Lecture 2 Jan.

2019
Real and Complex Analysis
MTL122/ MTL503/ MTL506
Lecturer: A. Dasgupta [email protected]

1. Real Numbers
1.1. Field. These following first six axioms are called the field axioms because any
object satifying them is called a field.
A field is a nonempty set F along with two binary operations, multiplication ⇥ :
F ⇥ F ! F and addition + : F ⇥ F ! F satisfying the following axioms.
AXIOM 1(Associative Laws). If a, b, c 2 F, then (a + b) + c = a + (b + c) and
(a ⇥ b) ⇥ c = a ⇥ (b ⇥ c).

AXIOM 2 (Commutative Laws). If a, b, c 2 F, then a+b = b+a and a⇥b = b⇥a.

AXIOM 3 (Distributive Laws). a, b, c 2 F, then a ⇥ (b + c) = (a ⇥ b) + (a ⇥ c).

AXIOM 4 (Existence of identities). There are 0, 1 2 F with 0 6= 1 such that

a + 0 = a and a = a, for all a 2 F.

AXIOM 5(Existence of an additive inverse). For each a 2 F there is a 2 F such

that a + ( a) = 0.

AXIOM 6(Existence of a multiplicative inverse). For each a 2 F \ {0} there is

a 1
2 F such that a ⇥ a 1 = 1.

Definition 1.1. (Ordered Fields)

An ordered field is a field F with a relation, denoted <, obeying the
(a) For each pair x, y 2 F precisely one of x < y, x = y, y < x is true.
(b) x < y, y < z =) x < z
(c) y < z =) x + y < x + z
(d) x > 0, y > 0 =) xy > 0
Example 1.2. Q and R are ordered fields.
Definition 1.3. Let x 2 R. The absolute value of x is defined by
(
x, if x 0.
|x| = (1.1)
x, x < 0.
If we think of the real numbers as points on the real line, then d(x, y) = |x y| is
just the distance between the real numbers x and y and it satisfies
i) d(x, y) = d(y, x),

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ii) d(x, y) 0,

iii) d(x, y) = 0 () x = y, and

iv) d(x, z)  d(x, y) + d(y, z).(Triangle Inequality)

This distance function is also called a metric of the space R and (R, d) is a metric
space.

2. The supremum and infimum

Next, we use the ordering properties of R to define the supremum and infimum
of a set of real numbers. These concepts are of central importance in analysis. In
particular, in the next section we use them to state the completeness property of R.
First, we define upper and lower bounds.
Definition 2.1. A set A ⇢ R of real numbers is bounded from above if there exists a
real number M 2 R, called an upper bound of A, such that x  M for every x 2 A.
Similarly, A is bounded from below if there exists m 2 R, called a lower bound of
A, such that x m for every x 2 A. A set is bounded if it is bounded both from
above and below. Equivalently, a set A is bounded if A ⇢ I for some bounded interval
I = [m, M ]
• Equivalently, a set is A ⇢ R is bounded if and only if there exists a real
number M 0 such that
|x|  M for every x 2 A.
Definition 2.2. Suppose that A ⇢ R is the set of real numbers. If M 2 R is an
upper bound of A such that M  M 0 for every bound M 0 of A, then M is called the
least upper bound or supremum of A, denoted by
M = sup A.
If m 2 R is a lower bound or infimum of A, such that m m0 for every lower bound
m0 of A, then m is called the greatest lower bound or infimum of A , denoted by
m = inf A.
• Supremum or Infimum of a set is unique. (Exercise)
If sup A 2 A then we denote it by max A and refer to it as the maximum of A; and
if inf A 2 A, then we also denote it by min A and refer to it as the minimum of A.
As the following examples illustrate, sup A and inf A may or may not belong to A,
so the concepts of supremum and infimum must be clearly distinguished from those
of maximum and minimum.
Example 2.3. Every finite set of real numbers
A = {x1 , x2 , x3 , ..., xn }
is bounded. Its supremum is the greatest element, sup A = max{x1 , x2 , ..., xn } and its
infimum is the smallest element, inf A = min{x1 , x2 , ..., xn }.
Both the supremum and infimum of a finite set belong to the set.
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Example 2.4. If A = (0, 1), then every M 1 is an upper bound of A. The lub is
M = 1, so
sup(0, 1) = 1.
Similarly, every m  0 is a lower bound of A, so
inf(0, 1) = 0.
In this case neither sup A nor inf A belong to A.
Example 2.5. Let
1
A={ : n 2 N}
n
be the set of reciprocals of the natural numbers. Then sup A = 1, which belongs to A
and inf A = 0, which does not belong to A.
If a set A ⇢ R is not bounded from above then sup A = 1, and if A ⇢ R is not
bounded from below then inf A = 1.

