Fundamentals of Analysis W W Chen

FUNDAMENTALS OF ANALYSIS
W W L CHEN
c

W W L Chen, 1983, 2008.
This chapter originates from material used by the author at Imperial College, University of London, between 1981 and 1990.
It is available free to all individuals, on the understanding that it is not to be used for financial gain,
and may be downloaded and/or photocopied, with or without permission from the author.
However, this document may not be kept on any information storage and retrieval system without permission
from the author, unless such system is not accessible to any individuals other than its owners.
Chapter 1
THE NUMBER SYSTEM
1.1. The Real Numbers

In this chapter, we shall make a detailed study of some of the important properties of the real numbers.
Most readers will be familiar with some of these properties, or have at least used most of them, perhaps
sometimes unaware of their generality. Throughout, we denote the set of all real numbers by R, and
write a R to indicate that a is a real number.
We shall take an axiomatic approach to the real numbers. In other words, we offer no proof of these
properties, and simply treat and accept them as given.
The first collection of properties of R is generally known as the Field axioms. They enable us to study
arithmetic.
FIELD AXIOMS.
(A1) For every a, b R, we have a + b R.
(A2) For every a, b, c R, we have a + (b + c) = (a + b) + c.
(A3) For every a R, we have a + 0 = a.
(A4) For every a R, there exists a R such that a + (a) = 0.
(A5) For every a, b R, we have a + b = b + a.
(M1) For every a, b R, we have ab R.
(M2) For every a, b, c R, we have a(bc) = (ab)c.
(M3) For every a R, we have a1 = a.
(M4) For every a R such that a 6= 0, there exists a1 R such that aa1 = 1.
(M5) For every a, b R, we have ab = ba.
(D) For every a, b, c R, we have a(b + c) = ab + ac.
Chapter 1 : The Number System
page 1 of 13
Fundamentals of Analysis
W W L Chen, 1983, 2008
Remark. The properties (A1)(A5) concern the operation addition, while the properties (M1)(M5)
concern the operation multiplication. In the terminology of group theory, we say that the set R forms
an abelian group under addition, and that the set of all non-zero real numbers forms an abelian group
under multiplication. We also say that the set R forms a field under addition and multiplication. The
property (D) is called the Distributive law.
The second collection of properties of R is generally known as the Order axioms. They enable us to
study inequalities.
ORDER AXIOMS.
(O1) For every a, b R, exactly one of a < b, a = b, a > b holds.
(O2) For every a, b, c R satisfying a > b and b > c, we have a > c.
(O3) For every a, b, c R satisfying a > b, we have a + c > b + c.
(O4) For every a, b, c R satisfying a > b and c > 0, we have ac > bc.
Remark. Clearly the Order axioms as given do not appear to include many other properties of the real
numbers. However, these can be deduced from the Field axioms and Order axioms.
Example 1.1.1. Suppose that the real number a > 0. Then the real number a < 0. To see this, note
first that by Axiom (A4), there exists a R such that a + (a) = 0. Hence
0 = a + (a)
from above,
> 0 + (a)
by Axiom (O3),
= (a) + 0
by Axiom (A5),
= a
by Axiom (A3),
as required.
Example 1.1.2. For every a R, we have a0 = 0. To see this, note first that a0 R, in view of Axiom
(M1). On the other hand, it follows from Axioms (A3) and (D) that a0 = a(0 + 0) = a0 + a0. Note next
that (a0) R and a0 + ((a0)) = 0, in view of Axiom (A4). Hence
0 = a0 + ((a0))
from above,
= (a0 + a0) + ((a0))
from above,
= a0 + (a0 + ((a0)))
by Axiom (A2),
= a0 + 0
by Axiom (A4),
= a0
by Axiom (A3),
as required.
Example 1.1.3. Suppose that the real number a > 0. Then the real number a1 > 0. To see this, note
first that by Axiom (M4), there exists a1 R such that aa1 = 1. Suppose on the contrary that it is
not true that a1 > 0. Then it follows from Axiom (O1) that a1 = 0 or a1 < 0. If a1 = 0, then
1 = aa1
by Axiom (M4),
= a0
=0
by Example 1.1.2,
and so
a = a1
by Axiom (M3),
= a0
from above,
=0
by Example 1.1.2,
page 2 of 13
W W L Chen, 1983, 2008
a contradiction. If a1 < 0, then

0 = a0
by Example 1.1.2,
= 0a
by Axiom (M5),
>a
by Axiom (O4),
= aa1
by Axiom (M5),
=1
by Axiom (M4),
and so
0 = a0
by Example 1.1.2,
> a1
from above,
=a
by Axiom (M3),
again a contradiction.
Example 1.1.4. Suppose that the real numbers a > 0 and b > 0. Then the real number ab > 0. To see
this, note first that by Axiom (M1), we have ab R. Suppose on the contrary that it is not true that
ab > 0. Then it follows from Axiom (O1) that ab = 0 or ab < 0. Since b > 0, it follows from Axiom
(O1) that b 6= 0, from Axiom (M4) that b1 R, and from Example 1.1.3 that b1 > 0. If ab = 0, then
a = a1
by Axiom (M3),
1
by Axiom (M4),
= (ab)b1
= a(bb
by Axiom (M2),
= 0b
= b1 0
by Axiom (M5),
=0
by Example 1.1.2,
a contradiction. If ab < 0, then

a = a1
by Axiom (M3),
1
= a(bb
by Axiom (M4),
by Axiom (M2),
= (ab)b
1
by Axiom (O4),
= b1 0
by Axiom (M5),
=0
by Example 1.1.2,
< 0b
again a contradiction.
Example 1.1.5. Suppose that a, b R and 0 < a < b. Then b1 < a1 . To see this, note first from
Example 1.1.3 that a1 > 0 and b1 > 0, and from Example 1.1.4 that b1 a1 > 0. Hence
b1 = b1 1
=b
by Axiom (M3),
1
by Axiom (M4),
= b1 (a1 a)
(aa
by Axiom (M5),
1 1
)a
by Axiom (M2),
1 1
< (b
)b
by Axiom (O4),
= (a
1 1
= (b
)b
by Axiom (M5),
= a1 (b1 b)
by Axiom (M2),
= a1 (bb1 )
by Axiom (M5),
=a
=a
by Axiom (M4),
by Axiom (M3),
as required.
page 3 of 13
W W L Chen, 1983, 2008
An important subset of the set R of all real numbers is the set of all natural numbers, given by
N = {1, 2, 3, . . .}.
However, this definition does not bring out some of the main properties of the set N in a natural way.
The following more complicated definition is therefore sometimes preferred.
AXIOMS OF THE NATURAL NUMBERS.
(N1) 1 N.
(N2) If n N, then the number n + 1, called the successor of n, also belongs to N.
(N3) Every n N other than 1 is the successor of some number in N.
(WO) Every non-empty subset of N has a least element.
Remark. The condition (WO) is called the Well-ordering principle.
To explain the significance of each of these four axioms, note first that Axioms (N1) and (N2) together imply that N contains 1, 2, 3, . . . . However, these two axioms alone are insufficient to exclude
from N numbers such as 5.5. Now, if N contained 5.5, then by Axiom (N3), N must also contain
4.5, 3.5, 2.5, 1.5, 0.5, 0.5, 1.5, 2.5, . . . , and so would not have a least element. We therefore exclude
this possibility by stipulating that N has a least element. This is achieved by Axiom (WO).
It can be shown that Axiom (WO) implies the Principle of induction. The following two forms of the
Principle of induction are particularly useful. In fact, both are equivalent to Axiom (WO).
PRINCIPLE OF INDUCTION (WEAK FORM). Suppose that the statement p(.) satisfies the
following conditions:
(PIW1) p(1) is true; and
(PIW2) p(n + 1) is true whenever p(n) is true.
Then p(n) is true for every n N.
PRINCIPLE OF INDUCTION (STRONG FORM). Suppose that the statement p(.) satisfies the
following conditions:
(PIS1) p(1) is true; and
(PIS2) p(n + 1) is true whenever p(m) is true for all m n.
Then p(n) is true for every n N.
Proof of the equivalence of the Well-ordering principle and the two Principles of
induction. Our first step is to show that Axiom (WO) is equivalent to the Principle of induction
(strong form) (PIS).
((WO) (PIS)) Suppose that the conclusion of (PIS) does not hold. Then the subset
S = {n N : p(n) is false}
of N is non-empty. By Axiom (WO), S has a least element, n0 say. If n0 = 1, then clearly (PIS1) does
not hold. If n0 > 1, then p(m) is true for all m n0 1 but p(n0 ) is false, contradicting (PIS2).
((PIS) (WO)) Suppose that a non-empty subset S of N does not have a least element. Consider the
statement p(n), given by n 6 S. Then p(1) is true, otherwise 1 would be the least element of S. Suppose
next that p(m) is true for every natural number m n, so that none of the numbers 1, 2, 3, . . . , n belongs
to S. Then p(n + 1) must also be true, for otherwise n + 1 would be the least element of S. It now
follows from (PIS) that S does not contain any element of N, contradicting the assumption that S is a
non-empty subset of N.
Next, we complete the proof by showing that the Principle of induction (weak form) (PIW) is equivalent
to the Principle of induction (strong form) (PIS).
page 4 of 13
W W L Chen, 1983, 2008
((PIS) (PIW)) Suppose that (PIW1) and (PIW2) both hold. Then clearly (PIS1) holds, since it is
the same as (PIW1). On the other hand, if p(m) is true for all m n, then p(n) is true in particular,
so it follows from (PIW2) that p(n + 1) is true, and this gives (PIS2). It now follows from (PIS) that
p(n) is true for every n N.
((PIW) (PIS)) Suppose that (PIS1) and (PIS2) both hold for a statement p(.). Consider a statement
q(.), where q(n) denotes the statement
p(m) is true for every m n.
Then the two conditions (PIS1) and (PIS2) for the statement p(.) imply respectively the two conditions
(PIW1) and (PIW2) for the statement q(.). It follows from (PIW) that q(n) is true for every n N, and
this clearly implies that p(n) is true for every n N.
1.2. Completeness of the Real Numbers

The set Z of all integers is an extension of the set N of all natural numbers to include 0 and all numbers
of the form n, where n N. The set Q of all rational numbers is the set of all real numbers of the
form pq 1 , where p Z and q N. It is easy see that the Field axioms and Order axioms hold good if
the set R is replaced by the set Q. We therefore need to find a property that distinguishes R from Q. A
good starting point is the following well known result.
THEOREM 1A. No rational number x Q satisfies x2 = 2.
Proof. Suppose that pq 1 has square 2, where p Z and q N. We may assume, without loss of
generality, that p and q have no common factors apart from 1. Then p2 = 2q 2 is even, so that p is
even. We can write p = 2r, where r Z. Then q 2 = 2r2 is even, so that q is even, contradicting that
assumption that p and q have no common factors apart from 1.
It follows that the real number we know as 2 does not belong to the set Q. We say that the set Q is
not complete. Our idea is then to distinguish the set R
from the set Q by completeness. In particular,
we want to ensure that the set R contains numbers like 2.
There are a number of ways to describe the completeness of the set R. We shall first of all introduce
completeness via the Axiom of bound.
Definition. A non-empty set S of real numbers is said to be bounded above if there exists a number
K R such that x K for every x S. The number K is called an upper bound of the set S.
Definition. A non-empty set T of real numbers is said to be bounded below if there exists a number
k R such that x k for every x T . The number k is called a lower bound of the set T .
AXIOM OF BOUND. Suppose that a non-empty set S of real numbers is bounded above. Then there
is a real number M R satisfying the following two conditions:
(S1) For every x S, the inequality x M holds.
(S2) For every > 0, there exists x S such that x > M .
Remark. It is not difficult to prove that the number M above is unique. It is also easy to deduce that
if a non-empty set T of real numbers is bounded below, then there is a unique real number m R
satisfying the following two conditions:
(I1) For every x T , the inequality x m holds.
(I2) For every > 0, there exists x T such that x < m + .
page 5 of 13
W W L Chen, 1983, 2008
Definition. The real number M satisfying conditions (S1) and (S2) is called the supremum of the
non-empty set S, and denoted by M = sup S. The real number m satisfying conditions (I1) and (I2) is
called the infimum of the non-empty set S, and denoted by m = inf S.
Remark. Note that the most important point of the Axiom of bound is that the supremum M is a real
number. Similarly, the infimum m is also a real number.
Let us now try to understand how numbers like 2 fit into this setting. Recall that there is
no rational
number which satisfies the equation x2 = 2. This means that the number that we know as 2 is not a
rational number. We now want to show that it is a real number. Let
S = {x R : x2 < 2}.
Clearly the set S is non-empty, since 0 S. On the other hand, the set S is bounded above; for example,
it is not difficult to show that if x S, then we must have x 2; for if x > 2, then we must have x2 > 4,
so that x 6 S. Hence S is a non-empty set of real numbers and S is bounded above. It follows from the
Axiom of bound that there is a real number M satisfying conditions (S1) and (S2). We shall show that
M 2 = 2.
Suppose on the contrary that M 2 6= 2. Then it follows from Axiom (O1) that M 2 < 2 or M 2 > 2.
Let us investigate these two cases separately.
If M 2 < 2, then we have
2
(M + ) = M + 2M + < 2
2 M2
whenever < min 1,
2M + 1

.
This means that M + S, contradicting conndition (S1).

If M 2 > 2, then we have
(M )2 = M 2 2M + 2 > 2
whenever <
M2 2
.
2M
This implies that any x > M will not belong to S, contradicting condition (S2).
Note that M 2 = 2 and M is a real number. It follows that what we know as
2 is a real number.
Example 1.2.1. The set N is not bounded above but is bounded below with infimum 1.
Example 1.2.2. The set Z is not bounded above or below.
Example 1.2.3. The closed

interval [ 2, 2] = {x R : 2 x 2} is bounded above and below, with
supremum 2 and infimum 2. Note that the supremum and infimum belong to the interval.
Example 1.2.4. The openinterval ( 2, 2) = {x R : 2 < x < 2} is bounded above and below, with
supremum 2 and infimum 2. Note that the supremum and infimum do not belong to the interval.
Example 1.2.5. The set {x R : x = (1)n n1 for some n N} is bounded above and below, with
supremum 1/2 and infimum 1.
Example
1.2.6. The set {x Q : x2 < 2} is bounded above and below, with supremum
2.
The argument concerning
2 and infimum
2 can be adapted to prove the following result.

page 6 of 13
W W L Chen, 1983, 2008
THEOREM 1B. Suppose that a real number c R is positive. Then for every natural number q N,
there exists a unique positive real number x R such that xq = c.
We denote by c1/q or q c the unique positive real solution of the equation xq = c given by Theorem
1B. For every p Z and q N, we define cp/q = (c1/q )p . It can be shown that the definition of cm , where
m = p/q with p Z and q N, is independent of the choice of p and q. Furthermore, the Index laws are
satisfied: For every positive real number c R and rational numbers m, n Q, we have cm cn = cm+n
and (cm )n = cmn .
We next elaborate on Example 1.2.1, and prove formally that the set N is not bounded above. This
is a consequence of the Axiom of bound.
THEOREM 1C. (ARCHIMEDEAN PROPERTY) For every real number x R, there exists a natural
number n N such that n > x.
Proof. Suppose that x R, and suppose on the contrary that n x for every n N. Then the set N
is bounded above by x, and so has a supremum M , say. In particular, we have
M 2,
M 3,
M 4,
...,
M 1 1,
M 1 2,
M 1 3,
....
and so
Hence M 1 is an upper bound for N, contradicting the hypothesis that M is the supremum of N.
We now establish the following important result central to the theory of mathematical analysis.
THEOREM 1D. The rational numbers and irrational numbers are dense in the set R. More precisely,
between any two distinct real numbers, there exist a rational number and an irrational number.
Proof. Suppose that x, y R and x < y. We shall first show that there exists r Q such that
x < r < y. The idea is very simple. Heuristically, if we choose a natural number q large enough, then
the interval (qx, qy) has length greater than 1 and must contain an integer p, so that qx < p < qy. The
formal argument is somewhat more complicated, but is based entirely on this idea.
Consider the special case when x > 0. By the Archimedean property, there exists q N such that
q > 1/(y x), so that 1 < q(y x). Consider the positive real number qx. By the Archimedean property,
there exists n N such that n > qx. Using the Well-ordering principle, let p be the smallest such natural
number n. Then clearly p 1 qx. To see this, note that if p = 1, then p 1 = 0 < qx; if p 6= 1, then
p 1 > qx would contradict the definition of p. It now follows that
qx < p = (p 1) + 1 < qx + q(y x) = qy,
so that
x<
p
< y.
q
Suppose now that x 0. By the Archimedean property, there exists k N such that k > x, so that
k + x > 0. There exists s Q such that x + k < s < y + k, so that x < s k < y. Clearly s k Q.
To show that there exists z R \ Q such that x < z < y, we first use our earlier argument twice, and
conclude that there exist r1 , r2 Q such that x < r1 < r2 < y. The number
1
z = r1 + (r2 r1 )
2
is clearly irrational and satisfies r1 < z < r2 , and so x < z < y. .
page 7 of 13
W W L Chen, 1983, 2008
1.3. The Complex Numbers

In this section, we briefly review some important properties of the complex numbers. It is easy to see
that the equation x2 + 1 = 0 has no solution x R. In order to solve this equation, we have to introduce
extra numbers into our number system.
Define the number i by i2 + 1 = 0. We then extend the field of all real numbers by adjoining the
number i, which is then combined with the real numbers by the operations addition and multiplication
in accordance with the Field axioms in Section 1.1. The numbers a + bi, where a, b R, of the extended
field are then added and multiplied in accordance with the Field axioms, suitably extended, and the
restriction i2 + 1 = 0. Note that the number a + 0i, where a R, behaves like the real number a.
The set C = {z = x + yi : x, y R} is called the set of all complex numbers. Note that in C, we lose
the Order axioms and the Axiom of bound.
Suppose that z = x+yi, where x, y R. The real number x is called the real part of z, and denoted by
x = Rez. The real number y is called the imaginary part of z, and denoted by y = Imz. Furthermore,
we write
p
|z| = x2 + y 2
and call this the modulus of z.
Definition. A set S of complex numbers is said to be bounded if there exists a number K R such
that |z| K for every z T .
THEOREM 1E. For every z, w C, we have
(a) |zw| = |z||w|; and
(b) |z + w| |z| + |w|.
Proof. The first part is left as an exercise. To prove the Triangle inequality (b), note that the result is
trivial if z + w = 0. Suppose now that z + w 6= 0. Then

z w
|z| + |w|
|z|
|w|
+

=
+
=
|z + w|
|z + w| |z + w|
z + w z + w

z
z
w
w
Re
+ Re
= Re
+
= Re1 = 1.
z+w
z+w
z+w z+w
The result follows immediately.
Applying the Triangle inequality a finite number of times, we can show that for every z1 , . . . , zk C,
we have
|z1 + . . . + zk | |z1 | + . . . + |zk |.
We shall use this to establish the following result which shows that a polynomial is eventually dominated
by its term of highest order.
THEOREM 1F. Consider a polynomial P (z) = a0 + a1 z + . . . + an z n in the complex variable z C,
with coefficients a0 , a1 , . . . , an C and an 6= 0. For every z C satisfying
|z0 | R0 =
2(|a0 | + |a1 | + . . . + |an |)

,
|an |
we have
n
1
2 |an ||z|
|P (z)| 23 |an ||z|n .

page 8 of 13
W W L Chen, 1983, 2008
Proof. Note first of all that

|P (z)| |a0 + a1 z + . . . + an1 z n1 | + |an ||z|n
and
|an ||z|n = |P (z) (a0 + a1 z + . . . + an1 z n1 )| |P (z)| + |a0 + a1 z + . . . + an1 z n1 |.
It therefore remains to establish the inequality
|a0 + a1 z + . . . + an1 z n1 | 21 |an ||z|n .
Clearly R0 > 1, so that if |z| R0 , we have
|a0 + a1 z + . . . + an1 z n1 | |a0 | + |a1 ||z| + . . . + |an1 ||z|n1 (|a0 | + |a1 | + . . . + |an1 |)|z|n1
(|a0 | + |a1 | + . . . + |an1 | + |an |)|z|n1 = 21 R0 |an ||z|n1 21 |an ||z|n
as required.
1.4. Countability
In this brief account, we treat intuitively the distinction between finite and infinite sets. A set is finite
if it contains a finite number of elements. To treat infinite sets, our starting point is the set N of all
natural numbers, an example of an infinite set.
Definition. A set X is said to be countably infinite if there exists a bijective mapping from X to N. A
set X is said to be countable if it is finite or countably infinite.
Remark. Suppose that X is countably infinite. Then we can write
X = {x1 , x2 , x3 , . . .}.
Here we understand that there is a bijective mapping : X N where (xn ) = n for every n N.
THEOREM 1G. A countable union of countable sets is countable.
Proof. Let I be a countable index set, where for each i I, the set Xi is countable. Either (a) I is
finite; or (b) I is countably infinite. We shall only consider (b), since (a) needs only minor modification.
Since I is countably infinite, there exists a bijective mapping from I to N. We may therefore assume,
without loss of generality, that I = N. For each n N, since Xn is countable, we may write
Xn = {an1 , an2 , an3 , . . .},
with the convention that if Xn is finite, then the sequence an1 , an2 , an3 , . . . is constant from some point
onwards. Hence we have a doubly infinite array
a11
a12
a13
...
a21
a22
a23
...
a31
a32
a33
...
..
.
..
.
..
.
..
.
page 9 of 13
110
WWL
Fundamentals
of Analysis
Chen : Fundamentals of Analysis
W W L Chen, 1983, 2008
of elements of the set

!
[
X=
Xn .
nN
We now list these elements in the order indicated by
!
but discarding duplicates. If X is infinite, the above clearly gives rise to a bijection from X to N.
Theset
setZZisiscountable.
countable.Simply
Simplynote
notethat
thatZZ==NN{0}
{0}{1,
{1,
2,
3,
. .}.
Example 1.4.1. The
2,
3,
. ...}.
Example 1.4.2. The
Theset
setQQisiscountable.
countable.To
Tosee
seethis,
this,note
notethat
thatany
any xx Q
Q can
can be
be written
written in the form
p/q, where p Z and q N. It is easy to see that for every n N, the set Qnn = {p/n : p Z} is
countable. The result follows from Theorem 1G on observing that
!
[
Q=
Qn .
nN
Suppose
thattwo
twosets
setsXX
andXX
areboth
bothcountably
countablyinfinite.
infinite. Since
Since both
both can
can be
be mapped
mapped to N
Suppose
that
1 1and
2 2are
bijectively, it follows that each can be mapped to the other bijectively. In this case, we say that the two
sets X1 and X2 have the same cardinality. Cardinality can be considered as a way of measuring size. If
there exists a one-to-one mapping from X1 to X2 and no one-to-one mapping from X2 to X1 , then we
say that X2 has greater cardinality than X1 . For example, N and Q have the same cardinality. We shall
now show that R has greater cardinality than Q.
first
need
intermediate
result.
ToTo
dodo
so,so,
wewe
first
need
anan
intermediate
result.
Anysubset
subsetofofa acountable
countableset
setisiscountable.
countable.
THEOREM 1H. Any
LetXXbebea acountable
countableset.
set.If If
finite,
then
result
is trivial.
therefore
assume
that
Proof. Let
XX
is is
finite,
then
thethe
result
is trivial.
WeWe
therefore
assume
that
X
X countably
is countably
infinite,
so that
write
is
infinite,
so that
we we
cancan
write
X = {x1 , x2 , x3 , . . .}.
Let Y be a subset of X. If Y is finite, then the result is trivial. If Y is infinite, then we can write
Y = {xn1 , xn2 , xn3 , . . .},
where
n1 = min{n N : xn Y },
page 10 of 13
W W L Chen, 1983, 2008
and where, for every p 2,

np = min{n > np1 : xn Y }.
The result follows.
THEOREM 1J. The set R is not countable.
Proof. In view of Theorem 1H, it suffices to show that the set [0, 1) is not countable. Suppose on the
contrary that [0, 1) is countable. Then we can write
[0, 1) = {x1 , x2 , x3 , . . .}.
(1)
For each n N, we express xn in decimal notation in the form

xn = .xn1 xn2 xn3 . . . ,
where for each k N, the digit xnk {0, 1, 2, . . . , 9}. Note that this expression may not be unique, but
it does not matter, as we simply choose one. We now have
x1 = .x11 x12 x13 . . . ,
x2 = .x21 x22 x23 . . . ,
x3 = .x31 x32 x33 . . . ,
..
.
Let y = .y1 y2 y3 . . . , where for each n N, yn {0, 1, 2, . . . , 9} and yn xnn + 5 (mod 10). Then clearly
y 6= xn for any n N. But y [0, 1), contradicting (1).
Example 1.4.3. Note that the set R \ Q of all irrational numbers is not countable. It follows that in
the sense of cardinality, there are far more irrational numbers than rational numbers.
1.5. Cardinal Numbers

It is easy to show that there exists a bijective mapping from a finite set X1 to a finite set X2 if and only
if the two sets X1 and X2 have the same number of elements. In this case, we say that the two sets
have the same cardinality. It is then convenient to denote the cardinality of a finite set by the number
of elements that it contains, and take the non-negative integers to represent the finite cardinal numbers.
This may appear to be satisfactory. Strictly speaking, we need the following axiom which covers
infinite sets as well.
POSTULATE OF THE CARDINAL NUMBERS. For every set X, there exists an object |X|,
called the cardinal number of X, which satisfies the following property: For any two sets X and Y , we
have |X| = |Y | if and only if there exists a bijective mapping f : X Y .
Remarks. (1) Note that the cardinal number of an infinite set cannot be equal to the cardinal number
of a finite set, since there cannot be a bijective mapping from an infinite set to a finite set.
(2) We write 0 = |N| and c = |R|.
(3) Note that |X| = 0 for any countably infinite set X.
(4) In view of Theorem 1J, we have 0 6= c.
page 11 of 13
W W L Chen, 1983, 2008
Definition. Suppose that X and Y are sets.

