly Problem 10949.

Unfortunately, these gems are lost among new papers and new problems, and are rele-
gated to the background. Consequently, from time to time it is rewarding to revisit these
marvelous papers and problems. These gems form the foundation of this book. The pur-
pose of this book is to expose students to these stimulating and enlightening proofs and
hard problems of classical analysis mainly published in the Monthly. The goal is two-fold.
First, we present proofs as a form of exploration rather than just a manipulation of sym-
bols. Knowing something is true is far from understanding why it is true and how it is
connected to the rest of what we know. The search for a proof is the first step in the
search for understanding. Drawing on the papers from the MAA journals, numerous proofs
that are conceptually clear have been chosen. I have reexamined the proofs of these many
standard theorems with an eye toward understanding them. Each proof provides either a
novel presentation of a familiar theorem or a lively discussion of a single issue, sometimes
with multiple derivations of many important theorems. Special attention is paid to informal
exploration of the essential assumptions, suggestive heuristic considerations, and roots of
the basic concepts and theorems. Second, we collect problems that will promote creative
techniques for problem-solving and undergraduate research. Each problem is selected for its
natural charm—the connection with an authentic mathematical experience, its origination
from the ingenious work of professionals, develops well-shaped results of broader interest.
ix
x Preface
Involving undergraduates in research has been a long-standing practice in the experi-

mental sciences; however, it has only recently been that undergraduates have been involved
in mathematical research in significant numbers. In my experience of supervising student
research, the selection of appropriate problems and methods for undergraduate research is
of fundamental importance to success. To achieve the sophisticated blend of knowledge and
creativity required, students need experience in working with abstract ideas at a nontrivial
level. However, they receive little training in common math courses, especially in view of
the “cookbook” experience of many calculus courses.
Historically, deep and beautiful mathematical ideas have often emerged from simple cases
of challenging problems. Examining simple cases allows students to experience working with
abstract ideas at a nontrivial level—something they do little of in standard mathematics
courses.
I have used the following three criteria to select the problems:
1. The statement is fairly short.
2. The problem is challenging, and not solvable by a straight-forward application of
standard methods or by a lengthy calculation.
3. The conclusion is pleasing and its solution requires at least one ingenious idea.
This book is not merely gathering published theorems and problems together. Indeed,
each selected proof and problem follows a central theme, contains kernels of sophisticated
ideas connected to important current research, and opens new perspectives in the under-
standing of mathematics. It seeks to shed light on the principles underlying these ideas
and immerse readers in the processes of problem solving and research. It also emphasizes
historical connections and consolidates results that have been relegated to widely scattered
books and journals.
My intention is for this book to be a pathway to advanced problem-solving and under-
graduate research, offering a systematic illustration of how to organize the natural transition
from problem-solving to exploring, investigating, and discovering new results. It emphasizes
the rich and elegant interplay that exists between continuous and discrete mathematics. Ex-
perimental mathematics is a newly developed approach to discovering mathematical truths
through the use of computers. This book illustrates how these techniques can be applied
to help solve problems via Mathematica. I hope this book invites the reader to enjoy the
beauty of mathematics, to share their discoveries with others, and to become involved in
the process of constructing new proofs that lead to publications.
This book is intended for math students who have completed a one-year introductory
sequence in calculus. In Chapter 1, we give a fairly detailed treatment of the completeness
theorems. We introduce six theorems that are the fundamental results in analysis and show
they are, indeed, logically equivalent. Each theorem asserts that R is complete, and together
enables us to derive many important properties of continuity, differentiability, and integra-
bility. By applying these theorems in conjunction with the Stolz theorem, we establish the
convergence of sequences in many different respects.
Equipped with a working knowledge of sequences, in Chapter 2, we study the conver-
gence of infinite numerical series. Our focus is on various convergence tests far beyond
those encountered in a first-year calculus sequence. We provide examples and discuss the
motivations of the ideas frequently before a new theorem is introduced. We also explore
the behavior of a convergent series after rearrangements and prove the famous Riemann
series theorem. The importance of continuity can hardly be overemphasized in the context
of analysis. Sequential theorems related to continuity and set properties, including the ex-
treme value theorem, the intermediate value theorem, and the uniform continuity theorem,
constitute the fundamental core of analysis.
Preface xi
In Chapter 3, we give various proofs of three fundamental theorems based on the com-
pleteness theorems of the real numbers. Surprisingly, we will see that the completeness of the
real numbers is equivalent to each of these three fundamental theorems. As a consequence of
the intermediate value theorem, we present Li-York’s beautiful result that “periodic three
implies chaos.”
In Chapter 4, we give a rigorous treatment of differentiation and related concepts based
on limits. First, we focus on two fundamental theorems of derivatives. The first proves that
a derivative has an intermediate value property. The second gives the mean value theorem
that plays a central role in analysis. As an application of the mean value theorem, we
present L’Hôpital’s rule, which provides us with a powerful tool to compute limits of some
indeterminate forms. Next, we study some basic properties of convex functions including
Jensen’s inequality, which provides an effective approach to establish inequalities. Finally,
we extend the mean value theorem to Taylor’s theorem, which is considered to be the
pinnacle of the differential calculus.
Chapter 5 studies the Riemann integral on a bounded closed interval. We assume fa-
miliarity with this concept from calculus, but try to develop the theory in a more precise
manner than typical calculus textbooks. We establish the criteria of integrability and the
sense in which differentiation is the inverse of integration.
Chapter 6 extends the study of numerical sequences and series to the study of sequences
and series of functions. Given a sequence or series of functions, it is often important to
know whether or not certain desirable properties of these functions carry over to the limit
function. For example, if each function in a sequence or series of functions is continuous or
differentiable or integrable, can we assume then that the limit function will be continuous
or differentiable or integrable? In doing so, we introduce uniform convergence and illustrate
its nature and significance.
In Chapter 7, with an extra limit process, we develop rules that enable us to integrate
certain unbounded functions or functions that are defined on an unbounded interval. When
the integrand involves a parameter, a study of uniform convergence of the integral is needed
in order to determine whether or not the differentiation and integration on the parameter
are allowable under the integral sign. We will establish the required theorems in Section 7.2.
As an application, we introduce the basic theory of the gamma function and its relation to
the beta function. The gamma function is often the first of the so-called special functions
that students meet beyond the level of calculus, and frequently appears in formulas of
analysis. As a showcase, lots of analysis techniques have been invoked during the process in
establishing various properties of the gamma function.
As an integral part of this book, the exercises at the end of each chapter provide three lev-
els of problems (routine, demanding, and challenging) in nature. The challenging problems
include many Putnam and The American Mathematical Monthly problems. These problems
do not require more advanced knowledge than what is in this book but often need a bit
more persistence and some clever ideas. To help the reader with the transition from elemen-
tary problem-solving to challenging problem-solving, in each chapter, we present various
examples to give the reader ample opportunity to see where we introduce new ideas and
how to put them into action. For more help, the reader can refer to [45] and [26]; the former
is focused on Putnam and the latter is on Monthly. Of course, the fun in such problems is
doing it yourself rather than in seeing someone else’s solution.
Acknowledgments. A number of my colleagues have made helpful comments and suggestions

for turning the manuscript into a book. Among these are Professors Brian Bradie, Neville
Fogarty, James Kelly, James Martin, and most of all Professor Christopher Kennedy, who
read through the manuscript and provided much valuable feedback which made this book
more reader friendly. Thanks also to Robert Ross and the CRC Press’s book publication staff
xii Preface
for their expertise in preparing this book for publication. Finally, I wish to thank my wife,
Ying, and children, Alex and Abby, for their love, patience, support, and encouragement.
Naturally, all possible errors are my own responsibility. Comments, corrections, and
suggestions from the reader are always welcome at hchen@cnu.edu. Thank you in advance.
1
Sequences
Poets write the words you have heard before but in a new sequence.
— Brian Harris
The infinite! No other question has ever moved so profoundly the spirit of man.
— David Hilbert
In this chapter, we first introduce six fundamental theorems of analysis and show they are
logically equivalent. Each theorem will assert that the real number system R is complete, and
together enable us to derive many important properties of continuity, differentiability, and
integrability. By applying these theorems and the Stolz-Cesàro theorem, we subsequently
establish the convergence of sequences in many different respects.
1.1 Completeness Theorems for the Real Number System

I think it [the calculus] defines more unequivocally than anything else the inception of
modern mathematics, and the system of mathematical analysis, which is its logical de-
velopment, still constitutes the greatest technical advance in exact thinking.
— John von Neumann
The calculus was one of human most significant scientific achievements. John von Neu-
mann said: “It is difficult to overestimate its importance.” Although its roots trace back
into classical Greek times, the significant contributions were made by Newton when devel-
oping his laws of motion and gravitation, and Leibniz, who created the notation we still
use today. In the first year calculus course, the techniques of differentiation and integration
are taught to transform previously intractable physical problems into routine calculation.
Most often, the principal theorems upon which techniques are based are stated without
proof, so analysis becomes a course to compensate for the missing proofs. To underpin the
theory behind the calculus, Cauchy and Weierstruss placed calculus squarely under lim-
its. Their developments, together with Dedekind and Cantor’s work, revealed that limits
rested upon properties of the real number system R, foremost among which is what we now
call completeness. Completeness enriches R with an abundance of properties not shared by
its subsystem the rational numbers Q. Geometrically, completeness implies that the real
number line has no holes in it.
There are two popular ways to construct the real numbers from the rationals: Dedekind
cuts and Canton’s Cauchy sequences. The constructions offer competing views of what the
completeness of the real numbers should entail.
Motivated by the nature of the set {r ∈ Q : r < a} for each a ∈ R, Dedekind introduced
Definition 1.1 (Dedekind Cut). A Dedekind cut is a subset S of Q such that
6 ∅, S =
1. S = 6 Q,
DOI: 10.1201/9781003304135-1 1
2 Sequences
2. If x ∈ S and y < x, then y ∈ S, and

3. S has no largest rational.
With this definition, R is the set of all Dedekind cuts. Moreover, every subset S of Q
that satisfies (1)–(3) has the form {r ∈ Q : r < a} for some a ∈ R.
Definition 1.2. Let S be a subset of R. S is bounded above if there is some m ∈ R such
that x < m whenever x ∈ S. In this case, m is called an upper bound of S. M is a least
upper bound of S if M is an upper bound for S and M ≤ m for all upper bounds m of S.
We write M = sup S.
With this definition, we have a = sup{r ∈ Q : r < a}. Consequently, the completeness
of R is characterized by
Theorem 1.1 (Least-Upper-Bound Property). Every nonempty subset S of R that is
bounded above has a least upper bound. In other words, sup S exists and belongs to R.
By contrast with the Dedekind cut, to√fill in the gaps in rationals, Cantor’s construction
is through approximation. For example, 2 is approximated by the rational sequence
14 141 1414 14142
1, , , , ,··· ,
10 100 1000 10000
which derived from its decimal expansion. Canton defines each real number as a Cauchy
sequence like this. Recall that a Cauchy sequence an means that if, for every > 0, there
exists some N ∈ N such that |am − an | < whenever m, n > N . Now, R is complete mainly
due to
Theorem 1.2 (Cauchy Completeness). Every Cauchy sequence in R converges in R.
Since every convergent sequence is a Cauchy sequence, Theorem 1.2 is strengthened to
Theorem 1.3 (Cauchy Criterion). A sequence in R converges in R if and only if it is a
Cauchy sequence.
Both constructions provide a foundation for the calculus that did not rely upon geo-
metric intuition. Each guarantees that when we encounter the least upper bound that a set
possesses or a number to which a sequence converges, then we can be assured that there is
indeed a real number there that we can call it as a limit.
A thorough discussion for constructing the real numbers from the rationals is rather
long and a bit esoteric for an elementary analysis course. E. Bloch’s recent book [15] offers
a careful and rigorous description of how R can be logically constructed from Q. Interested
readers can refer this book for details.
Rather than constructing the set of R so as to justify its completeness, here we assume
that R exists, postulate the properties of R that we will need and take them for granted.
When we prove assertions about real numbers and functions, we will use exactly the prop-
erties here and not rely on our intuition.
Definition 1.3. There are two operations called addition + and multiplication ·, respec-
tively, and a relation < on R. For all a, b, c ∈ R, they satisfy the properties:
A1. a + b = b + a and a · b = b · a. (Commutative laws)

A2. (a + b) + c = a + (b + c) and (a · b) · c = a · (b · c). (Associative laws)
A3. a · (b + c) = a · b + a · c. (Distributive law)
Completeness Theorems for the Real Number System 3
A4. There are distinct reals 0 and 1 such that a + 0 = a and a · 1 = a for all a. (Identity
laws)
A5. For each a there exists a real number −a such that a + (−a) = 0, and if a 6= 0, then
there is a real number b such that a · b = 1. (Inverse laws) Here we write b = 1/a.
A6. For each pair of a and b, exactly one of the following is true:
a = b, a < b, or b < a.
A7. If a < b and b < c, then a < c. (Transitive law)

A8. If a < b, then a + c < b + c for any c, and a · c < b · c if 0 < c.
Properties A1-A5 are the field axioms while A6-A8 are the order axioms. Thus, the axioms
A1-A8 assures us that R is an ordered field. Note √
that Q is also an ordered field. But there
is no rational number in Q whose square is 2. So 2 is missing from Q, which is what we
mean by a “hole.” Consider
S = {x | x ∈ Q and x2 < 2}.

