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December 22, 2009

SMA 206: INTRODUCTION TO ANALYSIS


Lecture Notes
First Edition
By
Dr. Bernard Mutuku Nzimbi, PhD
School of Mathematics, University of Nairobi
P.o Box 30197, Nairobi, KENYA.
Copyright c 2009 Benz, Inc. All rights reserved.
Contents
Preface iv
Acknowledgements v
Dedication 1
1 THE REAL NUMBERS SYSTEM 2
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 ALGEBRAIC AND ORDER PROPERTIES OF R . . . . . . . . . . . . 4
1.2.1 FIELD AXIOMS . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.2 ORDER AXIOMS . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3 OTHER PROPERTIES OF R AND ITS SUBSETS . . . . . . . . . . . . 11
1.3.1 Properties of Integers . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3.2 Properties of Rationals and Irrationals . . . . . . . . . . . . . . . 11
1.3.3 Properties of the Positive Real Numbers . . . . . . . . . . . . . . 13
2 THE UNCOUNTABILITY OF R 23
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.2 COUNTABLE SETS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.3 THE UNCOUNTABILITY OF R . . . . . . . . . . . . . . . . . . . . . . 30
2.3.1 INTERVALS ON THE REAL LINE . . . . . . . . . . . . . . . . 31
2.3.2 Nested Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.3.3 Nested Interval Property . . . . . . . . . . . . . . . . . . . . . . . 32
i
3 STRUCTURE OF THE METRIC SPACE R 39
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.2 The notion of a metric . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
3.2.1 Examples of Metrics . . . . . . . . . . . . . . . . . . . . . . . . . 40
3.3 Neighbourhoods, Interior points and Open sets . . . . . . . . . . . . . . . 42
3.3.1 Neighborhoods in a metric space . . . . . . . . . . . . . . . . . . 42
3.4 Limit Points and Closed sets . . . . . . . . . . . . . . . . . . . . . . . . . 46
3.5 Properties of open and closed sets in R . . . . . . . . . . . . . . . . . . . 49
3.6 Relatively Open and Closed Sets . . . . . . . . . . . . . . . . . . . . . . 50
3.7 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3.8 Tutorial Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
4 BOUNDED SUBSETS OF R 55
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
4.2 Upper Bounds, Lower Bounds of a subset of R . . . . . . . . . . . . . . . 55
4.2.1 Supremum and Inmum of a subset of R . . . . . . . . . . . . . . 56
4.3 The Completeness Property of R . . . . . . . . . . . . . . . . . . . . . . 59
4.4 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
5 SEQUENCES OF REAL NUMBERS 63
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
5.2 Convergence of a sequence . . . . . . . . . . . . . . . . . . . . . . . . . . 64
5.2.1 Criterion of Convergence . . . . . . . . . . . . . . . . . . . . . . . 64
5.2.2 Bounded Sequences . . . . . . . . . . . . . . . . . . . . . . . . . 68
5.3 Subsequences and the Bolzano-Weierstrass Theorem . . . . . . . . . . . . 69
5.4 Monotonic Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
5.5 Limit Superior and Limit Inferior of a sequence . . . . . . . . . . . . . . 73
5.6 Cauchy Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
5.7 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
6 LIMITS AND CONTINUITY OF FUNCTIONS IN R 80
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
6.2 Limit of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
ii
6.3 Some results on Limits of Real-valued Functions . . . . . . . . . . . . . . 83
6.3.1 Limit Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
6.3.2 Limits at Innity . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
6.4 Continuous Functions in R . . . . . . . . . . . . . . . . . . . . . . . . . . 85
6.5 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
6.6 Points of Discontinuity of a Function . . . . . . . . . . . . . . . . . . . . 91
6.6.1 Right and Left Limits . . . . . . . . . . . . . . . . . . . . . . . . 91
6.6.2 Types of Discontinuities . . . . . . . . . . . . . . . . . . . . . . . 92
6.7 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
7 PROPERTIES OF CONTINUOUS FUNCTIONS IN R 101
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
7.2 Boundedness Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
7.3 Location of Roots Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 102
7.4 Bolzanos Intermediate Value Theorem (IVT) . . . . . . . . . . . . . . . 103
7.4.1 Applications of the IVT ( Existence and location of real roots of
polynomial equations) . . . . . . . . . . . . . . . . . . . . . . . . 105
7.5 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
8 THE RIEMANN INTEGRAL 108
8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
8.2 Partitions of an Interval . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
8.3 Lower and Upper Riemann Sums . . . . . . . . . . . . . . . . . . . . . . 112
8.4 Upper and Lower Riemann Integrals . . . . . . . . . . . . . . . . . . . . 114
8.5 The Riemann Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
8.5.1 Criterion for Riemann Integrability . . . . . . . . . . . . . . . . . 116
8.5.2 Some Classes of Riemann Integrable Functions . . . . . . . . . . . 118
8.6 Integral as a Limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
8.7 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
Bibliography 128
iii
Preface
The study of mathematical analysis is indispensable for a prospective student of pure or
applied mathematics. It has great value for any undergraduate student who wishes to
go beyond the routine manipulations of formulas to solve standard problems, because
it develops the ability to think deductively, analyze mathematical situations, and ex-
tend ideas to a new context. The subject of analysis is one of the fundamental areas of
mathematics, and is the foundation for the study of many advanced topics, not only in
mathematics, but also in engineering and the physical sciences. A thorough understand-
ing of the concepts of analysis has also become increasingly important for the study
of advanced topics in economics and the social sciences. Topics such as Fourier series,
measure theory and integration are fundamental in mathematics and physics as well as
engineering, economics, and many other areas.
The only absolute prerequisites for mastering the material in the book are an interest
in mathematics and a willingness occasionally to suspend disbelief when a familiar idea
occurs in an unfamiliar guise. But only an exceptional student would prot from reading
the book unless he/she has previously acquired a fair working knowledge of the processes
of elementary calculus.
This book is a development of various courses designed for second year students of math-
ematics, humanities and third year students of education at the University of Nairobi,
whose preparation has been several courses in calculus and analytical geometry.
iv
Acknowledgements
v
Dedication
1
Chapter 1
THE REAL NUMBERS SYSTEM
1.1 Introduction
We discuss the essential properties of the real number system R. We exhibit a list of
fundamental properties associated with R and show how further properties can be de-
duced from them. We begin this chapter by studying the decomposition of the real line
into the following subsets:
1.1 The Natural Numbers, N
N = 1, 2, 3, ....
This set is also called the set of counting numbers.
Denition 1.1 A non-empty set X is said to be closed with respect to a binary operation
if for all a, b X, we have a b X.
Note that N is closed with respect to the usual addition and usual multiplication but
ont usual subtraction.
2
1.2 The Whole Numbers, W
W= 0, 1, 2, 3, .... Note that W= 0 N.
Note that W is closed with respect to usual addition and multiplication but not under
subtraction.
1.3 The Integers, Z
Z = ..., 3, 2, 1, 0, 1, 2, 3, .... Note that Z = N W.
This system guarantees solutions to every equation x +n = m with n, m W. Clearly,
Z consists of numbers x such that x N or x = 0 or x N. Z is closed w.r.t + and
.
Note also that N W Z.
1.4 The Rational Numbers, Q
A rational number r is one that can be expressed in the form r =
a
b
, for a, b Z, b ,= 0
and (a, b) = 1, where (a, b) denotes the greatest common divisor of a and b.
Denition 1.2 The set of rationals, denoted by Q, is given by
Q =
a
b
: a, b Z, b ,= 0, (a, b) = 1.
With this system, solutions to all equations nx + m = 0 with m, n Z, and n ,= 0 can
be uniquely found: i.e. x = n

1m =
m
n
.
Examples: 2, 0,
1
2
,
5
900
.
Note that N W Z Q.
3
1.5 The Irrational Numbers, Q
C
An irrational number s is one that is not rational, i.e. s cannot be expressed as
s =
a
b
, a, b Z, b ,= 0 and (a, b) = 1.Note that the sets of rationals and irrationals are
complements of each other.
Examples:

2,

3, .
Remark:

p , where p is a prime number is always an irrational number. This
result will be proved towards the end of this chapter.
1.6 The Real Numbers, R
The set of reals is the union of the set of rationals with the set of irrationals, i.e.
R = Q

Q
C
. Graphically, R is represented by the real number line and called the real
number system.
1.2 ALGEBRAIC AND ORDER PROPERTIES OF R
We now introduce the algebraic properties, often called the eld axioms that are
based on the two binary operations of addition and multiplication.
We start with a given set S whose elements will be called numbers and consider the
following axioms for this set:
1.2.1 FIELD AXIOMS
(I) Addition Axioms: There is an addition operation + such that for all numbers
x, y, z S the following hold:
1. x +y = y +x [ Commutativity ]
2. x + (y +z) = (x +y) +z [ Associativity ]
3. There is a number 0 such that x + 0 = x [ Existence of zero ]
4. For each x S there exists a number denoted x such that
4
x + (x) = 0; one writes y x = y + (x). [ Existence of Additive inverse]
(II) Multiplication Axioms: There is a multiplication operation . such that for all
x, y, z S:
5. x.y = y.x [Commutativity]
6. x.(y.z) = (x.y).z [Associativity]
7. There is a number 1 such that 1.x = x [Existence of unity or unit element]
8. For each x ,= 0, a number x
1
such that x.x
1
= 1; one writes y.x
1
=
y
x
. [
Existence of Reciprocals ]
9. x.(y +z) = x.y +x.z [ Distributivity ]
10. 1 ,= 0 [ Non-triviality ]
Any set or number system with operations + and . obeying these rules is called a eld.
For example, the rational numbers, Q, the reals, R are elds. The set of integers, Z is
not a eld since the reciprocal of an integer (other than 1) is not an integer.
The identities 0 and 1 are dened in W. Addition and multiplication are also dened in
W. However, the Existence of additive inverse and the Existence of reciprocals axioms
do not hold in W.
Axiom 10 outlaws the trivial eld consisting of the single element 0.
Axioms 1 and 2 hold along with 5, 6, 7, 9, and 10 in N.
Z obeys axioms 1 through 7, 9, and 10.
Q and R obey all these axioms.
From the eld axioms, one can deduce the usual properties for manipulation of alge-
braic equalities, such as deriving the identity (a b)
2
= a
2
2ab + b
2
and the laws of
exponents.
The real numbers also come equipped with a natural ordering. We usually visualize
them arranged on a line.
5
1.2.2 ORDER AXIOMS
(III) There is a relation such that
11. For each x we have x x. [Reexivity]
12. If x y and y x, then x = y. [Antisymmetry]
13. If x y and y z, then x z. [Transitivity]
14. For every pair of numbers (x, y), either x y or y x. [Linear ordering]
15. If x y then x +z y +z for every z. [Compatibility of and +].
16. If 0 x and 0 y then 0 xy. [Compatibility of and .]
Remark
Properties 11 and 13 state that the relation is a partial ordering. Property 14 says
that every two numbers are comparable. This is described by saying that is a linear
ordering or a total ordering.
Denition 1.3 A system obeying all 16 properties listed above is called an ordered eld.
Examples: Q and R are ordered elds.
W is well-ordered by .
Remark: By denition, x < y shall mean that x y and x ,= y.
The order properties of R refer to the notions of positivity and inequalities between
real numbers. Properties 11, 12 and 14 combine to give the following observation:
The Law of Trichotomy
If x and y are elements of an ordered eld, then exactly one of the relations
x < y, x = y or x > y holds.
Remark:
6
There are other systems besides real numbers in which some of these axioms play a role.
For example, axioms 1 through 9 excluding 5 and 8 dene a ring. Axioms 1 through 4
dene a commutative group.
We use some of the axioms to prove the following result:
Proposition 1.1 . In an ordered eld the following properties hold:
(i). Unique identities:
If a +x = a for every a, then x = 0.
If a.x = a for every a, then x = 1.
(ii). Unique inverses:
If a +x = 0, then x = a.
If ax = 1, then x = a
1
.
(iii). No divisors of zero:
If xy = 0, then x = 0 or y = 0.
(iv). Cancellation Laws for addition:
If a +x = b +x, then a = b.
If a +x b +x , then a b.
(v). Cancellation Laws for multiplication:
If ax = bx and x ,= 0, then a = b.
If ax bx and x > 0, then a b.
7
(vi). 0.x = 0 for every x.
(vii). (x) = x for every x.
(viii).x = (1)x for every x.
(ix). If x ,= 0, then x
1
,= 0 and (x
1
)
1
= x.
(x). If x ,= 0 and y
.
= 0, then xy ,= 0 and (xy)
1
= x
1
y
1
.
(xi). If x y and 0 z, then xz yz.
If x y and z 0, then yz xz.
(xii). If x 0 and y 0, then xy 0.
If x < 0 and y 0, then xy 0.
(xiii). 0 < 1.
(xiv). For any x, x
2
0.
Proof
(i). Suppose x +a = a. Then
x = x + 0 = x + (a + (a)) = (x +a) + (a) = a + (a) = a + (1)a = (1 + (1))a =
0.a = 0.
Likewise, suppose ax = a for all a. Then
x = x.1 = x(a.a
1
) = (a.x)a
1
= a.a
1
= 1.
(ii). Suppose a +x = 0. Then
8
a = a + 0 = a + (a + x) = (a + a) + x = 0 + x = x, and so a = x, as desired.
Likewise, if ax = 1, then a
1
= a
1
.1 = a
1
(ax) = (a
1
a)x = 1.x = x.
(iii). It suces to assume that x ,= 0 and prove that y = 0. Multiply xy by
1
x
and apply
Associativity of multiplication, Existence of reciprocals, and Existence of unit axioms
to get:
1
x
(x.y) = ((
1
x
).x).y = 1.y = y. Since xy = 0, (
1
x
)(xy) =
1
x
.0 = 0. Thus y = 0.
(iv). Suppose a +x = b +x. Then
a = a + 0 = a + (x +x) = x + (a +x) = x + (b +x) = (x +x) +b = 0 +b = b.
Likewise, suppose a +x b +x. Then (a +x) +()(b +x) 0. That is, (a b) +(x +
(x)) 0, i.e. (a b) + 0 0, i.e. (a b) 0. Adding b both sides, we have a b.
(v). Suppose that ax = bx and x ,= 0. Then ax +(bx) = 0. That is, (a + (b))x = 0.
Since x ,= 0, x
1
exists and (a + (b))x.x
1
= 0.x
1
= 0. That is, a + (b) = 0 i.e.
a = b.
Likewise, suppose that ax bx and x > 0. Then axbx 0. That is, (a +(b))x 0.
Since x > 0 (a-b) 0 a b.
(vi). 0.x = (0 + 0)x = 0.x + 0.x, and so 0 = 0.x + (0.x) = (0.x + 0.x) + (0.x) =
0.x + (0.x + (0.x)) = 0.x + 0.x = 0.x.
(viii). x + (1)x = 1.x + (1)x = (1 + (1))x = 0.x = 0 by (vi). Thus, (1).x = x
by (ii).
(x). Suppose x ,= 0, y ,= 0 but xy = 0. Then since 0x = 0 by (vi), we have that
1 = (
1
y
)(
1
x
).xy = (
1
y
)(
1
x
)0 = 0, contradiction to Proposition 1.1.1 axiom 10. Hence,
xy ,= 0. The proof of (xy)
1
= x
1
y
1
is left as an exercise.
(xiii). Suppose 1 0. Then 1 + (1) 0 + (1) and so 0 1. Using property 16:
since 0 1 and 0 1, we get 0 (1)(1) = (1) = 1. Therefore, 1 0 and
9
0 1 and so 1 = 0 by property 12, in contradiction to property 10. Hence 0 < 1.
(xiv). Consider two cases: If x 0, then x
2
= x.x 0, by axiom 16. If x < 0,
then x
2
= ((x))((x)) = (1)
2
(x)
2
, by (vii) and (viii). But (1)
2
= 1, since
0 = (1)(1 + 1) = (1)
2
+ (1).1 = (1)
2
1. Thus, x
2
0.
Remark: The purposes of the axioms of an ordered eld is to isolate the key properties
we need for manipulation of algebraic equalities and inequalities.
Example 1 Using the axioms and properties of an ordered eld given in this section,
prove that a
2
b
2
= (a b)(a +b).
Solution
By the distributive law, (a b)(a +b) = (a b).a +(a b).b. Using the commutativity
and the distributive law again, along with a b = a + (b):
(a b).a + (a b).b = a.(a b) + b.(a b) = a
2
+a.(b) +b.a +b.(b).
Now,
a.(b) = a.(1).b = (1)ab = (ab) by Proposition 1.1.1 (viii), associativity and com-
mutativity. Similarly, b.(b) = b
2
. Thus, (ab)(a+b) equals a
2
a.(b)+b.a+b.(b) =
a
2
(ab) +ba b
2
= a
2
ab +ab b
2
( by axiom 5)
= a
2
b
2
(by axioms 3 and 4).
Example 2 In an ordered eld prove that if 0 x < y, then x
2
y
2
.
Solution If 0 x < y, then 0 x y, and so by Proposition 1.1 (xi), x
2
yx. By the
same reasoning, x yxy y
2
. Thus
x
2
yx = xy y
2
, and so x
2
y
2
. We now need to exclude the possibility that x
2
equals y
2
. But if x
2
= y
2
, then x
2
y
2
= 0 (add y
2
to each side).
(x y)(x +y) = 0 (by Example 1).
By Proposition 1.1(xii), we have 0 x and y > 0. Now x+y ,= 0, since x+y = 0 would
imply that y = (x) 0, so that y 0, which is impossible by the Law of Trichotomy.
By the Cancelation Law for multiplication, (xy)(x+y) = 0, i.e. xy = 0, i.e. x = y.
10
But we are given x < y, and so this case is excluded as desired.
1.3 OTHER PROPERTIES OF R AND ITS SUBSETS
1.3.1 Properties of Integers
Denition 1.4 Let m Z. Then m is said to be even if it can be expressed as m = 2n,
for some n Z.
Denition 1.5 Let m Z. Then m is said to be odd if m = 2n + 1, for some n Z.
Proposition 1.2 (i). Let m Z. Then m is even i m
2
is even.
(ii). Let m Z. Then n is odd i m
2
is odd.
Proof
(i). () Let m Z be even. Then m = 2n for some n Z m
2
= 4n
2
= 2(2n
2
).
Hence m
2
is divisible by 2, hence m
2
is even.
() Conversely, let m
2
be even and assume to the contrary that m is odd. Then
m = 2n + 1 for some n Z.
Therefore, m
2
= (2n +1)
2
= 4n
2
+4n +1 = 2(2n
2
+2n) +1, where 2n
2
+2n Z. Thus
m
2
is odd. This contradicts the fact that m
2
is even.
Therefore, m must be even whenever m
2
is even.
(ii). () Suppose m is odd. Then m = 2n + 1, for some n Z. So, m
2
= (2n + 1)
2
=
4n
2
+ 4n + 1 = 2(2n
2
+ 2n) + 1, where 2n
2
+ 2n Z. Hence m
2
is odd.
() Conversely, let m
2
be odd and assume to the contrary that m is even. Then m = 2n,
for some n Z. Therefore, m
2
= 4n
2
= 2(2n
2
), where 2n
2
Z. Thus m
2
is even, a
contradiction to our hypothesis that m
2
is odd. Therefore m must be odd whenever m
2
is odd.
1.3.2 Properties of Rationals and Irrationals
Proposition 1.3 : Q is dense in itself: If x and y are in Q, with x < y, then there
exists an element z Q such that x < z < y.
11
Proof
Choose z =
x+y
2
.
Theorem 1.4 [Archimedian Property of R] If x, y R and x > 0, y > 0 and
x < y, then there exists a positive integer n such that nx > y.
Theorem 1.5 The Density Theorem If x and y are any real numbers with x < y,
then there exists a rational number r Q such that x < r < y.
Proof
Without loss of generality (WLOG) assume that x > 0. Since y x > 0, n N such
that
1
n
< y x. Therefore we have nx + 1 < ny. Since x > 0, we have nx > 0, there
exists m N with m1 nx < m. Therefore, m nx+1 < ny, whence nx < m < ny.
Thus, the rational number r =
m
n
satises x < r < y.
Proposition 1.6 Q
C
is dense in R: If x and y are real numbers with x < y, then there
exists an irrational number z such that x < z < y.
Proof
Applying the Density Theorem to the real numbers
x

