SMA 2301 REAL ANALYSIS I

1 Countable and Uncountable Sets

1.1 Equivalence of Sets
Definition 1.1.1: Let A and B be sets. If there exists a bijection (one-to-one and onto
function) f : A −→ B, then A and B can be put into a one-to-one correspondence. In this
case, we say that A and B are equivalent or equinumerous or have the same cardinality, and
we denote this by A ∼ B.
Proposition 1.1.1: Equivalence of sets is an equivalence relation.
Proof :
(a) Reflexivity: The identity map ι : A −→ A, ι (a) = a for all a ∈ A is a one-to-one and
onto mapping from A to itself. Hence, A ∼ A.
(b) Symmetry: Suppose A ∼ B. Then there exists a bijection f : A −→ B. But every
bijection has an inverse which is also a bijection. In this case, f −1 is a bijection and
maps B to A. Hence, B ∼ A.
(c) Transitivity: Suppose A ∼ B and B ∼ C. Then there exists bijections f : A −→ B
and g : B −→ C. But composition of two bijections is also a bijection. So g ◦ f is a
bijection and maps A to C. Hence, A ∼ C. @
Examples:
1. Let E = 2N, the set of all even natural numbers. Then the function f : N −→ E
defined by f (n) = 2n for all n ∈ N is both one-to-one and onto. Hence, E ∼ N.
2. Show that N ∼ Z.
Solution: Define a function f : N −→ Z by
(
n
2
if n is even
f (n) = −(n−1)
2
if n is odd.

Then f is a one-to-one and onto function from N to Z. Hence, N ∼ Z.

1.2 Types of Sets

Definition 1.2.1: A set A is finite if A = ∅, i.e., A is empty or A ∼ Nn = {1, · · · , n}, i.e.,
A is equivalent to the set of the first n positive integers. In other words, a set is finite if it
has n elements where n is finite. A set is said to be infinite if it is not finite.
Definition 1.2.2: A set A is countable if A is finite or A ∼ N (i.e., A is equivalent to the
natural number set). If A ∼ N, then A is said to be countably infinite or denumerable. A set
A is said to be uncountable if it is not countable.
Examples:
1. The set A = {1, 2, 3, 4, 5} is finite and hence countable.
2. From a previous example, 2N ∼ N. Hence, 2N is countable (countably infinite). Similar-

1
 ly, Z is countably infinite.
Theorem 1.2.1: A set is countable if it is equivalent to a subset of N.
Example: We can also show that Z is countable by showing that there exists a bijection
from Z to a subset of N. For instance, define g : Z −→⊆ N by
(
2x if x ≥ 0
g (x) = −x
3 if x < 0.

Theorem 1.2.2: Every subset of a countably infinite set is countable.

Proof : Suppose B is a subset of a countably infinite set A. If B is finite, then B is countable,
from Definition 1.2.2. On the other hand, let B be infinite and let A = {a1 , a2 , · · · }. Suppose
n1 is the smallest subscript for which an1 ∈ B, n2 the next smallest, and so on. Then
B = {an1 , an2 , · · · }. The elements of B are thus labelled with 1, 2, · · · , and therefore B is
countable. @
Theorem 1.2.3: Any subset of a countable set is countable.
Proof : Suppose A is countable and B ⊆ A. If A is finite, then so is B, and hence B is
countable. Now, suppose A is infinite. Since A is countable, there is a bijection f : A −→ N.
′ ′
But then f (B) = N is a subset of N, and f is a bijection between B and N . Hence, B is
′
countable (since B is equivalent to a subset N of N). @
Theorem 1.2.4: If B ⊂ A and B is uncountable, then so is A.
Proof : If A is countable, then so is B (by Theorem 1.2.3). So A is uncountable as well. @
∞
Theorem 1.2.5: If A1 , A2 , · · · are countable sets, then ∪ An is countable, i.e., the countable
n=1
union of countable sets is countable.
Proof : Write

A1 = a11 , a12 , a13 , · · ·



A2 = a21 , a22 , a23 , · · ·



..
.
An = {an1 , an2 , an3 , · · · }
..
.

so that ajk is the k th element of Aj (j = 1, 2, · · · ). Define the weight of ajk to be j + k.

Then a11 is the only element of weight 2; likewise a12 and a21 are the only element of weight
3; and so on. Since for any integer m ≥ 2 there are only m − 1 elements of weight m
∞
namely a1m−1 , a2m−2 , · · · , am−1


1 , we may arrange (count) the elements of ∪ An according to
n=1
their weights as
a11 , a12 , a21 , a13 , a22 , a31 , a14 , · · · ,
removing any ajk that has already been counted. This counting scheme eventually counts
∞
every ajk . Hence, ∪ An is countable. @
n=1

Example: Show that the set Q of rational numbers is countable.

2
 ∞
Solution: Clearly, Q = ∪ En where En = {0/n, ±1/n, ±2/n, ±3/n, · · · }. Now, each En is
n=1
equivalent to Z and is thus countable (since Z is countable). Since Q is the countable union
of countable sets, it is countable.
Further Examples:
1. The set R of real numbers is uncountable.
Proof : Suppose R is countable, i.e., R = {x1 , x2 , · · · }. Let
 
1 1
I1 = x1 − , x1 +
4 4
 
1 1
I2 = x2 − , x2 +
8 8
..
.
 
1 1
In = xn − n+1 , xn + n+1
2 2
..
.
1
The length of In is 2n
so that the sum of all the lengths of In ’s is 21 + 14 + 18 + 16
1
+ · · · = 1.
∞ ∞
But xn ∈ In so that R = ∪ {xn } ⊂ ∪ In . This means that the whole real line (whose
n=1 n=1
length is infinite) would be covered by (contained in) a union of intervals whose lengths
add up to 1. This is a contradiction. Therefore, R must be uncountable.
2. Let A = (0, ∞). Then A ∼ R since the function f : R −→ A defined by f (x) = ex is
both one-to-one and onto. Since R is uncountable and A ∼ R, then A is uncountable.
3. In general, any interval of real numbers is uncountable.
Theorem 1.2.6: Let A1 , A2 , · · · , An be a finite family of countable sets. Then the Cartesian
product A1 × A2 × · · · × An is countable.
Examples:
1. Z × Z is countable. To prove this
 consider the fuction f : Z × Z −→⊆ N defined by

2a 3b if a ≥ 0, b ≥ 0
5−a 7b

if a < 0, b ≥ 0
f (a, b) =


11a 13−b if a ≥ 0, b < 0
 −a −b
17 19 if a < 0, b < 0.

In this case, f is both one-to-one and onto, and so Z × Z is countable.

2. Q ∼ Z × N ⊂ Z × Z. From Example 1 above, Z × Z is countable. Since Z × N is a
subset of a countable set, it is countable, by Theorem 1.2.3. Since Q is equivalent to a
countable set, it is countable.
3. The set N × N is countable. This is so because the function f : N × N −→⊆ N defined
by f (m, n) = 2m 3n is both one-to-one and onto.
Exercise:
Prove that if A and B are countable sets, then A × B is countable.

3
2 Bounded and Unbounded Sets
2.1 Upper Bounds and Lower Bounds
Definition 2.1.1: A real number m is called an upper bound (u.b) of a non-empty subset A
of R if x ≤ m for all x ∈ A. A real number n is called an lower bound (l.b) of a non-empty
subset A of R if n ≤ x for all x ∈ A.
The set of all upper bounds of a set A is denoted by UA while the set of all lower bounds of
A is denoted by LA .
Remark 2.1.1 :
(i ) A lower bound or an upper bound of A need not be an element of A.
(ii ) A lower bound or an upper bound of A is not unique.
Proposition 2.1.1: Let A ⊂ R.
(a) If m, m′ ∈ R with m′ > m and m ∈ UA , then m′ ∈ UA .
(b) If n, n′ ∈ R with n′ < n and n ∈ LA , then n′ ∈ LA .
Definition 2.1.2: If a set A has an upper bound, then A is said to be bounded above. If A
has a lower bound, then A is said to be bounded below. If A has both an upper bound and
a lower bound, then we say that A is bounded. If A is neither bounded nor bounded above
or below, we say that A is unbounded. By definition, A is bounded if A ⊆ [n, m] for some
interval [n, m] of finite length.
Examples:
1. Let A = (1, 3]. Then A = {x | 1 < x ≤ 3}. If m ∈ R such that m ≥ 3, then m ∈ UA ,
and if n ∈ R such that n ≤ 1, then n ∈ LA . Therefore, A is bounded.
2. The set N = {1, 2, 3, 4, · · · } is bounded below but not above. For instance, −10 is a
lower bound of N (in fact, every real number n ≤ 1 is a lower bound of N).
Remark 2.1.2 : Examples 1 and 2 above show that a bounded set need not be countable
and vice versa.
n
3. The number 1 is an upper bound of the set B = 12 , 43 , 78 , · · · , 2 2−1

n , · · · . On the other
1 1
hand, 2 is a lower bound of B. In fact, if x ∈ B, then x ≥ 2 and x < 1.
4. The set C = n1 : n ∈ N , i.e., C = 1, 21 , 13 , 41 , · · · is bounded since if x ∈ C, then
 

0 < x ≤ 1. Each real number k ≥ 1 is an upper bound of C while each real number
l ≤ 0 is a lower bound of C. Hence, C has infinitely many lower bounds and infinitely
many upper bounds.
5. The set Z = {· · · , −3, −2, −1, 0, 1, 2, 3, · · · } is unbounded.
6. The set Z2 = {z 2 | z ∈ Z} = {0, 1, 4, 9, 16, 25 · · · } is bounded below while the set
−Z2 = {−z 2 | z ∈ Z} = {· · · , −25, −16, −9, −4, −1, 0} is bounded above.
7. The set Y = {sin x | 0 ≤ x < 2π} is bounded by −1 and 1. On the other hand, the set
K = {tan x | 0 ≤ x < 2π} is unbounded. However, K ′ = {tan x | 0 ≤ x ≤ π/2} is bounded
below.

4
2.2 Supremums and Infimums
From Examples 2 and 3 above, infinitely many real numbers greater than −10 are lower
bounds of N, but no number less that 1 is an upper bound of B. This leads us to the concept
of least upper bound and greatest lower bound.
Definition 2.2.1: Let A ⊂ R. An element u ∈ R is called the least upper bound (l.u.b) of
A or supremum of A, written l.u.b A or sup A, if:
(i ) u ∈ UA (i.e., u is an upper bound of A),
(ii ) u ≤ m for all m ∈ UA .
Definition 2.2.2: Let A ⊂ R. An element l ∈ R is called the greatest lower bound (g.l.b) of
A or infimum of A, written g.l.b A or inf A, if:
(i ) l ∈ LA (i.e., l is a lower bound of A),
(ii ) l ≥ n for all n ∈ LA .
Remark 2.2.1 : If A, B ⊂ R such that A ⊆ B, then inf B ≤ inf A and sup A ≤ sup B.
Theorem 2.2.1: If α is an upper bound of a set A ⊂ R and α ∈ A, then α is the supremum
of A.
Proof : Suppose α, β ∈ A and α, β ∈ UA . Since α ∈ UA and β ∈ A, then β ≤ α. In a similar
manner, since β ∈ UA and α ∈ A, then α ≤ β. The two inequalities hold simultaneously if
and only if α = β. So we cannot have two upper bounds in a set. Therefore, if α ∈ A and
α ∈ UA , then α is the supremum of A. @
Theorem 2.2.2: If a set has an infimum, then the infimum is unique.
Proof : Let A be a non-empty subset of R. Suppose α = inf A and also β = inf A. Then
α, β ∈ LA . If α = inf A, then α ≥ n for all n ∈ LA . But β ∈ LA . So α ≥ β. Similarly,
if β = inf A, and α ∈ LA , then β ≥ α. Now, the inequalities α ≥ β and β ≥ α hold
simultaneously if and only if α = β. Therefore, inf A is unique. @
Remark 2.2.2 : Theorems 2.2.1 and 2.2.2 hold if we replace supremum with infimum and
vice versa.
Examples:
1. Let A = (3, 4). If n ∈ LA , then n ≤ 3, and if m ∈ UA , then m ≥ 4. Hence, inf A = 3
and sup A = 4.
n
2. Let B = 21 , 34 , 87 , · · · , 2 2−1 1

n , · · · . Then inf B = 2 and sup B = 1. In this case, inf B ∈ B

and sup B ∈
/ B.
3. Consider the set N = {1, 2, 3, · · · } of positive integers. Then inf N = 1, and sup N = ∞
since N has no upper bound.
4. Let C = {x} for x ∈ R. Then inf C = sup C = x.
5. If D = 0, 12 , 32 , 43 , 65 , 67 , · · · , then inf D = 0 and sup D = 1.


6. The empty set ∅ is bounded since ∅ ⊂ [n, m] for any interval [n, m] of finite length.
Thus every number m ∈ R is an upper bound of ∅ and so ∅ does not have a supremum.
Similarly, ∅ does not have an infimum.

5
Theorem 2.2.3: Every non-empty set of real numbers that is bounded above has a least
upper bound in R.
Remark 2.2.3 : Theorem 2.2.3 above is called the completeness axiom of real numbers or
the least upper bound axiom.
Exercise:
Find the supremum and infimum of each of the following sets:
(a) A = {1/2, 3/2, 5/2, 7/2, 9/2, 11/2, · · · }.
(b) B = {1/2, −2/3, 3/4, −4/5, 5/6, −6/7, · · · }.
(c) C = {sin x | 0 ≤ x < 2π}.
(d ) D = tan x | 0 ≤ x < π2 .


3 Open and Closed Sets

3.1 Metric Spaces
Definition 3.1.1: Let X be a non-empty set. A metric or distance function or simply
distance on X is a function d : X × X −→ R (i.e., d is real-valued) with properties that:
M1 : d (x, y) ≥ 0 for all x, y ∈ X, with d (x, y) = 0 if and only if x = y (i.e., d is positive
definite).
M2 : d (x, y) = d (y, x) for all x, y ∈ X (i.e., d is symmetric).
M3 : d (x, y) ≤ d (x, z) + d (z, y) for all x, y, z ∈ X (i.e., d satisfies the triangle inequality).
Remark 3.1.1 :
(i ) Condition M1 in Definition 3.1.1 above follows from the other two since

2d (x, y) = d (x, y) + d (y, x) ≥ d (x, x) = 0.

(ii ) The name triangle inequality comes from the property of triangles where the sum of
the lengths of any two sides of a triangle is always greater than or equal to the length
of the remaining side.
(iii ) The distance function d on X is neither one-to-one (since d (x, y) = d (y, x) for all
x, y ∈ X) nor onto (since negatives in R do not have pre-images, by M1 ).
Definition 3.1.2: Let d be a metric on X. The pair (X, d) is called a metric space. Elements
in a metric space are called points.
Remark 3.1.2 : If it is clear what the distance function d on X is, we write the metric space
(X, d) simply as X.
Examples:
1. The most important examples of metric spaces are the Euclidean spaces Rn especially
R (the real line) and R2 (the complex plane). The distance d : Rn × Rn −→ R on Rn is
defined as follows:

6
 Let x = (x1 , x2 , · · · , xn ) and y = (y1 , y2 , · · · , yn ) be points in Rn . Then

d (x, y) = |x − y|
= |(x1 − y1 , x2 − y2 , · · · , xn − yn )|
q
= (x1 − y1 )2 + (x2 − y2 )2 + · · · (xn − yn )2 (positive square root).

For instance,
(a) In R, d −1, 32 = −1 − 3
= − 52 = 25 .


2

(b) Let x = (x1 , x2 ) , y = (y1 , y2 ) ∈ R2 . Diagramatically, we have

b x = (x1 , x2 )

b
y = (y1 , y2 )

Then

d (x, y) = |x − y|
= |(x1 − y1 , x2 − y2 )|
q
= (x1 − y1 )2 + (x2 − y2 )2 (positive square root).

2. Let x = (x1 , x2 , · · · , xn ) , y = (y1 , y2 , · · · , yn ) ∈ Rn and let d : Rn × Rn −→ R be defined

by
d (x, y) = max {|xi − yi |} .
1≤i≤n
n
Then d is a metric on R .
3. Let X be a non-empty set and let d : X × X −→ R be defined by
(
1 if x 6= y
d (x, y) =
0 if x = y.

