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Basic Real Analysis

Actuarial science (Jomo Kenyatta University of Agriculture and Technology)

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REAL ANALYSIS 1 UNDERGRADUATE LECTURE NOTES

Research · February 2019

DOI: 10.13140/RG.2.2.21196.26243

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Issa Ndungo
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REAL ANALYSIS 1
UNDERGRADUATE LECTURE NOTES

NDUNGO ISSA
MOUNTAINS OF THE MOON UNIVERSITY
ndungoissa@[Link]
+256776428589

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ABOUT THE AUTHOR

The Author is Issa Ndungo, currently teaching at Mountains of the Moon
University, Uganda. The author passed through Musasa Primary School
for Primary Education, Mutanywana Secondary School for Ordinary
Level, Bwera Secondary School for Advanced Level, Mountains of the
Moon University for Bachelor of Science with Education Degree
(Mathematics/Economics) and Mbarara University of Science and
Technology for Master of Science Degree (Pure Mathematics). The
Author also holds a Certificate in Monitoring and valuation and a
Certificate in Financial Management.
The Author has taught in Secondary Schools such as Kamengo SS-Fort portal, Mutanywana SS-
Kasese, Munkunyu SS-Kasese and Kyarumba Islamic SS-Kasese. In addition to this work, the
Author has written Lecture Notes in Linear Algebra and Calculus. He has also written Mathematics
related peer reviewed journal articles.
Published Research Work by the Author
1. Ndungo. I, Biira. M (2018), Teacher quality factors and pupils’ achievement in mathematics
in primary schools of Kyondo, sub-county, Kasese District, Uganda. Acad. J. Educ. Res. 6(7):
191-195. (DOI: 10.15413/ajer.2018.0117)
2. Ndungo. I, Mbabazi. A (2018). Institutional and communication factors affecting students’
decisions to choose a university: The case of Mountains of the Moon University, Uganda.
Acad. J. Educ. Res. 6(10): 257-262. (DOI: 10.15413/ajer.2018.0128)
3. Ndungo. I, Sarvate. D (2016), GDD (n, 2, 4; λ1, λ2) with equal number of even and odd blocks.
Discrete Mathematics. 339:1344-1354. ([Link]
4. An Assessment of the Impact of the Leadership Training Program on Pupils’ Leadership
Skills in Hakibale Sub-county Kabarole District: In MMU year book vol. 8 2017.
([Link]/wp-content/MMUYEARBOOK/Year%20Book%[Link])
5. Existence of group divisible designs with two groups, block size four with equal number of
even and odd blocks: MSc. dissertation 2016
([Link]
These lecture notes were prepared to serve and facilitate the teaching of Bachelor of Science with
Education students at Mountains of the Moon University. The notes are also relevant to students
offering Computer Science.
The Author welcomes the readers to the content of the course unit that introduces the mathematical
logical thinking and proving for the existence of certain mathematical concepts. The contribution
of different Authors whose work was used in compiling this hand book is appreciated. Students are
encouraged to read these notes carefully and internalize the necessary concepts for use in the
subsequent course units. (For any error please notify the Author at ndungoissa@[Link]).

Wishing you all the best, enjoy Real Analysis.

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PREFACE
This course unit introduces students to the concepts of mathematics that are the building blocks of
mathematical reasoning and mathematical proofs. The course unit handles concepts such as logic,
methods of proof, sets, functions, real number properties, sequences and series, limits and continuity
and differentiation. Real analysis provides students with the basic concepts and approaches for
internalising and formulation of mathematical arguments. The course unit is aimed at:
• Providing learners with the knowledge of building mathematical statements and constructing
mathematical proofs.
• Giving learners an insight on the concepts of sets and the relevant set theories that are vital in
the development of mathematical principles.
• Demonstrating to learners the concepts of sequences and series with much emphasis on the
bound and convergence of sequences and series.
• Providing students with the knowledge of limits, continuity and differentiation of functions
that will serve as an introduction to calculus.
By the end of the course unit, students should be able to:
• Construct truth tables to prove mathematical statements or propositions
• Use relevant methods of proof in constructing proofs of simple mathematical principles
• Operate sets, proof basic set principles and have ability to explain the set concepts such as
closure of a set, boundary point, open set and neighborhood of a point.
• State and prove the axioms of real numbers and use the axioms in explaining mathematical
principles and definitions.
• Construct proofs of theories involved in sequences such as convergent, boundedness, and
Cauchy properties as well as showing understanding of the connection between bondedness
and convergent.
• Obtain the limit of a function, construct relevant proofs for the existence of limits and perform
algebra on limits.
• State and prove the rules of differentiations and show understanding of the application of the
concept of differentiation and the connection between limits, continuity and differentiation.
The course will be delivered through: (1) three hours of lecture per week every Friday 8:30am-
11:30am (12) a combination of lectures, discussions and presentations. Students will be given
lecture notes on each unit but students will be required to make use of the university E-library
for personal reading when answering the assignments.
The course is will be assessed through: (1) Course Work Assessment (class exercises, assignments
& tests (2) End of semester examination. The pass mark for this course unit is 50%.

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Table of Contents

ABOUT THE AUTHOR I

PREFACE II

LOGIC AND METHODS OF PROOF 1

1.1 PROPOSITIONS 1
1.2 CONNECTIVES 1
EXERCISE 1.1 2
1.3 TRUTH TABLES AND TRUTH VALUES 2
EXERCISE 1.2 4
1.4 TAUTOLOGY, CONTRADICTIONS AND EQUIVALENCE 4
EXERCISE 1.3 4
1.5 OPEN SENTENCE AND QUANTIFIES 5
EXERCISE 1.4 5
1.6 NEGATION OF A QUANTIFIER 5
1.7 OVERGENERALIZATION AND COUNTEREXAMPLES 6
1.8 METHODS OF PROOF IN MATHEMATICS 6
EXERCISE 1.5 8
EXERCISE 1.6 9

SETS AND FUNCTIONS 10

2.1 DEFINITIONS ABOUT SETS 10

2.2 INTERVAL AND INEQUALITIES 11
2.3 OPERATIONS ON SETS 11
EXERCISE 2.1 11
2.4 INDEXED FAMILIES OF SETS 13
EXERCISE 2.2 13
2.5 FUNCTIONS 13
EXERCISE 2.3 14
2.6 CARDINALITY: THE SIZE OF A SET 14
2.7 SETS OF REAL NUMBERS 14
2.8 ORDER ON SETS AND ORDERED SETS 14
2.9 BOUNDED SETS 15
EXERCISE 2.4 15
2.10 NEIGHBORHOODS 15
2.11 TYPES OF POINTS FOR SETS 16
EXERCISE 2.5 16
2.12 OPEN SETS AND TOPOLOGY 16
2.13 CLOSED SET 17
EXERCISE 2.6 17

REAL NUMBERS AND THEIR PROPERTIES 18

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3.1 REAL NUMBERS 18

3.2 AXIOMS OF REAL NUMBERS 18
3.2.1 THE FIELD AXIOMS 18
EXERCISE 3.1 20
3.2.2 THE ORDER AXIOM 20
3.2.3 THE COMPLETENESS AXIOM 21
3.3 THE ARCHIMEDEAN PROPERTY OF REAL NUMBERS 22
3.4 THE EUCLIDEAN SPACE 22

SEQUENCES AND SERIES 24

4.1 SEQUENCES 24
EXERCISE 4.1 24
4.2 BOUNDED SEQUENCES 24
4.3 CONVERGENT AND DIVERGENT SEQUENCES 25
EXERCISE 4.2 26
EXERCISE 4.3 29
4.4 ALGEBRA OF LIMITS OF SEQUENCES 29
EXERCISE 4.4 30
4.5 MONOTONE SEQUENCE 30
4.6 SUBSEQUENCES 32
4.7 CAUCHY SEQUENCES 32
EXERCISE 4.5 34
4.8 INFINITE SERIES 35
4.9 GEOMETRIC SERIES 36
4.10 PROPERTIES OF INFINITE SERIES 37
4.11 CONVERGENT CRITERION FOR SERIES 37
4.11.1 LIMIT OF �㔧�㔭�㔡 TERM TEST FOR DIVERGENCE 37
4.11.2 INTEGRAL TEST 37
4.11.3 P-SERIES TEST 39
EXERCISE 4.6 39
4.11.4 COMPARISON TEST 39
4.11.5 ALTERNATING TEST 41
4.11.6 ABSOLUTE CONVERGENCE 42
4.11.7 RATIO TEST 42
4.11.8 ROOT TEST 42

LIMITS AND CONTINUITY 43

5.1 LIMIT OF A FUNCTION 43

EXERCISE 5.1 45
5.2 ALGEBRA OF LIMITS 46
EXERCISE 5.2 47
5.3 CONTINUITY OF FUNCTIONS 48
EXERCISE 5.3 50
5.4 THE INTERMEDIATE VALUE THEORY 50
5.5 UNIFORM CONTINUITY 51
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EXERCISE 5.4 51
5.6 DISCONTINUITY 51

DIFFERENTIATION 52

6.1 DERIVATIVE OF A FUNCTION 52

6.2 RULES OF DIFFERENTIATION 53
6.4 GENERALIZATION OF MEAN VALUE THEOREM (MVT) 54
6.5 L’HOSPITAL RULE 54
EXERCISE 6.1 54
REFERENCES 55

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UNIT ONE
LOGIC AND METHODS OF PROOF

1.1 Propositions
A proposition (statement) is a sentence that is either true or false (but not both).
Examples of propositions are:
(1) John was born on 20th February 2019. (2) 3+6 = 11. (3)√2 is irrational.
Examples of non-propositions are:
(1) What is the date today? (2) How old are you? (3) This statement is true.
There are two types of statements/propositions:
1. Atomic/simple propositions: These cannot be divided into smaller propositions.
We use capital letters to denote simple propositions.
Examples include: (1) John’s leg is broken (2) 5 is a prime number (3) √2 is irrational
2. Compound propositions: These can be broken down into smaller propositions. They are
constructed by using connectives.
Examples include: (1) 3 f 7 (2) n2 is odd whenever Ā is an odd integer
1.2 Connectives
Connectives are symbols used to construct compound statements/propositions from simple
statements.
The most commonly used connectives are:
Connective English Meaning Symbol
1 Conjunction and/but/yet, Although Ʌ
2 Disjunction or V
3 Implication If … then ⇒
4 Biconditional If and only iff ⇔
5 Negation Not ¬
Examples
1) PɅQ means P and Q. 2) P⇒Q means if P then Q. 3) PVQ means Por Q
Example 1.1
Write the following compound statements into symbolic form
1) Jim is a lawyer but he is not a crook
Solution
Let P = Jim is a Lawyer and Q = Jim is a crook
Then we have ÿɅ¬Ā
2) Although our Professor is young but he is knowledgeable
Let R = our Professor is young and S = our Professor is knowledgeable
Then we have RɅS.
3) If you don’t attend class, then you either read a book or you will fail the exam.
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Let P = you attend class Q = you read a book and R = you pass the exam
Then we have ¬P ⇒ (QV¬R).
NB. Brackets are used for punctuations.
4) If Lucy has a credit in MAT1 or has a credit in MAT2 and MAT3, then she does MAT7.
Let P = Lucy has a credit in MAT1, Q= Lucy has a credit in MAT2, R= Lucy has a credit in
MAT3 and S = Lucy does MAT7
Then we have PV(QɅR) ⇒ S
5) The lights are on if and only if John or Mary is at home.
Let R = the lights are on, S= John is at home and T = Mary is at home
Then we have R ⇔ (SVT)
Exercise 1.1
Write the following compound propositions in symbolic form
1. If I go home and find lunch ready then I will not go to the restaurant
2. Either you pay your rent or I will kick you out of the apartments
3. Jolly will leave home and will not come back
4. If I go to Kampala, I will bring for you biscuits and bread.

1.3 Truth tables and truth values

A truth table is a convenient device to specify all possible truth values of a given atomic or compound
propositions. We use truth tales to determine the truth or falsity of a compound statement based on
the truth or falsity of its constituent atomic propositions.
We use T or 1 to indicate that a statement is true and F or 0 to indicate that the statement is false. So
1and 0 are called truth values.
Truth tables for connectives
1. Conjunction
Let P and Q be two propositions, the proposition PɅQ is called the conjunction of P and Q. PɅQ
is true if and only if both P and Q are true.
P Q PɅQ
T T T
T F F
F T F
F F F
2. Disjunction
Let P and Q be two propositions, the proposition PVQ is called the disjunction of P and Q. The
proposition PVQ is true if and only if at least one of the atomic propositions is true. It is only false
when both atomic propositions are false.
P Q PVQ
T T T
T F T
F T T
F F F
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3. Implication
Let P and Q be two propositions, the proposition P⇒Q is called the implication of P and Q. The
proposition P⇒Q simply means that P implies Q. P is called the hypothesis (condition or
antecedent) and Q is called the conclusion (consequence). There are many ways of stating that P
implies Q.
- If P then Q - Q is necessary for P
- Q if P - P only if Q
- P is sufficient for Q - Q whenever P
P⇒Q is only false when P is true and Q is false.
P Q P⇒Q
T T T
T F F
F T T
F F T

4. Biconditional
Let P and Q be two propositions, the proposition P⇔Q is called the biconditional of P and Q. It
simply means that P⇒Q and Q⇒P. It is called biconditional because it represents two conditional
statements. There are many ways of stating that P implies Q.
- P if and only if Q (P iff Q) - Q is necessary and sufficient for P
- P implies Q and Q implies P - P is equivalent to Q
- P is necessary and sufficient for Q
The proposition P⇔Q is true when P & Q are both true and if P & Q are both false

P Q P⇔Q
T T T
T F F
F T F
F F T

5. Negation
Let P be a proposition, the proposition ¬P meaning <not P= is used to denote the negation of P.
If P is true then ¬P is false and vice versa.
P ¬P
T F
F T

Example 1.2
Let P and Q be propositions. Construct the truth table for the proposition (PɅQ)⇒(PVQ)

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Solution
P Q PɅQ PVQ (PɅQ) ⇒ PVQ
T T T T T
T F F T T
F T F T T
F F F F T

Exercise 1.2
Let P, Q and R be propositions. Construct the truth tale for the proposition ¬(PɅQ)VR.

1.4 Tautology, contradictions and Equivalence

Definition: A compound proposition is a tautology if it is always true irrespective of the truth values
of its atomic propositions. If on the other hand a compound statement is always false regardless of
its atomic propositions, we say that such proposition is a contradiction. Theorems in mathematics
are always true and are examples of tautologies.

Example 1.3
The statement PV¬P is always true while the statement PɅ¬P is always false
P ¬P PV¬P PɅ¬P
T F T F
F T T F

Exercise 1.3
1. Let P, Q and R be proposition. Use truth tables to prove that:
a) ¬(PɅQ)≡PV¬Q
b) ¬(PVQ)≡ ¬PɅ¬Q
c) P⇒Q≡ ¬PVQ
d) ¬(P⇒Q)≡PɅ¬Q
e) PɅ(QVR)≡(PɅQ)V(PɅR)
f) (PVQ)VR≡PV(QVR)
Hint: To prove for example a), show that ¬(PɅQ)⇒PV¬Q is a tautology (always true).
2. Use mathematical logic to discuss the validity of the following argument:
“If girls are beautiful, they are popular with boys. Ugly girls are unpopular with boys.
Intellectual girls are ugly. Therefore, beautiful girls are not intellectual.’’

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1.5 Open sentence and quantifies

Definition: An open sentence (also called a predicate) is a sentence that contains variable(s) and
whose truth or falsity depend(s) on the value(s) assigned for the variable(s). We represent open
sentences with capital letters followed by the variable(s) in the bracket. Eg P(x), Q(x, y)

Definition: The collection of all allowed values of the variable(s) in an open sentence is called the
universe if discourse.

Examples of open sentence are:

1) x + 4 f 9 2) It has 4 legs 3) x < y

Universal quantifier-(∀): To say that P(x) is true for all x in the universe of discourse we write
(∀x)P(x). ∀ is called the universal quantifier.
ăāĄ þþþ
∀ means {ăāĄ ĂĈĂĄþ
ăāĄ ĂþĀ/
Existential quantifier (∃): To say that there is (at least one) x in the universe of discourse for which
P(x) is true we write (∃x)P(x). ∃ is called the existential quantifier.
there is
∃ means {there exist
for some
NB: Quantifying an open sentence makes it a proposition.
Exercise 1.4
1. Translate the following statements using word notation
a) (∃y)(∀x)P(x, y) b) (∃x)¬P(x) c) (∃x)(∃y)P(x, y) d) (∀x)(∃y)P(x, y)
2. Write the following statements using qualifiers
a) For each real number x>0, x2+x-6 = 0
b) There is a real number x>0 such that x2+x-6 = 0
c) The square of any real number is non-negative
d) For each integer x, there is an integer y such that x+y = -1
e) There is an integer x such that for each integer y, x+y = -1
1.6 Negation of a quantifier
To negate a statement that involves the quantifiers ∀ and ∃, change ∀ to ∃ and ∃ to ∀ then negate
the open sentence.
Examples
1) ¬[(∀x)P(x)]≡ (∃x)¬P(x)
2) ¬[all birds can fly]≡ [there is at least one bird that does not fly]
3) ¬[(∀x)(∃y)P(x, y)]≡ (∃y)(∀x)¬P(x, y)

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1.7 Overgeneralization and Counterexamples

Overgeneralization occurs when a pattern searcher discovers a pattern among finitely many cases and
then claims that the pattern is general (when in fact it is not). To disprove a general statement such as
(∀x)P(x), we must exhibit one x for which P(x) is false. i.e. (∃x)¬P(x).
Examples
1) Statement (∀x * ℝ)(x< x2) is false, x = ½ is a counterexample since ½ ≮ (½)2.
2) For all real numbers x and y |x+y| = |x|+|y|. This statement is false, the counterexample is
when x =1 and y = -1 since |1+-1|≠|1|+|-1| or 0 ≠ 2.
3) For all prime numbers p, 2p+1 is prime. This statement is false, the counterexample is p = 7.