(1) We say that |X| |Y | if there exists an injective mapping f : X Y .
(2) We say that |X| < |Y | when |X| |Y | and |X| =
6 |Y |.
Remarks. (1) Note that the definition is consistent with our observation at the beginning of this section
and the usual meaning of the inequalities and < when applied to non-negative integers.
(2) Note that |X| < |Y | for every finite set X and infinite set Y .
The purpose of this section is to prove the following famous result. The special case when the sets X
and Y are finite is obvious.
THEOREM 1K. (CANTOR-BERNSTEIN-SCHRODER

THEOREM) Suppose that X and Y are sets.
Suppose further that |X| |Y | and |Y | |X|. Then |X| = |Y |.
Proof. Since |X| |Y | and |Y | |X|, there exist injective mappings f : X Y and g : Y X. For
every x X, exactly one of the following holds:
For every y Y , we have g(y) 6= x. In this case, we shall say that x has no predecessor.
There exists a unique y1 Y such that g(y1 ) = x. Here the uniqueness follows from the injective
property of the mapping g : Y X. In this case, we shall say that y1 is the predecessor of x.
Similarly, for every y Y , exactly one of the following holds:
For every x X, we have f (x) 6= y. In this case, we shall say that y has no predecessor.
There exists a unique x1 X such that f (x1 ) = y. Here the uniqueness follows from the injective
property of the mapping f : X Y . In this case, we shall say that x1 is the predecessor of y.
Observe also that every x X is the predecessor of a unique element f (x) in Y , and that every y Y is
the predecessor of a unique element g(y) in X. It follows that for every element x X, we can construct
a chain as follows:
f
. . . y2 x1 y1 x f (x) g(f (x)) . . .

Here y1 is the predecessor of x, x1 is the predecessor of y1 , y2 is the predecessor of x1 , and so on. Note
that the chain does not terminate on the right, but may terminate on the left at an element with no
predecessor. Similarly, for every element y Y , we can construct a chain as follows:
g
. . . x2 y1 x1 y g(y) f (g(y)) . . .
Here x1 is the predecessor of y, y1 is the predecessor of x1 , x2 is the predecessor of y1 , and so on.
Again the chain does not terminate on the right, but may terminate on the left at an element with no
predecessor. It is easy to see that no element of X or Y can be in two distinct chains. We now define a
mapping h : X Y as follows:
For any element x X whose chain does not terminate on the left or terminates on the left with
an element in X with no predecessor, we let h(x) = f (x).
For any element x X whose chain terminates on the left with an element of Y with no predecessor,
we let h(x) = y, where g(y) = x, so that y is the predecessor of x.
Note that the function h : X Y defined in this way gives a one-to-one correspondence between the
elements of X and the elements of Y in each chain, and so gives a one-to-one correspondence between
the elements of X and Y .
page 12 of 13
W W L Chen, 1983, 2008
Problems for Chapter 1

1. Suppose that a, b R satisfy a > 0 and b < 0. Show that ab < 0.
2. Suppose that a, b R satisfy b < a < 0. Show that b1 > a1 .
3. For each of the following sets A, determine whether sup A and inf A exist, and find their values if
appropriate and determine also whether sup A and inf A belong to the set A:
a) A = {n1 : n N}
b) A = {(|n| + 1)2 : n Z}
1
c) A = {n + n : n N}
d) A = {2m 3n : m, n N}
3
e) A = {x R : x 4x < 0}
f) A = {1 + x2 : x R}
4. Suppose that A is a bounded set of real numbers, and that B is a non-empty subset of A. Explain
why inf A inf B sup B sup A.
5. Suppose that a, b R satisfy a < b + n1 for every n N. Prove that a b.
6. a) Suppose that x a for every x A. Show that sup A a.
b) Show that the corresponding statement with replaced by < does not hold.
7. Suppose that A and B are non-empty sets of real numbers bounded above and below.
a) Let A B = {x : x A or x B}. Prove that
sup(A B) = max{sup A, sup B}
and
inf(A B) = min{inf A, inf B}.
b) Discuss the case A B = {x : x A and x B}.

8. Suppose that A and B are non-empty sets of real numbers bounded above and below.
a) Let A + B = {a + b : a A and b B}. Prove that
sup(A + B) = sup A + sup B
and
inf(A + B) = inf A + inf B.
b) Discuss the case A B = {a b : a A and b B}.

9. Suppose that A and B are non-empty sets of positive real numbers bounded above and below.
a) Let AB = {ab : a A and b B}. Prove that
sup(AB) = (sup A)(sup B)
and
inf(AB) = (inf A)(inf B).
b) Discuss the case when the sets A and B can contain negative real numbers.
10. Suppose that A is a non-empty set of real numbers bounded above and below. For any real number
k R, consider the set kA = {ka : a A}. What can we say about sup(kA) and inf(kA)?
11. Prove that the cartesian product of two countable sets is countable.
12. A rational point in C is one with rational real and imaginary parts. Prove that the set of all rational
points in C is countable.
13. Prove that any isolated point set in C is countable.
14. a)
b)
c)
d)
Find a bijection from (0, 1) to (0, ).

Find a bijection from (1, 1) to R.
Suppose that A, B R with A < B. Find a bijection from (A, B) to (1, 1).
What is the cardinality of the interval (A, B) in part (c)?
15. A real algebraic number is any real solution of a polynomial equation with coefficients in Z. Prove
that the set of all real algebraic numbers is countable.
page 13 of 13
W W L CHEN
c

W W L Chen, 1982, 2008.
Chapter 2
SEQUENCES AND LIMITS
2.1. Introduction
A sequence is a set of terms occurring in order. In simple cases, a sequence is defined by an explicit
formula giving the n-th term zn in terms of n. We shall simply refer to the sequence zn . For example,
zn = 1/n represents the sequence
1, 21 , 31 , 14 , . . . .
We shall only be concerned with the case when all the terms of a sequence are real or complex numbers,
so that throughout this chapter, zn represents a real or complex sequence. We often simply refer to a
sequence zn .
It is not necessary to start the sequence with z1 . However, the set N of all natural numbers is a
convenient tool to indicate the order in which the terms of the sequence occur.
Remark. Formally, a complex sequence is a function of the form f : N C, where for every n N, we
write f (n) = zn .
Definition. We say that a sequence zn converges to a finite limit z C, denoted by zn z as n
or by
lim zn = z,
if, given any > 0, there exists N = N () R, depending on , such that |zn z| < whenever n > N .
Furthermore, we say that a sequence zn is convergent if it converges to some finite limit z as n ,
and that a sequence zn is divergent if it is not convergent.
Chapter 2 : Sequences and Limits
page 1 of 15
W W L Chen, 1982, 2008
xxxxx
Remark. The quantity |zn z| measures the difference between zn and its intended limit z. The
definition thus says that this difference can be made as small as we like, provided that n is large enough.
It follows that the convergence is not affected by the initial terms. Observe that the inequality |zn z| <
is equivalent to saying that the point zn lies inside a circle of radius and centred at z.
zn
z
In the case when zn = xn and z = x are real, the inequality |xn x| < is equivalent to the inequalities
x < xn < x + , so that xn lies in the open interval (x , x + ).
Example 2.1.1. Consider the sequence zn = 1/n. Then zn 0 as n . We have

1
1

|zn 0| = 0 = <
n
n
whenever n > 1/. We may take N = 1/.
Example 2.1.2. Consider the sequence zn = in /n2 . Then zn 0 as n . We have
n

i

1

|zn 0| = 2 0 = 2 <
n
n
whenever n >
1/. We may take N =
1/.
Example 2.1.3. Consider the sequence zn = (n + 2i)/n. Then zn 1 as n . We have

n + 2i
2i
2

|zn 1| =
1 = = <
n
n
n
whenever n > 2/. We may take N = 2/.
p
Example 2.1.4. Consider the sequence zn = (n + 1)/n. Then zn 1 as n . We have
r

n+1

n+1
1
1

|zn 1| =
1 = q n
<
<

n
2n
n+1
+1
n
whenever n > 1/2. We may take N = 1/2.

Example 2.1.5. Consider the sequence zn = (2n + 3)/(3n + 4). Then zn 2/3 as n . We have

1
1
zn 2 = 2n + 3 2 =
<
<

3
3n + 4 3
3(3n + 4)
9n
whenever n > 1/9. We may take N = 1/9.
A simple and immediate consequence of our definition of convergence is the following result.
1
page 2 of 15
W W L Chen, 1982, 2008
THEOREM 2A. The limit of a convergent sequence is unique.

Proof. Suppose that zn z 0 and zn z 00 as n . Then given any > 0, there exist N 0 , N 00 R
such that
|zn z 0 | <
whenever n > N 0 ,
|zn z 00 | <
whenever n > N 00 .
and
Let N = max{N 0 , N 00 } R. It follows that whenever n > N , we have

|z 0 z 00 | = |(z 0 zn ) + (zn z 00 )| |zn z 0 | + |zn z 00 | < 2.
Now |z 0 z 00 | is a non-negative constant less than any 2 > 0, so we must have |z 0 z 00 | = 0, whence
z 0 = z 00 .
Definition. A sequence zn is said to be bounded if there exists a number M R such that |zn | M
for every n N.
Example 2.1.6. The sequence zn = 1/n is bounded, with |zn | 1 for every n N.
Example 2.1.7. The sequence zn = in /n2 is bounded, with |zn | 1 for every n N.
Example 2.1.8. The sequence zn = (n + 2i)/n is bounded, with |zn | 5 for every n N.
p
Example 2.1.9. The sequence zn = (n + 1)/n is bounded, with |zn | 2 for every n N.
Example 2.1.10. The sequence zn = (2n + 3)/(3n + 4) is bounded, with |zn | 5/3 for every n N.
Note that the bounded sequences in Examples 2.1.62.1.10 are precisely the convergent sequences in
Examples 2.1.12.1.5 respectively. They illustrate the fact that convergence implies boundedness. More
precisely, we have the following result.
THEOREM 2B. A convergent sequence is bounded.
Proof. Suppose that zn z as n . Then there exists N N such that |zn z| < 1 for every
n > N . Hence
|zn | < |z| + 1
whenever n > N.
Let M = max{|z1 |, . . . , |zN |, |z| + 1}. Then clearly |zn | M for every n N.
The next example shows that a bounded sequence is not necessarily convergent.
Example 2.1.11. The sequence zn = (1)n is bounded, with |zn | 1 for every n N. We now show
that this sequence is not convergent. Let z be any given complex number. We shall show that the
sequence zn does not converge to z. Note first of all that for every n N, we have |zn+1 zn | = 2. It
follows that
2 = |zn+1 zn | = |(zn+1 z) + (z zn )| |zn+1 z| + |zn z|.
This means that for every n N, at least one of the two inequalities |zn+1 z| 1 and |zn z| 1
must hold. Hence the condition for convergence cannot be satisfied with = 1.
The next result shows that we can do arithmetic on limits.
page 3 of 15
W W L Chen, 1982, 2008
THEOREM 2C. Suppose that zn z and wn w as n . Then

(a) zn + wn z + w as n ;
(b) zn wn zw as n ; and
(c) if w 6= 0, then zn /wn z/w as n .
Remark. Let wn = 1/n and tn = (1)n . Then wn 0 as n , but tn does not converge as n .
On the other hand, it is easy to check that zn = wn tn 0 as n . Note now that tn = zn /wn , but
since wn 0 as n , we cannot use Theorem 2C(c).
Proof of Theorem 2C. (a) We shall use the inequality
|(zn + wn ) (z + w)| |zn z| + |wn w|.
Given any > 0, there exist N1 , N2 R such that
|zn z| < /2
whenever n > N1 ,
|wn w| < /2
whenever n > N2 .
and
Let N = max{N1 , N2 } R. It follows that whenever n > N , we have

|(zn + wn ) (z + w)| |zn z| + |wn w| < .
(b) We shall use the inequality
|zn wn zw| = |zn wn zn w + zn w zw|
= |zn (wn w) + (zn z)w|
|zn ||wn w| + |w||zn z|.
Since zn z as n , there exists N1 R such that
|zn z| < 1
whenever n > N1 ,
|zn | < |z| + 1
whenever n > N1 .
so that
On the other hand, given any > 0, there exist N2 , N3 R such that
|zn z| <

2(|w| + 1)
whenever n > N2 ,
|wn w| <

2(|z| + 1)
whenever n > N3 .
and
Let N = max{N1 , N2 , N3 } R. It follows that whenever n > N , we have

|zn wn zw| |zn ||wn w| + |w||zn z| < .
(c) We shall first show that 1/wn 1/w as n . To do this, we shall use the identity

1
1 |wn w|

wn w = |wn ||w| .
page 4 of 15
W W L Chen, 1982, 2008
Since w 6= 0 and wn w as n , there exists N1 R such that

|wn w| < |w|/2
whenever n > N1 ,
so that
|wn | > |w|/2
whenever n > N1 .
On the other hand, given any > 0, there exists N2 R such that
|wn w| < |w|2 /2
whenever n > N2 .
Let N = max{N1 , N2 } R. It follows that whenever n > N , we have

1
1 |wn w|
2|wn w|

< .
wn w = |wn ||w|
|w|2
We now apply part (b) to zn and 1/wn to get the desired result.
Definition. We say that a sequence zn diverges to as n , denoted by zn as n , if,
for every E > 0, there exists N R such that |zn | > E whenever n > N .
Remarks. (1) It can be shown that zn as n if and only if 1/zn 0 as n .
(2) Note that Theorem 2C does not apply in the case when a sequence diverges to .
Example 2.1.12. The sequences zn = n, zn = n2 and zn = (1)n n all satisfy zn as n .
Example 2.1.13. Suppose that xn is a sequence of positive terms such that xn 0 as n . For
every fixed m N, we have xm
n 0 as n , in view of Theorem 2C(b). For every negative integer
m, we have xm
n as n , noting that xn > 0 for every n N. How about m = 0?
2.2. Real Sequences

Real sequences are particularly interesting since the real numbers are ordered, unlike the complex numbers. This enables us to establish special results for convergence which apply only to real sequences.
We begin with a simple example. Imagine that you have a ham sandwich, and you do the most
disgusting thing of squeezing the two slices of bread together. Where does the ham go?
THEOREM 2D. (SQUEEZING PRINCIPLE) Suppose that xn x and yn x as n . Suppose
further that xn an yn for every n N. Then an x as n .
Example 2.2.1. Consider the sequence
an =
4n + 3
.
4n2 + 3n + 1
Then
1
4n
4n + 3
4n + 3 + n1
1
= 2 < 2
<
= .
2n
8n
4n + 3n + 1
4n2 + 3n + 1
n
Writing
xn =
1
2n
and
yn =
1
,
n
we have that xn 0 and yn 0 as n . Hence an 0 as n .

page 5 of 15
W W L Chen, 1982, 2008
Example 2.2.2. Consider the sequence an = n1 cos n. If xn = 1/n and yn = 1/n, then clearly
xn an yn for every n N. Since xn 0 and yn 0 as n , we have an 0 as n .
Example 2.2.3. It is important that xn and yn converge to the same limit. For example, if xn = 1 and
yn = 1 for every n N, then both xn and yn converge as n . Let an = (1)n . Then xn an yn
for every n N. Note from Example 2.1.11 that an does not converge as n . In this case, the
hypotheses of Theorem 2D are not satisfied. Note that xn and yn converge to different limits, so no
squeezing occurs.
Example 2.2.4. Consider the sequence xn = an , where a R. There are various cases:
If a = 1, then xn = 1 for every n N, so that xn 1 as n .
If a = 0, then xn = 0 for every n N, so that xn 0 as n .
If a > 1, then a = 1 + k, where k > 0. Then
|an | = (1 + k)n 1 + kn > E
for every n >
E1
.
k
It follows that xn as n .
If 0 < a < 1, then a = 1/b, where b > 1. Hence 1/xn as n . It follows that xn 0 as
n .
If 1 < a < 0, then a = b, where 0 < b < 1. We then have bn 0 as n . Also, bn xn bn
for every n N. It follows from the Squeezing principle that xn 0 as n .
If a = 1, then xn = (1)n does not converge as n .
If a < 1, then a = 1/b where 1 < b < 0. Hence 1/xn 0 as n . It follows that xn as
n .
Proof of Theorem 2D. By Theorem 2C, yn xn 0 as n . It follows that given any > 0,
there exist N 0 , N 00 R such that
|yn xn | < /2
whenever n > N 0 ,
|xn x| < /2
whenever n > N 00 .
and
Let N = max{N 0 , N 00 } R. It follows that whenever n > N , we have

|an x| |an xn | + |xn x| |yn xn | + |xn x| < .
Hence an x as n .
Our next task is to study monotonic sequences which are particularly interesting.
Definition. Let xn be a real sequence.
(1) We say that xn is increasing if xn+1 xn for every n N.
(2) We say that xn is decreasing if xn+1 xn for every n N.
(3) We say that xn is bounded above if there exists B R such that xn B for every n N.
(4) We say that xn is bounded below if there exists b R such that xn b for every n N.
Remark. Note that a real sequence is bounded if and only if it is bounded above and below.
THEOREM 2E. Suppose that xn is an increasing real sequence.
(a) If xn is bounded above, then xn converges as n .
(b) If xn is not bounded above, then xn as n .
THEOREM 2F. Suppose that xn is a decreasing real sequence.
(a) If xn is bounded below, then xn converges as n .
(b) If xn is not bounded below, then xn as n .
page 6 of 15
W W L Chen, 1982, 2008
Proof of Theorem 2E. (a) Suppose that the sequence xn is bounded above. Then the set
S = {xn : n N}
is a non-empty set of real numbers which is bounded above. Let x = sup S. We shall show that xn x
as n . Given any > 0, there exists N N such that xN > x . Since the sequence xn is
increasing and bounded above by x, it follows that whenever n > N , we have x xn xN > x , so
that |xn x| < .
(b) Suppose that the sequence xn is not bounded above. Then for every E > 0, there exists N N
such that xN > E. Since the sequence xn is increasing, it follows that |xn | = xn xN > E for every
n > N . Hence xn as n .
Example 2.2.5. The sequence xn = 3 1/n is increasing and bounded above. It is not too difficult that
the smallest real number B R such that xn B for every n N is 3. It is easy to show that xn 3
as n .
Example 2.2.6. Consider the sequence xn = 1 + a + a2 + . . . + an . Then xn = n + 1 if a = 1 and
xn =
1 an+1
1a
if a 6= 1.
Suppose that a > 0. Then xn is increasing. If 0 < a < 1, then xn < 1/(1 a) for all n N, and so
xn converges as n . If a 1, then xn is not bounded above, so that xn as n . In fact,
if a 6= 1, then the convergence or divergence of xn depends on the convergence and divergence of an+1 ,
which we have considered before in Example 2.2.4.
Example 2.2.7. Consider the sequence
xn = 1 +
1
1
1
+ + ... + .
1! 2!
n!
Clearly xn is an increasing sequence. On the other hand,

1
1
1
+
+ ... +
12 23
(n 1)n

1
1 1
1
1
=1+1+ 1
+
+ ... +
2
2 3
n1 n
1
= 3 < 3,
n
xn = 1 + 1 +
so that xn is bounded above. Unfortunately, it is very hard to find the smallest real number B R such
that xn B for every n N. While Theorem 2E tells us that the sequence xn converges, it does not
tell us the precise value of the limit. In fact, the limit in this case is the number e.
2.3. Tests for Convergence

We first of all apply our knowledge of real sequences in Section 2.2 to study complex sequences.
THEOREM 2G. Suppose that xn and yn are real sequences and zn = xn + iyn . Then
zn z = x + iy
as n
if and only if
xn x
and
yn y
as n .
page 7 of 15
W W L Chen, 1982, 2008
Proof. () Suppose first of all that zn z = x + iy as n . Then given any > 0, there exists
N R such that
|zn z| <
whenever n > N.
Observe now that

|xn x| =
(xn x)2
(xn x)2 + (yn y)2 = |zn z|.
It follows that
|xn x| <
whenever n > N.
|yn y| <
whenever n > N.
Similarly,
() Suppose next that xn x and yn y as n . Then given any > 0, there exist N1 , N2 R
such that
|xn x| < /2
whenever n > N1 ,
|yn y| < /2
whenever n > N2 .
and
Observe now that

|zn z| = |(xn + iyn ) (x + iy| |xn x| + |yn y|.
Let N = max{N1 , N2 } R. It follows that
|zn z| <
whenever n > N.
This completes the proof.

We now return to Theorem 2D. It turns out often that the sequences xn and yn in Theorem 2D can
be constructed artificially. An example is the following result.
THEOREM 2H. (RATIO TEST) Suppose that the sequence zn satisfies

zn+1

as n .
zn `
(1)
(a) If ` < 1, then zn 0 as n .

(b) If ` > 1, then zn as n .
Proof. (a) Suppose that ` < 1. Write L = 21 (1 + `). Then clearly ` < L < 1. On the other hand, it
follows from (1) and taking = 12 (1 `) > 0 that there exists an integer N0 such that

zn+1

` < 1 `
zn

2
whenever n > N0 .
In particular, we have

zn+1
1`

zn < ` + 2 = L
whenever n > N0 .
page 8 of 15
W W L Chen, 1982, 2008
It follows that for every n > N0 , we have

|zn | < L|zn1 | < L2 |zn2 | < . . . < LnN0 |zN0 | = LN0 |zN0 |Ln .
Let
M = max
1nN0
|zn |
.
Ln
Then for every n N, we have

0 |zn | M Ln .
Clearly the sequence M Ln 0 as n . It follows from Theorem 2D that |zn | 0 as n , so
that zn 0 as n .
(b) Suppose that ` > 1. Let wn = 1/zn . Then |wn+1 /wn | 1/` as n . It follows from (a) that
wn 0 as n , so that zn as n .
Remark. No firm conclusion can be drawn when ` = 1, as can be seen from the following sequences
which all have ` = 1:
The sequence zn = c converges to c as n .
The sequence zn = (1)n diverges as n .
The sequence zn = 1/n converges to 0 as n .
The sequence zn = n diverges to infinity as n .
The sequence zn = in n diverges to infinity as n .
Example 2.3.1. Consider the sequence zn =
(n!)2
. We have
(2n)!

zn+1 zn+1
(n + 1)2
n2 + 2n + 1
1
((n + 1)!)2 (n!)2
=

=
= 2
=
zn
zn
(2(n + 1))! (2n)!
(2n + 2)(2n + 1)
4n + 6n + 2
4
as n .
It follows from Theorem 2H that zn 0 as n .

Example 2.3.2. Consider the sequence zn =
from Theorem 2H that zn as n .
(n!)2 n
5 . Then |zn+1 /zn | 5/4 as n . It follows
(2n)!
2.4. Recurrence Relations

In practice, it may not always be convenient to define a sequence explicitly. Sequences may often be
defined by a relation connecting two or more successive terms. Here we shall not make a thorough study
of such relations, but confine our discussion to two examples of real sequences.
Example 2.4.1. Suppose that x1 = 3 and
xn+1 =
4xn + 2
xn + 3
for every n N. Note first of all that 0 < x2 < x1 . Suppose that n > 1 and 0 < xn < xn1 . Then
clearly xn+1 > 0. Furthermore,
xn+1 xn =
4xn + 2 4xn1 + 2
10(xn xn1 )
=
< 0.
xn + 3
xn1 + 3
(xn + 3)(xn1 + 3)
page 9 of 15
W W L Chen, 1982, 2008
It follows from the Principle of induction that xn is a decreasing sequence and bounded below by 0, so
that xn converges as n . Suppose that xn x as n . Then
x = lim xn+1 = lim
n
4xn + 2
4x + 2
=
.
xn + 3
x+3
Hence x = 2. Note that the other solution x = 1 has to be discounted, since xn > 0 for every n N.
Example 2.4.2. Let s > 0. Suppose that x1 > 0 and that for n > 1, we have

1
s
xn =
xn1 +
.
2
xn1
It is not difficult to show that xn > 0 for every n N. On the other hand, for n > 1, we have

s2
1
+ 2s ,
x2n1 + 2
x2n =
4
xn1
so that
x2n
1
s=
4

2
s2
1
s
2
xn1 + 2
2s =
xn1
0,
xn1
4
xn1
and so
1
xn+1 xn =
2
s
xn +
xn
1
xn =
2
s
xn
xn
s x2n
0.
2xn
It follows that, with the possible exception that x2 x1 may not hold, the sequence xn is decreasing
and bounded below, so that xn converges as n . Suppose that xn x as n . Then

s
s
1
1
xn1 +
x+
,
=
x = lim xn = lim
n
n 2
xn1
2
x
so that x2 = s. This gives a proof that s has a square root.
2.5. Subsequences
In this section, we discuss subsequences. Heuristically, a subsequence is obtained from a sequence by
possibly omitting some of the terms, and keeping the remainder in the original order. We can make this
more formal in the following way.
Definition. Suppose that
z1 , z2 , z3 , . . . , zn , . . .
is a sequence. Suppose further that n1 < n2 < n3 < . . . < np < . . . is an infinite sequence of natural
numbers. Then the sequence
zn1 , zn2 , zn3 , . . . , znp , . . .
is called a subsequence of the original sequence.
Example 2.5.1. The sequence 2, 4, 6, 8, . . . of even natural numbers is a subsequence of the sequence
1, 2, 3, 4, . . . of natural numbers.
page 10 of 15
W W L Chen, 1982, 2008
Example 2.5.2. The sequence 2, 3, 5, 7, . . . of primes is not a subsequence of the sequence 1, 3, 5, 7, . . .

of odd natural numbers.