Then d is a metric on X.
Note 3.1.1 : Every subset Y of a metric space X is a metric space with the same distance
function since if conditions M1 , M2 , and M3 hold for all x, y, z ∈ X, they also hold if we
restrict x, y, z to lie in Y .
Definition 3.1.3: Let x ∈ Rn and let r > 0. Then

7
 (a) the open ball with centre at x and radius r is the set of all y ∈ Rn such that |y −x| < r.
(b) the closed ball with centre at x and radius r is the set of all y ∈ Rn such that |y−x| ≤ r.
Examples:
1. In R, balls are intervals.

r1 r1 r2 r2

b b

x1 x2
Open Interval Closed Interval

Suppose x ∈ R and δ > 0. Then X = (x − δ, x + δ) is an open ball centered at x and

having radius δ since if y ∈ X, then x − δ < y < x + δ implying that −δ < y − x < δ
so that |y − x| < δ.
2. In R2 , balls are discs.

b
b b
b

b b

b b
b
b b
b b b
b
b
b b
b
b b
b
b b
b b
b
b b
b
b b
b b
b b b
b b
b b
b
b
b
b b
b b
b
b b b
b b
b b
b
b b
b
b
b
b

b b
b b
b b
b
b
b
b b

b b
b b b b
b
b
b
b
b b
b
b b
b
b
b
b
b
b
b
b

Open Disc Closed Disc

3. In R3 , balls are spheres.

3.2 Neighbourhoods
Definition 3.2.1: Let N ⊆ R and let x ∈ R. Then N is a neighbourhood (written nbhd) of
x if there exist δ > 0 such that (x − δ, x + δ) ⊆ N.
Remark 3.2.1 : Clearly, if N is a neighbourhood of x, then x ∈ N. This implies that if
x∈
/ N, then N cannot be a neighbourhood of x.
Examples:
1. Consider the set A = (1, 4). In this case, A is a neighbourhood of 3 since if we take
δ = 0.1, then (3 − 0.1, 3 + 0.1) = (2.9, 3.1) ⊂ A. In general, if 1 < x < 4, then A is a
neighbourhood of x. On the other hand, A is not a neighbourhood of 1 since for every
δ > 0, (1 − δ, 1) ⊂ (1 − δ, 1 + δ) but (1 − δ, 1) ∩ A = ∅ so that (1 − δ, 1 + δ) * A. In a
similar manner, for any δ > 0, (4, 4 + δ) ⊂ (4 − δ, 4 + δ) but (4, 4 + δ) ∩ A = ∅ so that
(4 − δ, 4 + δ) * A. Therefore, A is not a neighbourhood of 4.

8
 2. In general, the set A = (a, b) or (a, b] or [a, b) or [a, b] is a neighbourhood of every x ∈ A
such that a < x < b. However, A is not a neighbourhood of x if x ∈ / (a, b). For instance,
in Example 1 above, A is not a neighbourhood of 0, 1, 4, 5.5, etc.
Proposition 3.2.1: If U is a neighbourhood of x and U ⊆ V , then V is also a neighbourhood
of x.
Proof : Suppose U is a neighbourhood of x. Then there exists δ > 0 so that (x − δ, x + δ) ⊆ U.
But U ⊆ V . Hence, (x − δ, x + δ) ⊆ V . Therefore, V is also a neighbourhood of x.
Exercise:
Consider the set A = [−1, 3) ∪ {8}. Show that:
(a) A is a neighbourhood of 0.
(b) A is not a neighbourhood of either 3 or 8.
(c) A is not a neighbourhood of 5.

3.3 Interior Points

Definition 3.3.1: A point x is an interior point of a set A if there exists δ > 0 such that
(x − δ, x + δ) ⊆ A. In other words, x is an interior point of A if A is a neighbourhood of x.
The interior of A, denoted by int(A) or Å, is the set of all interior points of A.
To prove that x ∈ int (A), we show that there exists δ > 0 such that (x − δ, x + δ) ⊆ A, and
/ int (A), we show that for all δ > 0, (x − δ, x + δ) * A, i.e., (x − δ, x + δ)
to prove that x ∈
contains points not in A.
Proposition 3.3.1: The interior of A is a subset of A.
Proof : Suppose x ∈ int (A). Then there exists δ > 0 such that (x − δ, x + δ) ⊆ A. Since
x ∈ (x − δ, x + δ), then x ∈ A. Therefore, int (A) ⊆ A. @
Remark 3.3.1 : If x ∈ int (A), then x ∈ A. This is clear from Proposition 3.3.1.
Examples:
1. Every point of (a, b) where a < b is an interior point of (a, b). To show this, let x ∈ (a, b)
and let
min {|x − a|, |x − b|}
δ= .
2
Then (x − δ, x + δ) ⊂ (a, b). On the other hand, any point outside of (a,

b) is not an1

1
interior point. Therefore, int ((a, b)) = (a, b). For instance, int −1, − 2 = −1, − 2 .
2. The points a and b are not interior points of [a, b] for a < b. However, every other point
of the interval is an interior point. Therefore, int ([a, b]) = (a, b).
3
3. Let A = [1, 2). Then 2
∈ int (A) but 1 ∈
/ int (A).
4. Let B = [1, 2] ∪ {3}. Then int (B) = (1, 2).
5. Let C = {1, 2, 3, 4, 5, 6, 7, 8}. If x ∈ C, then (x − δ, x + δ) * C for every δ > 0. Hence,
x∈/ int (C). Therefore, int (C) = ∅. A simimilar argument shows that, more generally,
int (N) = int (Z) = ∅.
6. The sets Q and Qc = R\Q have no interior points, i.e., int (Q) = int (Qc ) = ∅.

9
 Proof : Suppose x ∈ int (Q). Then there exists δ > 0 such that (x − δ, x + δ) ⊆ Q. But
this is not the case since there are irrational numbers between x − δ and x + δ (from
the fact that every interval of positive length contains both rational and irrational
numbers). Therefore, int (Q) = ∅. A similar argument shows that int (Qc ) = ∅.
7. Let x ∈ R and let δ = 1. Then (x − 1, x + 1) ⊂ R. Hence, every real number is an inte-
rior point of R. Therefore, int (R) = R.
Definition 3.3.2: Let A be a set of real numbers. The exterior of A, denoted by ext (A), is
the interior of its complement, i.e., ext (A) = int (Ac ).
Example: If A = (a, b), then ext (A) = int ((−∞, a] ∪ [b, ∞)) = (−∞, a) ∪ (b, ∞).
Exercise:
1. Find int (A) given that A = (−2, −1] ∪ {0} ∪ [1, 2].
2. Show that if A, B ⊆ R, then:
(a) int (A ∩ B) = int (A) ∩ int (B).
(b) it is not necessarily the case that int (A ∪ B) = int (A) ∪ int (B).

3.4 Isolated Points

Definition 3.4.1: A point x is an isolated point of a set A if there exists δ > 0 such that
(x − δ, x + δ) ∩ A = {x}, i.e., x is an isolated point of A if there exists a neighbourhood of x
which does not contain any point of A different from x.
Remark 3.4.1 : If x is an isolated point of A, then x ∈ A.
Examples:
1. Let A = [1, 3) ∪ {8}. For δ = 1, (8 − δ, 8 + δ) ∩ A = (7, 9) ∩ A = {8}. Hence, 8 is an
isolated point of A. Now, suppose x ∈ [1, 3). Then (x − δ, x + δ) ∩ (A\ {x}) 6= ∅ for
each δ > 0, i.e., (x − δ, x + δ) ∩ A 6= {x} for all δ > 0. Hence, x is not an isolated point
of A. Therefore, 8 is the only isolated point of A.
2. Let B = {1, 2, 3, 4, 5, 6, 7, 8}.

If x ∈ B and 0 < δ ≤ 1, then (x − δ, x + δ) ∩ B = {x}.
1 1
For instance, x − 2 , x + 2 ∩ B = {x}. Therefore, every element of B is an isolated
point of B.
Exercise:
1. Consider the set A = [1, 2] ∪ {3} ∪ (4, 5). Show that 3 is the only isolated point of A.
2. Show that the isolated points of the set Z of intergers are the intergers themselves.

3.5 Limit Points

Definition 3.5.1: Let A ⊆ R. A point x ∈ R is a limit point or an accumulation point or
a cluster point of A if for all δ > 0, (x − δ, x + δ) ∩ (A\ {x}) 6= ∅, i.e., x is a limit point of
A if every neighbourhood of x contains at least one point y ∈ A different from x. In other
words, x is a limit point of A if for any δ > 0, there exists at least one point y ∈ A, with
y 6= x, such that |y − x| < δ. The set of all limit points of a set A, denoted by A′ , is called
the derived set of A.

10
Remark 3.5.1 :
(i ) A point x is a limit point of A if there are points in A that are arbitrarily close to x.
(ii ) A limit point of a set A need not be an element of A. Hence, the derived set A′ of A
need not be a subset of A.
(iii ) From definition, an isolated point of A can not be a limit point of A. In fact, if x ∈ A
/ A′ , then x is an isolated point of A. On the other hand, if x ∈ A′ , then x is
and x ∈
not an isolated point of A.
Theorem 3.5.1: For a set A, if x ∈ A and x ∈ / A′ , then x is an isolated point of A.
′
Proof : Let x ∈ A. If x ∈
/ A , then there exists δ > 0 such that (x − δ, x + δ) ∩ (A\ {x}) = ∅.
Since x ∈ (x − δ, x + δ) and x ∈ A, this means that (x − δ, x + δ) ∩ A = {x} for some δ > 0.
Hence, x is an isolated point of A.
Examples:
1. Let A = (a, b) and let x ∈ A. Then x ∈ A′ since for any δ > 0, the interval (x − δ, x + δ)
contains points of A other than x (infinitely many points in fact). Hence, A ⊆ A′ .
2. Consider the set A = (1, 3) ∪ {8}. Then for any δ > 0, (1, 1 + δ) ∩ (A\ {1}) 6= ∅. This
implies that (1 − δ, 1 + δ) ∩ (A\ {1}) 6= ∅ for any δ > 0. Hence, 1 ∈ A′ . In a similar
manner, for any δ > 0, (3 − δ, 3) ∩ (A\ {3}) 6= ∅ so that (3 − δ, 3 + δ) ∩ (A\ {3}) 6= ∅
for any δ > 0, meaning 3 ∈ A′ . On the other hand, 8 ∈ / A′ since if we take δ = 1, then
(8 − δ, 8 + δ) ∩ (A\ {8}) = (7, 9) ∩ (A\ {8}) = ∅ (in fact, 8 is an isolated point of A).
Remark 3.5.2 : In general, if A = (a, b) or (a, b] or [a, b) or [a, b] for a < b, then a, b ∈ A′ .
This together with Example 1 above mean that [a, b] ⊆ A′ .
3. Let A = (a, b) or (a, b] or [a, b) or [a, b]. Then A′ = [a, b]. To show this, from Remark
3.5.2, we know that [a, b] ⊆ A′ . Hence, it suffices to show that if x ∈ R and x ∈ / [a, b],
i.e., x < a or x > b, then x ∈/ A′ . Suppose x < a. Let δ < a − x. Then x + δ < a and
a∈ / (x − δ, x + δ) so that (x − δ, x + δ) ∩ (A\ {x}) = ∅. Similarly, suppose x > b. Let
δ < x − b. Then b < x − δ and b ∈ / (x − δ, x + δ) so that (x − δ, x + δ) ∩ (A\ {x}) = ∅.
′
In either case, x ∈/ A.
4. The set Z of integers has no limit points, i.e., Z′ = ∅.
Proof : Suppose Z has a limit point x. Then for any δ > 0, (x − δ, x + δ)∩(Z\ {x}) 6= ∅.
But for any real number x, there exists n ∈ Z such that n ≤ x < n + 1. Now, if we let
δ < min {|x − n|, |x − n − 1|}, the interval n ≤ x < n + 1 contains no integers different
from x, i.e., (x − δ, x + δ) ∩ (Z\ {x}) = ∅. Hence, no real number is a limit point of Z.
5. Q′ = R.
Proof : Suppose x ∈ R. Then for any δ > 0, the interval (x − δ, x + δ) contains infinitely
many points of Q other than x. Thus, (x − δ, x + δ) ∩ (Q\ {x}) 6= ∅. Therefore, every
real number is a limit point of Q.
Exercise:
1. Show that N′ = ∅.
2. Show that if A = n1 : n ∈ N , then A′ = {0}.


Theorem 3.5.2: If A, B ⊂ R such that A ⊆ B, then A′ ⊆ B ′ .

11
Proof : Let x ∈ A′ . Then (x − δ, x + δ) ∩ (A\ {x}) 6= ∅ for all δ > 0, and it follows that if
A ⊆ B, (x − δ, x + δ) ∩ (B\ {x}) 6= ∅ for all δ > 0. Hence, x ∈ B ′ . Therefore, A′ ⊆ B ′ .
Theorem 3.5.3: If A, B ⊂ R, then (A ∪ B)′ = A′ ∪ B ′ .
Proof : Since A ⊆ A ∪ B, then by Theorem 3.5.2, A′ ⊆ (A ∪ B)′ . Similarly, B ⊆ A ∪ B so
that B ′ ⊆ (A ∪ B)′ . Therefore, A′ ∪ B ′ ⊆ (A ∪ B)′ .
Now, suppose x ∈ (A ∪ B)′ . Then
(x − δ, x + δ) ∩ [(A ∪ B) \ {x}] 6= ∅ for all δ > 0
⇒ (x − δ, x + δ) ∩ [(A\ {x}) ∪ (B\ {x})] 6= ∅ for all δ > 0
⇒ [(x − δ, x + δ) ∩ (A\ {x})] ∪ [(x − δ, x + δ) ∩ (B\ {x})] 6= ∅ for all δ > 0
⇒ (x − δ, x + δ) ∩ (A\ {x}) 6= ∅ or (x − δ, x + δ) ∩ (B\ {x}) 6= ∅, for all δ > 0
⇒ x ∈ A′ or x ∈ B ′
⇒ x ∈ A′ ∪ B ′ .
Hence, (A ∪ B)′ ⊆ A′ ∪ B ′ .
Therefore, (A ∪ B)′ = A′ ∪ B ′ .
Theorem 3.5.4: Let x ∈ R and A ⊂ R. If x is a limit point of A, then any neighbourhood
of x contains infinitely many members of A.
Proof : Let N be a neighbourhood of x containing only a finite number of points of A, i.e.,
N ∩ A is finite. Then N ∩ A\ {x} is also finite. Suppose N ∩ A\ {x} = {y1 , y2 , · · · , yn }. We
show that there exists δ > 0 such that (x − δ, x + δ) ∩ N does not contain any member of
A\ {x}. Since both N and (x − δ, x + δ) are neighbourhoods of x, so is their intersection.
This will prove that there is a neighbourhood of x containing no element of A\ {x} hence
proving x is not a limit point of A. Let δ = min {|x − y1 |, |x − y2 |, · · · , |x − yn |}. Since x 6= yi
(i = 1, · · · , n) and δ > 0, then (x − δ, x + δ) ∩ N contains no point of A other than x, hence
the proof. @
Corollary 3.5.1:
(a) If x has a neighbourhood which only contains finitely many members of A, then x
cannot be a limit point of A.
(b) A finite point set has no limit points.
Examples:
′
1. Let A = {1, 2, 3, 4, 5, 6, 7, 8}. Then, by Corollary 3.5.1, A = ∅.
2. Show that it is not always the case that (A ∩ B)′ = A′ ∩ B ′ .
Solution: Consider the sets A = (−1, 1] and B = [1, 2). Then A ∩ B = {1} so that
(A ∩ B)′ = {1}′ = ∅. On the other hand, A′ ∩ B ′ = [−1, 1] ∩ [1, 2] = {1}. Accordingly,
(A ∩ B)′ 6= A′ ∩ B ′ .

