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Richard Earl Michaelmas 2008

1

Why do Analysis?

Each year, the analysis courses are found notoriously unpopular and/or diﬃcult by most (if not all) new mathematics students at Oxford (and in other universities). They are commonly felt to be pedantic, pointless and alien. You may ﬁnd it still more galling as each week your tutor rattles oﬀ a short proof, of a few lines, to an exercise you’ve been fumbling with for the last week; still worse having seen the proof, and being convinced of its soundness, you may well feel you could never have generated the proof yourself. Tim Gowers describes the phenomenon as: "Why easy analysis problems are easy" on his webpage; his solution is: "Solving analysis problems on auto." In the following I hope to likewise give you some tips on an almost algorithmic approach that should help you break down ﬁrst year analysis problems. The analysis proofs you will see this year are littered with weird and not-so-wonderful symbols such as ∃, ∀, δ, ε, etc. and the secret to understanding analysis, certainly to getting over one’s fear of analysis, is in making these symbols familiar, and even helpful, rather than letting them remain alien and intimidating. They each have precise deﬁnitions and so need showing some respect, but their individual meanings are not at all complicated. A major point of the ﬁrst year analysis courses (and one of the main points of maths degrees) is in fostering a new, more rigorous mindset. Another aspect of the degree is in teaching students to present mathematics in an understandable, irrefutable fashion. There is little to no focus on proof in A-levels; you may well not be explicitly told anything wrong at A-level but that is because the syllabus deliberately avoids any weird, pathological examples. However, mathematics (and certainly the real world) has no syllabus. At university we hope to train you so that, when faced with a new problem, you can proceed with conﬁdence in your arguments and not fall into traps of assuming the seemingly obvious but wrong; even an applied mathematician modelling the real world (something quite removed from this ﬁrst term analysis course) must retain an appreciation of the assumptions and limitations of the model s/he is using. Similarly any mathematician repeatedly running a calculation on a computer needs to know with certainty that small initial errors won’t balloon out of all proportion in the long run. There is much more to analysis than simply taking a rigorous mindset — for example the complex analysis and topology courses in the second year have many genuine, novel ideas of their own. For now, though, if you ﬁnd the statements of analysis theorems this year rather obvious then can I recommend treating the subject as ﬁne-tuning your reasoning abilities. And if you ﬁnd the exercises frustrating and intractable then please take my word for it that by knowing your deﬁnitions precisely and carefully following "the rules of the game" you will realise that almost all ﬁrst year analysis problems have very simple calculations at their centres.

2

Quantiﬁers

Two important symbols that will be new to most people are ∀ and ∃. They are known as quantiﬁers. Their respective meanings are "for all" and "there exists". For example, consider the following logical statements:— ∀x ∃x ∀x ∃x ∈ ∈ ∈ ∈ R R N R x2 > 0 x2 = 2 x+1 ∈N x4 = −1 (1)

Just reading the quantiﬁers as above (and reading ∈ as "in", knowing R is the set of reals and N is the set of natural numbers) I hope it is clear that how all four statements read and that the ﬁrst three are true and that the fourth is false.

1

Looking at these rather tame statements one might wonder what the diﬃculty is with analysis; well, these quantiﬁers can be used together in a logical statement to make quite complicated claims. For example, ∀ε > 0 ∃N ∈ N ∀n > N 0< 1 < ε. n (2)

Let’s spend a little time trying to break down this particular statement. The heart of the statement itself, that 0< 1 < ε, n (3)

is not complicated at all. If you knew that ε = 3 and n = 2 then it is a trivial thing to check; what makes (2) somewhat imposing is the rather alien start, heavy with quantiﬁers, but you should not forget that what is being claimed about ε and n is really very simple. Hopefully, looking at (3) you are thinking "what are ε and n?". This is precisely the information included in the quantiﬁers at the start of (2). If we return to (1) it reads easily as "the square of every real number is non-negative." You were probably happy 1 to accept this at school, though if your teacher had "proven" this by checking it worked for x = 2, 10 , −2.3 and π you would probably have seen the holes in such an "argument". Both (1) and (2) can be written in the form ∀x ∈ S1 P1 (x) ∀ε ∈ S2 P2 (ε)