√
This set is bounded above. We can use sup S to get at the missing 2 if sup S exists. Since
this kind of nature is indispensable to the limits, we need one more axiom for the real
numbers.
Definition 1.4 (Completeness Axiom). Every nonempty subset of R that is bounded
above has a least upper bound.
We now have asserted as axiomatic that R contains all rational numbers and is complete.
It is interesting to see that rather than identify the limit explicitly, completeness provides the
assurance that a number is out there somewhere. In mathematics, such results are commonly
called existence theorems. The existence is often sufficient for theoretical purposes.
The next two existence theorems provide some nice applications of what we can do with
completeness.
Theorem 1.4 (Archimedean Property). If x, y > 0, then there is a positive integer n
such that nx > y.
Proof. We proceed by contradiction. Let
S = {a | a = nx, n is a positive integer}.
If the statement is false, then y would be an upper bound of S. By the completeness axiom,
let M = sup S. Then nx ≤ M for all positive integers n. In particular, (n + 1)x ≤ M and
therefore
nx ≤ M − x
for all positive integers n. This implies that M − x is an upper bound, which contradicts
the definition of M .
Consequently, this theorem yields two facts we will use often:
1. Given a real number x, no matter how large, there exists an integer n such that
n > x.
2. Given a real number x, no matter how small, there exists an integer n such that
1
n < x.
4 Sequences
Theorem 1.5 (Density of Q). If x, y ∈ R with x < y, then there exists some r ∈ Q such
that x < r < y.
Proof. Since x < y, we have y − x > 0. By the Archimedean property, there is a positive
integer q such that q(y − x) > 1. Moreover, there is an integer n such that n > qx. Indeed,
this statement is obvious when x ≤ 0, and it follows from the Archimedean property again
if x > 0. Let p be the smallest integer such that p > qx. Then p − 1 ≤ qx, and so
qx < p ≤ 1 + qx < qy.
Since q > 0, it follows that

p
x< < y.
q
This proves the theorem with r = p/q.
A real number that is not a rational
√ number is called an irrational number. This theorem,
together with the irrationality of 2, enables us to show that the irrational numbers are
also dense in the reals. In fact, if x, y ∈ R with x < y, there are rational numbers r1 and r2
such that
x < r1 < r2 < y.
Let
1
z = r1 + √ (r2 − r1 ).
2
Then z is irrational and x < z < y.
The completeness axiom can be put into several equivalent forms. Indeed, there are
other versions of completeness of R cast in terms of monotone sequences, nested intervals
and subsequences. Once the real number system is established, the following three theorems,
together with the Heine-Borel theorem that we will introduce later, are logically equivalent
to the completeness axiom. Each may thereby serve as a way of defining completeness of
R. It might be difficult at this point for us to see the extreme importance of these results,
but as we penetrate the subject more deeply, we will become more and more aware of their
basic characteristics.
Notice that there are bounded sequences which diverge. But, with an additional hypoth-
esis, the following principle enables us to conclude convergence.
Theorem 1.6 (Monotone Convergence Theorem). Let an be a sequence that is mono-
tone increasing and bounded above. Then an converges.
The next theorem is possibly the best mathematical statement equivalent to the statement
that R has no holes.
Theorem 1.7 (Nested Interval Theorem). Let In = [an , bn ] be closed intervals such
that
1. In+1 ⊂ In for every n ∈ N, and
2. limn→∞ (bn − an ) = 0.
Then there is a unique real number that belongs to every In .
The third result is one of the most notable theorems in analysis. It asserts that the sequence
may diverge with boundedness alone, but some part of it must converge.
Theorem 1.8 (Bolzano-Weierstrass Theorem). Every bounded sequence has a conver-
gent subsequence.
We prove the equivalence of these theorems in a simple loop:
(1.1) =⇒ (1.6) =⇒ (1.7) =⇒ (1.8) =⇒ (1.3) =⇒ (1.1).

A clever and surprising approach used in a proof is often called a “trick.” But a trick used
for a second time becomes a technique. The loop proofs will demonstrate typical techniques
that are frequently encountered in analysis. For pedagogical purposes, this will give the
reader a foretaste of a refreshing phenomenon that they will meet over and over again as
they continue their analysis journey: to a much greater extent than is commonly recognized,
completeness turns out to be equivalent to many other theorems in analysis. For example,
the extreme value theorem, the mean value theorem, and the Darboux integral theorem are
all completeness properties. The process of developing this observation will be reexamined
in later chapters.
We now turn to the proof of the list of implications and demonstrate how each theorem
asserts the completeness of R in its own particular language.
Proof of (1.1) =⇒ (1.6). Let (an ) be a sequence that is monotone increasing and bounded
above. To prove that an converges by the definition, we need a candidate for the limit. For
this purpose, we define S = {an : n ∈ N}. Since S is bounded above, Theorem 1.1 implies
that S has a least upper bound, so a = sup S provides us with the expected candidate. We
only need to prove that an converges to a. For any > 0, a − is not an upper bound for
S, so there exists some N ∈ N such that
a − < aN ≤ a.
Since an is monotone increasing for any n > N , we have
a − < aN ≤ an ≤ a < a + ,
and so
|an − a| < whenever n > N .
This proves that an converges to a.
Remark. Here the limit of a bounded increasing sequence is indeed the least upper bound.
A similar result holds for a monotone decreasing sequence.
In analysis, Cantor’s nested interval theorem plays a central role. It can be viewed as a
geometric consequence of the monotone convergence theorem.
Proof of (1.6) =⇒ (1.7). The assumption In+1 ⊂ In implies that, for every n ∈ N,
a1 ≤ · · · ≤ an ≤ an+1 < bn+1 ≤ bn ≤ · · · ≤ b1 .
In particular, an is monotone increasing and bounded above by b1 , and bn is monotone

decreasing and bounded below by a1 . Thus, by the monotone convergence theorem and the
remark above, both an and bn converge. Let
lim an = a, lim bn = b.
n→∞ n→∞
Then
an ≤ a ≤ b ≤ bn , for all n ∈ N.
The assumption (2) yields that a = b, and so a is the only real number common to every
In .
6 Sequences
Remark. The nested interval theorem does not tell us what the common point is, but it does
say that as n gets larger, both an and bn are approaching a definite fixed number mono-
tonically. In particular, it implies that there exists a unique common point to every nested
rational intervals whose lengths shrink to zero. This can be interpreted as a confirmation
that there are no holes in the real number system.
Given a sequence an , let nk ∈ N satisfy
n1 < n2 < n3 < · · · .
Then bk = ank (k = 1, 2, . . . .) is called a subsequence of an . It is often important to study

various subsequences of a given sequence in order to learn more about the behavior of the
sequence itself. The notion of finding a convergent subsequence from a given sequence oc-
curs frequently in analysis. The Bolzano-Weierstrass theorem is basic in that it establishes
the existence of such a convergent subsequence under very simple conditions on the given
sequence. To prove the Bolzano-Weierstrass theorem, we use the idea that if some subse-
quence ank converges to a, then there must be infinitely many terms of ank (hence an ) that
are arbitrarily close to a. Thus, we need to show the existence such an a with infinitely
many an arbitrarily close. This is can be done via a trick bisection method along with the
nested interval theorem.
Proof of (1.7) =⇒ (1.8). Let cn be bounded below by a and above by b. Then cn ∈ I :=
[a, b] for all n ∈ N. Divide I into two equal subintervals by the midpoint (a + b)/2. Then at
least one of these two intervals must contain infinitely many of the cn . Denote this interval
by I1 = {x : a1 ≤ x ≤ b1 }. Next divide I1 into two equal subintervals by its midpoint;
again at least one of these subintervals must contain infinitely many of the cn . Denote this
interval by I2 = {x : a2 ≤ x ≤ b2 }. Repeat the process in this manner to obtain a sequence
of closed intervals that satisfy
1. I1 ⊃ I2 ⊃ I3 ⊃ · · · and each In contains ck for infinitely many of k;
2. The length of In is (b − a)/2n , which goes to 0 as n → ∞.
By the nested interval theorem, there is exactly one point c common to all those intervals.
It seems reasonable to claim that c is the candidate we were looking for.
We now construct a subsequence of cn which converges to c. Choose cn1 from I1 . Next
choose cn2 ∈ I2 with n2 > n1 . We can do this because I2 has infinitely many of cn . Contin-
uing this process by induction yields the subsequence cnk . By the approach of selection we
have
ak ≤ cnk ≤ bk , k = 1, 2, . . . .
Since both ak and bk converge to c as k → ∞, it follows that cnk converges to c as
k → ∞.
Remark. In the proof, the “bisection method” trick, which has become a popular technique,
is often used to setup a collection of bounded and nested closed intervals. We begin with an
interval [a1 , b1 ], which is then divided in half at its midpoint (a1 + b1 )/2. We next choose
one of the resulting intervals called [a2 , b2 ]. We continue to choose subintervals and halve
them. Here, how to pick up [a1 , b1 ] and then how to choose between the two subintervals at
each step depends on what we are trying to prove. We want the chosen intervals to exhibit
a certain nature, and during the bisection we must ensure that this nature is inherited by
each subsequent interval, i.e., [a1 , b1 ] to [a2 , b2 ], [a2 , b2 ] to [a3 , b3 ], and so on. This forces the
nature to be passed onto a neighborhood of ∩∞ n=1 In . For the proof above, we always choose
the nature that [an , bn ] contains infinitely many terms of the sequence. This process is very
similar to the binary search algorithm in computer science.
The convergent subsequence in the Bolzano-Weierstrass theorem may or may not be

monotone. But, via the following peak index argument, due to Newman [72], we can assert
every sequence indeed has a monotone subsequence. In particular, the sequence sin n has a
monotone subsequence. This is quite surprising and not obvious at all!
Theorem 1.8∗ (Stronger Bolzano-Weierstrass Theorem). Every sequence an has a

monotone subsequence. Thus, every bounded sequence has a monotone convergent subse-
quence.
Proof. We begin by defining the peak index. An index m is called a peak index if
an ≤ am for all n > m.
There are two distinct cases:
Case 1. There are only finitely many peak indices. Then we can choose an index N such
that there are no peak indices greater than N . Define n1 = N + 1. Since n1 is not a peak
index, there is an index n2 > n1 such that an2 > an1 . Recursively, we can define a strictly
increasing subsequence ank . (To see this selection process more clearly, display ank on the
number line.)
Case 2. There are infinitely many peak indices. For each natural number k, let nk be the
k-th peak index. The definition of the peak index implies that ank+1 < ank for all k. Thus
the sequence ank is decreasing.
We return to prove the Cauchy criterion based on the Bolzano-Weierstrass theorem.
Proof of (1.8) =⇒ (1.3). We first show that a convergent sequence is necessarily Cauchy.
Suppose limn→∞ an = A. Then given any > 0 there is some N ∈ N such that

|an − A| < whenever n > N .
2
Therefore, if m, n > N , we have

|am − an | ≤ |am − A| + |A − an | < + =
2 2
and so an is a Cauchy sequence.
Sufficiency is harder. We need to show that there is a number A to which the sequence
converges. Our immediate goal is to use the Bolzano-Weierstrass theorem to find such an
A. Suppose that an is a Cauchy sequence. First, we claim that an is bounded. Letting = 1
yields that there is a N ∈ N such that
|am − an | ≤ 1 whenever m, n > N .
Choosing m0 > N , for any n > N , we find that
|an | = |an − am0 + am0 | ≤ |an − am0 | + |am0 | < 1 + |am0 |.
Let
M = max{|a1 |, |a2 |, · · · , |aN |, 1 + |an0 |}.
Clearly, |an | ≤ M for all n ∈ N and so an is bounded.
Next, by the Bolzano-Weierstrass theorem, the sequence an has a convergent subse-
quence, say ank , which converges to A. We show that indeed an itself converges to A. To
this end, for any > 0, there exists N1 ∈ N such that

|am − an | ≤ whenever m, n > N1 .
2
8 Sequences
Choose nk ∈ N large enough that

|ank − A| < whenever nk > N1 .
2
Thus,

|an − A| ≤ |an − ank | + |ank − A| < + = whenever n > N1 ,
2 2
and so the sequence an converges to A.
Finally, to close the loop, we prove the Cauchy criterion implies the least-upper-bound
property.
Proof of (1.3) =⇒ (1.1). Let S be bounded above and suppose that b is an upper bound
of S. We prove that S has a least upper bound by the bisection method. The proof will
consist of three components:
1. Constructing [an , bn ] such that bn is an upper bound of S and an is not.
2. Showing the sequence (bn ) is a Cauchy sequence and converges to a limit M .
3. Showing the M is the least upper bound of S.
Choose any number in S and denote it by a1 . Let b1 = b and define I1 = [a1 , b1 ].
Construct nested intervals as follows.
Consider the midpoint (a1 + b1 )/2 of I1 :
(a) If (a1 +b1 )/2 is an upper bound of S, we define I2 = [a2 , b2 ] = [a1 , (a1 +b1 )/2].
(b) If (a1 + b1 )/2 is not an upper bound of S, then there exists s ∈ S such that
s > (a1 + b1 )/2. We define I2 = [a2 , b2 ] = [(a1 + b1 )/2, b1 ].
In both cases, we have that b2 is an upper bound of S and I2 ∩ S 6= ∅. Repeat the process
in this manner to obtain a sequence of closed intervals that satisfy
(i) I1 ⊃ I2 ⊃ I3 ⊃ · · · ;
(ii) bn − an = (b1 − a1 )/2n−1 ;
(iii) For every n ∈ N, bn is an upper bound of S and In ∩ S 6= ∅.
Thus, for m, n ∈ N, m > n, by (i) and (ii) we have
1
|bm − bn | = bn − bm < bn − an = (b1 − a1 ),
2n−1
and so bn is a Cauchy sequence. This implies that bn converges from the Cauchy criterion.
Let limn→∞ bn = M . We show that M = sup S. Indeed, for every s ∈ S and every
n ∈ N, we have s ≤ bn and so s ≤ M , which means that M is an upper bound of S. On
the other hand, for any > 0, since bn − an → 0 as n → ∞, there is n0 ∈ N such that
bn0 − an0 < . Since bn0 ≥ M,
an0 > bn0 − ≥ M − .
By (iii) S ∩In0 6= ∅, we deduce that M − is not an upper bound of S and so M = sup S.
Can you figure out where we have used the Archimedean property of R in the above
proof? This implies that Cauchy completeness, together with the the Archimedean property,
is equivalent to the completeness axiom.
We now illustrate some applications of these theorems with two examples.
Example 1.1. The Fibonacci numbers Fn are defined by F1 = F2 = 1 and Fn+2 = Fn +

Fn−1 for all n ∈ N. Show that
Fn+1
lim = φ,
n→∞ Fn
√
1+ 5
where φ = 2 , which is called the golden ratio.
Proof. Observer the first ten terms of the ratio rn := Fn+1 /Fn :
3 5 8 13 21 34 55 89
1, 2, , , , , , , , .
2 3 5 8 13 21 34 55
In round off decimal form, we have
1.0000, 2.0000, 1.5000, 1.6667, 1.6000, 1.6250, 1.6154, 1.6190, 1.6176, 1.6182.
This suggests that, although rn itself is not monotone, the subsequence r2n−1 is monotone
increasing and bounded above, and r2n is monotone decreasing and bounded below. To
confirm the above assertions, we first prove that 1 ≤ rn ≤ 2 for every n ∈ N. We have
r1 = 1. Suppose that 1 ≤ rk ≤ 2. Since
Fn+2 Fn+1 + Fn 1
rk+1 = = =1+ ,
Fn+1 Fn+1 rk
we have
1 1 1
1<1+ ≤1+ = rk+1 ≤ 1 + = 2.
2 rk 1
By induction, this proves that 1 ≤ rn ≤ 2 for every n ∈ N. Next, for n ≥ 3, we have
1 1 rn−2
rn = 1 + =1+ =1+ .
rn−1 1 + 1/rn−2 1 + rn−2
Hence
rn rn−2 rn − rn−2
rn+2 − rn = − = .
1 + rn 1 + rn−2 (1 + rn )(1 + rn−2 )
This implies that rn+2 −rn has the same sign as rn −rn−2 . Since r3 −r1 = 3/2−1 = 1/2 > 0
and r4 − r2 = 5/3 − 2 = −1/3 < 0, using induction again yields
r2n−1 − r2n−3 > 0, r2n − r2n−2 < 0.
This shows that r2n−1 is monotone increasing and r2n is monotone decreasing. By the
monotone convergence theorem, r2n−1 and r2n both converge. Let
L1 = lim r2n−1 and L2 = lim r2n .

n→∞ n→∞
Then

r2n−3 L1
L1 = lim r2n−1 = lim 1 + =1+ ,
n→∞ n→∞ 1 + r2n−3 1 + L1

r2n−2 L2
L2 = lim r2n = lim 1 + =1+ .
n→∞ n→∞ 1 + r2n−2 1 + L2
Thus L1 and L2 both satisfy the equation x2 −x−1 = 0. Consequently, solving the quadratic
equation yields √
1+ 5
L1 = L2 = = φ.
2
10 Sequences
Moreover, for any > 0, there are N1 and N2 such that
|r2n−1 − φ| < whenever n > N1 ;
|r2n − φ| < whenever n > N2 .