1.8 Methods of proof in Mathematics

A proof is a process of establishing the truth of an assertion, it is a sequence of logical sound
arguments which establishes the truth of a statement in question.
1) Direct Method
Suppose P⇒Q, in this method we assume that P is true and proceed through a sequence of logical
steps to arrive at the conclusion that Q is also true.
Example 1.4
a) Show that if m is an even integer and n is an odd integer then m+n is an odd integer.
Assume that m is an even integer and n is an odd integer.
Then m = 2k and n = 23+1 for some integer k and 3.
Therefore m + n = 2k + 23 + 1 = 2(k + 3) + 1 = 2d + 1 for some integer d = k+3. Since d is
an integer then m+n is an odd integer.
b) Show that if n is an even integer, then Ā2 is also an even integer.
Assume that n is an even integer, then n = 2k for some integer k.
Now n2 = (2k)2 = 4k2 = 2(2k)2 = 2c2 for some integer c = 2k. Since c is an integer the Ā2 is an even
integer.
2) Contrapositive Method
Associated with the implication P ⇒ Q is the logical equivalent statement ¬Q⇒ ¬P, the
contrapositive of the conditional statement P ⇒ Q. So, one way to prove the conditional
statement P ⇒ Q is to give a direct proof of the contrapositive statement ¬Q⇒ ¬P. The first step
is to write down the negation of the conclusion then follow it by a series of logical steps that this
leads to the negation of the hypothesis of the original conditional statement.
Example 1.5
a) Show that if Ā2 is even integer then n is an even integer.
We will show that if n is odd then Ā2 is odd. Assume that Ā is odd. Then Ā = 2ý + 1 for some
integer ý.

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Now n2 = (2k + 1)2 = 4k 2 + 4k + 1 = 2(2k 2 + 2k) + 1 = 2d + 1 for some integer

ā = 2ý 2 + 2ý. Since ā is an integer then Ā2 is an odd integer. Thus, by contrapositive if Ā2 is even
then n is itself even.
b) Show that if 2n is odd integer then n is an odd integer.
By contrapositive, we show that if n is even integer then 3n is an even integer.
Now n = 2p and 3n =3*2p =2(3p) = 2c for some integer c = 3p. Since c is an integer then 3n is
even and so by contrapositive, if 3n is odd then n is odd

3) Contradiction Method
Assume that P is true and Q is false i.e. PɅ¬Q is true. Then show a series of logical steps that leads
to a contradiction or impossibility or absurdity. This will mean that the statement PɅ¬Q must have
been fallacious and therefore, its negation ¬[PɅ¬Q ] must be true. Since ¬[P⇒Q]≡[PɅ¬Q], it
follows that [P⇒Q]≡ ¬[PɅ¬Q] and hence P⇒Q must be true.

Definition: A real number r is said to be rational if there are integers n and m (m≠0) such that
n
r = with greatest common divisor between [n, m] = 1. We denote the set of rations by ℚ. A real
m
number that is not rational is said to be irrational.

Example 1.6 (proofs by contradiction)

p
a) Show that √2 is irrational. That is there is no integer p and q such that √2= or there is no
q
2
rational number Ă such that Ă = 2.
By contradiction, we assume that √2 is rational.
p p2
So, we have √2= . And so 2 = thus 2q2 = p2 ………………….. (*)
q q2
From (*), observe that p2 is even and so p is even and can be written as p = 2c for some integer c.
So (*) becomes: 2q2 =(2c)2 = 4c2 and so q2 = 2c2………………….. (**)
Similarly, from (**) it is observed that q2 is even and so q is itself even. Therefore, both p and q are
even integers; implying that they both have a common factor of 2. This contradict the fact that the
GCD [p, q] =1 and thus √2 is not rational but rather it is irrational.

b) Show that if 3n is an odd integer then n is an odd integer.

We will use contradiction. Assume that 3n is an odd integer and n is even integer.
Then 3n = 2k+1 and n = 2d for some integers k and d.
Therefore 3n =2k+1 = 2(3d) = 2c for some integer c. Since c is an integer then 3n is an even integer
which indicates that 3n is both odd and even which is impossible. Thus, if 3n is odd n cannot be
even but rather n is odd
c) If r is rational and x is irrational then prove that r+x and rx are irrational.
p
Let r+x be rational (by contradiction), then r+x = with qb 0, GCD [p, q] = 1.
q
n p n pm2qn
Since r is rational, then r = and then x = - = which is rational. This indicates that x is
m q m qm
both rational and irrational which is absurd and so r+x is irrational.
p
Similarly, suppose rx is rational, then rx = q for some integers p, q; qb 0 and GCD [p, q] =1. Since
n pn
r is rational then r = and then rx = which is rational. This indicate that x is both rational and
m qm
irrational; which is impossible and thus the assumption that rx is ration is false so rx is irrational
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Exercise 1.5
Use the method of contradiction to prove the following:
a) If n is a positive integer which is not perfect square then √n is irrational.
b) √12 is irrational c) √7 is irrational

4) Mathematical induction Method

It is a method that proves statements of the type ∀ n * N, A(n) holds. Here A(n) is statement
1
depending on n. e.g. 1 + 2 + 3 + 4 + ⋯ + n = n(n + 1).
2
Definition
Let no* N and let A(n) be statement depending on n*N such that:
(1) A(n) is true.
(2) For every k g no if A(k) is true then A(k+1) is also true. That is ∀ k g no , A(k)⇒ A(k + 1).
Then A(n) is true for ng N.

Steps for mathematical induction

1- Initial stage# verify that A(no) is true
2- Induction hypothesis# A(n) is true for some n say n = k
3- Induction step# deduce (from step1 and 2) that A(n) is true for n = k+1
4- Conclusion# by the PMI, A(n) is true for all integers ng N
Example 1.7
1) Prove that <7 is a divisor of 32n 2 2n =
Step 1: For n =1 we have 32 2 21 = 9 2 2 = 7 True
Step 2: 32n 2 2n is divisible by 7 for some n = k
Step 3: set n = k+1, step 2 implies that ∃ j: 32n 2 2n =7j
32(k+1) 2 2(k+1) = 9 ∗ 32k 2 2 ∗ 2k
=9 ∗ (7j + 2k ) 2 2 ∗ 2k
= 9 (7j) +(9-2)*2�㕘
= 7(9 j+2k) which is divisible by 7
Step 4: It follows from the PMI that 7 is a divisor of 32n 2 2n for all n g 1 ∎
1
2) Prove that for all n* N, 1+4+9+ …+ n2 = (2n3 + 3n2 + n)
6
Solution
1
Check that the statement holds for no=1; 1= (2 ∗ 13 + 3 ∗ 12 + 1) = 1
6
1
A(n) holds for some n = k that is 1+4+9+ …+ k2 = (2k 3 + 3k 2 + k)
6
Check that the statement holds for n = k+1
1
That is 1+4+9+ …+ k2 + (k+1)2 = (2k 3 + 3k 2 + k)+(k+1)2
6
1
= (2(k + 1)3 + 3(k + 1)2 + (k+1)
6
Which is the RHS of A(k+1). Therefore, the statement is true for n = k+1
It follows by PMI that A(n) holds for all n* N ∎

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Exercise 1.6
Prove the following statements by PMI
i) 1+2+3+…+n = ½ (n2+n) for all ng 0
ii) 1+3+5+…. + (2n-1) = n2 for all ng 1

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UNIT TWO
SETS AND FUNCTIONS

2.1 Definitions about sets

Definition: A set is a well-defined collection of objects that share a certain property or properties.
The term well-defined means that the objects contained in the set are totally determined and so any
given object is either in the set or not in the set.

We use capital letters to denote sets and small letters to denote the elements in the set. A set can be
described by listing its members (roster method) or by defining a rule or a function that describes its
elements. E.g. B = {x* N: n = k 2 for some k* N}.
Examples of sets include set of integers, set of rational numbers, set of counting numbers etc.

Definition: Let A and B be sets. We say that:

a) B is a subset of A (or is contained in A) denoted by B⊆A if every element of B is an element
of A. i.e. (∀x)(x * B → x * A).
b) A = B if (A ⊆ B)Ʌ(B ⊆ A) i.e (∀x)(x * A ⇔ x * B).
c) If B is a subset of A and A b B then B is a proper subset of A written as B⊂ A
d) We say that a set is empty if it contains no element e.g. {x* ℝ: x2+1 =0} is empty since
x2+1=0 has no solution in ℝ.

Proposition 2.1
1) If A is empty then A⊆B for any set B
2) All empty sets are equal
3) For any set A, A⊆ A, if A⊆ B and B⊆ C, then A⊆ C.
Theorem 2.1
Given any two sets A and B, if A = B then (A⊆ B)Ʌ(B ⊆ A)
Proof
Let x* A, since A = B then x* B and so we have
A = B ⇔(∀x)[(x * A) ⇔(x* B)]
⇔(∀x)[(x * A) ⇒(x* B)Ʌ(x * B) ⇒ (x * A)]
⇔(∀x)[(x * A) ⇒(x* B)]Ʌ(∀x)[(x * B) ⇒ (x * A)]]
⇔ (A ⊆ B)ɅB ⊆ A) ∎

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2.2 Interval and inequalities

Let a, b * ℝ then only and only one of the statements a<b, a>b and a = b is true.
Finite intervals
Open interval (a, b) or {x* ℝ|a < x < b}
Closed interval [a, b] or {x* ℝ|a f x f b}
Half-closed interval [a, b), (a, b] or {x* ℝ|a f x < b}, {x* ℝ|a < x f b} respectively.
Infinite intervals
Open interval (a, >), (>, a) or {x* ℝ|x > a}, {x * ℝ|x < a} respectively
Closed interval [a, >), (>, a] or {x* ℝ|x g a} , {x* ℝ|x f a} respectively
Half-closed interval [a, b), (a, b] or {x* ℝ|a f x < b}, {x* ℝ|a < x f b} respectively.
-> and > can not be boundaries on the subset of ℝ since they are not members of ℝ.
2.3 Operations on sets
Definition: Let A be a set. The power of set A denoted by P(A) is the set whose elements are all
the subsets of A. that is P(A) = {B: B⊆A}.

Example: Let A = {x, y, z}. P(A) = {ϕ, {x}, {y}, {z}, {x, y}, {x, z}, {y, x}, {x, y, z}}
Definition: Let A and B be subsets of a universal set U:
a) The union of A and B denoted by AUB is the set of all elements in U that are either
in A or B or both. i.e. AUB = {x* U: (x* A)V(x * B)}.
b) The intersection of A and B denoted by A+B is the set containing all elements that
are both A and B. i.e. A+B = {x* U: (x* A)Ʌ(x * B)}.
c) Sets A and B are said to be disjoint or mutually exclusive if A+B = ϕ.
d) The complement of A relative to B denoted by B-A or B\A is a set of elements of B
that are not in A. i.e. B-A = {x* U: (x* B)Ʌ(x + A)}.
e) The complement of A denoted by Ac or AI is the set of all elements in U that are not
in A. i.e. Ac = {x* U: x + A)}.
f) The symmetric difference between A and B denoted by A⊳B is a set given by
A⊳B = {(B-A)V(A-B).

Exercise 2.1
Let A and B be subsets of a universal set U = {all counting numbers}. Let A = {1,2,4,5,6, 12,13}
and B = {3,5,6,7,8,910}. Write down the elements for each of the following sets.
a) P = {x* U: (x* A)V(x * B)}
g) Q={x* U: (x* B)Ʌ(x + A)}
b) R= {x* U: (x* A)Ʌ(x * B)}
c) S = {x* U: x + A)}

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Proposition 2.2
Let A, B, and C be subsets of a universal set U.
a) i) AUB =BUA and ii) A+ B = B+ A (Commutative law)
b) i) (A+ B) + C = A + (B + C) and ii) (AUB)UC = AU(BUC) (Associative law)
c) i) A+ A = A and ii) AUA = A (Idempotent law)
d) i) AU(B+ C) = (AUB) + (AUC) and ii) A+ (BUC) = (A + B)U(A + C) (Distributive law)
e) i) (AUB)I = AI+BI and ii) (A+B)I = AIUBI (Demorgan’s law)
f) A-(BUC) = (A-B) +(A-C) (Distributive law)
We prove d) ii), e) i) and f). the rest can be proved in the same way by the reader.
d) ii) A+ (BUC) = (A + B)U(A + C). Let x* A+ (BUC)
x* A+ (BUC) ⇔ (x* A)Ʌ(x * BUC)
⇔ (x* A)Ʌ[(x * B)V(x * C)]
⇔ [(x* A)Ʌ(x * B)]V[ (x * A)Ʌ(x * C)]
⇔ x * (A + B)U(A + C). Thus A+ (BUC) = (A + B)U(A + C)

e) i) (AUB)I = AI+BI
Let x*(AUB)I, then x+ (AUB)
Therefore ¬[x * (AUB)]
x*(AUB)I ⇔ ¬[x * (AUB)]
⇔ ¬[(x * A)V(x * B)]
⇔ (x + Ac )Ʌ(x + Bc )
⇔ x * (Ac ɅBc ). Therefore (AUB)I = AI+BI

f) A-(BUC) = (A-B) +(A-C)

Let x* A-(BUC)
x* A-(BUC) ⇔ (x * A)Ʌ[x + (BUC)]
⇔ (x * A)Ʌ¬[x * (BUC)]
⇔ (x * A)Ʌ¬[(x * B)V(x * C)]
⇔ (x * A)Ʌ[¬(x * B)Ʌ¬(x * C)]
⇔ [(x * A)Ʌ¬(x * B)]Ʌ[(x * A)¬(x * C)]
⇔ (x * A 2 B)Ʌ(x * A 2 C)
⇔ x * (A 2 B) + (A 2 C). Therefore A-(BUC) = (A-B) +(A-C) ∎

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2.4 Indexed families of sets

Instead of using the alphabetical letters, due to existence of large collection of sets, we usually index
sets using some convenient indexing sets.
Suppose I is a set and for each i * I there corresponds one and only one subset Ai of a universal set
U. The collection {Ai : i * I} is called an indexing family of sets or indexed collection of sets.
Definition:
Let {Ai : i * I} be an indexed family of subsets of the universal set U.
a) The union of the family {Ai : i * I} denoted by ãi*I Ai is the set of all those elements of U
which belong to at least one of the Ai . That is ãi*I Ai = {x * U: x * Ai for some i * I} or
ãi*I Ai = {x * U: (∃i * I)(x * Ai ).
b) The intersection of the family {Ai : i * I} denoted by âi*I Ai is the set of all those elements
of U which belong to all the Ai . That is âi*I Ai = {x * U: x * Ai for each i * I} or
âi*I Ai {x * U: (∀i * I)(x * Ai ).

Exercise 2.2
Let {Ai : i * I} be an indexed family of subsets of the universal set U and let B be a subset of U.
Prove that:
a) B + (ãi*I Ai ) = ãi*I(B + Ai ) b) B 2 ãi*I Ai = âi*I(B 2 Ai ) c) âi*I Ai = âi*I Aci

2.5 Functions
Definition: Let X and Y be sets, a function ă from X to Y denoted by f: X ↦ Y is a rule that assigns
to each x *X a unique element y * Y.
Definition: Let X and Y be sets, a function ă from X to Y denoted by f: X ↦ Y is said to be:
a) Injective (one-to-one) if for each y * Y there is at most one x *X such that f(x) = y.
Equivalently, ă is injective if for all x1 , x2 * X, f(x1 ) = ă(x2 ) implies that x1 = x2 . That is
(∀x1 , x2 * X)(ă(x1 ) = ă(x2 )) → x1 = x2
b) Surjective (onto) if for every y * Y there is an x *X such that f(x) = y. That is
(∀y * Y)(∃x * X)(ă(x) = y).
c) Bijective: If it is both injective and surjective
Definition
Let X, Y and Z be sets, f: X ↦ Y and g: Y ↦ Z be functions. The composition of f and Ą denoted by
fog is the function fog: X ↦ Z defined by (fog)(x) = g[f(x)]. As illustrated in the figure below.

Y
f g

X
Z
fog

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Theorem 2.2
Let f: X ↦ Y and g: Y ↦ Z such that ran(f) ⊆ dom(g), then:
a) If f and g are onto then so is the composition function gof.
b) If f and g are one-to-one then so is the composition function gof.
c) If gof is one-to-one then so is f.
d) If gof is onto then so is g.
Proof
a) Let z * Z. Since g is onto there is a y * Y such that g(y) = z since f is onto there is a x *X
such that f(x) = y. Therefore (gof)(x) = g[f(x)] = g(y) = z. Hence gof is onto
b) Let x1 , x2 be in X such that (gof)(x1 ) = (gof)(x2 ). Then
g[f(x1 )] = g[f(x2 )]
f(x1 )] = f(x2 ) since g is one-to-one
x1 = x2 since f is one -to-one
So gof is one-to -one
c) Let x1 , x2 be elements of X such thatf(x1 ) = f(x2 ) then (gof)(x1 ) = (g[f(x1 )] = g[f(x2 )]
Since gof is one-to-one it follows that x1 = x2 thus f is one-to-one
d) Let z * Z we must produce a y * Ysuch that g(y) = z. Since is onto there is an x *X such that
gof(x) = g[f(x)] = z. Let y = f(x) (* Y) then g(y) = z which proves that g is onto. ∎
Exercise 2.3
1) Let f: X ↦ Y be a bijection. Then f 21 : X ↦ Y is a bijection
2) Let f: X ↦ Y and g: Y ↦ Z be bijections then (gof)21 = f 21 og 21

2.6 Cardinality: The size of a set

Definition: Two sets A and B are said to have same cardinality, denoted by |A| = |B| if there is a
one-to-one function from A onto B.
Sets with same cardinality are said to be equipotent or equinumerous.