2
and
y

2
, we obtain a rational
number r ,= 0 such that
x

2
< r <
y

2
. If we let z = r

2, then clearly z is irrational and


satises x < z < y.
Remark:
If we start to mark the rational numbers on the number line, we nd that they are
scattered densely along the line and seem to be lling it up. However, we know they
do not; for example

2 is missing. That is, there exist at least one irrational real


number, namely

2. There are more irrational numbers than rational numbers in the


sense that the set of rational numbers is countable, while the set of irrational numbers
is uncountable. Concepts of countability and uncountability of sets will be studied in
Chapter 2.
This forms the basis of the following proposition:
Proposition 1.7

2 is irrational.
12
Proof
We need to show that there does not exist an r Q such that r
2
= 2.
We prove by contradiction. Assume to the contrary that

2 is rational. Then by
denition,

2 =
a
b
, a, b Z, b ,= 0, (a, b) = 1.
(*)
Squaring both sides of (*), we have
2 =
a
2
b
2
or a
2
= 2b
2
.
Therefore a
2
is even, and hence a is even (by Proposition 1.2). Since a is even, a = 2k,
for some k Z. Hence, a
2
= 4k
2
. But a
2
= 2b
2
= 4k
2
. That is b
2
= 2k
2
b
2
is even
and hence b is even (by Proposition 1.2). This means that 2 is a common factor for a
and b, a contradiction since (a, b) = 1 was our assumption. Hence

2 is irrational.
Proposition 1.8

3 is irrational.
Proof
Assume to the contrary that

3 is rational. Then

3 =
p
q
, with p, q Z, q ,= 0 and
(p, q) = 1. Therefore, 3 =
p
2
q
2
or p
2
= 3q
2
which implies that 3 divides p
2
and hence will
divide p (by Proposition 1.2). That is, p = 3k, for some k Z. Therefore, p
2
= 9k
2
. But
p
2
= 3q
2
, which implies that 3q
2
= 9k
2
or q
2
= 3k
2
. Thus 3 divides q
2
and hence q (by
Proposition 1.2). Thus m and n have a common factor 3. This leads to a contradiction
of our assumption. Hence,

3 is irrational.
Exercise. Prove that the

p is irrational for any prime number p.
(Hint: Use a similar proof as above).
1.3.3 Properties of the Positive Real Numbers
We now dene a nonempty subset P of R called the set of positive real numbers (some-
times denoted R
+
) that satises the following properties:
(i). If a, b P, then a +b P.
13
(ii). If a, b P, then ab P.
(iii). If a R , then exactly one of the following holds:
a P, a = 0, a P [Trichotomy Property]
Remark
Property (iii) is the Trichotomy Property because it divides R into three distinct types
of elements. It states that the set a : a P of negative real numbers has no elements
in common with the set P of positive real numbers, and , moreover, the set R is the
union of three disjoint sets.
Denition 1.6 If a P, we write a > 0 and say that a is a positive (or a strictly
positive) real number.
If a P 0, we write a 0 and say that a is a nonnegative real number. Similarly,
if a P, we write a < 0 and say that a is negative (or strictly negative) real number.
If a P 0, we write a 0 and say that a is a nonpositive real number.
Remark We now use the above denitions to prove the following theorem:
Theorem 1.9 Let a, b R.
(a). If a > b and b > c, then a > c.
(b). If a > b then a +c > b +c.
(c). If a > b and c > 0 , then ca > cb. If a > b and c < 0, then ca < cb.
Proof
(a). If a b P and b c P, then by the order properties of a eld, this implies that
(a b) + (b c) = a c belongs to P. Hence a > c.
(b). If a b P, then (a +c) (b +c) = a b is in P. Thus a +c > b +c.
14
(c). If a b P and c P, then ca cb = c(a b) is in P. Thus ca > cb when c > 0.
On the other hand, if c < 0, then c P, so that cb ca = (c)(a b) is in P. Thus
cb > ca when c < 0.
Theorem 1.10 (a). If a R and a ,= 0, then a
2
> 0.
(b). 1 > 0
(c). If n N, then n > 0.
Proof
(a). By the Trichotomy Property, if a ,= 0, then either a P or a P. If a P, then
by the order property 3.(ii), a
2
= a.a P. Also, if a P, then a
2
= (a)(a) P.
We conclude that if a ,= 0, then a
2
> 0.
(b). Since 1 = 1
2
, it follows from (a)that 1 > 0.
(c). We use Mathematical Induction: The assertion for n = 1 is true by (b). If we
suppose the assertion is true for the natural number k, then k P, and since 1 P,we
have k + 1 P by order property (i). Therefore, the assertion is true for all natural
numbers.
Remark
Theproductoftwopositivenumbersispositive.However, thepositivityofaproductoftwonumbersdoesnotimplythateachfactorispositive.
Theorem 1.11 If ab > 0, then either
(i). a > 0 and b > 0, or
(ii). a < 0 and b < 0.
Proof
Note that ab > 0 implies that a ,= 0 and b ,= 0. From the Trichotomy Property, either
a > 0 or a < 0. If a > 0, then
1
a
> 0, and therefore b = (
1
a
)(ab) > 0. Similarly, if
a < 0, then
1
a
< 0, so that b = (
1
a
)(ab) < 0.
Corollary 1.12 If ab < 0, then either
15
(i). a < 0 and b > 0 or
(ii). a > 0 and b < 0.
We apply the above results in working with inequalities.
Inequalities
The order properties can be used to solve certain inequalities.
Examples
(a). Determine the set A of all numbers x such that 2x + 3 6.
Solution
x A i 2x + 3 5 i 2x 3 i x 3. Therefore A = x R : x
3
2
.
(b). Determine the set B = x R : x
2
+x > 2
Solution
Note that x B x
2
+x 2 > 0 (x 1)(x + 2) > 0. Therefore, we either have
(i). x 1 > 0 and x + 2 > 0 or we have
(ii). x 1 < 0 and x + 2 < 0.
In case (i), we must have both x > 1 and x > 2, which is satised i x > 1. In case
(ii), we must have both x < 1 and x < 2, which is satised i x < 2. We conclude
that B = x R : x > 1 x R : x < 2.
(c). Determine the set C = x R :
2x+1
x+2
< 1.
Note that C = x R :
2x+1
x+2
1 < 0 = x R :
2x+1(x+2)
x+2
< 0 =
x R :
x1
x+2
< 0
16
Therefore, we have either
(i). x 1 < 0 and x + 2 > 0 or
(ii). x 1 > 0 and x + 2 < 0.
In case (i), we must have both x < 1 and x > 2, which is satised i 2 < x < 1. In
case (ii), we must have both x > 1 and x < 2, which is never satised. We conclude
that C = x R : 2 < x < 1.
Exercise
1. Let a 0 and b 0. Prove that a < b a
2
< b
2

a <

b.
Denition 1.7 If a and b are positive real numbers, then their arithmetic mean is
1
2
(a +b) and their geometric mean is

ab.
The Arithmetic-Geometric Mean Inequality for a and b is

ab
1
2
(a +b), with equality occurring if and only if a = b. Note that if a > 0, b > 0,
and a ,= b, then

a > 0,

b > 0, and

a ,=

b. Therefore, by a previous result,


(

b)
2
> 0. Expanding the square, we obtain a 2

ab + b > 0, whence it follows


that

ab <
1
2
(a +b).
17
The general Arithmetic-Geometric Mean Inequality for the positive real numbers
a
1
, a
2
, ..., a
n
is
(a
1
a
2
...a
n
)
1
n

a
1
+a
2
+... +a
n
n
with equality i a
1
= a
2
= = an.
Solved Problems
1. Show that if t is irrational then any number s is given by s =
t
t+1
is also irrational.
Solution
Assume to the contrary that s is rational. Then we can write s =
m
n
, m, n Z, n ,=
0, (m, n) = 1.
Therefore,
t
t+1
=
m
n
.
i.e. nt = m(t + 1) or nt = mt +m. That is, (n m)t = m or t =
m
nm
.
Since Q is closed under addition and multiplication, it follows that
m
nm
is rational and
hence t is rational, a contradiction since it is known to be irrational. Hence,
t
t+1
is
irrational.
2. What is meant by saying that a number r is rational? Show that if s =

n + 1

n 1 for any integer n 1, then r is irrational.


Solution
Let s =

n + 1

n 1 for n 1. Assume that s is rational. Then s =

n + 1

n 1 =
a
b
, (a, b) = 1.
Therefore,
a
2
b
2
= n + 1 + (n 1) 2(

n + 1)(

n 1) = 2n 2

n + 1

n 1
= 2(n

n + 1

n 1).
That is
a
2
b
2
is even. Hence
a
b
is even. That is a and b have the number 2 as a common
factor, a contradiction. Hence s is irrational.
18
3. Given that a and b are ratinals with b ,= 0 and s is an irrational number such that :
a bs = t, show that t is irrational. Hence show that

21

2+1
is irrational.
Proof
t = a bs, b Q, s Q
C
.
Assume that t is rational.
Then t =
p
q
with p, q Z, q ,= 0, (p, q) = 1.
Therefore
p
q
= a bs or p = q(a bs),i.e. bqs = aq p.
Therefore, s =
aqp
bq
. Since Q is closed under + and . , we have
aqp
bq
is rational. Hence
s is rational, a contradiction. Hence t is irrational.
Now

21

2+1
=
(

21)(

21)
(

2+1)(

21)
= 3 2

2.
Since 2 and 3 are rationals and

2 is irrational, we have by the above result that 32

2
can be expressed in the form 3 2

2 = a bs.
Hence it is irrational.
4. Let x and y be positive real numbers. Show that :
(a). x +y is also positive
(b). x < y i x
2
< y
2
(c). x < y implies
1
y
<
1
x
Solution
(a). x, y > 0. So 0 = 0 + 0 < x +y. That is 0 < x +y. Hence x +y is also positive.
(b). Let x < y. Multiply each side by x > 0 to get x
2
< yx. Also multiply each side by
y > 0 to get xy < y
2
. Therefore, x
2
< yx < y
2
. Thus x < y x
2
< y
2
.
Conversely, let x
2
< y
2
. That is x
2
y
2
< 0, or (x + y)(x y) < 0. Dividing each side
by x +y > 0, gives x y < 0. That is x < y. Thus x
2
< y
2
x < y.
NB: This result may not hold if we are not told x > 0 and y > 0 .
(c). x < y, x > 0, y > 0, so xy > 0 and so is
1
xy
. Since x < y, we have that x
1
xy
< y
1
xy
.
That is
1
y
<
1
x
.
19
5. Prove that
(a). If x and y are negative then x +y is also negative.
(b). If 0 < x < y and 0 < w < z then xw < yz.
(c). If x R, and 1 < x, i.e. x = 1 + h, h > 0, the 1 + nh < x
n
for each positive
integer n.
Proof
(a) x < 0, y < 0. Let x = p, for p > 0, y = q, for q > 0. Therefore,
x + y = p + (q) = (1)(p + q) < 0, since p + q > 0. Hence x + y < 0 and thus
negative.
(b). 0 < x < y and 0 < w < z. Since 0 < x and x < y, then 0 < y. Now since 0 < w,
we have xw < yw.
Also, since 0 < y, we have wz < yw. Also, since 0 < y, we have wy < zy. Therefore
xw < yw = wy < zy. That is xw < zy.
(c). Since x = 1 + h, we have
x
n
= (1 + h)
n
= 1 +nh +
n(n1)
2!
h
2
+...
Ignoring the terms involving h
2
and higher terms we have that
1 +nh < x
n
.
6. Show that:
(a). If x > 0, then x < 0 and conversely.
(b). If x, y R are such that x < y, then there exists an irrational number r such
that x < r < y.
20
Proof
(a). Since x > 0,
x = 0 + (x) < x + (x) = 0. That is, x < 0. Hence x is negative.
Conversely, if x < 0, then 0 = x + (x) < 0 + (x) = x, i.e 0 < x.
Hence x is positive.
(b). Given any pair of real numbers x and y such that x < y we have that since rationals
are dense in R, or are everywhere on the real line, we should be able to nd a rational
number between x and y no matter how close x and y are.
In particular, there is a rational number, say s such that
x

2
< s <
y

2
. That is x < s

2 < y. Now let r = s

2. Then r is an irrational number


such that x < r < y.
7. Bernoullis Inequality: If x > 1, then
(1 +x)
n
1 +nx, for all n N.
(**)
Proof By Mathematical Induction:
The case n = 1 yields equality, so the assertion is valid in this case. Next, we assume
the validity of the inequality (**) for k N and will deduce it for k + 1.
The assumptions that (1 +x)
k
1 +kx and that 1 +x > 0 imply that
(1 +x)
k+1
= (1 +x)
k
(1 +x) (1 +kx)(1 +x) = 1 + (k + 1)x +kx
2
1 + (k + 1)x.
Thus, inequality (**) holds for n = k + 1. Therefore, it holds for all n N.
Tutorial Exercises
1. If a R satises a.a = a, prove that either a = 0 or a = 1.
2. (a). Show that if x, y are rational numbers, then the sum x + y and the product xy
are rational numbers.
(b). Prove that if x is a rational number and y is an irrational number, then the sum
x + y is an irrational number. If in addition, x ,= 0, then show that xy is an irrational
number.
3. Give an example to show that if x and y are irrational numbers, the sum x + y and
the product xy need not be irrational.
4. Prove that

2 +

3 is irrational.
21
5. Prove that there is no rational number whose square is 12.
6. Suppose that x R and 0 < x. Show that there is an irrational number between 0
and x.
22
Chapter 2
THE UNCOUNTABILITY OF R
2.1 Introduction
We analyze subsets of the real line, R to determine those that are countable and those
that are uncountable.
Denition 2.1 Let A and B be any two non-empty sets. If there is a function f
which maps A onto B such that f is one-to-one (i.e. f is a 1-to-1 correspondence or
a bijection), then A and B are said to be equivalent or equinumerous or A and B are
said to have the same cardinality.
We thus write A B.
Remark
When we count the elements in a set, we say one, two, three,..., stopping when we
have exhausted the set. From a mathematical perspective, what we are doing is dening
a bijective mapping between the set and a portion of the set of natural numbers. If the
set is such that the counting does not terminate such as the set of natural numbers, then
we describe the set as being innite (see denition below).
Denition 2.2 The empty set is said to have 0 elements.
Denition 2.3 Let A be any non-empty set. Then we have that:
(i). A is called a nite set if it has n elements for some positive integer n. That is
A J
n
for some positive integer n, where the set J
n
denotes the set 1, 2, 3, ..., n for
23
n N.
(ii). A is called an innite set if it is not nite.
(iii). A is called countable or countably innite if A N.
(iv). A is called uncountable if it is neither countable nor nite.
(v). A is called at most countable if it is nite or countable.
Properties of nite and innite sets
(a). If A is a set with m elements and B is a set with n elements and if A B = ,
then A B has m+n elements.
(b). If A is a set with m N elements and C A is a set with 1 element, then AC is
a set with m1 elements.
(c). If C is an innite set and B is a nite subset of C, then C is an innite set.
Proof
(a). Let f be a bijection of J
m
onto A, and let g be a bijection of J
n
onto B. We dene
h on J
m+n
by
h(x) =
f(i) i = 1, 2, ..., m
g(i m) i = m + 1, ..., m +n
We leave it as an exercise to show that h is a bijection from J
m+n
onto A B.
Parts (b) and (c) are left as exercises.
2.2 COUNTABLE SETS
These are an important type of innite sets.
Denition 2.4 A set S is said to be denumerable or countably innite if there exists
a bijection of N onto S.
Denition 2.5 A set S is said to be countable if it is nite or denumerable.
24
Examples
(a). The set E = 2n : n N of even numbers is denumerable(countable), since the
mapping f : N E dened by f(n) = 2n for n N is a bijection of N onto E.
Similarly, the set O = 2n 1 : n N of odd natural numbers is denumerable. Dene
a bijection g : N O by g(n) = 2n 1.
(b). The set Z of all integers is countable(denumerable).
To construct a bijection of N onto Z , we map 1 onto 0, we map the set E of even
natural numbers onto the set N of positive integers, and we map the set O of odd natural
numbers onto the negative integers.
(c). The union of two disjoint denumerable(countable) sets is denumerable(countable).
Indeed, if A = a
1
, a
2
, ... and B = b
1
, b
2
, ..., we can enumerate the elements of AB
as
a
1
, b
1
, a
2
, b
2
, ...
Theorem 2.1 The set N N is countable.
Proof
N N consists of all ordered pairs (m, n), where m, n N.
We can enumerate these pairs as:
(1, 1), (1, 2), (2, 1), (1, 3), (2, 2), (3, 1), (1, 4), ...
according to increasing sum m+n, and increasing m.
.(1, 4) .(2, 4) . .
.(1, 3) .(2, 3) .(3, 3) .
.(1, 2) .(2, 2) .(3, 2) .(4, 2)
.(1, 1) .(2, 1) .(3, 1) .(4, 1)
shows a bijection f : N N N.
25
Theorem 2.2 Suppose S and T are sets and that T S.
(a). If S is a countable set, then T is a countable set
(b). If T is an uncountable set, then S is an uncountable set.
Examples
1. N is countable.
Consider the identity map i : N N, i.e i(n) = n n N. Then i is one-to-one
and onto. Thus i is a one-to-one correspondence from the set N onto itself. Hence N is
countable.
2. Consider the set of integers Z = 0, 1, 2, ....
Dene f : N Z by
f(n) =
_ n
2
if n is even
(n1)
2
if n is odd
Then f is 1-to-1 and onto Z. Hence Z is countable.
Remark
In Example 2 above, Z is equivalent to its subset N. Clearly, N and Z do not have the
same number of elements.
Theorem 2.3 Let A be a countable set and E be any innite subset of A. Then E is
also countable.
Proof
Since A is countable, we can arrange its elements in a sequence say,
x
1
, x
2
, x
3
, ...
of distinct elements. Let n
1
be the least integer such that x
n
1
E. Having selected x
n
1
we nd the smallest number n
2
> n
1
such that x
n
2
E and so on.
In this way we construct a sequence
n
1
, n
2
, ...,
26
and have the elements
x
n
1
, x
n
2
, ...
all belonging to E.
We now have the correspondence
1 x
n
1
2 x
n
2
3 x
n
3
. .
. .
. .
r x
n
r
Thus the mapping f : N E dened by f(r) = x
n
r
is bijective. Therefore, E N.
Hence E is countable.
Theorem 2.4 Let (E
n
)