Let N = max{2N1 , 2N2 }. Then
|rn − φ| < whenever n > N .
This proves
Fn+1
lim = lim rn = φ
n→∞ Fn n→∞
as desired.
This example indicates that once we know that the limit exists, we can assign it a symbol
and find an equation for it. Without knowing the limit exists, such a procedure may lead to
a spurious solution. For example, consider the sequence defined by x1 = 1, xn+1 = 2x2n for
n ∈ N. Clearly, xn diverges. But if you let l = limn→∞ xn , then take limit on xn+1 = 2x2n
resulting l = 2l2 . Here l must be either 0 or 1/2.
Recall that an enumeration of a set S is a bijection which maps the elements of S into
a sequence without repetitions:
x1 , x2 , x3 , . . . .
If there exists such an enumeration of S, S is called countable. Otherwise, S is uncountable.
Example 1.2. Show that R is uncountable.

The most famous proof of the uncountability of R probably is Cantor’s “diagonalization
argument.” His approach is clever and historically important. We can’t help presenting it
below. But his proof used the fact that every real number can be represented in decimal
notation. As an application of the nested interval theorem, we present a self-contained proof.
Cantor’s proof. Notice that tan(2x − 1)π/2 is a bijection between (0, 1) and R. So it suf-
fices to show that (0, 1) is uncountable. Cantor did the proof by contradiction. Suppose
{x1 , x2 , x3 , . . .} is an enumeration of the numbers in (0, 1). Represent each xn as a decimal
expansion:
x1 = 0.a11 a12 a13 a14 a15 · · · ,

x2 = 0.a21 a22 a23 a24 a25 · · · ,
x3 = 0.a31 a32 a33 a34 a35 · · · ,
···
xn = 0.an1 an2 an3 an4 an5 · · · ,
···
where each aij is a digit among {0, 1, 2, · · · , 9} and repeating 9s are chosen as the terminating
decimal expansions. For example, use 0.5 instead of 0.49999 . . .. Let
x = 0.b11 b22 b33 b44 b55 · · · ,
where bnn 6= ann for all n ∈ N. Since x is different from xn in the nth decimal place, x is
not in the above enumeration list. Thus, there is no one-to-one correspondence between N
and (0, 1). This proves that (0, 1) is uncountable.
Proof by the nested interval theorem. We proceed by contradiction as well. Suppose R is

countable. Then there is a bijection between R and N. Let
R = {x1 , x2 , · · · , xn , · · · }.
We construct the nested intervals as follows:

1. Let I1 = [a1 , b1 ] such that I1 ⊂ R \ {x1 }.
2. Divide I1 into two disjoint closed intervals. One of those will not contain x2 ;
let that interval be I2 .
3. Once In−1 is well-defined, choose In such that In ⊂ In−1 \ {xn }.
It then follows from the nested interval theorem that there is a y ∈ In for all n ∈ N. On the
other hand, since xn 6∈ In for all n ∈ N, it implies that y 6= xn for all n ∈ N, so the above
enumeration is not one-to-one. The contradiction shows that R is uncountable.
We conclude this section with one more completeness theorem of the real numbers. This
theorem plays an important role not only in the study of analysis (for example, uniform
continuity and the Riemann integral), but also in the study of many different areas of
mathematics such as Topology.
We first extend our discussion from a sequence to an arbitrary set S of real numbers.
The Bolzano-Weierstrass theorem guarantees that every bounded sequence has a convergent
subsequence. As an analogy, we define
Definition 1.5. A point x0 is called a limit point (or an accumulation point) of the set S
if for any given > 0, there is a point x ∈ S, x 6= x0 such that |x − x0 | < .
The limit point x0 may lie in S or not. For example, if S = (a, b), then the points a and
b and all real numbers between a and b inclusive are limit points of S. But, neither a nor b
belongs to S.
Analogous to the Bolzano-Weierstrass theorem for sequences, we have
Theorem 1.9 (Bolzano-Weierstrass Theorem for Sets). Every bounded infinite set
has at least one limit point.
Proof. Let S be a bounded infinite set. Then we can select a sequence an of distinct
numbers from S. Clearly, this sequence is bounded. By the Bolzano-Weierstrass theorem,
an has a convergent subsequence, which we call ank .
Let x0 = limk→∞ ank . We claim that x0 is a limit point of S. Let > 0. Then there is
K ∈ N such that
|ank − x0 | < whenever k > K.
In addition, we can require that ank 6= x0 since an , and hence ank , is a sequence of distinct
numbers. Thus, for any > 0, there are ank ∈ S and ank 6= x0 such that
|ank − x0 | < whenever k > K.
This proves x0 is a limit point of S by Definition 1.5.

Let
U (x0 ) = (x0 − , x0 + ).
U (x0 ) is called an -neighborhood of the point x0 . We next define
Definition 1.6. A set S ⊂ R is called open if for every x ∈ S there is an > 0 such that
U (x) ⊂ S. A set S ⊂ R is called closed if its complement S c := R \ S is open.
12 Sequences
By this definition, both R and (a, b) are open sets. Since (−∞, a) ∪ (b, ∞) is open,
it follows that [a, b] is closed. The following theorem indicates that a closed set can be
characterized by the limit points of the set itself.
Theorem 1.10. A set S ⊂ R is closed if and only if S contains all its limit points.
Proof. Suppose S is closed. Let x0 ∈ S c . It suffices to show that x0 is not a limit point
of S. Since S c is open, there is an > 0 such that U (x0 ) ⊂ S c . Thus there is no x ∈ S
satisfying |x − x0 | < , and so x0 is not a limit point of S.
On the other hand, let S be a set which contains all its limit points. For every point
x ∈ S c , since x is not a limit point of S, there must exist an > 0 for which no number
y ∈ S satisfies |x − y| < . Thus, U (x) ⊂ S c , which implies that S c is open, so that S itself
is closed.
Definition 1.7. A set S ⊂ R is called sequentially compact if every sequence an ∈ S has a
subsequence that converges to a number in S.
By this definition, S1 = [0, ∞) is not sequentially compact. Indeed, let an = n for n ∈ N.
Every subsequence of an is unbounded and so divergent. The set S2 = (0, 1] likewise fails
to be sequentially compact since the sequence an = 1/n ∈ S2 converges to 0, but 0 6∈ S2 .
However, we have the following test.
Theorem 1.11. If S ⊂ R is closed and bounded, then S is sequentially compact.
Proof. Let an be a sequence in S. The boundedness of S implies that an is bounded. By
the Bolzano-Weierstrass theorem, an has a subsequence ank that converges to a. Since S is
closed, it follows that a ∈ S, and so S is sequentially compact.
In particular, the closed interval [a, b] is sequentially compact. Finally, we define
Definition 1.8. A collection of open sets G = {Ui } is called an open covering of the set S
if [
S⊆ Ui .
Ui ∈G
An open covering G is finite if |G| < ∞.

Example 1.3. Let S1 = (0, 1). Define G = {Ui = (1/2i , 3/2i )}. Clearly, S1 ⊂ ∪∞ i=1 Ui .
Notice that, no matter what index N is selected, there is a positive number less than 1/2N
which does not belong to ∪N
i=1 Ui . Therefore, there is no finite sub-collection of G that also
covers S1 .
The following theorem asserts the existence of a finite sub-covering for closed intervals.
Theorem 1.12 (Heine-Borel Theorem). If G = {Ui } is an open covering of [a, b], then
there is a finite sub-covering of G that also covers [a, b].
Proof. We proceed by contradiction. Assume that no finite subset of G covers [a, b]. We
divide [a, b] into two equal subintervals at the midpoint (a + b)/2. Then at least one of these
two intervals cannot be covered by a finite subset of G. Otherwise, if G1 ⊂ G is a finite
subcovering of [a, (a + b)/2] and G2 ⊂ G is a finite subcovering of [(a + b)/2, b], then G1 ∪ G2
is a finite subcovering of [a, b], contrary to the assumption. Let I1 = [a1 , b1 ] ⊂ [a, b] be an
interval that has no finite subcovering. Next we split I1 into two equal subintervals at its
midpoint; again at least one of these subintervals cannot be covered by a finite subset of G.
Denote such an interval by I2 = [a2 , b2 ]. Repeating this process, we obtain a sequence of of
closed intervals that satisfy
1. I1 ⊃ I2 ⊃ I3 ⊃ · · · ;
2. The length of In is (b − a)/2n−1 , which goes to 0 as n → ∞; and
3. Each In cannot be covered by a finite subset of G.
By the nested interval theorem, there is a unique point x0 ∈ [a, b] common to each In .
Because G is a covering of [a, b], there is a open interval Ui ⊂ G such that x0 ∈ Ui . By
(2), taking N large enough, we have
IN ⊂ Ui .
This means that Ui covers IN , which contradicts (3), and this establishes the theorem.
Definition 1.9. A set S ⊂ R is called compact if every open covering of S contains a finite
sub-covering that also covers S.
In this terminology, the Heine-Borel theorem says that [a, b] is compact. This property
will play an important role in the study of uniform continuity and the Riemann integral.
As an application, we can reprove the previous five completeness theorems by using the
Heine-Borel theorem solely. Here we content ourselves with proving just the nested interval
theorem.
Proof. By contradiction, we first prove that

∞
\
[an , bn ] 6= ∅.
n=1
To this end, assume that

∞
\
[an , bn ] = ∅.
n=1
For every n ∈ N, let

Un = (−∞, an ) ∪ (bn , ∞).
Taking complements
∞
[ ∞
\ ∞
\
[a1 , b1 ] \ Un = ([an , bn ] \ Un ) = [an , bn ],
n=1 n=1 n=1
it then follows that ∪∞ M

n=1 Un ⊃ [a1 , b1 ]. By the Heine-Borel theorem, a finite subset {Unk }k=1
covers [a1 , b1 ], i.e.,
[M
Unk ⊃ [a1 , b1 ].
k=1
This implies that [a1 , b1 ] \ ∪M

k=1 Unk = ∅, and so ∩M
k=1 [ank , bnk ] = ∅. But, this contradicts
the assumption
M
\
[ank , bnk ] = [anM , bnM ].
k=1
T∞
This proves n=1 [an , bn ] 6= ∅. Next, we show the uniqueness. Assume that x, y ∈
∩∞
n=1 [an , bn ]. Then x, y ∈ [an , bn ] for every n ∈ N, and so
|x − y| ≤ |bn − an | → 0 as n → ∞.
Hence x = y and so ∩∞
n=1 [an , bn ] contains a unique point.
14 Sequences
We now have established the equivalence between the nested interval theorem and the
Heine-Borel theorem. Notice that the Heine-Borel theorem actually is a contrapositive-type
statement of the nested interval theorem. The nested interval theorem converts an interval
property into a point property by constructing suitable nested intervals to single out the
required point, while the Heine-Borel theorem extends a local property at points to the
entire interval by extracting a finite set from an infinite set. Together these two theorems
enable us to interchange arguments between intervals and specific points. The next two
examples illustrate this idea.
Example 1.4. If f (x) is unbounded on [a, b], prove that there exists a point x0 ∈ [a, b] such
that for any δ > 0, f (x) is unbounded on (x0 − δ, x0 + δ) ∩ [a, b].
Proof. By assumption, f (x) is unbounded either on [a, (a + b)/2] or on [(a + b)/2, b]. Let
I1 = [a1 , b1 ] be one of these intervals on which f (x) is unbounded. Next divide I1 into
two equal subintervals by its midpoint; again f (x) is unbounded on at least one of these
subintervals. Denote such an interval by I2 = [a2 , b2 ]. Repeat the process in this manner to
obtain a sequence of closed intervals satisfying
1. [an+1 , bn+1 ] ⊂ [an , bn ] (n ∈ N),
2. bn − an → 0 (as n → ∞), and
3. f (x) is unbounded on every [an , bn ].
The nested interval theorem guarantees an x0 ∈ [a, b] such that limn→∞ an = x0 =
limn→∞ bn . Now, for any δ > 0, there is an integer N such that, if n > N , [an , bn ] ⊂
(x0 − δ, x0 + δ) ∩ [a, b]. Thus, we conclude that f (x) is unbounded on (x0 − δ, x0 + δ) ∩ [a, b]
as desired.
Example 1.5. Let f : [a, b] −→ R be a continuous function. Then f is bounded.
Proof. For each x ∈ [a, b], continuity implies that for each x there is a δx > 0 such that
|f (y) − f (x)| < 1 whenever y ∈ [a, b] and |x − y| < δx .
Let Ix = (x − δx , x + δx ) and
G = { Ix | x ∈ [a, b]}.
Then G is a open covering of [a, b]. By the Heine-Borel theorem, there exists a finite sub-
covering G ∗ of G that also covers [a, b]. Denote the components by
G ∗ = {(x1 − δ1 , x1 + δ1 ), (x2 − δ2 , x2 + δ2 ), · · · , (xk − δk , xk + δk )}.
Let
M = max{ |f (x1 )| + 1, |f (x2 )| + 1, · · · , |f (xk )| + 1}.
We now show that |f (x)| ≤ M for all x ∈ [a, b]. To this end, for any x ∈ [a, b], since G ∗
covers [a, b], there is an index i such that x ∈ Ixi . Thus,
|f (x) − f (xi )| < 1
and so
|f (x)| ≤ |f (x) − f (xi )| + |f (xi )| < 1 + |f (xi )| ≤ M.
This proves that f is bounded as desired.
Here the Heine-Borel theorem is used to extract the finite set G ∗ from the infinite set
G. This guarantees that we are able to select M . Because of the proprieties of compactness
of [a, b], we will see in subsequent chapters why closed intervals are fundamentally different
from open intervals.
Stolz-Cesàro Theorem 15
1.2 Stolz-Cesàro Theorem