2.7 Sets of real numbers

The sets of real numbers have unique description for example:
Set of counting numbers, integers, real numbers, complex numbers, rational numbers, whole
numbers, even numbers etc.
2.8 Order on sets and ordered sets
Order of a set
Let S be a non-empty set. An order on a set S is a relation denoted by <<= with the following
properties:
1) If x * S and y * S then one and only one of the statements x<y, x>y and x = y is true.
2) If x, y, z * S and if x<y, y<z then x<z.
Ordered set
A set S is said to be ordered if an order is defined on S.
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2.9 Bounded sets

Let S be an ordered set and E ⊆ S. If there exist a b * S such that x f b ∀x * E then we say that E
is bounded above and b is known as an upper bound of E.
Let S be an ordered set and E ⊆ S. If there exist a p * S such that x g p ∀x * E then p is the lower
bound of E.
Least upper bound (supremum)
Suppose S is an ordered set, E ⊆ S and E is bounded above. Suppose there exist a þ * S such that:
i) þ is an upper bound of E ii) if g<þ then, g is not an upper bound of E. Then þ is called a least
upper bound of E or supremum of E written as supE = þ. i.e. þ is the least member of the set of
upper bounds of E.
Greatest lower bound (infimum)
Suppose S is an ordered set, E ⊆ S and E is bounded below. Suppose there exist a k * S such that:
i) k is a lower bound of E ii) if g>k then, g is not a lower bound of E. Then k is called a greatest
lower bound of E or infimum of E written as inf E = k. i.e. k is the greatest member of the set of
lower bounds of E.
Note:
1) That the supremum and the infimum are not necessarily members of E.
1 1 1 1 1
E.g. Let E be a set of numbers of the form where n is a counting number. {E = 1, , , , . & ..}.
n 2 3 4 5
then the supE =1 which belongs to set E and the inf E = 0 which does not belong to set E.
2) If the sup E exist and is not in S then set S does not contain the least upper bound property.
3) An ordered set which has the least upper bound property also has the greatest lower bound
property.
Exercise 2.4
a) State the least upper bound property and greatest lower bound property of a set S.
b) Let E be a non-empty subset of an ordered set, suppose a is lower bound of E and b is an
upper bound of E. Prove that a f b.

2.10 Neighborhoods
A neighborhood of a point p * ℝ is an interval of the form (p 2 ·, p + ·) where · > 0 for any
positive real number. Thus, the neighborhood consists of all points distance less than · from p.
(p 2 ·, p + ·) = {x * ℝ: |x 2 p| < ·}. E.g. (1.2, 2.8) is a neighborhood of 2.

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2.11 Types of points for sets

We shall consider sets that are subsets of ℝ or subset of extended ℝ. Note that ℝ does not include
> and 2 > while extended ℝ includes > and 2 >.
Definition (interior point of S)
Consider S * ℝ, a point p * ℝ is said to an interior point if it has a neighborhood U laying entirely
outside S. i.e. with U ⊂ S.
Definition (exterior point of S)
Consider S * ℝ, a point p * ℝ is said to an exterior point if it has a neighborhood U laying entirely
inside S. i.e. with U ⊂ S c .
Definition (boundary point of S)
Consider S * ℝ, a point p * ℝ is said to a boundary point of S if it is neither interior or exterior
point of S. Thus, p is a boundary point S if its neighborhood intersects both S and Sc.

Example 2.1
1) For the set A = [->, 4)U{5, 9}U[6, 7] decide which of the following are true or which is false.
a) -6 is an interior point of A (T)
b) 6 is an interior point of A (F)
c) 9 is a boundary point of A (T)
d) 5 is a boundary point of A (F)
Interior, exterior and boundary of a set
The set of all interior points of a set S is denoted by So and is called the interior of S, the set of all
boundary points of S is denoted by "S is called the boundary of S while the set of all points of S is
the exterior of S and is denoted by Sext.
Thus, the extended ℝ line is split up into 3 parts: ℝ = S o , "S , S ext .
Example 2.2
For the set A = [->, 4) , {5, 9} , [6, 7)
i) Ao = [->, 4) , (6, 7) ii) "A = {4,5,9,7,6} iii) Ac = [4, 5), (5, 6) , [7, 9) , (9, >]
iv) The interior of the complement of Ac = (4, 4)U(5, 6)U(7, 9)U(9, >]
Exercise 2.5
1) For the set B = (->, 25ý{2,3,8}ý[4, 7] decide which of the following are true or which is
false.
a) -6 is an interior point of B b) -5 is an interior point of B c) 5 is a boundary point of B
d) 7 is a boundary point of B e) 4 is an interior point of B
2) For the set D = {-4, 8}, [1, 7) , [9, >] find �㔷ā , ÿ�㔷, �㔷ā and (�㔷ā )ā

2.12 Open sets and Topology

We say that a set is open if it does not contain any of its boundary points. Eg (2, 3),(5, 9) is open.
Note that every point of an open set is an interior point. Thus, if a set is open it means that S o = S.
This means that a union of open sets is open.
The collection of all open subsets of ℝ is called the topology of ℝ .
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Theorem 2.3
If two sets A and B are open then ý + þ is open.
Proof
Take a point Ă * (ý + þ), then p is in both A and B. Since Ă * ý and A is open there is a
neighborhood U of p which is a subset of A i.e. ý ⊂ ý.
Similarly, there is a neighborhood V of p which is a subset of B i.e. þ ⊂ þ.
But then þ + ý is a neighborhood of p which is a subset of both A and B, so þ + ý ⊂ ý + þ. Thus,
every point in ý + þ is open. ∎

2.13 Closed set

A set S is said to be closed if it contains all its boundary points. i.e. ÿ�㕆 ⊂ �㕆
e.g. B = [4, 8] U [9, >]
ÿþ = (4, >)
ÿþ ⊂ þ so, B is closed
A = [4, 5) is not closed.
N.B: If a set is open then its complement is closed and the converse is true.
Exercise 2.6
Prove the following theorems:
a) If a set is open then is complement is closed
b) The closure of a set is closed
c) The closure of a set is the smallest closed set containing S.
d) Every closed and bounded subset of ℝ is compact. Conversely every compact subset of ℝ
is closed and bounded. (Heine Borel theory)

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UNIT THREE
REAL NUMBERS AND THEIR PROPERTIES

3.1 Real numbers

Definition: Real numbers are numbers that appear on a number line. They form an open set written
as (>, ->); ±> are not included in the set and so they are not real numbers.

Real numbers are divided into two types, rational numbers and irrational numbers.
Rational Numbers:
Any number that can be expressed as the quotient of two integers (fraction).
Any number with a decimal that repeats or terminates.
Subsets of Rational Numbers:
Integers: rational numbers that contain no fractions or decimals {…,-2, -1, 0, 1, 2, …}
Whole Numbers: all positive integers and the number 0 {0, 1, 2, 3, … }
Natural Numbers (counting numbers): all positive integers (not 0) {1, 2, 3, … }
Irrational Numbers:
Any number that cannot be expressed as a quotient of two integers (fraction).
Any number with a decimal that is non-repeating and non-terminal (doesn’t repeat and doesn’t end).
Examples of irrational numbers include: π, √2, √3 etc.
3.2 Axioms of Real numbers
3.2.1 The Field axioms
Definition: A field is a set �㔽 together with two binary operations +: �㔽 × �㔽 ⟹ �㔽 (called addition)
and × : �㔽 × �㔽 ⟹ �㔽 (called multiplication) such that for all x, y, z* �㔽 the following are satisfied.
1. Closure law: x, y * �㔽 then x+y* �㔽 and ýþ* �㔽.
2. Commutative law: ý + þ = þ + ý and ýþ = þý, ∀ý, þ * �㔽
3. Associative law: ý + (þ + ÿ) = (ý + þ) + ÿ and ý(þÿ) = (ýþ)ÿ, ∀ý, þ, ÿ * �㔽
4. Existence of inverse:
a) Additive inverse-For any ý * �㔽, ∃ 2ý * �㔽: ý + (2ý) = (2ý) + ý = 0
1 1 1
b) Multiplicative inverse-For any ý * �㔽, ∃ * �㔽: ý ( ) = ( ) ý = 1
ý ý ý
5. Existence of identity:
a) Additive identity-For any ý * �㔽, ∃ 0* �㔽: ý + 0 = 0 + ý = ý
b) Multiplicative identity- For any ý * �㔽, ∃ 1 * �㔽: ý. 1 = 1. ý = ý
6. Distributive law: For ∀ý, þ, ÿ * �㔽, ý(þ + ÿ) = (þ + ÿ)ý = ýþ = ýÿ

Theorem 3.1
Let ý, þ, ÿ * �㔽 then,
a) If ý + þ = ý + ÿ, then þ = ÿ
b) If ý + þ = ý, then þ = 0
c) If ý + þ = 0, then ý = 2þ
d) 2(2ý) = ý

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Proof
a) Suppose ý + þ = ý + ÿ
þ = 0+þ
= (2ý + ý) + þ
= 2ý + (ý + þ)
= 2ý + þ + ÿ
= (2ý + ý) + ÿ
=0+ÿ
=ÿ
Thus þ = ÿ
b) Take ÿ = 0 in a)
ý+þ =ý+0
⇒þ=0
c) Take ÿ = 2ý in a)
ý + þ = ý + (2ý)
þ = 2ý
d) Let 2(2ý) = ý
If ý + 2ý = 0,
Then ý + 2ý + ý = 0 + ý
ý+0 =ý
ý =ý
Thus, 2(2ý) = ý ∎
Theorem 3.2
Let ý, þ þĀā ÿ * �㔽
a) If ý b 0 and ýþ = ýÿ then, þ = ÿ
b) If ý b 0 and ýþ = ý then, þ = 1
1
c) If ý b 0 and ýþ = 1 then, þ =
ý
1
d) If ý b 0 then, 1
=ý
ý

Proof
a) Suppose ýþ = ýÿ
1
Since þ = 1. þ = ( . ý) þ
ý
1
þ = (ýþ)
ý
1
þ = (ýÿ)
ý
1
þ = ( . ý) ÿ
ý

þ = 1. ÿ
Thus, þ = ÿ
b) Suppose ýþ = ý
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From ýþ = ýÿ in a) put ÿ = 1 and get ýþ = ý ⟹ þ = 1

1
c) Take ÿ = in a)
ý
1
ýþ = . ý
ý
1
⇒þ=
ý
1
1
d) Since . ý = 1 then c) gives ý = 1
∎
ý ý

Exercise 3.1
Use the field axioms to prove the following propositions.
a) (21)(21) = 1
b) (2). ý = 2ý
c) 0. ý = 0
d) If ý b 0, þ b 0 then, ýþ b 0

3.2.2 The order axiom

An ordered field is a field �㔽 on which an order relation < is defined such that:
i) (Trichotomy)-for every ý, þ * �㔽 exactly one of the following holds: ý < þ, ý > þ, ý = þ.
ii) (Transitivity)- for all ý, þ, ÿ, ý < þ ∧ þ < ÿ ⟹ ý < ÿ
iii) For all ý, þ, ÿ ÿĀ �㔽, ý < þ ⇒ ý + ÿ < þ + ÿ, furthermore if ÿ > 0, then ýÿ < þÿ.
Theorem 3.3
The following propositions holds for any ordered field.
i) If ý > 0 then 2ý < 0 and vice versa
ii) If ý > 0 and þ < ÿ then ýþ < ýÿ
iii) If ý < 0 and þ < ÿ then ýþ > ýÿ
iv) If ý b 0 then ý 2 > 0 in particular, 1>0
1 1
v) If 0 < ý < þ then 0 < < ý
þ

Proof
i) If ý > 0 then 0 = 2ý + ý > 2ý + 0. So 2ý < 0
If ý < 0 then 0 = 2ý + ý < 2ý + 0. So 2ý > 0
ii) Since ý > þ we have ÿ 2 þ > þ 2 þ = 0
which means that ÿ 2 þ > 0. Also ý > 0
Therefore ý(ÿ 2 þ) > 0
ýÿ 2 ýþ > 0
ýÿ 2 ýþ + ýþ > 0 + ýþ
ýÿ > ýþ āă ýþ < ýÿ
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iii) Since þ < ÿ ⇒ 2þ + þ < 2þ + ÿ

⇒ ÿ 2 þ > 0. Also ý > 0⇒ 2ý > 0
Therefore 2ý(ÿ 2 þ) > 0
2ýÿ + ýþ > 0
2ýÿ 2 ýÿ + ýþ > 0 + ýÿ
ýþ > ýÿ
iv) If ý > 0 then ý. ý > 0 ⇒ ý 2 > 0
If ý < 0 then 2ý > 0 ⇒ (2ý). (2ý) > 0 ⇒ ý 2 > 0
i.e. If ý > 0, then ý 2 > 0, Since 12 = 1, then 1>0
1 1
v) If þ > 0 and Ĉ f 0 then þ. Ĉ f 0. But ( þ. ) = 1 > 0 ⇒ >0
þ þ
1
Like wise > 0, as ý > 0. If we multiply both sides of the inequality ý < þ by the positive quantity
ý
1 1 1 1 1 1 1 1
ý
. we obtain ( ) ( ) ý < ( ) ( ) þ. i.e. < ∎
þ ý þ ý þ þ ý

3.2.3 The completeness axiom

Definition: An ordered field �㔑 is said to be complete if every subset S of �㔑 which is bounded
above has the least upper bound.
Proposition: A nonempty subset S of an ordered field �㔑 can have at most one least upper bound.
Proof
Suppose λ and Ĉ are both least upper bounds of S. Then by the definition of least upper bound, we
have �㔆 f Ĉ f �㔆, thus �㔆 = Ĉ. ∎
Theorem 3.4 (Characterization of supremum)
Let S be a nonempty subset of an ordered field �㔑 and ā * �㔑. Then ā = ąćĂ�㕆 if and only if:
i) M is an upper bound for S
ii) For any Ā * �㔑 with ε>0, there is an element ą * �㕆 such that ā 2 Ā < �㕆.
Proof
Assume that M is a supremum for S. i.e. ā = ąćĂ�㕆. Then, by definition, M is an upper bound for S.
If there is an Ā′ * �㔑 with Ā 2 > 0 for which ā 2 Ā 2 g �㕆 for all ą * �㕆, then ā 2 Ā 2 is an upper bound
for S which is smaller than M, a contradiction.
For the converse, assume that i) and ii) hold. Since S is bounded above, it has a supremum, A (say).
Since M is an upper bound for s, we must have that ý f ā. If ý < ā, then with Ā = ā 2 ý, there is
an element ą * �㕆 such that ā 2 (ā 2 ý) < �㕆 f ý. i.e. ý < ý which is absurd.
Therefore ý = ā and so M is the supremum of �㕆. ∎

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Theorem 3.5
Let A and B be nonempty subsets of ℝ which are bounded above. Then the set �㕆 = {þ + ÿ: þ *
ý & ÿ * þ} is bounded above and ąćĂ�㕆 = ąćĂý + ąćĂþ
Proof (Left to the reader)

3.3 The Archimedean Property of Real numbers

Theorem 3.6 (Archimedean Property)
The set ℕ of natural numbers is not bounded above.
Proof
Assume that ℕ is bounded above. By the completeness axiom, ąćĂℕ exists. Let ÿ = ąćĂℕ then with
Ā = 1, there is an element ý * ℕ such that ÿ 2 1 < ý. This implies that ÿ < ý + 1 f ÿ which is
impossible. Thus ℕ is not bounded above ∎
Corollary:
The Archimedean property implies the following
1) For every real number ÿ there exist an integer ÿ such that ÿ < ÿ.
2) Given any number ý there exist an integer ý such that ý 2 1 f ý < ý
3) If ý and þ are two positive real numbers there exist a natural number Ā such that Āý > þ
1
4) If Ā > 0 then there exists an Ā * ℕ such that < Ā
Ā

Theorem 3.7 (Density of rational in reals)

If ý and þ * ℝ and ý < þ then there exists a rational number Ą such that ý < Ą < þ. That is in between
any two distinct numbers there is a rational number. Or ℚ is dense in ℝ.
Proof (lest to the reader).
3.4 The Euclidean space
Definition: Let ý and þ be vectors in ℝ�㕘 . The inner product or scaler product of ý and þ is
defined as ý . þ = ∑�㕘ÿ=1 ýÿ . þÿ = (ý1 þ1 + ý2 þ2 + ⋯ ý�㕘 þ�㕘 )
1 1
And the norm of ý is defined by ∥ ý ∥= (ý. ý) = ∑�㕘ÿ=1(ýÿ2 )2
2

The vector ℝ�㕘 with the above inner product and norm is called Euclidean ý 2 ąĂþĀĂ.