3.6 Open and Closed Sets

Definition 3.6.1: Let A ⊆ R. Then:
(a) A is open if for any x ∈ A, there exists δ > 0 such that (x − δ, x + δ) ⊆ A, i.e., A is

12
 open if it is (or contains) a neighbourhood of each of its points. In other words, A is
open if every point of A is an interior point of A.
(b) A is closed if every limit point of A is a point of A, i.e., if A′ ⊆ A.
Theorem 3.6.1: A set A is open if and only if its complement is closed.
Proof : Suppose A is open and suppose x is a limit point of Ac . Then for every δ > 0,
(x − δ, x + δ) ∩ (Ac \ {x}) 6= ∅, i.e., for every δ > 0, the interval (x − δ, x + δ) contains a
point y ∈ Ac such that y 6= x. Hence, (x − δ, x + δ) * A for every δ > 0, implying that
x∈/ int (A). Since A is open, then x ∈ / A so that x ∈ Ac . It now follows that Ac is a closed.
Conversely, suppose Ac is a closed. Let x ∈ A. Then x ∈ / Ac and x is not a limit point
c
of A (since a closed set contains all its limit points). Hence, there exists δ > 0 such that
(x − δ, x + δ) ∩ Ac = ∅, i.e., (x − δ, x + δ) ⊆ A. Thus, x ∈ int (A), and it follows that A is
open. @
Corollary 3.6.1: A set A is closed if and only if its complement is open.
Theorem 3.6.2: Let A ⊂ R. Then:
(a) Å is open.
(b) A is open if and only if A = Å.
(c) If B is open and B ⊆ A, then B ⊆ Å.
Proof :
(a) We need to show that if x ∈ Å, then there exists δ > 0 such that (x − δ, x + δ) ⊆ Å.
Suppose x ∈ Å. Then there exists δ > 0 such that (x − δ, x + δ) ⊆ A. We show that
(x − δ, x + δ) ⊆ Å by showing that every point of (x − δ, x + δ) is an interior point of
A. Let y ∈ (x − δ, x + δ) and let

min {|y − x + δ|, |y − x − δ|}

ε= .
2

Then (y − ε, y + ε) ⊂ (x − δ, x + δ) ⊆ A. Hence, y ∈ Å by definition, and since y was

arbitrary, (x − δ, x + δ) ⊆ Å.
(b) Suppose A = Å. Then A is open since Å is open, from part (a) of the theorem.
Conversely, supose A is open. Then every point of A is an interior point of A. Hence,
A ⊆ Å. But Å ⊆ A (see Proposition 3.3.1). Therefore, A = Å.
(c) Let x ∈ B. Then x ∈ Å since B is open, and this means that there exists δ > 0 such
that (x − δ, x + δ) ⊆ B. But B ⊆ A. Hence, (x − δ, x + δ) ⊆ A, and it follows that
x ∈ Å. Therefore, B ⊆ Å. @
Remark 3.6.1 : Parts (a) and (c) of Theorem 3.6.2 above imply that Å is the largest open
subset of A.
Examples:
1. Let a, b ∈ R such that a < b. Then (a, b) is open since int ((a, b)) = (a, b). This proves
that every open interval is an open set. Similarly, the infinite intervals (−∞, a) and
(a, ∞) are open.
2. Let A = [a, b]. Then A is closed since it contains all its limit points (from a previous

13
 example, A′ = A). Alternatively, it is closed since Ac = (−∞, a) ∪ (b, ∞), a union of
open sets, which is open.
3. Let A = {1, 2, 3, 4, 5, 6, 7, 8}. From a previous example, int (A) = ∅ =6 A. Hence, A is
not open. On the other hand, A contains all it limit points, namely none (see a previous
example). Hence, A is closed. Similarly, the set N is closed but not open.
4. Sets that are both open and closed:
From a previous example, int (R) = R, implying that R is open. But ∅c = R\∅ = R,
implying that the empty set ∅ is closed.
Now, since there are no elements in ∅, then for every x ∈ ∅, (x − δ, x + δ) ⊂ ∅ for any
δ > 0. Hence, ∅ is open. But Rc = R\R = ∅. Hence, R is closed.
Therefore, R and ∅ are sets that are both open and closed; in fact, these are the only
sets with this property.
5. Sets that are neither open nor closed :
(a) Let a, b ∈ R such that a < b. Consider the set A = [a, b). Then A is not open since
a ∈ A but a ∈ / Å. Similarly, A is not closed since b ∈ A′ but b ∈
/ A.
Alternatively, consider the set Ac = (−∞, a) ∪ [b, ∞). In this case, Ac is not closed
since a is a limit point of Ac but a ∈ / Ac , implying that A is not open. Besides, Ac
is not open since b ∈ Ac but b ∈ / int (Ac ), implying that A is not closed either.
Therefore, [a, b) is neither open nor closed. The same is true for (a, b].
(b) The set Q is neither open nor closed. As seen earlier, none of the points of Q is an
interior point. Hence, Q is not open, implying that Qc is not closed. In a similar
manner, none of the points of Qc is an interior point. Hence, Qc is not open, and
so (Qc )c = Q is not closed. Therefore, Q and Qc are examples of subsets of R that
are neither open nor closed.
Remark 3.6.2 : Being closed is not the opposite of being open, i.e., a set is not either open
or closed, it can be neither.
6. Let x ∈ R. Then {x} is closed since {x}c = (−∞, x) ∪ (x, ∞) is open. Alternatively,
{x} is closed since it contains all its limit points, namely none. On the other hand, {x}
is not open since, clearly, there does not exist δ > 0 such that (x − δ, x + δ) ⊆ {x}.
Exercise:
1. Show that Z is closed but not open.
2. Show that
 each of the sets below is neither open nor closed:
(a) A = n1 : n ∈ N .
(b) B = [1, 2) ∪ {3}
Theorem 3.6.3: Let {Gi } be an infinite collection of open sets and {Hi } an infinite collection
of closed sets. Then:
∞
(a) ∪ Gi is open (i.e., an arbitrary union of open sets is open).
i=1
n
(b) ∩ Gi is open (i.e., a finite intersection of open sets is open).
i=1
n
(c) ∪ Hi is closed (i.e., a finite union of closed sets is closed).
i=1

14
 ∞
(d ) ∩ Hi is closed (i.e., an arbitrary intersection of closed sets is closed).
i=1

Proof :
∞ ∞
(a) We prove that if x ∈ ∪ Gi , then x is an interior point of ∪ Gi , i.e., there exists δ > 0
i=1 i=1
∞ ∞
such that (x − δ, x + δ) ⊆ ∪ Gi . Now, suppose x ∈ ∪ Gi . Then x ∈ Gi for at least
i=1 i=1
one i, and since Gi is open, x is an interior point of Gi . Hence, there exists δi > 0 such
∞
that (x − δi , x + δi ) ⊆ Gi . Therefore, (x − δi , x + δi ) ⊆ ∪ Gi .
i=1
n n n
(b) If ∩ Gi = ∅, then ∩ Gi is open since ∅ is open. On the other hand, suppose ∩ Gi 6= ∅
i=1 i=1 i=1
n
and let x ∈ ∩ Gi . Then, x ∈ Gi for every i = 1, 2, · · · , n. But each Gi (i = 1, 2, · · · , n)
i=1
is open. So, for each i = 1, 2, · · · , n, there exists δi > 0 such that (x − δi , x + δi ) ⊆ Gi .
Now, let δ = min {δ1 , · · · , δn }. Since δi > 0 for all i = 1, 2, · · · , n, then δ > 0. Hence,
∞
(x − δ, x + δ) ⊆ Gi for every i = 1, 2, · · · , n, and so (x − δ, x + δ) ⊆ ∩ Gi . Therefore,
i=1
n n n
x is an interior point of ∩ Gi , and since x is an arbitrary point of ∩ Gi , then ∩ Gi
i=1 i=1 i=1
is open.
Remark 3.6.3 : The intersection of an infinite number of open sets need not be open.
Counterexample:

In R, let Gn = − n1 , n1 , n ∈ N, i.e., G1 = (−1, 1), G2 = − 12 , 12 , G3 = − 13 , 31 , · · · . Then



∞
Gn is open for each n = 1, 2, · · · . However, ∩ Gn = {0}, which is not open (by Example 6
n=1
above).
(c) Hi is closed implies Hic is open, for each 
i = 1, 2, · · · , n. So, by part (b) of the theorem,
n n c
∩ Hic is open, and by Theorem 3.6.1, ∩ Hic is closed. But by the De Morgan’s
i=1  i=1
n
 c n n n
law, ∩ Hic = ∪ (Hic )c = ∪ Hi . Therefore, ∪ Hi is closed.
i=1 i=1 i=1 i=1

Remark 3.6.4 : The union of an infinite collection of closed sets need not be closed.
Counterexample:
, n ∈ N, i.e., H1 = − 12 , 12 , H2 = − 32 , 23 , H3 = − 34 , 34 , · · · .
 n n
      
In R, let Hn = − n+1 , n+1
∞
Then Hn is closed for each n = 1, 2, · · · . However, ∪ Hn = (−1, 1), which is not closed.
n=1

(d ) Hi is closed means Hic

is open, for eachi = 1, 2,· · · . So, by part (a) of the theorem,
∞ ∞ c
∪ Hic is open, and by Theorem 3.6.1, ∪ Hic is closed. But by the De Morgan’s
i=1  c ∞ i=1
∞ ∞ ∞
law, ∪ Hic = ∩ (Hic )c = ∩ Hi . Therefore, ∩ Hi is closed. @
i=1 i=1 i=1 i=1

3.7 Closure of a Set

Definition 3.7.1: Let A ⊂ R. The closure of A, denoted A, is the union of A and its derived
set A′ , i.e., A = A ∪ A′ . A point of A is called an adherent point of A. Thus, if x is an
adherent point of A, then x ∈ A or x ∈ A′ .

15
Remark 3.7.1 : The closure A of a set A is the intersection of all closed supersets of A.
Examples:
′
1. ∅ = ∅ ∪ ∅ = ∅ ∪ ∅ = ∅.
′
2. {x} = {x} ∪ {x} = {x} ∪ ∅ = {x}.
3. Consider the set A = {1, 2, 3, 4, 5, 6, 7, 8}. From a previous example, A′ = ∅. Hence,
A = A ∪ A′ = A ∪ ∅ = A.
′
4. (a, b) = (a, b) ∪ (a, b) = (a, b) ∪ [a, b] = [a, b].
5. If B = [−1, 1), then B ′ = [−1, 1] and B = B ∪ B ′ = [−1, 1].
6. If C = (0, 1] ∪ {3}, then C ′ = [0, 1] and C = C ∪ C ′ = [0, 1] ∪ {3}.
7. N = N ∪ N′ = N ∪ ∅ = N.
′
8. Q = Q ∪ Q = Q ∪ R = R. Similarly, Qc = R.
Exercise:
1. Show that Z = Z.
2. Let A, B ⊆ R. Prove that:
(a) if A ⊆ B, then A ⊆ B.
(b) A ∪ B = A ∪ B.
(c) it is not always the case that A ∩ B 6= A ∩ B.
Theorem 3.7.1: Let A ⊂ R. Then:
(a) A is closed.
(b) A = A if and only if A is closed.
(c) If B is closed and A ⊂ B, then A ⊂ B.
Proof :
(a) Since A is the intersection of all closed supersets of A, then, by Theorem 3.6.3, A is
closed.
(b) Suppose A = A. From part (a) of the theorem, A is closed. Therefore, A is closed.
Conversely, suppose A is closed. Then A′ ⊆ A, and A = A ∪ A′ = A.
(c) Suppose A ⊂ B where B is closed. Then A′ ⊂ B ′ and B ′ ⊆ B so that A′ ⊂ B. There-
fore, A = A ∪ A′ ⊂ B. @
Remark 3.7.2 : By parts (a) and (c) of Theorem 3.7.1, A is the smallest closed subset of
R that contains A.
Examples:
1. From Examples 1, 2, 3 and 7 above, the empty set ∅, the singleton set {x}, the set
A = {1, 2, 3, 4, 5, 6, 7, 8}, and N, are closed since ∅ = ∅, {x} = {x}, A = A and N = N.
2. From Examples 4, 5, 6 and 8 above, the sets (a, b), B = [−1, 1), C = (0, 1] ∪ {3}, Q,
and Qc , are not closed since (a, b) 6= (a, b), B 6= B, C 6= C, Q 6= Q, and Qc 6= Qc .

16
Exercise:
1. Show that A = [1, 2) ∪ {3} is neither open nor closed.
2. Prove that Z is closed.
2. Let A ⊆ R. Prove that if A is open, then A′ = A.

3.8 Boundary of a Set

Definition 3.8.1: Let A ⊆ R. The boundary of A, denoted bdry (A), is the set of points
x ∈ R such that every neighbourhood of x contains at least one point of A and at least one
point not in A. Alternatively, bdry (A) is the set A\int (A), i.e., the set of points in the
closure of A not belonging to the interior of A. An element in the boundary of A is called a
boundary point of A.
Examples:
1. bdry (∅) = ∅\int (∅) = ∅\∅ = ∅.
2. Let A = {1, 2, 3, 4, 5, 6, 7, 8}. Then bdry (A) = A\int (A) = A\∅ = A.
3. If B = (0, 5) or (0, 5] or [0, 5) or [0, 5], bdry (B) = B\int (B) = [0, 5]\(0, 5) = {0, 5}.
4. bdry (Z) = Z\int (Z) = (Z ∪ Z′ ) \int (Z) = (Z ∪ ∅) \∅ = Z.
5. bdry (Q) = Q\int (Q) = R\∅ = R. Similarly, bdry (Qc ) = R.
6. bdry (Q ∩ [0, 1]) = [0, 1].
Remark 3.8.1 : Let A ⊆ R. Then
(a) bdry (A) is closed.
(b) bdry (A) = bdry (Ac ).
Examples:
1. Let A = (0, 5). From Example 3 above, bdry (A) = {0, 5}, which is closed since it con-
tains all its limit points, namely none.
2. From Example 5 above, bdry (Q) = bdry (Qc ) = R.
Theorem 3.8.1: A set is closed if and only if it contains all its boundary points.
Examples:
1. From a previous example, bdry (Z) = Z. Hence, Z is closed.
2. From a previous example, bdry (Q) = R * Q. Hence, Q is not closed.
Corollary 3.8.1: A set is open if and only if it contains none of its boundary points.
Examples:
1. Consider the open interval A = (a, b). Then bdry (A) = {a, b} with a, b ∈
/ A. Hence, A
is an open set.
2. From a previous example, the boundary points of A = {1, 2, 3, 4, 5, 6, 7, 8} are the ele-
ments of A. Hence, A is not an open set.

17
3.9 Dense Sets
Definition 3.9.1: Let A ⊂ R. Then A is said to be dense (in R) if A ∩ (a, b) 6= ∅ for each
open interval (a, b). More generally, suppose A, B ⊂ R. We say that A is dense in B if every
open interval that intersects B also intersects A.
Examples:
1. The set Q is dense in R since for any interval (a, b) in R, Q ∩ (a, b) 6= ∅.
2. Q is dense in Qc . The converse is also true.
3. Z is not dense in R since 12 , 43 ∩ Z = ∅.

4. N is not dense in R since (−1, 0) ∩ N = ∅.

5. Z is dense in N since if (a, b) ∩ N 6= ∅, then (a, b) ∩ Z 6= ∅. However, the converse is
false, i.e., N is not dense in Z, since (−1, 1) ∩ Z 6= ∅ but (−1, 1) ∩ N = ∅.
Remark 3.9.1 : A set A is dense in a set B if every point of B is a point of A (i.e., B ⊆ A),
or a limit point of A, or both.
Examples:
1. Z is dense in N since N ⊂ Z. On the other hand, N is not dense in Z since Z * N and
/ N′ (from a previous exercise, N′ = ∅).
also, if x ∈ Z, then x ∈
2. Q is dense in Qc as every point of Qc is a limit point of Q.
Exercise:
Prove that:
(a) if A is dense in B and C ⊂ B, then A is dense in C.
(b) A is dense in B if and only if A ⊃ B.
(c) every set A is dense in its closure A.
(d ) if A ⊂ B and A is dense in B, then A = B.
Definition 3.9.2: Let A ⊂ R. Then A is said to be nowhere dense in R provided that every
open interval I contains an open subinterval J such that A ∩ J = ∅.
Remark 3.9.2 : A subset A of R is nowhere dense in R if the closure A of A contains no
open interval.
Examples:
1. Any finite subset of R is nowhere dense in R.
2. N is nowhere dense in R.
3. The set n1 : n ∈ N is nowhere dense in R.


4. Any finite union of nowhere dense sets in R is nowhere dense in R.

5. A countable intersection of nowhere dense sets in R need not be nowhere dense in R.
n
Theorem 3.9.1: Let A1 , A2 , · · · , An be nowhere dense in R. Then ∪ Ai is also nowhere
i=1
dense in R.
Proof : Let I be any open interval in R. We seek an open interval J ⊂ I such that J ∩ Ai = ∅
for each i = 1, 2, · · · , n. Since A1 is nowhere dense, there exists an open interval I1 ⊂ I such

18
that A1 ∩I1 = ∅. Now, A2 is also nowhere dense in R. So, there exists an open interval I2 ⊂ I1
such that A2 ∩ I2 = ∅. Proceeding in this manner we obtain intervals I1 ⊃ I2 ⊃ I3 ⊃ · · · ⊃ In
such that Ai ∩ Ii = ∅ for i = 1, 2, · · · , n. Since In ⊂ Ii for i = 1, 2, · · · , n, then Ai ∩ In = ∅
for i = 1, 2, · · · , n. Thus,
n  n n
∪ Ai ∩ In = ∪ (Ai ∩ In ) = ∪ ∅ = ∅,
i=1 i=1 i=1

which is what we sought to prove. @

3.10 Compact Sets

Definition 3.10.1: Let A ⊆ R. A collection T consisting of open sets is an open cover for
the set A if every element in A is in some set G from T , i.e., if A ⊂ ∪ G. The set A has a
G∈T
n
finite subcover from T if there exists G1 , G2 , · · · , Gn in T such that A ⊂ ∪ Gi .
i=1

Examples:
1. The collection
          
1 1 1 3 2 5 3 7
T = 1 − ,2 − : n ∈ N = (0, 1) , , , , , , ,···
n n 2 2 3 3 4 4
∞
1 − n1 , 2 − 1


is an open cover for the set A = [1/2, 2) since A ⊂ ∪ n
.
n=1

2. The collection T = {(−n, n) : n ∈ N} is an open cover for R = (−∞, ∞).

3. Let r ∈ R. Then T = {(r − 1, r + 1) : r ∈ R} is an open cover for R.
Remark 3.10.1 :
(i ) An open cover for R is also an open cover for every subset of R; clearly, each of the
collections in Examples 2 and 3 above is an open cover for any set A ⊆ R.
(ii ) The collections in Examples 1 and 2 above are countable while that in Example 3 is
uncountable.
Definition 3.10.2: The set A ⊆ R is a compact set if every open cover for A has a finite
subcover.
Example: The collection
          
1 1 1 1
T = a − , n : n ∈ N = (a − 1, 1) , a − , 2 , a − , 3 , a − , 4 , · · ·
n 2 3 4
∞
a − n1 , n . However, no finite subcollection


is an open cover for set A = [a, ∞) since A ⊂ ∪
n=1
of T covers A. Therefore, A = [a, ∞) is not compact.
Remark 3.10.2 : The set A in the preceeding example is closed but not bounded. This
brings us to the following theorem:
Theorem 3.10.1: If A is a compact set, then A is bounded.