Example
2.5.3. The sequence 1, 2, 3, 4, . . . of natural numbers is a subsequence of the sequence 1, 2,
3, 4, . . . .
We would like to obtain conditions under which convergent subsequences exist. We first investigate
the special case of real sequences.
THEOREM 2J. Every sequence of real numbers has either an increasing subsequence or a decreasing
subsequence, possibly both.
Proof. We shall say that n N is a peak point if xn > xm for every m > n. There are precisely two
possibilities:
(i) Suppose that there are infinitely many peak points n1 < n2 < n3 < . . . < np < . . . . Then
xn1 > xn2 > xn3 > . . . > xnp > . . .
is a decreasing subsequence.
(ii) Suppose that there are no or only finitely many peak points. Let n1 = 1 if there are no peak
points, and let n1 = N + 1 if N represents the largest peak point. Then n1 is not a peak point, and so
there exists n2 > n1 such that xn1 xn2 . On the other hand, n2 is not a peak point, and so there exists
n3 > n2 such that xn2 xn3 . Continuing inductively, we conclude that there exists an infinite sequence
n1 < n2 < n3 < . . . < np < . . . of natural numbers such that
xn1 xn2 xn3 . . . xnp . . .
is an increasing subsequence.
THEOREM 2K. Every bounded sequence of real numbers has a convergent subsequence.
Proof. By Theorem 2J, there is either an increasing subsequence which is necessarily bounded above,
or a decreasing subsequence which is necessarily bounded below. It follows from Theorem 2E and 2F
that the subsequence must be convergent.
Example 2.5.4. For the sequence xn = (1)n , it is easy to check that all increasing or decreasing
subsequences of xn are eventually constant and so convergent.
Example 2.5.5. For the sequence xn = (1 + (1)n )n, it is easy to check that there is an increasing
subsequence 4, 8, 12, . . . (n = 2, 4, 6, . . .), as well as a decreasing subsequence 0, 0, 0, . . . (n = 1, 3, 5, . . .).
Example 2.5.6. The sequence xn = (1)n n1 is convergent with limit 0. It is easy to check that there
is an increasing subsequence (n odd), as well as a decreasing subsequence (n even), and both converge
to 0. Can you convince yourself that every other subsequence of xn converges to 0 also? If not, see
Theorem 2L below.
Example 2.5.7. The sequence xn = n diverges to infinity. Can you convince yourself that every
subsequence of xn is increasing and diverges to infinity also?
We now no longer restrict our study to real sequences, and consider subsequences of sequences of
complex numbers.
THEOREM 2L. Suppose that a sequence zn z as n . Then for every subsequence znp of zn ,
we have znp z as p . In other words, every subsequence of a convergent sequence converges to
the same limit.
page 11 of 15
W W L Chen, 1982, 2008
Proof. Given any > 0, there exists N R such that

|zn z| <
whenever n > N.
Note next that np p for every p N, so that np > N whenever p > N . It follows that
|znp z| <
whenever p > N.
Hence znp z as p .
We now extend Theorem 2K to complex sequences.
THEOREM 2M. (BOLZANO-WEIERSTRASS THEOREM) Every bounded sequence of complex numbers has a convergent subsequence.
Proof. Suppose that zn is a bounded sequence of complex numbers. Let xn and yn be real sequences
such that zn = xn + iyn . Since zn is bounded, there exists M R such that |zn | M for every n N.
Then clearly |xn | M and |yn | M for every n N, so that xn and yn are both bounded. By Theorem
2K, the sequence xn has a convergent subsequence xnp . Consider the corresponding subsequence ynp of
the sequence yn . Clearly |ynp | M for every p N, so that ynp is bounded. By Theorem 2K again, the
sequence ynp has a convergent subsequence ynps . The corresponding subsequence xnps of the sequence
xnp , being a subsequence of a convergent sequence, is again convergent, in view of Theorem 2L. It now
follows from Theorem 2G that the subsequence znps = xnps + iynps of the sequence zn is convergent.
Definition. A complex number C is said to be a limit point of a sequence zn if there exists a
subsequence znp of zn such that znp as p .
Example 2.5.8. The sequence zn = n has no limit points. To see this, note that zn as n .
Let wn = 1/zn . Then wn 0 as n . It follows from Theorem 2L that every subsequence of wn
converges to 0. Hence every subsequence of zn diverges to infinity.
Example 2.5.9. The sequence zn = in has four limit points, namely 1 and i.
Example 2.5.10. The sequence
1, 21 , 22 , 13 , 23 , 33 , 14 , 24 , 34 , 44 , 15 , 52 , 35 , 45 , 55 , . . .
has infinitely many limit points. In fact, the set of all limit points is the closed interval [0, 1]. This is a
famous result in diophantine approximation.
Remark. Note that Theorem 2L says that a convergent sequence has exactly one limit point. Note also
that the sequence 1, 2, 1, 3, 1, 4, 1, 5, . . . has exactly one limit point but does not converge.
We now characterize convergence of sequences in terms of boundedness and limited points.
THEOREM 2N. A sequence of complex numbers is convergent if and only if it is bounded and has
exactly one limit point.
Proof. () This is a combination of Theorems 2B and 2L.
() Suppose that zn is bounded and has exactly one limit point . We shall show that zn as
n . Suppose on the contrary that zn does not converge to as n . Then there exists a constant
0 > 0 such that for every N N, there exists n > N such that |zn | 0 . Putting N = 1, there exists
n1 > 1 such that |zn1 | 0 . Putting N = n1 , there exists n2 > n1 such that |zn2 | 0 . Putting
N = n2 , there exists n3 > n2 such that |zn3 | 0 . Proceeding inductively, we obtain a sequence
n1 < n2 < n3 < . . . < np < . . . of natural numbers such that |znp | 0 for every p N. Since
page 12 of 15
W W L Chen, 1982, 2008
zn is bounded, the subsequence znp is also bounded. It follows from the Bolzano-Weierstrass theorem
that znp has a convergent subsequence znps . Suppose that znps z as s . Then clearly z 6= , for
|znps | 0 for every s N. This means that z is another limit point of the sequence zn , contradicting
the assumption that zn has exactly one limit point.
Recall that the set R is complete, in terms of the Axiom of bound. We now study completeness from
a different viewpoint.
Definition. A sequence zn of complex numbers is said to be a Cauchy sequence if, given any > 0,
there exists N = N () R, depending on , such that |zm zn | < whenever m > n N .
It is easy to establish the following.
THEOREM 2P. Suppose that a sequence zn is convergent. Then zn is a Cauchy sequence.
Proof. Suppose that zn z as n . Then given any > 0, there exists N R such that
|zn z| < /2
whenever n > N.
It follows that
|zm zn | = |(zm z) + (z zn )| |zm z| + |zn z| <
whenever m > n N + 1.
Hence zn is a Cauchy sequence.

An alternative way of saying that R and C are complete is the following result.
THEOREM 2Q. Suppose that zn is a Cauchy sequence. Then zn is convergent.
Proof. Since zn is a Cauchy sequence, there exists N N such that
|zn zN | < 1
whenever n N,
|zn | < 1 + |zN |
whenever n N.
so that
Let M
= 1 + max{|z1 |, . . . , |zN |}. Then |zn | M for every n N, so that zn is bounded. It follows from
xxxxx
the Bolzano-Weierstrass theorem that zn has a convergent subsequence znp . Suppose that znp as
p . In view of Theorem 2N, it remains to show that is the only limit point of zn . Suppose on the
contrary that z is another limit point of zn . Then there exists another subsequence zn0r of zn such that
zn0r z as r .
Let = 31 | z| > 0.
zn
z
page 13 of 15
W W L Chen, 1982, 2008
Then there exist P, R R such that

|znp | <
whenever p > P,
|zn0r z| <
whenever r > R.
and
It follows that for every p > P and r > R, we have

|znp zn0r | = |(znp ) (zn0r z) + ( z)| | z| |znp | |zn0r z| > 31 | z|,
contradicting that zn is a Cauchy sequence.
page 14 of 15
W W L Chen, 1982, 2008

4n + 3
.
5n + 2
a) Make a guess for the limit of zn as n .
b) Use the -N definition to verify that your guess is correct.
1. Consider the sequence zn =
2. Show that the sequence

5
zn =
n
cos(esin(25n ) log(n2 ))
+
2n + 1
n3
is convergent as n , find its limit and explain every step of your argument.
3. Suppose that zn ` as n , and that wn =
[Hint: Consider first the case ` = 0.]
z1 + z2 + . . . + zn
. Show that wn ` as n .
n
4. Prove that the following sequences converge as n and find their limits except for part (d):
1 + 2 + ... + n
a) zn = (n + 1)1/4 n1/4
b) zn =
n2
n
1
1
1
c) zn = n
d) zn =
+
+ ... +
2
n+1 n+2
2n
n

1
is increasing and bounded above.
5. Show that the real sequence xn = 1 +
n
[Remark: Hence it converges. The limit is the number e.]
6. Suppose that z is a fixed complex number. Discuss the convergence and divergence of the sequence
zn =
z + zn
,
1 + zn
explain every step of your argument, and take care to distinguish the four cases
a) |z| > 1;
b) |z| < 1;
c) z = 1;
d) |z| = 1, but z 6= 1.
7. A real sequence xn is defined inductively by x1 = 1 and xn+1 = xn + 6 for every n N.

a) Prove by induction that xn is increasing, and xn < 3 for every n N.
b) Deduce that xn converges as n and find its limit.
8. Suppose that x1 < x2 and xn+2 = 12 (xn+1 + xn ) for every n N. Show that
a) xn+2 > xn for every odd n N;
b) xn+2 < xn for every even n N; and
c) xn 13 (x1 + 2x2 ) as n .
9. Find the limit points of each of the following complex sequences:
a) zn = (1)n
b) zn = (2i)n
c) zn =
1+i
n
10. Show that a complex sequence zn has exactly one of the following two properties:
a) zn as n .
b) zn has a convergent subsequence.
[Hint: Assume that (a) fails. Show that (b) must then hold.]
11. Suppose that 0 < b < 1 and that the sequence an satisfies the condition that |an+1 an | bn for
every n N. Use Theorem 2Q to prove that an is convergent as n .
page 15 of 15
W W L CHEN
c

W W L Chen, 1982, 2008.
Chapter 3
SERIES
3.1. Introduction
Suppose that zn is a real or complex sequence. For every N N, let
sN =
N
X
zn = z1 + . . . + zN .
n=1
We shall call
zn
(1)
n=1
a series, and sN the N -th partial sum of the series.

Definition. If the sequence sN converges to s as N , then we say that the series (1) converges to
the sum s and write
zn = s.
n=1
In this case, we sometimes simply say that the series (1) is convergent. On the other hand, if the sequence
sN diverges as N , then we say that the series (1) is divergent.
Since the partial sums of a series form a sequence, we deduce immediately from Theorems 2P and 2Q
the following useful result.
Chapter 3 : Series
page 1 of 15
W W L Chen, 1982, 2008
THEOREM 3A. (GENERAL PRINCIPLE OF CONVERGENCE FOR SERIES) The series (1) is
convergent if and only if, given any > 0, there exists a number N0 such that
M

X

whenever M > N N0 .
zn <

n=N +1
Remark. Note that Theorem 3A says that the series (1) is convergent if and only if the sequence sN of
partial sums forms a Cauchy sequence. To prove Theorem 3A, we simply observe that
M
X
zn = sM sN .
n=N +1
Before we study the convergence of series in general, we first look at some very useful examples.
THEOREM 3B. (GEOMETRIC SERIES) The real geometric series
xn1 = 1 + x + x2 + x3 + . . .
n=1
is convergent if and only if |x| < 1.

Proof. It is easy to see that the sequence sN of partial sums satisfies
N
1x
if x 6= 1;
1x
sN =
N
if x = 1.
If x = 1, then the sequence sN is clearly not bounded, and so is not convergent as N . On the other
hand, we note from Example 2.2.4 that xN 0 as N if |x| < 1, so that the series is convergent in
this case. Finally, we note from Example 2.2.4 again that xN is divergent if x > 1 or x 1, so that
the series is divergent in these cases.
THEOREM 3C. (HARMONIC SERIES) The real harmonic series
nk
n=1
is convergent if k > 1 and is divergent if k 1.

Proof. Consider first the case k = 1. Clearly
sN =
N
X
n1
n=1
is an increasing real sequence. To show that the series is divergent, it suffices, in view of Theorem 2E,
to show that the sequence sN is not bounded above. We shall achieve this by proving that
s2m 1 + 21 m
for every m N.
(2)
The inequality is clearly true for m = 1, since s2 = 23 . Suppose now that s2p 1 + 12 p. Then

1
1
1
2p
1
1
1
s2p+1 = s2p +
+
+
.
.
.
+
s2p + p+1 1 + p + = 1 + (p + 1).
p
p
p+1
2 +1 2 +2
2
2
2
2
2
The assertion (2) now follows from the Principle of induction.
Chapter 3 : Series
page 2 of 15
W W L Chen, 1982, 2008
Suppose next that k < 1. In this case, we have nk n1 for every n N, and so
sN =
N
X
nk
n=1
N
X
n1 .
n=1
It therefore follows from the first part that the sequence sN is not bounded above. Clearly sN is an
increasing real sequence. It follows from Theorem 2E that the series is divergent.
Suppose finally that k > 1. Again, the sequence
sN =
N
X
nk
n=1
is an increasing sequence. To show that the series is convergent, it suffices, in view of Theorem 2E, to
show that the sequence sN is bounded above. Let t N satisfy N < 2t . Then
1
1
1
sN s2t 1 = 1 + k + k + . . . + t
2
3
(2 1)k

1
1
1
1
1
1
1
1
+ k +
+ ... + k +
+ ... + k + ... +
+ ... + t
=1+
2k
3
4k
7
8k
15
(2t1 )k
(2 1)k
t1
2
4
8
2
< 1 + k + k + k + . . . + t1 k
2
4
8
(2 )

2
3

t1
1
1
1
1
= 1 + k1 +
+
+
.
.
.
+
2
2k1
2k1
2k1
< M,
where
M =1+
1
2k1

+
2
1
2k1

+
1
2k1
3
n1

X
1
+ ... =
2k1
n=1
is the sum of a convergent geometric series.

We now turn to some very simple properties of series. The proofs of the following three results are
left as exercises.
THEOREM 3D. The convergence or divergence of a series is unaffected if a finite number of terms
are inserted, deleted or altered.
THEOREM 3E. Suppose that
zn = s
n=1
and
wn = t.
n=1
Then for every real numbers a, b R, we have
(azn + bwn ) = as + bt.
n=1
THEOREM 3F. Suppose that the series (1) is convergent. Then zn 0 as n .

Remark. The converse of Theorem 3F is not true. For example, let zn = 1/n. Clearly zn 0 as
n . Note that the series (1) is not convergent in this case, in view of Theorem 3C.
Chapter 3 : Series
page 3 of 15
W W L Chen, 1982, 2008
3.2. Real Series

We first summarize the main idea in the proof of Theorem 3C.
THEOREM 3G. Suppose that xn 0 for every n N. Then the series
xn
n=1
either converges to the supremum of the partial sums, or diverges to .

Proof. The partial sums form an increasing sequence. The result follows from Theorem 2E.
Very often, we can study the convergence or divergence of a series by comparing it with another series.
We shall first of all study this phenomenon in the special case of series with non-negative terms.
THEOREM 3H. (COMPARISON TEST FOR SERIES WITH NON-NEGATIVE TERMS) Let C be
a positive constant independent of n N. Suppose that for all sufficiently large natural numbers n N,
the inequalities un 0, vn 0 and un Cvn hold.
X
X
un is convergent.
vn is convergent, then
(a) If
n=1
n=1
(b) If
un is divergent, then
n=1
vn is divergent.
n=1
Proof. Note that (a) and (b) are equivalent, so we shall only prove (a). We shall use the General
principle of convergence for series. Since the series
vn
n=1
is convergent, it follows that, given any > 0, there exists N0 such that for every natural number n > N0 ,
the three given inequalities hold, and
M
X

C
whenever M > N N0 ,
un <
whenever M > N N0 .
vn <
n=N +1
so that
M
X
n=N +1
The convergence of the series
un
n=1
now follows from the General principle of convergence for series.

Chapter 3 : Series
page 4 of 15
W W L Chen, 1982, 2008
Example 3.2.1. Suppose that p Q and 0 < a < 1. We shall prove that the series
np an
(3)
n=1
is convergent. Using the Ratio test for sequences, we can show that the sequence np+2 an 0 as n .
It follows that for all sufficiently large natural numbers n N, we have np+2 an < 1, so that np an < n2 .
This last inequality allows us to compare the series (3) with the convergent harmonic series
n2 .
n=1
We now investigate series where the terms can be negative as well as non-negative real numbers. There
is then the possibility of cancellation among terms. We first study a simple example.
Example 3.2.2. Recall that the series
X
1 1
1
= 1 + + + ...
n
2 3
n=1
is divergent. Let us now consider the series
(1)n1
n=1
1
1 1 1
= 1 + + ....
n
2 3 4
(4)
Denote the partial sums by

sN =
N
X
1
(1)n1 .
n
n=1
Then it is not too difficult to see that for every m N, we have

s1 s3 s5 . . . s2m1 s2m . . . s6 s4 s2 .
It follows that the sequence s1 , s3 , s5 , . . . is decreasing and bounded below by s2 , while the sequence
s2 , s4 , s6 , . . . is increasing and bounded above by s1 . So both sequences converge. Note also that
s2m1 s2m =
1
0
2m
as m , so that the two sequences converge to the same limit. This means that the sequence sN
converges as N , so that the series (4) is convergent.
We now state and establish the result in general.
THEOREM 3J. (ALTERNATING SERIES TEST) Suppose that
(a) an > 0 for every n N;
(b) an is a decreasing sequence; and
(c) an 0 as n .
Then the series
(1)n1 an
n=1
is convergent.
Chapter 3 : Series
page 5 of 15
W W L Chen, 1982, 2008
Proof. Consider the sequence of partial sums

sN =
N
X
(1)n1 an .
n=1
In view of conditions (a) and (b), it is not too difficult to see that for every m N, we have
s1 s3 s5 . . . s2m1 s2m . . . s6 s4 s2 .
It follows that the sequence s1 , s3 , s5 , . . . is decreasing and bounded below by s2 , while the sequence
s2 , s4 , s6 , . . . is increasing and bounded above by s1 . So both sequences converge. Note also that in view
of condition (c), we have
s2m1 s2m = a2m 0
as m , so that the two sequences converge to the same limit. Hence the sequence sN converges as
N .
Example 3.2.3. The logarithmic series
(1)n1
n=1
xn
n
is convergent (with sum log 2) if x = 1 and divergent if x = 1.
3.3. Complex Series

THEOREM 3K. Suppose that zn C for every n N. If the series
|zn |
(5)
n=1
is convergent, then the series
zn
(6)
n=1
is convergent. Furthermore, we have

X X

zn
|zn |.

n=1
n=1
We shall give two proofs of this result. The first proof uses the General principle of convergence, while
the second one relies on considering real and imaginary parts of the terms zn and then studying the
non-negative and negative parts of the real sequences that arise.
First Proof of Theorem 3K. Since the series (5) is convergent, it follows from the General principle
of convergence for series that, given any > 0, there exists a number N0 such that
M
X
|zn | <
whenever M > N N0 .
n=N +1
Chapter 3 : Series
page 6 of 15
W W L Chen, 1982, 2008
By the Triangle inequality, we have

M
M
X

X

zn
|zn | <

n=N +1
whenever M > N N0 .
n=N +1
It follows from the General principle of convergence for series that the series (6) is convergent. Note
next that the sequence
N
X
TN =
n=1
N

X

|zn |
zn

n=1
is a non-negative convergent sequence as N , in view of the Triangle inequality. It follows that

X
X

lim TN =
and
lim TN 0.
|zn |
zn
N
N

n=1
n=1

Second Proof of Theorem 3K. Assume first of all that the first part of Theorem 3K holds for
the special case when the sequence zn is replaced by a real sequence un . Then for zn C, we write
zn = xn + iyn , where xn , yn R. Since the series (5) is convergent, the inequalities |xn | |zn | and
|yn | |zn | enable us to use the Comparison test to conclude that the two series
|xn |
and
|yn |
n=1
n=1
are convergent, and so it follows from the special case of the first part of Theorem 3K that the series
xn
and
n=1
yn
n=1
are convergent. The convergence of the series (6) now follows from Theorem 3E.
To show that the first part of Theorem 3K holds for real sequences un , note that for every n N, we
clearly have un = u+
n un , where
u+
n

=
and
u
n

=
un
0
if un 0,
if un < 0,
0
un
if un 0,
if un < 0.
Furthermore, 0 u+
n |un | and 0 un |un | for every n N. If the series
|un |
n=1
is convergent, then it follows from the Comparison test that the series
X
n=1
Chapter 3 : Series
u+
n
and
u
n
n=1
page 7 of 15
W W L Chen, 1982, 2008
are both convergent. The convergence of the series
un =
n=1
(u+
n un )
n=1
now follows from Theorem 3E.

The second part of Theorem 3K is proved in the same way as before.
Definition. A series
zn is said to be absolutely convergent if the series
n=1
|zn | is convergent.
n=1
Remark. Theorem 3K states that every absolutely convergent series is convergent.

The Comparison test can now be stated in a much stronger form.
THEOREM 3L. (COMPARISON TEST) Let C be a positive constant independent of n N. Suppose
that for all sufficiently large natural numbers n N, the inequality |zn | Cvn holds. Suppose further
that the real series
vn
n=1
is convergent. Then the series
zn
n=1
is absolutely convergent.
Much of the study of convergence of series is underpinned by our ability to compare a given series
with an artificially constructed series. Two examples of this technique are given by the two tests below.
THEOREM 3M. (RATIO TEST) Suppose that the sequence zn satisfies

zn+1

zn `
as n .
(7)
Then the series
zn
(8)
n=1
is absolutely convergent if ` < 1 and divergent if ` > 1.

Proof. Suppose first of all that ` < 1. Let L = 21 (1 + `). Clearly ` < L < 1. Since (7) holds, there
exists an integer N such that

zn+1

whenever n N.
zn < L
It follows that
|zn | <
Chapter 3 : Series
|zN | n
L
LN
whenever n > N.
page 8 of 15
W W L Chen, 1982, 2008
On the other hand, the geometric series
Ln
n=1
is convergent. It follows from Comparison test that the series (8) is absolutely convergent. Suppose next
that ` > 1. Then clearly |zn | 6 0 as n . The result follows from Theorem 3F.
THEOREM 3N. (ROOT TEST) Suppose that the sequence zn satisfies
|zn |1/n `
as n .
(9)
Then the series
zn
(10)
n=1
is absolutely convergent if ` < 1 and divergent if ` > 1.