n=1
be a sequence of countable sets. Then S =

E
n
n = 1
is
also countable.
Proof 1(Less formal but intuitive proof )
Since E
r
is countable for r = 1, 2, 3, ..., we can arrange E
r
in a sequence as x
r
1
, x
r
2
, ...
of distinct elements. It now follows that we can arrange elements of S in an array as
follows:
x
11
, x
12
, x
13
, x
14
, . . .
x
21
, x
22
, x
23
, x
24
, . . .
x
31
, x
32
, x
33
, x
34
, . . .
.
.
.
where the r
th
row in the array above represents the elements E
r
(r = 1, 2, ...). This in-
nite array contains all elements of S. We can now re-arrange this array in a sequence
27
by considering diagonals as follows
1
st
diagonal 2
nd
diagonal 3
rd
diagonal
..
x
11
,
..
x
21
, x
12
,
..
x
31
, x
22
, x
13
, . . .
, etc
If any two of the sets E
r
have a common element, then this would be repeated in the
sequence above. This means that we can nd a subset say T of N such that T is equivalent
to S. Clearly T is at most countable and hence S is at most countable. Otherwise S is
countable since its elements can be arranged in a sequence as shown above.
Proof 2 (Alternative Proof)
For each n N, let
n
be a surjection of N onto E
n
. We dene
: N N S by
(n, m) =
n
(m).
We claim that is a surjection. Indeed, if a S, then there exists a least n N such
that a E
n
, whence there exists a least m N such that a = (m).
Therefore, a = (n, m).
Since N N is countable, it follows that there exists a surjection
f : N N N whence f is a surjection of N onto S. Hence S is countable.
Theorem 2.5 Let A be a countable set and B
n
denote the set of all n-tuples. Thus
B
n
= (a
1
, a
2
, ..., a
n
) : a
i
A for i = 1, 2, ..., n; where a
i
need not be distinct.
Then B
n
is countable.
Proof(By Mathematical Induction)
Let n = 1. Then B
1
= A and since A is countable, it follows easily that B
1
is countable.
Now assume that B
r1
is countable. We show that B
r
is countable where r 2. Note
that every element of B
r
is of the form (b, a), where b B
r1
and a A.
Now, keep b xed and let a vary over A. Then the set of all such elements (b, a) is
equivalent to A and hence is countable. But b B
r1
and B
r1
is countable by the
induction hypothesis.
Therefore, we have a countable number of countable sets which is countable. Thus B
r
is
also countable. Hence B
n
is countable for all n N.
28
Corollary 2.6 The set Q of all rational numbers is countable.
Proof(Method 1)
We rst note that every rational number can be expressed in the form
a
b
where a, b
Z, b ,= 0 and (a, b) = 1.
Consider the ordered pair (a, b) and identify it with
a
b
, i.e. the map
: (a, b)
a
b
is a one-to-one correspondence. But the set (a, b) : a, b Z = B
n
with n = 2 and hence is countable by the previous theorem. Thus we have that B
2
Q.
Hence Q is also countable.
Proof (Alternative proof)
Observe that the set Q
+
of positive rational numbers is contained in the enumeration
1
1
,
1
2
,
2
1
,
1
3
,
2
2
,
3
1
,
1
4
, ...
which is another diagonal mapping
1
1
2
1
3
1
4
1
. . .
1
2
2
2
3
2
4
2
. . .
1
3
2
3
3
3
4
3
. . .
1
4
2
4
3
4
4
4
. . .
. . .
. . .
. . .
The set Q
+
So there exists a surjection of N onto N N:
f : N N N.
If g : N N Q
+
is a mapping that sends the ordered pair (m, n) into the rational
numbers having the representation
m
n
, then g is a surjection onto Q
+
.
Therefore, the composition g f is a surjection of N onto Q
+
and therefore Q
+
is a
countable set.
Similarly, the set Q

of negative rational numbers is countable. Hence,


Q = Q

0 Q
+
29
is countable.
Remark
Since Q contains N, it must be denumerable since N is.
This argument that Q is countable was rst given in 1874 by Georg Cantor (18451918).
He was the rst mathematician to examine the concept of innite set in rigorous detail.
He also proved that the set of real numbers R is an uncountable set.
2.3 THE UNCOUNTABILITY OF R
Theorem 2.7 Let A be the set of all innite sequences whose terms consist of only 0
and 1. Then A is uncountable.
Proof
Consider E as a countable subset of A. Enumerate E as a sequence:
s
1
, s
2
, ..., s
n
, ...
We construct an innite sequence S as follows: The n
th
member of S is 1 if the n
th
member of s
n
is 0 and vice versa for n = 1, 2, 3, ...
Thus we have that:
S =
_
1 if s
n
,= 1
0 if s
n
,= 0
where s
n
is any member of E.
Clearly, s diers from every member of E. Thus s is not in E and yet s A.
Hence E is a proper subset of A.
Thus every countable subset of A is a proper subset of A. In this case A must be
uncountable for if it was countable then it would be a proper subset of itself. This is an
absurdity. Hence the result.
Remark
Every real number when expressed in binary uses only the digits 0 and 1. This means
that every real number can be viewed as one of the sequences of A. Thus A constitutes
30
the set of real numbers. Hence R is uncountable. The set Q
C
of irrational numbers is
uncountable.
Proof
We know that Q is countable. Now assume Q
C
is also countable. Then this implies
that R = Q Q
C
is countable since a union of countable sets is again countable. But
R = Q Q
C
is uncountable by the theorem above. This leads to a contradiction. Hence
Q
C
is uncountable.
2.3.1 INTERVALS ON THE REAL LINE
The order relation on R determines a natural collection of subsets called intervals.
Denition 2.6 Bounded Intervals
If a, b R satisfy a < b, then
(a, b) = x R : a < x < b is the open interval between a and b.
[a, b] = x R : a x b is the closed interval between a and b.
[a, b) = x R : a x < b
(a, b] = x R : a < x b
are the half-open (or half-closed) intervals between a and b.
Denition 2.7 Unbounded Intervals
The innite open intervals are:
(a, ) = x R : x > a
(, b) = x R : x < b
The innite closed intervals are:
[a, ) = x R : x a
(, b] = x R : x b
31
Remark
It is often convenient or customary to think of the entire R as an innite interval, and
write R = (, ).
Note that and are not elements in R, but only convenient symbols.
2.3.2 Nested Intervals
Denition 2.8 A sequence of intervals I
n
, n N is nested if the following chain of
inclusions holds
I
1
I
2
I
3
... I
n
I
n+1
...
Figure 2.1: Nested intervals
Example If I
n
= [0,
1
n
], for n N, then I
n
I
n+1
for each n N, so this sequence of
intervals is nested.
2.3.3 Nested Interval Property
Theorem 2.8 [Nested Interval Property]
If I
n
= [a
n
, b
n
], n N is a nested sequence of closed and bounded intervals, then there
exists a number I
n
for all n N.
32
Application of the Nested Interval Property We use the Nested Interval Property
to prove that the set R of real numbers is an uncountable.
Theorem 2.9 The set R of real numbers is not countable.
Proof
It suces to prove that the unit interval I = [0, 1] is an uncountable set. This implies
that the set R is an uncountable set, for if it were countable, then the subset I would
also be countable. We prove by contradiction.
Assume that I is countable. Then we can enumerate the set as I = x
1
, x
2
, ..., x
n
, ....
We rst select a closed subinterval I
1
of I such that x
1
, I
1
, then select a closed interval
I
2
of I
1
such that x
2
, I
2
, and so on. In this way, we obtain nonempty closed intervals
I
1
I
2
I
3
... I
n
...
such that I
n
I and x
n
, I
n
for all n.
The Nested Intervals Property implies that there exists a point I such that I
n
for
all n. Therefore ,= x
n
for all n N, so the enumeration of I is not a complete listing
of the elements of I, as claimed. Hence, I is an uncountable set. Since I is equivalent
to R (see Exercise below), it follows that R is uncountable.
Exercise: Find a one-to-one correspondence f : R [0, 1].
Cardinality of subsets of R
If two sets A and B are equivalent, then they have the same cardinality or the same
cardinal number.
Denition 2.9 If A is nite, then cardinality of A is the number of elements in A.
Remarks
The cardinal number of a countable set A is denoted by the symbol
0
and is called aleph
zero or aleph nought or aleph null and written
Card A =
0
.
Since every innite subset of a countable set is also countable, it follows that the count-
able innity is the smallest innity among innities of all orders.
33
It therefore follows that innity of an uncountable set like R is of a higher order than
that of a countable set like Q of rationals.
Example
Given the following limits
1. lim
n
n
2
=
2. lim
n
2
n
=
We note that the innity generated by the limit in part (2) is of a higher order than the
innity generated by the limit in part (1).
Denition 2.10 A set A is said to have a cardinal number less than of another set B
if A is equivalent to a proper subset of B but A is not equivalent to B.
Thus Card A < Card B.
Theorem 2.10 Let M be an innite set and T(/) denotes the class of all subsets of
M. Then we have that:
Card M < Card T(/).
Proof
Let M = a, b, c, .... Then in particular the singleton subsets
a, b, c, ... T(/).
Thus the mapping
a a
b b
. . .
is a one-to-one correspondence.
It follows that M is equivalent to a proper subset of T(/) that contains only single-
tons. Note that P(M) contains other subsets like b, a, b, c, a, c, etc. which are not
mapped to under this correspondence. Thus M is not equivalent to T(/).
34
Hence by denition, Card M < CardT(/).
Example
If M is a nite set and thus has n elements then Card M = n. But we have
Card(T(M)) =
_
n
0
_
+
_
n
1
_
+
_
n
2
_
+ +
_
n
n
_
= 2
n
Clearly 2
n
> n.
Thus the theorem is equally true for the case of nite sets.
Exercise
Given M = x, y, z, write down all the elements of T(/).
Remarks
The concept of countability of a set is equivalent to the concept of nextness of a set.
This is why every countable set can be enumerated as a sequence.
The cardinality of an innite set is innity and all those cardinalities which are innity,
the one involving a countable set is the smallest (i.e. of least order).
SOLVED PROBLEMS
(1). Show that the set Z of integers is countable. Hence deduce that the set of all negative
whole numbers is countable.
Solution
We rst show that the set Z is countable.
Dene a mapping
f : N Z as follows:
f(n) =
_
n
2
, if n is even
(n1)
2
, if n is odd
Clearly f is one-to-one and onto. Thus Z is equivalent to N. Hence Z is countable.
We now show that the set of all negative whole numbers is also countable.
Firstly, note that the required set here is an innite subset of Z. By Theorem 2.3: An
35
innite subset of a countable set is again countable, we can conclude that the set of all
negative whole numbers is also countable.
(2). Show that the set of all polynomials with integral coecients is countable.
Solution
A polynomial of degree n with integral coecients can be expressed in the form
p(x) = a
0
+a
1
x +a
2
x
2
+a
3
x
3
+. . . +a
n
x
n
,
with a
0
, a
1
, . . . , a
n
as integers.
Now, the set of (n + 1) tuples (a
0
, a
1
, . . . , a
n
) : a
i
Z is denoted by B
n+1
and is
countable as seen in Theorem 2.5.
Thus the collection of all polynomials P
n
of degree n with integral coecients can be put
in a one-to-one correspondence with the set B
n+1
. In this case, the mapping
f : P
n
B
n+1
is one-to-one and onto. Hence the collection of such P
n
is also countable. But n is any
positive integer, i.e. P
1
, P
2
, . . . , P
n
, are countable sets. Thus P =

P
n
n = 1
is also
countable.
Hence the set of all polynomials of any degree with integral coecients is countable.
(3). It is well known that a real root to f(x) = 0 when f(x) is a polynomial with rational
coecients, is called an algebraic number and that the set of all algebraic numbers is
countable.
Given that a real number is called transcendental if it is not algebraic, determine whether
the set of all transcendental numbers is countable or uncountable.
Solution
Let A be the set of all transcendental numbers and B be the set of all algebraic numbers.
36
Then we have that R = A B.
Now, B is countable and R is known to be uncountable. Assume A is countable. Thus
AB is countable, since the union of countable sets is again countable. Thus AB = R
is countable. This is a contradiction, since R is known to be uncountable. Hence the set
of all transcendental numbers is uncountable.
4. Prove that every subset of a countable set is countable.
Proof
Follows easily from Theorem 2.3.
Alternative Proof Let E = x
n
be a countable set, and let A be a subset of E. If A
is empty, A is countable by denition. If A is not empty, choose x A. Dene a new
sequence y
n
by setting
y
n
=
_
x
n
, if x
n
A
x, if x
n
, A
Then A is the range of y
n
and is therefore countable.
5. Let A be a countable set. Prove that the set of all nite sequences from A is also
countable.
Proof
Since A is countable, it can be put into a one-to-one correspondence with a subset of the
set N of natural numbers. Thus it suces to prove that the set of all nite sequences
of natural numbers is countable. Let 2, 3, 5, 7, 11, , p
k
be the sequence of prime
numbers. Then each n in N has a unique factorization of the form
n = 2
x
1
3
x
2
p
x
k
k
,
where x
i
N
0
= N 0 = W and x
k
> 0.
Let f be the function on N that assigns to the natural number n the nite sequence
x
1
, , x
k
from N
0
. Then S is a subset of the range of f. Hence S is countable by
Problem 4 above.
Tutorial Problems
37
1. Show that the set = N 2, 4, , 2n, is countable, where N denotes the set
of natural numbers.
2. Prove that the set N N is countable by identifying a bijection f : N N N.
3. Show that the set S = 1
2
, 2
2
, 3
2
, of the squares of the positive integers is count-
able.
4. Let A and B be sets such that A is countable and B is uncountable. Prove that BA
is uncountable.
5. Prove that the set Q of rational numbers is countable by identifying a bijection from
a countable set to Q.
6. Let A and B be countable sets. Prove that Aand B are equivalent.
7. Prove that the set of all polynomials in x with rational coecients is countable.
8. Prove that (0, 1) (a, b). [Hint: f : (0, 1) (a, b) dened by f(x) = a + x(b a)
is a bijection of (0, 1) onto (a, b)]
9.(a). Prove that (0, 1) (0, 1]. [ This problem is not easy! Hint: Consider the func-
tion on (0, 1) that for each n N, n 2, maps
1
n
to
1
n1
, and is the identity mapping
elsewhere]
(b). Prove that (0, 1) [0, 1] and hence deduce that [0, 1] R.
38
Chapter 3
STRUCTURE OF THE METRIC
SPACE R
3.1 Introduction
The system of real numbers has two types of properties. The rst type which consists
of the algebraic, dealing with addition and multiplication, etc was studied in Chapter
one. In this Chapter we concentrate on another aspect of the real numbers-the concept
of distance, which is fundamental in classical analysis. The latter properties are called
topological or metric. The results of this chapter will come in handy in the rest of the
chapters in this course. For instance, the classical denition of continuity:
f : R R is continuous at x R, if given > 0, then for some > 0,
[f(x) f(y)[ < whenever [x y[ < , for y R
can be crudely restated (using [ x y [ as a measure of distance between x and y) as:
f is continuous at x if f(y) is near to f(x) whenever y is near enough to
x.
In this chapter, we furnish R with a geometric structure which provides for the concept
of distance between any two given elements of R. We endow R with a metric (which is
an abstraction of a distance function) and hence refer to it as a metric space.
39
We will discuss the concepts of an neighborhood of a point, open and closed sets and
later apply the results to convergence of sequences and continuity of functions dened on
metric spaces. We will dene the notions of convergence of a sequence and limit of
a set in terms of neighbouhoods.
3.2 The notion of a metric
Denition 3.1 A metric on a non-empty set X is a function
d : X X R
that satises the following properties:
(i). d(x, y) 0 for all x, y X. [positivity]
(ii). d(x, y) = 0 i x = y [deniteness or nondegeneracy]
(iii). d(x, y) = d(y, x) for all x, y X [symmetry]
(iv). d(x, y) d(x, z) +d(z, y) for all x, y, z X [triangle inequality]
A set X equipped with a metric d, and denoted (X, d) is called a metric space. That is,
a metric space is a set X with a metric dened on it.
Remark:
There are always many dierent metrics for a given set X.
3.2.1 Examples of Metrics
1. The usual or familiar or standard metric for R is dened by
d(x, y) =[ x y [, for all x, y R.
We show that d is a metric by running all the axioms of a metric:
(i). d(x, y) =[ x y [ 0, for all x, y R.
40
(ii). d(x, y) = 0 [x y[ = 0
x y = 0
x = y, x, y R
(iii). d(y, x) = [y x[ = [ (x y)[
= [ 1[[x y[
= [x y[
= d(x, y) , x,y R
(iv). follows from the triangle inequality for absolute values because we have
d(x, y) = [x y[ = [(x z) + (z y)[
[x z[ +[z y[ = d(x, z) + d(z, y)
d(x, z) = [x z[ = [x y +y z[
[x y[ +[y z[
= d(x, y) +d(y, z), x, y, z R
Thus d is a metric on R and hence (R, d) is a metric space.
2. The discrete metric. If X is a non-empty set, dene d by
d(x, y) =
_
1 if x ,= y
0 if x = y
Exercise: Verify that d in (2) above is a metric on X.
Solution
Note that the rst three properties follow easily. The triangle inequality does not hold if
d(x, y) = 1 and d(x, z) = d(y, z) = 0. However, this would only be possible for x = y = z.
Hence, d(x, y) cannot be equal to 1. This proves that
d(x, y) d(x, z) + d(y, z), x, y, z X.
Remark
41
We note that if (X, d) is a metric space, and T S, then d

dened by d

(x, y) := d(x, y),


for all x, y T gives a metric on T, which we generally denote by d and say that (T, d)
is a metric space. For instance, the standard metric on R is a metric on the set Q of
rational numbers, and thus (Q, d) is also a metric space.
In general, suppose that (X, d) is a metric space and A is a non-empty subset of X. If
x and y are in A, d(x, y) is the distance between x and y in the metric space (X, d),
and clearly d generates a notion of distance between points in the set A. However (if
A ,= X), d is not a metric for A because a metric for A is a function on AA while d
is a function on X Y . This defect can be remedied as follows:
Let d
A
be the restriction of d to AA. Then it is easy to verify that d
A
is a metric for
A, called the relative metric induced by d on A. The metric space (A, d
A
) is called the
subspace of (X, d) generated by A. Despite the formalism, the idea is very simple; the
distance between two points in (A, d
A
) is precisely the distance between them in (X, d).
However, despite the simplicity of the idea, some care is required when working with
relative metrics; a subspace may have properties quite dierent from the original space.
We now present some basic denitions and theorems about metric spaces.
3.3 Neighbourhoods, Interior points and Open sets
There are special types of sets that play a distinguished role in analysis. These are the
open and closed sets in R. To expedite this discussion, it is convenient to have sound
grip of the notion of a neighbourhood of a point.
This is the basic notion needed for the introduction of limit concepts.
3.3.1 Neighborhoods in a metric space
Denition 3.2 Let (X, d) be a metric space. Then for > 0, the open neighbourhood
of a point x
0
in X is the set
V