19
Proof : The collection T = {(−n, n) : n ∈ N} is an open cover for any set A ⊆ R. The union
of any finite subcollection will be an interval of the form (−n0 , n0 ). If A is compact, there
must be an interval (−n0 , n0 ), so that A ⊂ (−n0 , n0 ), and so A is bounded. @
Example: The collection
  
1 1
T = a− ,b − : n∈N
n n
       
1 1 1 1 1 1
= (a − 1, b − 1) , a − , b − , a− ,b− , a − ,b− ,···
2 2 3 3 4 4
∞
is an open cover for the set A = [a, b) since A ⊂ ∪ a − n1 , b − n1 . In this case, the union


 n=1 
of any finite subcollection of T has the form a − n11 , b − n12 , and hence does not cover A.
Therefore, A = [a, b) is not compact.
Remark 3.10.3 : The set A in the preceeding example is bounded but not closed. This
brings us to the following theorem:
Theorem 3.10.2: If A is a compact set, then A is closed.
Proof : If A is not
 closed,  ∞ be a limit point x of A with x ∈
there must / A. The collection
T = {Gn }∞ 1 1

n=1 = R\ x − n
, x + n n=1
is an open cover for A. In order for A to be compact,
k
there must be a finite subcollection {Gni }ki=1 of T that covers A. Since ∪ Gni = Gn′ where
i=1
k
n = max {n1 , n2 , · · · , nk }, we have A ⊂ ∪ Gni = Gn′ = R\ x − n′ , x + n1′ or equivalently,
′ 1
 
i=1
A ∩ x − n1′ , x + n1′ = ∅. But A ∩ x − n1′ , x + n1′ = ∅ implies that x is an exterior point of
   

A, and therefore not a limit point of A. This contradiction means that A is not compact,
and the proof is complete. @
Remark 3.10.4 : Theorems 3.10.1 and 3.10.2 prove that a compact set need be both closed
and bounded. The next theorem asserts that these two conditions are also sufficient for
compactness.
Theorem 3.10.3 (Heine-Borel Theorem): The set A ⊆ R is compact if and only if A is
closed and bounded.
Example: Let A = {1, 2, 3, 4, 5, 6, 7, 8}. Then A is closed and bounded. Hence, by Theorem
3.10.3, A is compact.

4 Sequences and Series of Real Numbers

4.1 Sequences and Subsequences
Definition 4.1.1: A sequence of real numbers is a function from positive integers (natural
numbers) into the set of real numbers, i.e., f : N −→ R, f (n) = an . The sequence may be
denoted as {an } or {an }∞n=1 . We may also write the sequence as {a1 , a2 , · · · , an , · · · } where
a1 is the first term of the sequence, a2 the second, and so on.

20
Remark 4.1.1 : The sequence illustration should not be confused with set notation. In sets,
the order of elements does not matter, but in sequences, it does. Thus, a sequence {1, 2, 3, 4}
is different from {1, 3, 4, 2}. In set notation, these would be considered equal.
Examples:
1. {1} = {1, 1, 1, 1, · · · }.
2. {2n}∞
n=1 = {2, 4, 6, 8, · · · }.
∞
3. (−1)n+1 n=1 = {1, −1, 1, −1, · · · }.


Definition 4.1.2: Let {an } be a sequence of real numbers and consider the sequence {ni }
of positive integers such that n1 < n2 < n3 < · · · . Then the sequence {ani } is called a sub-
sequence of {an }. If {an } = {a1 , a2 , a3 , a4 , · · · } is a sequence, then {ani } = {a21 , a42 , a63 , · · · }
is a subsequence.
Remark 4.1.2 : A subsequence {ani } of a sequence {an } is itself a sequence and the numbers
n1 , n2 , · · · themselves form a subsequence of the sequence of positive integers 1, 2, 3, · · · .
Examples:
∞
1. Consider the sequence {(−1)n }n=1 = {−1, 1, −1, 1, −1, 1, · · · }. Then {−1, −1, −1, · · · }
∞
and {1, 1, 1, · · · } are subsequences of {(−1)n }n=1 .
2. The sequence {1, 2, 1, 3, 1, 4, 1, 5, · · · } has subsequences {1, 1, 1, 1, · · · } and {1, 2, 3, 4, · · · }.

4.2 Convergent and Divergent Sequences

Definition 4.2.1: Let {an }∞ ∞
n=1 be a sequence of real numbers. We say that {an }n=1 has a
limit L ∈ R if for every ε > 0, there exists a positive integer N = N (ε) such that

|an − L| < ε for all n ≥ N.

In this case, we write lim an = L or an −→ L (as n −→ ∞).
n→∞

Remark 4.2.1 : In Definition 4.2.1,

(i ) the limit L must be a real number.
(ii ) the value of N, in general, depends on the value of ε.
(iii ) the inequality |an − L| < ε must hold for all values of n except at most a finite
number - namely, n = 1, 2, · · · , N − 1.
(iv ) the proof that lim an = L consists, upon given ε > 0, of finding a value of N such
n→∞
that |an − L| < ε for all n ≥ N.
Definition 4.2.2: If a sequence {an }∞ ∞
n=1 of real numbers has a limit L, we say that {an }n=1
∞
converges (or {an }n=1 is convergent) to L.
Definition 4.2.3: If a sequence {an }∞ n=1 of real numbers does not have a limit, we say that
{an }∞
n=1 diverges or {a } ∞
n n=1 is divergent. A sequence {an }∞
n=1 of real numbers diverges to ∞,
written lim an = ∞ or an −→ ∞, if for any real number M > 0, there exists N ∈ N such
n→∞
that an ≥ M for all n ≥ N. A sequence {an }∞
n=1 of real numbers diverges to −∞, written
lim an = −∞ or an −→ −∞, if for any real number M > 0, there exists N ∈ N such that
n→∞

21
an < −M for all n ≥ N. If a sequence {an }∞ lim an 6= ±∞,
n=1 of real numbers diverges but n→∞
we say that the sequence oscillates.
Theorem 4.2.1: A point x is a limit point of a set A if and only if there exists a sequence
{xn }∞
n=1 in A such that lim xn = x.
n→∞

Examples:
1. The sequence n1 = 1, 21 , 13 , 41 , · · · converges to 0.
 

Proof : Given ε > 0 we find N = N (ε) ∈ N such that

1
− 0 < ε for all n ≥ N (1)
n
or
1
< ε for all n ≥ N. (2)
n
If we choose N such that N1 < ε, then (1) and (2) will hold since n1 ≤ N1 if n ≥ N. Now,
1
N
< ε if and only if n > 1ε . Hence, we can choose N ∈ N such that N > 1ε proving that
lim n1 = 0.
n→∞

Remark 4.2.2 : The limit 0 of the sequence in Example 1 above is not equal to any term
of the sequence.
2. The sequence {an }∞ ∞
n=1 = {n}n=1 = {1, 2, 3, · · · } diverges.
Proof : Suppose the contrary, i.e., an −→ L for some L ∈ R. Then for every ε > 0 there
exists a positive integer N = N (ε) for which

|n − L| < ε for all n ≥ N.

In particular, there is an N for which

|n − L| < 1 for all n ≥ N

or
−1 < n − L < 1 for all n ≥ N
or
L − 1 < n < L + 1 for all n ≥ N.
This means that all values of n greater than or equal to N lie between L − 1 and L + 1,
a contradiction. Hence, the sequence diverges.
Remark 4.2.3 : It is obvious that {an }∞ ∞
n=1 = {n}n=1 diverges to ∞, by Definition 4.2.3. For
given M > 0, choosing N ∈ N such that N ≥ M, then an = n ≥ M for all n ≥ N.
∞
3. The sequence {(−1)n }n=1 diverges.
Proof : The terms of the sequence are −1, 1, −1, 1, · · · . Suppose the sequence converges
to L for some L ∈ R. Then for ε = 21 there is an N = N 12 ∈ N such that

1
|(−1)n − L| < for all n ≥ N. (1)
2

22
 For n even (1) becomes
1
|1 − L| < for all n ≥ N, (2)
2
and for n odd (1) becomes
1
| − 1 − L| < for all n ≥ N. (3)
2
In this case, (2) implies that L is less than 21 unit away from 1 while (3) implies that L
is less than 21 unit away from −1, a contradiction.
Alternatively, the inequality (3) is equivalent to |1 + L| < 12 . But then

1 1
2 = | (1 + L) + (1 − L) | ≤ |1 + L| + |1 − L| < + = 1,
2 2
which is a contradiction.
Therefore, the sequence does not have a limit.
4. The sequence {log (1/n)}∞
n=1 diverges to −∞.
Proof : Given M > 0 we find N ∈ N such that
1
log < −M for all n ≥ N. (1)
n
But this is equivalent to

log n > M for all n ≥ N,

or
n > eM for all n ≥ N. (2)
Thus, if we choose N ≥ eM , the (2) and hence (1) will hold.
Exercise:
n+1 ∞
1. Show that the sequence {an }∞

n=1 = (−1) n=1
has no limit.
n o∞
2n
2. Prove that the sequence n+4n 1/2 converges to 2.
n=1
Theorem 4.2.2: Let {an }∞
n=1 be a sequence of non-negative numbers. If lim an = L, then
n→∞
L ≥ 0.
Proof : Supose the contrary, i.e., L < 0. Then for ε = − L2 there exists N ∈ N such that

L
|an − L| < − for all n ≥ N.
2
In particular,
L
|aN − L| < − ,
2

23
which implies
L
aN − L < −
2
or
L
< 0 for L < 0,
aN <
2
a contradiction since, by hypothesis, aN ≥ 0. Hence, we must have L ≥ 0. @
Theorem 4.2.3: If {an }∞n=1 converges, then its limit is unique.
Proof : Suppose an −→ L and an −→ M. We show that L = M. Suppose the contrary, i.e.,
L 6= M so that |M − L| > 0. Let ε = 12 |M − L|. By hypothesis an −→ L. Hence, there exists
N1 = N1 (ε) ∈ N such that
|an − L| < ε for all n ≥ N.
Similarly, since an −→ M there exists N2 = N2 (ε) ∈ N such that

|an − M| < ε for all n ≥ N.

Let N = max {N1 , N2 }. Then N ≥ N1 and N ≥ N2 so that

|an − L| < ε for all n ≥ N

and
|an − M| < ε for all n ≥ N.
Thus,

|M − L| = |(an − L) − (an − M)| ≤ |an − L| + |an − M| < 2ε = |M − L|.

This contradiction shows that M = L, which is what we wished to show. @

Definition 4.2.4: Let {ani } be a subsequence of a sequence {an } of real numbers. If {ani }
converges, its limit is called a subsequential limit of {an }.
Theorem 4.2.4: A sequence {an }∞ n=1 of real numbers is convergent to L if and only if every
∞
subsequence of {an }n=1 is also convergent to L.
Corollary 4.2.1: All subsequences of a convergent sequence {an }∞ n=1 of real numbers con-
verge to the same limit.
Proof : If the sequence {an }∞ ∞
n=1 converges to L, then, by Theorem 4.2.3, {an }n=1 converges
∞
to no other limit. By Theorem 4.2.4, then, all subsequences of {an }n=1 converge to L (and
to no other limit). @
Examples:
1. The sequence 1, − 21 , 13 , − 41 , 15 , − 61 , · · · converges to 0. By Corollary 4.2.1, all its subse-
quences converge to 0. For instace, the subsequences 1, 31 , 51 , · · · and − 12 , − 41 , − 16 , · · ·
both converge to 0.
∞
2. Consider the sequence {(−1)n }n=1 . Then −1, −1, −1, −1, · · · and 1, 1, 1, 1, · · · are sub-
∞
sequences of {(−1)n }n=1 which converge respectively to −1 and 1. Since the two sub-
∞
sequences converge to different limits, then, by Theorem 4.2.4, the sequence {(−1)n }n=1

24
 diverges. This example shows that a divergent sequence may have a convergent subse-
quence.
3. The sequence {n}∞ n=1 shows that a divergent sequence need have no convergent subse-
quence.
4. Consider the sequence 1, 2, 1, 3, 1, 4, 1, 5, · · · . By Corollary 4.2.1, the sequence diverges
since it has the divergent subsequence 1, 2, 3, 4, 5, · · · . Moreover, the sequence does not
diverge to ∞ since there is no N ∈ N for which an > 2 for all n ≥ N. The sequence
obviously does not diverge to −∞. Hence, it oscillates.
5. The sequence {an }∞ n=1 = {1, −2, 3, −4, 5, −6, · · · } has the subsequence 1, 3, 5, · · · which
diverges to ∞ and also has the subsequence −2, −4, −6, · · · which diverges to −∞. The
sequence {an }∞n=1 diverges, but lim an 6= ±∞; it oscillates.
n→∞

4.3 Bounded Sequences

Since a sequence {an }∞n=1 of real numbers is a function from N into R, the range of the
sequence, namely {a1 , a2 , · · · }, is a subset of R. The range of a sequence may be finite or it
may be infinite.
Definition 4.3.1: A sequence {an }∞ ∞
n=1 is bounded above if the range of {an }n=1 is bounded
above, it is bounded below if its range is bounded below, and it is bounded if its range is
bounded. Thus, {an }∞n=1 is bounded if and only if there exists M ∈ R such that

|an | ≤ M for all n ∈ N, i.e., − M ≤ an ≤ M for all n ∈ N.

Example: Consider the sequence {an } defined by
(
1 if n is even
an =
0 if n is odd,

i.e., {an } = {0, 1, 0, 1, 0, 1, · · · }. Then the range of {an } is the set {0, 1} which is bounded.
Therefore, the sequence is bounded.
If a sequence diverges to ∞ or to −∞, then it is not bounded. A sequence that diverges to
∞ must, however, be bounded below (since such a sequence can have only a finite number
of negative terms). Similarly, if a sequence diverges to −∞, then it is bounded above. An
oscillating sequence may or may not be bounded.
Examples:
1. The sequence 1, −2, 3, −4, 5, −6, · · · oscillates and is neither bounded above nor bounded
below.
2. The sequence −1, 1, −1, 1, −1, 1, · · · oscillates between −1 and 1; it is bounded.
3. The sequence 1, 2, 1, 3, 1, 4, 1, 5, · · · oscillates and is bounded below but is not bounded
above.
Theorem 4.3.1: If the sequence {an }∞
n=1 of real numbers is convergent, then it is bounded.
Proof : Suppose an −→ L. Then given ε = 1, there exists N ∈ N such that
|an − L| < 1 for all n ≥ N.

25
Since |an | = |L + (an − L)| ≤ |L| + |an − L|, then

|an | < |L| + 1 for all n ≥ N. (1)

If we let M = max {|a1 | , |a2 | , · · · , |aN −1 |}, then

|an | ≤ M for all n = 1, · · · , N − 1. (2)

From (1) and (2) we have that

|an | < M + |L| + 1 for all n ∈ N,

which shows that {an }∞

n=1 is bounded. @

Remark 4.3.1 : The converse of Theorem 4.3.1 is not true, i.e., a bounded sequence need
not be convergent.
Corollary 4.3.1: If the sequence {an }∞ n=1 of real numbers is not bounded, it is divergent.
Proof : The corollary is just the contrapositive of Theorem 4.3.1.
Examples:
∞
1. The sequence {(−1)n }n=1 is bounded but not convergent.
2. The sequence 1, −2, 3, −4, 5, −6, · · · is divergent since it is neither bounded above nor
bounded below.
Theorem 4.3.2 (Bolzano-Weierstrass Theorem): Let {an }∞ n=1 be a bounded sequence
of real numbers. Then {an }∞
n=1 has a convergent subsequence.

4.4 Monotonic Sequences

As seen in Remark 4.3.1, a bounded sequence need not be convergent. In this section we
consider a condition which, together with boundedness, will ensure that a sequence is con-
vergent.
Definition 4.4.1: The sequence {an }∞ n=1 is non-decreasing if an ≤ an+1 for all n; in the
special case where an < an+1 for all n, the sequence {an }∞ n=1 is said to be increasing. The
∞
sequence {an }n=1 is non-increasing if an ≥ an+1 for all n; in the special case where an > an+1
for all n, the sequence {an }∞
n=1 is said to be decreasing. A monotonic sequence is a sequence
which is either non-increasing or non-decreasing.
Remark 4.4.1 :
(i ) A non-decreasing sequence {an }∞
n=1 is always bounded below (by a1 ).

(ii ) A non-increasing sequence {an }∞

n=1 is always bounded above (by a1 ).

Examples:
1 ∞
= 1, 1 21 , 1 34 , 1 87 , · · ·
 
1. The sequence 2 − 2n−1 n=1
is non-decreasing (increasing), and
bounded.
2. The sequence {n}∞n=1 = {1, 2, 3, 4, 5, · · · } is non-decreasing (increasing), and bounded
below (but not bounded above).
 ∞
3. The sequence n1 n=1 = 1, 21 , 31 , 41 , · · · is non-increasing (decreasing), and bounded.