Proof. Suppose first of all that ` < 1. Let L =
exists an integer N such that
|zn |1/n < L
1
2 (1
+ `). Clearly ` < L < 1. Since (9) holds, there
whenever n > N.
It follows that
|zn | < Ln
whenever n > N.
On the other hand, the geometric series
Ln
n=1
is convergent. It follows from Comparison test that the series (10) is absolutely convergent. Suppose
next that ` > 1. Then clearly |zn | 6 0 as n . The result follows from Theorem 3F.
Remark. No firm conclusion can be drawn in the two settings above if ` = 1. In the case of the Ratio
test, consider the two series
X
1
n
n=1
and
X
1
.
2
n
n=1
It is easy to show that ` = 1 in both cases. Note from Theorem 3C that the first series is divergent while
the second series is convergent.
We conclude this section by considering rearrangements of a given series. The following example is
famous.
Example 3.3.1. Recall that the series
X
1 1
1
= 1 + + + ...
n
2 3
n=1
is divergent. On the other hand, the series
(1)n1
n=1
Chapter 3 : Series
1
1 1 1
= 1 + + ...
n
2 3 4
page 9 of 15
W W L Chen, 1982, 2008
is convergent, in view of the Alternating series test. Let s be its sum, so that
s=1
1 1 1
+ + ....
2 3 4
We next rearrange the terms and consider the series

1 1 1 1 1 1
1
1
+ +
+ ...
2 4 3
6 8 5 10 12

1 1
1 1 1
1
1
1
= 1
+

+
+ ...
2 4
3 6 8
5 10 12

1 1
1 1
1
1
=
+ ...
2 4
6 8
10 12

1
1 1 1 1 1
s
=
1 + +
= .
2
2 3 4 5 6
2
Note that no term has been omitted or inserted in the rearrangement. Note also that s 6= 0. But yet
we end up with a different sum. The only possible explanation is that the convergence of the original
and the rearranged series depend on cancellation between positive and negative terms. The difference
therefore has to arise from the nature of such cancellation.
Suppose now that the convergence of a series does not depend on the cancellation between positive
and negative terms. Then it is reasonable to ask whether any rearrangement of the terms may still alter
the sum of the series.
THEOREM 3P. Any rearrangement of an absolutely convergent series
zn
(11)
n=1
does not alter its sum.

Proof. Assume first of all that Theorem 3P holds for the special case when the sequence zn is replaced
by a real sequence un . Then for zn C, we write zn = xn + iyn , where xn , yn R. Since the series (11)
is absolutely convergent, the inequalities |xn | |zn | and |yn | |zn | enable us to use the Comparison
test to conclude that the two series
xn
and
yn
n=1
n=1
are absolutely convergent, and so it follows from the special case of Theorem 3P that rearrangement
does not alter their sums. It now follows from Theorem 3E that rearrangement does not alter the sum
of the series (11).
To establish the special case of Theorem 3P, suppose that the real series
un
n=1
is absolutely convergent, and that the sequence vn is a rearrangement of the sequence un . We now define
+
+
u+
n , un , vn , vn in the same way as in the second proof of Theorem 3K. Then vn is a rearrangement of
+
un and vn is a rearrangement of un . Clearly the series
u+
n
n=1
Chapter 3 : Series
page 10 of 15
W W L Chen, 1982, 2008
is convergent. Also, the sequence

N
X
vn+
n=1
is increasing and bounded above by
u+
n,
n=1
so that
vn+
n=1
u+
n.
n=1
Arguing in the opposite way, we must have
u+
n
n=1
vn+ .
n=1
Hence
vn+ =
u+
n.
n=1
n=1
Similarly,
vn
n=1
u
n.
n=1
It now follows that
vn =
n=1
vn+
n=1
vn =
X
n=1
n=1
u+
n
X
n=1
u
n =
un ,
n=1
and the proof is complete.
3.4. Power Series

Suppose that z C. A series of the form
an z n ,
(12)
n=0
where the coefficients an C for every n N {0}, is called a power series in the variable z. Note that
it is convenient here to start the series with n = 0.
In the first two examples below, the case z = 0 is obvious, while the Ratio test can be applied to study
the case z 6= 0.
Example 3.4.1. The exponential series
X
zn
n!
n=0
is absolutely convergent for every z C.

Chapter 3 : Series
page 11 of 15
W W L Chen, 1982, 2008
Example 3.4.2. The logarithmic series
(1)n1
n=1
zn
n
is absolutely convergent for every z C satisfying |z| < 1 and is divergent for every z C satisfying
|z| > 1.
Example 3.4.3. The series
n!z n
n=1
is divergent for every non-zero z C. To see this, we use Theorem 3F, and note that for any fixed z 6= 0,
the sequence n!z n does not converge to 0 as n .
The purpose of this section is to establish the following important result.
THEOREM 3Q. (CONVERGENCE THEOREM FOR POWER SERIES) For the power series (12),
exactly one of the following holds:
(a) The series is absolutely convergent for every z C.
(b) There exists a positive real number R such that the series is absolutely convergent for every z C
satisfying |z| < R and is divergent for every z C satisfying |z| > R.
(c) The series is divergent for every non-zero z C.
Definition. The number R in Theorem 3Q is called the radius of convergence of the power series (12).
We also say that the radius of convergence is 0 if case (c) occurs, and that the power series (12) has
infinite radius of convergence if case (a) occurs.
Remark. Note that Theorem 3Q does not indicate whether the power series is convergent if |z| = R.
A crucial step in the proof of Theorem 3Q is summarized by the result below.
THEOREM 3R. Suppose that the series (12) is convergent for a particular value z = z0 . Then the
series is absolutely convergent for every z C satisfying |z| < |z0 |.
Proof. Suppose that the series
an z0n
n=0
is convergent. Then it follows from Theorem 3F that an z0n 0 as n . Recall that any convergent
sequence is bounded, so that there exists M R such that |an z0n | M for every n N {0}. For every
z C satisfying |z| < |z0 |, we have
n
z
|an z n | M
z0
for every n N{0}. Note that |z/z0 | < 1. Hence the series (12) is absolutely convergent by comparison
with the convergent geometric series

X
z n
.
z0
n=0

Chapter 3 : Series
page 12 of 15
Chapter 3
313
c: Series
W W L Chen, 1982, 2008
Proof of
of Theorem
Theorem 3Q.
3Q. Consider
Considerthe
thesetset
Proof
S=
= {x
{x
00 :: the
the series
series (12)
(12) converges}.
converges}.
S
Clearly S
S contains
contains the
the number
number 0,
0, and
and is
is therefore
therefore non-empty.
non-empty. Exactly
Exactly one
one of
of the
the following
following three
three cases
cases
Clearly
applies:
applies:
S isbounded
not bounded
then
for zevery
C, choose
we canxchoose
x0 that
S such
|z| < the
x0 .
(i)(i)
If S If
is not
above,above,
then for
every
C, zwecan
|z| <that
x0 . Since
0 S such
it follows
from3R
Theorem
that(12)
the is
series
(12) is convergent
absolutely
Since (12)
the series
(12) is convergent
at x0 ,from
series
is convergent
at x0 , it follows
Theorem
that the3R
series
absolutely
convergent
at z.
at
z.
Suppose
is bounded
above
with
supremum
Forevery
everyz zCCsatisfying
satisfying |z|
|z| <
< R,
R,
(ii)(ii)
Suppose
thatthat
S isSbounded
above
with
supremum
RR
>>
0. 0.For
we can
can choose
choose x
x00
S
S such
such that
that |z|
|z| <
<x
x00.. Since
Since the
the series
series (12)
(12) is
is convergent
convergent at
at x
x00,, it
it follows
follows from
from
we
Theorem 3R
3R that
that the
the series
series (12)
(12) is
is absolutely
absolutely convergent
convergent at
at z.
z. On
On the
the other
other hand,
hand, for
for every
every zz
C
C
Theorem
satisfying |z|
|z| >
> R,
R, we
we can
can choose
choose x
x00 >
>R
R such
such that
that |z|
|z| >
>x
x00.. If
If the
the series
series (12)
(12) is
is convergent
convergent at
at z,
z, then
then
satisfying
it follows
follows from
from Theorem
Theorem 3R
3R that
that the
the series
series (12)
(12) is
is absolutely
absolutely convergent
convergent at
at x
x00,, so
so that
that x
x00
S,
S, clearly
clearly aa
it
contradiction. Hence
Hence the
the series
series (12)
(12) must
must be
be divergent
divergent at
at z.
z.
contradiction.
(iii)
= then
{0}, then
for every
non-zero
can
C, we
can x
choose
x0 >that
0 such
> xseries
0 . If
(iii)
If S If= S{0},
for every
non-zero
z C,zwe
choose
|z| >that
x0 . |z|
If the
0 > 0 such
the series
(12) is convergent
z, thenfrom
it follows
from3R
Theorem
that(12)
the is
series
(12) is convergent
absolutely
(12)
is convergent
at z, then at
it follows
Theorem
that the3R
series
absolutely
convergent
at x0 , a contradiction.
Hence(12)
the must
seriesbe
(12)
must beatdivergent
at z. #
at
x0 , a contradiction.
Hence the series
divergent
z.
3.5. Multiplication
MultiplicationofofSeries
Series
3.5.
Multiplication of
of two
two series
series is
is not
not always
always aa straightforward
straightforward operation,
operation, in
in the
the sense
sense that
that the
the product
product
Multiplication
series
may
be
affected
by
the
order
of
the
terms.
The
purpose
of
this
section
is
to
show
that
we
need
series may be affected by the order of the terms. The purpose of this section is to show that we need
not
worry
if
the
series
involved
are
absolutely
convergent.
not worry if the series involved are absolutely convergent.
THEOREM 3S.
3S. Suppose
Supposethat
thatthe
theseries
series
THEOREM
!
X
n=0
n=0
ann
and
!
X
n=0
n=0
bnn
are absolutely convergent, and converge to sums a and b respectively. Then the series
!
X
(13)
ai bj ,
(13)
consisting of the products, in any order, of every term of the first series by every term of the second
series, is absolutely convergent, and converges to the sum ab.
Theproducts
productsofofpairs
pairsofofterms
termscan
canbebearranged
arrangedinina adoubly
doublyinfinite
infinitearray.
array.
Proof. The
a0 b0
a1 b0
a2 b0
...
a0 b0
a1 b0
a2 b0
...
a0 b1
a1 b1
a2 b1
...
a0 b1
a1 b1
a2 b1
...
a0 b2
a1 b2
a2 b2
...
a0 b2
a1 b2
a2 b2
...
..
.
..
.
..
.
..
..
.
..
.
..
.
..
Chapter 3 : Series
.
page 13 of 15
W W L Chen, 1982, 2008
The sum of all these terms can be arranged as a single series. Two such ways are indicated above. We
have summation by squares on the left, and diagonal summation on the right. No matter in what order
the terms are arranged, the series
X
|ai bj |
is a series of non-negative terms and clearly does not exceed
!
!
X
X
|an |
|bn | .
n=0
n=0
It follows that the series (13) is absolutely convergent. In view of Theorem 3P, the sum is independent
of the order of the arrangement of the terms. Since
! N
!
N
X
X
an
bn ab
as N ,
n=0
n=0
the sum must be ab.

THEOREM 3T. (CAUCHY PRODUCT) Suppose that the series
an
and
n=0
bn
n=0
are absolutely convergent, and converge to sums a and b respectively. Then the series
cn ,
n=0
where
cn =
n
X
ar bnr
for every n N {0},
r=0
is absolutely convergent, and converges to the sum ab.

Proof. This is simply using diagonal summation in Theorem 3S.
The Cauchy product is useful in establishing the following result on the exponential series.
THEOREM 3U. The series
E(z) =
X
zn
n!
n=0
is absolutely convergent for every z C. Furthermore, for every z1 , z2 C, we have

E(z1 )E(z2 ) = E(z1 + z2 ).
Proof. The first part of the theorem is trivial for z = 0, and can be proved by using the Ratio test for
z 6= 0. To prove the second part, note that

n
n r
X
(z1 + z2 )n
1 X
n!
z1
z2nr
=
z1r z2nr =
.
n!
n! r=0 r!(n r)!
r!
(n r)!
r=0
The result now follows from Theorem 3T.
Chapter 3 : Series
page 14 of 15
W W L Chen, 1982, 2008

1
1
if 3 divides n, and an =
otherwise. By considering the sequence of partial sums
n
n
X
s3N , show that the series
an is divergent.
1. Let an =
n=1
2. For each of the following series, discuss whether the series is convergent or divergent, and justify
your assertion:
X
X
X
(n!)2
n
n
b)
(1)
(
n
+
1
n)
c)
a)
n2 + 5n 3
(2n)!
n=1
n=1
n=1
n2

X
X
X
n
1
n
d)
(n!)1/n
e)
sin
f)
n
2
n+1
n=1
n=1
n=1

X (1)n+1
1 1
1
1 + + + ... +
g)
n
2
3
n
n=1
3. For each of the following series, determine the values of x R for which the series is convergent,
and justify your assertion:
n
X
X
X
X
nx
cos nx
n1 x
b)
sin
nx
c)
(1)
d)
a)
n2
n
n2 2
n=1
n=1
n=1
n=1
4. Suppose that un 0 and vn 0 for every n N. Suppose further that un /vn 2 as n .
Show that the series
X
X
un
and
vn
n=1
n=1
are either both convergent or both divergent.

5. a) Suppose that the real series
an and
n=1
bn are both convergent. Suppose further that an 0
n=1
and bn 0 for every n N. Prove that the series
an bn is convergent.
n=1
b) Discuss also the case when the terms an and bn can be negative.
1
(1)n+1
6. For every n N, let an = +
.
n
n
a) Show that an > 0 for every n N, and that an 0 as n .
X
b) Show that the series
(1)n an is divergent.
n=1
c) Comment on the result.

7. For each of the following series, determine the values of z C for which the series is convergent,
and justify your assertion:
X
X
X
2
a)
zn
b)
n!z n
c)
n!z n!
n=1
n=1
n=1
22
|an | 100 for every n N {0}. Discuss the radius of convergence of the power
8. Suppose that
7
X
series
an z n , and justify your assertion.
n=0
Chapter 3 : Series
page 15 of 15
W W L CHEN
c

W W L Chen, 1982, 2008.
Chapter 4
FUNCTIONS AND CONTINUITY
4.1. Limits of Functions

We begin by studying the behaviour of a function f (x) as x +. Corresponding to the definition
of the limit of a real sequence, we have the following direct analogue for real valued functions of a real
variable. In this chapter, all functions f (x) are assumed to be real valued and are defined on R or
suitable subsets of R.
Definition. We say that f (x) L as x +, or
lim f (x) = L,
x+
if, for every > 0, there exists D > 0 such that |f (x) L| < whenever x > D.
We can also study the behaviour of a function f (x) as x . Corresponding to the above, we have
the following obvious analogue.
Definition. We say that f (x) L as x , or
lim f (x) = L,
if, for every > 0, there exists D > 0 such that |f (x) L| < whenever x < D.
It is not difficult to see that we can establish suitable analogues of Theorems 2A, 2C and 2D concerning
the uniqueness of limits, the arithmetic of limits and the Squeezing principle respectively.
While the natural numbers are discrete, the real number line is a continuous object. We can therefore
also study the behaviour of a function f (x) as x gets close to a given real number a.
Chapter 4 : Functions and Continuity
page 1 of 6
W W L Chen, 1982, 2008
Definition. We say that f (x) L as x a, or

lim f (x) = L,
xa
if, for every > 0, there exists > 0 such that |f (x) L| < whenever 0 < |x a| < .
Remark. The restriction |x a| > 0 is to omit discussion of the situation when x = a. After all, we are
only interested in those x which are close to a but not equal to a.
Much of the theory of limits of sequences can be translated to this new setting of limits of functions
as x a, courtesy of the result below.
THEOREM 4A. We have f (x) L as x a if and only if f (xn ) L as n for every sequence
xn of real numbers such that xn 6= a for any n N and xn a as n .
Proof. Suppose first of all that f (x) L as x a. Then given any > 0, there exists > 0 such that
|f (x) L| <
whenever 0 < |x a| < .
Let xn be any sequence of real numbers such that xn 6= a for any n N and xn a as n . Then
there exists N R such that
0 6= |xn a| <
whenever n > N.
|f (xn ) L| <
whenever n > N.
Hence
This shows that f (xn ) L as n .

Suppose next that f (x) 6 L as x a. Then there exists > 0 such that for every n N, there exists
xn such that
0 < |xn a| <
1
n
and
|f (xn ) L| .
Clearly xn 6= a for any n N and xn a as n . However, it is not difficult to see that f (xn ) 6 L
as n .
Using Theorem 4A, we can immediately establish the following three results which are the analogues
of Theorems 2A, 2C and 2D respectively.
THEOREM 4B. The limit of a function as x a is unique if it exists.
THEOREM 4C. Suppose that the functions f (x) L and g(x) M as x a. Then
(a) f (x) + g(x) L + M as x a;
(b) f (x)g(x) LM as x a; and
(c) if M 6= 0, then f (x)/g(x) L/M as x a.
THEOREM 4D. Suppose that g(x) f (x) h(x) for every x 6= a in some open interval containing a.
Suppose further that g(x) L and h(x) L as x a. Then f (x) L as x a.
A similar theory can be established on one-sided limits.
page 2 of 6
W W L Chen, 1982, 2008
Definition. We say that f (x) L as x a+, or

lim f (x) = L,
xa+
if, for every > 0, there exists > 0 such that |f (x) L| < whenever 0 < x a < . In this case, L is
called the right-hand limit.
Definition. We say that f (x) L as x a, or
lim f (x) = L,
xa
if, for every > 0, there exists > 0 such that |f (x) L| < whenever 0 < a x < . In this case, L is
called the left-hand limit.
It is very easy to deduce the following result.
THEOREM 4E. We have
lim f (x) = L
xa
if and only if
lim f (x) = lim f (x) = L.
xa
xa+
It is not difficult to formulate suitable analogues of the arithmetic of limits and the Squeezing principle.
Their precise statements are left as exercises.
Definition. We say that a function f (x) is continuous at x = a if f (x) f (a) as x a; in other
words, if
lim f (x) = f (a).
xa
Since continuity is defined in terms of limits, we immediately have the following consequences of
Theorem 4C.
THEOREM 4F. Suppose that the functions f (x) and g(x) are continuous at x = a. Then
(a) f (x) + g(x) is continuous at x = a;
(b) f (x)g(x) is continuous at x = a; and
(c) if g(a) 6= 0, then f (x)/g(x) is continuous at x = a.
4.2. Continuity in Intervals

Definition. Suppose that A, B R with A < B. We say that a function f (x) is continuous in the open
interval (A, B) if f (x) is continuous at x = a for every a (A, B).
To formulate a suitable definition for continuity in a closed interval, we consider first an example.
Example 4.2.1. Consider the function
f (x) =
1 if x 0,
0 if x < 0.
It is clear that this function is not continuous at x = 0, since

lim f (x) = 0
x0
and
lim f (x) = 1.
x0+
page 3 of 6
W W L Chen, 1982, 2008
However, let us investigate the behaviour of the function in the closed interval [0, 1]. It is clear that f (x)
is continuous at x = a for every a (0, 1). Furthermore, we have
lim f (x) = f (0)
x0+
and
lim f (x) = f (1).
x1
This example leads us to conclude that it is not appropriate to insist on continuity of the function
at the end-points of the closed interval, and that a more suitable requirement is one-sided continuity
instead.
Definition. Suppose that A, B R with A < B. We say that a function f (x) is continuous in the
closed interval [A, B] if f (x) is continuous in the open interval (A, B) and if
lim f (x) = f (A)
xA+
and
lim f (x) = f (B).
xB
Remark. It follows that for continuity of a function in a closed interval, we need right-hand continuity
of the function at the left-hand end-point of the interval, left-hand continuity of the function at the
right-hand end-point of the interval, and continuity at every point in between.
Observe that so far in our discussion in this chapter, there has been no analogue of Theorem 2B
concerning boundedness.
4.3. Continuity in Closed Intervals

Definition. Suppose that a function f (x) is defined on an interval I R. We say that f (x) is bounded
above on I if there exists a real number K R such that f (x) K for every x I, and that f (x) is
bounded below on I if there exists a real number k R such that f (x) k for every x I. Furthermore,
we say that f (x) is bounded on I if it is bounded above and bounded below on I.
The following can be considered an analogue of Theorem 2B.
THEOREM 4G. Suppose that a function f (x) is continuous in the closed interval [A, B], where A, B
R with A < B. Then f (x) is bounded on [A, B].
Proof. Suppose on the contrary that f (x) is not bounded on [A, B]. Then it is either not bounded
above on [A, B] or not bounded below on [A, B], or both. By considering the function f (x) if necessary,
we may assume, without loss of generality, that f (x) is not bounded above on [A, B]. Then for every
n N, there exists xn [A, B] such that f (xn ) > n. The real sequence xn is clearly bounded. It follows
from Theorem 2K that xn has a convergent subsequence xnp , say. Suppose that xnp c as p .
Clearly c [A, B]. Suppose first of all that c (A, B). Since f (x) is continuous at x = c, it follows
from Theorem 4A that f (xnp ) f (c) as p . But this is a contradiction, since the sequence f (xnp )
satisfies f (xnp ) > np p for every p N, and so is not bounded, and hence not convergent in view of
Theorem 2B. If c = A or c = B, then there is only one-sided continuity at x = c, and the proof has to
be slightly modified.
In fact, we can establish more.
THEOREM 4H. (MAX-MIN THEOREM) Suppose that a function f (x) is continuous in the closed
interval [A, B], where A, B R with A < B. Then there exist real numbers x1 , x2 [A, B] such that
f (x1 ) f (x) f (x2 ) for every x [A, B]. In other words, the function f (x) attains a maximum value
and a minimum value in the closed interval [A, B].
page 4 of 6
W W L Chen, 1982, 2008
Proof. We shall only establish the existence of the real number x2 [A, B], as the existence of the real
number x1 [A, B] can be established by repeating the argument here on the function f (x). Note
first of all that it follows from Theorem 4G that the set
S = {f (x) : x [A, B]}
is bounded above. Let M = sup S. Then f (x) M for every x [A, B]. Suppose on the contrary that
there does not exist x2 [A, B] such that f (x2 ) = M . Then f (x) < M for every x [A, B], and so it
follows from Theorem 4F that the function
g(x) =
1
M f (x)
is continuous in the closed interval [A, B], and is therefore bounded above on [A, B] as a consequence of
Theorem 4G. Suppose that g(x) K for every x [A, B]. Since g(x) > 0 for every x [A, B], we must
have K > 0. But then the inequality g(x) K gives the inequality
f (x) M
1
,
K
contradicting the assumption that M = sup S.

THEOREM 4J. (INTERMEDIATE VALUE THEOREM) Suppose that a function f (x) is continuous
in the closed interval [A, B], where A, B R with A < B. Suppose further that the real numbers
x1 , x2 [A, B] satisfy f (x1 ) f (x) f (x2 ) for every x [A, B]. Then for every real number y R
satisfying f (x1 ) y f (x2 ), there exists a real number x0 [A, B] such that f (x0 ) = y.
Proof. We may clearly suppose that f (x1 ) < y < f (x2 ). By considering the function f (x) if necessary,
we may further assume, without loss of generality, that x1 < x2 . The idea of the proof is then to follow
the graph of the function f (x) from the point (x1 , f (x1 )) to the point (x2 , f (x2 )). This clearly touches
the horizontal line at height y at least once; the reader is advised to draw a picture. Our technique is
then to trap the last occasion when this happens. Accordingly, we consider the set
T = {x [x1 , x2 ] : f (x) y}.
This set is clearly bounded above. Let x0 = sup T . We shall show that f (x0 ) = y. Suppose on the
contrary that f (x0 ) 6= y. Then exactly one of the following two cases applies:
(i) We have f (x0 ) > y. In this case, let = f (x0 ) y > 0. Since f (x) is continuous at x = x0 , it
follows that there exists > 0 such that |f (x) f (x0 )| < whenever |x x0 | < . This implies that
f (x) > y for every real number x (x0 , x0 + ), so that x0 is an upper bound of T , contradicting
the assumption that x0 = sup T .
(ii) We have f (x0 ) < y. In this case, let = y f (x0 ) > 0. Since f (x) is continuous at x = x0 , it
follows that there exists > 0 such that |f (x) f (x0 )| < whenever |x x0 | < . This implies that
f (x) < y for every real number x (x0 , x0 + ), so that x0 cannot be an upper bound of T , again
contradicting the assumption that x0 = sup T .
Remark. Suppose that the function f (x) is continuous in the closed interval [A, B], where A, B R
with A < B. Then Theorems 4G, 4H and 4J together imply that the range
f ([A, B]) = {f (x) : x [A, B]}
is a closed interval. In other words, a continuous real valued function of a real variable maps a closed
interval to another closed interval.
page 5 of 6
W W L Chen, 1982, 2008

1. Consider the function
x sin 1
x
f (x) =
if x 6= 0,
if x = 0.
Prove that f (x) is continuous at 0.


f (x) =
x
1x
if x Q,
if x R \ Q.
a) Prove that f (x) is discontinuous everywhere except at 12 .

b) Hence, or otherwise, find a bijection g : [0, 1] [0, 1] which is discontinuous everywhere in (0, 1).

f (x) =
e1/|x|
0
if x 6= 0,
if x = 0.
Prove that f (x) is continuous in R.