To insure the adoration of a theorem for any length of time, faith is not enough, a police
force is needed as well. — Albert Camus
The following theorem provides a powerful tool to evaluate limits of sequences, and is
viewed as a discrete form of L’Hôpital’s rule.
Theorem 1.13 (Stolz-Cesàro Theorem). Let an and bn be two real sequences.
1. Assume that an → 0, bn → 0 as n → ∞. If bn is decreasing and
an+1 − an
lim = a,
n→∞ bn+1 − bn
where a is finite or +∞, then

an an+1 − an
lim = lim = a.
n→∞ bn n→∞ bn+1 − bn
2. Assume that bn → +∞ and bn is increasing. If

an+1 − an
lim = a,
n→∞ bn+1 − bn
where a is finite or +∞, then

an an+1 − an
lim = lim = a.
n→∞ bn n→∞ bn+1 − bn
Proof. Here we prove the case (2) with finite a only. The trick is how to estimate |an /bn −a|
by grouping. To this end, for each > 0, there is an integer N such that bn > 0 and
an+1 − an
−a < whenever n > N .
bn+1 − bn 2
Since bn+1 > bn for all n > N , we have

a− (bN +2 − bN +1 ) < aN +2 − aN +1 < a + (bN +2 − bN +1 ),
2 2

a− (bN +3 − bN +2 ) < aN +3 − aN +2 < a + (bN +3 − bN +2 ),
2 2
..
.

a− (bn+1 − bn ) < an+1 − an < a + (bn+1 − bn ).
2 2
Adding these inequalities yields

a− (bn+1 − bN +1 ) < an+1 − aN +1 < a + (bn+1 − bN +1 ),
2 2
and so
an+1 − aN +1
−a < .
bn+1 − bN +1 2
16 Sequences
Next, appealing to the identity

an aN +1 − abN +1 bN +1 an − aN +1
−a= + 1− −a ,
bn bn bn bn − bN +1
we have
an aN +1 − abN +1
−a ≤ + .
bn bn 2
Choose an integer N 0 > N such that
aN +1 − abN +1
< whenever n > N 0 .
bn 2
Therefore, for each > 0, when n > N 0 , we have
an
− a < .
bn
This proves that limn→∞ an /bn = a as needed.
The converse of this theorem does not hold, i.e., limn→∞ an /bn = a does not necessarily
imply
an+1 − an
lim = a.
n→∞ bn+1 − bn
Here is a counterexample: an = 3n − (−1)n , bn = 3n + (−1)n . For further discussion, see

Section1.3.6.
1.3 Worked Examples

A good stock of examples, as large as possible, is indispensable for a thorough under-
standing of any concept, and when I want to learn something new, I make it my first
job to build one.
— Paul Halmos
The limits of sequences constitute an important part of the theory of limits. They pro-
vide a preliminary step in our understanding of infinite series of numbers and functions and
will underlie our future study of the continuity, differentiation, and integration of general
functions. They also present wide classes of discrete processes arising in various applica-
tions. In this section, we present 33 inspired examples with the expectation of using their
solutions to develop common strategies and provide solid preparation for solving challeng-
ing problems. Based on the various approaches used, we divide them into nine subsections,
which are as follows.
1.3.1 − N definition
For example is not proof — Jewish Proverb
To show that limn→∞ an = a by using the −N definition, we need to show that for any
> 0, there exists a positive integer N that has the desired property: |an − a| < whenever
n > N . To find such N , we typically operate on the inequality |an − a| < algebraically to
try to “solve” for N .
Worked Examples 17
Example 1.6. Let limn→∞ an = a, where a is either finite or infinity. Prove that
a1 + a2 + · · · + an
lim = a.
n→∞ n
Proof. First, we assume that a is finite. Since limn→∞ an = a, for any > 0, there is an
integer N1 ∈ N such that

|an − a| < whenever n > N1 .
2
Notice that, for each n > N1 ,
PN1 Pn
a1 + a2 + · · · + an i=1 (ai − a) i=N1 +1 (ai − a)
−a= + .
n n n
Thus,
a1 + a2 + · · · + an N1 max1≤i≤N1 {|ai − a|} n − N1
−a ≤ + .
n n n 2
Since N1 max1≤i≤N1 {|ai − a|} is finite, there is an integer N2 ∈ N such that
N1 max1≤i≤N1 {|ai − a|}
< whenever n > N2 .
n 2
Thus, for n > N = max{N1 , N2 }, we have
a1 + a2 + · · · + an
− a < + = .
n 2 2
This proves the claimed limit when a is finite.
Next, assume that a = +∞. The case of a = −∞ can be proved similarly. Thus, for
each M > 0, there is an integer N ∈ N such that
an > 3M whenever n > N .
Moreover,
Pn
i=N +1 ai

a1 + a2 + · · · + an a1 + a2 + · · · + aN N
= + 1−
n n n−N n

a1 + a2 + · · · + aN N
> + 3M 1 − .
n n
Notice that
a1 + a2 + · · · + aN N
→ 0, 1 − → 1 as n → ∞.
n n
There is an integer N 0 > N such that
a1 + a2 + · · · + aN M M 1
< ,1 − > whenever n > N 0 .
n 2 n 2
Thus, when n > N 0 , we have
a1 + a2 + · · · + an
> M,
n
and so
a1 + a2 + · · · + an
lim = ∞.
n→∞ n
18 Sequences
In this example, by regrouping and enlarging |an − a| appropriately, we solved for N from
N1 max1≤i≤N1 {|ai − a|}

< .
N 2
Example 1.7 (Putnam Problem 1970-A4). Let an be a sequence such that
limn→∞ (an − an−2 ) = 0. Prove that
an − an−1
lim = 0.
n→∞ n
Proof. Let bn = |an − an−1 |. Since
an − an−2 = an − an−1 + an−1 − an−2 ,
the triangle inequality yields that |an − an−2 | ≥ |bn − bn−1 |. Thus, limn→∞ (an − an−2 ) = 0
implies that limn→∞ |bn − bn−1 | = 0. So for every > 0, there is an integer N such that

|bn − bn−1 | < whenever n > N .
2
For this given N , there is an integer N 0 > N such that
bN
< whenever n > N 0 .
n 2
Thus, for n > N 0 ,
Pn
an − an−1 bn k=N +1 |bk − bk−1 | bN
= ≤ +
n n n n
n−N
≤ + < .
n 2 2
This completes the proof.
an
Applying Example 1.6, we can prove a stronger result: limn→∞ n = 0. Indeed, the
assumption implies that
lim (a2n − a2(n−1) ) = 0, lim (a2n+1 − a2n−1 ) = 0.

n→∞ n→∞
In view of Example 1.6, we have
a2n a2 + (a4 − a2 ) + · · · + (a2n − a2(n−1) )

lim = lim = lim (a2n − a2(n−1) ) = 0,
n→∞ n n→∞ n n→∞
a2n a2n+1
and so limn→∞ 2n = 0. Similarly, we can show that limn→∞ 2n+1 = 0.
1.3.2 Cauchy criterion

Real mathematics must be justified as art if it can be justified at all.
— Godfrey Harold Hardy
The Cauchy criterion guarantees a sequence converges provided the terms accumulate.
This is one of our primary tools for showing that a desired limit actually exists even if we
do not explicitly know what it is.
Worked Examples 19
Example 1.8. For n ∈ N, let

1 1 1
an = 1 − + − · · · + (−1)n+1 .
2 3 n
Show that an converges.
Proof. For m, n ∈ N and m > n, if m − n is odd, we have
1 1 1 1
|am − an | = − + ··· + −
n+1 n+2 m−1 m

1 1 1 1 1 1
= − − − ··· − − −
n+1 n+2 n+3 m−2 m−1 m
1 1
≤ < .
n+1 n
If m − n is even, we have
1 1 1 2
|am − an | = |am − am−1 + am−1 − an | ≤ |am−1 − an | + < + < .
m n m n
Thus, for every > 0, letting N > 1/2 yields
|am − an | < whenever m, n > N .
This indicates that an is a Cauchy sequence. Therefore, an converges.

We will see that an actually converges to ln 2 later.
Example 1.9. Let a1 = 1, an+1 = 1/(1 + an ), (n = 1, 2, . . . .). Prove that an converges and
find its limit.
Proof. By induction, it is easy to show that 1/2 ≤ an ≤ 1 for all n ∈ N. Thus, for any
positive integers n and k, we have
|an−1+k − an−1 |
|an+k − an | =
(1 + an−1+k )(1 + an−1 )
1 4
≤ |an−1+k − an−1 | = |an−1+k − an−1 |.
(1 + 1/2)2 9
Repeatedly applying this inequality yields

n−1
4
|an+k − an | ≤ |a2 − a1 |.
9
Since (4/9)n → 0 as n → ∞, it follows that an is a Cauchy sequence. Hence an converges.

2
Denote
√ its limit by a. Taking the limit in an+1 = 1/(1 + an ) yields a + a = 1. Therefore,
a = ( 5 − 1)/2 = 0.618 . . ..
Remarks. The first 20 terms of the sequence are given by Mathematica
f[x_]:=1/(1 + x)
NestList[f, 1, 20]
{1, 1/2, 2/3, 3/5, 5/8, 8/13, 13/21, 21/34, 34/55, 55/89,
89/144, 144/233, 233/377, 377/610, 610/987, 987/1597, 1597/2584,
2584/4181, 4181/6765, 6765/10946, 10946/17711}
20 Sequences
This suggests that an = Fn /Fn+1 , where Fn is the nth Fibonacci number. We can confirm
this by a simple induction argument on n. In general, the recursion an+1 = 1/(1 + an ) leads
to
a0 Fn−1 + Fn
an = , for a0 6= 0.
a0 Fn + Fn+1
Example 1.10. (Example 1.1 Revisited). Show that rn = Fn+1 /Fn is a Cauchy sequence,
where Fn is the nth Fibonacci number.
Proof. For any given > 0, let N ∈ N with N > 1/. Assume that n, m ∈ N with
m > n > N . We have
Fm+1 Fn+1
|rm − rn | = −
Fm Fn

Fm+1 Fm Fm Fm−1 Fn+2 Fn+1
= − + − + ··· + −
Fm Fm−1 Fm−1 Fm−2 Fn+1 Fn
2 2 2
Fm+1 Fm−1 − Fm Fm Fm−2 − Fm−1 Fn+2 Fn − Fn+1
= + + ··· + .
Applying the identity Fk+1 Fk−1 − Fk2 = (−1)k for k ≥ 2, we find
(−1)m (−1)m−1 (−1)n+1
|rm − rn | = + + ··· +
1 1 (−1)m−n−1
= − + ··· +
Fn Fn+1 Fn+2 Fn+1 Fm Fm−1
1 1
≤ ≤ .
Fn Fn+1 Fn
Since Fn > n for n > 5, we find that, if n, m > max{5, N } with m > n, then
1 1 1
|rm − rn | ≤ < < < ,
Fn n N
which proves that rn is a Cauchy sequence by the definition.
In the Cauchy criterion, be aware that the integer m must be arbitrary. Otherwise, for
any given m, even though am −an → 0, an itself may still diverge. Here is a counterexample.
Example 1.11. For any increasing positive integer sequence φ(n), there exists a divergent
sequence an such that
lim (aφ(n) − an ) = 0.
n→∞
Proof. By induction, we must have

φ(n) ≥ n, φ(n + k) ≥ n + φ(k), for all n, k ∈ N.
Thus φ(n) → ∞ as n → ∞. Next we separate into two cases:
(1) {φ(n) − n} is bounded. i.e., P
for every n ∈ N, there is a number M > 0 such that
n
φ(n) − n ≤ M . Let an = Hn := k=1 1/k, the nth harmonic number, which is divergent.
Then
φ(n) n
X 1 X 1
aφ(n) − an = −
k k
k=1 k=1
φ(n)
X 1 M
= ≤ →0 as n → ∞.
k n+1
k=n+1
Worked Examples 21
(2) {φ(n) − n} is unbounded. Let k0 be the smallest positive integer such that φ(k) > k.
Define
1, n = k0 , φ(k0 ), φ(φ(k0 )), . . . ,
an =
0, otherwise.
Clearly, {an } has an infinite subsequence with the identical term 1. On the other hand,
since {φ(n) − n} is unbounded, {an } must have an infinite subsequence with the identical
term 0. Thus, an diverges. However, by the definition of an , we have aφ(n) = an .
1.3.3 The squeeze theorem

Truth is much too complicated to allow anything but approximations.
— John von Neumann
The squeeze theorem states that if sequences an , bn , and cn satisfy
bn ≤ an ≤ cn and lim bn = lim cn = a,

n→∞ n→∞
then limn→∞ an = a. “Trapping” or “squeezing” an is based on inequalities. To obtain the

identical limits of bn and cn , a quite precise estimate is often required.
Example 1.12. Let an > 0 for all n ∈ N and limn→∞ an = a > 0. Show that
√
limn→∞ n a1 a2 · · · an = a.
Proof. By the assumptions, we have limn→∞ 1/an = 1/a. Applying the result of Example
1.6 yields
a1 + a2 + · · · + an
lim =a (1.1)
n→∞ n
and
1
+ a12 + · · · + a1n 1
lim a1 = .
n→∞ n a
The later limit implies
n
lim = a. (1.2)
n→∞ 1 + 1 + · · · + 1
a1 a2 an
Recall the AM-GM-HM inequality: If a1 , a2 , . . . , an ∈ R are positive, then

n √ a1 + a2 + · · · + an
1 1 1 ≤ n
a1 a2 · · · an ≤ .
a1 + a2 + ··· + an
n
The desired limit now follows from the facts (1.1), (1.2), and the squeeze theorem.
Example 1.13. Find
n
1 X 1
lim csc .
n→∞ n2 k
k=1
Solution. For x ∈ (0, π/2), using the Taylor approximations of sin x gives
x3
x− ≤ sin x ≤ x.
6
Equivalently,
6
x ≤ csc x ≤ .
6x − x3
22 Sequences
Letting x = 1/k gives

1 6 k 1
k ≤ csc ≤ =k+ 2 ≤k+ .
k 6/k − 1/k 3 6k − 1 5k
Summing this inequality for k from 1 to n leads to

n
n(n + 1) X 1 n(n + 1) 1
≤ csc ≤ + Hn ,
2 k 2 5
k=1
Pn
where Hn := k=1 1/k is the nth harmonic number. Dividing by n2 and taking the limit
as n → ∞ yields
n
1 X 1 1
lim 2 csc = .
n→∞ n k 2
k=1
Example 1.14. Let

n
X 1
sn = ln 1 + .
2n + k
k=1
Prove that limn→∞ sn = ln(3/2).