26
 ∞
4. The sequence − n1 = −1, − 12 , − 31 , − 14 , · · ·
 
n=1
is non-decreasing (increasing), and
bounded.
∞
5. The sequence {(−1)n }n=1 = {−1, 1, −1, 1, −1, 1, · · · } is not monotonic since it is neither
non-increasing nor non-decreasing.
Theorem 4.4.1: A non-decreasing sequence which is bounded above is convergent.
Proof : Suppose {an }∞
n=1 is non-decreasing and bounded above. Then the set A = {a1 , a2 , · · · }
is a non-empty subset of R which is bounded above. By the completeness axiom of real
numbers, this set has a least upper bound. Let

M = l.u.b {a1 , a2 , · · · } = l.u.b of A.

We will prove that an −→ M as n −→ ∞. Given ε > 0 the number M − ε is not an upper

bound for A. Hence, for some N ∈ N, aN > M − ε. But, since {an }∞
n=1 is non-decreasing,
this implies
an > M − ε for all n ≥ N. (1)
On the other hand, since M is an upper bound for A,

M ≥ an for all n ∈ N. (2)

Form (1) and (2) we have

M − ε < an ≤ M for all n ≥ N
so that
−ε < an − M ≤ 0 for all n ≥ N.
Consequently,
|an − M| < ε for all n ≥ N.
This proves that lim an = M. @
n→∞

Examples:  1 ∞
1. As seen in a previous example, the sequence 2 − 2n−1 n=1
is non-decreasing and
bounded. It converges to 2.
1 n
2. Consider the sequence {an }∞


n=1 where an = 1 + n . It can be shown that an ≤ an+1
∞
for every n ∈ N, i.e., {an }n=1 is non-decreasing, and that an < 3 for every n ∈ N, i.e.,
{an }∞ ∞
n=1 is bounded above (by 3). Hence, by Theorem 4.4.1, {an }n=1 is convergent. In

n
fact, lim an = lim 1 + n1 = e where e = 2.7182818 · · · .
n→∞ n→∞

Remark 4.4.2 :
(i ) Theorem 4.4.1 gives a set of criteria that enables us to prove that a sequence converges
without first guessing its limit.
(ii ) A non-decreasing sequence does not oscillate, imlying that a non-decreasing sequence
that is not bounded above diverges to ∞.
Theorem 4.4.2: A non-decreasing sequence which is not bounded above diverges to ∞.

27
Proof : Suppose {an }∞
n=1 is non-decreasing but not bounded above. Given M > 0 we find
N ∈ N such that
an > M for all n ≥ N. (1)
Now, since M is not an upper bound for {a1 , a2 , · · · } there must exist N ∈ N such that
aN > M. Then, for this N, (1) follows from the hypothesis that {an }∞ n=1 is non-decreasing.
This proves the theorem. @
Theorem 4.4.3: Let {an }∞ n=1 be a non-increasing sequence of real numbers.
∞
(a) If {an }n=1 is bounded below, it is convergent.
(b) If {an }∞
n=1 is not bounded below, it diverges to −∞.
Proof : The proof of the theorem follows the proofs of Theorems 4.4.1 and 4.4.2 exactly,
with all upper bounds and least upper bounds replaced by lower bounds and greatest lower
bounds. @
Remark 4.4.3 : From Theorems 4.4.1 and 4.4.3, a bounded non-decreasing or non-increasing
sequence is convergent. Hence, convergence and boundedness are equivalent for monotonic
sequences of real numbers.
Theorem 4.4.4: Every sequence of real numbers has a monotonic subsequence.

4.5 Operations on Convergent Sequences

Remark 4.5.1 : Since sequences of real numbers are real-valued functions, the definition of
the sum, difference, product and quotient of sequences follows the properties of real-valued
functions.
If {an }∞ ∞ ∞ ∞ ∞
n=1 and {bn }n=1 are sequences of real numbers, then {an }n=1 +{bn }n=1 = {an + bn }n=1
and {an }∞ ∞ ∞ ∞ ∞
n=1 · {bn }n=1 = {an · bn }n=1 etc. Also, if c ∈ R, then c {an }n=1 = {can }n=1 .

Theorem 4.5.1: Let {an }∞ ∞

n=1 and {bn }n=1 be sequences of real numbers. If lim an = a and
n→∞
lim bn = b, then lim (an + bn ) = a + b.
n→∞ n→∞
Proof : Given ε > 0 we find N = N (ε) ∈ N such that

|(an + bn ) − (a + b)| < ε for all n ≥ N. (1)

Now,

|(an + bn ) − (a + b)| = |(an − a) + (bn − b)| ≤ |an − a| + |bn − b| .

Hence, (1) holds if

|an − a| + |bn − b| < ε for all n ≥ N.
Thus, we try to make both |an − a| and |bn − b| less than ε/2 by taking n sufficiently large.
Since an −→ a there exists N1 ∈ N such that |an − a| < ε/2 for all n ≥ N1 . Also, since
bn −→ b, there exists N2 ∈ N such that |bn − b| < ε/2 for all n ≥ N2 .
Let N = max {N1 , N2 }. Then |an − a| < ε/2 for all n ≥ N and |bn − b| < ε/2 for all n ≥ N so
that
|an − a| + |bn − b| < ε/2 + ε/2 = ε for all n ≥ N,

28
hence the proof. @
Theorem 4.5.2: Let {an }∞ n=1 be a sequence of real numbers, and let c ∈ R. If n→∞
lim an = a,
then lim can = ca.
n→∞
Proof : If c = 0, the theorem is obvious. Now, suppose c 6= 0. Given ε > 0 we find
N = N (ε) ∈ N such that

|can − ca| < ε for all n ≥ N. (1)

Now, since an −→ a there exists N ∈ N such that

|an − a| < ε/|c| for all n ≥ N.

But then
|c| · |an − a| < ε for all n ≥ N,
which is equivalent to (1). @
Theorem 4.5.3:
(a) If 0 < x < 1, then {xn }∞
n=1 converges to 0.

(b) If 1 < x < ∞, then {xn }∞ n=1 diverges to ∞.

Proof :
(a) If 0 < x < 1, then xn+1 = x · xn < xn . Hence, {xn }∞ n
n=1 is non-increasing. Since x > 0
n ∞ n ∞
for n ∈ N, {x }n=1 is bounded below. By Theorem 4.4.3, {x }n=1 is convergent. Now,
let lim xn = L. From Theorem 4.5.2 (with c = x) it follows that lim x · xn = xL, i.e.,
n→∞ n→∞
∞ ∞
{xn+1 }n=1 converges to xL. But {xn+1 }n=1 is a subsequence of {xn }∞
n=1 . By Corollary
4.2.1, L = xL and so L (1 − x) = 0. Since x 6= 1, this shows that L = 0.
(b) If x > 1, then xn+1 = x · xn > xn so that {xn }∞
n=1 is non-decreasing. We will show that
n ∞ n ∞
{x }n=1 is not bounded above. For if {x }n=1 were bounded above, then by Theorem
4.4.1 {xn }∞
n=1 would converge to some L ∈ R. But the same reasoning as in part (a)
would show that L = xL, so that L = 0 = lim xn . But xn > 1 and so {xn }∞ n=1 obvi-
n→∞
ously cannot converge to 0. This contradiction proves that {xn }∞
n=1 is not bounded
above. The conclusion now follows from Theorem 4.4.2. @
Theorem 4.5.4: Let {an }∞ ∞
n=1 and {bn }n=1 be sequences of real numbers. If lim an = a and
n→∞
lim bn = b, then lim (an − bn ) = a − b.
n→∞ n→∞
Proof : Since lim bn = b, it follows from Theorem 4.5.2 (with c = −1) that lim (−bn ) = −b.
n→∞ n→∞
But then, using Theorem 4.5.1,

lim (an − bn ) = lim [an + (−bn )] = lim an + lim (−bn ) = a + (−b) = a − b. @

n→∞ n→∞ n→∞ n→∞

Corollary 4.5.1: Let {an }∞ ∞

n=1 and {bn }n=1 be sequences of real numbers such that an ≤ bn
for all n ∈ N. If lim an = a and lim bn = b, then a ≤ b.
n→∞ n→∞
Proof : By Theorem 4.5.4, b − a = lim (bn − an ). But bn − an ≥ 0 for all n ∈ N. Hence, by
n→∞
Theorem 4.2.2, b − a ≥ 0, which establishes the result. @

29
Remark 4.5.1 : Corollary 4.5.1 remains true even if an > bn for a finite number of values
of n.
Theorem 4.5.5: Let {an }∞ ∞
n=1 and {bn }n=1 be sequences of real numbers. If n→∞
lim an = a and
lim bn = b, then lim an bn = ab.
n→∞ n→∞
Proof : Given ε > 0 we find N ∈ N such that

|an bn − ab| < ε for all n ≥ N. (1)

Now,

|an bn − ab| = |(an bn − abn ) + (abn − ab)|

≤ |an bn − abn | + |abn − ab|
= |bn | · |an − a| + |a| · |bn − b| .

Hence, (1) holds if

|bn | · |an − a| + |a| · |bn − b| < ε for all n ≥ N. (2)

Since {bn }∞
n=1 is convergent, then by Theorem 4.3.1, it is bounded. Hence, there exists M > 0
such that |bn | ≤ M for all n ∈ N. Then (2) will certainly hold if

M |an − a| + |a| · |bn − b| < ε for all n ≥ N.

Now, choose N1 ∈ N so that

ε
M |an − a| < for all n ≥ N1 ,
2
and choose N2 ∈ N such that
ε
|a| · |bn − b| < for all n ≥ N2 .
2
ε ε
If N = max {N1 , N2 }, then M |an − a| < 2
for all n ≥ N and |a| · |bn − b| < 2
for all n ≥ N,
and it follows that
ε ε
M |an − a| + |a| · |bn − b| < + = ε for all n ≥ N.
2 2
Hence, (2) and finally (1) will hold for this N, and we are done. @
Lemma 4.5.1: Let {an }∞
n=1 be a sequence of real numbers such that lim an = a where n→∞
a 6= 0. Then lim (1/an ) = 1/a.
n→∞
Proof : Either a > 0 or a < 0. We prove the case a > 0 (the case a < 0 can be proved by
applying the first case to {−an }∞
n=1 ). Suppose a > 0. Given ε > 0 we find N = N (ε) ∈ N
such that
|1/an − 1/a| < ε for all n ≥ N
or
|an − a|
< ε for all n ≥ N.
|an a|

30
 a
Now, there exists N1 ∈ N such that |an − a| < 2
for all n ≥ N1 . This implies that
a
an > for all n ≥ N1
2
so that
a2
an a > for all n ≥ N1 .
2
In addition, there exists N2 ∈ N such that

a2 ε
|an − a| < for all n ≥ N2 .
2
a2 a2 ε
Accordingly, if N = max {N1 , N2 }, then an a > 2
and |an − a| < 2
for all n ≥ N. Therefore,

|an − a| 1 1 a2 ε
= · |an − a| < a2 · = ε for all n ≥ N. @
|an a| |an a| /2 2

Theorem 4.5.6: Let {an }∞ ∞

n=1 and {bn }n=1 be sequences of real numbers. If lim an = a and n→∞
lim bn = b where b 6= 0, then lim (ab/bn ) = a/b.
n→∞ n→∞
Proof : Using Theorem 4.5.5 and Lemma 4.5.1 we have
1 1
lim an · =a· ,
n→∞ bn b
which is what we wished to show. @
2
Example: Use properties of convergent sequences to show that lim 3n −6n
2 = 35 .
n→∞ 5n +4
Solution:

3n2 − 6n 3 − 6/n lim (3 − 6/n)

n→∞
lim = lim =
n→∞ 5n2 + 4 n→∞ 5 + 4/n2 lim (5 + 4/n2 )
n→∞
lim 3 + lim (−6/n) lim 3 − 6 lim 1/n
n→∞ n→∞ n→∞ n→∞
= = 2
lim 5 + lim 4/n2

n→∞ n→∞ lim 5 + 4 lim 1/n
n→∞ n→∞
3 − 6 (0)
=
5 + 4 (0)2
3
= .
5

4.6 Operations on Divergent Sequences

If {an }∞ ∞
n=1 is a divergent sequence, then {−an }n=1 is also divergent, and the sum of these
two sequences is clearly not divergent. Moreover, the product of the divergent sequence

31
 ∞
{(−1)n }n=1 with itself is not divergent. For sequences that diverge to ∞ we have the following
results:
Theorem 4.6.1: Let {an }∞ ∞
n=1 and {bn }n=1 be sequences of real numbers that diverge to ∞.
Then {an + bn }∞ ∞
n=1 and {an bn }n=1 diverge to ∞ also.
Proof : Given M > 0, choose N1 ∈ N such that

an > M for all n ≥ N1 ,

and choose N2 ∈ N such that

bn > 1 for all n ≥ N2 .
(The above is possible since both an −→ ∞ and bn −→ ∞ as n −→ ∞.) Then, for
N = max {N1 , N2 }, we have

an + bn > M + 1 > M for all n ≥ N,

and
an bn > M · 1 = M for all n ≥ N,
hence the proof. @
Theorem 4.6.2: Let {an }∞ ∞ ∞
n=1 and {bn }n=1 be sequences of real numbers. If {an }n=1 diverges
to ∞ and {bn }∞ ∞
n=1 is bounded, then {an + bn }n=1 diverges to ∞.
Proof : By hypothesis there exists Q > 0 such that

|bn | ≤ Q for all n ∈ N.

Given M > 0, choose N ∈ N such that

an > M + Q for all n ≥ N.

Then
an + bn ≥ an − |bn | > (M + Q) − Q = M for all n ≥ N.
That is,
an + bn > M for all n ≥ N
which shows that an + bn −→ ∞ as n −→ ∞. @
Corollary 4.6.1: If {an }∞ ∞ ∞
n=1 diverges to ∞ and {bn }n=1 converges, then {an + bn }n=1 di-
verges to ∞.
Proof : The proof follows directly from Theorems 4.3.1 and 4.6.2. @
Remark 4.6.1 : Theorems 4.6.1 and 4.6.2, and Corollary 4.6.1 will hold if we replace ∞
with −∞.

32
4.7 Limit Superior and Limit Inferior
Consider a sequence {an }∞ n=1 that is bounded above, say an ≤ M for all n ∈ N. Then for a
fixed n ∈ N, the set {an , an+1 , an+2 , · · · } is bounded above and hence has a least upper bound
Mn = l.u.b {an , an+1 , an+2 , · · · }. Moreover, Mn ≥ Mn+1 since Mn+1 = l.u.b {an+1 , an+2 , · · · }
is the least upper bound of a subset of {an , an+1 , an+2 , · · · }. Thus, the sequence {Mn }∞ n=1 is
non-increasing and hence either converges or diverges to −∞.
Definition 4.7.1: Let {an }∞ n=1 be a sequence of real numbers that is bounded above, and
let Mn = l.u.b {an , an+1 , an+2 , · · · }.
(a) If {Mn }∞
n=1 converges, then lim sup an = lim Mn .
n−→∞ n→∞

(b) If {Mn }∞
n=1 diverges to −∞ then lim sup an = −∞.
n−→∞

Definition 4.7.2: If {an }∞

n=1 is a sequence of real numbers that is not bounded above, we
write lim sup an = ∞.
n−→∞

Examples:
1. Let an = (−1)n , n ∈ N. Then the sequence {an }∞
n=1 is bounded above. In this case,
Mn = 1 for each n ∈ N and hence lim Mn = 1. Therefore, lim sup (−1)n = 1.
n→∞ n−→∞

2. Suppose an = −n, n ∈ N. Then Mn = l.u.b {−n, −n − 1, −n − 2, · · · } = −n. In this

case, Mn −→ −∞ as n −→ ∞ and so lim sup (−n) = −∞.
n−→∞

3. Consider the sequence an = 1, −1, 1, −2, 1, −3, 1, −4, · · · . Then Mn = 1 for all n ∈ N.
Hence, lim sup an = 1.
n−→∞

4. The sequence {n}∞

n=1 is not bounded above. Hence, by Definition 4.7.2, lim sup n = ∞.
n−→∞

Theorem 4.7.1: If {an }∞

n=1 is a convergent sequence of real numbers, then

lim sup an = lim an .

n−→∞ n→∞

Proof : Let L = lim an . Then given ε > 0 there exists N ∈ N such that
n→∞

|an − L| < ε for all n ≥ N,

or
L − ε < an < L + ε for all n ≥ N.
Thus, if n ≥ N, then L + ε is an upper bound for {an , an+1 , an+2 , · · · } and L − ε is not an
upper bound. Hence,

L − ε < Mn = l.u.b {an , an+1 , an+2 , · · · } ≤ L + ε,

and so, by Corollary 4.5.1,

L − ε < lim Mn ≤ L + ε.
n→∞

33
But lim Mn = lim sup an . Thus,
n→∞ n−→∞

L − ε < lim sup an ≤ L + ε.

n−→∞

Since ε was arbitrary, this implies lim sup an = L, which is what we wished to prove. @
n−→∞
∞
Now, suppose the sequence {an }n=1 of real numbers is bounded below. Then for a fixed
n ∈ N, the set {an , an+1 , an+2 , · · · } is bounded below and hence has a greatest lower bound.
Let mn = g.l.b {an , an+1 , an+2 , · · · }. Besides, mn ≤ mn+1 since mn+1 = g.l.b {an+1 , an+2 , · · · }
is the greatest lower bound of a subset of {an , an+1 , an+2 , · · · }. Thus, the sequence {mn }∞ n=1
is non-decreasing and hence either converges or diverges to ∞.
Definition 4.7.3: Let {an }∞ n=1 be a sequence of real numbers that is bounded below, and
let mn = g.l.b {an , an+1 , an+2 , · · · }.
(a) If {mn }∞
n=1 converges, then lim inf an = lim mn .
n−→∞ n→∞

(b) If {mn }∞
n=1 diverges to ∞ then lim inf an = ∞.
n−→∞

Definition 4.7.4: If {an }∞

n=1 is a sequence of real numbers that is not bounded below, we
write lim inf an = −∞.
n−→∞

Examples:
n ∞
1. The sequence {an }∞
n=1 = {(−1) }n=1 is bounded below. In this case, mn = −1 for every
n ∈ N and hence lim inf (−1)n = lim mn = −1.
n−→∞ n→∞

2. Let an = n, n ∈ N. Then mn = g.l.b {n, n + 1, n + 2, · · · } = n. Hence, lim mn = ∞ so

n→∞
that lim inf n = ∞.
n−→∞

3. The sequence an = 1, −1, 1, −2, 1, −3, 1, −4, · · · is not bounded below. Therefore, by
Definition 4.7.4, lim inf an = −∞.
n−→∞

4. The sequence {−n}∞

n=1 is not bounded below. Hence, lim inf n = −∞.
n−→∞

Theorem 4.7.2: If the sequence {an }∞

of real numbers converges, then lim inf an = lim an .
n=1 n−→∞ n→∞
Proof : The proof of this theorem is similar to that of Theorem 4.7.1. @
Theorem 4.7.3: If {an }∞
n=1 is a sequence of real numbers, then lim inf an ≤ lim sup an .
n−→∞ n−→∞
Proof : If {an }∞
n=1 is bounded, then

mn = g.l.b {an , an+1 , an+2 , · · · } ≤ l.u.b {an , an+1 , an+2 , · · · } = Mn .