(x
0
) = x X : d(x
0
, x) <
42
Other names are: the open ball centre x
0
, an open disc with centre x
0
and
radius or simply a neighbourhood of x
0
, or a sphere, if precision is not required.
In R with its usual metric, an open sphere centred at p radius is the set
S

(p) = x R : [x p[ < .
This consists of all those real numbers x which satisfy the inequality
< x a < p < x < p +
Remark We note that spheres in various metric spaces can look quite dierent from
those in Euclidean space. It should be particularly noticed that the spheres in a given
sphere may be quite unlike those in a subspace.
Denition 3.3 Let x
0
(R, d) be a xed element and r > 0 be a real number, where d
is the usual metric on R. Then the set given by
N(x
0
, r) = x R : [x x
0
[ < r
is called the open neighbourhood (nbhd) of x
0
centered at x
0
with radius r.
43
Graphically, N(x
0
, r) looks like
Figure 3.1: N(x
0
, r)
This nbhd is the open interval (x
0
r, x
0
+r).
Denition 3.4 Let A be a subset of R. A point x A is said to be an interior point
of A if there exists a neighbourhood N(x, r) for some r > 0 such that N(x, r) A.
That is, N(x, r) is properly contained in A.
Example
Let A R be given by A = x R : 0 < x < 1. Then an element like
1
4
A is an
interior point of A since N(
1
4
,
1
8
) A. But the element 1 is not an interior point of A
since there does not exist a neighbourhood N(1, r) such that N(1, r) A.
Denition 3.5 Let A be a subset of R. The set of interior points of A is called the
interior of A and is denoted by A

or int(A).
That is
int(A) = x : x is an interior point of A.
Example
Let A = x R : 0 < x 1. Then int(A) = x R : 0 < x < 1
44
Remark Clearly, int(A) A.
Denition 3.6 A point x R is said to be a boundary point of A R if every nbhd
N(x, r), r > 0 of x contains points in A and points in A
C
.
Denition 3.7 The boundary of a set A R, usually denoted by A, or B

dary(A)
is the collection of all the boundary points of A.
Remark Clearly x A i for all r > 0 N(x, r) A ,= and N(x, r) A
C
,= .
Exercise: Show that a set A and its complement A
C
have exactly the same boundary
points.
That is: A = A
C
.
Denition 3.8 Let A be a subset of R. Then A is said to be open in R if every
element of A is an interior point of A. In other words, a subset A R is said to be
open in R if for each x A, a nbhd N(x, r) of x radius r > 0 such that N(x, r) A.
Remark Note that the interior of a set is always an open set. Examples
1. The set G = x R : 0 < x < 1 is open.
Proof
For any x G we may take r
x
to be the smaller of the numbers x, 1 x. It is left as an
exercise to show that if [u x[ < r
x
, then u G.
Alternative Proof
Follows easily since every member of G is an interior point of G.
2. The set R = (, ) is open.
Proof
For any x R, we may take r = 1. That is R is an open set.
3. Generally any open interval I = (a, b) is an open set.
In fact, if x I, we can take r
x
to be the smaller of the numbers x a, b x.
45
Exercise: Show that (x r
x
, x +r
x
) I.
Similarly, the intervals (, b) and (a, ) are open sets.
4. The set A R given by A = x R : 0 < x 1 is not open since the element
1 A but 1 is not an interior point of A.
5. It is easy to prove that:
(i) int(N) =
(ii). int(Q) =
(iii). int(Q
C
) =
(iv). int(x) =
(v). int(R) = R
3.4 Limit Points and Closed sets
Denition 3.9 Let A be a subset of R. A point x R is said to be a limit point or
a cluster point or an accumulation point of A if every nbhd of x has at least one
element of A dierent from x or equivalently, if every nbhd N(x, r) of x has innitely
many points.
Remarks
Clearly, x is a limit point of A i for every open nbhd, N(x, r) of x, we have
N(x, r) A ,= .
If x R, the denition demands that N(x, r) should contain at least one other point
of A.
46
Example: Let A R be given by A = x R : 0 < x < 1. Then an element
1
2
A is
a limit point of A; i.e. N(
1
2
, r) A ,= for any r > 0. Also, the 1 R is a limit point
of A since N(1, r) A ,= for any r > 0.
Remarks
1. Note that a limit point of a set may or may not belong to the set.
2. If there is a member of a set which is not a limit point of the set, then it is called an
isolated point of the set.
Denition 3.10 The set of all the limit points of a set A, usually denoted by A

is
called the derived set of A.
That is, A

= x : x is a limit point of A.
Denition 3.11 A subset A of R is said to be closed if every limit point of A belongs
to A.
That is, A is closed if A
C
is open in R. To show that A R is closed, it suces to
show that each point y of A has an open neighborhood N(x, r) disjoint from A.
Examples
1. The set I = [0, 1] is closed in R.
To see this, let y , I; then either y < 0 or y > 1. If y < 0, we take
y
= [y[, and if
y > 1, take
y
= y 1.
Exercise: Show that in either case, we have I (y
y
, y +
y
) = .
Alternatively, show that every limit point of I belongs to I.
2. The set H = x R : 0 x < 1 is neither open nor closed.
3. The set A = x R : 0 < x 1 is not closed in R since 0 is a limit point of A but
0 , A.
47
4. The empty set is open in R. In fact the empty set contains no points at all, so the
requirement in the denition is vacuously veried. The empty set is also closed since its
complement R is open.
Denition 3.12 Let A be a subset of R. Then the closure of A, denoted by A or
cl(A) is given by
A = A x : x is a limit point of A = A A

.
Remark
Clearly A A.
Example
Let A = x R : 0 < x 1. Then
A = A

0 = x R : 0 x 1 = [0, 1].
Remark: We established that Q and Q
C
are dense in R. We give a more rigorous
denition of a dense set:
Denition 3.13 A subset A of R is said to be dense in R if every limit point of R
is also a limit of A.
That is if A = R.
Thus, we have Q = R, and Q
C
= R.
That is if p is any real number, then every nbhd of p contains at least one rational
number and it also contains at least one irrational number.
Theorem 3.1 Let A be a subset of R. Then A is closed if and only if A
C
is open.
Proof
() Assume A is closed and let x A
C
. Then x cannot be a limit point of A for if it
is then x A, for A is closed. Thus there exists an open nbhd N(x, r) of x such that
N(x, r) A = .
Thus, N(x, r) A
C
. Hence A
C
is open.
() Conversely, assume that A
C
is open and let x be any limit point of A. Then every
open nbhd N(x, r) of x is such that N(x, r) A
C
,= . Thus x cannot be an interior
48
point of A
C
. Since A
C
is open (by assumption-and hence doesnt contain all of its limit
points), x , A
C
.
This implies that x A. Thus every limit point of A belongs to A. Hence A is closed.
3.5 Properties of open and closed sets in R
Theorem 3.2 (a). The union of an arbitrary collection of open subsets in R is open.
(b). The intersection of any nite collection of open sets in R is open.
Theorem 3.3 (a). The intersection of an arbitrary collection of closed sets in R is
closed.
(b). The union of any nite collection of closed sets in R is also closed.
Examples
(1). Let G
n
= (0, 1 +
1
n
), for n N. Then G
n
is open for each n N.
However, the intersection
G =

G
n
n = 1
= (0, 1], which is not open in R.
Thus, the intersection of innitely many open sets in R need not be open
(2). Let F
n
= [
1
n
, 1], for n N. Each F
n
is closed, but the union
F =

F
n
n = 1
= (0, 1], which is not closed in R. Thus, the union of innitely
many closed sets in R need not be closed.
Theorem 3.4 A subset of A R is closed if and only if it contains all its limit points.
Proof
() Let A be a closed subset of R and let x be a limit point of A. We will show that
x A. For a contradiction suppose that x , A. Then x A
C
, an open set. Therefore,
there exists an open neighbourhood N(x, r) of x such that N(x, r) A
C
.
Consequently, N(x, r) A = , which contradicts the assumption that x is a limit point
49
of A. Thus A must contain all of its limits points.
() Conversely, let A be a subset of R that contains all of its limit points. We show
that A is closed. It suces to show that A
C
is open. For if y A
C
, then y is not a
limit point of A. It follows that an open nbhd N(y, r) of y that does not contain a
point of A. (except possibly y).
But since y A
C
, it follows that N(y, r) A
C
. Since y is an arbitrary element of A
C
,
we deduce that for every point in A
C
, there exists an open nbhd that is entirely contained
in A
C
. But this means that A
C
is open in R. Therefore A is closed in R.
Theorem 3.5 A subset of R is open if and only if it is the union of countably many
disjoint open intervals in R.
Remark It does not follow from the above theorem that a subset of R is closed i it is
the intersection of a countable collection of closed intervals ( why not?). In fact, there
are closed sets in R that cannot be expressed as the intersection of a countable collection
of closed intervals in R. A set consisting of two points is one example( why?).
3.6 Relatively Open and Closed Sets
One of the reasons for studying topological or metric concepts is to enable us to study
properties of continuous functions. In most instances, the domain of a function is not
all of R, but rather a proper subset of R. When discussing a particular function we will
always restrict our attention to the domain of the function rather than all of R. With
this in mind, we make the following denition.
Denition 3.14 Let X be s subset of R.
(a). A subset U of X is open in (or open relative to) X if for every p U, there
exists an r > 0 such that N(p, r) X U.
(b). A subset C of X is closed in (or relative to) X if X C is open in X
Example. Let X = [0, ) and let U = [0, 1). Then U is not open in R but is open in
X.(Why?)
The following theorem provides a simple characterization of what it means for a set to
be open or closed in X.
50
Theorem 3.6 Let X be a subset of R.
(a). A subset U of X is open in X if and only if U = X O for some open subset O of
R.
(b). A subset C of X is closed in X if and only if C = X F for some closed subset F
of R.
Remark
Clearly, open(closed) = relatively open ( relatively closed) but the converse is not gen-
erally true.
3.7 Solved Problems
1. (a). Give the denition of an open subset of R and a closed subset of R.
(b). Let A R be given by A = x R : 1 x < 2. Show that A is neither closed nor
open.
Solutions
(a). A subset A of R is said to be open if every member of A is an interior point of A.
But A is said to be closed in R if every limit point of A belongs to A.
(b). A = x R : 1 x < 2 is not closed since 2 is a limit point of A but 2 , A.
Also A is not open since 1 A but 1 is not an interior point of A.
2.(a). Construct a set of real numbers with only 3 limits.(Hint: Note that the set
A =
1
n
: n N has only 0 as the limit point.)
(b). Let A R. Prove that:
(i). A is open i A = Int(A)
(ii). A is closed i A = A.
Solution
(a). Given A =
1
n
: n N, we note that
lim
1
n
= 0
n
. Now let
51
B = 1 +
1
n
: n N and C = 2 +
1
n
: n N. Similarly sets B and C have only one
limit point each. Thus S = A B C is a set whose limit points are 0, 1, and 2.
(b). A R.
(i). A is open i A = Int(A).
() Assume A = Int(A). Then A is open because int(A) is always open.
() Conversely, assume that A is open. Then for any x A, we have that x is an
interior point of A. That is x A =x Int(A). Thus
A Int(A)
(1)
But the inclusion
Int(A) A
(2)
is immediate(obvious).
From (1) and (2) it follows that A = Int(A).
(ii). A is closed i A = A.
() Assume that A = A. Then A is closed since A is always closed.
() Conversely, assume that A is closed. Then every limit point of A belongs to A. But
x is a limit point of A means that x A.
Thus x A =x A.
That is A A
(1)
But the inclusion
52
A A
(2)
is obvious.
From (1) and (2) equality follows. That is A = A.
3. Show that the set N of natural numbers is closed in R.
Solution
The complement of N is the union (, 1) (1, 2) of open intervals , hence open.
Therefore, N is closed since its complement is closed.
4. Show that the set Q of rational numbers is neither open nor closed.
Solution
Every nbhd of x Q contains a point not in Q.
5. Give an example of a set A R such that int(A) = and A = R.
Solution
A = Q or A = Q
C
.
3.8 Tutorial Problems
1. Let A and B be subsets of a metric space X.
(a). Prove that
(i). int(A) int(B) int(A B).
(ii). int(A) int(B) = int(A B).
(iii). (A B) = A B.
(iv). (A B) A B.
53
(b). Give an example of two subsets A and B of R such that
(i). int(A) int(B) ,= int(A B).
(ii). (A B) ,= A B.
2. Prove that
(a). A = A A
C
(b). A = A int(A)
3. Find the boundary points of each of the following sets
(a). A = (a, b)
(b). A =
1
n
: n N
(c). A = Q
(d). A = N
(e). A = R
4. (a). Prove that a set A R is open if and only if A does not contain any of its
boundary points.
(b). Prove that a set A R is closed if and only if A contains all of its boundary points.
54
Chapter 4
BOUNDED SUBSETS OF R
4.1 Introduction
In this chapter we will consider the concept of the least upper bound of a set and introduce
the least upper bound property of the real numbers R. We will show that that this property
fails for the rational numbers Q. We rst dene the notions of upper bound and lower
bound of a subset of real numbers.
4.2 Upper Bounds, Lower Bounds of a subset of R
Denition 4.1 A non-empty subset S of real numbers is said to be bounded above
and thus has an upper bound, say b if b x for all x S.
A non-empty subset S of R is said to be bounded below and thus has a lower bound,
say q if q x for all x S.
Remark
1. If b is an upper bound for S then any real number b

> b is also an upper bound for


S.
In other words, if a set has an upper bound, then it has innitely many upper bounds,
because b + 1, b + 2, ... are upper bounds of S.
55
2. If q is a lower bound for S, then any real number q

< q is also a lower bound for S.


Thus, if a set has a lower bound, then it has innitely many lower bounds, because
q 1, q 2, ... are lower bounds of S.
Denition 4.2 A set is said to be bounded if it is both bounded above and bounded
below. A set is said to be unbounded if it is not bounded.
Example The set S = x R : x < 2 is bounded above; the number 2 and any other
number larger than 2 is an upper bound of S. This set has no lower bounds, so that the
set is not bounded below. Thus it is unbounded (even though it is bounded above !).
In the set of upper bounds of S and set of lower bounds of S, we single out their least
and greatest elements, respectively, for special attention.
4.2.1 Supremum and Inmum of a subset of R
Denition 4.3 Let S be a nonempty subset of R.
(a). If S is bounded above, then a number u is said to be the supremum (or the least
upper bound) of S if it satises the conditions:
(1). u is an upper bound of S, and
(2). if v is any other bound of S, then u v.
That is, if u

< u, then u

is not an upper bound of S. Then there exists u

S such
that u

< u

< u.
Denition 4.4 If S is bounded below, then a number w is said to be the infimimum
(or greatest lower bound) of S if it satises the conditions:
(1). w is a lower bound of S, and
(2). if t is any lower bound of S, then t w. That is , if q is a lower bound of S and
if q

> q, then q

is not a lower bound for S. Thus, q

S such that q

> q

> q.
Remark
1. It is not dicult to see that there can be only one supremum of a given subset S of R.
Thus we can refer to it as the supremum of S instead of a supremum). For suppose that
u
1
and u
2
are both suprema of S. If u
1
< u
2
, then the hypothesis that u
2
is a supremum,
then this implies that u
1
cannot be an upper bound of S. Similarly, we see that u
2
< u
1
56
is not possible. Therefore, we must have u
1
= u
2
.
A similar argument can be given to show that the inmum of a set is unique.
If the supremum and inmum of a set exists, we will denote them by Sup S and Inf S,
respectively.
We observe that if u

is an arbitrary upper bound of a non-empty set S, then


Sup S u

(because SupS is the least upper bound of S).


2. Note that in order for a nonempty set S in R to have a supremum, it must have an
upper bound. Thus, not every subset of R has a supremum. Similarly, not every subset
of R has an inmum.
Four possibilities for a nonempty subset of R
A subset of R can have:
(1). both a supremum and an inmum,
(2). a supremum but no inmum,
(3). an inmum but no supremum,
(4). neither a supremum nor an inmum.
57
The gure below show the properties of a bounded set.
Figure 4.1: Bounds of S
Examples
1. Let A = x R : 0 < x < 1. Then
u = lubA = SupA = 1.
If we take any u

< u, say u

= 0.9, then u say u = 0.95 A and 0.9 < 0.95 < 1.