Proof. We first observe that for all x ≥ 0,
x
≤ ln(1 + x) ≤ x. (1.3)
1+x
Setting x = 1/(2n + k) yields

1 1 1
≤ ln 1 + ≤ .
2n + k + 1 2n + k 2n + k
Summing both sides for k from 1 to n gives

n n
X 1 X 1
≤ sn ≤ .
2n + k + 1 2n + k
k=1 k=1
Rewriting
n n
X 1 X 1 1
= ·
2n + k 2 + k/n n
k=1 k=1
yields the Riemann sum of f (x) = 1/(2 + x) on [0, 1]. Thus, we have
n Z 1
X 1 1 dx
lim · = = ln(3/2).
n→∞ 2 + k/n n 0 2+x
k=1
Similarly, we have
n
X 1
lim = ln(3/2).
n→∞ 2n + k + 1
k=1
The desired limit now follows from the squeeze theorem.

Worked Examples 23
1.3.4 Monotone convergence theorem

We are here, in fact, a passage to the limit of unexampled audacity. — Felix Klein
Similar to the Cauchy criterion, the monotone convergence theorem also enables us to
show the convergence of a large class of sequences without seeing the values of the limits.
Applying this theorem requires us to verify two assertions:
1. an is monotone.
2. an is bounded either below or above.
Pn
Example 1.15. Let Hn := k=1 1/k be the nth harmonic number. Define
dn := Hn − ln n.
Prove that limn→∞ dn exists.

Proof. Applying x = 1/n in (1.3) yields
1 1
< ln(1 + 1/n) < .
1+n n
Then
1 1 1
dn+1 − dn = − ln(1 + n) + ln n = − ln 1 + < 0.
n+1 1+n n
This shows that dn is monotone decreasing. On the other hand,

n n−1 3 2
dn = Hn − ln · ··· ·
n−1 n−2 2 1
n−1
X 1
= Hn − ln 1 +
k
k=1
n−1
X 1
1 1
= − ln 1 + +
k k n
k=1
1
> > 0.
n
Hence dn is bounded below. It then follows that dn converges from the monotone convergence
theorem.
Euler introduced the symbol γ as the limit of dn , namely
lim (Hn − ln n) = γ = 0.5772156649 . . . , (1.4)

n→∞
which is often called the Euler–Mascheroni constant. Similar to π and e, γ appears frequently
in many mathematical areas yet maintains a profound air of mystery. For example, although
there is compelling evidence that γ is irrational, a proof has not yet been found.
As an application of (1.4), the following elegant problem, due to Euler,
P∞presents a surprise
link between the Euler sums and the Riemann zeta function ζ(n) := k=1 1/k n .
Example 1.16. Let
n
X Hk
En = , (n = 1, 2, . . .).
k(k + 1)
k=1
Find limn→∞ En .
24 Sequences
Solution. Using partial fraction decomposition and shifting the summation index, we have
n
X Hk Hk
En = −
k k+1
k=1
n n+1
X Hk X Hk−1
= −
k k
k=1 k=2
n
X Hk − Hk−1 1
=1+ − Hn
k n+1
k=2
n
X 1 Hn − ln n ln n
= 2
− − .
k n+1 n+1
k=1
Letting n → ∞, in view of (1.4), we find that

∞
X 1 π2
lim En = = ζ(2) = .
n→∞ k2 6
k=1
Example 1.17. Let

Pn (x) = xn + xn−1 + · · · + x − 1.
Prove that Pn (x) = 0 has a unique positive solution. Denoting this by an , find limn→∞ an .
Proof. Notice that
Pn (0) = −1, Pn (1) = n − 1 ≥ 0, Pn0 (x) > 0 for x ∈ (0, ∞).
By the intermediate value theorem, there exists a unique an ∈ (0, 1] such that Pn (an ) = 0.
Now we show that an is decreasing. To this end, since
Pn (an+1 ) = ann+1 + an−1

n+1 + · · · + an+1 − 1
= (an+1 n 2 n+1
n+1 + an+1 + · · · + an+1 + an+1 − 1) − an+1
= Pn+1 (an+1 ) − an+1 n+1
n+1 = −an+1 < 0,
it follows that Pn (an ) = 0 > Pn (an+1 ). The fact that Pn (x) is increasing in (0, ∞) implies
that an > an+1 . Thus, by the monotone convergence theorem, limn→∞ an exists. Appealing
to the identity
(x − 1)Pn (x) = (x − 1)[(xn−1 + xn−2 + · · · + x + 1)x − 1] = xn+1 − 2x + 1,
we have an+1
n − 2an + 1 = 0. Thus
1 an+1 an+1
0 < an − = n < 2 →0 as n → ∞.
2 2 2
This implies that limn→∞ an = 1/2 by the squeeze theorem.
Example 1.18 (CMJ Problem 965, 2011). Motivated by Bernoulli’s inequality (1 +
x)n ≥ 1 + nx for x ≥ −1, let Gn (x) = (1 + x)n − (1 + nx) for positive integers n.
1. Show that for every odd positive integer n ≥ 3 there is a unique negative real
number xn such that Gn (xn ) = 0.
2. Prove that the sequence x3 , x5 , x7 , . . . is convergent and find its limit x∞ .
Worked Examples 25
3. Verify that for all positive integers n, even and odd, (1 + x)n ≥ 1 + nx for
x ≥ x∞ and that x∞ is the smallest number for which this statement is true.
4. Show that xn − x∞ = O(ln(n)/n).
Here, as usual, an = O(bn ) means that there exist positive constant c and N ∈ N such
that |an | ≤ cbn for all n ≥ N .
Solution. (1) Clearly, Gn (x) is continuous. For odd positive integers n ≥ 3, Gn (−2) =
2(n − 1) > 0 and limx→−∞ Gn (x) = −∞. Thus, by the intermediate value theorem, there
exists xn ∈ (−∞, −2) such that Gn (xn ) = 0. Since

> 0, for x < −2
G0n (x) = n (1 + x)n−1 − 1 =

< 0, for −2 < x < 0
Gn (x) is strictly increasing on (−∞, −2) and strictly decreasing on (−2, 0). It follows that
Gn (x) > Gn (0) = 0 for x ∈ (−2, 0), and so Gn (x) = 0 has a unique negative solution xn .
(2) We show that x3 < x5 < x7 < · · · ≤ −2 and x∞ = −2. For this part, assume that n is
odd. Since Gn (x) is increasing on (−∞, −2) and
n
1 1
Gn −2 − = 2n − 1 + > 0 = Gn (xn ),
n n
we deduce that xn < −2 − 1/n. Thus,
Gn+2 (xn ) = (1 + xn )n+2 − (1 + (n + 2)xn )

= (1 + xn )2 (1 + nxn ) − (1 + (n + 2)xn )
= x2n (2n + 1 + nxn ) < 0 = Gn+2 (xn+2 ).
It follows that xn < xn+2 < −2 for all odd positive integers n ≥ 3. Thus limn→∞ xn exists.
Let yn (k) = −2 − k ln(n)/n, where k is a positive constant. For sufficiently large odd n and
k > 1, we have yn (k) ∈ (−3, −2) and
n
k ln(n)
Gn (yn (k)) = − 1 + − 1 + 2n + k ln(n) ∼ −nk − 1 + 2n + k ln(n) < 0. (1.5)
n
Thus, xn > yn (k) and

k ln(n) 1
−2 − < xn < −2 − .
n n
This proves that x∞ = −2 as desired.
(3) We only need to show the inequality holds for −2 ≤ x ≤ −1. Indeed,
(1 + x)n ≥ −|1 + x|n ≥ − |1 + x| = 1 + x ≥ 1 + nx.
If there exists a t < −2 such that (1 + t)n ≥ 1 + nt for all positive integers n, then Gn (t) ≥ 0
for all n and so xn ≤ t. Thus, x∞ ≤ t < −2. This contradicts that x∞ = −2.
(4) In view of (1.5), for large odd n, since
Gn (yn (2)) < 0 = Gn (xn ) < Gn (yn (1)) > 0,
we find that yn (2) ≤ xn ≤ yn (1). It follows that xn − x∞ = O(ln(n)/n) from the definition
of yn .
26 Sequences
1.3.5 Upper and lower limits

The essence of mathematics resides in its freedom — George Cantor
Given a bounded sequence an , we can always generate two convergent monotone se-
quences. Indeed, define
bk = sup{ak , ak+1 , ak+2 , . . .}, ck = inf{ak , ak+1 , ak+2 , . . .}.
Clearly,
b1 ≥ b2 · · · ≥ bk ≥ bk+1 ≥ ck+1 ≥ ck ≥ · · · ≥ c2 ≥ c1 .
Thus, by the monotone convergence theorem, both limk→∞ bk = inf{bn } and limk→∞ ck =
sup{cn } exist. They are called the upper and lower limits of an , and denoted by lim sup an
and lim inf an , respectively. It is easy to see that
inf{an } ≤ lim inf an ≤ lim sup an ≤ sup{an }.
In the applications, the upper and lower limits are often described by the following equivalent
forms:
1. The lower limit lim inf an = a is the unique number that has the properties
• For each > 0, there are finitely many an ’s such that an ≤ a − .
• For each > 0, there are infinitely many an ’s such that an < a + .
2. Similarly, the upper limit lim sup an = b is the unique number that has the properties
• For each > 0, there are finitely many an ’s such that an ≥ b + .
• For each > 0, there are infinitely many an ’s such that an > b − .
Moreover, an converges if and only if
lim inf an = lim sup an .
The following three examples demonstrate how the guaranteed existence of the upper
and lower limits offers us an additional bonus to finding the limits.
Example 1.19. Let xn be a sequence satisfying 0 ≤ xm+n ≤ xm + xn for all m, n ∈ N.
Prove that limn→∞ xn /n exists.
Discussion. The proof here is somewhat more involved than those we have encountered so
far and we discuss some of the idea before presenting the proof. First, assuming that the
limit exists, we want to see the possible values of the limit. For each k ∈ N, repeatedly using
xm+n ≤ xm + xn yields that xkm ≤ kxm . Thus,
xkm xm
0≤ ≤ , (k, m = 1, 2, . . . .)
km m
and so
xn xkm xm
lim = lim ≤ , (m = 1, 2, . . . .)
n→∞ n k→∞ km m
This implies that
xn nx o
n
lim ≤ inf .
n→∞ n n
Hence, if limn→∞ xn /n exists, then it must be
xn nx o
n
lim = inf .
n→∞ n n
Worked Examples 27
Proof. Since 0 ≤ xm+n ≤ xm + xn , in particular, we have

xn
0 ≤ xn ≤ nx1 =⇒ 0 ≤ ≤ x1 .
n
Thus, {xn /n} is bounded below, so α = inf{xn /n} exists. In the following, we show that
limn→∞ xn /n = α. To this end, by the definition of the infimum, for any > 0, there is an
integer N such that
xN
α≤ < α + .
N
When n > N , there are unique r and q such that n = rN + q (0 ≤ q < N ). Thus,
xn ≤ xrN +q ≤ rxN + xq
and
xn xN rN xq xq
α≤ ≤ · + ≤α++ .
n N rN + q n n
The claimed limit now follows from the fact that limn→∞ xq /n = 0 and the squeeze theorem.
As in the Cauchy criterion, here the m and n must be completely arbitrary. Otherwise,
assume that
0 ≤ xm+n ≤ xm + xn , for all m, n ∈ N with |m − n| ≤ k. (1.6)
Choose A = {2m : m ∈ N}. Define

n, if dist(n, A) ≤ k
an =
0, otherwise.
Clearly,
an an
lim inf = 0, lim sup = 1.
n n
Thus, limn→∞ an does not exist. We now verify an satisfies the condition (1.6). By contra-
diction, if there are integers m, n ≥ 1 such that
|m − n| ≤ k, am+n > am + an , (1.7)
this implies that either an = 0 or am = 0. Assuming an = 0, for some positive integer r, we

have
2r−1 + k < n < 2r − k,
which implies
2r + k < n + (n − k) ≤ n + m ≤ n + (n + m) < 2r+1 − k,
and so an+m = 0. This contradicts (1.7).

The following example shows the link between the ratio and the nth root of the terms
of a positive sequence.
Example 1.20. Let xn be a positive sequence. If limn→∞ xn+1 /xn = l, prove that
√
lim n
xn = l.
n→∞
28 Sequences
Proof. By the assumption, for every > 0, there is a positive integer N such that
xn+1
l−≤ ≤l+ whenever n > N (1.8)
xn
For n > N , since
xn xn xn−1 xN +2 xN +1
= · ··· · ,
xN xn−1 xn−2 xN +1 xN
Applying (1.8) repeatedly yields
xn
(l − )n−N ≤ ≤ (l + )n−N ,
xN
which is equivalent to
√ √ √
n
xN (l − )(n−N )/n ≤ n
xn ≤ n
xN (l + )(n−N )/n .
√
Taking the upper and lower limits, and using the fact that limn→∞ n xN = 1, we find that
√ √
l − ≤ lim inf n xn ≤ lim sup n xn ≤ l + .
Since is arbitrary, we deduce that

√ √
lim inf n
xn = lim sup n
xn = l,
√
and so limn→∞ n xn = l.
The above proof acutely demonstrates that, for any positive sequence xn ,
xn+1 √ √ xn+1
lim inf ≤ lim inf n xn ≤ lim sup n xn ≤ lim sup .
xn xn
Example 1.21. Assume the sequence xn is bounded and limn→∞ (xn+1 − xn ) = 0. Let
l = lim inf xn , L = lim sup xn .
Let S be the set of limit points of the sequence {xn }. Prove that S = [l, L].
Proof. Since xn is bounded, the Bolzano-Weierstrass theorem implies that S is not empty.
Moreover, S ⊂ [l, L]. If l = L, then limn→∞ xn = lim inf xn = lim sup xn . The assertion
holds clearly. If l < L, it suffices to show that every a ∈ (l, L) is a limit point of the sequence.
Let 0 < < 12 min{a − l, L − a}. Then l < a − < a < a + < L. By the assumption that
limn→∞ (xn+1 − xn ) = 0, there exists N ∈ N such that
|xn+1 − xn | < 2, whenever n > N .
On the other hand, by the definition of the upper and lower limits, there are n01 , n001 > N
such that
xn01 ∈ (l − , l + ) and xn001 ∈ (L − , L + ).
Without loss of generality, assume that n01 < n001 . Hence,
xn01 < a − < a + < xn001 .
We now show that there exists n1 ∈ N satisfying n01 < n1 < n001 such that
a − < xn1 < a + .