Thus, mn ≤ Mn for all n ∈ N and so, by Corollary 4.5.1,

lim inf an = lim mn ≤ lim Mn = lim sup an .

n−→∞ n→∞ n→∞ n−→∞

On the other hand, if {an }∞

n=1 is not bounded, then lim sup an = ∞ or lim inf an = −∞ and
n−→∞ n−→∞
lim inf an ≤ lim sup an . @
n−→∞ n−→∞

34
Remark 4.7.1 : From Theorems 4.7.1 and 4.7.2 we see that if lim an = L, then we must
n→∞
have lim sup an = lim inf an = L.
n−→∞ n→∞

We now prove the converse of Remark 4.7.1.

Theorem 4.7.4: Let {an }∞
n=1 be a sequence of real numbers. If lim sup an = lim inf an = L
n−→∞ n−→∞
where L ∈ R, then {an }∞
n=1 is convergent and lim an = L.
n→∞
Proof : Let Mn = l.u.b {an , an+1 , an+2 , · · · } and mn = g.l.b {an , an+1 , an+2 , · · · }. By hypothe-
sis, we have lim sup an = lim Mn = L. Thus, given ε > 0, there exists N1 ∈ N such that
n−→∞ n→∞

|Mn − L| < ε for all n ≥ N1

implying that
an < L + ε for all n ≥ N1 (1)
Similarly, since lim inf an = lim mn = L, there exists N2 ∈ N such that
n−→∞ n→∞

|mn − L| < ε for all n ≥ N2

implying that
an > L − ε for all n ≥ N2 (2)
Now, if N = max {N1 , N2 }, then from (1) and (2) we have L − ε < an < L + ε for all n ≥ N
so that
|an − L| < ε for all n ≥ N.
This proves that lim an = L. @
n→∞

Theorem 4.7.5: Let {an }∞

n=1 be a sequence of real numbers. If lim sup an = ∞ = lim inf an ,
n−→∞ n−→∞
then {an }∞
n=1diverges to ∞.
Proof : Let mn = g.l.b {an , an+1 , an+2 , · · · }. Since lim inf an = lim mn = ∞, given M > 0
n−→∞ n→∞
there exists N ∈ N such that
mn > M for all n ≥ N.
This implies that M is a lower bound (but not the g.l.b) for {an , an+1 , · · · } for all n ≥ N, so
that
an > M for all n ≥ N,
which establishes the required conclusion. @
Corollary 4.7.1: If {an }∞
n=1 is a sequence of real numbers diverging to ∞, then

lim sup an = ∞ = lim inf an .

n−→∞ n−→∞

Theorem 4.7.6: Let {an }∞ ∞

n=1 and {bn }n=1 be bounded sequences of real numbers. If an ≤ bn
for all n ∈ N, then lim sup an ≤ lim sup bn and lim inf an ≤ lim inf bn .
n−→∞ n−→∞ n−→∞ n−→∞

35
Proof : Let Mn = l.u.b {an , an+1 , · · · }, mn = g.l.b {an , an+1 , · · · }, Pn = l.u.b {bn , bn+1 , · · · },
and pn = g.l.b {bn , bn+1 , · · · }. Since an ≤ bn for all n ∈ N, then Mn ≤ Pn and mn ≤ pn for
all n ∈ N. Now, from Corollary 4.5.1,

lim sup an = lim Mn ≤ lim Pn = lim sup bn

n−→∞ n→∞ n→∞ n−→∞

and
lim inf an = lim mn ≤ lim pn = lim inf bn . @
n−→∞ n→∞ n→∞ n−→∞

Remark 4.7.2 :
(i ) Theorems 4.7.6 remains true even if an > bn for a finite number of n.
(ii ) It is not always true that lim sup (an + bn ) = lim sup an + lim sup bn , even for bounded
n−→∞ n−→∞ n−→∞
sequences and {bn }∞
{an }∞
n=1 n=1 .
n ∞ n+1 ∞
Example: Let {an }∞ and {bn }∞

n=1 = {(−1) }n=1 n=1 = (−1) n=1
so that an + bn = 0 for
each n ∈ N. In this case, lim sup an = 1 = lim sup bn so that lim sup an + lim sup bn = 2. On
n−→∞ n−→∞ n−→∞ n−→∞
the contrary, lim sup (an + bn ) = 0.
n−→∞

Theorem 4.7.7: Let {an }∞ ∞

n=1 and {bn }n=1 be bounded sequences of real numbers. Then
(a) lim sup (an + bn ) ≤ lim sup an + lim sup bn
n−→∞ n−→∞ n−→∞

(b) lim inf (an + bn ) ≥ lim inf an + lim inf bn

n−→∞ n−→∞ n−→∞
Proof : We prove part (a) of the theorem; the proof of part (b) is much the same. Let
Mn = l.u.b {an , an+1 , an+2 , · · · } and Pn = l.u.b {bn , bn+1 , bn+2 , · · · }. Then

ak ≤ Mn for all k ≥ n,

and
bk ≤ Pn for all k ≥ n,
so that
ak + bk ≤ Mn + Pn for all k ≥ n.
Thus, Mn + Pn is an upper bound for {an + bn , an+1 + bn+1 , an+2 + bn+2 , · · · } so that

l.u.b {an + bn , an+1 + bn+1 , an+2 + bn+2 , · · · } ≤ Mn + Pn .

By Corollary 4.5.1 and Theorem 4.5.1,

lim l.u.b {an + bn , an+1 + bn+1 , an+2 + bn+2 , · · · } ≤ lim (Mn + Pn ) = lim Mn + lim Pn .
n→∞ n→∞ n→∞ n→∞

In other words,
lim sup (an + bn ) ≤ lim sup an + lim sup bn . @
n−→∞ n−→∞ n−→∞

Theorem 4.7.8: Any bounded sequence of real numbers has a convergent subsequence.

36
Exercise:
1. Let {an }∞ ∞
n=1 be a sequence of real numbers and let {ani }n=1 be any subsequence of
{an }∞
n=1 . Prove that if lim sup an = M, then lim sup ani ≤ M.
n−→∞ n−→∞
2. Let {an }∞
n=1 be a bounded sequence of real numbers and let lim inf an = m. Prove that:
n−→∞
(a) there is a subsequence of {an }∞
n=1 which converges to m.
∞
(b) no subsequence of {an }n=1 converges to a limit less than m.

4.8 Cauchy Sequences

Definition 4.8.1: Let {an }∞ ∞
n=1 be a sequence of real numbers. Then, {an }n=1 is said to be
Cauchy if for any ε > 0, there exists N = N (ε) ∈ N such that

|am − an | < ε for all m, n ≥ N.

In other words, {an }∞

n=1 is Cauchy if am and an are close together when m and n are very
large.
Remark 4.8.1 : The Cauchy criterion is the most important criterion for proving that a
sequence converges without knowing its limit.
Theorem 4.8.1: If {an }∞ ∞
n=1 is a convergent sequence of real numbers, then {an }n=1 is
Cauchy.
Proof : Let L = lim an . Then, given ε > 0, there exists N ∈ N such that
n→∞

ε
|ak − L| < for all k ≥ N.
2
Thus, if m, n ≥ N, we have
ε ε
|am − an | = |(am − L) + (L − an )| ≤ |am − L| + |L − an | < +
2 2
so that
|am − an | < ε for all m, n ≥ N,
which proves that {an }∞
n=1 is Cauchy. @

Lemma 4.8.1: If {an }∞ ∞

n=1 is a Cauchy sequence of real numbers, then {an }n=1 is bounded.
Proof : Given ε = 1, choose N ∈ N such that

|am − an | < 1 for all m, n ≥ N.

Then,
|am − aN | < 1 for all m ≥ N. (1)
Hence, if m ≥ N, we have

|am | = |(am − aN ) + aN | ≤ |am − aN | + |aN |

37
 and so, using (1)
|am | < 1 + |aN | for all m ≥ N.
If M = max {|a1 | , · · · , |aN −1 |}, then

|am | < M + 1 + |aN | for all m ∈ N.

Hence, {an }∞
n=1 is bounded.

Theorem 4.8.2: If {an }∞ ∞

n=1 is a Cauchy sequence of real numbers, then {an }n=1 is conver-
gent.
∞
Proof : By Theorem 4.4.4, {an }∞

n=1 has a monotonic subsequence anj j=1 . By Lemma 4.8.1,
∞ ∞
{an }∞
 
n=1 is bounded. Hence, anj j=1 is bounded. Thus, anj j=1 converges to some a ∈ R
(by
 Remark 4.4.3). We will show that {an }∞n=1 itself converges to a. Fix ε > 0. Since
∞
anj j=1 converges to a, there exists J ∈ N such that

ε
anj − a < for all j ≥ J. (1)
2
Since {an }∞
n=1 is Cauchy, there exists N ∈ N such that

ε
|am − an | < for all m, n ≥ N. (2)
2
We may choose N such that N ≥ J.
Now suppose k ∈ N and k ≥ N. Then k ≥ J, so (1) implies
ε
|ank − a| < .
2
Also, nk ≥ k ≥ N, so (2) implies
ε
|ak − ank | < .
2
Therefore,
ε ε
|ak − a| = |(ak − ank ) + (ank − a)| ≤ |ak − ank | + |ank − a| < +
2 2
so that
|ak − a| < ε for all k ≥ N,
and the conclusion follows. @

4.9 Infinite Series

4.9.1 Convergence of Infinite Series
Definition 4.9.1: Let {an }∞ n=1 be a sequence of real numbers. An expression of the form
P ∞
P
a1 + a2 + · · · + an + · · · , denoted by an or an , is called an infinite series.
n=1

38
 ∞
P
Definition 4.9.2: Let an be an infinite series of real numbers and let sn = a1 +a2 +· · ·+an
n=1
be the sum of the first n terms (nth partial sum) of the sequence {an }∞ ∞
n=1 . Then {sn }n=1 is
∞
P
called the sequence of partial sums of the series an .
n=1
∞
an be an infinite series and let {sn }∞
P
Definition 4.9.3: Let n=1 be the corresponding
n=1
∞ ∞
an is said to converge if {sn }∞
P P
sequence of partial sums. Then n=1 converges, an diverges
n=1 n=1
∞
if {sn }∞ an oscillates if {sn }∞ ∞
P
n=1 diverges, and n=1 oscillates. If {sn }n=1 converges to s, then
n=1
∞
P ∞
P
s is called the sum of the series an and we write s = an or s = a1 + a2 + · · · + an + · · · .
n=1 n=1
∞
P n
P
In this case, an = s = lim sn = lim ai . If the series diverges to ∞, we write
n=1 n→∞ n→∞ i=1
∞
P ∞
P
an = ∞, and if it diverges to −∞, we write an = −∞.
n=1 n=1
∞
P ∞
P
Theorem 4.9.1: Let an and bn be convergent series.
n=1 n=1
∞
P ∞
P ∞
P ∞
P
(a) Then (an ± bn ) is also convergent and (an ± bn ) = an ± bn .
n=1 n=1 n=1 n=1
∞ ∞ ∞
(b) If c ∈ R, then
P P P
can is also convergent and can = c an .
n=1 n=1 n=1
Proof :
(a)
∞ n n n
!
X X X X
(an ± bn ) = lim (ai ± bi ) = lim ai ± bi
n→∞ n→∞
n=1 i=1 i=1 i=1
n
X n
X ∞
X X∞
= lim ai ± lim bi = an ± bn .
n→∞ n→∞
i=1 i=1 n=1 n=1
∞ n n ∞
(b) If c ∈ R, then
P P P P
can = lim cai = c lim ai = c an . @
n=1 n→∞ i=1 n→∞ i=1 n=1
∞
P
Theorem 4.9.2: If an is a convergent series, then lim an = 0.
n=1 n→∞
∞
P
Proof : Suppose an = lim sn = s where sn = a1 + a2 + · · · + an . But lim sn−1 = s also.
n=1 n→∞ n→∞
Since an = sn − sn−1 , then, by Theorem 4.5.4,
lim an = lim (sn − sn−1 ) = lim sn − lim sn−1 = s − s = 0. @
n→∞ n→∞ n→∞ n→∞

Remark 4.9.1 : Theorem 4.9.2 gives a necessary but not sufficient condition for a series to
be convergent.
∞
P
Corollary 4.9.1: If lim an 6= 0, then an diverges.
n→∞ n=1

39
Proof : The corollary is just the contrapositive of Theorem 4.9.2. @
Examples:
1−n
1. Suppose an = 1+2n . Then lim an = − 21 6= 0. Hence, by Corollary 4.9.1, the series
n→∞
∞
1−n
P
1+2n
diverges.
n=1
∞
(−1)n diverges since lim (−1)n does not exist.
P
2. The series
n=1 n→∞
∞
n2 n2 1
P
3. The series 3n2 +n
diverges since lim 2 = 6= 0.
n=1 n→∞ 3n +n 3

Exercise:
Show that the following series are divergent.
(a) 21 + 23 + 43 + · · ·
(b) − 21 + 23 − 43 + · · ·
P∞
Theorem 4.9.3: Let an be a series of non-negative numbers. Then
n=1
∞
an converges if the sequence {sn }∞
P
(a) n=1 is bounded.
n=1
∞
an diverges if the sequence {sn }∞
P
(b) n=1 is not bounded.
n=1
Proof :
(a) Since an+1 ≥ 0 we have sn+1 = a1 + · · · + an + an+1 = sn + an+1 ≥ sn . Thus, {sn }∞
n=1 is
non-decreasing and (by hypothesis) bounded. By Theorem 4.4.1, {sn }∞ n=1 converges,
∞
P
and thus an converges.
n=1
∞
{sn }∞ is not bounded, then by Corollary 4.3.1, {sn }∞
P
(b) If n=1 n=1 diverges. Hence, an
n=1
diverges. @
∞
1
P
Example: The harmonic series n
is divergent.
n=1
Proof : In this case sn = 1 + 12 + · · · + n1 . Consider the subsequence s1 , s2 , s4 , s8 , · · · , s2n−1 , · · ·
of {sn }∞
n=1 . We have
s1 = 1,
1
s2 = 1 + 2
= 32 ,
1 1 3 1 1
s4 = s2 + 3
+ 4
> 2
+ 4
+ 4
= 2,
1 1 1 1
s8 = s4 + 5
+ + +
6 7 8
> 2 + 81 + 81 + 1
8
+ 1
8
= 52 ,
..
.
In general, it may be shown by induction that s2n ≥ n+2
2
. Thus, {sn }∞
n=1 contains a divergent
∞
subsequence and hence, by Corollary 4.2.1, {sn }∞ 1
P
n=1 diverges. Therefore, the series n
n=1
diverges. @

40
 ∞
P
Remark 4.9.2 : The divergence of the harmonic series shows that a series an may diverge
n=1
even if lim an = 0.
n→∞

4.9.2 Alternating Series

Definition 4.9.4: A series of the form a1 − a2 + a3 − a4 + · · · + (−1)n+1 an + · · · where an > 0
(or < 0) for all n is called an alternating series.
Examples:
(a) −1 + 2 − 3 + 4 − 5 + · · ·
(b) 1 − 12 + 13 − 14 + · · ·
(c) 1 − 21 + 1
4
− 18 + · · ·
are all alternating series.
Theorem 4.9.4 (Leibniz Test): If {an }∞ n=1 is a non-increasing sequence of positive numbers
∞
(−1)n+1 an is convergent.
P
such that lim an = 0, then the alternating series
n→∞ n=1