Thus u

< u < u.
2. Let B = x R : 0 < x < 1

2. Then u = SupB = 2. If we take u

= 1.5, then
u

< b = b.
Example
Let A = x R : 0 < x < 1. Then q = glbA = infA = 0. If we take any q

> q say
q

=
1
8
and 0 <
1
8
<
1
4
.
Thus q

> q = q.
Example Let B = x R : 0 < x < 1

1. Then q = infA = 1. If we let


q

=
1
4
, say, then q = 1 = q. Thus q

> q > q.
58
Remark
Below are equivalent denitions of sup S and inf S using > 0.
Denition 4.5 A real number b is said to be the least upper bound of S if for each
> 0, b is not an upper bound for S. For b

S such that b < b

< b.
Similarly, a real number q is said to be the greatest lower bound for S if for each > 0,
q + is not a lower bound for S, since q

S such that q + > q

> q.
Remarks
1. From the above denition, it follows that every nbhd of b = sup S or q = inf S has at
least one point of S. Thus b = sup S and q = inf S are limit points of S which need not
belong to S.
2. sup S S, inf S S.
3. In the special case when sup S S and inf S S, then sup S is called the maximum
element of S while inf S is called the minimum element of S.
Example Let A R be given by
A = x R : 0 < x 1
Then inf A = 0 , A. Hence A has no minimum element. But sup A = 1 A. Hence 1
is the maximum element of A.
Remark In general some sets of real numbers do not have sup or inf unless bounded
above or below, respectively. The completeness axiom guarantees existence of supremum
and inmum.
We will give an example to show that the claim of completeness axiom is only enjoyed
by set of real numbers but not other sets like those of rational or irrational numbers.
4.3 The Completeness Property of R
Proposition 4.1 (Least Upper Bound Property of R) Every nonempty subset of
real numbers that has an upper bound also has a supremum in R.
59
Remark
This property is called the Supremum Property of R. The analogous property for inma
can be deduced from the Completeness Property as follows:
Every nonempty subset of R that is bounded below has an inmum or greatest lower
bound in R. Every nonempty subset of R that is bounded below has an inmum or
greatest lower bound in R. Suppose that S is a nonempty subset of R that is bounded
below. Then the nonempty set S

= s : s S is bounded above, and the supremum


property implies that u = SupS

exists in R.This can be re-stated as follows:


Proposition 4.2 (The Inmum or Greatest Lower Bound property of R)
Every nonempty subset of R that is bounded below has an inmum or greatest lower
bound in R.
Combining the immediate two propositions we have:
Theorem 4.3 (The Completeness Property of R): Every nonempty subset of real
numbers that has an upper bound also has a supremum in R and every nonempty subset
of R that is bounded below has an inmum or greatest lower bound in R.
Exercise:In the remark above, verify in detail that u is the inf of S.
We demonstrate that not all subsets of R enjoy the Completeness Property.
Example
Let S = y : y Q, 0 y, y
2
< 2. Then clearly 0 S so that S ,= . Now suppose that
s S, then s
2
< 2 and 2 s
2
is a positive rational number. Select a positive rational
number h such that h < 1 and h <
2s
2
2s+1
and let u = s +h.
Clearly h is rational and 0 < s < u. Also we can easily check that :
u
2
= s
2
+ 2sh + h
2
< s
2
+ 2sh + h < 2. Hence u S. That is for any given member of
S, there always exists a larger member of S. Hence S has no largest member.
This result shows that rational numbers do not have the completeness property.
4.4 Solved Problems
1. (a). Give an example of the following:
60
(i). a set S R such that SupS = InfS.
(ii). a set S R which has got inmum, minimum and supremum but no maximum
element.
(b). Show that if the maximum element of a set S R exists then it is unique.
Solution
(a). An example of
(i). a set S such that SupS = InfS.
Let S = x. Then SupS = x and InfS = x.
Hence SupS = InfS.
(ii). a set S of reals which has got inmum, minimum, supremum but no maximum
element:
Let S = x R : 0 x < 1.
Then 0 = InfS and 0 S. Thus 0 ie equal to the minimum element in S. We also
have that 1 = SupS. But 1 , S. Hence S has no maximum element.
(b). Let b = MaxS. We show that b is unique. Assume we also have b

= MaxS. Then
in particular b is an upper bound of S and b

is the lub of S.
That is
b

< b
(1)
but we also have that b

is an upper bound of S while b

is the least upper bound of S.


That is
b < b

(2)
From (1) and (2), b = b

.
61
Hence MaxS is unique.
4.(a). State the Completeness property of R.
(b). Let E be a closed and bounded subset of R. Show that sup E and inf E belong
to E.
Solution
(a). A set of reals bounded above has the least upper bound in R and if it is bounded
below then it has the greatest lower bound.
(b). Let E be a closed and bounded subset of R. We show that SupE and InfE belong
to E.
Let b = SupE. Then for each > 0, b is not an upper bound of E. Thus there
exists b

E such that b < b

< b
This is equivalent to saying that every nbhd N(b, ) has at least one element of E. That
is b is a limit point of E. But E is closed, hence it contains all its limit points. Thus
b E. Thus SupE E.
Similarly, let q = InfE. Then for each > 0, q + is not a lower bound of E. Thus
there exists q

E such that q < q

< q +.
Thus q is a limit point of E. But E is closed. Hence q = InfE E.
5. Dene a set T by T = z : z Q and 2 < z
2
. Show that T has no smallest element.
62
Chapter 5
SEQUENCES OF REAL
NUMBERS
5.1 Introduction
In this chapter we study the properties of a sequence of real numbers. In our study of
sequences we encounter our rst serious introduction to the limit process. We begin the
chapter by introducing the notion of convergence of a sequence of real numbers and by
proving the standard limit theorems for sequences normally encountered in calculus. We
use the least upper bound property of R to show that every bounded monotone sequence of
real numbers converges in R. We introduce the notion of subsequences and subsequential
limits and use these to provide a proof of the fact that every Cauchy sequence of real
numbers converges.
Denition 5.1 A sequence is an ordered set of numbers, say a
1
, a
2
, ... where each mem-
ber is followed by another according to a given rule. In this case we write the sequence as
a
n

n=1
= a
1
, a
2
, ..., a
n
, ...
The members a
1
, a
2
, .. are called the terms of the sequence. The term a
n
is called the n
th
term.
Example
Let a
n

n=1
= n
2
for all n N. Then a
n
is a sequence of real numbers whose terms
63
are as follows:
a
n
= 1
2
, 2
2
, 3
2
, ..., n
2
, ...
The n
th
term of this sequence is n
2
.
Remark (1) Note that a sequence can also be dened as a function whose domain is the
set N of natural numbers,e.g. the sequence above, f(n) = n
2
for all n N.
5.2 Convergence of a sequence
Denition 5.2 A sequence x
n

n=1
in R is said to converge if there exists a point
x R such that for every > 0, there exists a positive integer n
0
such that
x
n
N(x, ) for all n n
0
.
Remark
If this is the case, we say that x
n
converges to x or that x is the limit of the
sequence x
n
, and we write:
lim x
n
= x
n
or x
n
x
If x
n
does not converge, then x
n
is said to diverge.
In the denition, the statement x
n
N(x, ) for all n n
0
is equivalent to
[x
n
x[ < for all n n
0
(*)
(*) gives the criterion of convergence of a sequence.
As a general rule, the integer n
0
will depend on the given .
Remark
From (*), we can restate the criterion of convergence as follows:
5.2.1 Criterion of Convergence
A sequence x
n
of real numbers converges to a real number x if no matter how small
a positive real number is we should be able to nd a natural number n
0
depending on
such that the distance between the terms x
n
of the sequence and the limit x is always
64
less than provided the subscript n is greater than n
0
.
Example 1 Let x
n
=
1
n
. We show that x
n

n=1
converges to 0 in R.
Given > 0, there exists a positive integer n
0
such that n
0
> 1. Thus for all n n
0
,
[
1
n
0[ = [
1
n
[ < .
Therefore,
lim
1
n
= 0
n
.
In this example, the integer n
0
must be chosen so that n
0
>
1

.
Example 2 If x R, the sequence x
n
dened by x
n
= x for all x R is the constant
sequence of x. Since [x
n
x[ = 0 for all n N, we have
lim x
n
= x.
n
Example 3 Consider the sequence
2n+1
3n+2

n=1
. We show that
lim
2n+1
3n+2
=
2
3
n
.
Since [
2n+1
3n+2

2
3
[ =
1
3(3n+2)
<
1
9n
, given > 0, choose n
0
N such that n
0
>
1
9
. Then for
all n n
0
, [
2n+1
3n+2

2
3
[ < .
Thus the given sequence converges to
2
3
.
Example 4 The sequence x
n
= 1 (1)
n

n=1
diverges in R. To prove this, we rst
note that for this sequence
[x
n
x
n+1
[ = 2 for all n. Suppose x
n
x for some x R. Let 0 < < 1. Then by
denition of convergence, there exists an integer n
0
such that
[x
n
x[ < for all n n
0
. But if n n
0
, then
2 = [x
n
x
n+1
[ [x
n
x[ +[x x
n+1
[ < 2 < 2.
This, however, is a contradiction. Thus our assumption that the sequence converges is
false; i.e, the sequence diverges.
65
Example 5 Prove that
lim

n + 1

n = 0
n
.
Solution
First we note that
[

n + 1

n[ =
(

n+1

n)
1
(

n+1+

n)
(

n+1+

n)
=
1

n+1+

n
<
1
2

n
. Given > 0, we want
to choose n
0
such that
1
2

n
< for all n n
0
. This is easily veried to be the case if
n
0
N is chosen so that n
0

1
4
2
. With this choice of n
0
, we now have
[

n + 1

n[ < for all n n


0

Example 6Showfromfirstprinciplesthatthesequence
x
n
= 1 + (1)
n 1
n
2
for all n N converges to 1 in R.
Solution
Let > 0 be given such that [x
n
1[ < . Then we have that
[1 + (1)
n 1
n
2
1[ <
That is [(1)
n 1
n
2
[ <
That is [(1)
n
[[
1
n
2
[ <
That is
1
n
2
< . That is n
2
>
1

i.e. n >
1

.
In this case if we take n
0
= N() = [
1

] + 1, where [x] denotes the largest integer less


or equal to x, then we have found the natural number depending on such that
[x
n
x[ < , n n
0
().
Hence x
n
1.
Remark
Note that in determining n
0
() we have to add 1 because [
1

] could be 0.
Denition 5.3 A sequence x
n
in R is said to be bounded if there exists a positive
constant M such that [x
n
[ M for all n N.
66
This denition is equivalent to saying that the range of x
n
: n N of the sequence
x
n
is a bounded subset of R or if the terms of x
n
are trapped between two given real
numbers.
Example 1 Let x
n
=
1
n
. Then the range is given by
Range x
n
= 1,
1
2
,
1
3
, ...
Clearly, 0 < x
n
< 1, n N.
Hence x
n
=
1
n
n N is bounded.
Example 2
Dene the terms of a sequence as:
x
n
=
_
1 if n is odd
0 if n is even
Then the range of x
n
= 0, 1. Hence x
n
is bounded.
Example 3 Let x
n
= n
2
for all n N. Then range x
n
= 1
2
, 2
2
, .... Clearly, x
n
is
not bounded. Thus it is unbounded.
Theorem 5.1 Let x
n
be a sequence of real numbers. If x
n
converges then its limit
is unique.
Proof
We prove by contradiction. We assume that the sequence converges but that its limit is
not unique. So suppose the sequence x
n
converges to two distinct points x, y R, i.e.
x
n
x and x
n
y, and x ,= y.
Thus, using the criterion for convergence we have that for each > 0 N
1
(), N
2
() N
such that
[x
n
x[ <

2
n N
1
().
Also
[x
n
y[ <

2
n N
2
().
Let N = maxN
1
, N
2
. Then
67
[x
n
x[ <

2
n N and
[x
n
y[ <

2
n N.
By the triangular inequality we have that
[x y[ = [x x
n
+x
n
y[ [x x
n
[ +[x
n
y[ <

2
+

2
= n N.
That is [xy[ < and > 0 is arbitrary. Thus x = y and hence limit of x
n
is unique
(if it exists).
5.2.2 Bounded Sequences
Theorem 5.2 Let x
n
be a convergent sequence of real numbers. Then x
n
is bounded.
Proof
Let x
n
x. Then x R. Therefore, for each > 0, n
0
N such that [x
n
x[ <
n n
0
. Since > 0 is arbitrary, WLOG(Without loss of generality) we take
= 1. Then we have, for this :
[x
n
x[ < 1 n n
0
Let r = min[x
1
x[, [x
2
x[, ..., [x
n
0
1
x[, 1
Then it follows that:
[x
n
x[ < r n N, where r > 0. But we have that
[[x
n
[ [x[[ < [x
n
x[ < r
i.e. [[x
n
[ [x[[ < r, n N.
In particular, [x
n
[ [x[ < r n N.
That is [x
n
[ < r +[x[, n N.
Let M = r +[x[ > 0. Then [x
n
[ M n N. Hence x
n
is bounded.
Remark We note that the theorem above asserts that:
convergence of x
n
= boundedness of x
n
.
But the converse is not true in general as the following example shows:
68
Example 1
Let x
n
be a sequence of real numbers dened by
x
n
=
_
1 if n is odd
0 if n is even
That is x
n
= 1, 0, 1, 0, ...
Then x
n
is bounded. But x
n
is not convergent since it oscillates between 0 and 1.
Example 2 The sequence x
n
= 1 (1)
n

n=1
is bounded, but the sequence does not
converge. The sequence is bdd since [x
n
[ = [1 (1)
n
[ 2 n N.
Example 3 The sequence n(1)
n
is not bdd in R, and thus cannot converge.
5.3 Subsequences and the Bolzano-Weierstrass Theorem
We prove that every bounded sequence of real numbers has a convergent subsequence.
This is the sequential version of the Bolzano-Weierstrass Theorem.
Denition 5.4 Given a sequence x
n
in R, consider a sequence n
k

k=1
of positive in-
tegers such that n
1
< n
2
< n
3
< ... Then the sequence x
n
k

k=1
is called a subsequence
of the sequence x
n
.
If the sequence x
n
k
converges, its limit is called a subsequential limit of the sequence
x
n
. Specically, a point x R is a subsequential limit of the sequence x
n
if there
exists a subsequence x
n
k
of x
n
that converges to x. Also, we say that is a subse-
quential limit of x
n
if there exists a subsequence x
n
k
so that x
n
k
as k .
Similarly for .
Examples
1. Let x
n

n=1
= x
1
, x
2
, ... be any sequence of real numbers. If we extract the terms
whose subscripts are even then we have a subsequence:
x
n
k

k=1
= x
n
1
, x
n
2
, ..., where x
n
1
= x
2
, x
n
2
= x
4
, x
n
3
= x
6
, ...
Therefore x
n
k
= x
2
, x
4
, x
6
, ... is a subsequence of x
n
.
2. Consider the sequence x
n
= (1 (1)
n
).
If n is even, then x
n
= 0, and if n is odd, then x
n
= 2. Thus 0 and 2 are subsequential
69
limits of the given sequence.
Exercise Prove that 0 and 2 are the only two subsequential limits of the above sequence.
3. Consider the sequence x
n
= (1)
n
+
1
n
.
Both 1 and 1 are subsequential limits. If n is even, i.e. n = 2k, then x
n
= x
2k
= 1+
1
2k
,
which converges to 1. On the other hand, if n is odd, i.e. n = 2k +1, then x
n
= x
2k+1
=
1 +
1
2k+1
,
which converges to 1.
This shows that 1 and 1 are subsequential limits.
4. Let x
n
=
1
n
n N. Then x
2n
is a subsequence given by
x
2n
=
1
2
,
1
4
,
1
6
, ...
We also have that x
2n+1
is a subsequence of x
n
given by x
2n+1
= 1,
1
3
,
1
5
, ....
Remarks
1. Note that if a subsequence x
n
k

k=1
converges to x, then x is called a subsequential
limit.
2. Note that a sequence is a subsequence of itself.
3. Note that a sequence can have subsequential limit without being convergent:
Example
Let x
n
=
_
1 if n is odd
1 if n is even
That is x
n
= 1, 1, 1, 1, ....
Then x
n
is not convergent since it oscillates between 1 and 1. However, the subse-
quence x
2n+1
= 1, 1, 1, ... converges to 1. Thus 1 is a subsequential limit of x
n
.
Hence a subsequence can be convergent without the sequence being convergent.
Remark We state and prove a result that links the concept of a subsequence to the
convergence of the sequence.
Theorem 5.3 Let x
n
be a sequence of real umbers. Then x
n
converges to x if and
only if every subsequence of x
n
also converges to x.
Proof
() Firstly assume that x
n
x. Let x
n
k