3. Completeness
The following axiomatic property of the real numbers is called Dedekind com-
pleteness. Dedekind (1872) showed that the real numbers are characterized by the
condition that they are a complete ordered field.

Axiom . Every nonempty set of real numbers that is bounded from above has a
supremum.
As a first application of this axiom, we prove that R has the Archimedean property,
meaning that no real number is greater than every natural number.
Theorem 3.1. If x 2 R, then there exists n 2 N such that x < n.
Proof Suppose, for contradiction, there exists a x 2 R such that x > n for every
n 2 N. Then x is an upper bound of N, so N has a supremum M = sup N 2 R.
Since n  M for every n 2 N, we have n 1  M 1 for every n 2 N. This implies
n  M 1 for every n 2 N. But then M 1 is an upperbound of N. A contradiction.
⇤

Theorem 3.2. Let S be a non empty subset of R, and M 2 R. Then M = sup S if

and only if
i) M is an upper bound for S, and
ii) for any ✏ > 0, there is an element s 2 S such that M ✏ < s.
Proof Assume that M is the supremum for S, i.e., M = sup S. Then, by definition
M is an upper bound for S. If there is an ✏0 > 0 for which M ✏0 s for all s 2 S,
then M ✏0 is an upper bound for S, which is smaller then M, a contradiction.

Assume now that i), ii) hold. Since S is bounded above then by S has a least
upper bound, say A. Since M is an upper bound for S so A  M. If A < M , then
with ✏ = M A, there is an element s 2 S such that
M (M A) < s  A, i.e., A < A,
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which is absurd. Therefore A = M, i.e., M is the supremum of S.

⇤

4. Sequences
Definition 4.1. A sequence (xn ) of real numbers is a function f : N ! R, where
xn = f (n).
We write the sequence as (xn )1
n=1 .

Definition 4.2. A sequence (xn ) of real numbers converge to a limit x 2 R, written

x = lim xn , or xn ! x asn ! 1,
n!1
if for every ✏ > 0 there exists N 2 N such that
|xn x| < ✏ for all n > N.
A sequence converges if it converges to some limit x 2 R, otherwise it diverges.
Note that xn ! x as n ! 1 means the same thing as |xn x| ! 0 as n ! 1.
Proposition 4.3. (Exercise) If a sequence converges, then its limit is unique.
Definition 4.4. If (xn ) is a sequence then
lim xn = 1,
n!1
or xn ! 1 as n ! 1,if for every M 2 R there exists N 2 R such that
xn > M for all n > N.
Also lim xn = 1, or xn ! 1 as n ! 1, if for every M 2 R there exists N 2 R
n!1
such that xn < M f or all n > N .
Definition 4.5. A sequence (xn ) of real numbers is bounded from above if there exists
M 2 R such that xn  M for all n 2 N, and bounded from below if there exists m 2 R
such that xn m for all n 2 N. A sequence is bounded if it is bounded from above
and below, otherwise it is unbounded.
An equivalent condition for a sequence (xn ) to be bounded is that there exists
M 0 such that |xn |  M for all n 2 N.
Example 4.6. The sequence (n3 ) is bounded from below but not from above, while the
sequences (1/n) and (( 1)n+1 ) are bounded. The sequence (xn ) where xn = ( 1)n+1 n
is not bounded from below or above.
Proposition 4.7. A convergent sequence is bounded.
Proof. Let (x)n be a convergent sequence with limits x. There exists N 2 N such
that
|xn x| < 1 for all n > N.
The triangle inequality implies that
|xn |  |xn x| + |x| < 1 + |x|, for all n > N.
Defining M = max{|x1 |, |x2 |, ..., |xN |, 1 + |x|}, we see that |xn |  M for all n 2 N, so
(xn ) is bounded. ⇤
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Thus, boundedness is a necessary condition for convergence. But boundedness is