Worked Examples 29
By contradiction, assume that xn01 +1 , xn01 +2 , . . . , xn001 −1 6∈ (a − , a + ). Let xn01 +p be the
first such that xn01 +p > a + among {xn01 +1 , xn01 +2 , . . . , xn001 −1 , xn001 }. Then
xn01 +p−1 < a − < a + < xn01 +p ,
and so
|xn01 +p − xn01 +p−1 | > 2,
a contradiction. Thus, there exists xn1 = xn01 +p ∈ (a − , a + ), and so a is a limit point of
{xn }.
Example 1.22 (Monthly Problem 12143, 2019). Compute

n k
X k
lim .
n→∞ n
k=1
Proof. We show the upper and lower limits both are trapped by e/(e−1). Thus, the desired
limit is equal to e/(e − 1). We begin with the lower limit. Rewrite
k −k −k
k k + (n − k) (n − k)
= = 1+ .
n k k
Since (1 + x/k)−k is decreasing in k for x ≥ 0, we have

k
k
≥ e−(n−k) .
n
Thus
n k n n−1
X k X X
≥ e−(n−k) = e−m (use m = n − k),
n m=0
k=1 k=1
and so
n k ∞
X k X e
lim inf ≥ e−m = .
n m=0
e−1
k=1
Next, for r ∈ (0, 1), let
J = {k : 1 ≤ k ≤ rn}, K = {k : rn < k < n − n1/3 }, and L = {k : n − n1/3 ≤ k ≤ n}.
For k ∈ J, we have
n k n ∞
X k X X r
≤ rk ≤ rk = .
n 1−r
k∈J k∈J k=1
For k ∈ K, since r < k/n < 1 − n−2/3 , we have

n k n rn Z 1−n−2/3 rn+1
X k X k n 1
≤ ≤n xrn dx = 1− .
k∈K
n
k∈K
n 0 1 + rn n2/3
30 Sequences
Moreover, using k/n = 1 − (n − k)/n, we have

1/3
n k n
X k X m n−m
= 1− (use m = n − k)
n m=0
n
k∈L
1/3
n
X m
= exp (n − m) ln 1 −
m=0
n
1/3
n
X m
≤ exp (n − m) − (use ln(1 − x) ≤ −x for x ∈ (0, 1))
m=0
n
1/3
n
X ∞
X
= 2
exp(−m) exp(m /n) ≤ exp(1/n 1/3
) e−m
m=0 m=0
e
= exp(1/n1/3 ).
e−1
In summary, we find that
n k rn+1
X k r n 1 e
≤ + 1− + exp(1/n1/3 ).
k=1
n 1 − r 1 + rn n2/3 e−1
Therefore,
n k
X k r e
lim sup ≤ + .
n 1−r e−1
k=1
Since r ∈ (0, 1) is arbitrary, letting r → 0 yields

n k
X k e
lim sup ≤
n e−1
k=1
as desired.
1.3.6 Stolz-Cesàro theorem

In Mathematics, you understand what you build up. — Fan Chung
The Stolz-Cesàro theorem, similar to its continuous analogue L’Hôpital’s rule, provides
us a systematic method to calculate limits in the form of 0/0 and ∞/∞. Here we offer
four concrete examples to illustrate the power of the Stolz-Cesàro theorem. We begin with
revisiting Pólya’s classical problem 173 in [77].
Example 1.23. Define the n times iterated sine function by
sinn x = sin(sinn−1 x), sin1 x = sin x.
If sin x > 0, prove that r

n
lim sinn x = 1.
n→∞ 3
Worked Examples 31
Proof. Since sin x < x for all x > 0, it follows that 0 < sinn x < sinn−1 x whenever sin x > 0.
Thus, by the monotone convergence theorem, sinn x converges. Let limn→∞ sinn x = a.
Taking the limit in sinn x = sin(sinn−1 x) yields a = sin a, and so a = 0. Define
1
an = n, bn = .
sin2n x
By the Stolz-Cesàro theorem, we have
n an+1 − an
lim n sin2n x = lim 2 = lim .
n→∞ n→∞ 1/ sinn x n→∞ bn+1 − bn
Since
an+1 − an 1
lim = lim 1 1
n→∞ bn+1 − bn n→∞
sin2 (sinn x)
− sin2n x
1
= lim 1 1 (t = sinn x)
t→0
sin2 t
− t2
t sin2 t
2
= lim
t→0 t2 − sin2 t
= 3,
this proves r
n q
lim sinn x = lim n sin2n x/3 = 1
n→∞ 3 n→∞
as desired.
In contrast to Pólya’s original approach, this solution is simpler and more straightfor-
ward.
The second problem is on the study of asymptotic behavior of a sequence generated by
the logistic equation. This equation, which models population growth, was first published
by Pierre Verhulst in 1845 [68].
Example 1.24 (Putnam Problem, 1966-A3). Let xn+1 = xn (1−xn ), n = 1, 2, . . . , x1 ∈
(0, 1). Show that limn→∞ nxn = 1.
Proof. Since x1 ∈ (0, 1), we have x2 = x1 (1−x1 ) ∈ (0, 1). Indeed, by induction, we conclude
that xn ∈ (0, 1) for all n ∈ N. Notice that
xn+1
0< = 1 − xn < 1.
xn
Then xn is monotone decreasing and bounded below. It follows from the monotone conver-
gence theorem that limn→∞ xn = L exists. Letting n → ∞ in xn+1 = xn (1 − xn ) yields
that L = L(1 − L), which implies that L = 0.
Let bn = 1/xn . Then bn < bn+1 and limn→∞ bn = +∞. By the Stolz-Cesàro theorem,
n 1
lim nxn = lim = lim .
n→∞ n→∞ bn n→∞ bn+1 − bn
On the other hand,

1 1 1
lim bn+1 − bn = lim − = lim =1
n→∞ n→∞ xn+1 xn n→∞ 1 − xn
This shows that limn→∞ nxn = 1 as claimed.
32 Sequences
The above solution is differ from the one that appeared in Putnam Mathematical Com-
petition Problems and Solutions [3, pp. 51–52]. The application of the Stolz-Cesàro theorem
allows us to offer a short alternative solution. Moreover, combining this result with the for-
mula (1.4), we have (see Exercise 89)
n(1 − nxn )
lim = 1.
n→∞ ln n
In general, the sequence defined by xn+1 = λxn (1 − xn ) will display richer qualitative types
of behavior for different values of λ. The change from one form of qualitative behavior to
another as λ changes is called a bifurcation. To learn more about the bifurcation study for
the logistic model, please see Li and York’s landmark paper “Period three implies chaos”
[67] or [51, pp. 92–101].
The third problem is the Monthly Problem E1557, 1963. Both published solutions
are based on Stirling’s formula for n! and Riemann sums. Here we present an elementary
solution by sorely using the Stolz-Cesàro theorem.
Pn
Example 1.25. Let Sn = (1/n2 ) k=0 ln Cnk with Cnk = n!/(k!(n − k)!). Evaluate S :=
limn→∞ Sn .
Pn
Solution. Let an = k=0 ln Cnk , bn = n2 . By the Stolz-Cesàro theorem,
Pn+1 k
Pn k
k=0 ln Cn+1 − k=0 ln Cn
S = lim 2 2
n→∞ (n + 1) − n
Pn k k n+1
k=0 ln (Cn+1 /Cn ) + ln Cn+1
= lim
n→∞ 2n + 1
Pn
k=0 ln(n + 1)/(n + 1 − k)
= lim
n→∞ 2n + 1
Pn+1
(n + 1) ln(n + 1) − k=1 ln k
= lim .
n→∞ 2n + 1
Applying the Stolz-Cesàro theorem again yields
(n + 1) ln(n + 1) − n ln n − ln(n + 1)
S = lim
n→∞ (2n + 1) − (2n − 1)
n
1 n+1
= lim ln
n→∞ 2 n
1
= .
2
Finally, we derive a formula for the sums of the power of integers. It is based on the
following well-known fact
Xn k+1
X
Sk (n) = ik = aj (k) nj (1.9)
i=1 j=1
for some coefficients aj (k).