k=1
be any subsequence of x
n
. As
x
n
x we have:
70
For each > 0 n
0
() N such that
[x
n
x[ < n n
0
().
Take n
k
> n
0
(). Then clearly
[x
nk
x[ < n
k
> n
0
().
Thus x
nk
x.
Since x
n
k
was any subsequence, it follows that x
n
x = every subsequence x
nk
of
x
n
converges to x.
() Conversely, assume that every subsequence of x
n
converges to x. Then x
n
x
since x
n
is a subsequence of itself.
Examples
1. Consider the sequence
x
n
=
_
1 if n is odd
0 if n is even
That is x
n
= 1, 0, 1, 0, .... Then the subsequence x
2n
= 0, 0, ... converges to 0 but
the subsequence x
2n+1
= 1, 1, 1, ... converges to 1. Now 0 ,= 1. Hence x
n
diverges
in R since its subsequences do not converge to the same limit.
2. Consider the sequence x
n
=
1
n
, for all n N. Then x
n
0. The subse-
quence of x
n
given by x
2n
=
1
2
,
1
4
,
1
6
, ... also converges to 0. Also the subsequence
x
2n+1
= 1,
1
3
,
1
5
, ... converges to 0.
That is every subsequence of this sequence converges to 0 since x
n
(which is a subse-
quence of itself ) converges to 0.
Theorem 5.4 (Bolzano-Weierstrass) Every bounded innite subset of R has a limit
point.
Remark
The conclusion of the Bolzano-Weierstrass theorem may fail if either hypothesis is re-
moved. For example, a nite set has no limit point. On the other hand, the st N of
natural numbers is an innite unbounded subset of R with no limit points.
The following corollary is often called the sequential version of the Bolzano-Weierstrass
Theorem.
71
Corollary 5.5 (Bolzano-Weierstrass) Every bounded sequence in R has a conver-
gent subsequence.
5.4 Monotonic Sequences
Denition 5.5 Let x
n
be a sequence of real numbers. Then we say that:
(i). x
n
is monotonic increasing (in symbols x
n
) if x
n
x
n+1
n N.
(ii). x
n
is monotonic decreasing (in symbols x
n
) if x
n
x
n+1
n N.
We say that x
n
is monotonic if it is monotonic increasing or monotonic decreasing.
Examples
1. The sequence x
n
= n
2
n N = 1, 4, 9, ... is monotonic increasing.
2. The sequence x
n
=
1
n
2
n N = 1,
1
4
,
1
9
, ... is monotonic decreasing.
Remark We know that convergence of x
n
= boundedness of x
n
but the converse
is not true in general. But we now show that these two concepts are equivalent in the
case of monotonic sequences. That is
Convergence Boundedness if x
n
is monotonic.
Theorem 5.6 Let x
n
be a monotonic sequence of real numbers. Then x
n
is con-
vergent if and only if it is bounded.
Proof
We only prove the case when x
n
is monotonic increasing. For the other case, the proof
is similar. Let E = range x
n
. Since x
n
is bounded it follows that E is also bounded.
Thus E is a set of real numbers bounded above. Let x = lub E. Then x
n
x n N
and for each > 0, n
0
() N such that x < x
n
0
x for otherwise x would be
an upper bound.
By monotonicity of x
n
it follows that
x < x
n
< x n N.
72
Therefore [x
n
x[ < n N.
Thus x
n
x and hence boundedness = Convergence.
Remark
1. Note that if x
n
or x
n
as n , we say that x
n
diverges in R
because and are not real numbers.
2. If x
n
and not bounded above then x
n
and hence x
n
diverges. Also if
x
n
and is not bounded below then x
n
and hence diverges.
5.5 Limit Superior and Limit Inferior of a sequence
These two limit operations are very important because unlike the limit of a sequence, the
limsup and liminf of a sequence always exist. They come in handy in the study of series
of real numbers and power series.
Let x
n
be a sequence in R. For each k N, we dene a
k
and b
k
as follows:
a
k
= infx
n
: n k,
b
k
= supx
n
: n k.
From the denition, a
k
b
k
for all k.
Furthermore, sequences a
k
and b
k
satisfy the following:
a
k
a
k+1
and b
k
b
k+1
for all k.
The sequence a
k
is nondecreasing.
As a consequence the sequence a
k
is monotone increasing and the sequence b
k
is
monotone decreasing.
These sequences always have limits in R , .
73
Denition 5.6 Let x
n
be a sequence in R. The limit superior/supremum of x
n
,
denoted
lim x
n
n
or limsupx
n
, is dened as :
lim x
n
n
=
lim b
k
k
=
inf sup x
n
: n k
k N
.
The limit inferior/infimum of x
n
, denoted
lim x
n
n
or liminfx
n
, is de-
ned as:
lim x
n
n
=
lim a
k
k
=
sup inf x
n
: n k
k N
.
Example
Let x
n
= 1 +(1)
n

n=1
. Let x
n
= 1 +(1)
n
. Then x
n
= 2 if n is even, 0 otherwise.
Thus a
k
= 0 for all k and b
k
= 2 for all k.
Therefore
lim x
n
n
= 2 and
lim x
n
n
= 0.
Theorem 5.7 Let x
n
be a sequence of real numbers and let L be the set of all subse-
quential limits of x
n
.
That is L = x : x is a limit of some subsequence x
nk
of x
n
.
Then
lim x
n
n
= sup L
lim x
n
n
= inf L
Also limx
n
and limx
n
belong to L.
Remark Note that the theorem above asserts that for a given sequence x
n
there are
two subsequences such that one converges to limx
n
and another one to limx
n
.
74
Theorem 5.8 Let x
n
be a sequence in R. Then x
n
x if and only if
limx
n
= limx
n
= x.
Proof
() We use the result x
n
x i every subsequence of x
n
converges to x. Now,
let x
n
x. Then L = x, where L is the set of all subsequential limits. Thus,
sup L = x = inf L.
That is limx
n
= limx
n
= x.
() Conversely, let limx
n
= limx
n
= x. Then sup L = inf L = x. Therefore L = 0.
That is every subsequence of x
n
converges to x. Hence in particular, x
n
x.
Remark
Note that in the result above if limx
n
= limx
n
= +, then L = +.
Thus x
n
+ and hence x
n
diverges. So the validity of the above result demands
that limx
n
and limx
n
should be real numbers.
Example Consider the sequence
x
n
=
1
n
n N = 1,
1
2
,
1
3
, ....
Then
x
1
= sup1,
1
2
,
1
3
, ... = 1
x
2
= sup
1
2
,
1
3
, ... =
1
2
x
3
= sup
1
3
,
1
4
, ... =
1
3
Thus
inf x
k
= 0
k N
=limsup x
n
= 0.
We also have that :
x
1
= inf1,
1
2
,
1
3
, ... = 0
75
x
2
= inf
1
2
,
1
3
, ... = 0
x
3
= inf
1
3
,
1
4
, ... = 0
Thus
sup x
k
= 0
k N
That is liminf x
n
= 0.
Thus limsup x
n
= 0 = liminf x
n
. Hence x
n
converges to 0.
5.6 Cauchy Sequences
Denition 5.7 A sequence x
n

n=1
in R is a Cauchy sequence if for every > 0,
there exists a positive integer n
0
() such that
[x
n
x
m
[ < for all integers n, m n
0
().
This is equivalent to the denition :
[x
n+k
x
n
[ < for all n n
0
() and all k N.
Thus if, x
n
is a Cauchy sequence in R, then
lim
n
[x
n+k
x
n
[ = 0,
for every k N.
The converse, however, is false: namely, if x
n
is a sequence in R that satises
lim
n
[x
n+k
x
n
[ = 0,
for every k N, this does not imply that the sequence x
n
is a Cauchy sequence.
76
Example Consider the sequence
x
n
=
1
n
n N = 1,
1
2
,
1
3
, ...
The behaviour of this sequence is such that for a given > 0 we can nd a positive
integer N so that beyond the term x
N
, the distance between any two terms say x
n
and
x
m
for both n, m greater than N is always less than .
For let =
1
4
then take N() = 4. Thus [x
n
x
m
[ <
1
4
n, m 4.
For example [
1
5

1
7
[ <
1
4
for n = 5, m = 7.
Now, let =
1
10
, then take N() = 10. Thus, [x
n
x
m
[ <
1
10
n, m 10.
Take N() = [
1

] + 1. Hence x
n
is Cauchy.
Remark We now state and prove a result that links the concepts of a Cauchy sequence
to convergence of the sequence.
Theorem 5.9 Let x
n
be a sequence of real numbers. If x
n
is convergent then it is
Cauchy.
Proof
Let x
n
x. Then for each > 0, N() N such that
[x
n
x[ <

2
, n N().
Now take m > n then we have
[x
m
x[ <

2
m > n.
Thus
[x
n
x
m
[ = [x
n
x +x x
m
[ [x
n
x[ +[x x
m
[ <

2
+

2
= m, n N().
Hence x
n
is Cauchy.
Remark
1. From the theorem above, a convergent sequence is Cauchy but the converse is not true
in general: Let X = (0, 1] with the standard metric d on R. Then (X, d) is a metric
space. Now the sequence x
n
=
1
n
n N of elements of X is Cauchy in X. But
lim
n
x
n
= 0 , X,
Hence x
n
does not converge in X. Hence in a general metric space a Cauchy sequence
need not be convergent.
77
2. A metric space (X, d) is said to be complete if every Cauchy sequence in X converges
to a point in X.
3. Note that R is a complete metric space. Thus every Cauchy sequence in R converges.
Hence for sequences of real numbers, the concept of convergence and the concept of
Cauchy sequence are equivalent.
Theorem 5.10 Every Cauchy sequence is bounded.
Proof
Take = 1. By the denition of Cauchy sequence, there exists n
0
N such that
[x
n
x
m
[ < 1, n, m n
0
. Therefore, with m = n
0
,
[x
n
[ 1 +[x
n
0
[ for all n n
0
.
Let M = max1 +[x
n
0
[, [x
1
[, ..., [x
n
0
1
[.
Then for all n, [x
m
[ M.
Thus x
n
is bounded.
5.7 Solved Problems
1. State the criterion for convergence of a sequence x
n
of real numbers. Show from
First Principles that the sequence x
n
= 3 + (1)
n 1
n
3
: n N converges to 3.
Solution
Criterion for convergence: Let x
n
be a sequence in R. Then x
n
x i for each
> 0, N() N such that [x
n
x[ < n N().
Given the x
n
above, let > 0 be given such that [x
n
3[ < . That is [3+(1)
n
1n
3
3[ <
i.e. [(1)
n 1
n
3
[ <
i.e.
1
n
3
<
i.e n
3
>
1

i.e. n >
1

1
3
.
Taking N() =
_
1

1
3
_
+ 1, it follows that [x
n
3[ < n N(). Hence x
n
3.
2. Give an example of a sequence which is bounded but not convergent.
Solution
78
See examples in notes.
3. (a). Dene the concept of a Cauchy sequence.
(b). Prove that a convergent sequence is Cauchy. When is the converse true?
Solution
(a). See notes
(b). The converse is true when the metric space ic complete.
4. Show by induction that the sequence dened by x
n+1
=

2x
n
n 2 and x
1
=

2
is monotonic increasing and that x
n
< 2 n N.
State giving reasons whether x
n
is divergent or convergent in R.
Solution
Left as an exercise.
79
Chapter 6
LIMITS AND CONTINUITY OF
FUNCTIONS IN R
6.1 Introduction
We consider limits and continuity of functions dened on intervals of the real line. Our
aim is to investigate the behavior of a function f(x) when x approaches a given point
which either belongs to the domain of f or it is just a limit point of the domain of f.
6.2 Limit of a Function
The basic idea underlying the concept of the limit of a function f at a point p is to study
the behaviour of f at points close to, but not equal to p.
Denition 6.1 Let E be a subset of R and f : E R. Suppose that p is a limit
point of E. The function f has a limit at p if there exists a number L R such that
given any > 0, there exists a > 0 for which
[f(x) L[ < , for all points x E satisfying 0 < [x p[ < .
80
If this is the case, we write
lim
xp
f(x) = L
or f(x) L as x p.
That is, we say f(x) L as x p if for each > 0 > 0 such that
0 < [x p[ < =[f(x) L[ < .
Remark
1. Note that the point p under consideration being a limit point of E need not belong to
E unless E is a closed interval.
2. Note that we can also view the denition above through the concept of open neighbor-
hoods: We say that
f(x) L as x p if and only if for each open nbhd N(L, ) of L, there exists
another nbhd N(p, ) of p such that f(x) N(L, ) whenever x N(p, ).
Figure 6.1: Limit of a function f
3. In the denition of limit, the choice of for a given may depend not only on and
the function but also on the point p.
81
4. If p is not a limit point of E, then for suciently small, there do not exist any
x E so that 0 < [x p[ < . Thus, if p is an isolated point of E, the concept of the
limit of a function at p has no meaning.
5. Let E R and p a limit point of E. To show that a given function f does not have
a limit at p, we must show that for every L R, > 0 such that for every > 0, an
x E with 0 < [x p[ < , for which [f(x) L[ .
Example Let E = x R : 1 < x < 4. Dene f : E R by f(x) = x
2
+ 1.
Consider
lim
x4
f(x)
Figure 6.2: Limit of f(x) = x
2
+ 1 as x 4
As x 4, f(x) 17.
Thus for each > 0, > 0 such that
0 < [x 4[ < =[f(x) 17[ <
Equivalently, we can say that for each open nbhd N(17, ) of the number 17 there exists
another open nbhd N(4, ) of the number 4 such that f(x) N(17, ) whenever x
N(4, ).
82
Note that the number 4 is just a limit point of E which does not belong to E.
6.3 Some results on Limits of Real-valued Functions
Let E R and f : E R be a function. Let p be a limit point of E. Then
f(x) L as x p if and only if for every sequence x
n
converging to p we have
the sequence f(x) converging to L.
Corollary 6.1 If a function f has a limit L as x p, then this limit is unique.
Proof
Let f(x) L as x p. Now, if x
n
is a sequence such that x
n
p, then
f(x
n
) q by the theorem above. But the limit of a sequence is unique. Thus we have
that if also f(x) L

as x p then f(x
n
) L

and consequently L = L

.
Hence the limit of f is unique.
Remark The results above provide a link between the concepts of convergence of a se-
quence and limit of a function.
Example Let E = x R : 1 < x < 4 and f : E R be given by f(x) = 2x. Then
lim
x2
f(x) = lim
x2
2x = 4.
6.3.1 Limit Theorems
Suppose E R and f, g : E R, and that p is a limit point of E. If
lim
xp
f(x) = A and lim
xp
g(x) = B,
then
(a).
lim [f(x) + g(x)] = A +B
x p
(b).
lim [f(x)g(x)] = AB
x p
83
(c).
lim [
f(x)
g(x)
=
A
B
x p
provided B ,= 0.
(d).
lim (cf(x)) = c lim f(x) = cA
x p x p
6.3.2 Limits at Innity
Up to this point we have only considered limits of functions at points p E. We now
extend the denition to include limits at or .
Denition 6.2 Let f be a real-valued function such that Dom(f) (a, ) ,= for every
a R. The function f has a limit at if there exists a number L R such that given
> 0, there exists a real number M for which [f(x)L[ < for all x Dom(f)(M, ).
Figure 6.3: Limit of a function f at
If this is the case, we write
lim
x
f(x) = L
Similarly, if Dom(f) (, b) ,= for every b R,
84
lim
x
f(x) = L i given > 0, there exists a real number M such that
[f(x) L[ < for all x Dom(f) (, M).
Remark The hypothesis that Dom(f)

(a, ) ,= for all a R is equivalent to saying


that the domain of the function f is not bounded above. If Dom(f) = N, then the above
denition gives the denition for the limit of a sequence.
Example
Consider the function f(x) =
sin x
x
dened on (0, ).
Since [ sin x[ 1,
[f(x)[
1
x
for all x (0, ).
Let > 0 be given. Then with M =
1

, [f(x)[ < x M.
Therefore,
lim
x
sin x
x
= 0.
6.4 Continuous Functions in R
Denition 6.3 Let E be a subset of R and f a real-valued function with domain E.
The function f is continuous at a point p E, if for every > 0, there exists a
> 0 such that [f(x) f(p)[ < for all x E with [x p[ < .
The function f is continuous on E if and only if f is continuous at every point p E.
That is, f : E R is continuous at p if for each > 0, > 0 such that
[x p[ < =[f(x) f(p)[ < .
The denition can be rephrased as follows:
A function f : E R is continuous at p E i given > 0, > 0 such that
f(x) N(f(p), ) for all x N(p, ) E.
85
The gure below illustrates this concept.
Figure 6.4: Continuity of a function f
Remarks
1. If p E is a limit point of E, then f is continuous at p if and only if
lim
xp
f(x) = f(p)
2. If p E is an isolated point, then every function f on E is continuous at p. This
follows from the fact that for an isolated point p E, > 0 such that N(p, )E = p.
Examples
1. Let g be dened as
g(x) =
_
x
2
4
x2
, x ,= 2
2, x = 2
At the point p = 2, lim
x2
g(x) = 4 ,= g(2).
Thus g is not continuous at p = 2.
However, if we redene g at p = 2 so that g(2) = 4, then this function is now continuous
at p = 2.
86
2. Let f(x) =
_
0, x Q
x x Q
C
Since lim
x0
f(x) = 0 = f(0), f is continuous at p = 0.
On the other hand, since lim
xp
f(x) fails to exist for every p ,= 0, f is discontinuous
at every p R, p ,= 0.
3. The function f dened by
f(x) =
_
1, x Q
0, x Q
C
is discontinuous at every x R.
4. Consider f(x) =
1
x
. This function is continuous at every p (0, ). Thus, f is
continuous at (0, ) but discontinuous at x = 0.
5. Let f be dened by
f(x) =
_
0, x = 0
x sin
1
x
, x ,= 0
Then lim
x0
f(x) = 0 = f(0)
Thus f is continuous at x = 0.
6. The function f : (0, 1) (0, 1)
f(x) =
_
0, if x is irrational
1
n
, if x is rational with x =
m
n
in lowest terms
is discontinuous at every rational number in (0, 1) and continuous at every irrational
number in (0, 1).
87
The graph of f, at least for a few rational numbers is given below.
Figure 6.5: Graph of the function f in Example 6
We show that lim
xp
f(x) = 0 for every p (0, 1).
Since f(p) = 0 for every irrational number, p (0, 1) is continuous at every irrational
number. Also, since f(p) ,= 0 when p Q (0, 1), f is discontinuous at every rational
number in (0, 1).
Fix p (0, 1) and let > 0 be given. To prove that lim
xp
f(x) = 0 we need to show
that there exists a > 0 such that [f(x)[ < for all x N(p, ) (0, 1), x ,= p.
This is the case for any irrational number x. On the other hand, if x is rational with
x =
m
n
(in lowest terms), then f(x) =
1
n
.
Choose n
0
N such that
1
n
0
< . There exist only a nite number of rational numbers
m
n
(in lowest terms) in (0, 1) with denominator less than n
0
. Denote these by r
1
, r
2
, ..., r
k
,
and let
= min[r
i
p[ : i = 1, 2, ..., k, r
i
,= p.
(Note that since p may be rational and thus possibly equal to r
i
for some i = 1, 2, ..., k,
we take the minimum of [r
i
p[ only for those i for which r
i
,= p).
Thus > 0, and if r Q

(p)

(0, 1), r ,= p, with r =


m
n
in lowest terms, then
88
r n
0
. Therefore, [f(r)[ =
1
n
< .
Thus [f(x)[ < for all x N

(p)

(0, 1), x ,= p.
6.5 Uniform Continuity
Denition 6.4 Let E R and f : E R be a function. Then f is said to be
uniformly continuous on E if for each > 0, > 0(depending on ) such that for
any pair of points x, y E we have
[x y[ < =[f(x) f(y)[ < .
Remarks
1. Note that > 0 depends only on but not on the choice of the pair of points x and y.
2. Note that if f is uniformly continuous on E, then it is continuous at every point of
E.
Clearly,
Uniform continuity = pointwise continuity.
But the converse is not true in general.
Example
1. Let f : R R be dened by
f(x) = x
2
.
Consider the continuity of f at x = p. Let > 0 be given such that
[f(x) f(p)[ <
i.e, [x
2
p
2
[ <
[x p[ <

|x+p|
i.e. take (, p) =

|x+p|
.
Here we note that > 0 depends not only on but also on the point p under considera-
tion. Hence f(x) = x
2
is continuous in a pointwise sense(i.e. pointwise continuous) but
not uniformly continuous.
Example Let f : R R be dened by f(x) = 2x.
89
Consider continuity at x = p. Let > o be given such that:
[f(x) f(p)[ <
i.e. [2x 2p[ <
2[x p[ <
[x p[ <