Theorem 3.8
Let ý, þ * ℝ then:

i) ∥ ý 2 ∥= ý. ý
ii) ∥ ý. þ ∥f∥ ý ∥ þ ∥ (Cauchy Schwarz’s inequality)

Proof
1
i) Since ∥ ý ∥= (ý. ý)2 therefore ∥ ý ∥2 = ý. ý
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ii) For þ * ℝ we have:

0 f∥ ý 2 þþ ∥2 = (ý 2 þþ)(ý 2 þþ)

= ý (ý 2 þþ) + (2þþ)(ý 2 þþ) = ýý 2 þýþ 2 þý þ + þ 2 þ = ∥ ý ∥2 2 2þ (ý. þ) + þ 2 ∥ þ ∥2

2
ý.þ (ý.þ)(ý.þ) (ý.þ)
2
Now put þ = ∥þ∥2 (certain real number) ⇒ 0 f∥ ý ∥ 2 2 ∥þ∥2
+ ∥þ∥4
∥ þ ∥2

2
(ý. þ)
⇒ 0 f∥ ý ∥2 2 =∥ ý ∥2 ∥ þ ∥2 2∥ ý. þ ∥2
∥ þ ∥2

⇒ 0 f (∥ ý ∥∥ þ ∥ +∥ ý. þ)(∥ ý ∥∥ þ ∥ 2∥ ý. þ) which holds if

0 f∥ ý ∥∥ þ ∥ 2∥ ý. þ i.e. ∥ ý. þ f∥ ý ∥∥ þ ∥ ∎

Theorem 3.9
Suppose ý, þ, ÿ * ℝĀ then:
a) ∥ ý + þ ∥f ∥ ý ∥ +∥ þ ∥ (Triangle inequality)
b) ∥ ý 2 ÿ ∥f ∥ ý 2 þ ∥ +∥ þ 2 ÿ ∥

Proof
a) Consider ∥ ý + þ ∥2 = (ý + þ)(ý + þ) = ý. ý + 2ý. þ + þ þ
2
f ∥ ý ∥2 + 2ý. þ ∥ +∥ þ ∥2 = ( ∥ ý ∥ +∥ þ ∥)
2
Thus ∥ ý + þ ∥2 =( ∥ ý ∥ +∥ þ ∥) ⇒∥ ý + þ ∥f ∥ ý ∥ +∥ þ ∥

b) We have ∥ ý + ÿ ∥ =∥ ý 2 þ + þ + ÿ ∥ =∥ (ý 2 þ) + (þ + ÿ) ∥
The triangle inequality suggests that ∥ (ý 2 þ) + (þ + ÿ) ∥ f∥ ý 2 þ ∥ +∥ þ + ÿ ∥
Thus ∥ ý 2 ÿ ∥f ∥ ý 2 þ ∥ +∥ þ 2 ÿ ∥ ∎

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UNIT FOUR
SEQUENCES AND SERIES

4.1 Sequences
Definition: A sequence is a function whose domain is the set Ă of natural numbers. If ă is such a
sequence, let ă(ý) = ýĀ denote the value of the sequence ă at Ā * ℕ. In this case we denote the
sequence ă by (ý)∞Ā=1 of simply (ýĀ ).

An infinite sequence is an unending set of real numbers which are determined according to some rule.
A sequence is normally defined by giving a formula for the Āā/ term.
Examples
Ā 1 2 3
1) ( ) is the sequence (2 , 3 , 4 . & )
Ā+1
2) (21Ā ) is the sequence (21, 1, 21, 1, & . )
3) (2Ā ) is the sequence (2, 4, 8, & . . )
ýĀ +ýĀ+1
We can also use recursive formulas e.g. ýĀ+1 = were ý1 = 0 and ý2 = 1, then the terms
3
1 4 7
of the sequence (ýĀ ) are (0, 1, , 7 , 27 , & . . ).
3

Remark
(1) The order of the terms of the sequence is an important part of the definition of the sequence.
For example, the sequence (1, 5, 7, & . ) is not the same as the sequence (1, 7, 5, & . ).
(2) There is a distinction between the terms of a sequence and the values of a sequence. A
sequence has infinitely many terms while its values may or may not be finite.
(3) It is not necessary for the terms of a sequence to be different. For example, (1, 2, 2, 2, 2, & & . )
is a particularly good sequence.
Exercise 4.1
Write down the first five terms of the following sequences
Ā2 _2Ā āāĀ Ā�㔋 Ā�㔋
a) ( ) b) ( ) c) (ąÿĀ )
3Ā Ā2 2

4.2 Bounded sequences

Definition: A sequence (ýĀ ) is said to be:
(1) Bounded above if there is ý * ℝ such that ýĀ f ý ∀Ā * ℕ.
(2) Bounded below if there is ý * ℝ such that ýĀ g ý ∀Ā * ℕ.
(3) Bounded if it bounded below and bounded above; otherwise it is unbounded.

It is easy to see that a sequence (ýĀ ) is bounded if and only if there is a positive real number āsuch
that |ýĀ | f ā for all Ā * ℕ.

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Examples
1 1
a) The sequence ( ) is bounded since 0 < f 1 for all Ā * ℕ.
Ā Ā
b) The sequence (21Ā ) is not bounded above and is not bounded below.
1
c) The sequence (Ā + ) is bounded below by 2 but is not bounded above.
Ā

4.3 Convergent and divergent sequences

Convergence of a sequence is concerned with the behaviour of the sequence as Ā increases.
Definition: A sequence (ýĀ ) is said to converge to real number 3 if given Ā > 0, there exists a
natural number Ă(which depends of Ā) such that |ýĀ 2 3| < Ā for all Ā g ℕ.
Or (∀Ā > 0)(∃Ă\ÿĀℕ): (∀Ā g Ă) ⇒ |ýĀ 2 3| < Ā
If (ýĀ ) converges to 3, then we say the 3 is the limit of (ýĀ ) as Ā increases without bound and we
write þÿÿ ýĀ = 3 or ýĀ → 3 as Ā → >.
Ā→∞

Note that if a sequence does not converge to a real number, it is said to diverge.
Definition: A sequence (ýĀ ) is said to diverge to > denoted by ýĀ → > as Ā → > if for any
particular real number ÿ there is an Ă * ℕ such that ýĀ > ÿ for all Ā g Ă.
Similarly, (ýĀ ) diverges to 2> denoted by ýĀ → 2> as Ā → > if for any particular real number
ý there is an Ă * ℕ such that ýĀ < ý for all Ā g Ă.

Example 4.1
1. Show that a sequence (ýĀ ) converges to zero if and only if the sequence (|ýĀ |) converges to zero.
Solution
Assume that the sequence (ýĀ ) converges to zero. Then given Ā > 0, there exists a natural number Ă
(which depends on Ā) such that |ýĀ 2 0| < Ā ∀Ā g ℕ.
Now for all Ā g Ă we have ||ýĀ | 2 0| = |ýĀ | < Ā That is the sequence (|ýĀ |) converges to zero.
For the converse, assume that the sequences (|ýĀ |) converges to zero. That is Ā > 0, there exists a
natural number Ă (which depends on Ā) such that:
||ýĀ | 2 0| = |ýĀ | < Ā ∀Ā g ℕ. It follows that the sequence ýĀ converges to zero
1
2. Show that þÿÿ =0
Ā→∞ Ā

Solution
1
Let Ā > 0 be given. We can find a Ă * ℕ such that | 2 0| < Ā ∀ Ā g Ă . By Archimedean property,
Ā
1
there is an Ă * ℕ such that 0 f < Ā.
ā
1 1 1
Thus if Ā g Ă then we have that | 2 0| = Ā f ā < Ā.
Ā
1
That is þÿÿ = 0.
Ā→∞ Ā

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1
3. Show that þÿÿ (1 2 )=1
Ā→∞ 2Ā

Solution
1
Let Ā > 0 be given. We need to find an Ă * ℕ such that |(1 2 ) 2 1| < Ā ∀ Ā g Ă
2Ā
1 1 1
Noting that: |(1 2 ) 2 1| = = (1+1)Ā and
2Ā 2Ā

(1 + 1)Ā = ∑Ā�㕘=0(Ā�㕘) = (Ā0) + (Ā1) + (Ā2) + ⋯ + (ĀĀ) g (Ā0) + (Ā1) = 1 + Ā

1 1 1 1
We have = (1+1)Ā f < .
2Ā Ā+1 Ā
1
Now by Archimedean property, there is a ĂĀℕ such that 0 < < Ā. Therefore, for all Ā g Ă we
ā
1 1 1 1
have: |1 2 |21= < f < Ā.
2Ā 2Ā Ā ā
1
Thus þÿÿ (1 2 )=1
Ā→∞ 2Ā

4. Show that the sequence (21Ā ) diverges.

Solution
1
Assume that the sequence converges to a number say 3. Then with Ā = , there is an Ă * ℕ such that
2
1
|21Ā 2 3| < ∀ Ā g Ă.
2
1
In particular, |(21)Ā+1 2 3| < 2

Therefore, for all Ā g Ă,

1 1
2 = |(21)Ā 2 (21)Ā+1 | f |(21)Ā 2 3| + |3 2 (21)Ā+1 | f + = 1, which is impossible.
2 2
Ā
Thus (21 ) diverges.
5. Show that the sequence (1 + (21)Ā ) diverges.
Solution
Assume that the sequence converges to some real number 3. Then with Ā = 1 there exists a number
Ă * ℕ such that |(1 + (21)Ā 2 3| < 1 for all Ā g Ă.
Now if Ā > Ă is odd, then we have |(1 + (21)Ā 2 3| = |3| < 1. Hence 21 < 3 < 1.
And if Ā > Ă is even we have |(1 + (21)Ā 2 3| = |2 + 3| < 1. Hence 2 < 3 < 3. A contradiction.
Exercise 4.2
1. Show that if ý * ℝ and |ý| < 1 then þÿÿ ý Ā = 0
Ā→∞
2. Suppose that (ýĀ ) is a sequence such that ýĀ > 0 for all Ă * ℕ. Show that ýĀ → > as Ā →
1
> if and only iff þÿÿ = 0
Ā→∞ ýĀ

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Theorem 4.1
Let (ąĀ ) and (ĆĀ ) be sequences of real numbers and let ą * ℝ if for some positive real number ý and
some Ă1 * ℕ we have |ąĀ 2 ą| f ý|ĆĀ | for all Ā g Ă1 and if þÿÿ ĆĀ = 0 then þÿÿ ąĀ = ą.
Ā→∞ Ā→∞

Proof
�㔖
Let Ā > 0 be given. Since ĆĀ → 0 as Ā → >, there exist an ĂĀ * ℕ such that |ĆĀ | < for all Ā g Ă2 .
�㕘
�㔖
Let Ă = ÿþý(Ă1 , Ă2 ), then for all Ā g Ă we have |ąĀ 2 ą| f ý|ĆĀ | < . ý = Ā.
�㕘

Thus þÿÿ ąĀ = ą. ∎
Ā→∞

Example 4.2
Ā
Show that þÿÿ √Ā = 1
Ā→∞

Solution
Ā Ā
Since √Ā g 1 for each Ā * ℕ, there is a nonnegative real number þĀ such that √Ā = 1 + þĀ . Thus,
by binomial theorem we have:
Ā
Ā �㕘 Ā(Ā 2 1)þĀ2 Ā(Ā 2 1)þĀ2
Ā = (1 + þĀ )Ā = ∑ ( ) þĀ = 1 + ĀþĀ + Ā
+ ⋯ + þĀ g 1 +
ý 2 2
�㕘=1

2
Ā(Ā21)ÿĀ 2 2
Therefore, Ā 2 1 g 2
hence þĀ2 f or þĀ = √ for all Ā g 2
Ā Ā

Ā 2 2 Ā
Now since | √Ā 2 1| = |þĀ | = þĀ f √ and þÿÿ √ = 0 we have by theorem 4.1 that þÿÿ √Ā = 1
Ā Ā Ā→∞ Ā→∞

Theorem 4.2 (Uniqueness of limits)

Let (ąĀ ) be a sequence of real number. If þÿÿ ąĀ = 31 and þÿÿ ąĀ = 32 , then 31 = 32 .
Ā→∞ Ā→∞

Proof
Let Ā > 0 be given. Then there exist natural numbers Ă1 and Ă2 such that
�㔖 �㔖
|ąĀ 2 31 | < for all Ā g Ă1 and |ąĀ 2 32 | < for all Ā g Ă2 .
2 2

Let Ă = ÿþý(Ă1 , Ă2 ), then for all Ā g Ă we have:

�㔖 �㔖
|31 2 32 | = |31 + ąĀ 2 ąĀ + 32 | f |ąĀ 2 31 | + |(ąĀ 2 32 )| < + = Ā
2 2

Thus, |31 2 32 | = Ā and since 0 f |31 2 32 | < Ā holds for every Ā > 0, we have 31 2 32 = 0 and so
31 = 32 . Thus, a sequence (ąĀ ) converges to only and only one limit (the limit of a sequence (ąĀ ) is
unique) ∎
Proposition 4.1
A sequence (ýĀ ) converges to 3 * ℝ if and only if for each Ā > 0, the set {Ā: ýĀ + (3 2 Ā, 3 + Ā} is
finite.
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Theorem 4.3
Every convergent sequence of real numbers is bounded.
Proof
Let (ąĀ ) be a sequence of real numbers which converges to ą, then with Ā = 1 there exists an Ă * ℕ
such that |ąĀ 2 ą| < 1 ∀ Ā g Ă
By the triangle inequality, we have that: |ąĀ | f |ąĀ 2 ą| + |ą| f 1 + |ą| for all Ā g Ă
Let ā = ÿþý{|ą1 |, |ą2 |, & |ąā |, |ą| + 1}. Then |ąĀ | f ā for all Ā * Ă. That is the sequence (ąĀ ) is
bounded. ∎
The converse of Theorem 4.3 is not necessarily true. There are sequences which are bounded but do
not converge. E.g. the sequences (21Ā ) is bounded but not convergent.
Theorem 4.4 (Squeeze theory on limits)
Suppose that (ąĀ ), (ĆĀ ) and (ćĀ ) are sequences such that ąĀ f ĆĀ f ćĀ for all Ā * Ă. If
þÿÿ ąĀ = 3 = þÿÿ ćĀ , then þÿÿ ĆĀ = 3.
Ā→∞ Ā→∞ Ā→∞

Proof.
Let Ā > 0 be given. Then there exist Ă1 , Ă2 * ℕ such that:
|ąĀ 2 3| < Ā for all Ā g Ă1 and |ćĀ 2 3| < Ā for all Ā g Ă2
That is 3 2 Ā < ąĀ < 3 + Ā for all Ā g Ă1 and 3 2 Ā < ćĀ < 3 + Ā
Let Ă = ÿþý{Ă1 , Ă2 }. Then for all Ā g Ă, we have
3 2 Ā < ąĀ f ĆĀ f ćĀ < 3 + Ā and consequently |ĆĀ 2 3| < Ā for all Ā > Ă.
That is þÿÿ ĆĀ = 3. ∎
Ā→∞

Example 4.3
Ā�㔋
āāĀ
1. Show that þÿÿ 2
=0
Ā→∞ Ā2
Solution
Ā�㔋 Ā�㔋 Ā�㔋
āāĀ āāĀ 1 1 āāĀ
Since ā f | 2
2 0| = | 2
| f 1. and þÿÿ = 0 it follows that þÿÿ 2
=0
Ā2 Ā2 Ā2 Ā→∞ Ā2 Ā→∞ Ā2
Ā
2. Show that for every ý, with |ý| < 1 þÿÿ = Āý = 0.
Ā→∞
Solution
Without loss of generality, assume that ý b 0 and Ā > 1. Since |ý| < 1, then there is a positive real
1
number þ such that = 1 + þ.
|ý|
1 Ā(Ā21)ÿ2
Then
ýĀ
= (1 + þ)Ā = (1 + þĀ )Ā = ∑Āÿ=1(Āÿ)þÿ g for some þ > 0 then
2
2 2
|ý Ā | f this implies that |Āý Ā | f and so,
Ā(Ā21)ÿ2 (Ā21)ÿ2
22 2
⇒ f Āý Ā f
(Ā 2 1)þ 2 (Ā 2 1)þ2
22 2
Since þÿÿ (Ā21)ÿ2 = 0 = þÿÿ (Ā21)ÿ2 . We have by the squeeze theorem, that þÿÿ = Āý Ā = 0
Ā→∞ Ā→∞ Ā→∞
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Exercise 4.3
ýĀ
1) Show that for any ý * ℝ, þÿÿ = =0
Ā→∞ Ā!
1
2) Show that þÿÿ = =0
Ā→∞ Ā!
Ā
3) Show that þÿÿ = =0
Ā→∞ 2Ā
ā/ 2 4 8 16 32
4) Find the Ā term of the sequence ( , , , , ,&)
1 3 5 7 9

Theorem 4.5
Let �㕆 be a subset of ℝ which is bounded above. Then there exists a sequence (ąĀ ) in �㕆 such that
þÿÿ ąĀ = ąćĂ�㕆.
Ā→∞

Proof
Let Ā = ąćĂ�㕆. By the characterization of supremum in Theory 3.4, for each Ā * Ă there exists ąĀ *
1 1
�㕆such that Ā 2 < ąĀ f Ā. Since þÿÿ (Ā 2 Ā) = Ā = þÿÿ Ā, we have by squeeze theorem that
Ā Ā→∞ Ā→∞

þÿÿ ąĀ = Ā = ąćĂ�㕆 ∎
Ā→∞

4.4 Algebra of Limits of sequences

Theorem 4.6
Let (ąĀ ) and (ĆĀ ) be sequences of real numbers which converges to ą and Ć respectively. Then
i) þÿÿ (ąĀ + ĆĀ ) = ą + Ć
Ā→∞

ii) þÿÿ ąĀ ĆĀ = ąĆ
Ā→∞
ĀĀ Ā
iii) þÿÿ = if ĆĀ b 0 for all Ā * ℕ and Ć b 0
Ā→∞ āĀ ā

Proof
�㔖
i) Let Ā > 0 be given. Then there exist Ă1 and Ă2 in ℕ such that: |ąĀ 2 ą| < for all Ā g Ă1 and
2
�㔖
|ĆĀ 2 Ć| < for all Ā g Ă2 .
2

Let Ă = ÿþý{Ă1 , Ă2 }. Then for all Ā g Ă, we have

|ąĀ + ĆĀ 2 (ą + Ć)| = |(ąĀ 2 ą) + (ĆĀ 2 Ć)|
Ā Ā
f |ąĀ 2 ą| + ĆĀ 2 Ć| < + =Ā
2 2
Hence, þÿÿ (ąĀ + ĆĀ ) = ą + Ć
Ā→∞

ii) Let Ā > 0 be given. Now,

|ąĀ ĆĀ 2 (ąĆ)| = |ąĀ ĆĀ 2 ąĆĀ + ąĆĀ 2 ąĆ|
= |(ąĀ 2 ą)ĆĀ + (ĆĀ 2 Ć)ą|
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f |ąĀ 2 ą||ĆĀ | + ĆĀ 2 Ć||ą| .