Example 1.26. Determine the coefficients aj (k) in (1.9).
Solution. To find the leading coefficient ak+1 (k), we divide (1.9) by nk+1 , isolate ak+1 (k),
and then apply the Stolz-Cesàro theorem to get
Pk
Sk (n) − j=1 aj (k)nj Sk (n)
ak+1 (k) = lim k+1
= lim
n→∞ n n→∞ nk+1
k
(n + 1) 1
= lim = .
n→∞ (n + 1)k+1 − nk+1 k+1
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“Go and buy a toothbrush!” he said. “You know the town—go and do
a bit of shopping. Better get all you want—didn’t I say we might be
two nights? Go and amuse yourself, my dear, and leave mysteries
alone. There are no mysteries—to me, anyway.” He thrust the money
into her hands, stood smilingly by while she put on her furs, and
when she had gone, turned to me with a laugh.
“Trust a woman for making the most of a mystery, Craye!” he said. “If
there isn’t one she’ll invent one.”
“Is there no mystery in this matter, then?” I asked. “It seems to me
that there’s a pretty handsome one. But evidently not to you—you’re
in the inside of things, you see, Mr. Parslewe.”
“Aye, well,” he answered. “I dare say I see the game from another
angle. However, I’m not quite so thickheaded as not to realise that
what’s pretty plain to me mayn’t be at all plain to other folk, and I’m
going to let you into a bit of my confidence. Come downstairs to the
smoking-room, and we’ll have these windows opened—this room’s
got a bit stuffy.”
He rang the bell and gave some orders about ventilating the room
and about having some light supper laid there for eleven o’clock that
evening (in readiness, he said in an aside to me, for our return from
the play), and then led me down to a quiet corner of the smoking-
room. And there, having first lighted another cigar, he proceeded to
divest the copper box of the neat wrappings in which Madrasia had
carried it from Kelpieshaw. He set it on the little table before us, and
we both stared at it. He, in particular, stared at it so hard that I began
to think the mere sight of the thing was hypnotising him. Suddenly he
started, and began to fumble in his waistcoat pocket.
“Aye,” he muttered, more to himself than to me. “I shouldn’t wonder if
it is so!”
With that he pulled out of his waistcoat pocket a tiny foot-rule, ivory,
in folding sections, and, opening the copper box, measured its
interior depth. Then he measured the exterior depth, and turned to
me with one of his dangerously sweet smiles.
“The devil!” he exclaimed. “Craye!—there’s a false bottom to this
box! I’ve been suspecting that for the last half-hour, and by all that is,
it’s true!”
I was beginning to get excited, and I stared at the box as hard as he
had done.
“You make that out by measurement?” I asked.
“Precisely! There’s a difference of a quarter of an inch between the
interior and exterior depths,” he replied. “That means there’s the very
slightest of cavities, but ample to conceal—what?”
“Nothing much, I should think,” said I.
“No; but I’ve heard of very important and fateful things going into
small compass,” he remarked. “Anyway, there it is! You can’t get
away from the measurements. There’s a space—there! And there’ll
be some trick of opening the thing from the bottom—probably
connected with these feet.”
He pointed to the four circular knobs on which the copper box rested,
but made no attempt to touch them; his thoughts seemed to be
otherwhere. And after thinking a little, he suddenly turned to me
confidentially.
“I told you I’d tell you something,” he said. “You’re a dependable
chap, Craye—I showed that by leaving the girl in your charge. She
likes you, too, and I suppose you two young people will fall in love
with each other if you haven’t done so already, and if you have, my
lad—all right! You’ll make a big name in your art—but never mind
that; I’ll tell you a bit about this box. Not how it came into my
possession; the time for that is not yet. But when I did get it it was
locked, and I had no key to it, and never bothered to get one found
or made. When it got a wee bit damaged, I took it to Bickerdale, here
in this town, and asked him to put it right. He was a bit wary of
dealing with it, but said he knew a man who would, so I left it with
him, and, incidentally, asked him, while they were about it, to have it
unlocked. And now, Craye, now I think that while it was in
Bickerdale’s hands, or in the other man’s hands, something was
abstracted from that box—something that I never knew was in it.
Abstracted then—unless——”
He paused, making a queer, speculating grimace.
“Unless—what?” I asked.
He leaned nearer to my shoulder, dropping his voice, though there
was no one at all near us.
“Unless it was abstracted at Kelpieshaw yesterday, by that chap
Weech!” he replied. “Weech? Augustus? What a name!”
“Weech!” I exclaimed. “By him! Impossible!”
“And why impossible, my lad?” he asked. “No impossibility about it!
Didn’t you tell me just now, upstairs, while you were giving your
account of all that had transpired, that you and Madrasia went up to
my library to compare the titles of the books in The Times
advertisement with certain volumes on my shelves, leaving Master
Augustus Weech alone—with the copper box in front of him? Of
course!”
“Good heavens!” I exclaimed. “I certainly never thought of that!”
“No doubt,” he remarked coolly. “But I did. However, now we come to
another matter, though connected with the main one. I have
business to-night which, I hope, will illuminate me as to if anything
was in the box or has been abstracted from it since—by Weech—
and I want you to do two or three things for me, chiefly in the way of
looking after Madrasia. We’ll dine early, to begin with. Then you can
take her to the play—here are the tickets while I remember them.
When you come back, you’ll find a bit of supper in that private sitting-
room. Before you go, I shall tell Madrasia that I may be very late in
coming in, so after supper she’ll go to bed. Now comes in a job for
you! I want you to wait up, in that sitting-room, until twelve o’clock—
midnight. If I’m not in by exactly twelve”—here he paused and
produced a sealed envelope which he placed in my hand—“put on
your overcoat, and take that round, yourself, to the police station—
it’s not far off—ask to see a responsible person, and hand it to him.
Do you understand?”
“Every word!” said I. “But—police? Do you anticipate danger?”
“Not so much danger as difficulty, though I won’t deny that there may
be danger,” he answered. “But do what I say. You’ll find an inspector
on night duty—he’ll know my name when he reads my note, because
I’m a county magistrate. If he asks you a question or two, answer.
And, if you like, go with him if he goes himself, or with whoever he
sends. Is it all clear?—midnight?”
“It’s all clear,” I replied, putting the sealed envelope in my pocket.
“And I’ll carry it out. But I hope you’re not running into personal
danger, Mr. Parslewe!”
His lips tightened, and he looked away, as if to intimate that that was
a matter he wouldn’t discuss, and presently he began to talk about
something of a totally different nature. I wanted to ask him what I
should do supposing anything did happen to him, but I dared not; I
saw well enough that he had done with things for the time being, and
that there was nothing to be done but to carry out his instructions.
We dined quietly downstairs at half-past six; when, nearly an hour
later, Madrasia and I drove off to the theatre, we left Parslewe calmly
chatting to an old gentleman in the lounge. He waved his cigar to us
as we passed, then called Madrasia back.
“You go to bed when you get in, child,” he said. “At least, when
you’ve had some supper. Don’t wait for me; I mayn’t be in till the
early hours.”
Then he waved her off, and we went away, Madrasia mildly excited
at the thought of the play, and I feeling uncommonly anxious and
depressed. For the possibilities of the situation which might arise at
midnight were not pleasant to contemplate, and the more I thought
about them the less I liked them. It was useless to deny that
Parslewe was a strange, even an eccentric man, who would do
things in his own fashion, and I was sufficiently learned in the ways
of the world, young as I was, to know that such men run into danger.
Where was he going that night, and to do—what? Evidently on some
mission which might need police interference. And supposing that
interference came along too late? What was I to do then? When all
was said and done, and in spite of what he had said about myself
and Madrasia in his easy-going fashion, I was almost a stranger to
him and to her, and I foresaw complications if anything serious
happened to him. I did not particularly love Parslewe that evening; I
thought he might have given me more of his confidence. But there it
was! and there was Madrasia. And Madrasia seemed to have been
restored to a more serene state of mind by this rejoining of her
guardian; evidently she possessed a sound belief in Parslewe’s
powers.
“Did he tell you anything this afternoon when I was out shopping?”
she inquired suddenly as we rode up Grey Street. “I’m sure you must
have talked.”
“Well,” I answered. “A little. He thinks the copper box has a false
bottom, a narrow cavity, in it, and that something has been
concealed there, and stolen from it. Possibly by our friend Weech.”
“Weech!” she exclaimed. “When?”
“When we left him alone with the box while we went up to the
library,” I replied. “Of course, that’s possible—if Weech knew the
secret.”
This seemed to fill her with new ideas.
“I wonder!” she said, musingly. “And is—is that what he’s after, here,
in Newcastle?”
“Something of the sort,” I assented. “At least, I gather so. You know
what he is—better than I do.”
She sat for a time in silence—in fact, till the cab drew up at the
theatre. Then she spoke.
“There’s one thing about Jimmie,” she remarked, reassuringly,
“nobody will get the better of him! So let him work things out.”
I did not tell her that there was no question of choice on my part. We
saw the play which Parslewe had commended so highly; we went
back to the hotel; we had supper together; then Madrasia went off to
her room. And it was then twenty minutes to twelve, and I sat out
every one of them, waiting, watching the door, listening for a step in
the corridor without. But Parslewe did not come.
And at one minute past twelve I seized my overcoat and cap and left
the room.
IX
The Whitesmith’s Parlour
THERE were few people about in the big hall of the hotel, but
amongst them was the principal hall-porter, who, as I came there,
appeared to be handing over his duties to his deputy for the night.
An idea occurred to me, and I went up to him, drawing him aside.
“You know Mr. Parslewe?” I asked.
“Mr. Parslewe, sir—yes, sir!” he answered.
“Have you seen him go out this evening?”
“Yes, sir. Mr. Parslewe went out just about eleven, sir—not many
minutes before you came in with the young lady.”
“You haven’t seen him come in again?”
“Not yet, sir—not been in since then.”
I nodded, and went out into the street. So Parslewe’s business,
whatever it was, had been fixed for a late hour, after eleven. He
might have gone with us to the theatre, then! Unless, indeed, he had
been doing other business at the hotel. But it was no use speculating
on these things, my job was to do his bidding. And it was not
cowardice on my part that I heartily disliked the doing of it. I had no
idea as to the whereabouts of the police station. Parslewe had said it
was close by, but I did not know in which direction. I might have
inquired in the hotel, but I did not wish the hotel people to know that
we were or were about to be mixed up with the police; it might have
got to Madrasia’s ears before I got back. There were still people in
the streets, I could ask my way. And just then, as I might have
expected, a policeman came round the corner, and at my question
directed me. Parslewe had been quite correct, the place was close at
hand.
I went in, wonderingly, having never been in such a building before,
and not knowing what to expect, I had no more idea of what a police
headquarters was like than of the interior of an Eastern palace,
perhaps less. It was all very ordinary, when I got inside; there was a
well-lighted office, with a counter, and tables, and desks; three or
four policemen stood or sat about, examining papers or writing in
books. One of them, seeing me approach the counter and probably
noticing my diffident and greenhorn air, got off his stool, put his pen
behind his ear, and came across with an almost fatherly solicitude on
his fresh-coloured face.
“Can I see some responsible official?” I asked.
He half turned, indicating a man who wore braid on his closely
buttoned tunic, and sat at a desk in the corner.
“Inspector, sir,” he said. “Speak to him.”
He lifted a hinged door in the counter, and I went across to the man
in question. He looked up as I drew near, and gave me a swift glance
from top to toe. I had a vague sense of thankfulness that I was well
dressed.
“Yes!” he said.
I got close to him. Possibly I looked mysterious—anyway, I felt so.
“You know Mr. James Parslewe of Kelpieshaw, near Wooler?” I
suggested.
“Yes!”
“Mr. Parslewe is staying at the North Eastern Station Hotel. I am
staying there with him. He asked me, in case of a certain eventuality
——”
He interrupted me with an almost imperceptible smile—amused, I
think, at my precision of language.
“What eventuality?”
“In case he was not back at his hotel by midnight, I was to bring and
give you this note from him,” I answered, and laid the letter on his
desk. “He was not back—so I came straight to you.”
He picked up and opened the letter and began to read it; from where
I stood I could see that it covered three sides of a sheet of the hotel
notepaper. There was not a sign of anything—surprise, perplexity,
wonder—on the man’s face as he read—and he only read the thing
over once. Then he folded the letter, put it in his desk, and turned to
me.
“Mr. Alvery Craye, I think?” he asked.
“Yes,” said I.
“Do you know what’s in this letter, Mr. Craye?” he went on. “Did Mr.
Parslewe tell you its contents?”
“No,” I replied. “But he said I could answer any questions you asked,
and, if you go anywhere in consequence of the letter, I could go with
you.”
“I’ve only one question,” he remarked. “Do you know what time Mr.
Parslewe left the hotel?”
“Yes,” I said. “I found that out. He left just about eleven—a few
minutes before, I gathered from the hall-porter.”
He nodded, turned a key in his desk, put the key in his pocket, rose,
and asking me to sit down a moment, went across the room and
through a door at its farther extremity. Within a couple of minutes he
was back again, in company with a man in plain clothes; he himself
had put on a uniform overcoat and peaked cap. He made some
whispered communication to a sergeant who was busily writing at a
table in the centre of the room; then he beckoned to me, and the
three of us went out into the night.
At that moment I had not the slightest idea as to our destination.
There was a vague notion, utterly cloudy, in my mind that we might
be going to some dark and unsavoury quarter of the city; I had been
in Newcastle two or three times previously, and in my wanderings
had realised that it harboured some slums which were quite as
disreputable as anything you can find in Liverpool or Cardiff. But my
companions turned up town, towards the best parts of the place. It
was quiet in those spacious and stately streets, and the echo of our
footsteps sounded eerie in the silence. Nobody spoke until we had
walked some distance; then the inspector turned to me.
“Did Mr. Parslewe speak to you of any possible danger, Mr. Craye,
as regards what he was after?” he asked.
“I’ll tell you precisely what he did say,” I answered. “He said, ‘Not so
much danger as difficulty, though I won’t deny that there may be
danger.’ His exact words!”
“Just so,” he remarked. “And he didn’t tell you much more?”
“He told me nothing, except that he was hoping to get hold of a
possible something,” I replied. “If you know Mr. Parslewe, you know
that on occasion, when it suits him, he can be both vague and
ambiguous.”
“I know Mr. Parslewe—well enough!” he answered, with a sly
chuckle. “Highly eccentric gentleman, Mr. Parslewe, and
uncommonly fond of having his own way, and going his own way,
and taking his own line about everything. There isn’t one of his
brother magistrates in all Northumberland who isn’t aware of that,
Mr. Craye! Then, you have no idea of where we are going just now?”
“No idea whatever!” I answered.
“Well, as he said you could go with us, I may as well tell you,” he
remarked, with another laugh. “We’re going to the house and shop of
one Bickerdale, a whitesmith and coppersmith, in a side street just
up here. That’s where Mr. Parslewe’s gone.”
Of course, I might have known it! I felt myself an ass for not having
thought of it before. But I started, involuntarily.
“The name seems familiar to you,” suggested the inspector.
“Yes, I know it!” I asserted. “I’ve been in that shop. Oh! so he’s there,
is he?”
“That’s where we’re to look for him, anyway,” he replied. “But
whether we do find him there, or, if we do, under what conditions it’ll
be, that I don’t know. However, we’re carrying out his instructions,
and here’s the corner of the street.”
I knew that corner well enough, and the street, too. It was there that I
had shadowed White Whiskers and the Newcastle solicitor, and
thence that I had retreated after my passage-at-arms with
Bickerdale. Presently we stood before the side door of Bickerdale’s
shop, the door which presumably led to his house at the rear. There
was no light visible through the transom over the door, none in the
shop window, none in the windows over the shop. And when the
plain-clothes man, in response to the inspector’s order, rang the bell
and knocked in addition, no reply came.
It was not until we had knocked and rung three times, each more
loudly and urgently, that we heard sounds inside the door. They were
the sounds of somebody cautiously drawing back a bolt and turning
a key. But no light showed through keyhole or letter-box, or the glass
in the transom, and the inspector gave his man a whispered
instruction.
“Turn your lamp full on whoever opens the door!” he said. “And get a
foot over the threshold.”
I held my breath as the door was opened. It moved back; the plain-
clothes man’s light from a bull’s-eye lantern flashed on a frightened,
inquiring face looking round the edge of the door.
Weech!
I could have laughed aloud as Weech turned and fled, for he let out
a squeal at the sight of us, and bolted for all the world like a
frightened rabbit. And, of course, he left the door wide open, and we
were at once on his heels, and after him down the passage. He
swept aside a curtain, flung open a door behind it, and burst into a
well-lighted parlour or living-room with a sharp cry of warning.
“Police!”
I got a full view of the men in that room in one quick glance from
between the two policemen as they walked in. There was a table in
its centre, an oblong table; at our end of it, with his back to us, sat
Parslewe, calmly smoking a cigar; at the other, morose, perplexed,
defiant, sat Bickerdale. And behind Bickerdale, leaning against a
dresser or sideboard, stood Pawley!
These three all looked towards us as we entered, each with a
different expression. Bickerdale’s face became angry, almost
savage; Pawley appeared, after his first glance of surprise, to be
intensely annoyed. But Parslewe, half turning, motioned to the
inspector and whispered a few words to him; the inspector, his plain-
clothes man, and myself remained after that in the doorway by which
we had entered, and Parslewe gave his attention to Bickerdale, to
whose side, near the fireplace, Weech, still nervous and upset, had
made his way round the table.
“Now then, Bickerdale!” he said. “Without any more to do about it,
you’ll give me that document—you, or Weech, or both of you! Do you
hear—hand it over!”
“No!” exclaimed Pawley. “I object. If there’s any handing over, Mr.
Parslewe, it’ll be to me. And as you’ve brought police here, I’d better
say at once that——”
Parslewe suddenly rose from his chair. He held up his left hand—
towards Pawley. There was something in the gesture that made
Pawley break off short in his words and remain silent. As for
Parslewe’s right hand, it went into his pocket and brought out his
cigar case. Silently he handed it to the inspector, motioning him to
help himself and to pass it to his man. Then he turned to Pawley
again.
“Mr. Pawley!” he said in his most matter-of-fact tones. “It’s very
evident to me that you and I had better have a little conversation in
strict privacy. Bickerdale!—where have you a spare room?”
Bickerdale turned to Weech, growling something that sounded more
like a curse than an intimation. But Weech opened a door in the rear
of the room, and revealed a lighted kitchen place, and Parslewe,
motioning Pawley to follow him, went within. The door closed on
them.
They were in that kitchen a good half-hour. As for those of us—five
men—who were left in the sitting-room, we kept to our respective
camps. Bickerdale and Weech, at their end of the place, hung
together, eyeing us furtively, and occasionally whispering. Weech in
particular looked venomous, and by that time I had come to the
conclusion that he had bluffed Madrasia and myself very cleverly on
the occasion of his visit to Kelpieshaw. As for the inspector and his
man and myself, we sat in a line, on three very stiff-seated, straight-
backed chairs, smoking Parslewe’s cigars, for lack of anything better
to do, and watched and waited. Only once during that period of
suspense did any of us speak; that was when the inspector,
happening to catch my eye, gave me a quiet whisper.
“Queer business, Mr. Craye!” he said. “Odd!”
“Very,” said I.
He smiled and looked round at his man. But the man was one of
those stolid-faced individuals who seem as if nothing could move
them; also, he appeared to be relishing Parslewe’s cigar. With this in
one corner of his lips he sat immovable, watching the door through
which Parslewe and Pawley had vanished. I think he never took his
eyes off it; anyway, my recollection of him is as of a man who could
sit down and watch a thing or a person for hours and hours and
hours, without as much as flickering an eyelid—an uncanny,
uncomforting man—doubtless fitted, by some freak of nature, to his
trade of sleuth-hound.
As for me, I was wondering all round the affair. What was Parslewe
after? What was Pawley doing there? Who was Pawley, anyway?
Why, at that juncture, when his reinforcements had come up, did
Parslewe want to parley with Pawley? For a parley it was that was
going on in that kitchen, without a doubt. We heard nothing; there
were no raised voices, no evidence of any angry or wordy
discussion. All we heard was an occasional whisper from Weech, a
muttered growl from Bickerdale in response. But on the hearth a
kettle was singing, and at a corner of the rug, near Bickerdale’s
slippered feet, a cat sat and purred and purred....
The door of the kitchen suddenly opened; just as suddenly I saw that
whatever had been said, or whatever had taken place in that kitchen,
a marvellous transformation had developed in Pawley’s manner. He
held open the door for Parslewe, and stood aside deferentially as
Parslewe passed him. When he followed Parslewe into the parlour it
was with the air of a man who has either met his master or been
made subject to some revelation. And it was he who spoke first—in
answer to a nod from Parslewe. He turned to Bickerdale.
“Mr. Bickerdale!” he said in suave, placatory tones. “I think you’d
better do what Mr. Parslewe asks! I—I’ve had some conversation
with Mr. Parslewe, and—and I think that’s what you’d better do, Mr.
Bickerdale—just so!”
Bickerdale turned on him with a sudden glare which denoted nothing
but sheer surprise. I could see that the man was fairly astonished—
amazed.
“Why—why!” he exclaimed. “It was you—you!—that told me just now
to do nothing of the sort!”
Pawley smiled in a queer, sickly, deprecating sort of fashion.
“Circumstances alter cases, Mr. Bickerdale,” he said. “I—I didn’t
know then what I know now. My advice is, now—do as Mr. Parslewe
wants.”
Weech sprang to his feet—an epitome of anger and chagrin.
“But us!” he vociferated. “Us—me and him! What are we going to get
out of it? Where shall we profit?” He turned almost savagely on
Bickerdale. “Don’t!” he went on. “Don’t you do it! Never mind those
fellows over there! there’s no police business in this that I know of,
and——”
“I’ll give you in charge of the police in two minutes, my lad!” said
Parslewe suddenly. “Just to show you——”
“Mr. Bickerdale,” said Pawley. “Take my advice! I—I understand—
from Mr. Parslewe—you’ll not be a loser.”
Bickerdale gave him a searching look. Then, suddenly, he thrust a
hand into his inner breast pocket and drew out a small square
envelope, which, with equal quickness, he handed across the table
to Parslewe. In its passage, the light from the lamp gleamed upon
this envelope; it seemed to me that I saw a crest on the flap.
“Rid of it now, anyway!” growled Bickerdale, sullenly. “Done!”
We were all watching Parslewe. He drew back to a corner of the
room, where a second lamp stood on a wall bracket. Beneath this he
turned the envelope over, examining it back and front; I saw then
that it had been slit open by Bickerdale or Weech, or somebody
through whose hands it had passed. And out of it Parslewe drew
what seemed to be an ordinary sheet of notepaper. Whatever was
written on it, he had read through in a minute. There were six pairs of
eyes watching him, but you might as well have hoped to get news
out of a stone wall as gain any information from his face; it was more
inscrutable and impassive than I had ever seen it. He showed
nothing—and suddenly he thrust paper and envelope into his pocket,
sat down at the table, pulled out a cheque-book and a fountain-pen,
and began to write. A moment later, he threw a cheque across to
Bickerdale; then, without a word to him, or to Weech, or to Pawley,
he strode out, motioning us to follow.
We made a little procession down town. Parslewe and the inspector
walked first; I heard them talking about county business—the levying
of a new rate, or some triviality of that sort. The plain-clothes man
and I brought up the rear; we talked about the weather, and he told
me that he had an allotment garden somewhere on the outskirts and
wanted rain for what he had just planted. Presently we all parted,
and Parslewe and I went to the hotel and up to the private sitting-
room. There was whisky and soda on the sideboard, and he mixed a
couple of glasses, handed me one, and drank his own off at a
draught. Then, when I had finished mine, he gave me a questioning
look.
“Bed, my lad?” he suggested. “Just so! Come on, then—your room’s
next to mine; we’ll go together.” We walked along the corridor
outside. “Do you want an idea—not an original one—to go to bed
with, Craye?” he asked abruptly, as we reached our doors. “I’ll give
you one. There are some damned queer things in this world!”
Then, with one of his loud, sardonic peals of laughter, he shook my
hand and shot into his room.
X
Known at the Crown
THE various doings of that evening had not been of a nature that
conduced to sleep, and I lay awake for a long time wondering about
them. Naturally, my speculations chiefly ran on what I had seen in
Bickerdale’s back parlour. How came Pawley there? What did
Parslewe say to Pawley in that kitchen that made Pawley suddenly
transformed into a state of almost servile acquiescence in
Parslewe’s further doings? What was the document that Bickerdale
handed over to Parslewe? Had Bickerdale found it during his
repairing of the copper box, or had Augustus Weech abstracted it
when Madrasia and I left him alone in the parlour at Kelpieshaw? All
these questions ran helter-skelter through my brain as I lay there,
anything but sleepy, and, needless to say, I hadn’t satisfactorily
answered one of them when at last I dropped off to a more or less
uneasy slumber. The truth was that in spite of various developments
the whole thing, at two o’clock that morning, was to me a bigger and
more exasperating mystery than ever.
And it was still there when I woke, sharply, at six o’clock; so much
so, indeed, that I felt as if I should like to march into Parslewe’s room
next door, shake him out of his no doubt sound sleep, and tell him
that he’d got to make a clean breast of things, there and then. As I
knew no man in the world less likely to be forced into confession until
such time as he chose to speak, I took another course to calm my
perplexed state of mind. I rose, shaved, dressed, and going
downstairs, went out into the big station. Railway stations, at any
hour of the day, but especially early in the morning, have a
fascination for me—the goings and comings of the first trains, the
gradually increasing signs of waking up, the arrival of the
newspapers and opening of the bookstalls, even the unloading and
carrying away of the milk cans, are sources of mighty attraction. I
lounged about for some time, watching and observing; finally, as the
hands of the clock pointed to seven, and knowing that neither
Parslewe nor Madrasia would be ready for breakfast much before
nine, I turned into the refreshment room for a cup of coffee. And
there at the counter, a suit-case at his feet and a rug over his arm,
stood Pawley.
Pawley gave me a smile which was half bland and half sickly, and
wholly mysterious. And suddenly feeling that I had as good a right as
another to indulge an entirely natural sense of inquisitiveness, I went
up to him and bade him good morning. He responded civilly enough,
and it struck me that he was rather glad to see me and not
indisposed to talk. He was eating bread and butter and sipping tea; I
got some coffee and biscuits, and for a moment or two we stood side
by side, silent. But I had an idea that Pawley wanted me to speak.
“Leaving?” I asked, with a glance at his belongings.
“That’s it, Mr. Craye,” he replied, almost eagerly. “By the seven-forty,
sir. I’m through with my job after last night.”
I noticed a difference in his tone and manner. He was no longer the
amateur antiquary, affecting a knowledge and a jargon carefully
acquired; he talked like what he probably was, an inquiry agent of
some sort. And in consonance with my previous feeling of intuition, I
thought that however much he might keep back, he was not against
communicating some of his knowledge.
“Last night’s proceedings,” I remarked, “were somewhat mysterious,
Mr. Pawley.”
“Mysterious!” he exclaimed. “I believe you! I’ve been concerned in
some queer things in my time, Mr. Craye, but in none queerer than
this! Beyond me! But no doubt you know more than I do.”
“I know nothing,” I answered. “Nothing, that is, beyond what I’ve
seen. And what I’ve seen I haven’t understood. For instance, I didn’t
understand how you came to be at Bickerdale’s last night.”
“Oh, that’s easy!” he said. “I was left here to keep an eye on
Bickerdale and to get in touch with him. And, incidentally, to find out,
if I could, whether Bickerdale had discovered anything in that copper
box when he had it.”
“Did anybody suspect that something might have been concealed in
the copper box?” I asked.
“To be sure, Mr. Craye! Sir Charles Sperrigoe suspected—does
suspect. That’s what he sent me up here for—to take a preliminary
look round. Then—came himself. Gone back now—but kept me here
for a day or two. To watch Bickerdale—as I said. And last night, just
as I was hoping to worm something out of Bickerdale and his son-in-
law, that ratty little chap—Weech—in walks Mr. Parslewe!”
“And did—what?” I asked.
He smiled, enigmatically.
“Mr. Parslewe, sir, is an odd gentleman!” he answered. “You’ll know
that by now, I think, Mr. Craye, though I understand you’re almost a
stranger to him. Well—Mr. Parslewe, he lost no time. He told
Bickerdale that he knew he’d found a document in a secret place in
that copper box—he’d the copper box with him, and he showed us
the trick of opening it.”
“Oh, he did, did he?” I interrupted, in surprise. “Found it out, eh?”
“He knew it, anyway,” replied Pawley. “It’s done by unscrewing the
feet—the little knobs—that the thing stands on. And he demanded of
Bickerdale that he should hand that document over there and then!
Sharp!”
“And—what then?” I inquired.
Pawley poured out more tea, and stirred it thoughtfully.
“That was where I came in,” he said. “I objected—as representing Sir
Charles Sperrigoe. I said he was the proper person to have any
document, and I was his representative. We were disputing that, and
Bickerdale was getting more obstinate about handing anything over
to anybody till he knew what he was getting out of it, when you and
those police chaps arrived. And the rest you know, Mr. Craye.”
“On the contrary,” said I, “I don’t! I don’t know anything. What
happened between you and Mr. Parslewe in that kitchen?”
But at that he shook his head, and I saw that there were things he
wouldn’t tell.
“As to that, Mr. Craye,” he answered, “Mr. Parslewe’s closed my lips!
But he’s a gentleman of his word, and after what he said to me, I’d
no choice, sir, no choice at all, but to fall in with his suggestion that
the document should be handed over to him. I couldn’t do anything
else—after what he told me. But as to what he told me—mum is the
word, Mr. Craye!—mum! At present.”
“Have you any idea what that document is?” I asked, going at last
straight to a principal point.
“None!” he replied quickly. “But—I’ve a very good idea!”
“What, then?” I put it to him. “I’d give a good deal to know.”
He glanced round, as if he feared to be overheard, though there was
no one near us.
“Well,” he said. “Have you heard of an old gentleman named
Palkeney, Mr. Matthew Palkeney, of Palkeney Manor, away there in
the Midlands, who died some little time ago, leaving money and a
fine place and no relatives, and from whose library that copper box
and those books were undoubtedly stolen?”
“I’ve heard of him—and of the rest,” I replied.
“Just so,” he said. “Well, Mr. Craye, between you and me, it’s my
belief that the document Mr. Parslewe got from Bickerdale last night
—or, rather, early this morning—was neither more nor less than Mr.
Matthew Palkeney’s will, which the old fellow—a queer old stick!—
had hidden in that copper box! That’s what I think!”
“Is it known that he made any will?” I asked.
“In the ordinary way, no,” he answered. “But things come out. This
would have come out before, but for the slowness of country folk to
tell anything. Sperrigoes, as the old gentleman’s solicitors, have
never been able to find any will, or trace of any. But recently—quite
recently—they’ve come across this—a couple of men on the estate,
one a woodman, the other a gamekeeper, have come forward to say
that some time ago they set their names to a paper which they saw
their old master sign his name to. What’s that but a will, Mr. Craye?
Come!”
“It sounds like it,” I agreed. “And you think that it was that that Mr.
Parslewe recovered last night?”
“I do,” he answered. “For I’ve heard—Sir Charles told me himself—
that when the old man was struck down and lay dying, all he spoke
of—as far as they could make out—was the copper box, coupled
with the family name. Mr. Craye, I think he hid that will in the copper
box, and that Mr. Parslewe now has it in his pocket!”
It seemed a probable suggestion, and I nodded my assent.
“I suppose we shall hear,” I said.
Pawley picked up his suit-case.
“I must go to my train,” he said. “Hear? Yes—and see, too, Mr.
Craye! I think you’ll hear and see some queer things within this next
day or two, if you’re remaining in Mr. Parslewe’s company. But, I’ll
say this—Mr. Parslewe, though unmistakably a queer, a very queer,
eccentric gentleman, is a straight ’un, and whatever he got from
Bickerdale, it’s safe with him. Otherwise I shouldn’t be going south.
And, as I say, if you’re stopping with Mr. Parslewe, I think you’ll have
some entertainment. Better than a tale, I call it!”
He said good morning at that, and went off to his train, and after
buying a morning newspaper, I turned into the hotel and went up to
the private sitting-room. And then, presently, came Madrasia.
I was not going to say anything to Madrasia—I mean, as regarded
the events of the night. Fortunately, she asked no questions—about
the past, at any rate; her sole concern seemed to be about the
immediate future. There was a waiter in the room, laying the table for
breakfast, when she came in; she and I withdrew into the embrasure
of the window, looking out on streets that had now grown busy.