where S1 = R, S2 = (0, ∞) and where P1 and P2 are just statements involving one argument (x and ε respectively). There’s no doubt that to prove any such statement you need to prove it in every possible case (i.e. for every such x or ε) and that you can’t do this by a case-by-case analysis if there are inﬁnitely many cases that need checking. The only diﬀerence in the above statements is that P2 is a rather more complicated statement in ε than P1 is in x. There are two important things to note here: in proving a statement of the form ∀x ∈ S P (x) • We are being asked to prove a general statement. We cannot treat the quantity x as anything but a general element of S, which means we cannot, however convenient it might be, assign x further useful properties to make the proof easier. Throughout the proof x is "untouchable". At best we can treat diﬀerent sorts of x-value case-by-case but even then we need to be sure to cover all possible cases. • In the proof we need to include a statement such as "Let x ∈ S." The ∀ quantiﬁer is a signpost for such a line — if we don’t include such a line we are neither proving the statement in suﬃcient generality nor giving the reader any idea what x is. On the other hand, seeing a ∀ quantiﬁer in a statement is nothing to fear as we need only, and algorithmically, introduce the line "Let x ∈ S" appropriately in the proof. Once having introduced a general positive ε > 0 to meet the needs of the ﬁrst quantiﬁer, then the next quantiﬁer reads ∃N ∈ N. And this is where we need to do some work! A general ε > 0 has been introduced and is essentially ﬁxed for the rest of the proof, arbitrary but ﬁxed. Given this ε we need to ﬁnd an N which is allowed to depend on ε such that 1 ∀n > N 0 < < ε n or equivalently this can be rewritten as 1 n > N =⇒ 0 < < ε. n Again we can rewrite this as 1 n > N =⇒ n > . (4) ε This, then, is the only real work/maths in the proof. We have rephrased our problem as: we need to ﬁnd N such that any n greater than or equal to N is also guaranteed to be greater than 1/ε. I hope it is clear that taking any integer N greater than 1/ε will work — note any such N will suﬃce to meet the requirements of the ∃ quantiﬁer, N doesn’t have to be the smallest possible or be unique in some other way. • The work required in proving any statement involving ∀ and ∃ quantiﬁers is sign-posted by the ∃ quantiﬁers. To meet the needs of these quantiﬁers you must demonstrate the existence of quantities satisfying all the subsequent parts of the statement, but these quantities may vary with anything already introduced into the statement. I imagine that on a ﬁrst reading the previous paragraph was something of a blur, and certainly not something that felt algorithmic. However that paragraph simply described the second quantiﬁer — mods analysis proofs are rarely generated in a serial line-by-line fashion. It is usually easiest to construct them simultaneously from the start and ﬁnish as I hope you will see in the next section.

3

Constructing Proofs

1. Let ε > 0. 2. Let N be a natural number greater than 1/ε. 3. Let n > N . 4. Then 0< 1 1 1 6 < = ε. n N 1/ε

If we were now to write down the full proof of (2) we found in the previous section it might read as follows:-

If written straight down even such a simple proof might seem to have been plucked from nowhere. If we recall how we came to the proof, we see that: • Line 1 is a no-brainer; we simply need to introduce ε into the mix with suﬃcient generality. The next easy line to write down isn’t Line 2 though it’s Line 4! • Line 4 is in some sense a no-brainer. The proof has to end with this line or otherwise (2) was never fully conﬁrmed. So without thinking we can begin and end the proof, so far it looking like: Let ε > 0. . . . . . . . . . 0 < 1 < ε. n

But warning bells should be ringing now as you’ve written down a quantify without introduction. What is n? • Well we can ﬁll in the previous line straight-forwardly as it is another "for all" clause that requires us only to set out the generality of n. 1 < ε. n This new line hasn’t stopped the alarm bells though as n is still given in terms of the gatecrashing, unintroduced N . On the other hand we have managed to write down three of the four lines of the proof without really putting our brains in gear, instead just putting the lines where they had to go. As commented before all the work in the proof revolves around the ∃ quantiﬁer. How do we ﬁll in the middle of the proof? The proof at the moment reads like a bad short story or one missing crucial chapters in that, out of nowhere, N has arrived without introduction to nicely tie up the conclusion. Such a plot-line would be implausible and it remains for us to introduce N. Further N ’s existence needs to be guaranteed by some axiom or earlier result, and if you want N to do anything remarkable for you (e.g. climb walls) you need to have already accounted for this (e.g. N was bitten by a radioactive spider). But by rewriting the needed properties of N as in (4) we see that any integer N greater than 1/ε will do. Not a terribly complicated calculation ultimately, and by algorithmically constructing the proof forwards and backwards it was fairly clear what needed to be proven. Let ε > 0. . . . . . . ∀n > N 0<