4. A function f : R R is continuous at every x R, and satisfies f (x) 0 as x + as well as
f (x) 3 as x . Prove that the range f (R) is bounded.
5. Suppose that a function f : [A, B] R is continuous and strictly increasing in the closed interval
[A, B], so that f (x1 ) < f (x2 ) whenever A x1 < x2 B. Suppose further that f (A) = and
f (B) = .
a) Explain why {f (x) : x [A, B]} = [, ].
b) Show that for every y [, ], there exists a unique x [A, B] such that f (x) = y.
c) Show that the function g : [, ] [A, B], defined for every y [, ] by g(y) = x, where
x [A, B] is uniquely determined in part (b) by f (x) = y, is strictly increasing and continuous
in the closed interval [, ].
page 6 of 6
W W L CHEN
c

W W L Chen, 1994, 2008.
This chapter is available free to all individuals, on the understanding that it is not to be used for financial gain,
Chapter 5
DIFFERENTIATION
5.1. Introduction
We begin by recalling the familiar definition of differentiability.
Definition. We say that a function f (x) is differentiable at x = a if the limit
lim
xa
f (x) f (a)
xa
exists. In this case, the limit is denoted by f 0 (a) and called the derivative of f (x) at x = a.
Example 5.1.1. Consider the function f (x) = c, where c R is a constant. For every a R, we have
f (x) f (a)
=00
xa
as x a. It follows that f 0 (a) = 0 for every a R.
Example 5.1.2. Consider the function f (x) = x. For every a R, we have
f (x) f (a)
=11
xa
as x a. It follows that f 0 (a) = 1 for every a R.
Example 5.1.3. Consider the function f (x) = xn , where n 2 is an integer. For every a R, we have
f (x) f (a)
xn an
=
= xn1 + xn2 a + xn3 a2 + . . . + x2 an3 + xan2 + an1 nan1
xa
xa
as x a. It follows that f 0 (a) = nan1 for every a R.
Chapter 5 : Differentiation
page 1 of 16
Example 5.1.4. Consider the function f (x) =

f (x) f (a)
=
xa
W W L Chen, 1994, 2008
x. For every positive a R, we have
x a
x a
1
1
=

=
xa
( x a)( x + a)
x+ a
2 a
as x a. It follows that f 0 (a) = 1/2 a for every positive a R.

Example 5.1.5. Consider the function f (x) = sin x. For every a R, we have
2 cos 12 (x + a) sin 12 (x a)
sin 1 (x a)
f (x) f (a)
1
sin x sin a
cos (x + a) cos a
=
=
= 12
xa
xa
xa
2
2 (x a)
as x a. It follows that f 0 (a) = cos a for every a R.
Example 5.1.6. Consider the function f (x) = cos x. For every a R, we have
2 sin 12 (x + a) sin 21 (x a)
sin 1 (x a)
1
f (x) f (a)
cos x cos a
sin (x + a) sin a
=
=
= 12
xa
xa
xa
2
(x
a)
2
as x a. It follows that f 0 (a) = sin a for every a R.
Example 5.1.7. Consider the function f (x) = x1/3 . For every non-zero a R, we have
x1/3 a1/3
1
1
f (x) f (a)
=
= 2/3
2/3
1/3
1/3
2/3
xa
xa
x +x a +a
3a
as x a. It follows that f 0 (a) = 13 a2/3 for every non-zero a R. On the other hand, we note that
f (x) f (0)
x1/3
1
=
= 2/3
x0
x
x
does not tend to a limit as x 0, so that the function f (x) is not differentiable at x = 0.
Examples 5.1.3 and 5.1.7 above raise the question of determining derivatives of functions of the type
f (x) = xn , where n is a real number, not necessarily a positive integer. We state the following important
result.
THEOREM 5A. Suppose that n Q is a fixed rational number. Then for the function f (x) = xn , we
have f 0 (a) = nan1 for every a R, except for
(a) a = 0 and n < 1; or
(b) a 0 when n = p/q in lowest terms with p Z and even q N.
We shall leave the proof of this result until later in this section.
f (x) =
x
0
if x Q,
if x R \ Q.
For every a R, it is not difficult to check that

f (x) f (a)
xa
does not tend to a limit as x a, so that the function f (x) is differentiable nowhere.
page 2 of 16
W W L Chen, 1994, 2008
Example 5.1.9. Consider the function f (x) = |x|, so that

f (x) =
x
x
if x 0,
if x < 0.
For every non-zero a R, it is not difficult to check that

f (x) f (a)
=
xa
xa
lim
1
1
if a > 0,
if a < 0,
so that f 0 (a) = 1 for every positive a R and f 0 (a) = 1 for every negative a R. On the other hand,
we note that
f (x) f (0)
x0
does not tend to a limit as x 0, so that the function f (x) is not differentiable at x = 0.
Suppose that a function f (x) is differentiable at x = a. Then
f (x) f (a)
f 0 (a)
xa
as x a. On the other hand, clearly the function x a 0 as x a. By the product rule of limits,
we have

f (x) f (a)
f (x) f (a) =
(x a) 0
xa
as x a. It follows that f (x) f (a) as x a. We have therefore established the following result.
THEOREM 5B. Suppose that a function f (x) is differentiable at x = a. Then f (x) is continuous at
x = a.
As is in the case of limits and continuity, we have the sum, product and quotient rules for derivatives.
We shall establish the following result.
THEOREM 5C. Suppose that the functions f (x) and g(x) are differentiable at x = a. Then
(a) f (x) + g(x) is differentiable at x = a;
(b) f (x)g(x) is differentiable at x = a; and
(c) if g(a) 6= 0, then f (x)/g(x) is differentiable at x = a.
Furthermore, we have
(a) (f + g)0 (a) = f 0 (a) + g 0 (a);
(b) (f g)0 (a) = f (a)g 0 (a) + f 0 (a)g(a); and
0
f
g(a)f 0 (a) f (a)g 0 (a)
(c)
(a) =
.
g
g 2 (a)
Proof. (a) Note that
(f (x) + g(x)) (f (a) + g(a))
f (x) f (a) g(x) g(a)
=
+
.
xa
xa
xa
It follows from Theorem 4C that
(f (x) + g(x)) (f (a) + g(a))
= f 0 (a) + g 0 (a).
xa
xa
lim
page 3 of 16
W W L Chen, 1994, 2008
(b) Note that

f (x)g(x) f (a)g(a)
f (x)g(x) f (x)g(a) + f (x)g(a) f (a)g(a)
=
xa
xa
g(x) g(a)
f (x) f (a)
= f (x)
+ g(a)
.
xa
xa
In view of Theorem 5B, we clearly have f (x) f (a) as x a. It follows from Theorem 4C that
lim
xa
f (x)g(x) f (a)g(a)
= f (a)g 0 (a) + g(a)f 0 (a).
xa
(c) We shall first show that 1/g(x) is differentiable at x = a. Note that

(1/g(x)) (1/g(a))
g(x) g(a) 1
1
=
.
xa
xa
g(x) g(a)
In view of Theorem 5B, we clearly have g(x) g(a) as x a. It follows from Theorem 4C that
g 0 (a)
(1/g(x)) (1/g(a))
= 2 .
xa
xa
g (a)
lim
We now apply part (b) to f (x) and 1/g(x) to get the desired result.
Example 5.1.10. Consider the function f (x) = tan x. We know that
tan x =
sin x
.
cos x
It follows that for every a R such that cos a 6= 0, we have, by the quotient rule, that
f 0 (a) =
1
cos2 a + sin2 a
=
= sec2 a.
cos2 a
cos2 a
Example 5.1.11. Consider the function f (x) = csc x. We know that

csc x =
1
.
sin x
It follows that for every a R such that sin a 6= 0, we have, by the quotient rule, that
f 0 (a) =
0 cos a
= cot a csc a.
sin2 a

f (x) =
x3 sin x
.
x2 + 3
We can write f (x) = g(x)/h(x), where g(x) = x3 sin x and h(x) = x2 + 3. For every a R, we have
g 0 (a) = a3 cos a + 3a2 sin a and h0 (a) = 2a. It follows that
f 0 (a) =
(a2 + 3)(a3 cos a + 3a2 sin a) 2a4 sin a

h(a)g 0 (a) g(a)h0 (a)
=
.
h2 (a)
(a2 + 3)2
page 4 of 16
W W L Chen, 1994, 2008
From now on, we shall slightly abuse our notation, and simply refer to f 0 (x) as the derivative of the
function f (x). We shall further write
y = f (x)
and
dy
= f 0 (x).
dx
It follows, for example, that if we write

d x sin x x cos x
=
,
dx sin x
sin2 x
then we mean that we are considering the function f (x) = x/ sin x, and that for every a R for which
sin a 6= 0, we have f 0 (a) = (sin a a cos a)/ sin2 a.
An important technique in differentiation is through the use of composite functions.
Example 5.1.13. Let y = (x3 + 1)2 . To calculate the derivative dy/dx, we can first of all write
y = x6 + 2x3 + 1, and then differentiate to obtain
dy
= 6x5 + 6x2 = 6x2 (x3 + 1).
dx
Let us look at this in a different way. We can write y = u2 , where u = x3 + 1. Then
dy
= 2u
du
and
du
= 3x2 .
dx
Note that
dy du
= 6ux2 = 6x2 (x3 + 1).
du dx
We therefore have
dy
dy du
=
.
dx
du dx
THEOREM 5D. Suppose that y is a differentiable function of u, and that u is a differentiable function
of x. Then y is a differentiable function of x, and
dy
dy du
=
.
dx
du dx
Proof. Write y = g(u), u = f (x) and b = f (a). Then y = (g f )(x). Note that
(g f )(x) (g f )(a)
(g f )(x) (g f )(a) f (x) f (a)
g(u) g(b) f (x) f (a)
=
=
.
xa
f (x) f (a)
xa
ub
xa
Here it is tempting to deduce the conclusion immediately. However, it is possible that u b = 0. To
overcome this difficulty, let us introduce the function
g(u) g(b) if u 6= b,
G(u) =
ub
0
g (b)
if u = b.
Since g(u) is differentiable at u = b, we have G(u) g 0 (b) as u b. Furthermore, since G(b) = g 0 (b),
it follows that G(u) is continuous at u = b. On the other hand, as x a, we have u b, so that
G(u) g 0 (b). Hence
G(u) g 0 (b)
as x a.
page 5 of 16
W W L Chen, 1994, 2008
Suppose now that u 6= b. Then we clearly have

(g f )(x) (g f )(a)
f (x) f (a)
= G(u)
.
xa
xa
Note that this also holds when u = b, since both sides are equal to 0. It now follows that
lim
xa
(g f )(x) (g f )(a)
= g 0 (b)f 0 (a) = g 0 (f (a))f 0 (a)
xa
as required.
Definitions.
(1) A function f (x) is said to be strictly increasing in the closed interval [A, B] if f (x1 ) < f (x2 )
whenever A x1 < x2 B.
(2) A function f (x) is said to be strictly decreasing in the closed interval [A, B] if f (x1 ) > f (x2 )
whenever A x1 < x2 B.
THEOREM 5E. Suppose that a function y = f (x) is continuous and strictly increasing in the closed
interval [A, B]. Suppose further that f (x) is differentiable at x = a for some a (A, B), with f (a) = b
and f 0 (a) 6= 0. Then the inverse function x = g(y) is differentiable at y = b, with
g 0 (b) =
1
f 0 (a)
Proof. The existence of the continuous and strictly increasing inverse function is a consequence of
Problem 5 for Chapter 4. Note next that
g(y) g(b)
xa
=
,
yb
f (x) f (a)
and that x a as y b, a consequence of the continuity of the inverse function.
Proof of Theorem 5A. The case when n is a positive integer has been studied in Examples 5.1.2 and
5.1.3. The case when n = 0 and a 6= 0 has been studied in Example 5.1.1. Suppose next that n is a
negative integer. Then n is a positive integer, and

f (x) f (a)
1
1
1
xn an
=
=
n
n
xa
xa x
a
(x a)xn an
xn1 + xn2 a + xn3 a2 + . . . + x2 an3 + xan2 + an1
=
xn an
n1
na
= nan1
a2n
as x a, provided that a 6= 0. Suppose now that n = p/q in lowest terms, where p Z and q N, and
where exceptions (a) and (b) do not hold. Then y = xn can be described by y = up and u = x1/q , so
that x = uq in particular. By Theorems 5D and 5E, we have

dy
dy du
dy dx
pup1
p
=
=
= q1 = upq = nxn1 .
dx
du dx
du du
qu
q
Example 5.1.14. Consider the function f (x) = cx , where c R is a fixed positive real number. Then
f (x) f (a)
cx ca
cxa 1
ch 1
=
= ca
ca lim
h0
xa
xa
xa
h
page 6 of 16
W W L Chen, 1994, 2008
as x a. In the special case when c = e, we have

ch 1
= 1,
h0
h
lim
so that for the function f (x) = ex , we have

f (x) f (a)
ea
xa
as x a. Hence f 0 (a) = f (a) for every a R in this case.
Example 5.1.15. Consider the function f (x) = log x. Then the inverse function is given by g(y) = ey .
Then for every positive real number a R, writing b = log a, we have f 0 (a)g 0 (b) = 1 by Theorem 5E. It
then follows from Example 5.1.14 that f 0 (a)g(b) = 1, and so
f 0 (a) =
1
1
= .
g(b)
a
5.2. Some Important Results on Derivatives

In this
section, we indicate some results which summarize, with rigour, the important role played by the
xxxxx
derivative f 0 (x) in the study of properties of a given function f (x). The first of these results appears to
be very restrictive, as it involves a hypothesis which is rarely satisfied.
THEOREM 5F. (ROLLES THEOREM) Suppose that a function f (x) is continuous in the closed
interval [A, B], where A, B R with A < B. Suppose further that f 0 (a) exists for every a (A, B). If
f (A) = f (B), then there exists c (A, B) such that f 0 (c) = 0.
y = f (x)
Proof. Since f (x) is continuous in the closed interval [A, B], it follows from Theorem 4H that there
exist x1 , x2 [A, B] such that f (x1 ) f (x) f (x2 ) for every x [A, B].
Case 1. Suppose that both x1 and x2 are endpoints of the interval [A, B]. Since f (A) = f (B), it
follows that f (x) is constant in the interval [A, B], so that f 0 (c) = 0 for every c (A, B).
Case 2. Suppose that x1 (A, B). Then f (x) has a local minimum at x = x1 . We claim that
f 0 (x1 ) = 0. Suppose on the contrary that f 0 (x1 ) 6= 0. Without loss of generality, assume that
f 0 (x1 ) = lim
xx1
f (x) f (x1 )
> 0.
x x1
page 7 of 16
Then there exists > 0 such that

f (x) f (x1 )
1 0
0

f
(x
)
1 < |f (x1 )|
x x1
2
W W L Chen, 1994, 2008
whenever 0 < |x x1 | < ,
so that
f (x) f (x1 )
>0
x x1
whenever 0 < |x x1 | < .
It follows that f (x) f (x1 ) < 0 if x1 < x < x1 , contradicting that f (x) has a local minimum at
x = x1 .
Case 3. Suppose that x2 (A, B). Then f (x) has a local maximum at x = x2 . A similar argument
as in Case 2 gives f 0 (x2 ) = 0.
Example 5.2.1. We can prove that between any two real roots of sin x = 0 must lie a real root of
cos x = 0. To do this, let f (x) = sin x, and let A < B be any two real roots of sin x = 0. Clearly
f (A) = f (B). Furthermore, all the other hypotheses of Rolles theorem are satisfied. It follows that
there exists c (A, B) such that f 0 (c) = 0. Note, however, that f 0 (x) = cos x.
Example 5.2.2. Consider the polynomial f (x) = x3 + 3x2 + 6x + 1. We can prove that the polynomial
equation f (x) = 0 has exactly one real root. Note that f (1) < 0 and f (1) > 0. Applying the
Intermediate value theorem to f (x) in the closed interval [1, 1], we know that there exists x0 (1, 1)
such that f (x0 ) = 0. It follows that the equation f (x) = 0 has at least one real root. Suppose that there
are more than one real root. Let A < B be two such roots. Then clearly f (A) = f (B). Applying Rolles
theorem with f (x) = x3 + 3x2 + 6x + 1 in the interval [A, B], we conclude that there exists c (A, B)
such that f 0 (c) = 0. Note, however, that f 0 (x) = 3x2 + 6x + 6 = 3(x2 + 2x + 1 + 1) = 3(x + 1)2 + 3 6= 0
for any x R.
The hypotheses of Rolles theorem are rather restrictive, in that we require the function to have equal
values at the two end-points of the interval in question. However, this restriction is only deceptive, as
we can use Rolles theorem to establish the following more general result.
THEOREM 5G. (MEAN VALUE THEOREM) Suppose that a function f (x) is continuous in the closed
interval [A, B], where A, B R with A < B. Suppose further that f 0 (a) exists for every a (A, B).
Then there exists c (A, B) such that f (B) f (A) = f 0 (c)(B A).
xxxxx
To understand the Mean value theorem, it is easiest to rewrite the conclusion as
f (B) f (A)
= f 0 (c).
BA
The left-hand side represents the slope of the line joining the points (A, f (A)) and (B, f (B)). It follows
that the theorem merely says that the tangent to the curve is sometimes parallel to this line.
y = f (x)
A
B
page 8 of 16
W W L Chen, 1994, 2008
It is therefore clear that Rolles theorem is a special case of the Mean value theorem. We now show that
the Mean value theorem can be deduced fairly easily from Rolles theorem.
Proof of Theorem 5G. Consider the function
g(x) = f (x)
f (B) f (A)
(x A).
BA
Then clearly g(x) is continuous in the closed interval [A, B], g 0 (a) exists for every a (A, B) and
g(A) = g(B). It follows from Rolles theorem that there exists c (A, B) such that g 0 (c) = 0. Note now
that
g 0 (c) = f 0 (c)
f (B) f (A)
.
BA

To illustrate the power of the Mean value theorem, we shall deduce the following simple but powerful
consequences.
THEOREM 5H. Suppose that a function f (x) is continuous in the closed interval [A, B], where
A, B R with A < B. Suppose further that f 0 (a) exists for every a (A, B).
(a) If f 0 (a) = 0 for every a (A, B), then f (x) is constant in [A, B].
(b) If f 0 (a) > 0 for every a (A, B), then f (x) is strictly increasing in [A, B].
(c) If f 0 (a) < 0 for every a (A, B), then f (x) is strictly decreasing in [A, B].
Proof. Suppose that A x1 < x2 B. Applying the Mean value theorem to the function f (x) in the
closed interval [x1 , x2 ], we have
f (x2 ) f (x1 ) = (x2 x1 )f 0 (c)
for some c [x1 , x2 ] [A, B]. It follows that
= 0 in case (a),
f (x2 ) f (x1 ) = > 0 in case (b),
< 0 in case (c),

giving the desired results.
We next discuss a generalization of the Mean value theorem to one involving two functions.
THEOREM 5J. (CAUCHYS MEAN VALUE THEOREM) Suppose that functions f (x) and g(x) are
continuous in the closed interval [A, B], where A, B R with A < B. Suppose further that f 0 (a) and
g 0 (a) exist for every a (A, B), and that g 0 (a) is non-zero for every a (A, B). Then there exists
c (A, B) such that
f (B) f (A)
f 0 (c)
= 0 .
g(B) g(A)
g (c)
Proof. We let h(x) = f (x) kg(x), where k R is a suitably chosen constant which ensures that
h(A) = h(B), so that
k=
f (B) f (A)
.
g(B) g(A)
Here we observe that the denominator g(B) g(A) is non-zero, in view of Rolles theorem and the
assumption that g 0 (a) is non-zero for every a (A, B). Clearly h(x) is continuous in the closed interval
page 9 of 16
W W L Chen, 1994, 2008
[A, B], h0 (a) exists for every a (A, B) and h(A) = h(B). It follows from Rolles theorem that there
exists c (A, B) such that h0 (c) = 0. Note now that
h0 (c)
f 0 (c)
f 0 (c) f (B) f (A)
=
k
=
.
g 0 (c)
g 0 (c)
g 0 (c)
g(B) g(A)
We are now in a position to establish the following important result.
THEOREM 5K. (LHOPITALS

RULE) Suppose that functions f (x) and g(x) are differentiable in an
open interval I containing the real number a. Suppose further that f (a) = g(a) = 0. Then
f (x)
f 0 (x)
= lim 0
,
xa g(x)
xa g (x)
lim
provided that the limit on the right-hand side exists.

Proof. For any x I such that x 6= a, we apply Cauchys mean value theorem to the closed interval
[a, x] if x > a and to the closed interval [x, a] if x < a. It is easy to check that the hypotheses of Cauchys
mean value theorem are satisfied. Hence there exists c (a, x) or c (x, a) such that
f (x) f (a)
f 0 (c)
f (x)
=
= 0 .
g(x)
g(x) g(a)
g (c)
Clearly c a as x a. Hence
f (x)
f 0 (c)
= lim 0 ,
xa g(x)
ca g (c)
lim
and the result follows.
5.3. Stationary Points and Second Derivatives

Definitions.
(1) A function f (x)
the real number
the real number
is said to have a local maximum at x = a if there is an open interval I containing

a and such that f (x) f (a) for every x I.
is said to have a local minimum at x = a if there is an open interval I containing
a and such that f (x) f (a) for every x I.
is said to have a stationary point at x = a if f 0 (a) = 0.
Example 5.3.1. Consider the function f (x) = x2 . Since f 0 (x) = 2x for every x R, the only stationary
point is at x = 0. On the other hand, note that for every x 6= 0, we have f (x) = x2 > 0 = f (0). It
follows that there is a local minimum at x = 0.
Example 5.3.2. Consider the function f (x) = x3 . Since f 0 (x) = 3x2 for every x R, the only stationary
point is at x = 0. On the other hand, note that for every x < 0, we have f (x) = x3 < 0 = f (0), whereas
for every x > 0, we have f (x) = x3 > 0 = f (0). It follows that x = 0 does not represent a local minimum
or a local maximum.
To detect a local maximum or local minimum, we have the following result.
page 10 of 16
W W L Chen, 1994, 2008
THEOREM 5L. Suppose that I is an open interval containing a. Suppose further that a function f (x)
is continuous in I, and differentiable at every x I, except possibly at x = a.
(a) If f 0 (x) > 0 for every x < a in I and f 0 (x) < 0 for every x > a in I, then the function f (x) has a
local maximum at x = a.
(b) If f 0 (x) < 0 for every x < a in I and f 0 (x) > 0 for every x > a in I, then the function f (x) has a
local minimum at x = a.
Proof. Suppose that x I and x 6= a. By the Mean value theorem, there exists a real number c in the
open interval with endpoints a and x such that f (x) f (a) = (x a)f 0 (c).
(a) Since f 0 (c) > 0 if x < a and f 0 (c) < 0 if x > a, we clearly have f (x) f (a) < 0. Hence f (x) has a
local maximum at x = a.
(b) Since f 0 (c) < 0 if x < a and f 0 (c) > 0 if x > a, we clearly have f (x) f (a) > 0. Hence f (x) has a
local minimum at x = a.
Example 5.3.3. Consider the function f (x) = 2x3 9x2 + 12x 5. Since
f 0 (x) = 6x2 18x + 12 = 6(x2 3x + 2) = 6(x 1)(x 2)
for every x R, it is clear that the only stationary points are at x = 1 and x = 2. To determine whether
either of these represents a local maximum or a local minimum, we study the function f 0 (x) more closely.
It is easy to see that
> 0 if x (0, 1),

f 0 (x) < 0 if x (1, 2),
> 0 if x (2, 3).

It follows that f (x) has a local maximum at x = 1 and a local minimum at x = 2.
If the first derivative measures the rate of change of a function, then the second derivative measures
the rate of change of the first derivative. Since the first derivative represents the slope of the tangent to
the curve, it follows that the second derivative measures the rate of change of this slope. The following
result is suggested by heuristics bases on these ideas.
THEOREM 5M. Suppose that I is an open interval containing a real number a. Suppose further that
the function f (x) is differentiable at every x I, and that f 0 (a) = 0.
(a) If f 00 (a) < 0, then the function f (x) has a local maximum at x = a.
(b) If f 00 (a) > 0, then the function f (x) has a local minimum at x = a.
Proof. We shall only prove (a), as the proof for (b) is similar. Since
f 0 (x) f 0 (a)
< 0,
xa
xa
f 00 (a) = lim
it follows that there exists > 0 such that

0

f (x) f 0 (a)
1 00
00

< |f (a)|
f
(a)

2
xa
whenever 0 < |x a| < ,
so that
f 0 (x) f 0 (a)
<0
xa
whenever 0 < |x a| < .
Now let I = (a , a + ). Then it is easy to see that f 0 (x) > 0 for every x < a in I and f 0 (x) < 0 for
every x > a in I. It now follows from Theorem 5L that f (x) has a local maximum at x = a.
page 11 of 16
W W L Chen, 1994, 2008
Example 5.3.4. Consider the function f (x) = 2x3 9x2 + 12x 5, as discussed earlier in Example
5.3.3. Since
f 0 (x) = 6x2 18x + 12 = 6(x2 3x + 2) = 6(x 1)(x 2)
for every x R, it is clear that the only stationary points are at x = 1 and x = 2. On the other hand,
we have f 00 (x) = 12x 18 for every x R, so that f 00 (1) < 0 and f 00 (2) > 0. It follows that f (x) has a
local maximum at x = 1 and a local minimum at x = 2.
5.4. Series Expansion

The purpose of this section is to show that if a given function has derivatives of all orders, then it has
a nice power series expansion. We begin by establishing the following generalized version of the Mean
value theorem.
THEOREM 5N. (TAYLORS THEOREM) Suppose that n N. Suppose further that a function f (x)
satisfies the following conditions:
(a) f (x) and its first (n 1) derivatives f 0 (x), f 00 (x), . . . , f (n1) (x) are continuous in the closed interval
[a, a + h]; and
(b) the n-th derivative exists in the open interval (a, a + h).
Then
f (a + h) = f (a) + hf 0 (a) +
hn1 (n1)
hn (n)
h2 00
f (a) + . . . +
f
(a) +
f (a + h),
2!
(n 1)!
n!
where R satisfies 0 < < 1.