2
Take () =

2
. Then we have
[x p[ < =[f(x) f(p)[ < .
Here > 0 depends on only but not on the point p under consideration. Hence the
function f(x) = 2x is uniformly continuous.
Theorem 6.2 A continuous real-valued function on a closed and bounded interval [a, b]
is uniformly continuous.
Example
The function f(x) = x
2
is continuous on [0, ) but not uniformly continuous on [0, ).
On the other hand, the interval (0, 1) is bounded but not closed. The function f(x) =
1
x
is continuous on (0, 1) but is not uniformly continuous on (0, 1).
Example Let f : [0, 1] R be dened by f(x) = x
2
. We show that f is uniformly
continuous on [0, 1].
Proof
Let x, y [0, 1]. Then
[f(x) f(y)[ = [x
2
y
2
[ = [(x +y)(x y)[ = [x +y[[x y[.
Since 0 x 1 and 0 y 1, we have
x +y 1 + 1 = 2
Therefore [x +y[[x y[ 2[x y[.
Now, let > 0 be given such that
90
[f(x) f(y)[ <
i.e. 2[x y[ < .
Taking () =

2
, it follows that:
[x y[ < =[f(x) f(y)[ < .
Hence f(x) = x
2
is uniformly continuous on [0, 1].
6.6 Points of Discontinuity of a Function
We now take a closer look at both limits and continuity for real-valued functions dened
on an interval I R. More specically, we will be interested in classifying the types of
discontinuities that such a functions may have.
The concept of discontinuity will play an important role in Riemann integration (which
is the subject of study in the last chapter in this course).
6.6.1 Right and Left Limits
Denition 6.5 Let E R and let f be a real-valued function on E. Suppose p is a
limit point of E (p, ).
Then f has a right limit at p if there exists a number L R such that given any
> 0, a > 0 for which [f(x) L[ < for all x E satisfying p < x < p +.
The right limit of f, if it exists, is denoted by
f(p
+
) =
lim f(x) = lim f(x)
x p
+
x p
x > p
Similarly, if p is a limit point of E

(, p), the left limit of f at p, if it exists, is


denoted by f(p

), and we write
91
f(p

) =
lim f(x) = lim f(x)
x p

x p
x < p
If I is any interval with int(I) ,= , and f : I R, then f has a limit at p int(I) if
and only if
(1). f(p
+
) and f(p

) both exist, and


(2). f(p
+
) = f(p

).
Denition 6.6 Let E R and let f be a real-valued function on E. The function f
is right continuous(left continuous) at p E if for any > 0, a > 0 such that
[f(x) f(p)[ < for all x E with p x < p + (p < x p)
Theorem 6.3 A function f : (a, b) R is right continuous at p (a, b) if and only
if f(p
+
) exists and equals f(p).
Similarly, f is left continuous at p i f(p

) exists and equals f(p).


6.6.2 Types of Discontinuities
By the previous theorem, a function f is continuous at p (a, b) if and only if
1. f(p
+
) and f(p

) both exist, and


2. f(p
+
) = f(p

) = f(p).
A real-valued function f dened on an interval I can fail to be continuous at a point
p I (the closure of I) for several reasons:
One possibility is that lim
xp
f(x) exists but either does not equal to f(p), or f is not
dened at p. Such a function can easily be made continuous at p by either dening or
92
redening f at p as follows:
f(p) =
lim f(x)
x p
For this reason, such a discontinuity is called removable discontinuity.
Example
The function
g(x) =
_
x
2
4
x2
, x ,= 2
2, x = 2
is not continuous at 2, since lim
x2
g(x) = 4 ,= g(2).
Redene g such that g(2) = 4, then the resulting function is then continuous at 2.
Example The function f dened on (0, ) given by f(x) = x sin
1
x
, is not dened at 0.
If we dene f on [0, ) by
f(x) =
_
0, x = 0
x sin
1
x
x > 0
then f is now continuous at 0.
Another possibility is that f(p
+
) and f(p

) both exist, but are not equal. This type of


discontinuity is called a jump discontinuity or discontinuity of the rst kind or simple
discontinuity.
Denition 6.7 Let f be a real-valued function dened on an interval I. Then f has a
discontinuity of the first kind at p Int(I) if f(p
+
) and f(p

) both exist, but


f is discontinuous at p.
93
The gure below illustrates this notion.
Figure 6.6: Discontinuity of a function f at p
All other discontinuities are called discontinuities of the second kind.
If f(p
+
) and f(p

) both exist, but f is not continuous at p, then either


1. f(p
+
) ,= f(p

), or
2. f(p
+
) = f(p

) ,= f(p).
All discontinuities for which f(p
+
) or f(p

) does not exist are discontinuities of the


second kind.
Example
1. Let f be dened by
f(x) =
_
x, 0 x 1
3 x
2
, x > 1
94
The graph of f is given below:
Figure 6.7: Discontinuity of f at 1
If x < 1, then f(x) = x. Therefore,
f(1

) =
lim f(x) = lim x = 1 = f(1)
x 1

x 1
f(1
+
) =
lim f(x) = lim (3 x
2
= 2
x 1
+
x 1
Therefore, f(1

) = f(1) = 1, and f(1


+
) = 2.
Thus, f is left continuous at 1, but not continuous. Since both right and left limits exist
at 1, the function f has a jump discontinuity(discontinuity of the rst kind) at 1.
2. Let [x] denote the greatest integer function, i.e. for each x, [x] = largest integer n
that is less than or equal to x.
e.g [2.9] = 2, [3.1] = 3, and [1.5] = 2.
95
Below is a section of the graph of f.
Figure 6.8: Graph of f(x) = [x]
For all n N,
lim [x] = n 1
x n

and
lim [x] = n
x n
+
Thus f has a discontinuity of the rst kind at each n N.
6.7 Solved Problems
1. Give the denition of a limit of a function and prove that this limit is unique.
Solution
Let E R and f : E R be a function. Let p be a limit point of E. We say that
f(x) L as x p if for each > 0, > 0 such that
[f(x) L[ < whenever 0 < [x p[ < .
We show that L is unique. Suppose f(x) L and also f(x) L

as x p, L ,= L

.
96
Then for a sequence x
n
p we have that:
f(x
n
) L and f(x
n
) L

. But limit of a sequence is unique. Hence L = L

.
Hence the limit of f (if it exists) is unique.
2. Given f(x) = x
2
5x, show that lim
x2
f(x) = 6. Determine a value for > 0
associated with > 0 in accordance with the denition of limit of a function.
Solution
f(x) = x
2
5x.
lim f(x)
x 2
= 2
2
5(2) = 4 10 = 6.
Now, let > 0 be given and suppose that
[f(x) (6)[ < whenever 0 < [x 2[ <
[x
2
5x + 6[ = [(x 2)(x 3)[ =
Take = 1 so that 0 < [x 2[ < 1. Then we have
x 2 < 1 =x < 1 + 2 = 3.
Also
(x 2) < 1 =x + 2 < 1 =x < 1 2 = 1 > 1.
That is 1 < x < 3. But for 1, x < 3, we have [x 3[ < 2.
Thus
[x
2
5x + 6[ = [x 3[[x 2[ < 2[x 2[ whenever 0 < [x 2[ < 1.
97
Take =

2
. Then
0 < [x 2[ < =

2
=[x 3[[x 2[ < 2.

2
=
=[(x
2
5x (6)[ < =[f(x) (6)[ < .
Thus =
1
2
and =
1
4
will do.
3.(a). Dene the concept of uniform continuity.
(b). Let f : R R be dened by f(x) = [x[, x R.
Show that f is uniformly continuous on R.
Solution
f : E R is uniformly continuous on E if for each > 0, > 0(depending on )
such that for any pair of points x, y E we have
[x y[ < =[f(x) f(y)[ < .
Given f(x) = [x[, let > 0 be given such that [f(x) f(y)[ <
i.e.

[x[ [y[

< .
But

[x[ [y[

< [x y[.
Thus taking () = , we have
[x y[ < = =

[x[ [y[

< .
Hence f(x) = [x[ is uniformly continuous.
4. Let f : R R be dened by
98
f(x) =
_

_
3 x, x > 1
1, x = 1
2x, x < 1
(a). Sketch the graph of f and nd f(1
+
) and f(1

).
(b). Why is f not continuous at x = 1?
(c). State with reasons whether x = 1 is a discontinuity of the rst kind or the second
kind.
Solution
(a)
Figure 6.9: Graph of f
(b). Clearly,
f(1
+
) =
lim f(x) = 2
x 1
+
f(1

) =
lim f(x) = 2
x 1

99
Therefore f(1
+
) = f(1

).
That is
lim f(x) = 2
x 1
.
But f(1) = 1 ,= 2 =
lim f(x)
x 1
(c). Using (b) and the fact that f(1
+
) and f(1

) both exist, it follows that x = 1 is a


discontinuity of the rst kind.
100
Chapter 7
PROPERTIES OF CONTINUOUS
FUNCTIONS IN R
7.1 Introduction
Functions that are continuous on intervals have a number of very important properties
that are not possessed by general continuous functions.
Denition 7.1 A function f : A R is said to be bounded on A if there exists a
constant M > 0 such that [f(x)[ M for all x A.
(*)
That is a function is bounded on a set if its range is a bounded set in R.
A function f is unbounded on a given set if there is no particular number M with the
property (*) or if given any M > 0, there exists a point x
M
A such that [f(x
M
)[ > M.
Examples
Let A = (0, ) and f : (0, ) R be given by f(x) =
1
x
. Then f is not bounded on A
because for any M > 0 we can take the point x
M
=
1
M+1
in A to get
f(x
M
) =
1
x
M
= M + 1 > M.
Remark This example shows that continuous functions need not be bounded.
101
7.2 Boundedness Theorem
Theorem 7.1 (Boundedness Theorem) Let I = [a, b] be a closed bounded interval
and let f : I R be continuous on I. Then f is bounded on I.
7.3 Location of Roots Theorem
Theorem 7.2 (Location of Roots Theorem) Let I = [a, b] and let f : I R be
continuous on I. If f(a) < 0 < f(b), or if f(a) > 0 > f(b), then there exists a number
c (a, b) such that f(c) = 0.
Proof
For deniteness, let f(a) < 0 and f(b) > 0. Let A = x : f(x) < 0, for all x [a, b].
Then A is a set of real numbers bounded above by b. Thus b is an upper bound.
By the Completeness Property, A has the least upper bound, say x
0
.
Clearly, a < x
0
< b. We now show that f(x
0
) = 0.
Suppose f(x
0
) < 0. Since f is continuous at x
0
, > 0 such that f(x
0
) < 0 for
x
0
< x < x
0
+.
Thus f(x
0
< 0 in (x
0
, x
0
+). But this contradicts the denition of x
0
as the least upper
bound of A. Hence the assumption that f(x
0
) < 0 is incorrect. Thus f(x
0
) ,< 0.
Now assume f(x
0
) > 0. Then there exists

> 0 such that f(x) > 0 x (x


0

, x
0
).
This again contradicts the denition of x
0
as the least upper bound of A. Thus f(x
0
) ,> 0.
Hence f(x
0
) = 0.
Hence taking c = x
0
, we have c (a, b) such that f(c) = 0.
102
The gure below illustrates this concept.
Figure 7.1: Location of Roots
Remark
The point c is where the graph of f crosses the x-axis. If f has turning points between
a and b then we may have more than one such a number c.
Example The function f(x) = xe
x
2 has a root c in the interval [0, 1] because f is
continuous on [0, 1] and f(0) = 2 < 0 and f(1) = e 2 > 0.
Remark The next result is a generalization of the Location of Roots Theorem. It assures
us that a continuous function on an interval takes on (at least once) any number that
lies between two of its values.
7.4 Bolzanos Intermediate Value Theorem (IVT)
Theorem 7.3 (Bolzanos Intermediate Value Theorem (IVT) Let f : [a, b]
R be a continuous function. Let f(a) ,= f(b) and f(a) < c < f(b). Then there exists at
least one number x
0
(a, b) such that f(x
0
) = c.
103
The gure below illustrates this concept.
Figure 7.2: IVT
Proof
For x [a, b], dene a function by
g(x) = c f(x), c a constant.
Now without loss of generality(WLOG), assume f(a) < f(b). That is
f(a) < c < f(b).
Thus
g(a) = c f(a) > 0
g(b) = c f(b) < 0
104
Since f is continuous and c is a constant it follows that g is also continuous on [a, b]. Now
g(a) > 0 and g(b) < 0 = that x
0
(a, b) such that g(x
0
) = 0
i.e. c f(x
0
) = 0
i.e. f(x
0
) = c
Remark Note that the IVT simply asserts that a continuous function on a closed interval
assumes its intermediate value.
7.4.1 Applications of the IVT ( Existence and location of real roots of poly-
nomial equations)
Example 1 Use the IVT to show that the equation x
3
4x = 0 has at least one real
root between 3 and 1.
Solution
Consider the function f : [3, 1] R dened by f(x) = x
3
4x.
Then f is continuous on [3, 1] and that
f(3) = 15 < 0
f(1) = 3 > 0
Let c = 0. Then f(3) < 0 < f(1).
Hence by the IVT, x
0
(3, 1) such that f(x
0
) = c = 0.
Hence the equation x
3
4x = 0 has a real root between 3 and 1.
Example 2 Use the IVT to show that the equation e
23x
e
x
= 0 has a real root
between 0 and 3. Find this root.
Solution
Consider the function f : [0, 3] R dened by f(x) = e
23x
e
x
. Then f is continu-
105
ous on [0, 3], and
f(0) = e
2
1 > 0
f(3) = e
29
e
3
= e
7
e
3
=
1
e
7

1
e
3
< 0.
Now take c = 0. Then we have that f(3) < 0 < f(0). By the IVT, there exists x
0
(0, 3)
such that f(x
0
) = 0.
Hence the equation e
23x
e
x
= 0 has a real root between 0 and 3.
Now, given e
23x
e
x
= 0 =e
23x
= e
x
==ln e
23x
= ln e
x
or 2 3x = x
or x = 1.
7.5 Solved Problems
1. State and prove the IVT.
Solution Let f : [a, b] R be continuous with f(a) ,= f(b ,=). Let c be a constant
between f(a) and f(b). Then there exists x
0
(a, b) such that f(x
0
) = c.
Proof (Bookwork !)
2. Let f : [

4
, ] R be dened by f(x) = sin x
2

x. Show that there exists (

4
, )
such that sin =
2

.
Find the non-zero value of .
Solution
Note that f is continuous on [

4
, ].
f(

4
) = sin(

4
)
2

4
) =
1

2

1
2
> 0
f() = sin
2

= 0 2 = 2 < 0.
Thus f() < 0 < f(

4
).
Let c = 0. Then by the IVT, there exists (

4
, ) such that f() = 0.
106
sin
2

= 0
i.e. sin =
2

Now draw the graphs of y = sin x for 0 x and y =


2

x on the same axes. Their


point of intersection is the value of .
Figure 7.3: Graphs of sin(x) and
2

x
From the gure above,
=

2
.
107
Chapter 8
THE RIEMANN INTEGRAL
8.1 Introduction
We study the formulation of the Riemann integral and its properties and classify func-
tions as Riemann integrable or not.
8.2 Partitions of an Interval
Let [a, b] be an interval in R and let x
0
, x
1
, ..., x
n
be such that:
a = x
0
< x
1
< ... < x
n
= b
Then the set
P = x
0
, x
1
, ..., x
n

is called a partition of [a, b].


Remarks
1. Note that on a given interval we can dene an innite number of partitions.
2. The class of all partitions of an interval [a, b] is usually denoted by P[a, b]. Thus
P P[a, b] means P is a partition of [a, b].
108
Example Let [a, b] = [0, 10] be a given interval in R. Then we have
P
1
= 0, 2, 4, 6, 8, 10 is a partition of [0, 10].
Figure 8.1: Partition P
1
Also
P
2
= 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 is a partition of [0, 10].
109
The gure below shows partition P
2
.
Figure 8.2: Partition P
2
Also
P
3
= 0, 3, 7, 10 is a partition of [0, 10].
110
The gure below shows partition P
3
.
Figure 8.3: Partition P
3
Denition 8.1 Let P be a partition of a given interval [a, b]. Then the number denoted
by (P) and given by
(P) = max
1in
[x
i
x
i1
[
is called the mesh or norm of the partition P.
Denition 8.2 Let P
1
, P
2
P[a, b]. Then P
1
is said to be finer than P
2
, or equiva-
lently, P
2
is coarser than P
1
if every point of P
2
is a point of P
1
.
Remark
P
2
is ner than P
3
in the above examples of partitions.
Denition 8.3 Let P
1
, P
2
P[a, b]. P = P
1
P
2
is called a common refinement of
P
1
and P
2
.
In the example above, the common renement of P
1
and P
2
is P = P
1
P
2
= 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10.
111
8.3 Lower and Upper Riemann Sums
Let f be a bounded real-valued function on [a, b]. Given a partition P P[a, b]
P = a = x
0
, x
1
, x
2
, ..., x
n
= b of [a, b] for each i = 1, 2, ..., n,
Let x
i
= x
i
x
i1
,
m
i
= inff(x) : x
i1
x x
i
,
M
i
= supf(x) : x
i1
x x
i

Since f is bounded, by the least upper bound property the quantities m


i
and M
i
exist in R.
M = supf(x) : a x b
m = inff(x) : a x b
Clearly m m
i
M
i
M i = 1, 1, 2, ..., n.
The Upper Riemann Sum U(P, f) for the partition P and function f is dened by
U(P, f) =
n

