Important Theorems - MATH 600 (Fall 2016)

January 19, 2017

Chapter 1
Theorem 1 (Archimedian Property). Suppose x, y R, where x > 0. Then there exists
n N such that nx > y.
Theorem 2 (Density of Q in R). For every x, y R such that x < y there exists p Q
such that x < p < y.
Theorem 3 (Existence of nth Root). Suppose x R, x > 0. There there exists a unique
y R such that y n = x.

Chapter 2
Theorem 4. Every infinite subset of a countable set is countable.
Theorem 5. Let En be a sequence of countable sets. Then
n=1 En is countable. That is,
the countable union of countable sets is countable.
Theorem 6. The set A = {0, 1}N is uncountable.
Theorem 7. Every neighborhood is an open set.
Theorem 8. Suppose Y X. A subset E Y is open relative to Y if and only if E = Y G
for some open subset G of X.
Theorem 9. A set E is open if and only if its complement is closed.
Proposition 10. Let A and B be sets such that A B. The following hold:
(a) A B ,
c
(b) A = ((Ac ) ) ,

(c) A B.
Theorem 11. Let (X, d) be a metric space and E X. Then the following hold
(a) E is open,

(b) E is closed,

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(c) If G E and G is open then G E ,

(d) If E F and F is closed then E F .

If
Theorem 12. Let E R be nonempty and bounded above. Let y = sup E. Then f E.
E is closed, then y E.

Theorem 13. Compact subsets of metric spaces are closed.

Theorem 14. Closed subsets of compact metric spaces are compact.

Theorem 15. If {K } is a collection of compact subsets of a metric space X such that the
intersection of every finite subcollection of {K } is nonempty, then K is nonempty.

Corollary 15.1. If {Kn } is a sequence of nonempty compact sets such that Kn Kn+1 for
all n N then
n=1 Kn 6= .

Theorem 16. If E is an infinite subset of a compact set K, then E has a limit point in K.

Theorem 17. If {In } is a sequence of intervals in R such that In In+1 , for all n N,
then
n=1 In 6= .

Theorem 18. If {In } is a sequence of k-cells such that In In+1 , for all n N, then

n=1 In 6= .

Theorem 19. Every k-cell is compact.

Theorem 20 (Heine-Borel Theorem). In Rk the following are equivalent:

(a) E is closed and bounded.

(b) E is compact.

(c) Every infinite subset of E has a limit point in E.

Theorem 21 (Weierstrass). Every bounded infinite subset of Rk has a limit point in Rk .

Chapter 3

Theorem 22. Let {pn } be a sequence in a metric space X. Then

(a) pn p X if and only if  > 0, N (p) contains pn for all but finitely many n.

(b) Limits of convergent sequences are unique.

(c) {pn } convergent {pn } bounded.

(d) If E X and p is a limit point of E, then {pn } in E such that pn p.

Proposition 23. A sequence {pn } converges to p if and only if every subsequence {pnk }
converges to p.

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Proposition 24. A sequence {pn } doesnt converge to any p X if and only if p X
there exists a subsequence {pnk } that does not converge to p.

Theorem 25. Let E X, where X is a metric space. Then p E if and only if {pn } in
E such that pn p. In particular, the limit of a convergent sequence is in the closure of its
range.

Theorem 26. (a) If {pn } is a sequence in a compact metric space K then some subsequence
of {pn } converges to a point in K.

(b) (Corollary) Every bounded sequence in Rk contains a convergent subsequence.

Theorem 27. Let {pn } be a sequence in a metric space X. Then

n o
E := p X : p = lim pnk for some subsequence {pnk } of {pn }
k

is closed. That is, the subsequential limits of {pn } in X form a closed subset of X.

Proposition 28. If {pn } is convergent then {pn } is Cauchy. If {pn } is Cauchy then {pn }
is bounded.

Theorem 29. Let {pn } be a Cauchy sequence in a compact subset K of a metric space X.
Then pn p K. That is, Cauchy sequences in compact sets are convergent.

SEQUENCES IN Rk , C, and R

Corollary 29.1 (Corollary of Theorem 26). A sequence in Rk is convergent if and only if

it is Cauchy.

Theorem 30. A sequence in Rk is convergent if and only if the k-sequences of its components
are convergent.

Theorem 31. Suppose X = R or X = C. Let {xn } and {yn } be sequences in X such that
xn x and yn y. Then

(a) xn yn x y,

(b) cxn cx for all c R,

(c) xn yn xy,
1
(d) If x 6= 0 then xn
x1 ,
yn
(e) If x 6= 0 then xn
xy .