Remark. Taylors theorem is sometimes known as the Mean value theorem of the n-th order. Note that
for n = 1, Taylors theorem reduces to the Mean value theorem.
Proof of Theorem 5N. For every t [0, h], write
g(t) = f (a + t) f (a) tf 0 (a) . . .
tn
tn1 (n1)
f
(a) C,
(n 1)!
n!
(1)
where we shall choose C to ensure that g(h) = 0. It is easy to check that

g(0) = g 0 (0) = . . . = g (n1) (0) = 0.
We now proceed to use Rolles theorem n times. Since g(0) = g(h) = 0, there exists h1 (0, h) such
that g 0 (h1 ) = 0. Since g 0 (0) = g 0 (h1 ) = 0, there exists h2 (0, h1 ) such that g 00 (h2 ) = 0, and so on.
Finally, since g (n1) (0) = g (n1) (hn1 ) = 0, there exists hn (0, hn1 ) such that g (n) (hn ) = 0. Clearly
0 < hn < h, and so hn = h for some R satisfying 0 < < 1. Observe now that
g (n) (t) = f (n) (a + t) C.
It follows that C = f (n) (a + h). The result follows on substituting this into (1), letting t = h and noting
that g(h) = 0.
In Taylors theorem, we can write
f (a + h) = Sn + Rn ,
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W W L Chen, 1994, 2008
where
Sn = f (a) + hf 0 (a) +
h2 00
hn1 (n1)
f (a) + . . . +
f
(a)
2!
(n 1)!
and
Rn =
hn (n)
f (a + h).
n!
(2)
If Rn 0 as n , then Sn f (a + h) as n . We therefore have the following series version of

Taylors theorem.
THEOREM 5P. (TAYLOR SERIES) Suppose that a function f (x) satisfies the following conditions:
(a) f (x) and all its derivatives f 0 (x), f 00 (x), . . . are continuous in the closed interval [a, a + h]; and
(b) the sequence Rn defined by (2) converges to 0 as n .
Then
f (a + h) =
X
hn (n)
f (a),
n!
n=0
with the convention that 0! = 1.

Remark. The Maclaurin series is the Taylor series in the special case a = 0. Under suitable conditions,
we have
f (x) =
X
xn (n)
f (0).
n!
n=0
(3)
Example 5.4.1. Consider the function f (x) = ex . Then f (x) has derivatives of all order, all equal to
ex . Note that f (n) (0) = 1 for every n N {0}. It follows that the Maclaurin series of the exponential
function is given by
ex =
X
xn
.
n!
n=0
This is the exponential series.

Example 5.4.2. Consider the function f (x) = log(1 + x). Then f (x) has derivatives of all order near
x = 0. Furthermore, it can be proved by induction that for every n N, we have
f (n) (x) =
(1)n1 (n 1)!
,
(1 + x)n
so that f (n) (0) = (1)n1 (n 1)!. Note also that f (0) = 0. It follows that the Maclaurin series for the
function is given by
log(1 + x) =
X
n=1
(1)n1
xn
.
n
This is the logarithmic series.

Example 5.4.3. Consider the function f (x) = (1 + x) , where R \ {0, 1, 2, 3, . . .}. Then f (x) has
derivatives of all order near x = 0. Furthermore, for every n N, we have
f (n) (x) = ( 1) . . . ( n + 1)(1 + x)n ,
page 13 of 16
W W L Chen, 1994, 2008
so that
f (n) (0) = ( 1) . . . ( n + 1).
Note also that f (0) = 1. It follows that the Maclaurin series for the function is given by
(1 + x) =
X
( 1) . . . ( n + 1) n
x .
n!
n=1
This is the Extended binomial theorem.

Example 5.4.4. Consider the function f (x) = (1 + x)n , where n N. Then f (x) has derivatives of all
order near x = 0. Furthermore, for every r = 1, . . . , n, we have
f (r) (x) = n(n 1) . . . (n r + 1)(1 + x)nr ,
so that
f (r) (0) = n(n 1) . . . (n r + 1).
On the other hand, for every natural number r > n, we have f (r) (x) = 0. Note also that f (0) = 1. It
follows that the Maclaurin series for the function has zero coefficients beyond the term xn and is given
by
(1 + x)n =
n
X
n(n 1) . . . (n r + 1)
r=0
r!
xr .
This is a special case of the Binomial theorem.
page 14 of 16
W W L Chen, 1994, 2008

1. a) Suppose that f (x) and g(x) are twice differentiable at x = a. Show that
(f g)00 (a) = f 00 (a)g(a) + 2f 0 (a)g 0 (a) + f (a)g 00 (a).
b) Suppose that f (x) and g(x) are three times differentiable at x = a. Obtain a corresponding
formula for (f g)000 (a).
c) Suppose that f (x) and g(x) are n times differentiable at x = a. Analyze the results in parts (a)
and (b), make a guess for the corresponding formula for (f g)(n) (a), and prove your formula by
induction on n.
2. Suppose that f 00 (a) exists. Prove that
f (a + h) 2f (a) + f (a h)
= f 00 (a).
h0
h2
lim
x sin 1 if x 6= 0,
x
3. Let f (x) =
0
if x = 0.
a) Show that f (x) is continuous at x = 0.
b) Find the derivative of f (x) when x 6= 0.
c) Show that f (x) is not differentiable at x = 0.
x2 sin 1 if x 6= 0,
x
4. Let f (x) =
0
if x = 0.
a) Prove that f 0 (x) exists for every real number x.
b) Find f 0 (0).
c) Find f 0 (x) when x 6= 0.
d) Prove that f 0 (x) is not continuous at x = 0.
5. Construct a function g(x) for which g 0 (0) > 0, but there is no interval (A, A) in which g(x) is a
strictly increasing function.
[Hint: Try g(x) = f (x) + kx, where k is a suitable constant and f (x) is given in Problem 4.]
6. Consider the function f (x) = |x| 3.
a) Show that f (x) is differentiable at x = a for every non-zero a R.
b) Comment in view of Theorem 5L.
7. Suppose that the function f (x) satisfies f (0) = 0, f 0 (0) = 0 and f 00 (0) > 0.
f 0 (x) f 0 (0)
a) Explain why there exists > 0 such that
> 0 for every non-zero x (, ).
x0
b) Deduce that f 0 (x) > 0 for every x (0, ), and that f 0 (x) < 0 for every x (, 0).
c) Use Rolles theorem to show that f (x) 6= 0 for every non-zero x (, ).
d) Use the Mean value theorem to show that f (x) > 0 for every non-zero x (, ).
8. Consider the function f (x) = x2/3 in the closed interval [1, 1].
a) Show that f (1) = f (1).
b) Show that there is no number c (1, 1) such that f 0 (c) = 0.
c) Show that f (x) is not differentiable at x = 0.
d) Explain why the conclusion of Rolles theorem does not hold.
page 15 of 16
W W L Chen, 1994, 2008
9. Explain why x = 1 is the only real solution of the equation x3 3x2 + 9x 7 = 0.

10. Use the relevant theorems to prove that the equation ex = 3 x has exactly one real solution.
11. Show that the equation 3x 2 + cos
x
= 0 has exactly one real root.
2
12. Use the Mean Value Theorem to prove the inequality | sin A sin B| |A B| for all real numbers
A and B.
13. Let f (x) = tan x x. Find f (0) and use the derivative f 0 (x) to prove that tan x > x for every x
satisfying 0 < x < /2.
14. Suppose that p(x) is a polynomial, and that k R is a constant. Suppose further that A < B are
consecutive roots of the equation p(x) = 0.
a) Write p(x) = (x A)m (x B)n q(x), where q(A) 6= 0 and q(B) 6= 0. Prove that if we write
p0 (x) = (x A)m1 (x B)n1 r(x), then r(A) and r(B) have opposite signs.
b) Hence, or otherwise, prove that there is a root of the equation p0 (x) + kp(x) = 0 in the interval
[A, B].
15. Suppose that a function f (x) is differentiable at every x [A, B]. Prove that f 0 (x) takes every
value between f 0 (A) and f 0 (B).
16. Use LHopitals rule to find each of the following:
x sin x
b) lim+ x2x
a) lim
x0
x3
x0
c) lim
x0
tan x x
x3
17. Find the Maclaurin expansion of the functions sin x and cos x.
18. Find all the terms up to and including x3 in the Taylor expansion of each of the following functions:
a) f (x) = (x + 1) sin x
b) f (x) = ex cos x
c) f (x) = tan x
page 16 of 16
W W L CHEN
c

W W L Chen, 1996, 2008.
This chapter is available free to all individuals, on the understanding that it is not to be used for financial gain,
Chapter 6
THE RIEMANN INTEGRAL
6.1. Introduction
Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and A < B. Suppose
further that
: A = x0 < x1 < x2 < . . . < xn = B
is a dissection of the interval [A, B].
Definition. The sums
s(f, ) =
n
X
(xi xi1 )
i=1
inf
f (x)
and
S(f, ) =
x[xi1 ,xi ]
n
X
(xi xi1 )
i=1
sup
f (x)
x[xi1 ,xi ]
are called respectively the lower Riemann sum and the upper Riemann sum of f (x) corresponding to
the dissection .
Example 6.1.1. Consider the function f (x) = x2 in the interval [0, 1]. Suppose that n N is given and
fixed. Let us consider a dissection
n : 0 = x0 < x1 < x2 < . . . < xn = 1
of the interval [0, 1], where xi = i/n for every i = 0, 1, 2, . . . , n. For every i = 1, 2, . . . , n, we have
inf
x[xi1 ,xi ]
f (x) =
inf
i1
n
i
x n
Chapter 6 : The Riemann Integral
x2 =
(i 1)2
n2
and
sup
x[xi1 ,xi ]
f (x) =
sup
i1
i
n x n
x2 =
i2
.
n2
page 1 of 14
W W L Chen, 1996, 2008
It follows that
s(f, n ) =
n
X
(xi xi1 )
i=1
inf
f (x) =
x[xi1 ,xi ]
n
X
(i 1)2
i=1
n3
(n 1)n(2n 1)
6n3
and
n
X
S(f, n ) =
(xi xi1 )
i=1
n
X
n(n + 1)(2n + 1)
i2
=
.
sup f (x) =
3
n
6n3
x[xi1 ,xi ]
i=1
Note that s(f, n ) S(f, n ), and that both terms converge to
1
3
as n .
THEOREM 6A. Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and
A < B. Suppose further that 0 and are dissections of the interval [A, B], and that 0 . Then
s(f, 0 ) s(f, )
and
S(f, ) S(f, 0 ).
Proof. Suppose that x0 < x00 are consecutive dissection points of 0 , and suppose that
x0 = y0 < y1 < . . . < ym = x00
are all the dissection points of in the interval [x0 , x00 ]. Then, drawing a picture if necessary, it is easy
to see that
m
X
(yi yi1 )
i=1
inf
f (x)
x[yi1 ,yi ]
m
X
(yi yi1 )
i=1
inf
f (x) = (x00 x0 )
sup
f (x) = (x00 x0 )
x[x0 ,x00 ]
inf
f (x)
sup
f (x).
x[x0 ,x00 ]
and
m
X
i=1
(yi yi1 )
sup
f (x)
x[yi1 ,yi ]
m
X
(yi yi1 )
x[x0 ,x00 ]
i=1
x[x0 ,x00 ]
The result follows on summing over all consecutive points of the dissection 0 .
THEOREM 6B. Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and
A < B. Suppose further that 0 and 00 are dissections of the interval [A, B]. Then
s(f, 0 ) S(f, 00 ).
Proof. Consider the dissection = 0 00 of [A, B]. Then it follows from Theorem 6A that
s(f, 0 ) s(f, )
and
S(f, ) S(f, 00 ).
(1)
On the other hand, it is easy to check that

s(f, ) S(f, ).
(2)
The result follows on combining (1) and (2).

Definition. The real numbers
I (f, A, B) = sup s(f, )
and
I + (f, A, B) = inf S(f, ),
where the supremum and infimum are taken over all dissections of [A, B], are called respectively the
lower integral and the upper integral of f (x) over [A, B].
page 2 of 14
W W L Chen, 1996, 2008
Remark. Since f (x) is bounded on [A, B], it follows that s(f, ) and S(f, ) are bounded above and
below. This guarantees the existence of I (f, A, B) and I + (f, A, B).
THEOREM 6C. Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and
A < B. Then I (f, A, B) I + (f, A, B).
Proof. Suppose that 0 is a dissection of [A, B]. Then it follows from Theorem 6B that
s(f, 0 ) S(f, )
for every dissection of [A, B]. Keeping 0 fixed and taking the infimum over all dissections of
[A, B], we conclude that
s(f, 0 ) inf S(f, ) = I + (f, A, B).
Taking now the supremum over all dissections 0 of [A, B], we conclude that
I + (f, A, B) sup s(f, 0 ) = I (f, A, B).
0
The result follows.

Definition. Suppose that I (f, A, B) = I + (f, A, B). Then we say that the function f (x) is Riemann
integrable over [A, B], denoted by f R([A, B]), and write
Z
f (x) dx = I (f, A, B) = I + (f, A, B).
Example 6.1.2. Let us return to Example 6.1.1, and consider again the function f (x) = x2 in the
interval [0, 1]. Recall that both s(f, n ) and S(f, n ) converge to 31 as n . It follows that
I (f, 0, 1)
1
3
and
I + (f, 0, 1)
1
.
3
In view of Theorem 6C, we must have

I (f, 0, 1) = I + (f, 0, 1) =
1
,
3
so that
Z
0
x2 dx =
1
.
3
We can establish the following characterization of Riemann integrable functions in terms of Riemann
sums.
THEOREM 6D. Suppose that a function f (x) is bounded on the interval [A, B], where A, B R and
A < B. Then the following two statements are equivalent:
(a) f R([A, B]).
(b) Given any > 0, there exists a dissection of [A, B] such that
S(f, ) s(f, ) < .
(3)
page 3 of 14
W W L Chen, 1996, 2008
Proof. ((a)(b)) If f R([A, B]), then

sup s(f, ) = inf S(f, ),
(4)
where the supremum and infimum are taken over all dissections of [A, B]. For every > 0, there exist
dissections 1 and 2 of [A, B] such that
s(f, 1 ) > sup s(f, )

2

S(f, 2 ) < inf S(f, ) + .
(5)
S(f, ) S(f, 2 ).
(6)
and
Let = 1 2 . Then by Theorem 6A, we have

s(f, ) s(f, 1 )
and
The inequality (3) now follows on combining (4)(6).

((b)(a)) Suppose that > 0 is given. We can choose a dissection of [A, B] such that (3) holds.
Clearly
s(f, ) I (f, A, B) I + (f, A, B) S(f, ).
(7)
Combining (3) and (7), we conclude that 0 I + (f, A, B) I (f, A, B) < . Note now that > 0
is arbitrary, and that I + (f, A, B) I (f, A, B) is independent of . It follows that we must have
I + (f, A, B) I (f, A, B) = 0.
6.2. Properties of the Riemann Integral

In this section, we shall study some simple but useful properties of the Riemann integral. We begin by
studying the arithmetic of Riemann integrals.
THEOREM 6E. Suppose that f, g R([A, B]), where A, B R and A < B. Then the following
statements hold:
Z B
Z B
Z B
(a) We have f + g R([A, B]), and
(f (x) + g(x)) dx =
f (x) dx +
g(x) dx.
A
(b) For every c R, we have cf R([A, B]), and
Z
cf (x) dx = c
f (x) dx.
A
(c) If f (x) 0 for every x [A, B], then
f (x) dx 0.
A
(d) If f (x) g(x) for every x [A, B], then
f (x) dx
A
g(x) dx.
A
Proof. (a) Since f, g R([A, B]), it follows from Theorem 6D that for every > 0, there exist dissections
1 and 2 of [A, B] such that
S(f, 1 ) s(f, 1 ) <

2
and
S(g, 2 ) s(g, 2 ) <

.
2
Let = 1 2 . Then in view of Theorem 6A, we have

S(f, ) s(f, ) <

2
and
S(g, ) s(g, ) <

.
2
(8)
Suppose that the dissection is given by : A = x0 < x1 < x2 < . . . < xn = B. It is easy to see that
for every i = 1, . . . , n, we have
sup
x[xi1 ,xi ]
(f (x) + g(x))
sup
x[xi1 ,xi ]
f (x) +
sup
g(x)
x[xi1 ,xi ]
page 4 of 14
W W L Chen, 1996, 2008
and
(f (x) + g(x))
inf
x[xi1 ,xi ]
inf
f (x) +
x[xi1 ,xi ]
inf
g(x).
x[xi1 ,xi ]
It follows that
S(f + g, ) S(f, ) + S(g, )
and
s(f + g, ) s(f, ) + s(g, ).
(9)
Combining (8) and (9), we have

S(f + g, ) s(f + g, ) (S(f, ) s(f, )) + (S(g, ) s(g, )) < .
It now follows from Theorem 6D that f + g R([A, B]). To establish the second assertion, suppose now
that 1 and 2 are any two dissections of [A, B]. As before, let = 1 2 . Then in view of Theorem
6A and (9), we have
S(f, 1 ) + S(g, 2 ) S(f, ) + S(g, ) S(f + g, ) I + (f + g, A, B),
so that
S(g, 2 ) I + (f + g, A, B) S(f, 1 ).
Keeping 1 fixed and taking the infimum over all dissections 2 of [A, B], we have
I + (g, A, B) I + (f + g, A, B) S(f, 1 ),
so that
S(f, 1 ) I + (f + g, A, B) I + (g, A, B).
Taking the infimum over all dissections 1 of [A, B], we have
I + (f, A, B) I + (f + g, A, B) I + (g, A, B),
so that
I + (f + g, A, B) I + (f, A, B) + I + (g, A, B).
(10)
Similarly, in view of Theorem 6A and (9), we have

s(f, 1 ) + s(g, 2 ) s(f, ) + s(g, ) s(f + g, ) I (f + g, A, B),
so that
s(g, 2 ) I (f + g, A, B) s(f, 1 ).
Keeping 1 fixed and taking the supremum over all dissections 2 of [A, B], we have
I (g, A, B) I (f + g, A, B) s(f, 1 ),
so that
s(f, 1 ) I (f + g, A, B) I (g, A, B).
Taking the supremum over all dissections 1 of [A, B], we have
I (f, A, B) I (f + g, A, B) I (g, A, B),
page 5 of 14
W W L Chen, 1996, 2008
so that
I (f, A, B) + I (g, A, B) I (f + g, A, B).
(11)
Combining (10) and (11), we have

I (f, A, B) + I (g, A, B) I (f + g, A, B) = I + (f + g, A, B) I + (f, A, B) + I + (g, A, B).
(12)
Clearly I (f, A, B) = I + (f, A, B) and I (g, A, B) = I + (g, A, B), and so equality must hold everywhere
in (12). In particular, we have I + (f, A, B) + I + (g, A, B) = I + (f + g, A, B).
(b) The case c = 0 is trivial. Suppose now that c > 0. Since f R([A, B]), it follows from Theorem
6D that for every > 0, there exists a dissection of [A, B] such that

S(f, ) s(f, ) < .
c
S(cf, ) = cS(f, )
and
s(cf, ) = cs(f, ).
(13)
Hence
S(cf, ) s(cf, ) < .
It follows from Theorem 6D that cf R([A, B]). Also, (13) clearly implies I + (cf, A, B) = cI + (f, A, B).
Suppose next that c < 0. Since f R([A, B]), it follows from Theorem 6D that for every > 0, there
exists a dissection of [A, B] such that

S(f, ) s(f, ) < .
c
S(cf, ) = cs(f, )
and
s(cf, ) = cS(f, ).
(14)
Hence
S(cf, ) s(cf, ) < .
It follows from Theorem 6D that cf R([A, B]). Also, (14) clearly implies I + (cf, A, B) = cI (f, A, B).
(c) Note simply that
Z
f (x) dx (B A)
inf
f (x),
x[A,B]
where the right hand side is the lower sum corresponding to the trivial dissection.
(d) Note that g f R([A, B]) in view of (a) and (b). We apply part (c) to the function g f .
Next, we investigate the question of breaking up the interval [A, B] of integration.
THEOREM 6F. Suppose that f R([A, B]), where A, B R and A < B. Then for every real number
C (A, B), we have f R([A, C]) and f R([C, B]). Furthermore, we have
Z
f (x) dx =
A
f (x) dx +
A
f (x) dx.
(15)
C
page 6 of 14
W W L Chen, 1996, 2008
Proof. We shall first show that for every C 0 , C 00 R satisfying A C 0 < C 00 B, we have f
R([C 0 , C 00 ]). Since f R([A, B]), it follows from Theorem 6D that given any > 0, there exists a
dissection of [A, B] such that
S(f, ) s(f, ) < .
It follows from Theorem 6A that the dissection = {C 0 , C 00 } of [A, B] satisfies
S(f, ) s(f, ) < .
(16)
Suppose that the dissection is given by : A = x0 < x1 < x2 < . . . < xn = B. Then there exist
k 0 , k 00 {0, 1, 2, . . . , n} satisfying k 0 < k 00 such that C 0 = xk0 and C 00 = xk00 . It follows that
0 : C 0 = xk0 < xk0 +1 < xk0 +2 < . . . < xk00 = C 00
is a dissection of [C 0 , C 00 ]. Furthermore,
00
S(f, 0 ) s(f, 0 ) =
k
X
!
(xi xi1 )
n
X
f (x)
sup
inf
f (x)
x[xi1 ,xi ]
x[xi1 ,xi ]
i=k0 +1
!
(xi xi1 )
f (x)
sup
inf
f (x)
x[xi1 ,xi ]
x[xi1 ,xi ]
i=1
= S(f, ) s(f, ) < ,

in view of (16). It now follows from Theorem 6D that f R([C 0 , C 00 ]). To establish (15), note that by
definition, we have
Z
f (x) dx = inf S(f, ),
(17)
while
Z
Z
f (x) dx = inf S(f, 1 )
1
and
f (x) dx = inf S(f, 2 ).

2
(18)
Here , 1 and 2 run over all dissections of [A, B], [A, C] and [C, B] respectively. The identity (15)
will follow from (17) and (18) if we can show that
inf S(f, ) = inf S(f, 1 ) + inf S(f, 2 ).
(19)
Suppose first of all that is a dissection of [A, B]. Then we can write {C} = 0 00 , where 0
and 00 are dissections of [A, C] and [C, B] respectively. By Theorem 6A, we have
S(f, ) S(f, {C}) = S(f, 0 ) + S(f, 00 ).
Clearly
S(f, 0 ) + S(f, 00 ) inf S(f, 1 ) + inf S(f, 2 ).
1
Hence
S(f, ) inf S(f, 1 ) + inf S(f, 2 ).
1
Taking the infimum over all dissections of [A, B], we conclude that
inf S(f, ) inf S(f, 1 ) + inf S(f, 2 ).
(20)
page 7 of 14
W W L Chen, 1996, 2008
To establish the opposite inequality, suppose next that 1 and 2 are dissections of [A, C] and [C, B]
respectively. Then 1 2 is a dissection of [A, B], and
S(f, 1 ) + S(f, 2 ) = S(f, 1 2 ) inf S(f, ).
This implies that

S(f, 1 ) inf S(f, ) S(f, 2 ).
Keeping 2 fixed and taking the infimum over all dissections 1 of [A, C], we have
inf S(f, 1 ) inf S(f, ) S(f, 2 ),
1
and so
S(f, 2 ) inf S(f, ) inf S(f, 1 ).
Taking the infimum over all dissections 2 of [C, B], we have

inf S(f, 2 ) inf S(f, ) inf S(f, 1 ),
and so
inf S(f, 1 ) + inf S(f, 2 ) inf S(f, ).
(21)
The assertion (19) now follows on combining (20) and (21).