not a sufficient condition for convergence.
Example 4.8. xn = ( 1)n+1 . (Check)
Definition 4.9. A sequence (xn ) of real numbers is a Cauchy sequence if for every
✏ > 0 there exists N 2 N such that
|xm xn | < ✏, for all m, n > N.
Exercise 4.10. Cauchy sequence is bounded.
A subsequence of a sequence (xn ),
x1 , x2 , ...x3 , ..., xn , ...
is the sequence (xnk ) of the form
xn1 , xn2 , ..., xn3 , ..., xnk , ...
where n1 < n2 < n3 ... < nk < ...
Example 4.11. A subsequence of the sequence (1/n),
1 1 1 1
1, , , , , ...
2 3 4 5
2
is the sequence (1/k )
1 1
1, , , ...
4 9
Here nk = k 2 . On the other hand, the sequence
1 1 1 1
1, 1, , , ,
2 3 5 4
aren’t subsequences of 1/n since nk is not a strictly increasing function of k.
Theorem 4.12. Nested Interval Theorem
For each n 2 N, let In = [an , bn ], where 1 < an < bn < 1. If In+1 ⇢ In for each
T
1
n 2 N and lim (bn an ) = 0 then In consists of exactly one point.
n!1 n=1

The Nested Intervals Theorem may fail for a decreasing sequence of open or half-
1
open intervals. For example, if In = (0, n+1 ] or In = [n, 1) for each n 2 N, then
T
1
In = .
n=1

Theorem 4.13. Every bounded sequence of real numbers has a convergent subse-
quence.
Proof. Suppose that (xn ) is a bounded infinite sequence of real numbers. Let
M = sup xn , m = inf xn ,
n2N n2N

and define the closed interval I0 = [m, M ].

Divide I0 = L0 [ R0 in half into two closed intervals, where
L0 = [m, (m + M )/2], R0 = [(m + M )/2, M ].
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At least one of the interval L0 , R0 contains infinitely many terms of the sequence,
meaning that xn 2 L0 or xn 2 R0 for infinitely many n 2 N. Choose I1 to be one
of the intervals L0 , R0 that contains infinitely many terms and choose n1 2 N such
that xn1 2 I1 . Divide I1 = L1 [ R1 in half into two closed intervals. One or both
of the intervals L1 , R1 contains infinitely many terms of the sequence. Choose I2
to be one of these intervals and choose n2 > n1 such that xn2 2 I2 . This is always
possible because I2 contains infinitely many terms of the sequence. Divide I2 in half,
pick a closed half-interval I3 that contains infinitely many terms, and choose n3 > n2
such that xn3 2 I3 . Continuing in this way, we get a nested sequence of intervals
I1 I2 I3 .... of length |Ik | = 2 k (M m), together with the subsequence (xnk )
such that xnk 2 Ik .
T
1
So |Ik | ! 0 as k ! 1. So by Nested Interval Theorem we have In consists of
n=1
exactly one point, say l. Then,
|xnk l| < 2 k (M m) ! 0
as k ! 1. That is, lim xnk = l.
k!1
⇤
Theorem 4.14. A sequence of real numbers converges if and only if it is a Cauchy
sequence.
Proof. Let {an } is a convergent sequence. Since {an } converges to L, for every ✏ > 0,
there is an N > 0 so that when j > N, we have
✏
|aj L|  .
2
Now the for j, k > N we have
|aj ak | = |aj L+L ak |  |aj L| + |ak L| < ✏,
so that the sequence {aj } is a Cauchy sequence as desired.

Let {an } be a Cauchy sequence. Then by a previous exercise we know it is bounded.

By Bolzano Weierstrass Theorem (an ) has a convergent subsequence (ank ) ! l,(say).
Then
9N1 such that r N1 =) |anr l| < ✏/2
9N2 such that m, n N2 =) |am an | < ✏/2.
We choose a k > N1 such that nk > N2 . Then for all n N2 we have
|an l| = |an an k + an k l| < ✏.
Hence {an } is convergent. ⇤