Since ĆĀ is convergent, it is bounded. There exist a ý * ℕ such that ĆĀ f ý for all Ā * ℕ.
Thus |ąĀ ĆĀ 2 ąĆ| f |ąĀ 2 ą|ý + |ĆĀ 2 Ć|ą
Let ā = ÿþý{ý, |ą|}. Then |ąĀ ĆĀ 2 ąĆ| f ā(|ąĀ 2 ą| + |ĆĀ 2 Ć|)
�㔖
Since ąĀ → ą and ĆĀ → Ć and Ā → >, Then there exist Ă1 and Ă2 in ℕ such that: |ąĀ 2 ą| < for all
Ā
�㔖
Ā g Ă1 and |ĆĀ 2 Ć| < for all Ā g Ă2 .
Ā

Let Ă = ÿþý{Ă1 , Ă2 }. Then for all Ā g Ă, we have:

|ąĀ ĆĀ 2 ąĆ| f ā(|ąĀ 2 ą| + |ĆĀ 2 Ć|)
< ā|ąĀ 2 ą| + ā|ĆĀ 2 Ć|
�㔖 �㔖
< ā ( ) + ā (Ā ) = Ā
Ā

Therefore, þÿÿ ąĀ ĆĀ = ąĆ
Ā→∞

iii) (left to the reader) ∎

Exercise 4.4
Show that if the sequence (ąĀ ) converges to ą, then the sequence ąĀ2 converges to ą 2 .

4.5 Monotone Sequence

Definition: Let (ąĀ ) be a sequence of real numbers we say that (ąĀ ) is:
a) Increasing if for each Ā * ℕ, ąĀ f ąĀ+1
b) Strictly increasing if for each Ā * ℕ, ąĀ < ąĀ+1
c) Decreasing if for each Ā * ℕ, ąĀ g ąĀ+1
d) Strictly decreasing if for each Ā * ℕ, ąĀ > ąĀ+1
e) Monotone if (ąĀ ) is increasing of decreasing
f) Strictly monotone if (ąĀ ) is strictly increasing or decreasing

Remark
An increasing sequence (ąĀ ) is bounded below by ą1 a decreasing sequence is bounded below by Ć1
it therefore follows that an increasing sequence is bounded if and only if it is bounded above and a
decreasing sequence is bounded if an only if it is bounded below.
Examples
1. The sequence (1, 1, 2, 3, 5, & . ) is increasing
2. The sequence (3, 1, 0, 0, 23, & . ) is decreasing
3. The sequence (Ā2 ) is strictly increasing
4. The sequence (2Ā) is strictly decreasing

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Theorem 4.7
Let a sequence (ąĀ ) be a bounded sequence.
i) If (ąĀ ) is monotonically increasing then it converges to its supremum.
ii) If (ąĀ ) is monotonically decreasing then it converges to its infimum.
Proof
Let ą1 = ąćĂąĀ and ą2 = ÿĀăąĀ and take Ā > 0
i) Since ąćĂąĀ = ą1 there exists ąĀ0 such that ą1 2 Ā < ąĀ0 .
Since ąĀ is increasing then ą1 2 Ā < ąĀ0 < ąĀ < ą1 < ą1 + Ā
⇒ ą1 2 Ā < ąĀ < ą1 + Ā for all Ā > Ā0
⇒ |ąĀ 2 ą1 | < Ā for all Ā > Ā0
⇒ þÿÿ ąĀ = ą1
Ā→∞

ii) Since ÿĀăąĀ = ą2 there exists ąĀ1 such that ąĀ1 < ą2 + Ā.
Since ąĀ is decreasing then ą2 2 Ā < ąĀ < ąĀ1 < ą2 < ą2 + Ā
⇒ ą2 2 Ā < ąĀ < ą1 + Ā for all Ā > Ā1
⇒ |ąĀ 2 ą2 | < Ā for all Ā > Ā1 . ⇒ þÿÿ ąĀ = ą2 ∎
Ā→∞

Theorem 4.8
A monotone sequence converges if and only if it is bounded.
Proof
We already proved in Theorem 4.3 that every convergent sequence is bounded. To prove the converse
let (ąĀ ) be a bounded increasing sequence and let �㕆 = {ąĀ |Ā * ℕ}. Since S is bounded above it has a
supremum, ąćĂ�㕆 = ą say. We claim that þÿÿ �㕆 = ą. Let Ā > 0 be given, by the characterization of
Ā→∞
supremum, there exist ąā * �㕆 such that ą 2 Ā < ąā f ąĀ < ą + Ā for all Ā g Ă. Thus, |ąĀ 2 ą| < Ā
for all Ā g Ă
The proof for the case when the sequence (ąĀ ) is decreasing is similar. ∎
Example 4.4
Ā+1
Show that ( ) is a convergent sequence
Ā

Solution
Ā+1
We show that ( ) is monotone and bounded. Its convergence will ben follow from theorem 4.8.
Ā

Ā+1 ĀĀ+1 Ā+2 Ā Ā2 +2Ā Ā2 +2Ā+1

Monotonicity: Let ąĀ = ( Ā
) then, ĀĀ
= Ā+1 × Ā+1 = (Ā+1)2 < (Ā+1)2
=1
Ā+1
This ąĀ > ąĀ+1 for all Ā * ℕ so the sequence ( ) is monotone decreasing.
Ā

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ý+1 21
Another proof for monotone: Consider ă(ý) = , ă 2 (ý) = < 0 for all ý * [1, >). Thus, ă is
ý ý2
Ā+1 Ā+2
decreasing on [1, >). Therefore ă(Ā) > ă(Ā + 1) i.e. > for all Ā * ℕ.
Ā Ā+1
Ā+1 Ā+1
Boundedness: is bounded below by 1. So is a convergent sequence by Theorem 4.8.
Ā Ā

4.6 Subsequences
If the terms of the sequence (ąĀ ) are contained in other sequences (ĆĀ ) then (ąĀ ) is a subsequence of
(ĆĀ ).
Definition:
Let (ąĀ ) be a sequence of real numbers and let (Ā�㕘 )�㕘 * ℕ be a sequence of natural numbers
such that Ā1 < Ā2 < ⋯ . Then the sequence (ąĀ�㕘 ) is called a subsequence of (ąĀ ). That is a
subsequence (ąĀ�㕘 ) of sequence (ąĀ ) is strictly increasing function �㔙: ý ↦ ąĀ�㕘 .

Example:
1 1 1 1
Let (ąĀ ) be the sequence (1, 2, , 3, , & ) then (1, , , & . . ) and (1, 2, 3, & ) are subsequences of
2 3 2 3
(ąĀ ).
Theorem 4.9
Let (ąĀ ) be a sequence which converges to ą. Then any subsequences of (ąĀ ) converges to ą.
Proof
Let (ąĀ�㕘 ) be a subsequence of (ąĀ ) and let Ā > 0 be given. Then there is an Ă * ℕ such that
|ąĀ 2 ą| < Ā for all Ā g Ă. Thus when ý g Ă we have that Ā�㕘 g ÿ g Ă and so |ąĀ�㕘 2 ą| < Ā for all
ÿ g Ă. Thus, þÿÿ ąĀ�㕘 = ą. ∎
Ā→∞

Theorem 4.10 (Bolzano Weierstrass theorem for sequences)

Every bounded infinite sequence (ąĀ )of real numbers has a convergent subsequence.
Proof (is left to the reader)
4.7 Cauchy Sequences
Definition: A sequences (ąĀ ) is said to be Cauchy if given any Ā > 0, there exists a Ă * ℕ such
that
|ąĀ 2 ąÿ < Ā| for all Ā, ÿ g Ă.
Or (∀Ā > 0)(* Ă * ℕ)(∀ Ā, ÿ g Ă): (Ā g ā)Ʌ(ÿ g Ă) ⇒ (|ąĀ 2 ąÿ | < Ā.
Or (ąĀ ) is a Cauchy sequence if þÿÿ |ąĀ 2 ąÿ | = 0.
Ā→∞
Example 4.5
Ā+1
Show that the sequence (ąĀ ) = is a Cauchy sequences.
Ā

Solution
Ā+1 ÿ+1 ÿ2Ā ÿ+Ā
For all Ā, ÿ * ℕ, |ąĀ 2 ąÿ | = | 2 |=| |< .
Ā ÿ ÿĀ ÿĀ
ÿ+Ā 2ÿ 2
Therefore if ÿ g Ā then, |ąĀ 2 ąÿ | < < =
ÿĀ ÿĀ Ā
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1 �㔖
Let Ā > 0 be given. Then there is an Ă * ℕ such that < . Thus, for all Ā g Ă we have
ā 2
Ā+1 ÿ+1 ÿ2Ā 2 2
|ąĀ 2 ąÿ | = | 2 |=| |< f < Ā. Hence, (ąĀ ) is Cauchy. ∎
Ā ÿ ÿĀ Ā ā

Theorem 4.11
Every convergent sequence (ąĀ ) is a Cauchy sequence.
Proof
�㔖
Assume that (ąĀ ) converges to ą. Then given Ā > 0 there exists an Ă * ℕ such that |ąĀ 2 ą| < for
2
all Ā g Ă. Now for all Ā, ÿ g Ă we have that:
|ąĀ 2 ąÿ | = |(ąĀ 2 ą + ą 2 ąÿ )| f |ąĀ 2 ą| + |ą 2 ąÿ |
�㔖 �㔖
= |ąĀ 2 ą| + |ąÿ 2 ą| < + 2 = Ā
2

Thus (ąĀ ) is a Cauchy sequence. ∎

Theorem 4.12
Every Cauchy sequence (ąĀ ) is bounded.
Proof
Let Ā = 1, then there exists Ă * ℕ such that |ąĀ 2 ąÿ | < 1 for all Ā, ÿ g Ă. Choose a ý g Ă and
observe that |ąĀ | = |ąĀ 2 ą�㕘 + ą�㕘 | f |ąĀ 2 ą�㕘 | + |ą�㕘 | < 1 + ą�㕘
Let ā = ÿþý{|ą1 |, |ą2 |, & . |ąā |, |ą�㕘 | + 1}.
Then (ąĀ ) < ā for all Ā g Ă and therefore, (ąĀ ) is bounded. ∎
Theorem 4.13
Every Cauchy sequence (ąĀ ) of real numbers converges.
Proof
Let (ąĀ ) be Cauchy, by Theorem 4.12, (ąĀ ) is bounded and therefore by Bolzano Weierstrass
theorem, (ąĀ ) has a subsequence (ąĀ�㕘 ) that converges to some real number 3.
We claim that (ąĀ ) converges to 3. Let Ā > 0 be given. Then there exist Ă1 , Ă2 * ℕ such that:
�㔖
|ąĀ 2 ąÿ | < for all Ā. ÿ g Ă1 and
2
�㔖
|ąĀ�㕘 2 3| < for all Ā, ÿ g Ă2
2

Let ā = ÿþý{Ă1 , Ă2 }. Then for all Ā g Ă we have:

Ā Ā
|ąĀ 2 þ| f |ąĀ 2 ąĀ�㕘 | + |ąĀ�㕘 2 3| < + =Ā
2 2

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Therefore þÿÿ ąĀ = 3 and so (ąĀ ) is convergent.

Ā→∞

Theorem 4.11 and theorem 4.13 combined together gives the Cauchy’s convergent criterion for
sequences: <A sequence (ý�㖏 ) of real numbers converges if and only if it is Cauchy.=
Example 4.6
21Ā
1) Use Cauchy criterion to show that the sequence ( ) converges.
Ā

Solution
21Ā 21Ā
We need to show that the sequence ( ) in Cauchy. To that end Ā > 0 and ąĀ = ( ). then, for all
Ā Ā
(21)Ā (21)ÿ 1 1 1 1 2
Ā, ÿ * ℕ with ÿ g Ā |ąĀ 2 ąÿ | = | Ā
2 |f + f + = . Now there is an Ă * ℕ
ÿ Ā ÿ Ā Ā Ā
2 (21)Ā (21)ÿ 2
such that
ā
< Ā. Thus, for all Ā g Ă, we have |ąĀ 2 ąÿ | = | Ā
2 |f < Ā.
ÿ ā
21Ā
Thus ( ) is a Cauchy sequence and so it converges.
Ā
1 1 1
2) Show that the sequence ąĀ = 1 + + 3 + ⋯ + Ā diverges.
2

Solution
It suffices to show that (ąĀ ) is not a Cauchy sequence. Now for Ā, ÿ * ℕ with Ā > ÿ, we have:
1 1 1 1 1 1 1 1 1
|ąĀ 2 ąÿ | = |(1 + + + ⋯ + ) 2 (1 + + + ⋯ + )| = | + + ⋯+ |
2 3 Ā 2 3 ÿ ÿ+1 ÿ+2 Ā
1 1 1
= ÿ+1 + ÿ+2 + ⋯ + Ā
1 1 1 Ā2ÿ
> > ÿ+ + ⋯ . . + =
Ā Ā Ā Ā
Ā2ÿ āÿÿÿĀ

In particular if we take Ā = 2ÿ we get

1 1 1 1 1 1 Ā2ÿ 1
|ąĀ 2 ąÿ | = |(1 + + + ⋯ + ) 2 (1 + + + ⋯ + )| > =
2 3 Ā 2 3 ÿ Ā 2
1
|ąĀ 2 ąÿ | > thus, (ąĀ ) is not a Cauchy sequence and so it diverges.
2

Exercise 4.5
Show that every subsequence of a bounded sequence is bounded.

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4.8 Infinite series

When the individual terms of a sequences ąĀ are summed a series of real numbers is obtained. If (þĀ )
is an infinite sequence then:∑∞ Ā=1 þĀ = þ1 + þ2 + ⋯ + þĀ + ⋯ is an infinite series. Then numbers
þ1 , þ2 , þ3 , & are terms of the series.
Definition: For the infinite series ∑∞ ā/
Ā=1 þĀ , the Ā partial sum is given by:

�㕆Ā = þ1 + þ2 + þ3 + ⋯ + þĀ .
If the sequence of partial sum (�㕆Ā ) converges to �㕆 then, the series ∑∞
Ā=1 þĀ converges. The limit �㕆 is
called the sum of the series.
�㕆 = þ1 + þ2 + þ3 + ⋯ + þĀ + ⋯ so �㕆 = ∑∞
Ā=1 þĀ .

If (�㕆Ā ) diverges then ∑∞

Ā=1 þĀ diverges.

Example 4.7
1 1 1 1
a) The series ∑∞
Ā=1 = + + + ⋯ has the following partial sums
2Ā 2 4 8
1 1 1 3 1 1 1 1 2Ā 21
�㕆1 = , �㕆1 = + = , & . , �㕆Ā = + + + ⋯ + =
2 2 4 4 2 4 8 2Ā 2Ā
2Ā 21
Because þÿÿ = 1. It follows that the series converge and its sum is 1.
Ā→∞ 2Ā
1 1 1 1 1
b) The Āā/ partial sum of the series ∑∞
Ā=1 ( 2 ) = (1 2 ) + ( 2 ) + ⋯ is given by
Ā Ā+1 2 2 3
1 1 1
�㕆Ā = 1 2 because the þÿÿ ( 2 ) = 1. Thus, the series converge and its sum is 1.
Ā+1 Ā→∞ Ā Ā+1

c) The series ∑∞
Ā=1 1 = 1, 1, 1, 1, 1, & diverges because �㕆Ā = Ā and the sequence of partial sums
diverges.
NB. The series in Example 4.7b) is a telescoping series of the form (ÿ1 2 ÿ2 ) + (ÿ2 2 ÿ3 ) +
(ÿ3 _ÿ4 ) + ⋯ . (ÿĀ21 2 ÿĀ ) + (ÿĀ 2 ÿĀ+1 ).
Because the sum of a telescoping series is given by �㕆Ā = ÿ1 2 ÿĀ+1 , it follows that a telescoping
series will converge if and only if ÿĀ approaches a finite number as Ā → >. Moreover, if the series
converges its sum is �㕆Ā = ÿ1 2 þÿÿ ÿĀ+1 .
Ā→∞

Writing a series in telescoping form

2
Find the sum of the series ∑∞
Ā=1 .
4Ā2 21

Solution
2 2 2 2
Using partial fractions, we write þĀ = = = + .
4Ā2 21 (2Ā21)(2Ā+1) 2Ā21 2Ā+1

1 1 1 1 1 1 1
The partial sums is �㕆Ā = ( 2 3) + (3 2 5) + ⋯ + (2Ā21 2 2Ā+1) = 1 2 2Ā+1 so the series
1
1 1
converge and its sum is þÿÿ �㕆Ā = þÿÿ (1 2 2Ā21
) = 1 2 þÿÿ 2Ā21 = 1 2 0 = 1.
Ā→∞ Ā→∞ Ā→∞

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4.9 Geometric series

A geometric series is given by ∑∞ Ā 2 Ā
Ā=0 þĄ = þ + þĄ + þĄ +≫. . > þĄ + ⋯. Provided þ b 0, Ą is
called the ratio.
Theorem 4.14
A geometric series with ratio Ą diverges if |Ą| g 1 and if 0 < |Ą| < 1 the series converges to the sum
ÿ
∑∞ Ā
Ā=0 þĄ = 12ÿ

Proof
It is easy to see that the series diverge if Ą = ±1. If 0 < |Ą| < 1 then
�㕆Ā = þ + þĄ + þĄ 2 + & + þĄ Ā22 + þĄ Ā21 . Let us multiply this equation by Ą to yield:
Ą�㕆Ā = þĄ + þĄ 2 + þĄ 3 + & + þĄ Ā21 + þĄ Ā
Subtracting Ą�㕆Ā from �㕆Ā we get:
(Ą 2 1)�㕆Ā = þ 2 þĄ Ā
ÿ(12ÿ Ā )
�㕆Ā = 12ÿ
, with Ą b 1
þ(12ĄĀ )
When |Ą| g 1, it follows that Ą Ā → > as Ā → > that is þÿÿ = > . Thus, the series diverge
Ā→∞ 12Ą

þ(12ĄĀ ) þ
When |Ą| < 1, it follows that Ą Ā → 0 as Ā → > that is þÿÿ = . Thus, the series converge
Ā→∞ 12Ą 12Ą
þ
and the sum is .
12Ą