4

Deﬁnitions, Hypotheses and Negations

All the quantiﬁed deﬁnitions which you will meet in the analysis course can be, in a systematic fashion, broken down and placed into proofs. Statement (2) can be concisely phrased as "the sequence 1/n converges to zero" and that is how the statement would be likely to appear in an exercise. It’s not a surprising result but without knowing the precise deﬁnition of sequence convergence there would be little hope of proving this rigorously from only a concise phrasing in words. • PRECISELY KNOWING DEFINITIONS IS ESPECIALLY VITAL IN ANALYSIS Here is another, still relatively simple proposition from later in this term’s course. We shall prove it positively and remark on possible alternative proofs such as proof by contradiction to highlight how to negate statements. The proposition is:

Proposition 1 Convergent sequences are bounded. It is a hopeless task starting if we don’t know the precise deﬁnitions behind these words. Deﬁnition 2 The real sequence xn is convergent if ∃L ∈ R ∀ε > 0 ∃N ∈ N ∀n ∈ N ∀n > N |xn − L| < ε.

Deﬁnition 3 The real sequence xn is bounded if ∃M > 0 |xn | < M.

Some intuition for these deﬁnitions is never a bad thing, but the aim of this article is to convince you that you can be almost enitrely algorithmic in the generation of mods proofs. Later, when trying to revise these proofs, the main idea/s of a more complicated proof will be all you need to remember if you are comfortable with the routine manipulation of quantiﬁed statements. But, for now, let’s set up this proof as described in the previous section. What makes this example diﬀerent is that we have a hypothesis to work with. Properly phrased the statement might read more like "all convergent sequences are bounded" and so we need to introduce a convergent sequence xn . The hypothesis (Deﬁnition 2) introduces into our story a limit L about which we know nothing except that it is a real number. This limit L is a given and we can make no assumptions about it. It is true of this limit L that ∀ε > 0 ∃N ∈ N ∀n > N |xn − L| < ε.

Note that we know this is true for all ε > 0. So, if it’s helpful we can set ε to be 1 or π or 10−3 or anything positive and know there are (probably diﬀerent) N s associated with each choice of ε. We only have one hypothesis to make use of, namely that xn converges to L. In more complicated proofs there may well be two or three hypotheses and you may have to choose a sensible order in which to apply these. However with only one hypothesis it seems sensible to write this down at the start of the proof as it is the only fact with which we can argue. So our ﬁrst few lines, writing down the hypothesis ought to be: • Let xn be a convergent sequence. • Then xn has a limit L. • Let ε > 0. • Let n > N • Let N be as guaranteed by our hypothesis.

• Then |xn − L| < ε. And at the end of the proof we know must be the line. • Let k ∈ N. [Note as n has already been introduced as a natural number in the range n > N when a second natural number is introduced it makes sense to use another letter.] I hope it is clear that all the work involved in the proof is in demonstrating the existence of this M . At this stage it is the only missing piece of our draft proof. By Line 6 of the proof we already have bounds on xN , xN +1 , xN +2 , . . . namely that they are in the range L − ε < xn < L + ε • Then |xk | < M.

and so for each such n > N we have |xn | < max (|L + ε| , |L − ε|) . However the bound M has to work for the whole sequence, not just a tail-end of the sequence; we have no guarantee it will work for x1 , x2 , x3 , . . . , xN −1 . These exceptions, though, are only ﬁnite in number. Even if that number N is large and the exceptions x1 , x2 , . . . , xN −1 are huge there is a largest one and we can say |xk | 6 max (|x1 | , |x2 | , . . . |xN−1 |) for k < N. So the whole sequence is bounded by M = max (|x1 | , |x2 | , . . . |xN −1 | , |L + ε| , |L − ε|) . Our hypothesis when written down provided a natural bound, just not for the whole sequence, and the only thinking involved in the proof was in dealing with these ﬁnitely many exceptions. Our proof in full might then read:

• Let xn be a convergent sequence. • Then xn has a limit L. • Let ε > 0. • Let n > N • Let N be as guaranteed by our hypothesis.