Examples:
∞
P 1
1 ∞
1. From a previous example n
is diverges. However, since n n=1
is non-increasing
n=1
∞
(−1)n+1
= 1 − 12 + 31 − 14 + · · ·
P
and lim an = 0, it follows from Theorem 4.9.4 that n
n→∞ n=1
converges.
 1 ∞
2. The sequence {an }∞
 1 1 1
n=1 = 2n−1 n=1 = 1, 2 , 4 , 8 , · · · is non-increasing and n→∞ lim an = 0.
∞
(−1)n+1 2n−1 1
= 1 − 21 + 41 − 18 + · · · converges.
P
Hence, by Theorem 4.9.4, the series
n=1

4.9.3 Absolute Convergence

∞
P
Definition 4.9.5: Let an be a series of real numbers.
n=1
∞
P ∞
P
(a) If |an | converges, we say that an converges absolutely.
n=1 n=1
∞
P ∞
P ∞
P
(b) If an converges but |an | diverges, we say that an converges conditionally.
n=1 n=1 n=1

Examples:
∞
an = 1 − 21 + 14 − 18 + · · · converges. Also, it is
P
1. From Example 2 above, the series
n=1
∞
|an | = 1 + 21 + 1
+ 81 + · · · converges (use ratio test or
P
easy to show that the series 4
n=1
∞
P
root test). Hence, an converges absolutely.
n=1

41
 ∞
an = 1 − 21 + 13 − 14 + · · · converges. However,
P
2. From Example 1 above, the series
n=1
∞
|an | = 1 + 21 + 31 + 1
P
from a previous example, the series 4
+ · · · diverges. Hence,
n=1
∞
P
an converges conditionally.
n=1
∞
P ∞
P
Theorem 4.9.5: If an converges absolutely, then an converges.
n=1 n=1
Proof : Let sn = a1 + · · · + an . The aim now is to prove that {sn }∞
n=1 converges. By Theorem
∞
4.8.2, it is enough to show that {sn }∞
P
n=1 is Cauchy. By hypothesis |an | < ∞. Thus, if
n=1
tn = |a1 | + · · · + |an |, then {tn }∞ ∞
n=1 converges. By Theorem 4.8.1, {tn }n=1 is Cauchy. Hence,
given ε > 0, there exists N ∈ N such that
|tm − tn | < ε for all m, n ≥ N.
But (if m > n, say), |sm − sn | = |an+1 + · · · + am | ≤ |an+1 |+· · ·+|am | = tm −tn . Accordingly,
|sm − sn | < ε for all m, n ≥ N.
Therefore, {sn }∞
n=1 is Cauchy. @

4.9.4 Tests for Convergence

∞
P
In Subsubsection 4.9.1, we defined the convergence of a series an in terms of the conver-
n=1
gence of its associated sequence of partial sums {sn }∞ n=1 . Nevertheless, it is not always easy
to find a simple formula for the nth partial sums. Consequently, the technique of establishi-
ng convergence by directly finding the limit of {sn }∞ n=1 does not always work. However, the
situation is better for a series whose terms are positive.
∞
P
Remark 4.9.3 : If an is a series of positive terms, then its sequence of partial sums
n=1
{sn }∞
n=1 is monotonic increasing, for sn+1 − sn = an+1 > 0 for all n ∈ N.
∞
P P∞
Theorem 4.9.6: If an is a series of positive terms, then an either converges to a
n=1 n=1
positive number or diverges to ∞.
∞
an and its sequence of partial sums {sn }∞
P
Proof : If the series n=1 is bounded, there exists
n=1
k > 0 such that a1 ≤ sn < sn+1 < k for all n ∈ N. Thus, {sn }∞ n=1 being monotonic
increasing and bounded is convergent (by Theorem 4.4.1), with 0 < a1 ≤ lim sn < k, i.e.,
n→∞
∞
P ∞ ∞
0< an < k. However, if {sn }n=1 is unbounded, then {sn }n=1 being monotonic increasing
n=1
∞
P
(by Remark 4.9.3), diverges to ∞, by Theorem 4.4.2. Hence, an diverges to ∞. @
n=1
∞
P ∞
P
Theorem 4.9.7 (Comparison Test): Let an and bn be series of positive terms
n=1 n=1
and suppose that an ≤ bn for all n ∈ N.

42
 ∞
P ∞
P
(a) If bn converges, then an converges.
n=1 n=1
P∞ ∞
P
(b) If an diverges, then bn diverges.
n=1 n=1
Proof : Let sn = a1 + · · · + an and tn = b1 + · · · + bn be the corresponding nth partial sums.
Since an ≤ bn for all n ∈ N, then sn ≤ tn for all n ∈ N.
∞
bn converges, then {tn }∞ ∞
P
(a) If n=1 is bounded. Thus, {sn }n=1 is also bounded. Since
n=1
∞
{sn }∞
P
n=1 is increasing and bounded, it is convergent (by Theorem 4.4.1). Hence, an
n=1
converges.
∞
an diverges, then {sn }∞ ∞
P
(b) If n=1 diverges and is necessarily unbounded. Thus, {tn }n=1
n=1
∞
is also unbounded and therefore {tn }∞
P
n=1 is divergent. Hence, bn diverges. @
n=1
Examples:
∞
1
P
1. Consider the series np
where p ≥ 2. The integral test (Theorem 4.9.11) shows that
n=1
∞ ∞
1 1 1 1
P P
n2
converges. Now, if p ≥ 2, then np
≤ n2
. Therefore, by comparison test, np
is
n=1 n=1
∞
1
P
also convergent. The series np
is called a p-series and actually converges for any
n=1
p > 1.
∞
n+7
P
2. Determine whether the series n3 +1
converges or diverges.
n=1
Solution: We have that
n+7 n + 7n 8n 8
3
≤ 3 < 3 = 2.
n +1 n +1 n n
∞ ∞
8 n+7
P P
The series n2
converges and thus, by comparison test, the series n3 +1
also
n=1 n=1
converges.
∞
P ∞
P
Theorem 4.9.8 (Limit Comparison Test): Let an and bn be series of positive
n=1 n=1
an
terms and let lim = L.
n→∞ bn
∞
P ∞
P ∞
P ∞
P
(a) If L > 0, then an converges if and only if an converges (i.e., an and an
n=1 n=1 n=1 n=1
converge or diverge together).
P∞ ∞
P
(b) If L = 0 and bn converges, then an converges also.
n=1 n=1
P∞ ∞
P
(c) If L = ∞ and bn diverges, then an diverges also.
n=1 n=1
Examples:
∞ ∞ ∞ ∞ 1
1 1 an n
P P P P n+1
1. Let an = n+1
and bn = n
. Then L = lim = lim 1 = lim = 1.
n=1 n=1 n=1 n=1 n→∞ bn n→∞ n n→∞ n+1
Since 0 < L < ∞, the two series converge or diverge together. But the harmonic series

43
 ∞ ∞
1 1
P P
n
diverges. Hence, the series n+1
diverges also.
n=1 n=1
∞ ∞ ∞ ∞ 1
1 1 an n2 +1 n2
P P P P
2. If an = n2 +1
and bn = n2
, then L = lim = lim 1 = lim 2 +1 = 1.
n=1 n=1 n=1 n=1 n→∞ bn n→∞ n2 n→∞ n
∞ ∞
1 1
P P
Since 0 < L < ∞, and n2
is a convergent p-series, then n2 +1
converges also.
n=1 n=1
∞
P an+1
Theorem 4.9.9 (Ratio Test): Let an be a series of positive terms and let lim = l,
n=1 n→∞ an
finite or infinite. ∞
P
(a) If l < 1, then an converges.
n=1
P∞
(b) If l > 1, then an diverges.
n=1
(c) If l = 1, the series may converge or diverge and so, the test fails.
∞
an
P
Corollary 4.9.2: Let an be series of positive terms and let lim an+1 = l, finite or infinite.
n=1 n→∞
∞
P
(a) If l > 1, then an converges.
n=1
P∞
(b) If l < 1, then an diverges.
n=1
(c) If l = 1, the series may converge or diverge and so, the test fails.
Examples:
∞
2n
P
1. The series n!
converges since by the ratio test
n=1

an+1 2n+1 n! 2
lim = lim n
= lim = 0 < 1.
n→∞ an n→∞ (n + 1)! 2 n→∞ n + 1

12 ·22 22 ·32 32 ·42

2. The series 1!
+ 2!
+ 3!
+ · · · is convergent.
2 2
Proof : In this case, an = n ·(n+1)
n!
so that

an+1 (n + 1)2 · (n + 2)2 n!

lim = lim ·
n→∞ an n→∞ (n + 1)! n2 · (n + 1)2
(n + 2)2
= lim 2
n→∞ n (n + 1)
 
2 1
= lim 1 + ·
n→∞ n (n + 1)
= 0 < 1.

Hence, by the ratio test, the series converges. @

∞
n!xn
P
3. Prove that for x > 0, the series nn
converges if x < e and diverges if x > e.
n=1

44
 n!xn
Proof : Since x > 0, the series is of positive terms and an = nn
for all n ∈ N. Thus,

an+1 (n + 1)!xn+1 nn
= ·
an (n + 1)n+1 n!xn
(n + 1) n!xn x nn
= ·
(n + 1)n (n + 1) n!xn
 n
n
= x
n+1
x
=
n
1 + n1
an+1 x x
and lim = lim 1 n = n = xe . Hence, by the ratio test, the series con-
n→∞ an n→∞ (1+ n ) n→∞
(1+ n1 )
lim
verges if xe < 1 or x < e, and diverges if x
e
> 1 or x > e.
Exercise: ∞
3n
P
1. Show that the series (n+1)!
converges.
n=1
∞
2n+1
P
2. Use the ratio test to determine whether the series (n+2)!3!
converges or diverges.
n=1

2
3
4 n+1 n
3. Use the ratio test to show that the series 12 + 33 + 45 + 57 + · · · + 2n−1


+···
converges.
∞
P √
Theorem 4.9.10 (Root Test): Let an be series of positive terms and let lim n an = l,
n=1 n→∞
finite or infinite. ∞
P
(a) If l < 1, then an converges.
n=1
P∞
(b) If l > 1, then an diverges.
n=1
(c) If l = 1, the series may converge or diverge and so, the test fails.
Examples:
∞ n
2−n+(−1) is convergent.
P
1. Show that the series
n=1
√ (−1)n
1
Solution: In this case, lim n an = lim 2−1+ n = 2
< 1. Therefore, by the root test,
n→∞ n→∞
the series is convergent.
∞ 2
nn
P
2. Show that the series n2
is convergent.
n=1 (n+1)
n2
Solution: In this case, an = n n2 > 0 for all n ∈ N. By the root test, the series
(n+1)
√ nn 1 1 1
converges since lim n an = lim (n+1) n = lim 1 n = 1 n = e < 1.
n→∞ n→∞ n→∞ (1+ n ) lim (1+ n
n→∞
)
∞
1
P
3. The series npn
converges if p > 0 and diverges if p ≤ 0.
n=1
√
Proof : In this case, an = n1pn > 0 for all n ∈ N and for all p ∈ R, lim n an = lim n1p .
√ n→∞ n→∞
Now, if p > 0, lim n an = 0 < 1 and the series converges. Since an = 1 for all n ∈ N
n→∞

45
 ∞ √
1
P
if p = 0, npn
diverges. If p < 0, lim n
an = ∞ > 1, and by the root test, the series
n=1 n→∞
diverges. @

2
3
4
4. Test for convergence of the series 21
+ 33 + 54 + 57 + · · · .
n+1 n √ n+1 1
Solution: In this case, an = 2n−1 so that lim n an = lim 2n−1 = 2
< 1. Hence, by
n→∞ n→∞
the root test, the series converges.
Exercise: ∞ 2
3n
P
1. Test for convergence of the series 43n
.
n=1
∞ ∞
e2n en
P P
2. Show that 3n
diverges while 3n
converges.
n=1 n=1
∞
2
1 −n
xn converges if x < e and diverges if x > e.
P
3. Show that for x > 0, 1+ n
n=1

Theorem 4.9.11 (Integral Test): Suppose f is a continuous, decreasing positive-valued

∞
P
function defined on the interval [1, ∞). Consider the series an with an = f (n).
n=1
R∞ ∞
P
(a) If the improper integral 1
f (x) dx < ∞, then the series an converges.
n=1
R∞ P∞
(b) If the improper integral 1
f (x) dx = ∞, then the series an diverges.
n=1
Examples:
∞
1
P
1. The series np
converges if p > 1 and diverges if p ≤ 1.
n=1
1
Proof : Let f (x) = xp
. Suppose p > 1. Then
∞ t
dx
Z Z
= lim x−p dx
1 xp t→∞ 1
 1−p t
x
= lim
t→∞ 1 − p
 1−p 1 
t 1
= lim −
t→∞ 1 − p 1−p
 
1 1
= lim +
t→∞ (1 − p) t p−1 p−1
1
= < ∞.
p−1
∞
1
P
Hence, np
converges if p > 1.
n=1

46
 Now, suppose p < 1. Then
Z ∞ t
dx
Z
= lim x−p dx
1 xp t→∞ 1
 1−p t
x
= lim
t→∞ 1 − p
 1−p 1 
t 1
= lim −
t→∞ 1 − p 1−p
= ∞.
∞
1
P
Hence, np
diverges if p < 1.
n=1
Finally, if p = 1,
∞ Z t
dx dx
Z
= lim
1 x t→∞ 1 x

= lim [ln x]t1

t→∞
= lim [ln t − ln 1]
t→∞
= ∞.
∞
1
P
Hence, np
diverges if p = 1. @
n=1
∞
1
P
2. Determine the convergence of the series n2 +1
.
n=1
1
Solution: Let f (x) = x2 +1
. Then f satisfies the hypothesis of the integral theorem.
We now have that
∞ t
dx dx
Z Z
2
= lim dx
1 x + 1 t→∞ 1 +1 x2
t
= lim tan−1 x 1

t→∞
= lim tan−1 t − tan−1 1
 
t→∞
= lim tan−1 t − tan−1 1


t→∞
π π
= −
2 4
π
= .
4
R∞ dx
Since 1 x2 +1
exists, the series converges.
Exercise:
Use the integral test to determine whether the following series converge or diverge.
∞
1
P
(a) n3
n=1

47
 ∞
n
P
(b) n2 +1
n=1
∞
1
P
(c) en
n=1
∞
ln n
P
(d ) n
n=1

5 Limits and Continuity of Functions

5.1 Limits of Functions
Definition 5.1.1: Consider a function f : A −→ R and let c be an accumulation point of
A. We say that f has a limit L at c or f converges to L at c, if there exists a number L ∈ R
such that for any given ε > 0, there exists δ > 0 such that if x ∈ A and 0 < |x − c| < δ, then
|f (x) − L| < ε. In this case, we write lim f (x) = L or f (x) −→ L as x −→ c. If f does not
x→c
converge at c, we say that f diverges at c.
Remark 5.1.1 : By definition, if limf (x) = L, then for any ε > 0 there exists δ > 0 such
x→c
that for all x ∈ (c − δ, c + δ) ∩ A not equal to c, it holds that f (x) ∈ (L − ε, L + ε).
Theorem 5.1.1: A function f : A −→ R can have at most one limit at c.
Proof : Suppose that f (x) −→ L and f (x) −→ M as x −→ c, and let ε > 0. Then
there exists δ > 0 such that |f (x) − L| < 2ε and |f (x) − M| < 2ε for all x ∈ A satisfying
0 < |x − c| < δ. If 0 < |x − c| < δ, then
ε ε
|M − L| = |(f (x) − L) − (f (x) − M)| ≤ |f (x) − L| + |f (x) − M| < + = ε.
2 2
Since ε > 0 is arbitrary, then |M − L| < ε implies that M = L. @
Examples:
1. Define the function f : R −→ R by f (x) = 3x − 5. Prove that lim f (x) = 7.
x→4
Proof : We have that

|f (x) − 7| = |(3x − 5) − 7| = |3x − 12| = 3 |x − 4| .

Now, if 0 < |x − 4| < 3ε , then |f (x) − 7| < 3 3ε = ε. Thus, given ε > 0 we let δ = 3ε

so that if 0 < |x − 4| < δ, then |f (x) − 7| < ε. Hence, by definition, lim f (x) = 7. @
x→4
x+1 1
2. Let f : R −→ R where f (x) = x2 +3
. Prove that lim f (x) = 2
.
x→1
Proof : We have that

1 x+1 1 x2 − 2x + 1 |x − 1|2
f (x) − = 2 − = 2
= 2
< |x − 1|2 .
2 x +3 2 2 (x + 3) 2 (x + 3)
√
Let ε > 0 be arbitrary and let δ = ε. Now, if 0 < |x − 1| < δ, then |x − 1|2 < δ 2 = ε.
Hence, if 0 < |x − 1| < δ, then f (x) − 21 < ε. Therefore, lim f (x) = 21 . @
x→1

48
Exercise:
Use the ε-δ definition of the limit of a function to prove that:
(a) lim (3x + 6) = 0
x→−2
(b) lim (2x − 5) = −7
x→−1
(c) lim 2x+3 =3
x→3 4x−9
2
−3x
(d ) lim xx+3 =2
x→6

Theorem 5.1.2: Let f : A −→ R be a function and let c be an accumulation point of A.