Example 4.8
3 1 Ā
a) The geometric series ∑∞
Ā=0 = 3( )
2Ā 2
1 1 1
= 3(1) + 3 ( ) + 3(( ) + ⋯ has Ą = and þ = 3. Because 0 <
2 2 2
ÿ 3
|Ą| < 1 then the series converge and its sum is �㕆Ā = = 1 = 6.
12ÿ 12
2
3 Ā 3 9 3
b) The geometric series ∑∞Ā=0 (2) = 1 + 2 + 4 + ⋯ has Ą = 2. Since |Ą| g 1 then the series
diverge.
̅̅̅̅ as a ratio of two integers.
c) Use a geometric series to write 0. 08
Solution
8 8 8
For the repeated decimal 0. ̅̅
08̅̅, we write 0.08080808080808 & & & . = 2 + 4 + 6 + ⋯
10 10 10

8 1 Ā
= ∑∞
Ā=0 ( )( )
102 10 2

8 1
For this series we have þ = and Ą = so the series converge and the sum is given by
102 102
8
ÿ 8
�㕆Ā = 0. ̅̅
08̅̅ = = 102
1 =
12ÿ 12 2 99
10

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4.10 Properties of infinite series

Theorem 4.15
Let ∑ þĀ and ∑ ÿĀ be convergent series and let ý, þ and Ā be real numbers. If ∑ þĀ = ý and
∑ ÿĀ = þ, the following series converged to the indicated sums.
1) ∑∞
Ā=1 ĀþĀ = Āý 2) ∑∞
Ā=1(þĀ ± ÿÿ ) = ý ± þ

4.11 Convergent criterion for series

4.11.1 Limit of �㔧�㔭�㔡 term test for divergence
We first provide a proposition whose contrapositive gives the desired test criterion for divergence.
Proposition 4.1 (limit of �㖏þ�㖉 term for a convergent series)
If ∑∞
Ā=1 þĀ converges then þÿÿ þĀ = 0
Ā→∞

Proof
Assume that ∑∞
Ā=1 þĀ = þÿÿ �㕆Ā = 3 then because �㕆Ā = �㕆Ā21 + þĀ and þÿÿ �㕆Ā = þÿÿ �㕆Ā21 = 3
Ā→∞ Ā→∞ Ā→∞

it follows that 3 = þÿÿ �㕆Ā = þÿÿ (�㕆Ā21 + þĀ ) = þÿÿ (�㕆Ā21 ) + þÿÿ (þĀ ) = 3 + þÿÿ þĀ
Ā→∞ Ā→∞ Ā→∞ Ā→∞ Ā→∞

That is 3 = 3 + þÿÿ þĀ and so þÿÿ þĀ = 0 ∎

Ā→∞ Ā→∞

Proposition 4.2 (limit of �㖏þ�㖉 term test for divergence)

If þÿÿ þĀ b 0 then ∑∞
Ā=0 þĀ diverges. (Contrapositive of proposition 4.1)
Ā→∞

Example 4.9
1) For the series ∑∞ Ā
Ā=0 2 we have:

þÿÿ 2Ā = > so, the limit of the Āā/ term is not zero so the series diverge.
Ā→∞
Ā! Ā! 1
2) For the series ∑∞
Ā=1 we have þÿÿ = b 0 so, the series diverge.
2Ā!+1 Ā→∞ 2Ā!+1 2

4.11.2 Integral test

Proposition 4.3
If ă is positive, continuous and decreasing for ý g 1 and þĀ = ă(Ā) then:
∞
∑∞
Ā=1 þĀ and -1 ă(ý) āý either both diverge of converge.

Proof
Begin by partitioning the interval [1, Ā] into Ā 2 1 unit interval as illustrated on Figure 4.1 a and
4.1b. The total area of the inscribed rectangles and the circumscribed rectangles are as follows:
∑Āÿ=2 ă(ÿ) = ă(2) + ă(3) + ⋯ ă(Ā) inscribed rectangles
∑Ā=1
ÿ=1 ă(ÿ) = ă(1) + ă(2) + ⋯ ă(Ā 2 1) circumscribed rectangles

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The exact area under the graph iă from ý = 1 to ý = Ā lies between the inscribed area and the
circumscribed area.

þ
þ

Inscribed rectangles
Circumscribed rectangles
∑Āÿ=2 ă(ÿ) = ýĄĂþ
∑Ā21
ÿ=1 ă(ÿ) = ýĄĂþ

þĀ = ă(Ā) þĀ21 = ă(Ā 2 1)

1 2 3 4 Ā21 Ā x 1 2 3 4 Ā21 Ā x
Figure 4.1a Figure 4.1b

Ā
∑Āÿ=2 ă(ÿ) f -1 ă(ý) āý f ∑Ā=1
ÿ=1 ă(ÿ) (1)

Using the Āā/ partial sum, �㕆Ā = ă(1) + ă(2) + ⋯ ă(Ā) we write (1) as
Ā ∞
�㕆Ā 2 ă(1) f -1 ă(ý) āý f �㕆Ā21 , assuming that -1 ă(ý) āý to 3 it follows that for Ā g 1

�㕆Ā 2 ă(1) f 3 ⇒ ąĀ = 3 + ă(1)

Consequently ąĀ is bounded and monotonic and by Theorem 4.7, it converges. So ∑ þĀ converges.
For the other direction proof;
∞ Ā
Assume that the improper integral -1 ă(ý) āý diverges, then -1 ă(ý) āý approaches infinity as
Ā
Ā → > and the inequality �㕆Ā21 g -1 ă(ý) āý implies that (�㕆Ā ) diverges and so ∑ þĀ diverges. ∎

Example 4.10
Ā
Apply the integral test to the series ∑∞
Ā=1 Ā2 +1

Solution
ý 2ý 2 +1
ă(ý) = is positive and continuous for ý g 1. We find ă 2 (ý) = (ý 2 < 0 for ý > 1 and so ă
ý 2 +1 +1)2
is decreasing. ă satisfies the conditions for the integral test.
∞ ý 1 ∞ 2ý 1 Ā 2ý 1
So -1 āý = -1 āý = þÿÿ -1 āý = þÿÿ [þĀ(ÿ 2 + 1) + þĀ 2] = > so the series
ý 2 +1 2 ý 2 +1 2 Ā→∞ ý 2 +1 2 Ā→∞
diverge.

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4.11.3 P-series test

Proposition 4.4
1 1 1 1
A series of the form ∑∞
Ā=1 = + + +⋯
Ā�㕝 1�㕝 2�㕝 3�㕝

1) Converge if Ă > 1 and 2) Diverges if Ă f 1

Example 4.11
Discuss the convergence and divergence of
a) Harmonic series and b) p-series with Ă = 2.
Solution
1 1 1 1
a) By the p-series test, it follows that for the harmonic series ∑∞
Ā=1 Ā = + 2 + 3 + ⋯, Ă = 1 1
diverges.
1 1 1 1
b) It follows from the p-series test that the series ∑∞
Ā=1 = + + + ⋯ , Ă = 2 > 1 so
Ā2 12 22 32
the series converges.

Exercise 4.6
1) Use the integral test to determine the divergence and convergence of the following series
1 2 1 1 1 1 1
a) ∑∞
Ā=1 Ā+3 b) ∑∞ Ā=1 3Ā+5 c) + + + + ⋯ d) ∑∞
3 Ā=1 Ā2 +1
5 7 9
2) Explain why the integral test does not apply to the following series
21Ā ĀÿĀ Ā (ĀÿĀ Ā)2
a) ∑∞
Ā=1 Ā b) ∑∞Ā=1 2 + Ā c) ∑∞Ā=1 Ā
3) use the p-series test to determine the convergence of divergence of the following series.
1 1 1
a) ∑∞
Ā=1 5 b) 1 + + + ⋯
√Ā √2 √3

4.11.4 Comparison test

Direct comparison
Proposition 4.5
Let 0 < þĀ f ÿĀ for all Ā
1. If ∑∞ ∞ ∞
Ā=1 ÿĀ converges then ∑Ā=1 þĀ converges. 2. If ∑Ā=1 þĀ diverges then
∞
∑Ā=1 ÿĀ diverges
Proof
To prove the first property, let Ā = ∑∞ Ā=1 ÿĀ and let ąĀ = þ1 + þ2 + ⋯ þĀ . Because 0 < þĀ f ÿĀ
the sequences ą1 , ą2 , ą3 , &. is nondecreasing and bounded above by Ā, so it must converge. Because
þÿÿ ąĀ = ∑∞Ā=1 þĀ it follows that ∑ þĀ converges.
Ā→∞

The second property is logically equivalent to the first. ∎

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Example 4.7
1
1) Determine the convergent and divergent of the series ∑∞
Ā=1 1+3Ā

Solution
1 1
The series ∑∞
Ā=1 resembles ∑∞
Ā=1 converging geometric series. Term by term comparison
1+3Ā 3Ā
1 1 1 1
yields: þĀ =
2+3Ā
< = ÿĀ so, since ∑∞Ā=1 3Ā converges then ∑∞
Ā=1 also converges.
3Ā 1+3Ā
1
2) Determine the convergent and divergent of the series ∑∞
Ā=1 .
2+√Ā

Solution
1 1 1 1
The series ∑∞
Ā=1 resembles ∑∞
Ā=1 divergent p-series. And f Ā g 2 which does
2+√Ā √Ā 2+√Ā √Ā
∞ 1
not meet the requirement for divergence. We also compare with ∑Ā=1 divergent harmonic series.
Ā
1 1
þĀ = f = ÿĀ Ā g 4 and by the direct comparison test, the given series converge.
Ā 2+√Ā

Limit comparison
Proposition 4.6
ÿĀ
Suppose that þĀ > 0, ÿĀ > 0, and þÿÿ = 3 where 3 is finite and positive. Then the two series
Ā→∞ ĀĀ
∑ þĀ and ∑ ÿĀ either both diverge of converge.
Proof
ÿĀ ÿĀ
Because þĀ > 0, ÿĀ > 0 and þÿÿ = 3 there exists Ă > 0 such that 0 < = 3 + 1 for Ā g Ă.
Ā→∞ ĀĀ ĀĀ
This implies that 0 < þĀ < (3 + 1)ÿĀ . So, by the direct comparison test, the convergence of
Ā
∑ ÿĀ implies the convergence of ∑ þĀ . Similarly, the fact that þÿÿ Ā = 1/3 can be used to show
Ā→∞ ÿĀ
that the convergence of ∑ þĀ implies the convergence of ∑ ÿĀ . ∎
NB: Some examples of p-series to use in comparison tests for given series are in the table below
Given series p-series Conclusion
Ā 1 Both series converge
∑ ā ∑ 2
Ă�㖏 2 ă�㖏 + Ą Ā
Ā 1 Both series diverge
∑ ∑
√Ă�㖏 2 ā √Ā
�㖏ā 2 Āÿ 1 Both series converge
∑ ∑ 3
ă�㖏Ą+�㖏
Ă Ā

The table above suggests that when choosing a series for comparison one disregards all but the
highest powers of Ā in both the numerators and the denominator.

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Example 4.8
1
1) Show that the general harmonic series ∑∞
Ā=1 diverge.
ÿĀ+Ā

Solution
1 1 1 1
By comparing with ∑∞
Ā=1 Ā divergent harmonic series, we have þÿÿ ÷ = because this limit
Ā→∞ ÿĀ+Ā Ā ÿ
is finite and positive then, the given series diverges.
√Ā
2) Determine the convergence of divergence of ∑ Ā2 +1

Solution
√Ā 1
Compare the series with ∑ =∑ 3 convergent p-series
Ā2
Ā2

√Ā 1 Ā2
Because þÿÿ ÷ 3 = þÿÿ = 1 then by limit comparison test the given series converge.
Ā→∞ Ā2 Ā2 Ā→∞ Ā2 +1

Ā2Ā
3) Determine the convergence of divergence of ∑ .
4Ā3 +1

Solution
2Ā
Compare with ∑
Ā2
divergent series. Now that the series diverge, by Āā/ term test from the limit
Ā2Ā 2Ā 1 1
þÿÿ ÷ = þÿÿ 1 = so, the given series diverge.
Ā→∞ 4Ā3 +1 Ā2 Ā→∞ 4+( 3 ) 4
Ā

4.11.5 Alternating test

Proposition 4.7
Let þĀ > 0 the alternating series ∑(21)Ā þĀ and ∑(21)Ā+1 þĀ converges if the following
conditions are satisfied.
1) þÿÿ þĀ = 0. 2) þĀ+1 f þĀ for all Ā.
Ā→∞

Proof
Consider the alternating series ∑(21)Ā+1 þĀ . For this series, the partial sum (where 2Ā)
ą2Ā = (þ1 2 þ2 ) + (þ3 2 þ4 ) + (þ5 2 þ6 ) + ⋯ (þ2Ā21 2 þ2Ā ) has all nonnegative terms and
therefore the sequence (ą2Ā ) is a nondecreasing sequence, we can also write:
ą2Ā = þ1 2 (þ2 2 þ3 ) 2 (þ4 2 a5 ) 2 ⋯ 2 (a2n22 2 a2n ) 2 a2n which implies that s2n f a1 for
every integer n. So, (s2n ) is bounded, nondecreasing and converges to some value L. Because
s2n21 2 a2n = s2n and a2n → 0 we have lim s2n21 = lim s2n = lim a2n = L + lim a2n = L
n→∞ n→∞ n→∞ n→∞

Because both s2n and s2n21 converges to the same limit L, it follows that (sn ) also converges to L.
Consequently, the given alternating series converge. ∎

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4.11.6 Absolute convergence

Proposition 4.8
If a series ∑ |an | converges then the series ∑ an converge.
Because 0 f an + |an | f 2|an | for all n, the series ∑∞
n=1(a n + |a n |) converges by comparison with
the convergent series ∑ 2|an |. Furthermore because an = (an + |an |) + |an | we write e∑ an =
∑(an + |an | 2 ∑ |an | where both series on the right converge.
So, it follows that ∑ an converges. ∎
(21)n+1
The converse of proposition 4.8 is not true. For example, the alternating harmonic series ∑
n
converge by alternating series test. Yet the harmonic series diverge. This type of convergence is
called conditional.
Note: (1) ∑ an is absolutely convergent ∑ |an | converges
(2) ∑ an conditionally converges if ∑ an converges but ∑ |an | diverges

4.11.7 Ratio test

Proposition 4.9
Let ∑ an be a series with nonzero terms:
an+1
1) ∑ an converges if lim | |<1
n→∞ an
an+1
2) ∑ an diverges if lim | |>1
n→∞ an
an+1
3) The ratio test is inconsistent if lim | |=1
n→∞ an

4.11.8 Root test

Proposition 4. 10
Let ∑ an be a series,
n
1) ∑ an converges absolutely if √|an | < 1
n
2) ∑ an diverges absolutely if √|an | > 1
n
3) The root test is inconsistent if √|an | = 1

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UNIT FIVE
LIMITS AND CONTINUITY

5.1 Limit of a function

Definition:
Let ă be a function defined on an open interval containing Ā (expcept possibly at Ā) and let Ā be a
real number. Ā is called a limit of ă at Ā if given Ā > 0, there exists a ÿ > 0 (depending on Ā and
Ā ) such that: |ă 2 Ā| < Ā for all ý * Ć/Ă āāÿþÿĀ āă āĂăÿĀÿĆÿāĀ āă ă satisfying 0 < |ý 2 þ|ÿ.
We write lim ă = Ā.
x→c
Or
1) Suppose ă is defined for all real numbers ý > ÿ where ÿ * ℝ, then 3 * ℝ is the limit of ă
as ý tends to > if, given Ā > 0 there exist a real number ÿ such that |ă 2 3| < Ā whenever
ý > ÿ and lim ă = 3.
x→c
2) Suppose ă is defined for all real numbers ý < ÿ where ÿ * ℝ, then 3 * ℝ is the limit of ă
as ý tends to 2> denoted by and lim ă = 3 if, given Ā > 0 there exist a real number ÿ
x→c
such that |ă 2 3| < Ā whenever ý < ÿ.