Next, we investigate the question of combining two intervals of integration.
THEOREM 6G. Suppose that A, B, C R and A < C < B. Suppose further that f R([A, C]) and
f R([C, B]). Then f R([A, B]). Furthermore,
Z
f (x) dx =
A
f (x) dx +
A
f (x) dx.
C
Proof. Since f R([A, C]) and f R([C, B]), it follows from Theorem 6D that given any > 0, there
exist dissections 1 and 2 of [A, C] and [C, B] respectively such that
S(f, 1 ) s(f, 1 ) <

2
and
S(f, 2 ) s(f, 2 ) <

.
2
(22)
Clearly = 1 2 is a dissection of [A, B]. Furthermore,

S(f, ) = S(f, 1 ) + S(f, 2 )
and
s(f, ) = s(f, 1 ) + s(f, 2 ).
Hence
S(f, ) s(f, ) = (S(f, 1 ) s(f, 1 )) + (S(f, 2 ) s(f, 2 )) < ,
in view of (22). It now follows from Theorem 6D that f R([A, B]). The last assertion now follows
immediately from Theorem 6F.
Finally, we consider the question of altering the value of the function at a finite number of points.
The following result may be applied a finite number of times.
page 8 of 14
W W L Chen, 1996, 2008
THEOREM 6H. Suppose that f R([A, B]), where A, B R and A < B. Suppose further that the
real number C [A, B], and that f (x) = g(x) for every x [A, B] except possibly at x = C. Then
g R([A, B]), and
Z B
Z B
g(x) dx.
f (x) dx =
A
Proof. Write h(x) = f (x) g(x) for every x [A, B]. We shall show that
Z B
h(x) dx = 0.
A
Note that h(x) = 0 whenever x 6= C. The case h(C) = 0 is trivial, so we assume, without loss of
generality, that h(C) 6= 0. Given any > 0, we shall choose a dissection of [A, B] such that C is not
one of the dissection points and such that the subinterval containing C has length less than /|h(C)|.
Since |h(C)| h(C) |h(C)|, it is easy to check that
S(h, ) |h(C)|

<
|h(C)|
and
s(h, ) |h(C)|

> .
|h(C)|
Hence
< I (h, A, B) I + (h, A, B) < .
Note now that > 0 is arbitrary, and the terms I (h, A, B) and I + (h, A, B) are independent of . It
follows that we must have I (h, A, B) = I + (h, A, B) = 0. This completes the proof.
6.3. Sufficient Conditions for Integrability

There are a few conditions that guarantee Riemann integrability. Here we shall study two such instances.
Definition. Suppose that f (x) is a function defined on an interval I.
(1) We say that f (x) is increasing in I if f (x1 ) f (x2 ) for every x1 , x2 I satisfying x1 < x2 .
(2) We say that f (x) is decreasing in I if f (x1 ) f (x2 ) for every x1 , x2 I satisfying x1 < x2 .
(3) We say that f (x) is monotonic in I if it is increasing in I or decreasing in I.
Remark. Note that a constant function on an interval I is both increasing in I and decreasing in I.
THEOREM 6J. Suppose that a function f (x) is monotonic in the closed interval [A, B], where
A, B R and A < B. Then f R([A, B]).
Proof. The result is trivial if f (A) = f (B), so we may assume that f (A) 6= f (B). We may further
assume, without loss of generality, that f (x) is increasing in [A, B], so that f (A) < f (B). Given any
> 0, we shall consider a dissection
: A = x0 < x1 < x2 < . . . < xn = B
of [A, B] such that
xi xi1 <

f (B) f (A)
for every i = 1, . . . , n.
Since f (x) is increasing in [A, B], we have

S(f, ) =
n
X
(xi xi1 )f (xi )
i=1
and
s(f, ) =
n
X
(xi xi1 )f (xi1 ),
i=1
page 9 of 14
W W L Chen, 1996, 2008
so that
S(f, ) s(f, ) =
n
X
(xi xi1 )(f (xi ) f (xi1 )) <
i=1
X

(f (xi ) f (xi1 )) = .
f (B) f (A) i=1
The result now follows from Theorem 6D.

THEOREM 6K. Suppose that a function f (x) is continuous in the closed interval [A, B], where
A, B R and A < B. Then f R([A, B]).
Here we need the idea of uniformity in continuity.
Definition. A function f (x) is said to be uniformly continuous in an interval I if, given any > 0,
there exists > 0 such that
|f (x) f (y)| <
whenever x, y I and |x y| < .
It is easy to show that if f (x) is uniformly continuous in an interval I, then it is continuous in I. The
converse is not true, as can be seen from the following example.
Example 6.3.1. Consider the function f (x) = 1/x in the open interval (0, 1). Then given any > 0,
there exists n N such that n2 > 1 . Note now that

1

1
1
1
1

=1
f 1 f
and
=
< 2 < .

n
n+1
n n+1
n(n + 1)
n
THEOREM 6L. Suppose that a function f (x) is continuous in the closed interval [A, B], where
A, B R and A < B. Then f (x) is uniformly continuous in [A, B].
Proof. Suppose on the contrary that f (x) is not uniformly continuous in [A, B]. Then there exists
> 0 such that for every n N, there exist xn , yn [A, B] such that
|xn yn | <
1
n
and
|f (xn ) f (yn )| .
The sequence xn is clearly bounded, and so has a convergent subsequence xnp . Suppose that xnp c
as p . Then
|ynp c| |xnp ynp | + |xnp c| 0
as p ,
so that ynp c as p . Suppose first of all that c (A, B). Since f (x) is continuous in [A, B], it is
continuous at c, and so f (xnp ) f (c) and f (ynp ) f (c) as p . Note now that
|f (xnp ) f (ynp )| |f (xnp ) f (c)| + |f (ynp ) f (c)|.
This implies that |f (xnp ) f (ynp )| 0 as p , clearly a contradiction. If c = A or c = B, then
there is only one-sided continuity at c, and the proof requires minor modification.
Proof of Theorem 6K. In view of Theorem 6L, given any > 0, there exists > 0 such that
|f (x) f (y)| <

BA
whenever x, y [A, B] and |x y| < .
We now consider a dissection

: A = x0 < x1 < x2 < . . . < xn = B
page 10 of 14
W W L Chen, 1996, 2008
of [A, B] such that

xi xi1 <
for every i = 1, . . . , n.
Then
!
n
X
S(f, ) s(f, ) =
(xi xi1 )
f (x)
sup
inf
f (x)
x[xi1 ,xi ]
x[xi1 ,xi ]
i=1
n
X
(xi xi1 ) = .
B A i=1
The result now follows from Theorem 6D.
6.4. Integration as the Inverse of Differentiation

In this section, we shall establish the principle that if we can find an indefinite integral, then we can
calculate definite integrals. However, we shall first establish some properties of the indefinite integral.
THEOREM 6M. Suppose that f R([A, B]), where A, B R and A < B. Suppose further that
Z x
F (x) =
f (t) dt
A
for every x [A, B]. Then the following assertions hold:

(a) The function F (x) is continuous in [A, B].
(b) For every a (A, B) such that f (x) is continuous at x = a, we have F 0 (a) = f (a).
Proof. (a) Suppose that a (A, B). Then
Z
a+h
F (a + h) f (a) =
f (t) dt.
a
If h > 0, then it follows from Theorem 6E(d) that

Z
a+h
f (t)
h inf
f (t) dt h sup f (t),
t[A,B]
t[A,B]
so that F (a + h) F (a) 0 as h 0+. An essentially similar argument holds for h < 0 and h 0.
The argument has to be slightly modified if a = A or a = B.
(b) Suppose first of all that h > 0. Then it follows from Theorem 6E(d) that
Z
h
f (t)
inf
t[a,a+h]
a+h
f (t) dt h
sup
f (t),
t[a,a+h]
so that
inf
f (t)
t[a,a+h]
F (a + h) F (a)
sup f (t).
h
t[a,a+h]
If f (x) is continuous at x = a, then

inf
f (t) f (a)
t[a,a+h]
and
sup
f (t) f (a)
as h 0+,
t[a,a+h]
page 11 of 14
W W L Chen, 1996, 2008
so that
F (a + h) F (a)
f (a)
h
as h 0 + .
An essentially similar argument holds for h < 0 and h 0.

THEOREM 6N. Suppose that f (x) is continuous in the interval [A, B], where A, B R and A < B.
Suppose further that 0 (x) = f (x) for every x [A, B]. Then for every x [A, B], we have
Z
f (t) dt = (x) (A).

A
Proof. It follows from Theorem 6M that F 0 (x) 0 (x) = 0 for every x (A, B), so that F (x) (x)
is constant in [A, B] by Theorem 5H(a). Since F (A) = 0, we must have F (x) = (x) (a) for every
x [A, B].
6.5. An Important Example

In this section, we shall find a function that is not Riemann integrable. Consider the function
g(x) =
0
1
if x is rational,
if x is irrational.
We know from Theorem 1D that in any open interval, there are rational numbers and irrational numbers.
It follows that in any interval [, ], where < , we have
inf g(x) = 0
and
x[,]
sup g(x) = 1.
x[,]
It follows that for every dissection of [0, 1], we have

s(g, ) = 0
and
S(g, ) = 1,
so that
I (g, 0, 1) = 0 6= 1 = I + (g, 0, 1).
It follows that g(x) is not Riemann integrable over the closed interval [0, 1].
Note, on the other hand, that the rational numbers in [0, 1] are countable, while the irrational numbers
in [0, 1] are not countable. In the sense of cardinality, there are far more irrational numbers than rational
numbers in [0, 1]. However, the definition of the Riemann integral does not highlight this inequality.
We wish therefore to develop a theory of integration more general than Riemann integration. This is
the motivation for the Lebesgue integral.
page 12 of 14
W W L Chen, 1996, 2008

Z
1. Calculate the integral
x dx by dissecting the interval [0, 1] into equal parts.

0
B
xk dx, where k > 0 is fixed, by dissecting the interval [A, B] into n parts

A
in geometric progression, so that A < Aq < Aq 2 < . . . < Aq n = B.

Z 2
1
1
3. a) By using the method of Problem 2, prove that
dx = .
2
2
1 x

1
1
1
1
+
+ ... +
= .
b) Deduce that lim n
2
2
2
n
(n + 1)
(n + 2)
(2n)
2
Z
sin x dx by dissecting the interval [0, ] into equal parts.

0
5. Consider the function f (x) = 1/x in the closed interval [1, 2]. For every n N, let n denote the
dissection of the interval [1, 2] into n subintervals of equal length.
a) Find s(f, n ) and S(f, n ), and show that
S(f, n ) s(f, n ) =
1
.
2n
b) Show that f R([1, 2]).

c) Explain why the value of the integral is equal to

1
1
1
lim
+
+ ... +
.
n n + 1
n+2
2n
6. In this question, we shall try to verify from the definition of the Riemann integral that
Z
f (x) dx =
0
2
,
where f (x) = cos
x
.
2
For every n N, let n denote the dissection of the interval [0, 1] into n subintervals of equal length.
a) Find s(f, n ) and S(f, n ), and show that
S(f, n ) s(f, n ) =
1
.
n
b) Show that f R([0, 1]).

c) Explain why
Z
f (x) dx = lim S(f, n ).

n
d) Note that cos(k 1) = R(ei(k1) ), so that S(f, n ) is the real part of a geometric series. Sum
the geometric series and show that

1
1 ein
1
1i
sin
S(f, n ) = R
,
where =
.
= R
= +
n
1 ei
n
1 ei
(1 cos )
2n
e) Explain why
lim S(f, n ) =
n
2
.
page 13 of 14
W W L Chen, 1996, 2008
7. Suppose that a function f (x) is bounded on the closed interval [A, B], where A, B R and A < B.
a) Show that for any closed interval I [A, B],
sup |f (x)| inf |f (x)| sup f (x) inf f (x).
xI
xI
xI
xI
b) Show that for every dissection of the interval [A, B],

S(|f |, ) s(|f |, ) S(f, ) s(f, ).
c) Show that if f R([A, B]), then |f | R([A, B]).
d) Note that |f (x)| f (x) |f (x)| for every x [A, B]. Use this to show that if f R([A, B]),
then
Z
Z

B
B

|f (x)| dx.
f (x) dx

A
A
8. Suppose that f, g R([A, B]), where A, B R and A < B.
a) Show that f 2 R([A, B]).
b) Use part (a) to deduce that f g R([A, B]).
c) Suppose further that m f (x) M and g(x) 0 for every x [A, B]. Show that
Z
g(x) dx
m
A
Z
f (x)g(x) dx M
g(x) dx.
A
d) By considering the integral

Z
(f (x) + g(x))2 dx
for suitable constants and , establish Schwarzs inequality

Z
!2
f (x)g(x) dx
A
! Z
f (x) dx
g (x) dx .
page 14 of 14
W W L CHEN
c

W W L Chen, 1983, 2008.
Chapter 7
FURTHER TREATMENT OF LIMITS
7.1. Upper and Lower Limits of a Real Sequence

Suppose that xn is a sequence of real numbers bounded above. For every n N, let
Kn = sup{xn , xn+1 , xn+2 , . . .}.
Then Kn is a decreasing sequence, and converges as n if it is bounded below.
Definition. Suppose that xn is a sequence of real numbers bounded above. The number

= lim

sup xr ,
rn
if it exists, is called the upper limit of xn , and denoted by

= lim sup xn
or
= lim xn .
n
Definition. Suppose that xn is a sequence of real numbers bounded below. The number

= lim

inf xr ,
rn
if it exists, is called the lower limit of xn , and denoted by

= lim inf xn
n
Chapter 7 : Further Treatment of Limits
or
= lim xn .
n
page 1 of 10
W W L Chen, 1983, 2008
Remark. It is obvious that , since the infimum of a bounded set of real number never exceeds the
corresponding supremum.
Example 7.1.1. For the sequence xn = (1)n , we have = 1 and = 1.
Example 7.1.2. For the sequence xn = n/(n + 1), we have = = 1.
Example 7.1.3. For the sequence xn = n(1 + (1)n ), we have = 0 and does not exist.
Example 7.1.4. For the sequence xn = sin 21 n, we have = 1 and = 1.
THEOREM 7A. Suppose that xn is a sequence of real numbers. Then the following two statements
are equivalent:
(a) We have = lim sup xn .
n
(b) For every > 0, we have

(i) xn < + for all sufficiently large n N; and
(ii) xn > for infinitely many n N.
Proof. ((a)(b)) Suppose that
= lim sup xn = lim Kn ,
n
where
Kn = sup xr .
rn
Given any > 0, there exists N N such that |KN | < , so that in particular, KN < + . It
follows that xn < + for every n N , giving (i). On the other hand, for every > 0 and every N N,
there exists n N such that xn > KN . Clearly KN for every N N, giving (ii).
((b)(a)) Given any > 0, it follows from (i) that Kn + for all sufficiently large n N, and
from (ii) that Kn > for every n N. Clearly Kn as n .
Similarly, we have the following result.
THEOREM 7B. Suppose that xn is a sequence of real numbers. Then the following two statements
are equivalent:
(a) We have = lim inf xn .
n
(b) For every > 0, we have

(i) xn > for all sufficiently large n N; and
(ii) xn < + for infinitely many n N.
We now establish the following important result.
THEOREM 7C. Suppose that xn is a sequence of real numbers. Then
lim xn = `
if and only if
lim sup xn = lim inf xn = `.

n
Proof. () Suppose that xn ` as n . Then the upper and lower limits of the sequence xn
clearly exist, since xn is bounded in this case. Also, given any > 0, there exists N N such that
` < xn < ` + for every n N . The conclusion follows immediately from Theorems 7A and 7B.
() Suppose that the upper and lower limits are both equal to `. Then it follows from Theorem 7A
that xn < ` + for all sufficiently large n N, and from Theorem 7B that xn > ` for all sufficiently
large n N. Hence |xn `| < for all sufficiently large n N, whence xn ` as n .
page 2 of 10
W W L Chen, 1983, 2008
7.2. Double and Repeated Limits

We shall consider a double sequence zmn of complex numbers, represented by a doubly infinite array
z11
z12
z13
...
z21
z22
z23
...
z31
z32
z33
...
..
.
..
.
..
.
..
of complex numbers. More precisely, a double sequence of complex numbers is simply a mapping from
N N to C.
Definition. We say that a double sequence zmn converges to a finite limit z C, denoted by zmn z
as m, n or by
lim zmn = z,
m,n
if, given any > 0, there exists N = N () R, depending on , such that |zmn z| < whenever
m, n > N . Furthermore, we say that a double sequence zmn is convergent if it converges to some finite
limit z as m, n , and that a double sequence zmn is divergent if it is not convergent.
Example 7.2.1. For the double sequence
zmn =
1
,
m+n
zmn =
m
m+n
we have zmn 0 as m, n .
Example 7.2.2. The double sequence
does not converge to a finite limit as m, n . Note that for all sufficiently large m, n N with m = n,
we have zmn = 21 , whereas for all sufficiently large m, n N with m = 2n, we have zmn = 23 .
The question we want to study is the relationship, if any, between the following three limiting processes
when applied to a double sequence zmn of complex numbers:
m, n .
n followed by m .
m followed by n .
THEOREM 7D. Suppose that a double sequence zmn satisfies the following conditions:
(a) The double limit lim zmn exists.
m,n
(b) For every m N, the limit lim zmn exists.

n

Then the repeated limit lim
lim zmn exists, and is equal to the double limit
m
lim zmn .
m,n
Remark. We need to make the assumption (b), as it does not necessarily follow from assumption (a).
Consider, for example, the double sequence
zmn =
(1)n
.
m
page 3 of 10
W W L Chen, 1983, 2008
Proof of Theorem 7D. Suppose that zmn z as m, n . Suppose also that for every m N,
zmn m as n . We need to show that m z as m . Given any > 0, there exists N R
such that
|zmn z| <

2
whenever m, n > N.
On the other hand, given any m N, there exists M (m) R such that
|zmn m | <

2
whenever n > M (m).
Now let m > N . Then choosing n > max{N, M (m)}, we have

|m z| |zmn m | + |zmn z| < .
Hence m z as m .
We immediately have the following generalization.
THEOREM 7E. Suppose that a double sequence zmn satisfies the following conditions:
(a) The double limit lim zmn exists.
m,n
(b) For every m N, the limit lim zmn exists.

n
(c) For every n N, the limit lim zmn exists.

m

Then the repeated limits lim
lim zmn and lim
lim zmn exist, and are both equal to the double
m n
n m
limit lim zmn .
m,n
We can further generalize the above to a result concerning series.

Definition. Suppose that zmn is a double sequence of complex numbers. For every m, n N, let
smn =
m X
n
X
zij .
i=1 j=1
If the double sequence smn s as m, n , then we say that the double series
zmn
m,n=1
is convergent, with sum s.

THEOREM 7F. Suppose that a double sequence zmn satisfies the following conditions:
X
(a) The double series
zmn is convergent, with sum s.
m,n=1
(b) For every m N, the series

(c) For every n N, the series
Then the repeated series
X
n=1
m=1
m=1
n=1
zmn is convergent.
zmn is convergent.
zmn
!
and
n=1
m=1
!
zmn
are both convergent, with sum s.
page 4 of 10
W W L Chen, 1983, 2008
7.3. Infinite Products

An infinite product is an expression of the form
(1 + z1 )(1 + z2 )(1 + z3 ) . . .
with an infinitude of factors. We denote this by
(1 + zn ).
(1)
n=1
We also make the natural assumption that zn 6= 1 for any n N.

For every N N, let
pN =
N
Y
(1 + zn ) = (1 + z1 ) . . . (1 + zN ).
n=1
We shall call pN the N -th partial product of the infinite product (1).
Definition. If the sequence pN converges to a non-zero limit p as N , then we say that the infinite
product (1) converges to p and write
(1 + zn ) = p.
n=1
In this case, we sometimes simply say that the infinite product (1) is convergent. On the other hand, if
the sequence pN does not cionverge to a non-zero limit as N , then we say that the infinite product
(1) is divergent. In particular, if pN 0 as N , then we say that the infinite product (1) diverges
to zero.
Let us first examine the special case when all the terms zn are real.
THEOREM 7G. Suppose that an 0 for every n N. Then the infinite product
(1 + an )
n=1
is convergent if and only if the series
an
n=1
is convergent.
Proof. Let sN be the N -th partial sum of the series. Since an 0 for every n N, the sequences sN
and pN are both increasing. On the other hand, note that 1 + a ea for every a 0. It follows that for
every N N, we have
a1 + . . . + aN (1 + a1 ) . . . (1 + aN ) ea1 +...+aN ,
so that sN pN esN . It follows that the sequences sN and pN are bounded or unbounded together.
The result follows from Theorem 2E.
page 5 of 10
W W L Chen, 1983, 2008
If an 0 for every n N, then we write an = bn and consider the infinite product
(1 bn ).
(2)
n=1
THEOREM 7H. Suppose that 0 bn < 1 for every n N. Then the infinite product (2) is convergent
if and only if the series
bn
(3)
n=1
is convergent.
This follows immediately from the following two results.
THEOREM 7J. Suppose that 0 bn < 1 for every n N. Suppose further that the series (3) is
convergent. Then the infinite product (2) is convergent.
THEOREM 7K. Suppose that 0 bn < 1 for every n N. Suppose further that the series (3) is
divergent. Then the infinite product (2) diverges to zero.
Proof of Theorem 7J. Since the series (3) is convergent, there exists M N such that
X
n=M +1
bn <
1
.
2
Hence for every N > M , we have

(1 bM +1 )(1 bM +2 ) . . . (1 bN ) 1 bM +1 bM +2 . . . bN >
1
.
2
It follows that the sequence pN is a decreasing sequence bounded below by 21 pM 6= 0, so that pN converges
to a non-zero limit as N .
Proof of Theorem 7K. Note that 1 b eb whenever 0 b < 1. It follows that for every N N,
we have
0 (1 b1 ) . . . (1 bN ) eb1 ...bN .
Note now that eb1 ...bN 0 as N . The result follows from the Squeezing principle.
We now investigate the general case, where zn C \ {1} for every n N.
Definition. The infinite product (1) is said to be absolutely convergent if the infinite product
(1 + |zn |)
n=1
is convergent.
The following result is an obvious consequence of Theorem 7G.
page 6 of 10
W W L Chen, 1983, 2008
THEOREM 7L. The infinite product (1) is absolutely convergent if and only if the series
zn
(4)
n=1
is absolutely convergent.
On the other hand, as in series, we have the following result.
THEOREM 7M. Suppose that the infinite product (1) is absolutely convergent. Then it is also convergent.
Proof. For every N N, let
N
Y
pN =
(1 + zn )
and
PN =
n=1
N
Y
(1 + |zn |).
n=1
If N 2, then
pN pN 1 = (1 + z1 ) . . . (1 + zN 1 )zN
PN PN 1 = (1 + |z1 |) . . . (1 + |zN 1 |)|zN |,
and
so that
|pN pN 1 | PN PN 1 .
(5)
If we write p0 = P0 = 0, then (5) holds also for N = 1. Furthermore, for every N N, we have
pN =
N
X
(pn pn1 )
and
PN =
N
X
(Pn Pn1 ).
n=1
n=1
Since PN converges as N , it follows from the Comparison test that pN converges as N . It

remains to show that pN does not converge to 0 as N . Note from Theorem 7L that the series (4)
is absolutely convergent, so that zn 0 as n , and so 1 + zn 1 as n . Hence the series

X
zn

1 + zn
n=1
is convergent, and so it follows from Theorem 7L that the infinite product

Y
n=1

zn

1 +
1 + zn
(6)
is convergent. Repeating the first part of our argument on the infinite product (6), we conclude that the
sequence
N
Y
n=1
zn
1 + zn
is convergent as N . Note now that this product is precisely 1/pN .

page 7 of 10
W W L Chen, 1983, 2008
7.4. Double Integrals

The purpose of this last section is to give a sketch of the proof of the following result concerning double
integrals.
THEOREM 7N. Suppose that a function f (x, y) is continuous in a closed rectangle [A, B] [C, D],
where A, B, C, D R satisfy A < B and C < D. Then the double integrals
Z
Z
f (x, y) dy
dx
f (x, y) dx
dy
and
C
exist in the sense of Riemann, and are equal to each other.

Sketch of Proof. The idea is to first show that f (x, y) is uniformly continuous in the rectangle
[A, B] [C, D], in the spirit of Theorem 6L. Using the uniform continuity, one can then show that the
function
Z B
f (x, y) dx
(y) =
A
is continuous in the closed interval [C, D]. It follows from Theorem 6K that the integral
D
Z
dy
f (x, y) dx
exists. Similarly the other integral

B
Z
dx
f (x, y) dy
exists. To show that the two integrals are equal, we make use of the uniform continuity again. Given
any > 0, there exist dissections A = x0 < x1 < . . . < xk = B and C = y0 < y1 < . . . < yn = D of the
intervals [A, B] and [C, D] respectively such that
Mij mij <

(B A)(D C)
for every i = 1, . . . , k and j = 1, . . . , n,
where
Mij =
sup
f (x, y)
and
mij =
xi1 xxi
yj1 yyj
For every i = 1, . . . , k and j = 1, . . . , n, we have

Z xi
mij (xi xi1 )
f (x, y) dx Mij (xi xi1 )
inf
xi1 xxi
yj1 yyj
f (x, y).
for every y [yj1 , yj ],
xi1
so that
Z
yj
mij (xi xi1 )(yj yj1 )
xi
f (x, y) dx Mij (xi xi1 )(yj yj1 ).
dy
yj1
xi1
Summing over all i and j, we obtain

k X
n
X
i=1 j=1
f (x, y) dx
dy
C
k X
n
X
Mij (xi xi1 )(yj yj1 ).
i=1 j=1
page 8 of 10
W W L Chen, 1983, 2008
A similar argument gives

k X
n
X
i=1 j=1
f (x, y) dy
dx
A
k X
n
X
Mij (xi xi1 )(yj yj1 ).
i=1 j=1
Hence

Z
Z B
Z D
k X
n
X
D Z B

dy
f (x, y) dx
dx
f (x, y) dy
(Mij mij )(xi xi1 )(yj yj1 ) < .