M
i
x
i
i = 1
Similarly, the Lower Riemann Sum L(P, f) is dened by
L(P, f) =
n

m
i
x
i
i = 1
Since m
i
M
i
, for all i = 1, 2, ..., n , we always have
L(P, f) U(P, f).
112
It follows that since m m
i
M
i
M i = 1, 2, ..., n,
m
n

x
i
i = 1

m
i
x
i
i = 1

M
i
x
i
i = 1
M
n

x
i
i = 1
Now
n

x
i
i = 1
= x
n
x
0
= b a
Thus
m(b a) U(P, f) M(b a) and
m(b a) L(P, f) M(b a), P P[a, b].
Figure 8.4: Upper Sum U(P, f)
113
The gure below shows L(P, f).
Figure 8.5: Lower Sum L(P, f)
U(P, f) represents the circumscribed rectangular approximation to the area under the
graph of f. Similarly, the lower sum represents the inscribed rectangular approximation
to the area under the graph of f.
8.4 Upper and Lower Riemann Integrals
Denition 8.4 Let f be a bounded real-valued function on the closed and bounded in-
terval [a, b]. The upper and lower integrals of f, denoted,
_ b
a
f and
_
b
a
f, respectively, are dened by
_ b
a
f = infU(P, f) : P is a partition of [a, b]
_
b
a
f = supL(P, f) : P is a partition of [a, b]
114
Since the sets U(P, f) and L(P, f) are nonempty and bounded, the lower and upper
Riemann integrals of a bounded function f : [a, b] R always exist.
Theorem 8.1 Let f be a bounded real-valued function on [a, b]. Then
_
b
a
f
_ b
a
f
Proof
Given any two partitions P
1
and P
2
of [a, b],
L(P
1
, f) L(P
1
P
2
, f) U(P
1
P
2
) U(P
2
, f).
Thus
L(P
1
, f) U(P
2
, f) for any partitions P
1
and P
2
.
Hence
_
b
a
f = sup
P
L(P
1
, f) U(P
2
, f),
for any partition.
Taking the inmum over P
2
gives the result.
8.5 The Riemann Integral
If f : [a, b] R is bounded, then the lower and upper integrals of f on [a, b] always
exist and satisfy
_
b
a
f
_ b
a
f
115
Remark
There is a large family of functions for which equality holds; such functions are said to
be integrable.
8.5.1 Criterion for Riemann Integrability
Denition 8.5 Let f be a bounded real-valued function on the closed and bounded
interval [a, b]. If
_
b
a
f =
_ b
a
f
then f is said to be Riemann integrable or integrable on [a, b]. The common value
is denoted by
_
b
a
f or
_
b
a
f(x) and is called the Riemann integral or integral of f over [a, b].
Theorem 8.2 Let f be bounded on [a, b]. Then f is Riemann integrable if and only if
for each > 0 P P[a, b] such that
U(P, f) L(P, f) < .
Proof
(=) Let f be Riemann integrable over [a, b]. Then
_ b
a
fdx =
_
b
a
fdx =
_
b
a
fdx
But
_ b
a
fdx = inf
_
U(P, f) : P P[a, b]
_
_
b
a
fdx = sup
_
L(P, f) : P P[a, b]
_
Therefore, given any > 0, P
1
, P
2
P[a, b] such that
116
U(P
1
, f) <
_ b
a
fdx +

2
=
_
b
a
fdx +

2
and
L(P
2
, f) >
_
b
a
fdx

2
=
_
b
a
f

2
.
Now, let P = P
1
P
2
. Therefore P
1
P and P
2
P.
Hence
U(P, f) <
_
b
a
fdx +

2
and
L(P, f) >
_
b
a
fdx

2
Thus
_
b
a
fdx

2
< L(P, f) < U(P, f) <
_
b
a
fdx +

2
That is
U(P, f) L(P, f) <
_
_
b
a
fdx +

2
_

_
_
b
a
fdx

2
_
<
_
b
a
fdx +

2

_
b
a
fdx +

2
= .
That is
U(P, f) L(P, f) < .
(=) Conversely, for each > 0, let P P[a, b] such that
U(P, f) L(P, f) < .
Then we have
U(P, f)
_ b
a
fdx
_
b
a
fdx L(P, f).
Therefore
_ b
a
fdx
_
b
a
fdx = U(P, f) L(P, f) < , > 0.
Since > 0 is arbitrary, we have that
117
_
b
a
fdx =
_ b
a
fdx =
_
b
a
fdx.
Hence f is Riemann integrable.
8.5.2 Some Classes of Riemann Integrable Functions
Theorem 8.3 Let f be a bounded function on [a, b]. If f is monotonic on [a, b], then it
is integrable.
Figure 8.6: Bounded and monotonic function f
Proof
Without loss of generality(WLOG), assume f is monotonic increasing. The case when
f is monotonic decreasing can be proved similarly.
Let P be a partition of [a, b] and (P) be the mesh of P. Then since f is monotonic
increasing, we have
118
M
i
= f(x
i
) and m
i
= f(x
i1
)
Thus
U(P, f) L(P, f) =
n

M
i
x
i
i = 1

m
i
x
i
i = 1
=
n

(M
i
m
i
) x
i
i = 1
=
n

_
f(x
i
) f(x
i1
)
_
x
i
i = 1
(P)
n

_
f(x
i
) f(x
i1
)
_
i = 1
= (P)
_
f(b) f(a)
_
But for each > 0, P can be chosen so that
(P) <

f(b) f(a)
Hence we have
U(P, f) L(P, f) < (P)
_
f(b) f(a)
_
<

_
f(b) f(a)
_
f(b) f(a)
=
That is
U(P, f) L(P, f) <
Hence f is Riemann integrable.
Theorem 8.4 Let f be a bounded function on [a, b]. If f is continuous then f is Rie-
mann integrable.
Proof
Let f : [a, b] R be continuous. Since f acts on a closed and bounded set (and hence a
119
compact set), then f is uniformly continuous. Thus given > 0 we can choose a number
such that (b a) < . Then > 0 such that for any pair of points x and x

,
[x x

[ < =[f(x) f(x

)[ <
We also have
[x
i
x
i1
[ < =[f(x
i
) f(x
i1
)[ <
(*)
Choosing a partition P of [a, b] such that (P) < ,
M
i
= f(x
i
), m
i
= f(x
i1
), we have (P) < =M
i
m
i
< by (*).
Thus
U(P, f) L(P, f) =
n

M
i
x
i
i = 1

m
i
x
i
i = 1
=
n

(M
i
m
i
) x
i
i = 1
<
n

x
i
i = 1
=
n

x
i
i = 1
= (b a) <
Hence f is Riemann integrable.
Example
Consider the function
f : [0,

2
] R dened by f(x) = sin
2
x .
120
We note that f is continuous on [0,

2
] and hence it is Riemann integrable on [0,

2
].
Indeed
_
2
0
sin
2
xdx =
_
2
0
(
1
2

1
2
cos
2
x)dx
=
1
2
x
1
4
sin 2x

2
0
=

4

1
4
sin =
1
4
Theorem 8.5 Let f and g be Riemann integrable functions and c be a constant. Then
the following functions are also integrable:
(1). f +g
(2). cf
Denition 8.6 Let f be a bounded function on [a, b]. Then we dene the functions f
+
and f

as follows:
f
+
= maxf(x), 0, x [a, b]
f

= maxf(x), 0, x [a, b]
We have
f = f
+
f

and
[f[ = f
+
+f

Theorem 8.6 Let f be a bounded function on [a, b]. If f is Riemann integrable then
[f[ is also Riemann integrable.
121
Proof
Since f is integrable, for each > 0, P P[a, b] such that U(P, f) L(P, f) < .
For this partition P P[a, b] we have M
+
i
= M
i
and M
+
i
m
i
,
where M
+
i
= supf
+
(x) : x
i1
x x
i
.
Hence U(P, f
+
) = U(P, f) and L(P, f
+
) L(P, f)
Thus U(P, f
+
) L(P, f
+
) U(P, f) L(P, f) < .
Hence f
+
is also integrable. But f

= f
+
f is also integrable.
Hence [f[ is integrable.
Moreover,
f [f[ =
_
fdx
_
[f[dx
Also
f [f[ =
_
fdx
_
[f[dx
That is

_
fdx


_
[f[dx
8.6 Integral as a Limit
If f is a bounded function on [a, b] and P is any partition of [a, b], then as P is made
ner, the lower sums increase towards the actual integral and the upper sums decrease
towards the actual integral. In this case, we dene the Riemann integral as follows:
Denition 8.7 Let f be bounded on [a, b] and P be a partition of [a, b]. Let S(P, f)
denote an arbitrary Riemann sum which is either upper or lower. Then we have
_
b
a
fdx = lim
(P)0
S(P, f)
122
Remarks Note that if the partition P is chosen to have n subintervals so that (P) is
expressed in terms of n then we have
_
b
a
fdx = lim
n
S(P, f)
Example
Let f : [0, 1] R be a bounded function on [0, 1]. Let
P =
_
0,
1
n
,
2
n
, ...,
k
n
, ...,
n
n
= 1
_
For this partition we can assume, without loss of generality(WLOG), that f is mono-
tonic increasing or monotonic decreasing on the k
th
subinterval [x
k1
, x
k
].
M
k
= sup
_
f(x) : x
k1
x x
k
_
= f(x
k
) = f(
k
n
)
or
m
k
= inf
_
f(x) : x
k1
x x
k
_
= f(x
k
) = f(
k
n
)
Hence
S(P, f) =
n

M
k
x
k
k = 1
=
n

f(
k
n
) x
k
k = 1
where x
k
= x
k
x
k1
, k = 1, 2, ..., n
Thus
_
1
0
fdx = lim
n
_
n

k=1
f(
k
n
) x
k
_
For this particular partition , we have
(P) =
k
n

k 1
n
=
1
n
= x
k
123
Hence
_
1
0
fdx = lim
n
_
1
n
n

k=1
f(
k
n
)
_
Example
Let f : [0, a] R be dened by f(x) = x. Show that
_
a
0
fdx = lim
n
_
a
2
n
2
n

k=1
k
_
Solution
Let P =
_
0,
a
n
,
2a
n
, ...,
ka
n
, ..., a
_
Then
x
k
=
ka
n

(k 1)a
n
=
a
n
and
f(
ka
n
) =
ka
n
Therefore,
S(P, f) =
n

k=1
f(
ka
n
)x
k
=
n

k=1
f(
ka
n
).
a
n
=
a
2
n
2
n

k=1
k
Therefore
_
a
0
fdx = lim
n
_
a
2
n
2
n

k=1
k
_
124
Remark In the Riemann approach to integration, one denes the integral of a bounded
real-valued function f as the limit of the Riemann sums of f.
8.7 Solved Problems
1. Let f : [a, b] R be a bounded function. Give denitions of lower and upper Rie-
mann sums of f. Explain what is meant by saying that f is Riemann integrable over [a, b].
Solution
(Bookwork!)
2. Show that the function f dened by
f(x) =
_
1 if x is rational
1 if x is irrational
is not Riemann integrable.
Solution
Let f be dened as above. Then we have:
M
i
= lub
_
f(x) : x [x
i1
x
i
]
_
= 1
m
i
= glb
_
f(x) : x [x
i1
x
i
]
_
= 1
Therefore
U(P, f) =
n

i=1
M
i
x
i
=
n

i=1
x
i
= b a > 0
L(P, f) =
n

i=1
m
i
x
i
=
n

i=1
x
i
= (b a) < 0
Hence
125
_ b
a
fdx = glb
_
U(P, f) : P P[a, b]
_
= b a > 0
and
_
b
a
fdx = lub
_
L(P, f) : P P[a, b]
_
= 0
Thus
_
b
a
fdx = (b a) < 0 ,=
_ b
a
fdx = (b a) > 0
Hence f is not Riemann integrable.
3. Consider the function f(x) = x
3
on [0, a]. Show that
_
a
0
x
3
dx = lim
n
_
a
4
n
4
n

k=1
k
3
_
Solution
Given f : [0, a] R dened by f(x) = x
3
Let P P[0, a] be such that P = 0,
a
n
,
2a
n
, ...,
ka
n
,
na
n
= a
Then
x
k
=
ka
n

(k1)a
n
=
a
n
f(
ka
n
) = (
ka
n
)
3
=
a
3
k
3
n
3
Therefore
_
a
0
fdx = lim
n
_
n

k=1
a
3
k
3
n
3
.
a
n
_
= lim
n
_
a
4
n
4
n

k=1
k
3
_
126
4. Show that g(x) = [x[ is Riemann integrable over [2, 2]. Hence evaluate
_
2
2
[x[ dx.
Solution
Given g as above, let f(x) = x, x [2, 2]. Then f is Riemann integrable over
[2, 2] since it is continuous. Thus,
[f[ = [f(x)[ = [x[ = g(x)
is also integrable over [2, 2].
Now [f[ = f
+
+f

Therefore g(x) = [x[ =


_
x x > 0
x x < 0
Therefore
_
2
2
[x[dx =
_
0
2
x dx +
_
2
0
x dx =
_
x
2
2
_
0
2
+
_
x
2
2
_
2
0
= 4.
5. The following is a Riemann sum

n
n

k=1
sin
k
n

Use the fact to evaluate


lim
n
_

n
n

k=1
sin
k
n

_
Solution
Consider a function f : [0, ] R dened by f(x) = sin x.
Let P be a partition of [0, ] such that
P = 0,

n
,
2
n
, ...,
k
n
, ...,
Then x
k
=
k
n

(k1)
n
=

n
127
f(x
k
) = f(
k
n
) = sin
k
n
Therefore
_

0
fdx = lim
n
_
n

k=1
sin
k
n
.

n
_
= lim
n
_

n
n

k=1
sin
k
n
_
Thus
lim
n
_

n
n

k=1
sin
k
n
.

n
_
=
_

0
sin xdx =
_
cos x
_

0
= cos + cos 0 = 1 + 1 = 2.
128
Bibliography
[1] White, A.J, Real Analysis: an introduction, Addison-Wesley, London, Great
Britain, 1968.
[2] Bartle, Robert G., and Sherbert, Donald R., Introduction to Real Analysis,
Third Edition, John Wiley Sons, New York, 2000.
[3] Rudin, Walter, Principles of Mathematical Analysis, Third Edition, McGraw-
Hill, New York, 1976.
[4] Royden, H.L, Real Analysis, Third Edition, Prentice-Hall, New Jersey, 1988.
[5] Stoll, Manfred, Introduction to Real Analysis, Second Edition, Addison-
Wesley,Boston, 2001.
129
Index
1-to-1 correspondence, 29
Accumulation point, 59
Addition axioms, 6
Aleph nought, 43
Aleph null, 43
Aleph zero, 43
Algebraic number, 47
Algebraic properties, 5
Approximation, 147
Archimedean Property of R, 15
Arithmetic mean, 22
Arithmetic-Geometric Mean Inequality, 22
Bernoullis Inequality, 27
Bijection, 29
Bijective mapping, 30
Bolzanos Intermediate Value Theorem (IVT),
133
Bolzano-Weierstrass Theorem, 88
Boundary of a set, 57
Boundary point, 57
Bounded above, 71
Bounded below, 71
Bounded intervals, 39
Bounded sequence, 85
Bounded set, 71
Boundedness Theorem, 130
Cancellation laws for addition, 10
Cancellation laws for multiplication, 10
Cardinality, 29
Cauchy, 98
Cauchy sequence, 98
Closed interval, 40
Closed set, 60
Closure of a set, 61
Cluster point, 59
Coarser, 144
Common renement, 144
Commutative group, 9
Completeness Property of R, 76
continuous, 109
Continuous function, 109
Convergence, 81
Convergence of a sequence, 82
Countable set, 30
countable set, 30
Countably innite, 30
Criterion of convergence, 82
Dense set, 61
Dense subset, 15
Denumerable, 31
130
Discontinuities of the second kind, 121
Discontinuity, 118
Discontinuity of the rst kind, 120
Discrete metric, 53
diverge, 82
Divergence, 82
Empty set, 30
Equinumerous, 29
Equivalent, 29
Euclidean space, 55
Even, 14
Familiar metric, 52
Field axioms, 6
Finer, 144
nite set, 30
First Principles, 84
Function, 103
Geometric mean, 22
Greatest integer function, 123
Greatest lower bound, 75
Greatest Lower Bound Property of R, 76
Half-closed, 40
Half-open, 40
Inmum, 72
Innite sequence, 38
Innite set, 30
Integers, 4
integrable, 150
Integral as a limit, 158
Interior of a set, 57
Interior point, 56
Intersection of sets, 62
Intervals on R, 39
Irrational numbers, 5
Isolated point, 59
Jump discontinuity, 120
Law of Trichotomy, 9
Least upper bound, 71, 75
Leat Upper Bound Property of R, 76
Left continuous, 119
Left limit, 118
Limit inferior, 93
Limit Inmum, 93
Limit of a sequence, 91
Limit of function, 103
Limit of Riemann sums, 161
Limit superior, 93
Limit supremum, 93
Limit theorems, 107
Limits at innity, 108
Linit point, 59
Location of Roots Theorem, 130
Lower bound, 71
Lower Riemann integral, 147
Lower Riemann sum, 144
Mathematical induction, 20
Maximum element, 76
Mesh, 143
Metric, 50
131
Metric space, 52
Minimum element, 76
Monotonic, 92
Monotonic decreasing, 92
Monotonic increasing, 92
Monotonic sequence, 91
Multiplication axioms, 9
Natural numbers, 2
Negative, 18
Neighborhood of a point, 55
Nested Interval Property, 41
Nested intervals, 41
No divisors of zero, 10
Nonnegative, 18
Norm, 143
Odd, 14
One-to-one function, 29
Onto function, 29
Open disc, 55
Open interval, 40
Open neighborhood, 55
Open set, 57
Open sphere, 55
Ordered eld, 8
Partial ordering, 8
Partition, 140
Partitions of an interval, 139
Point-wise continuity , 115
Points of discontinuity of a function, 118
Polynomial, 46
Polynomial equations, 135
Polynomial of degree n, 46
Positive, 18
Positive real numbers, 18
Properties of integers, 14
Properties of Irrationals, 15
Properties of Positive Real Numbers, 18
Properties of Rationals, 15
Rational numbers, 4
Real line, 2
Real Number System, 5
Real Numbers, 5
Relative metric, 54
Relatively closed set, 64
Relatively open set, 64
Removable discontinuity, 120
Riemann approach to integration, 161
Riemann integrability, 139
Riemann integrable function, 139
Riemann integral, 139, 149
Right continuous, 119
Right limit, 118
Ring, 9
Sequence, 80
Simple discontinuity, 120
Singleton sets, 44
Standard metric, 52
Strictly negative, 18
Strictly positive, 18
Subsequence, 88
Subsequential limit, 88
132
Subspace, 54
Supremum, 71
Supremum Property, 76
Terms of a sequence, 81
The Density theorem, 16
Topological, 50
Transcendental number, 47
Triangle inequality, 52
Ubounded set, 71
Unbounded function, 130
Unbounded intervals, 40
uncountability, 29
uncountable, 29
Uniform continuity of a function, 115
Uniformly continuous, 115
Union of sets, 62
Unique identities, 9
Unique inverses, 9
Upper bound, 71
Upper Riemann integral, 147
Upper Riemann sum, 144
Usual metric, 52
Whole numbers, 4
133