Theorem 32. Every monotonically increasing sequence in R converges or it diverges to .

Theorem 33. Every monotonically deccreasing sequence in R converges or it diverges to

.

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Chapter 4
Theorem 34. Let (X, dX ) and (Y, dY ) be metric spaces. The following are equivalent:
(a) f : X Y is continuous at every point in X.

(b) If xn x then f (xn ) f (x).

(c) For every open set G Y , f 1 (G) open in X.

(d) For every closed set F Y , f 1 (G) closed in X.

Theorem 35. Suppose f : X Y and g : Y Z are continuous maps. Then f g is
continuous.
Theorem 36. Suppose f : X Y is continuous. If K X is compact then f (K) is
compact.
Corollary 36.1 (Existence of a max & min (EVT)). Suppose f : X R is continuous and
K X is compact. Then

M = sup {f (x) : x K} and m = inf {f (x) : x K}

exist and M, m f (K). That is, a real-valued continuous function achieves its max and
min values over a compact set.
Theorem 37. If f : X Y is continuous and E X is connected then f (E) is connected.
Corollary 37.1 (IVT). Suppose f : R R is continuous. If a < b and f (a) < f (b) then
for every y (f (a), f (b)) there exists an x (a, b) such that f (x) = y.
Theorem 38. Let f : X Y , where X is compact. Then f is continuous if and only if f
is uniformly continuous.
CONTINUITY OF REAL-VALUED FUNCTIONS
Theorem 39. Suppose f : (a, b) R is monotonically increasing. Then
(a) f only has discontinuities of the 1st kind,

(b) f has at most a countable number of discontinuities.

Chapter 5
Theorem 40. Suppose f : [a, b] R. If f is differentiable at x then f is continuous at x.
Theorem 41 (1st Order Optimality Conditions). Suppose f : [a, b] R. Then if x (a, b)
is a local max/min and f 0 (x) exists then f 0 (x) = 0.
Theorem 42 (The MVTs). Suppose f : [a, b] R and g : [a, b] R are continuous on
[a, b] and differentiable on (a, b). Then
(a) (Rolles Theorem) If f (a) = f (b) then x (a, b) such that f 0 (x) = 0.

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 f (b)f (a)
(b) (Standard MVT) x (a, b) such that f 0 (x) = ba
.

(c) (Cauchys MVT) x (a, b) such that (f (b) f (a))g 0 (x) = (g(b) g(a))f 0 (x).

Theorem 43 (Taylors Theorem). Let f : [a, b] R, and suppose f (k) is continuous in

[a, b], where k n 1 and f (k) exists in (a, b). Then
n1
X 1 (k) 1
f (x) = f (x0 )(x x0 )k + f (n) (c)(x x0 )n ,
k=0
k! n!

where c is between x and x0 .

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Chapter 6
Throughout this chapter, we will assume that f : [a, b] R is a bounded function, unless
stated otherwise.
Definition 1. Let [a, b] be a given interval. A partition P of [a, b] is a finite set of points
x0 , x1 , . . . , xn , where
a = x0 < x1 < . . . < xn = b.
Definition 2. Given a partition P of [a, b], for each subinterval [xi1 , xi ] [a, b] define
mi := inf f (x) and Mi := sup f (x).
x[xi1 ,xi ] x[xi1 ,xi ]

Let f : [a, b] R. The lower sum of f with P is

n
X
L(P, f ); = mi (xi xi1 ),
i=1

and the upper sum of f with P is

n
X
U(P, f ); = Mi (xi xi1 ).
i=1

Observations
(1) L(P, f ) U(P, f ).
(2) If m = supx[a,b] f (x) and M = inf x[a,b] f (x), then
m(b a) L(P, f ) U(P, f ) M (b a).

(3) If P is a partition of [a, b] and P is a refinement of P , obtained by choosing an

xi (xi1 , xi ) for each i, then
L(P, f ) L(P , f ) and U(P , f ) U(P, f ).
Remark 1. Observation (3) follows from the fact that if A = A1 A2 , then inf A inf Ai
and sup A sup Ai for each i.
(4) In general, if P is a refinement of P then
L(P, f ) L(P , f ) U(P , f ) U(P, f ).

(5) If P1 and P2 are any partitions of [a, b] then

L(P1 , f ) U(P2 , f ).

Proof. Let P = P1 P2 . Then by (3),

L(P1 , f ) L(P , f ) U(P , f ) U(P2 , f ).