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Classical Analysis An Approach

through Problems 1st Edition Hongwei

Monthly Problem Gems 1st Edition Hongwei Chen

Collaborative Knowledge Management Through Product

Neural Assemblies An Alternative Approach to Classical

Syntactic Analysis An HPSG Based Approach Robert D.

Structural Equation Modeling Using R/SAS: A Step-by-

Learning through assessment An approach towards self

Side Channel Analysis of Embedded Systems An Efficient

Problems in Classical Electromagnetism: 203 Exercises

A conceptually clear induction to fundamental analysis theorems, a tutorial for creative

Introduction to Linear Algebra

The Elements of Advanced Mathematics, Fifth Edition

Real Analysis and Foundations, Fifth Edition

Geometry and Its Applications, Third Edition

Transition to Advanced Mathematics

Modeling Change and Uncertainty

Multiplicative Differential Calculus

Applied Differential Equations

Introduction to Computational Mathematics: An Outline

Mathematical Modeling the Life Sciences

and by CRC Press

CRC Press is an imprint of Taylor & Francis Group, LLC

© 2023 Hongwei Chen

Library of Congress Cataloging-in-Publication Data

ISBN: 978-1-032-30247-8 (hbk)

2 Infinite Numerical Series 61

4.4 Convex Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193

6 Sequences and Series of Functions 277

7 Improper and Parametric Integration 345

A List of Problems from MAA 417

Mathematics is like looking at a house from different angles.

A weaker version of this inequality appeared as Monthly Problem 10949.

Involving undergraduates in research has been a long-standing practice in the experi-

Acknowledgments. A number of my colleagues have made helpful comments and suggestions

1.1 Completeness Theorems for the Real Number System

2. If x ∈ S and y < x, then y ∈ S, and

A1. a + b = b + a and a · b = b · a. (Commutative laws)

A7. If a < b and b < c, then a < c. (Transitive law)

S = {x | x ∈ Q and x2 < 2}.

S = {a | a = nx, n is a positive integer}.

qx < p ≤ 1 + qx < qy.

Since q > 0, it follows that

We prove the equivalence of these theorems in a simple loop:

(1.1) =⇒ (1.6) =⇒ (1.7) =⇒ (1.8) =⇒ (1.3) =⇒ (1.1).

Since an is monotone increasing for any n > N , we have

a1 ≤ · · · ≤ an ≤ an+1 < bn+1 ≤ bn ≤ · · · ≤ b1 .

In particular, an is monotone increasing and bounded above by b1 , and bn is monotone

n1 < n2 < n3 < · · · .

Then bk = ank (k = 1, 2, . . . .) is called a subsequence of an . It is often important to study

The convergent subsequence in the Bolzano-Weierstrass theorem may or may not be

Theorem 1.8∗ (Stronger Bolzano-Weierstrass Theorem). Every sequence an has a

Choose nk ∈ N large enough that

an0 > bn0 −  ≥ M − .

By (iii) S ∩In0 6= ∅, we deduce that M − is not an upper bound of S and so M = sup S.

Example 1.1. The Fibonacci numbers Fn are defined by F1 = F2 = 1 and Fn+2 = Fn +

r2n−1 − r2n−3 > 0, r2n − r2n−2 < 0.

L1 = lim r2n−1 and L2 = lim r2n .

an0 > bn0 − ≥ M − .

By (iii) S ∩In0 6= ∅, we deduce that M − is not an upper bound of S and so M = sup S.

Moreover, for any > 0, there are N1 and N2 such that

|r2n−1 − φ| < whenever n > N1 ;

|r2n − φ| < whenever n > N2 .

|rn − φ| < whenever n > N .

|ank − x0 | < whenever k > K.

N1 max1≤i≤N1 {|ai − a|}

|am − an | < whenever m, n > N .

Since is arbitrary, we deduce that