• Then |xn − L| < ε. • Then L − ε < xn < L + ε. • So |xn | < max (|L + ε| , |L − ε|) . • Let M = max (|x1 | , |x2 | , . . . |xN−1 | , |L + ε| , |L − ε|) • Let k ∈ N. • Then |xk | < M. [Stylistically some might consider it slightly better to set ε = 1 (say) as there is no real need to keep an arbitrary ε in the argument, but this is a small point and doesn’t reﬂect on the validity of the above proof.] To conclude the section we consider how we might prove this same proposition other ways. We might prove the contrapositive statement. The contrapositive of the statement P =⇒ Q is the equivalent statement ¬Q =⇒ ¬P where ¬P and ¬Q are the negations of P and Q and ¬ is read as "not". For this proposition this would amount to showing that unbounded sequences are divergent. Alternatively we might try a proof by contradiction and show that assuming P and ¬Q leads to an absurd conclusion. In this case we would need to consider a sequence which was both convergent and unbounded and aim to ﬁnd a contradiction. However, we ﬁrst need to know how to negate a logical statement. To do this we recall (the logical versions of) De Morgan’s Laws. They state that: ¬ (∀x ∈ S ¬ (∃x ∈ S If paraphrased the two might read as: • If P does not always hold then there is a counter-example to P • If P does not hold somewhere then it is false everywhere So if we were to negate the formal deﬁnition of convergence by repeated applications of De Morgan’s Laws we’d have ⇐⇒ ⇐⇒ ⇐⇒ ⇐⇒ ⇐⇒ So we can deﬁne Deﬁnition 4 The real sequence xn is divergent (non-convergent) if ∀L ∈ R ∃ε > 0 ∀N ∈ N ∃n > N |xn − L| > ε. And by arguing similarly with De Morgan’s Laws we also have: Deﬁnition 5 The real sequence xn is unbounded if ∀M > 0 ∃n ∈ N |xn | > M. So, were we to try proving our proposition using contradiction we would have two hypotheses saying that a sequence was convergent and unbounded ∃L ∈ R ∀ε > 0 ∃N ∈ N ∀n > N ∀M > 0 ∃n ∈ N |xn | > M, solely with the aim of getting a contradiction. |xn − L| < ε, ¬ (∃L ∈ R ∀ε > 0 ∃N ∈ N ∀n > N |xn − L| < ε) ∀L ∈ R ¬ (∀ε > 0 ∃N ∈ N ∀n > N |xn − L| < ε) ∀L ∈ R ∃ε > 0 ¬ (∃N ∈ N ∀n > N |xn − L| < ε) ∀L ∈ R ∃ε > 0 ∀N ∈ N ¬ (∀n > N |xn − L| < ε) ∀L ∈ R ∃ε > 0 ∀N ∈ N ∃n > N ¬ (|xn − L| < ε) ∀L ∈ R ∃ε > 0 ∀N ∈ N ∃n > N |xn − L| > ε P (x)) P (x)) ⇐⇒ ⇐⇒ ∃x ∈ S ∀x ∈ S ¬P (x) ¬P (x)

**Analysis I — Sequences and Series
**

Richard Earl — Michaelmas Term 2008

1

1.1

**The Real Number System — The Field Axioms
**

What are the reals?

What are the real numbers? For the moment this is too hard a question! We can give various answers, but for now we will simply present a set of axioms — statements we will assume are true about real numbers. We will base all our arguments on these axioms and on nothing else, and aim to develop all our mathematics from these axioms alone.

1.2

Axioms

Naively, then we assume we have a set R which we call the set of real numbers which satisﬁes the following axioms. See also on the website for a full list of the axioms. Unless otherwise made clear the quantities a, b, x, etc. discussed in the following will be real numbers.

1.3

Addition

1. For every ordered pair of real numbers a, b we can associate a real number written a + b called their sum 2. To every real number a we can associate a real number, written −a, called its negative or additive inverse 3. There is a special real number 0 called zero or the additive identity such that a+b=b+a a + (b + c) = (a + b) + c a+0=a a + (−a) = 0 These axioms "read" as: A1: + is commutative; A2: + is associative; A3: 0 is an additive identity; A4: −a is an additive inverse of a. (A1) (A2) (A3) (A4)

1.4

Easy properties of A1—A4

Proposition 1 If a + x = a for all real numbers a, then x = 0. This means that 0 is the only additive identity. Proof. x = x + 0 by A3 = 0 + x by A1 = 0 by hypothesis with a = 0

1

Proposition 2 If a + x = a + y then x = y. In particular, this means that additive inverses are unique. Proof. y = = = = = = = = = y+0 y + (a + (−a)) (y + a) + (−a) (a + y) + (−a) (a + x) + (−a) (x + a) + (−a) x + (a + (−a)) x+0 x by by by by by by by by by A3 A4 A2 A1 hypothesis A1 A2 A4 A3