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 Lower and Upper Darboux Integrals
Definition 3. For f : [a, b] R we define the lower Darboux integral of f as
Z b
f dx := sup L(P, f )
a P

and the upper Darboux integral of f as

Z b
f dx := inf U(P, f ).
a P

Chapter 7
**In this section we will assume were working with complex-valued functions unless stated
otherwise.
Definition 4. A sequence {fn } in B(E) is uniformly Cauchy if for every  > 0 there
exists an N such that

|fn (x) fm (x)| <  n, m N, x E.

Theorem 44 (Cauchy Criterion). The sequence of functions {fn }, defined on E, converges

uniformly on E if and only if {fn } is uniformly Cauchy.
Theorem 45. Suppose limn fn (x) = f (x) for all x E (pointwise convergence). Let

Mn = sup |fn (x) f (x)|.

xE

Then fn f uniformly on E if and only if Mn 0 as n .

Theorem 46 (Weierstrass M-Test). Suppose that {fn } is a sequence of functions defined on
E, and suppose
|fn (x)| Mn for all x E, n N.
P P
Then fn converges uniformly on E if Mn converges.
P
Proof. Use Cauchy Criterion for the partial sums of fn . 

Uniform Convergence and Continuity

Theorem 47 (Conditions Under Which Limits Can be Exchanged). Suppose fn f uni-

formly on a set E in a metric space. Let x E 0 , and suppose that

lim fn (t) = An , n N.
tx

Then {An } converges, and

lim f (t) = lim An ,
tx n

that is,
lim lim fn (t) = lim lim fn (t).
tx n n tx

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Proof. Remember that were working in C, a complete metric space. You can show {An } is
Cauchy and therefore convergent by using that {fn } is uniformly convergent if and only if
its uniformly Cauchy. For the second part use the -inequality twice. 

Corollary 47.1. If {fn } is a sequence of continuous functions on E, and if fn f uniformly

on E, then f is continuous on E.

Theorem 48 (Dinis Theorem). Suppose K is compact, and

(a) {fn } is a sequence of continuous functions on K,

(b) {fn } converges pointwise to a continuous function f on K,

(c) fn (x) fn+1 (x) for all x K, n N.

Then fn f uniformly on K.

Definition 5. Let E be a set. Define B(E) := {f : E C : ||f || < } (set of bounded

complex-valued functions), where ||f || := sup |f (x)| (this supremum exists since f is
xE
bounded).

Remark 2. Remember, fn f uniformly if and only if for every  > 0 there exists an N
such that for all n N , |fn (x) f (x)| <  for all x if and only if for every  > 0 there exists
an N such that for all n N supxE |fn (x) f (x)| < .
Remark 3. Note that ||f || is a norm, and that (B(E), ||f g||) forms a metric space.

Theorem 49. A sequence of functions {fn } in B(E) is uniformly convergent to f : E C

if and only if {fn } is uniformly Cauchy.

Remark 4. The last result implies that B(E) is complete.

Definition 6. Let E be a metric space. Define Cb (E) := {f B(E) : f is continuous in E }.

Remark 5. Note that by the Corollary 47.1, Cb (E) B(E) is a complete metric space
because the corollary shows that Cb (E) contains all of its limit points, meaning it is a closed,
and it is a subset of B(E), a complete metric space.

Uniform Convergence and Integration

Theorem 50 (Conditions Under Which Limits Can be Pulled Out of Integrals). Suppose
that fn : [a, b] C and fn R for all n N, and suppose that fn f uniformly on [a, b].
Then f R, and Z b Z b
f dx = lim fn dx,
a n a
that is, Z b Z b
lim fn dx = lim fn dx .
a n n a

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Proof. Begin by defining n = kfn f k = supx[a,b] |fn (x) f (x)|. Then since fn f
uniformly, fn (x) n f (x) fn (x) + n for all x [a, b]. Then use upper and lower
Darboux integrals. 

Corollary 50.1. If fn R on [a, b] and if

X
f (x) = fn (x) for all x [a, b],
n=1
P
such that the series fn converges uniformly to f on [a, b], then
Z b Z
X b
f dx = fn dx .
a n=1 a

In other words, the series may be integrated term by term.

Uniform Convergence and Differentiation

Theorem 51. Suppose that {fn } is a sequence of functions that are all differentiable on [a, b]
and such that {fn (x0 )} converges for some point x0 on [a, b]. If {fn0 } converges uniformly on
[a, b] then {fn } converges uniformly to a function f on [a, b], and

f 0 (x) = lim fn0 (x) for all x [a, b].

n

Equicontinuous Families of Functions