C
A
A
C
i=1 j=1
The result now follows since > 0 is arbitrary and the left hand side is independent of .
It turns out that the conclusion of Theorem 7N may still hold even if the function f (x, y) is not
continuous everywhere in the rectangle [A, B] [C, D]. We state without proof the following result.
THEOREM 7P. Suppose that a function f (x, y) is continuous in a closed rectangle [A, B] [C, D],
where A, B, C, D R satisfy A < B and C < D, except possibly at points along a curve of type defined
by one of the following:
(a) x = for some [A, B].
(b) y = for some [C, D].
(c) x = (y) for y [, ], where C D and (y) is strictly monotonic and continuous.
Then the conclusion of Theorem 7N holds.
page 9 of 10
W W L Chen, 1983, 2008

1. Suppose that xn and yn are bounded real sequences.
a) Show that
lim xn + lim yn lim (xn + yn ) lim xn + lim yn lim (xn + yn ) lim xn + lim yn .
n
b) Find sequences xn and yn where equality holds nowhere in part (a).

c) Suppose further that xn 0 and yn 0 for every n N. Establish a chain of inequalities as in
part (a) but with products in place of sums.
d) Find sequences xn and yn where equality holds nowhere in part (c).
2. For each of the following double sequences zmn , find the double limit

limits lim
lim zmn and lim
lim zmn , if they exist:
m
a) zmn
c) zmn
e) zmn
lim zmn and the repeated
m,n
mn
=
m+n
m+n
= 2
m + n2
mn
= 2
m + n2
b) zmn =
d) zmn
f) zmn
m+n
m2

1
1
= (1)
+
m n

1
m+n 1
= (1)
1+
n
m
m+n
3. Does there exist a double sequence zmn such that zmn converges as m, n but also that zmn is
not bounded? Justify your assertion.
4. Suppose that xmn is a bounded double sequence of real numbers satisfying the following conditions:
a) For every fixed m N, the sequence xmn is increasing in n.
b) For every fixed n N, the sequence xmn is increasing in m.
Prove that xmn converges as m, n .
5. Use Problem 4 to prove the Comparison test for double series: Suppose that 0 umn vmn for
every m, n N. Suppose further that the double series
vmn
m,n=1
is convergent. Then the double series
umn
m,n=1
is convergent.
6. Using ideas from the proof of the Alternating series test, prove that the infinite product

Y
(1)n1
1+
n
n=1
is convergent.
7. Prove Theorem 7N.
page 10 of 10
W W L CHEN
c

W W L Chen, 1983, 2008.
Chapter 8
UNIFORM CONVERGENCE
8.1. Introduction
We begin by making a somewhat familiar definition.
Definition. Suppose that fn : X C is a sequence of functions on a set X R. We say that the
sequence fn converges pointwise to the function f : X C if for every x X, we have
|fn (x) f (x)| 0
as n .
Example 8.1.1. Let X = [0, 1]. For every n N and every x [0, 1], let fn (x) = xn . Then for every
x [0, 1], fn (x) f (x) as n , where f (x) = 0 if 0 x < 1 and f (1) = 1. Note that each of the
functions fn (x) is continuous on [0, 1], but the limit function f (x) is not continuous on [0, 1]. Hence the
continuity property of the functions fn (x) is not carried over to the limit function f (x).
To carry over certain properties of the individual functions of a sequence to the limit function, we
need a type of convergence which is stronger than pointwise convergence.
Definition. Suppose that fn : X C is a sequence of functions on a set X R. We say that the
sequence fn converges uniformly to the function f : X C if
sup |fn (x) f (x)| 0
as n .
xX
Example 8.1.2. In Example 8.1.1, we have fn (x) f (x) pointwise in [0, 1]. However, if 0 x < 1,
then |fn (x) f (x)| = xn and so
sup |fn (x) f (x)| sup |fn (x) f (x)| = sup xn = 1
x[0,1]
x[0,1)
x[0,1)
for every n N. It follows that fn (x) f (x) as n , pointwise but not uniformly on [0, 1].
Chapter 8 : Uniform Convergence
page 1 of 11
W W L Chen, 1983, 2008
Remark. Pointwise convergence means that given any > 0, for every x X, there exists N = N (, x)
such that
|fn (x) f (x)| <
whenever n > N (, x).
Uniform convergence means that given any > 0, there exists N = N (), independent of x X, such
that
|fn (x) f (x)| <
whenever n > N () and x X.
8.2. Criteria for Uniform Convergence

We shall first of all extend the General principle of convergence to the case of uniform convergence.
THEOREM 8A. (GENERAL PRINCIPLE OF UNIFORM CONVERGENCE) Suppose that fn is a
sequence of real or complex valued functions defined on a set X R. Then fn (x) converges uniformly
on X as n if and only if, given any > 0, there exists N such that
sup |fm (x) fn (x)| <
whenever m > n N .
xX
Proof. () Suppose that fn (x) f (x) uniformly on X as n . Then given any > 0, there exists
N such that
sup |fn (x) f (x)| < 12
whenever n N .
xX
It follows that
|fm (x) fn (x)| |fm (x) f (x)| + |fn (x) f (x)| <
whenever m > n N and x X,
and so
sup |fm (x) fn (x)|
whenever m > n N .
xX
() Since R and C are complete, for every x X, the sequence fn (x) converges pointwise to a limit
f (x), say, as n . We shall show that fn (x) f (x) uniformly on X as n . Given any > 0,
there exists N such that for every x X,
|fm (x) fn (x)| <
whenever m > n N .
Hence for every x X,

|f (x) fn (x)| = lim |fm (x) fn (x)|
m
whenever n N ,
so that
sup |fn (x) f (x)|
whenever n N .
xX
Hence fn (x) f (x) uniformly on X as n .

We next turn our attention to series of real or complex valued functions.
page 2 of 11
W W L Chen, 1983, 2008
Definition. Suppose that un is a sequence of real or complex valued functions defined on a set X R.
We say that the series
un (x)
n=1
converges uniformly on X if the sequence of partial sums

N
X
sN (x) =
un (x)
n=1
converges uniformly on X.
We have the analogue of the Comparison test.
THEOREM 8B. (WEIERSTRASSS M-TEST) Suppose that un is a sequence of real or complex valued
functions defined on a set X R. Suppose further that for every n N, there exists a real constant Mn
such that the series
Mn
n=1
is convergent, and that |un (x)| Mn for every x X. Then the series
un (x)
n=1
converges uniformly and absolutely on X.

Proof. Given any > 0, it follows from the General principle of convergence for series that there exists
N such that
whenever m > n N .
Mn+1 + . . . + Mn <
It follows that
|sm (x) sn (x)| Mn+1 + . . . + Mn <
whenever m > n N and x X,
so that
sup |sm (x) sn (x)|
whenever m > n N .
xX
It now follows from Theorem 8A that the series
un (x)
n=1
converges uniformly on X. Note finally that absolute convergence follows pointwise from the proof of
the Comparison test.
The General principle of uniform convergence can also be used to establish the following two results.
page 3 of 11
W W L Chen, 1983, 2008
THEOREM 8C. (DIRICHLETS TEST) Suppose that an and bn are two sequences of real valued
functions defined on a set X R, and satisfy the following conditions:
(a) There exists K R such that |sn (x)| K for every n N and every x X, where sn (x) denotes
the sequence of partial sums sn (x) = a1 (x) + . . . + an (x).
(b) For every x X, the sequence bn (x) is monotonic.
(c) The sequence bn (x) 0 uniformly on X as n .
Then the series
an (x)bn (x)
n=1
Proof. Since bn (x) 0 uniformly on X as n , given any > 0, there exists N0 such that
|bn (x)| <

4K
whenever n > N0 and x X.
It follows that whenever M > N N0 , we have

M

X

an (x)bn (x) = |(sN +1 (x) sN (x))bN +1 (x) + . . . + (sM (x) sM 1 (x))bM (x)|

n=N +1
= | sN (x)bN +1 (x) + sN +1 (x)(bN +1 (x) bN +2 (x)) + . . . + sM 1 (x)(bM 1 (x) bM (x)) + sM (x)bM (x)|
K(|bN +1 (x)| + |bN +1 (x) bN +2 (x)| + . . . + |bM 1 (x) bM (x)| + |bM (x)|)
= K(|bN +1 (x)| + |bN +1 (x) bM (x)| + |bM (x)|) 2K(|bN +1 (x)| + |bM (x)|) < .
The result follows from the General principle of uniform convergence.
THEOREM 8D. (ABELS TEST) Suppose that an and bn are two sequences of real valued functions
defined on a set X R, and satisfy the following conditions:
X
(a) The series
an (x) converges uniformly on X.
n=1
(b) For every x X, the sequence bn (x) is monotonic.

(c) There exists K R such that |bn (x)| K for every n N and every x X.
Then the series
an (x)bn (x)
n=1
Proof. Given any > 0, there exists N0 such that
m

X

an (x) <

3K
whenever m > N N0 and x X.
n=N +1
In other words, writing sn (x) = a1 (x) + . . . + an (x), we have

|sm (x) sN (x)| <

3K
whenever m > N N0 and x X.

page 4 of 11
W W L Chen, 1983, 2008
It follows that whenever M > N N0 , we have

M
M

X
X

(sm (x) sm1 (x))bm (x)
am (x)bm (x) =

m=N +1
m=N +1
M

X

=
((sm (x) sN (x)) (sm1 (x) sN (x)))bm (x)

m=N +1
M

M
1
X

X

=
(sm (x) sN (x))bm (x)
(sm (x) sN (x))bm+1 (x)

m=N +1
M
1
X
m=N +1
|sm (x) sN (x)||bm (x) bm+1 (x)| + |sM (x) sN (x)||bM (x)|
m=N +1
<

3K

=
3K
M
1
X
|bm (x) bm+1 (x)| +
m=N +1

|bM (x)|
3K
M 1

X

(bm (x) bm+1 (x)) +
|bM (x)|

3K
m=N +1

=
|bN +1 (x) bM (x)| +
|bM (x)|
3K
3K

(|bN +1 (x)| + 2|bM (x)|) .

3K
The result follows from the General principle of uniform convergence.
8.3. Consequences of Uniform Convergence

In this section, we discuss the implications of uniform convergence on continuity, integrability and
differentiability. To answer the question first raised in Section 8.1, we have the following result.
THEOREM 8E. Suppose that a sequence of functions fn : X C converges uniformly on a set X R
to a function f : X C as n . Suppose further that c X and that the function fn is continuous
at c for every n N. Then the function f is continuous at c.
Remark. The conclusion of Theorem 8E can be written in the form
lim lim fn (x) = lim lim fn (x).
xc n
n xc
Theorem 8E then says that if the sequence of functions converges uniformly on X, then the order of the
two limiting processes can be interchanged.
Proof of Theorem 8E. Given any > 0, there exists n N such that
sup |fn (x) f (x)| <
xX

.
3
Since fn is continuous at c, there exists > 0 such that

|fn (x) fn (c)| <

3
whenever |x c| < .
It follows that whenever |x c| < , we have

|f (x) f (c)| |f (x) fn (x)| + |fn (x) fn (c)| + |fn (c) f (c)| < .
Hence f is continuous at c.
page 5 of 11
W W L Chen, 1983, 2008
We immediately have the following corollary of Theorem 8E.

THEOREM 8F. Suppose that un is a sequence of real or complex valued functions defined on a set
X R, and that the series
un (x)
n=1
converges uniformly to a function s(x) on X. Suppose further that c X and that the function un is
continuous at c for every n N. Then the function s is continuous at c.
We next study the effect of uniform convergence on integrability.
THEOREM 8G. Suppose that fn is a sequence of real valued functions integrable over a closed interval
[A, B]. Suppose further that fn f uniformly on [A, B] as n . Then the function f is integrable
over [A, B], and
Z
fn (x) dx.
f (x) dx = lim
(1)
Remark. The conclusion of Theorem 8G can be written in the form

Z B
Z B

lim fn (x) dx = lim
fn (x) dx.
A
Theorem 8G then says that if the sequence of functions converges uniformly on [A, B], then the order
of integration and taking limits as n can be interchanged.
Proof of Theorem 8G. Given any > 0, there exists N N such that
sup |fn (x) f (x)| <
x[A,B]

3(B A)
whenever n N .
(2)
It follows in particular that

fN (x)

< f (x) < fN (x) +
3(B A)
3(B A)
whenever x [A, B].
Hence for any dissection of [A, B], we have

s(fN , )

s(f, ) S(f, ) S(fN , ) + ,
3
3
so that
S(f, ) s(f, ) S(fN , ) s(fN , ) +
2
.
3
Since fN is integrable over [A, B], there exists a dissection of [A, B] such that
S(fN , ) s(fN , ) <

,
3
so that
S(f, ) s(f, ) < .
Hence f is integrable over [A, B]. On the other hand, it follows from (2) that
Z
Z
Z B
B

B

fn (x) dx
f (x) dx
|fn (x) f (x)| dx <
whenever n N .

A

A
A
The assertion (1) follows immediately.
page 6 of 11
W W L Chen, 1983, 2008
We immediately have the following corollary of Theorem 8G.

THEOREM 8H. Suppose that un is a sequence of real valued functions defined on a closed interval
[A, B], and that the series
un (x)
n=1
converges uniformly to a function s(x) on [A, B]. Suppose further that the function un is integrable over
[A, B] for every n N. Then the function s is integrable over [A, B], and
Z
s(x) dx =
A
Z
X
un (x) dx.
n=1
Remark. The conclusion of Theorem 8H can be written in the form

!
Z B X
Z B
X
un (x) dx =
un (x) dx.
A
n=1
n=1
Theorem 8H then says that if the sequence of functions converges uniformly on [A, B], then the order of
integration and summation can be interchanged. In other words, the series can be integrated term by
term.
We next study the effect of uniform convergence on differentiability.
THEOREM 8J. Suppose that fn is a sequence of real valued functions differentiable in a closed interval
[A, B]; in other words, differentiable at every point in the open interval (A, B), right differentiable at A
and left differentiable at B. Suppose further that the sequence fn (x0 ) converges for some x0 [A, B],
and that the sequence fn0 converges uniformly on [A, B]. Then the sequence fn converges uniformly on
[A, B], and the limit function f is differentiable in [A, B]. Furthermore, for every x [A, B], we have
f 0 (x) = lim fn0 (x).
n
Remark. The conclusion of Theorem 8J can be written in the form

0
lim fn (x) = lim fn0 (x).
Theorem 8J then says essentially that if the sequence of functions satisfies some mild convergence property and the sequence of derivatives converges uniformly on [A, B], then the order of differentiation and
taking limits as n can be interchanged.
Proof of Theorem 8J. Suppose that fn0 g as n . Since the convergence is uniform in [A, B],
given any > 0, there exists N such that
sup |fn0 (x) g(x)| <
[A,B]

4(1 + (B A))
whenever n N ,
(3)
so that
0
sup |fm
(x) fn0 (x)| <
[A,B]

2(1 + (B A))
whenever m > n N .
page 7 of 11
W W L Chen, 1983, 2008
Suppose that 1 , 2 [A, B]. Applying the Mean value theorem to the function fm fn , we have
0
|(fm (1 ) fn (1 )) (fm (2 ) fn (2 ))| = |1 2 ||fm
() fn0 ()|

< |1 2 |
<
2(1 + (B A))
2
(4)
for some between 1 and 2 . On the other hand, since fn (x0 ) converges as n , there exists N 0
such that
|fm (x0 ) fn (x0 )| <

4
whenever m > n N 0 .
It follows from (4), with 1 = x and 2 = x0 , that

|fm (x) fn (x)| < |fm (x0 ) fn (x0 )| +
3

<
2
4
whenever m > n max{N, N 0 },
and so it follows from the Principle of uniform convergence that fn (x) converges uniformly in [A, B].
Suppose that fn (x) f (x) as n . Let c [A, B] be fixed. For every x [A, B], it follows from (4),
with 1 = x and 2 = c, that

fm (x) fm (c) fn (x) fn (c)

<

2
xc
xc
whenever m > n N ,
so that on letting m , we have

f (x) f (c) fN (x) fN (c)

< .
xc
2
xc
(5)
Since fN is differentiable at c, there exists > 0 such that

fN (x) fN (c)

0

fN (c) <

xc
4
whenever 0 < |x c| < and x [A, B].
(6)
Combining (5), (6) and (3), we conclude that

f (x) f (c)

g(c)
xc

f (x) f (c) fN (x) fN (c) fN (x) fN (c)

0
0

fN (c) + |fN
+
(c) g(c)| <

xc
xc
xc
whenever 0 < |x c| < and x [A, B]. Hence
f 0 (c) = g(c) = lim fn0 (c).
n

We immediately have the following corollary of Theorem 8J.
page 8 of 11
W W L Chen, 1983, 2008
THEOREM 8K. Suppose that un is a sequence of real valued functions differentiable in a closed interval
[A, B]. Suppose further that the series
un (x0 )
n=1
converges for some x0 [A, B], and that the series
u0n (x)
n=1
converges uniformly on [A, B]. Then the series
un (x)
n=1
converges uniformly on [A, B], and its sum s(x) is differentiable in [A, B]. Furthermore, for every
x [A, B], we have
s0 (x) =
u0n (x).
n=1
Remark. The conclusion of Theorem 8K can be written in the form

!0
X
X
u0n (x).
un (x) =
n=1
n=1
Theorem 8K then says essentially that if the series of functions satisfies some mild convergence property and the series of derivatives converges uniformly on [A, B], then the order of differentiation and
summation can be interchanged.
8.4. Application to Power Series

Consider a power series in z C, of the form
an z n ,
(7)
n=0
where an C for every n N {0}. Recall Theorem 3Q, that if the power series (7) has radius of
convergence R and if 0 < r < R, then the series
|an |rn
n=0
converges. It follows from Weierstrasss M-test that the power series (7) converges uniformly on the set
{z C : |z| r}. Suppose now that |z0 | < R. Then there exists r such that |z0 | < r < R. It follows
from Theorem 8F that the power series is continuous at z0 . We have therefore proved the following
result.
THEOREM 8L. Suppose that the power series (7) has radius of convergence R. Then for every r
satisfying 0 < r < R, the power series converges uniformly on the set {z C : |z| r}. Furthermore,
the sum of the power series is continuous on the set {z C : |z| < R}.
page 9 of 11
W W L Chen, 1983, 2008
We next consider real power series.

THEOREM 8M. Suppose that the real power series
an xn ,
(8)
n=0
where an R for every n N {0}, converges in the interval (R, R) to a function f (x). Then f (x) is
differentiable on (R, R), and
f 0 (x) =
nan xn1 .
n=1
On the other hand, if |X| < R, then

X
f (x) dx =
0
X
an
X n+1 .
n
+
1
n=0
Proof. It is not difficult to see that the power series
nan xn1
(9)
n=1
converges in the interval (R, R). It follows from Theorem 8L that the series (9) converges uniformly on
any closed subinterval of (R, R). The first assertion follows from Theorem 8K. The second assertion
follows from Theorem 8H on noting that the power series converges uniformly on the closed interval with
endpoints 0 and X.
We conclude this chapter by establishing the following useful result.
THEOREM 8N. (ABELS THEOREM) Suppose that the real series
an
n=0
is convergent. Then
X
n=0
an xn
an
as x 1 .
n=0
Proof. It follows from Abels test that the series
an xn
n=0
converges uniformly on [0, 1]. Let s(x) be its sum. Then it follows from Theorem 8F that s(x) is
continuous on [0, 1]. In particular, we have s(x) s(1) as x 1.
page 10 of 11
W W L Chen, 1983, 2008

1. For each of the following, prove that the sequence of functions converges pointwise on its domain of
definition as n , and determine whether the convergence is uniform on this set:
nx
nx
a) fn (x) =
on [0, )
on [0, )
b) fn (x) =
n+x
1 + n2 x2
sin nx
c) fn (x) = xn (1 x) on [0, 1]
d) fn (x) =
on (0, 1)
nx
2
e) fn (x) = nxenx on [0, 1]
2. Suppose that fn and gn are complex valued functions defined on a set X R. Suppose further that
fn (x) f (x) and gn (x) g(x) as n uniformly on X.
a) Prove that fn (x) + gn (x) f (x) + g(x) as n uniformly on X for any , C.
b) Is it necessarily true that fn (x)gn (x) f (x)g(x) as n uniformly on X? Justify your
assertion.
3. a) Suppose that fn (x) f (x) as n uniformly on each of the sets X1 , . . . , Xk in R. Prove that
fn (x) f (x) as n uniformly on the union X1 . . . Xk .
b) Give an example to show that the analogue for an infinite collection of sets does not hold.
4. The series
un (x) is uniformly convergent on a set S R.
n=1
a) Is the series necessarily absolutely convergent for every x S? Justify your assertion.
b) Is the series necessarily absolutely convergent for some x S? Justify your assertion.
5. Prove that the series
6. Suppose that
(1)n
converges uniformly on R.
n(1 + x2n )
n=1
an is a convergent real series.
n=1
a) Prove that the series

b) Prove that the series
X
n=1
an xn converges uniformly on [0, 1].

an nx converges uniformly on [0, ).
n=1
7. For every n N, let fn (x) = n1 ex/n .

a) Show that fn (x) converges uniformly on (0, ).
Z
Z

b) Show that lim
fn (x) dx and
lim fn (x) dx both exist but are not equal.
n
xn
.
1 + x2n
a) For what values of x R does fn (x) converge? Find the limit function f (x) for these values.
b) Prove that fn (x) converges uniformly on any interval [A, B] in R such that
(i) [A, B] (, 1); or
(ii) [A, B] (1, 1); or
(iii) [A, B] (1, ).
c) Can fn (x) converge uniformly on any interval I R such that 1 I? Justify your assertion.
8. For every n N, let fn (x) =
page 11 of 11

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FUNDAMENTALS OF ANALYSIS

W W L Chen, 1983, 2008.

1.1. The Real Numbers

W W L Chen, 1983, 2008

= (a0 + a0) + ((a0))

Chapter 1 : The Number System

W W L Chen, 1983, 2008

a contradiction. If a1 < 0, then

a contradiction. If ab < 0, then

W W L Chen, 1983, 2008

W W L Chen, 1983, 2008

1.2. Completeness of the Real Numbers

W W L Chen, 1983, 2008

This means that M +  S, contradicting conndition (S1).

Example 1.2.3. The closed

2 can be adapted to prove the following result.

W W L Chen, 1983, 2008

W W L Chen, 1983, 2008

1.3. The Complex Numbers

2(|a0 | + |a1 | + . . . + |an |)

|P (z)| 23 |an ||z|n .

W W L Chen, 1983, 2008

Proof. Note first of all that

Chapter 1 : The Number System

Chen : Fundamentals of Analysis

W W L Chen, 1983, 2008

of elements of the set

We now list these elements in the order indicated by

W W L Chen, 1983, 2008

and where, for every p 2,

For each n N, we express xn in decimal notation in the form

1.5. Cardinal Numbers

W W L Chen, 1983, 2008

Definition. Suppose that X and Y are sets.

THEOREM 1K. (CANTOR-BERNSTEIN-SCHRODER

. . . y2 x1 y1 x f (x) g(f (x)) . . .

Chapter 1 : The Number System

W W L Chen, 1983, 2008

Problems for Chapter 1

inf(A B) = min{inf A, inf B}.

b) Discuss the case A B = {x : x A and x B}.

inf(A + B) = inf A + inf B.

b) Discuss the case A B = {a b : a A and b B}.

inf(AB) = (inf A)(inf B).

Find a bijection from (0, 1) to (0, ).

W W L Chen, 1982, 2008.

W W L Chen, 1982, 2008

1/. We may take N =

Example 2.1.3. Consider the sequence zn = (n + 2i)/n. Then zn 1 as n . We have

whenever n > 1/2. We may take N = 1/2.

W W L Chen, 1982, 2008

THEOREM 2A. The limit of a convergent sequence is unique.

Let N = max{N 0 , N 00 } R. It follows that whenever n > N , we have

W W L Chen, 1982, 2008

THEOREM 2C. Suppose that zn z and wn w as n . Then

|wn w| < /2

Let N = max{N1 , N2 } R. It follows that whenever n > N , we have

|zn | < |z| + 1

Let N = max{N1 , N2 , N3 } R. It follows that whenever n > N , we have

This means that M + S, contradicting conndition (S1).

1/. We may take N =

whenever n > 1/2. We may take N = 1/2.

|wn w| < /2

|xn x| < /2

|yn y| < /2

Proof. Given any > 0, there exists N R such that