Proposition 3 − (−a) = a Proof. = a + (−a) by A1 = 0 by A4 (−a) + − (−a) = 0 by A4 Hence − (−a) = a as additive inverses are unique (a consequence of Proposition 2). Proposition 4 − (a + b) = (−a) + (−b) Proof. Left as Exercise Sheet 1, Question 1c. Proposition 5 −0 = 0 Proof. 0+0 = 0 by A3 0 + (−0) = 0 by A4 −0 = 0 by Proposition 2 (−a) + a

1.5

Multiplication

1. To every ordered pair of real numbers a, b we can associate a real number, written a · b, called their product 2. To every real number, except 0, we can associate a real number written 1/a called its reciprocal or multiplicative inverse 3. There is a special real number 1 called one or the multiplicative identity such that a·b=b·a a · (b · c) = (a · b) · c a·1=a a · (1/a) = 1 if a 6= 0 These axioms "read" as: M1: · is commutative; M2: · is associative; M3: 1 is a multiplicative identity; M4: 1/a is a multiplicative inverse of a. (M1) (M2) (M3) (M4)

2

1.6

Avoiding Collapse

x = x · 1 = x · 0 = 0 for all x.

If 1 = 0 we would have (by M3 and Proposition 11 below)

For any sensible arithmetic we must assume Deducing that 0 = 1 is the only “safe” contradiction in the axioms of the real numbers, i.e. the only one that you can be certain is a contradiction. 0 6= 1. (Z)

1.7

Easy Consequences of M1—M4

Proposition 6 If a · x = a for all real numbers a then x = 1. Proposition 7 If a 6= 0 and a · x = a · y = 1 then x = y. Proposition 8 If a 6= 0 then 1/ (1/a) = 1. Proposition 9 If a 6= 0 6= b and a · b 6= 0 and 1/ (ab) = (1/a) · (1/b). In fact we need not, in this last proposition, have the hypothesis that a · b 6= 0 as we shall see in Proposition 12. Note that M1—M4 say the same things about · as A1—A4 say about + and that the proofs can be automatically translated.

1.8

**The Distributive Law
**

a · (b + c) = a · b + a · c (D)

For all real numbers a, b, c

1.9

More Consequences

(a + b) · c = a · c + b · c

Proposition 10 Proof. (a + b) · c = c · (a + b) by M1 = c · a + c · b by D = a · c + b · c by M1 twice Proposition 11 a·0=0 Proof. a·0+0 = a·0 by A3 = a · (0 + 0) by A3 = a · 0 + a · 0 by D

Hence a · 0 = 0 by Proposition 2. Proof. If a 6= 0 and b 6= 0 then 0 = = = = = = = = =

Proposition 12 If a · b = 0 then either a = 0 or b = 0 (or both). (1/a · 1/b) · 0 0 · (1/a · 1/b) (a · b) · (1/a · 1/b) (b · a) · (1/a · 1/b) ((b · a) · 1/a) · 1/b (b · (a · 1/a)) · 1/b (b · 1) · 1/b b · (1/b) 1 by by by by by by by by by Proposition 11 M1 hypothesis M1 M2 M2 M4 M3 M4

This contradicts Z and hence a · b = 0 contradicts a and b both being non-zero. By De Morgan’s laws it follows that at least one of a and b is zero. 3

Proposition 13 a · (−b) = − (a · b) . In particular note that (−1) · a = −a. Proof. (a · b) + (a · (−b)) = = = (a · b) + (−(a · b)) = So by Proposition 2 a · (−b) = −(a · b). Proposition 14 (−1) · (−1) = 1. Proof. (−1) · (−1) = −(−1) by Proposition 13 = 1 by Proposition 3 a · (b + (−b)) a·0 0 0 by by by by D A4 Proposition 11 A4

1.10

Notation

ab a−b a/b a−1 for for for for a·b a + (−b) a · (1/b) 1/a

From now on we will also write

Also we write, for a 6= 0,

a0 ak+1 a−l

1.11

Other systems

= 1 = ak¡· a¢ = 1/ al

for all k = 0, 1, 2, 3, . . . for all l = 1, 2, 3, . . .

Other number systems also satisfy A1—A4, M1—M4, D, Z. Such systems are called ﬁelds. Q, R, C are all examples of ﬁelds. Other examples involve the integers modulo a prime number. Z is not a ﬁeld as it does not meet M4 though it does satisfy the remainder of the above axioms. N fails to meet A4 as well. All that you do in Linear Algebra this term about real vector spaces requires only these axioms of its scalars, and linear algebra can just as easily be deﬁned over any ﬁeld as over R.