Example 5.1
1) Show that lim ý 2 = 4.
x→2

Let Ā > 0 be given. We need to produce a ÿ>0 whenever 0 < |ý 2 2| < ÿ

Now we have |ý 2 2 4| = |(ý + 2)(ý 2 2)| = |ý 2 2||ý + 2|
Consider all ý which satisfy the inequality |ý 2 2| < 1. Then, for all such ý we have 1 < ý < 3
�㔖
Thus |2 + 2 f |ý| + 2 < 3 + 2 = 5. Choose ÿ = max{1, }. Then, whenever 0 < |ý 2 2| < ÿ
5
we have that |ý 2 2 4| < Ā.
2) Show that and lim(ý 2 + 2ý) = 15.
x→3
Let Ā > 0 be given. We need to find a ÿ > 0 such that: |(ý 2 2 2ý) 2 15| < Ā for all ý
satisfying 0 < |ý 2 3| < ÿ.
Note that |(ý 2 + 2ý) 2 15| = |(ý + 5)(ý 2 3)| = |ý + 5||ý 2 3| since we are interested in
the value of ý near 3, we may consider those values of ý satisfying the inequality |ý 2 3| < 1
i.e. 2 < ý < 4 . For all these values we have that |ý + 5| < 9. Therefore, if |ý 2 3| < 1 we
�㔖
have that |(ý 2 + 2ý) 2 15| < 9|ý 2 3|. Choose ÿ = max{1, }, then, working backwards,
9
we have that: |(ý 2 + 2ý) 2 15| < Ā for all ý satisfying 0 < |ý 2 3| < ÿ
2ý+3
3) Show that and lim = 1.
x→21 ý+2
Solution
2ý+3
Let Ā > 0 be given. We need to find a ÿ > 0 such that: | 2 1| < Ā for all ý satisfying
ý+2
1 3 1
0 < |ý + 1| < ÿ. Consider values of ý which satisfy |ý + 1| < i.e. 2 < ý < 2 .
2 2 2
Recognizing that |ý + 2| = |ý 2 (22)| as the distance from ý to 22 we have
3 1 2ý+3 ý+1 |ý+1|
|ý + 2| = |ý 2 (22)| > |2 2 (22)| = . Thus, |
2
2 1|
2
= | | = |ý+2|
ý+2
< 2|ý + 1|
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1 �㔖 2ý+3
Choose ÿ = max { , } . Then whoever ā < |ý + 1| < ÿ we have that | 2 1| < Ā .
2 2 ý+2

|ý| 1 ÿă ý > 0
4) Show that lim ă(ý) where ă(ý) = ={ does not exists.
x→0 ý 21 ÿă ý < ý
Solution
Assume that the limit exists and lim ă(ý) = Ā. Then with Ā = 1 there is a ÿ > 0 such that
x→0
2ÿ ÿ
|ă(ý) 2 Ā| < 1 for all ý satisfying 0 < ý < ÿ. Taking ý = , we have that |ý| = < ÿ and
2 2
so, 1 > |ă(ý) 2 Ā| = |21 2 Ā| = |Ā + 1| ⇒ |Ā + 1| < 1
⇒ 22 < Ā < 0 …………………….. (*)
ÿ ÿ
On the other hand, if ý = , we have |ý| = 2 < ÿ so 21 > |ă(ý) 2 Ā| = |1 2 Ā| = |Ā 2 1|
2
⇒ |Ā 2 1| < 1
⇒ 0 < ý < 2 ………………………. (**)
Therefore, there is no real number that simultaneously satisfy equations (*) and (**). So,
lim ă(ý) does not exit.
x→0
1
5) Show that lim ýąÿĀ = 0
ý
x→0
Solution
1
Let Ā > 0 be given. We need to find a ÿ > 0, such that: |ýąÿĀ | < Ā for all ý satisfying
ý
1 1
0 < |ý| < ÿ. We have |ýąÿĀ | < |ý| < Ā. Which proves that that lim ýąÿĀ = 0
ý x→0 ý
1 ÿă ý * ℚ
6) Consider the function ă: ℝ → {0,1} given by ă(ý) = {
0 ÿă ý * ℝ\ℚ
Show that if þ * ℝ, then that lim ă(ý) does not exist.
x→a

Solution
1
Assume that there is an Ā * ℝ such that that lim ă(ý) = Ā. Then with Ā = , there exist a ÿ > 0
x→a 4
such that |ă(ý) 2 Ā| < Ā for all ý satisfying 0 < ý 2 þ < ÿ.
1
If ý * ℚ then, we have |1 2 Ā| < whenever, 0 < ý 2 þ < ÿ.
4
1
If ý * ℝ\ℚ then, we have |Ā| < whenever, 0 < ý 2 þ < ÿ.
4

Since the set {ý * ℝ: ā < |ý 2 þ| < ÿ} contains both rational and irrationals, we have that
1 1 1
1 = |1 2 0| = |1 2 Ā + Ā| f |1 2 Ā| + |Ā| < + = .
4 4 2
1
⇒ 1 < , which is absurd. And so lim ă(ý) does not exist.
2 x→a

7) Given lim(2ý 2 5) = 1, find ÿ such that |2ý 2 5) 2 1| < 0.01 whenever 0 < ý 2 3 < ÿ
x→3
Solution
Given Ā = 0.01. To find ÿ notice that |(2ý 2 5) 2 1| = |2ý 2 6| = 2|ý 2 3| < 0.01
1
Choose ÿ = (0.01) = 0.005, then 0 < |ý 2 3| < 0.005 implies that
2
|(2ý 2 5) 2 1| = 2|ý3 | < 2(0.005) = 0.001 = Ā. So ÿ = 0.005.

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Exercise 5.1
Use Ā 2 ÿ definition of limits to prove that:
a) lim(3ý 2 2) = 4
x→2
b) lim(ý + 4) = 8
x→4
c) lim (ý 2 + 3ý) = 0
x→23
Theorem 5.1
Let ă be defined in some open interval �㔼 containing þ * ℝ except possibly at þ. The lim ă (ý) = Ā
x→a
if and only if for every sequence þĀ ⊂ �㔼{þ} such that lim þĀ = Ā we have lim ă(þĀ ) = Ā.
n→∞ n→∞

Prove
Assume that lim ă (ý) = Ā and þĀ ⊂ �㔼{þ} be a sequence such that lim þĀ = Ā. Then given Ā > 0,
x→a n→∞
there exists a ÿ > 0 and a Ă * ℕ such that |ă(ý) 2 Ā| < Ā for all ý * �㔼 satisfying ā < ý < ÿ and
|þĀ 2 þ| < ÿ for all Ā g Ă. Now, 0 < |þĀ 2 þ| < ÿ since þĀ b þ for all Ā g Ă. Thus
|ă(þĀ ) 2 Ā| < Ā for all Ā g Ă. Therefore, lim ă(þĀ ) → Ā.
n→∞

For the converse, assume that for every þĀ ⊂ �㔼{þ} such that lim þĀ = Ā, we have lim ă(þĀ ) = Ā.
n→∞ n→∞

Claim that lim ă (ý) = Ā. If the claim were false, then there would exist an Āā > 0 such that for every
x→a
1
ÿ > 0 with 0 < |ý 2 þ| < ÿ, we have |ă(ý) 2 Ā| g Āā . Let Ā * Ă and take ÿ = , then we can find
Ā
1
þĀ * �㔼{þ} such that 0 < |þĀ 2 þ| < and |ă(þĀ ) 2 Ā| g Āā .
Ā

Clearly þĀ is a sequence in �㔼\{þ} with the property that lim þĀ = þ and |ă(þĀ ) 2 Ā| g Āā for all
n→∞
Ā * ℕ . Thus that lim ă(þĀ ) b Ā this is a contradiction. ∎
n→∞

Theorem 5.2 (uniqueness of limits)

Let ă be a function which is defined on some open interval �㔼 containing þ, except possibly at þ. If
lim ă (ý) = Ā1 and lim ă (ý) = Ā2 then Ā1 = Ā2
x→a x→a

Proof
|ÿ1 2ÿ2 |
If Ā1 b Ā2 , let Ā = 3
. Then there is a ÿ1 > 0 and ÿ2 > 0 such that
�㔖 �㔖
|ă(ý) 2 Ā1 | < whenever ý * �㔼 and 0 < |ý 2 þ| < ÿ1 and |ă(ý) 2 Ā2 | < whenever ý * �㔼 and
2 2
0 < |ý 2 þ| < ÿ2 . Let ÿ = max{ÿ1 , ÿ2 }. Then whenever, 0 < |ý 2 þ| < ÿ we have
Ā Ā |Ā1 2 Ā2 | |Ā1 2 Ā2 | |Ā1 2 Ā2 |
0 < |Ā1 2 Ā2 | f |ă(ý) 2 Ā1 | + |ă(ý) 2 Ā2 | < + = + =
2 2 6 6 3
|ÿ1 2ÿ2 |
⇒ |Ā1 2 Ā2 | < 3
, which is impossible and so Ā1 = Ā2 . ∎

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5.2 Algebra of limits

Theorem 5.3
Let Ā1 , Ā2 , þ * ℝ. Suppose that ă and Ą are real valued functions defined on some open interval �㔼
containing þ, except possibly at þ itself, and that lim ă(ý) = Ā1 and lim Ą(ý) = Ā2 then,
ý→ÿ ý→ÿ

a) lim [ă(ý) ± Ą(ý) = Ā1 ± Ā2

ý→ÿ
b) lim ă(ý)Ą(ý) = Ā1 Ā2
ý→ÿ
Ā(ý) ÿ
c) lim = ÿ1 provided Ą(ý) b 0 ∀ý * �㔼 and Ā2 b 0
ý→ÿ ā(ý) 2

Proof
a) Let Ā >= 0 be given. Then there exists ÿ1 > 0 and ÿ2 > 0 such that:
�㔖
|ă(ý) 2 Ā1 | < whenever, ý * �㔼 and 0 < |ý 2 þ| < ÿ1 and
2
�㔖
|Ą(ý) 2 Ā2 | < whenever, ý * �㔼 and 0 < |ý 2 þ| < ÿ2
2
Let ÿ = max{ÿ1 , ÿ2 }. Then, whenever ý * �㔼 and 0 < |ý 2 þ| < ÿ we have:
|[ă(ý) + Ą(ý)] 2 [Ā1 + Ā2 ]| = |[ă(ý) 2 Ā1 + [Ą(ý) 2 Ā2 ] < |ă(ý) 2 Ā1 | + |Ą(ý) 2 Ā2 |
Ā Ā
< + =Ā
2 Ă
Thus lim [ă(ý) + Ą(ý) = Ā1 + Ā2
ý→ÿ
A similar argument shows that lim [ă(ý) 2 Ą(ý) = Ā1 2 Ā2
ý→ÿ
b) With Ā = 1, there exists a ÿ1 > 0 such that |ă(ý) 2 Ā1 | < 1 whenever ý * �㔼 and
0 < |ý 2 þ| < ÿ1 .
This implies that |ă(ý)| < |ă(ý) 2 Ā1 | + |Ā1 | < 1 < 1 + Ā1 whenever ý * �㔼 ý * �㔼 and
0 < |ý 2 þ| < ÿ1 .
Now ý * �㔼 with 0 < |ý 2 þ| < ÿ1 we have
|ă(ý)Ą(ý) 2 Ā1 Ā2 | = |ă(ý)Ą(ý) 2 ă(ý)Ā2 + ă(ý)Ā2 2 Ā1 Ā2 |
f |ă(ý)||Ą(ý) 2 Ā2 | + |Ā2 ||ă(ý) 2 Ā1 |
f (1 + Ā1 )|Ą(ý) 2 Ā2 |Ā2 ||ă(ý) 2 Ā1 |
Given Ā > 0 there exists ÿ2 > 0 and ÿ3 > 0 such that
�㔖
|ă(ý) 2 Ā1 | < whenever ý * �㔼 with 0 < |ý 2 þ| < ÿ2 and
2(1+ÿ ) 2
�㔖
|Ą(ý) 2 Ā2 | < whenever ý * �㔼 with 0 < |ý 2 þ| < ÿ3
2(1+ÿ2 )
Let ÿ = max{ÿ1 , ÿ2 , ÿ3 }. Then, whenever ý * �㔼 with 0 < |ý 2 þ| < ÿ we have
Ā Ā
|ă(ý)Ą(ý) 2 Ā1 Ā2 | f (1 + Ā1 ) [ ] + Ā2 [ ]
2(1 + Ā2 ) 2(1 + Ā2 )
�㔖 �㔖
< (1 + Ā1 ) [ ] + (Ā2 + 1) [ ]
2(1+ÿ2 ) 2(1+ÿ2 )
Ā �㔖
< + =¸
2 2

Thus lim ă(ý)Ą(ý) = Ā1 Ā2

ý→ÿ

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1 1
c) It is enough to show that lim = provided Ą(ý) b 0 for all ý * �㔼 and Ā2 b 0. Since Ā2 b
ý→ÿ ā ÿ2
|ÿ | |ÿ |
0, Ā = 22 >0. Therefore, there exists a ÿ1 > 0 such that |Ą(ý) 2 Ā2 | < 22 whenever ý * �㔼
and 0 < |ý 2 þ| < ÿ1.
Now for all ý * �㔼 satisfying 0 < |ý 2 þ| < ÿ1 we have
|Ā2 |
|Ā2 | f |Ā2 2 Ą(ý)| + |Ą(ý)| < + |Ą(ý)|
2
|ÿ | |ÿ |
⇒ |Ā2 | 2 22 < |Ą(ý)| that is 22 < |Ą(ý)| for all ý * �㔼 satisfying 0 < |ý 2 þ| < ÿ1 . It now
follows that for all ý * �㔼 satisfying 0 < |ý 2 þ| < ÿ1
1 1 Ā2 2 Ą(ý) 2|Ā2 2 Ą(ý)| 2|Ā2 2 Ą(ý)|
| 2 |<| |< =
Ą(ý) Ā2 Ā2 Ą(ý) |Ā2 |Ā_2| |Ā22 |
�㔖ÿ2
Given Ā > 0, there exist ÿ2 > 0 such that |Ą(ý) 2 Ā2 | < 2 whenever ý * �㔼 and
2
0 < |ý 2 þ| < ÿ1 .
Let max{ÿ1 , ÿ2 , ÿ3 }. Then, whenever ý * �㔼 with 0 < |ý 2 þ| < ÿ we have
1 1 2|Ā2 2 Ą(ý)| ĀĀ22 2
| 2 |f < . =Ā
Ą(ý) Ā2 |Ā22 | 2 Ā22
1 1 Ā(ý) 1 1 ÿ
Thus, lim = and from part b) of theorem 5.3, lim = lim . ă(ý) = . Ā1 = ÿ1 ∎
ý→ÿ ā ÿ2 ý→ÿ ā(ý) ý→ÿ ā(ý) ÿ2 2

Theorem 5.4
Let Ā1 , Ā2 , þ * ℝ. Suppose that ă and Ą are real valued functions defined on some open interval �㔼
containing þ, except possibly at þ itself and that ă(ý) f Ą(ý). If lim ă(ý) = Ā1 and lim Ą(ý) = Ā2
ý→ÿ ý→ÿ
then Ā1 f Ā2 .
Prove (Left to the reader)
Theorem 5.5
Let ă, Ą and / be real valued function which are defined on some open interval �㔼 containing þ, except
possibly at þ and that f(ý) f Ą(ý) f /(ý) for all ý * �㔼 if lim ă(ý) = Ā, lim /(ý) = Ā, then
ý→ÿ ý→ÿ
lim Ą(ý) = Ā.
ý→ÿ

Exercise 5.2
1. Prove Theorem 5.4
2. Prove Theorem 5.5
3. Find the limits of
ý 2 +ý26
a) lim
ý→23 ý+3
√ý+121
b) lim
ý→0 ý

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5.3 Continuity of functions

Definition:
Continuity at appoint: A function �㖇 is continuous at �㖄 if the following conditions are met.
i) ă(Ā) is defined
ii) lim ă(ý) exists
ý→ā
iii) lim ă(ý) = ă(Ā)
ý→ā
Continuity on an open interval: a function �㖇 is said to continuous at an open interval (þ, ÿ) if its
continuous at each point in the interval. A function that is continuous on the entire real line
(2>, +>) is everywhere continuous.
Or
1) Let �㔷 ⊆ ℝ and ă: �㔷 → ℝ. Then function �㖇 is said to be continuous at �㖂 * �㕫 if given Ā >
0 there exist a ÿ > 0 such that |ă(ý) 2 ă(þ)| < Ā whenever ý * �㔷 and |ý 2 þ| < ÿ.
2) Let �㔷 ⊆ ℝ and ă: �㔷 → ℝ. Then function �㖇 is said to be continuous at �㖂 * �㕫 if for each
Ā 2 ĀĂÿĄ/ÿāćĄ/āāā Ă(ă(þ), Ā) of ă(þ) there is ÿ 2 ĀĂÿĄ/ÿāćĄ/āāā Ă(þ, ÿ) of þ such
that ă(ý) * Ă(ă(þ), Ā) whenever ý * Ă(þ, ÿ) + �㔷.

Example 5.2
1. Show that ă(ý) = ý 2 is continuous on ℝ
Solution
Let Ā > 0 be given and þ * ℝ. We need to produce a ÿ > 0 such that:
|ă(ý) 2 ă(þ)| < Ā whenever |ý 2 þ| < ÿ.
Now |ă(ý) 2 ă(þ)| = |ý 2 2 þ2 | = |(ý + þ)(ý 2 þ)| since we need the behavior of ă near þ, we
may restrict our attention to those real numbers ý that satisfy the inequality |ý 2 þ| < 1.
ÿ. Ă. þ 2 1 < ý < þ + 1 therefore, for all those real numbers we have
�㔖
|ý + þ| f |ý| + |þ| f |þ + 1| + |þ| f 1 + 2|þ| . Now take ÿ = min {1, } . Then, |ý 2 þ| < ÿ
1+2|ÿ|

Thus, ă is continuous at þ. Since þ was arbitrary chosen from ℝ, it follows that ă is continuous on
ℝ.
1
ýąÿĀ ÿă ý b 0
2. Show that the function ă(ý) = { ý is not continuous at 0.
0 ÿă ý = 0
Solution
Let Ā > 0 be given. We need to produce a ÿ > 0 such that:
1 1
ă(ý) 2 ă(0) < Ā whenever |ý 2 0| < ÿ. Now |ă(ý) 2 ă(0)| = |ýąÿĀ 2 0| = |ý|| sin | f |ý|
ý ý
1
Choose 0 < ÿ f Ā. Then, |ý 2 0| < ÿ implies that |ă(ý) 2 ă(0)| = |ýąÿĀ 2 0| f |ý| < ÿ f Ā
ý

Thus, ă is continuous at 0.
1 ÿă ý * ℚ
3. Show that the function ă: ℝ → {21,1} given by ă(ý) = { is discontinuous
21 ÿă ý * ℝ\ℚ
at every real number.
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Solution
Assume that ă is continuous at some number þ * ℝ. Then, given Ā = 1 there exists a ÿ > 0 such
that |ă(ý) 2 ă(þ) < Ā whenever |ý 2 þ| < ÿ. Since rational numbers and irrational numbers are
dense in ℝ, the interval |ý 2 þ| < ÿ contains both rational and irrationals. If ý * ℚ and |ý 2 þ| <
ÿ, then |1 2 ă(þ)| < 1 whenever 0 < ă(þ) < 2,
On the other hand, if ý * ℝ\ℚ and |ý 2 þ| < ÿ then |21 2 ă(þ)| < 1 whenever 22 < ă(þ) < 0.
But there is no real number which simultaneous satisfy the inequalities 0 < ă(þ) < 2 and 22 <
ă(þ) < 0.
Therefore ă is discontinuous at every þ * ℝ.
1
4. Show that ă(ý) = is continuous at 1.
ý