Then limf (x) = L if and only if for every sequence {xn } in A converging to c (with xn 6= c
x→c
for all n ∈ N) the sequence {f (xn )} converges to L.
Corollary 5.1.1: Let f : A −→ R be a function. Let c be an accumulation point of A and
let L ∈ R. Then f does not converge to L at c if and only if there exists a sequence {xn } in
A converging to c with xn 6= c for all n ∈ N, and such that {f (xn )} does not converge to L.
Corollary 5.1.2: Let f : A −→ R be a function and let c be an accumulation point of A.
Suppose that {xn } and {yn } are sequences in A converging to c, with xn 6= c and yn 6= c for
all n ∈ N. If {f (xn )} and {f (yn )} converge but lim f (xn ) 6= lim f (yn ), then f does not
x→∞ x→∞
have a limit at c.
Example: Prove that lim x1 does not exist.
x→0
Proof : Consider {xn } = n1 , which converges to c = 0 and xn 6= 0 for all n ∈ N. Then


{f (xn )} = {n}, which is not bounded and thus does not converge. Therefore, by Corollary
5.1.1, lim x1 does not exist. @
x→0

Theorem 5.1.3: Let f, g : A −→ R be functions and let c be an accumulation point of A.

Suppose that limf (x) = L and limg (x) = M. Then:
x→c x→c
(a) lim (f ± g) (x) = L ± M
x→c
(b) lim (f g) (x) = LM
x→c
 
(b) lim fg (x) = M L
, if M 6= 0.
x→c

Corollary 5.1.3: Let f1 , · · · , fk : A −→ R be functions and let c be an accumulation point

of A. If lim fi (x) exists for each i = 1, · · · , k, then
x→c
Pk k
P
(a) lim fi (x) = limfi (x)
x→c i=1 i=1 x→c
Qk Qk
(b) lim fi (x) = limfi (x)
x→c i=1 i=1 x→c

Examples:
1. Let f (x) = a0 +a1 x+a2 x2 +· · ·+an xn be a polynomial function. Then limf (x) = f (c)
x→c
for every c ∈ R. If g (x) = b0 + b1 x + b2 x2 + · · · + bm xm is another polynomial function
(x) (c)
and g (x) 6= 0 in a neighbourhood of x = c and limg (x) = g (c) 6= 0, then lim fg(x) = fg(c) .
x→c x→c

49
 −4 2
2. Prove that lim xx−2 =4
x→2
x2 −4
Proof : Observe that lim (x − 2) = 0. If x 6= 2, then x−2
= x + 2. Hence, the functions
x→2
x2 −4
f (x) = x−2
and g (x) = x + 2 are equal at every point in R\ {2}. Since lim g (x) = 4,
x→2
it follows that lim f (x) = 4. @
x→2

Definition 5.1.2: Let f : A −→ R be a function. Then lim f (x) = L (i.e., f (x) −→ L as

x→∞
x −→ ∞) if given ε > 0, there exists M ∈ R such that |f (x) − L| < ε for all x > M.
Remark 5.1.2 : Definition 5.1.2 requires that the set A contains some interval of the form
(a, ∞).
Example: Prove that lim x12 = 0.
x→∞
Proof : Given ε > 0, we need to find M ∈ R such that
1
− 0 < ε for all x > M. (1)
x2
Since (1) is equivalent to
1 √
< ε for all x > M,
x
it is clear that (1) will hold if we take M = √1ε . @
Definition 5.1.3: Let f : A −→ R be a function and let c be an accumulation point of A.
We say that f approaches L as x approaches c from the right, if given ε > 0, there exists
δ > 0 such that for all x ∈ A for which c < x < c + δ, then |f (x) − L| < ε. In this case, we
write lim+f (x) = L and the number L is called the right-hand limit of f at c. Similarly, we
x→c
say that f approaches M as x approaches c from the left, if given ε > 0, there exists δ > 0
such that for all x ∈ A for which c − δ < x < c, then |f (x) − M| < ε. In this case, we write
lim− f (x) = M and the number M is called the left-hand limit of f at c.
x→c

Remark 5.1.3 :
(i ) The statement lim+ f (x) = L involves only values of f (x) for x to the right of c,
x→c
while lim− f (x) = M involves only values of f (x) for x to the left of c.
x→c

(ii ) lim+ f (x) and lim− f (x) may exist without being equal to each other.
x→c x→c

(iii ) limf (x) = L if and only if lim+f (x) = lim− f (x) = L.

x→c x→c x→c

Examples: (
x if 0 ≤ x < 1
1. Let f (x) = . Then lim f (x) = 1 while lim+ f (x) = 2.
3 − x if 1 ≤ x ≤ 2 x→1− x→1

1
2x − 1
 if x < 0
1
2. Consider the function f (x) = 1+x 2 if 0 ≤ x < 1 . In this case, lim− f (x) = −1,
1
 x→0
2
x if 1 ≤ x
lim+ f (x) = 1; on the other hand, lim− f (x) = lim+ f (x) = 21 .
x→0 x→1 x→1

50
5.2 Continuous and Discontinuous Functions
Definition 5.2.1: Let f : A −→ R be a function. Then f is continuous at c ∈ A if:
(i ) limf (x) exists,
x→c

(ii ) f (c) is defined, and

(iii ) limf (x) = f (c).
x→c

In other words, f is continuous at c ∈ A if for each ε > 0, there is some δ > 0 such that if
x ∈ A and |x − c| < δ, then |f (x) − f (c)| < ε. If f is not continuous at c, then we say that
f is discontinuous at c. The function f is continuous on A if f is continuous at each point
in A.
Remark 5.2.1 : In Definition 5.2.1, the number δ, in general, depends on ε and the point c.
Definition 5.2.2: Consider a function f : A −→ R and let c ∈ A. Then f is right-continuous
at c if lim+f (x) = f (c), f is left-continuous at c if lim− f (x) = f (c).
x→c x→c

Remark 5.2.2 : A function f : A −→ R is continuous at c if and only if f is both right-

continuous and left-continuous at c.
Examples: (
x if 0 ≤ x < 1
1. Consider the function f (x) = . Then lim+ f (x) = 2 = f (1) but
3 − x if 1 ≤ x ≤ 2 x→1

lim f (x) = 1 6= f (1). Hence, f is right-continuous but not left-continuous at x = 1.

x→1−
Therefore, f is not continuous at x = 1.

1
 1−x
 if x < 0
2
2. Let f (x) = x + 1 if 0 ≤ x ≤ 2 . Then the function f is continuous at x = 0 since

x + 4 if 2 < x


lim f (x) = lim+ f (x) = f (0) = 1. On the other hand, f is discontinuous at x = 2

x→0− x→0
since lim− f (x) = 5 6= 6 = lim+ f (x) (even if lim− f (x) = f (2) = 5).
x→2 x→2 x→2

Theorem 5.2.1: The function f : A −→ R is continuous at c ∈ A if and only if for every

sequence {xn } in A such that lim xn = c, we have lim f (xn ) = f lim xn = f (c).
n→∞ n→∞ n→∞

Theorem 5.2.2: The function f : A −→ R is discontinuous at c ∈ A if and only if there

exists a sequence {xn } in A converging to c but f (xn ) does not converge to f (c).
Theorem 5.2.3: Let f, g : A −→ R be continuous functions at c ∈ A and let b ∈ R. Then
f + g, f − g, f g, and bf are also continuous at c. Furthermore, if g (c) 6= 0, then fg is also
continuous at c.
Proof : Since f and g are continuous at c we have lim f (x) = f (c) and limg (x) = g (c). By
x→c x→c
Theorem 5.1.3, lim [f (x) + g (x)] = f (c)+g (c) or, equivalently, lim (f + g) (x) = (f + g) (c).
x→c x→c
Hence, f + g is continuous at c. The remainder of the theorem is proved similarly. @
Corollary 5.2.1: Let f, g : A −→ R be continuous functions on A and let b ∈ R. Then

51
 f
f + g, f − g, f g, and bf are also continuous on A. Furthermore, if g (c) 6= 0, then g
is also
continuous on A.
Examples:
1. Consider the function f : R −→ R defined by f (x) = 3x − 5. In a previous example, it
was proved that lim f (x) = 7. Furthermore, f (4) = 7. Hence, f is continuous at x = 4.
x→4
sin x
2. Let f (x) = x
where x ∈ R\ {0}. Then f is not continuous at x = 0 since it is not
defined at x = 0, even though lim sinx x exists (and is equal to 1). However, the function
( x→0
sin x
x
if x 6= 0
g defined by g (x) = is continuous at x = 0 since lim g (x) = g (0) = 1.
1 if x = 0 x→0

3. Prove that f (x) = x is continuous on R.

Proof : Suppose c ∈ R. Let ε > 0 be arbitrary. Let δ = ε. If 0 < |x − c| < δ, then
|f (x) − f (c)| = |x − c| < δ = ε. @
√
4. Consider the function f (x) = x. Then f is discontinuous at all c < 0 since f (c) is
not defined and lim f (x) does not exist for any c < 0; it is right-continuous at c = 0
x→c
since lim+f (x) = f (c) = 0 but lim− f (x) does not exist; it is continuous at all c > 0.
x→c x→c
To prove that f is continuous at all c > 0, we have that
√ √
√ √ √ √ x+ c |x − c| 1
|f (x) − f (c)| = x − c = x − c · √ √ =√ √ < √ |x − c| .
x+ c x+ c c
√
Hence, given ε > 0, we let δ = cε so that if 0 < |x − c| < δ, then
1 1 √
|f (x) − f (c)| < √ |x − c| < √ cε = ε.
c c

5. If f (x) = a0 + a1 x + a2 x2 + · · · + an xn is a polynomial function, then lim f (x) = f (c)

x→c
for every c ∈ R. Thus, f is continuous on R. If g (x) = b0 + b1 x + b2 x2 + · · · + bm xm
(x) (c) (x)
is another polynomial function and g (c) 6= 0, then lim fg(x) = fg(c) . Hence, h (x) = fg(x)
x→c
is continuous at every c where g is non-zero.
(
1
if x 6= 0
6. Determine the points of continuity of the function f (x) = x
0 if x = 0.
1
Solution: Suppose that c 6= 0. Then limf (x) = = f (c). Hence, f is continuous at
c
x→c 1
c ∈ R\ {0}. Now, let c = 0. The sequence {xn } = n (with xn 6= 0 for all n ∈ N) con-
verges to c = 0 but the sequence {f (xn )} = {n} diverges. Hence, by Corollary 5.1.1,
lim f (x) does not exist. Therefore, f is discontinuous at c = 0, even though f (0) = 0
x→0
is defined.
Exercise: 
1
 2 x − 1 if x < 0

1
1. Show that the function f (x) = 1+x 2 if 0 ≤ x < 1 is discontinuous at x = 0 but
1

2
x if 1 ≤ x

52
 continuous at x = 1. (
1 if x ∈ Q
2. Show that the function f (x) = is discontinuous everywhere.
0 if x ∈ R\Q

5.3 Uniform Continuity of Functions

Definition 5.3.1: A function f : A −→ R is said to be uniformly continuous on A if
for each ε > 0, there exists δ > 0 such that for all x, y ∈ A such that |x − y| < δ, then
|f (x) − f (y)| < ε.
Remark 5.3.1 : In the case of uniform continuity of a function f : A −→ R, the number
δ depends only on ε and not on the points of A. This is unlike in the case of pointwise
continuity, where δ, in general, depends on ε and the points of A. Thus, uniform continuity
is a global property whereas the pointwise continuity is a local property.
Examples:
1. Let f : R −→ R be given by f (x) = 2x − 3. Show that f is uniformly continuous on R.
Solution: We have that |f (x) − f (y)| = |(2x − 3) − (2y − 3)| = |2x − 2y| = 2 |x − y|.
Hence, given any ε > 0, we choose δ = 2ε , such that if x, y ∈ R with |x − y| < δ, then
|f (x) − f (y)| < ε.
2. The function f (x) = x1 is uniformly continuous on the set [1, 3].
Proof : Let x, y ∈ [1, 3]. Then 13 ≤ x1 ≤ 1 and 31 ≤ y1 ≤ 1. Now, we have that

1 1 y−x 1 1
|f (x) − f (y)| = − = = |x − y| ≤ |x − y| .
x y xy |x| |y|

Given ε > 0, we can set δ = ε so that if |x − y| < δ, then |f (x) − f (y)| < ε. @
3. The function f : [−2, 1] −→ R defined by f (x) = x2 is uniformly continuous on [−2, 1].
Proof : Clearly, if x, y ∈ [−2, 1], then |x + y| ≤ |x| + |y| ≤ 4. Now, we have that

|f (x) − f (y)| = x2 − y 2 = |x + y| |x − y| ≤ 4 |x − y| .

Consequently, for any ε > 0, we choose δ = 4ε , so that if x, y ∈ [−2, 1] with |x − y| < δ,

then |f (x) − f (y)| < ε.
Exercise:
1. Let k be any non-zero constant. Show that f (x) = kx is uniformly continuous on R.
2. Let A = [2, 3]. Show that the function f : A −→ R given by f (x) = x2 is uniformly
continuous on A.
3. Show that each of the following functions is uniformly continuous on R:
(a) f (x) = sin x
(b) f (x) = sin 2x
1
(c) f (x) = 1+x 2

Theorem 5.3.1: Let f : A −→ R be a function. The following are equivalent:

(a) The function is not uniformly continuous on A.

53
 (b) There exists ε > 0 such that for every δ > 0, there exists x, y ∈ A such that |x − y| < δ
but |f (x) − f (y)| ≥ ε.
(c) There exists ε > 0 and a pair of sequences {xn } and {yn } in A where lim (xn − yn ) = 0
x→∞
and |f (xn ) − f (yn )| ≥ ε.
Examples:
1. The function f (x) = x1 is not uniformly continuous on A = (0, 1]. 
Proof : Let ε = 1. Consider the sequences {xn } = n1 and {yn } = 2n 1
in A. Then
 
1 1 1
lim (xn − yn ) = lim − = lim =0
x→∞ x→∞ n 2n x→∞ 2n

but
|f (xn ) − f (yn )| = |n − 2n| = n ≥ 1 = ε.
Hence, by Theorem 5.3.1, the conclusion follows. @
1
Remark 5.3.2 : In general, the function f (x) = x
is not uniformly continuous on the set
A = (0, ∞).
2. The function f (x) = x2 is not uniformly continuous on [1, ∞), since thefunction is not
bounded as x −→ ∞. We accordingly can set {xn } = {n} and {yn } = n + n1 so
that  2
1 1
|f (xn ) − f (yn )| = n + − n2 = 2 + 2 > 2.
n n
Exercise:
2
Show that the function f (x) = x
is not uniformly continuous on A = (0, 2].
Theorem 5.3.2: If the function f : A −→ R is uniformly continuous on A, then it is
continuous on A.
Proof : Suppose f is uniformly continuous on A. Then for ε > 0, there exists δ > 0 such
that for all x1 , x2 ∈ A with |x1 − x2 | < δ implies |f (x1 ) − f (x2 )| < ε. Now, let x ∈ A. Then
on taking x1 = x, we find for ε > 0, there exists δ > 0 such that for fixed x2 ∈ A such that
|x − x2 | < δ implies |f (x) − f (x2 )| < ε. Hence, f is continuous at every x2 ∈ A, i.e., f is
continuous on A. @
Theorem 5.3.3: If the function f : A −→ R is continuous on the closed interval A = [a, b],
then it is uniformly continuous on A.
Proof : Suppose that f is not uniformly continuous on A. Then by Theorem 5.3.1, there
exists ε > 0 and two sequences {xn } and {yn } in A such that lim (xn − yn ) = 0 and
x→∞
|f (xn ) − f (yn )| ≥ ε. Since {xn } is a bounded sequence, by Theorem 4.3.2, there is a sub-
sequence {xnk } of {xn } that converges to a point x0 ∈ [a, b]. But then the corresponding
subsequence {ynk } of {yn } also converges to x0 since
ε ε
|ynk − x0 | ≤ |ynk − xnk | + |xnk − x0 | < + = ε.
2 2
But since the sequences {xnk } and {ynk } both converge to x0 , and f is continuous at
x0 , it follows that the sequences {f (xnk )} and {f (ynk )} must both converge to f (x0 ) or

54
lim |f (xnk ) − f (ynk )| = 0 which contradicts the assumption that |f (xnk ) − f (ynk )| ≥ ε for
x→∞
all k. @
Example: Consider the function f (x) = x1 . By Theorem 5.3.3, f is uniformly continuous
on any closed interval that does not contain 0. By Definition 5.3.1, f is uniformly continuous
on any set of the form [c, ∞) for c > 0, because if x, y ∈ [c, ∞), then

1 1 y−x 1 1
|f (x) − f (y)| = − = = |x − y| ≤ 2 |x − y| .
x y xy xy c
1 2
Hence, if we let δ = c2 ε and |x − y| < δ, then |f (x) − f (y)| < c2
cε = ε.
Exercise:
1. Let f : A −→ R and g : A −→ R be uniformly continuous functions on A. Prove that
f + g is uniformly continuous on A.
2. Prove that f (x) = x2 is not uniformly continuous on R.
3. Show that f (x) = sin x2 is not uniformly continuous on R.

55