Solution
Let Ā > 0 be given. We need to find a ÿ > 0 such that |ă(ý) 2 ă(1)| < Ā whenever |ý 2 1| < ÿ.
1
Since we are interested in the values of ý for which |ý 2 1| < . These ý values satisfy the inequality
2
1 3 1
< ý < . Now for all ý which satisfy |ý 2 1| < we have
2 2 2
1 ý21 1 �㔖
|ă(ý) 2 ă(1)| = | 2 1| = | | < 2|ý 2 1|. Chose ÿ = min { , }. Then, whenever |ý 2 1| < ÿ
ý ý 2 2
1
we have that | 2 1| < Ā
ý

Theorem 5.6
Let �㔷 ⊂ ℝ and ă: �㔷 → ℝ. Then ă is continuous at þ * �㔷 if and only if for every sequence (þĀ ) ⊂ �㔷
such that lim þĀ = þ, we have that lim ă(þĀ ) = ă(þ).
Ā→∞ Ā→∞

Proof.
Suppose that ă is continuous at þ * �㔷 and that (þĀ ) a sequence in �㔷 such that the lim þĀ = þ. Given
Ā→∞
Ā > 0, there exist a ÿ > 0 and an Ă * ℕ such that |ă(ý) 2 ă(þ)| < Ā whenever |ý 2 þ| < ÿ and
|ý 2 þĀ | < ÿ for all Ā g Ă.
Therefore |ă(ýĀ ) 2 ă(þĀ ) < Ā for all Ā g Ă. That is lim ă(þĀ ) = ă(þ).
Ā→∞

For the converse, assume that for every sequence (þĀ ) ⊂ �㔷 such that lim þĀ = þ we have
Ā→∞
lim ă(þĀ ) = ă(þ) and that ă is not continuous at þ. Then, there exist an Āā > 0 such that for every
Ā→∞
1
ÿ > 0 with 0 < |ý 2 þ| < ÿ we have |ă(ý) 2 ă(þ)| g Āā . For Ā * ℕ, let ÿ = and then we can
Ā
1
find þ * �㔷 such that 0 < |þĀ 2 þ| > and |ă(þĀ ) 2 ă(þ)| g Āā .
Ā

Clearly, (þĀ ) is a sequence in �㔷 with the property that lim þĀ = þ and |ă(þĀ ) 2 ă(þ)| g Āā for all
Ā→∞
Ā * ℕ. That is lim ă(þĀ ) b ă(þ) a contradiction. ∎
Ā→∞

Example 5.3
Ā+1
Find the limit of the sequences {3Ā ( )}, if it exists
Ā
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Solution
Ā+1
Since lim = 1 and the function ă(ý) = 3Ā ý is continuous on (0, >), if follows from Theorem
Ā→∞ Ā
Ā+1
5.6 that lim 3Ā ( ) = 3Ā . 1 = 0
Ā→∞ Ā

Ā+1
That is the sequence {3Ā ( )} converges to zero. ∎
Ā

Exercise 5.3
ý ÿă ý * ℚ
Show that the function ă(ý) = { is continuous at ý = 0
2ý ÿă ý ÿĀℝ\ℚ
Theorem 5.7
Let ă and Ą be functions with a common domain �㔷 * ℝ and let þ * �㔷. If ă and Ą are continuous
at þ then so are the functions (i) ă ± Ą (ii) Āă for each Ā * ℝ (iii) |ă|.
Theorem 5.8
Let ă be a function which is continuous at þ * ℝ. Suppose that Ą is a function which is
continuous at the point ă(þ). Then the composition function Ąāă is also continuous at þ.

5.4 The intermediate value theory

Theorem 5.9 (Intermediate Value Theorem)
If ă is a continuous function on a closed interval [þ, ÿ] and ă(þ) b ă(ÿ) then for each number
ý between ă(þ) and ă(ÿ) there is a point Ā * [þ, ÿ] such that ă(Ā) = ý.
Proof
For definiteness, assume that ă(þ) < ă(ÿ).
Let �㕆 = {ý * [þ, ÿ]: ă f ý}. Then �㕆 b �㔙 since þ * �㕆. Thus Ā = ąćĂ�㕆 exists as a real number in
[þ, ÿ], by Theorem 4.5 there exists a sequence (ýĀ ) in �㕆 such that lim ýĀ = Ā . Since þ f Ā f ÿ
Ā→∞
for each Ā * ℕ we have that þ f Ā f ÿ, and so ă is continuous at Ā. This implies that
lim ă(ýĀ ) = ă(Ā) .
Ā→∞

As ă(ýĀ ) f ý for each Ā * ℕ, we deduce that ă(Ā) f ý, and so, Ā * �㕆. It now remains to show
1
that since Ā * �㕆, and Ā = ąćĂ�㕆, Ā + + �㕆 for each Ā * ℕ. Also, since ý < ă(ÿ) we have that Ā <
Ā
1
ÿ. Therefore, there exists an Ā * ℕ such that 0 < < ÿ 2 Ā. Hence for each Ā g Ă we have that
ā
1 1 1 1
< ÿ 2 Ā i.e. Ā + < ÿ . this implies that for all Ā g Ă, Ā + * [þ, ÿ] and Ā + + �㕆. Thus
Ā Ā Ā Ā
1
ă (Ā + ) > ý for all Ā g Ă. By the continuity of ă we obtain that ă(Ā) g ý hence ă(Ā) = ý. ∎
Ā

Theorem 5.9 (Fixed point theorem)

If ă is continuous on a closed interval [þ, ÿ] and ă(ý) * [þ, ÿ] for each ý * [þ, ÿ], then ă has a
fixed point. i.e. there is a point Ā * [þ, ÿ] such that ă(Ā) = ý.

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5.5 Uniform continuity

Definition:
Let �㔷 ⊆ ℝ and ă: �㔷 → ℝ. The function ă is said to be uniformly continuous on �㔷 if given any
Ā > 0 there exist a ÿ > 0 such that |ă(ý) 2 ă(þ)| < Ā whenever ý, þ * �㔷 and |ý 2 þ| < ÿ.
The most important point to note here is that ÿ does not depend on any particular point of the
domain �㔷- the same ÿ works for all paints of �㔷.

Example 5.4
1) Show that the functionă(ý) = ý is uniformly continuous on ℝ .
Solution
Let Ā > 0 be given. We must produce ÿ > 0 such that |ă(ý) 2 ă(þ)| < Ā whenever ý, þ * ℝ and
|ý 2 þ| < ÿ. Since |ă(ý) 2 ă(þ)| = |ý 2 þ| we may choose 0 < ÿ f Ā. Then for all ý, þ * ℝ with
|ý 2 þ| < ÿ we have |ă(ý) 2 ă(þ)| = |ý 2 þ| < ÿ f Ā. Thus ă is uniformly continuous on ℝ.
2) Show that ă(ý) = ý 2 is not uniformly continuous on ℝ.
Solution
Let Ā > 0 be given. We must show that for every ÿ > 0 there exist ý, þ * ℝ such that |ý 2 þ| <
ÿ 2�㔖
ÿ and |ă(ý) 2 ă(þ)| = |ý 2 2 þ 2 | g Ā. Choose ý, þ * ℝ with ý 2 þ = and ý + þ = .
2 ÿ
2�㔖 ÿ
Then |ý 2 þ| < ÿ and |ý 2 2 þ 2 | = |ý 2 þ||ý + þ| g . = Ā. Thus ă is not continuous on ℝ.
ÿ 2

3) Show that the function ă(ý) = ý 2 is continuous on [21, 1].

Solution
Let Ā > 0 be given. Then for all ý, þ * [21, 1] we have |ă(ý) 2 ă(þ)| = |ý 2 2 þ 2 | =
�㔖
|ý + þ||ý 2 þ| f 2|ý 2 þ|. Choose ÿ = . Then for all ý, þ * [21, 1] with |ý 2 þ| < ÿ we have
2
Ā
|ă(ý) 2 ă(þ)| < |ý 2 2 þ 2 | = |ý + þ||ý 2 þ| f 2|ý 2 þ| < 2. = Ā.
2
Therefore ă is uniformly continuous on [21, 1].
Exercise 5.4
1
Show that ă(ý) = is not uniformly continuous on [0, 1].
ý
Theorem 5.10
If ă: �㔷 → ℝ is uniformly continuous on �㔷, then it is continuous on �㔷.
5.6 Discontinuity
If ý is a point in the domain of definition of the function ă at which ă is not continuous we say that
ăis discontinuous at ý or ă has a discontinuity at ý.
If the function is defined on an interval, the discontinuity is divided into two:
(1) Let ă be defined on (þ, ÿ). If ă is discontinuous at point ý and if ă(ý + ) and ă(ý 2 ) exist the
ă is said to have a discontinuity of the 1st kind or simple discontinuity.
(2) Otherwise the discontinuity is said to be of the 2nd kind.
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UNIT SIX
DIFFERENTIATION

6.1 Derivative of a function

Definition:
Ā(ý)2Ā(ā)
Let ă be defined and real valued on [þ, ÿ]. For any point Ā * [þ, ÿ], form a quotient and
ý2ā
2 (ý) Ā(ý)2Ā(ā)
define ă = lim provided the limits exists.
ý→ā ý2ā
2
ă is called derivative of ă.

Observation
1. If ă 2 is defined at point ý then ă is differentiable at ý.
2. ă 2 (Ā) exists if and only iff for a real number Ā > 0 ∃ a real number ÿ > 0 such that
Ā(ý)2Ā(ā)
| | < Ā whenever |ý 2 Ā| < ÿ.
ý2ā
Ā(ā+/)2Ā(ā)
3. �㔼ă ý 2 Ā = / then, we have: ă 2 (Ā) = lim .
/→0 /
4. ă is differentiable at Ā if and only if Ā is removable discontinuity of the function
Ā(ý)2Ā(ā)
�㔙(ý) = .
ý2ā

Example 6.1
1
ý 2 sin ý ; ýb0
1. A function ă: ℝ → ℝ defined by ă(ý) = {
0 ý=0
This function is differentiable at ý = 0 because:
1 1
ă(ý) 2 ă(0) ý 2 sin 2 0 ý 2 sin
lim = lim ý = lim ý = limýąÿĀ 1 = 0
ý→0 ý20 ý→0 ý20 ý→0 ý ý→0 ý
2. Let ă(ý) = ý Ā , Ā g 0 (n is an integer), ý * ℝ. Then:
ă(ý) 2 ă(Ā) ýĀ 2 ĀĀ (ý 2 Ā)(ý Ā21 + Āý Ā22 + ⋯ + Ā Ā22 ý + Ā Ā21 )
lim = lim = lim
ý→ā ý2Ā ý→ā ý 2 Ā ý→ā ý2Ā
= lim (ý 2 Ā)(ý Ā21 + Āý Ā22 + ⋯ + Ā Ā22 ý + Ā Ā21 )
ý→ā
= ĀĀ Ā21
Implying that ă is differentiable everywhere and ă 2 (ý) = Āý Ā21 .
Theorem 6.1
Let ă be defined on [þ, ÿ], if ăis differentiable at a point ý * [þ, ÿ], then ăis continuous at ý.
Proof
Ā(ā)2Ā(ý)
We want that lim = ă 2 (ý) where Ć b ý and þ < Ć < ÿ.
ā→ý ā2ý

Ā(ā)2Ā(ý)
Now lim( ă(Ć) 2 ă(ý)) = lim . lim(Ć 2 ý) = ă 2 (ý). 0 = 0
ā→ý ā→ý ā2ý ā→ý
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Implying that lim ă(Ć) = ă(ý) which shows that ă is continuous at ý. ∎

ā→ý

Note that the converse of Theorem 6.1 does not hold.

Example 6.2
ý2 ÿă ý > 1
Let ă be defined by ă(ý) = { 3
ý ÿă ý f 1
Ā(ý)2Ā(1) Ā(1+/)2Ā(1) (1+/)2 2(1) /2 +2/+121
Then �㔷 + ă(1) = lim =lim = lim = lim =2
ý→1+/ ý21 /→0 1+/21 /→0 / /→0 /
/→0

Ā(ý)2Ā(1) Ā(12/)2Ā(1) (12/)3 2(1) 123/+3/2 2/3 21

And �㔷2 ă(1) = lim =lim = lim = lim =3
ý→12/ ý21 /→0 12/21 /→0 2/ /→0 2/
/→0

Since �㔷+ ă(ý) b �㔷 2 ă(ý) then ă 2 (1) does not exist.

6.2 Rules of differentiation

Theorem 6.2 (Rules of differentiation)
Suppose ă and Ą are differentiable on [þ, ÿ] and are differentiable at a point ý on [a, b], then ă + Ą,
Ā
㥠and are differentiable at ý and
ā

i) (ă + Ą)2 (ý) = ă 2 (ý) + Ą2 (ý) ii) (ăĄ)2 (ý) = Ą(ý)ă 2 (ý) + ă(ý)Ą2 (ý)
Ā 2 ā(ý)Ā 2 (ý)2Ā(ý)ā2 (ý)
iii) ( ) (ý) = [ā(ý)]2
ā

6.3 Local Maximum

Let ă be a real valued function defined on a metric space �㕋, we say that ă has a local maximum at
point Ă * �㕋 if there exists ÿ > 0 such that ă(ă) f ă(Ă) ∀ă, Ă * �㕋 with ā(Ă, ă) < ÿ.
Local minimum is defined otherwise.
Theorem 6.3
Let ă be defined on [þ, ÿ], if ă has a local maximum at a point ý * [þ, ÿ] and if ă(Ć) exists then
ă 2 (ý) = 0. (the analogy for local minimum is of course also true)
Proof
Choose ÿ such that þ < ý 2 ÿ < ý < ý + ÿ < ÿ.
Ā(ā)2Ā(ý)
Now if ý 2 ÿ < Ć < ý then, g 0. Taking limits at Ć → ý we get
ā2ý

ă 2 (ý) g 0 --------------------------------------------------(1)
Ā(ā)2Ā(ý)
If ý < Ć < ý + ÿ then, f 0. Again, taking limits as Ć → ý we get
ā2ý

ă 2 (ý) f 0 --------------------------------------------------(2)
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Combining (1) and (2) we get that ă 2 (ý) = 0 . ∎

6.4 Generalization of Mean Value theorem (MVT)
Theorem 6.4
If ă and Ą are continuous real valued functions on closed interval [þ, ÿ], then there is a point
ý * (þ, ÿ) at which [ă(ÿ) 2 ă(þ)]Ą2 (ý)] = [Ą(ÿ) 2 Ą(þ)]ă 2 (ý).
Theorem 6.5 (Lagrange’s MTV)
Let ă be (i) Continuous at [þ, ÿ]
(ii) Differentiable on [þ, ÿ]
Ā(Ā)2Ā(ÿ)
Then ∃ a point ý * (þ, ÿ) such that = ă′(ý)
Ā2ÿ

6.5 L’hospital rule

Theorem 6.6
Ā(ā) Ā 2 (ý)
Suppose ă′(ý) and Ą′(ý) exist Ą2 (ý) b 0 and ă(ý) = Ą(ý) = 0. Then lim =
ā→ý ā(ā) ā2 (ý)
Proof
ă(Ć) ă(Ć) 2 0 ă(Ć) 2 ă(ý)
lim = lim = lim
ā→ý Ą(Ć) ā→ý Ą(Ć) 2 0 ā→ý Ą(Ć) 2 Ą(ý)
1
Ā(ā)2Ā(ý) ā2ý Ā(ā)2Ā(ý) �㕔(�㕡)2�㕔(�㕥)
= lim . = lim . lim
ā→ý ā2ý ā(ā)2ā(ý) ā→ý ā2ý ā→ý ā2ý
2 (ý). 1 Ā 2 (ý)
= ă =
ā2 (ý)
∎
ā2(ý)

Exercise 6.1
1. Prove the Lagrange’s Mean value theorem
2. Let ă be defined for all real numbers ý and suppose that |ă(ý) 2 ă(þ)| f |ý 2 þ|2 ∀ ý, þ *
ℝ. Prove that ă is constant.
3. If ă 2 (ý) > 0 in (þ, ÿ) then prove that ă is strictly increasing in (þ, ÿ) and let Ą be its inverse
1
function, prove that the function Ą is differentiable and that Ą2 (ă(ý)) = , þ < ý < ÿ.
Ā(ý)
4. Suppose ă is defined and differentiable for every ý > 0 and ă(ý) → 0 as ý → +>, put
Ą(ý) = ă(ý + 1) 2 ă(ý). Prove that Ą(ý) → ā as ý → +>.
5. If ă(ý) = |ý 3 |, then compute ă 2 (ý), ă"(ý), ă′′′(ý) and show that ă′′′(0) does not exist.
6. Suppose ă is defined in the neighborhood of a point ý and ă′(ý) exist. Use Lagrange’s
Ā(ý+/)+Ā(ý2/)22Ā(ý)
mean value theorem to show that lim 2 = ă"(ý)
/→0 /

End
Congratulation upon finishing this course unit. As you prepare to take your examination, I wish you
the very best.

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References
1. Gelbaum, B.R. (1992). Problems in Real and Complex Analysis, Springer-Verlag, New
York.
2. Hart, F. M. (1987), A Guide to Analysis, The Macmillan Press Ltd, New York.
3. Kolmogorov, A.N. and Formin, S.V. (1975). Introductory Real Analysis, Dover
Publications, Inc., New York.
4. Rudin, W. (1987). Real and Complex Analysis, McGraw-Hill Book Company, New York.
5. Shilov, G.E. (1996). Elementary Real and Complex Analysis, Dover Publications, Inc.,
New York.
6. Edwards, C.H. (1994). Advanced Calculus of Several Variables, Dover Publications, Inc.,
New York
7. Marsden, J.E. and Hoffman, M.J. (1993). Elementary Classical Analysis, 2nd ed., W.H.
Freeman and Company, New York
8. Marsden, J.E. and Tromba A.J. (2003). Vector Calculus, 5th ed., W.H. Freeman and
Company, New York.
9. Larson. E. (2010). Calculus (9th Ed). Cengage Learning.

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