4

2

2.1

**The Real Number System — The Order Axioms
**

The number ‘line’

We want to capture the idea that the real numbers are ‘ordered’ with some axioms. It is easier just to give axioms for what it is to be positive. There is a subset P of R called the positive real numbers satisfying: a, b ∈ P =⇒ a + b ∈ P a, b ∈ P =⇒ ab ∈ P Exactly one of a ∈ P, a = 0, −a ∈ P holds. (P1) (P2) (P3)

2.2

Easy consequences

Proposition 15 1 ∈ P Proof. By P3 precisely one of 1 ∈ P, −1 ∈ P =⇒ =⇒ =⇒ 1 = 0, −1 ∈ P holds. Axiom Z discounts the second possibility and we will show −1 ∈ P leads to a contradiction as follows. (−1) (−1) ∈ P by P2 1∈P by Proposition 14 −1 ∈ P and 1 ∈ P

which contradicts P3. The only remaining possibility is that 1 ∈ P.

2.3

Notation

We write a>b a<b a>b a6b for for for for a−b∈P b−a∈P a − b ∈ P ∪ {0} b − a ∈ P ∪ {0}

Note that in this notation the trichotomy axiom, P3, reads as: "precisely one of a > 0, a = 0, a < 0 holds".

2.4

Easy consequences

Proposition 16 a > b if and only if −a < −b. In particular x > 0 if and only if −x < 0. Proof. ⇐⇒ ⇐⇒ ⇐⇒ ⇐⇒ Proposition 17 For all real x, y, z x 6 x x 6 y and y 6 x =⇒ x = y x 6 y and y 6 z =⇒ x 6 z (1) (2) (3) a a−b − (−a) − b −b − (−a) −a > > > > < b 0 0 0 −b by by by by deﬁnition Proposition 3 A1 deﬁnition

5

Proof. (i) By A4 x − x = 0 ∈ P ∪ {0} and so x 6 x. (ii) If x 6 y and y 6 x then y − x ∈ P ∪ {0} and x − y = − (y − x) ∈ P ∪ {0} . There are then two cases to consider: (a) y − x ∈ P and − (y − x) ∈ P. This contradicts P3. (b) if y − x = 0 then by Proposition 2 x = y; similarly if x − y = 0. (iii) If x = y or y = z this is trivial, so we need only consider the case where y − x ∈ P and z − y ∈ P. Using A1—A4 we can show that z − x = (z − y) + (y − x), and from P1 we then have that z − x ∈ P as required.

2.5

Inequalities shift

Proposition 18 Let x, y, z be reals such that x < y. Then x + z < y + z. Proof. Simply note using A1—A4 that (y + z) − (x + z) = y − x ∈ P. Proposition 19 Let x, y, z be reals such that x < y and 0 < z. Then zx < zy. Proof. We have that y − x ∈ P and z ∈ P. So by P2 z (y − x) ∈ P. By D and Proposition 13 zy + z (−x) = zy − zx ∈ P and so zx < zy as required. Corollary 20 Let x, y, z be reals such that x < y and z < 0. Then zx > zy. Proof. As z < 0 then 0 < −z and so by the previous proposition (−z) x < (−z) y. By Proposition 13 it follows that − (zx) < − (zy). It follows ﬁnally that zx > zy by Proposition 16. Corollary 21 a2 > 0 for any real a. Proof. This follows from P2 if a > 0, from Proposition 11 if a = 0 and from the previous corollary if a < 0. Proposition 22 If x ∈ P then 1/x ∈ P. Proof. As x ∈ P then x 6= 0. As 1/x 6= 0 (this would contradict Z) then 1/x ∈ P or − (1/x) ∈ P. If the latter then, by Proposition 13 and P2 − (1/x) x = − ((1/x) x) = −1 ∈ P which contradicts Proposition 15. Corollary 23 If x, y ∈ P and x < y then 1/y < 1/x. Proof. =⇒ =⇒ =⇒ x 1 1/y 1/y < < < < y y/x (1/y) (y/x) 1/x assumed by Propositions 19 and 22 by Propositions 19 and 22 by M2 and M4

6

2.6

Two important functions: max, min

Using the axioms we may now deﬁne the maximum and minimum of two numbers. Deﬁne max : R × R → R by ½ x if x > y max(x, y) = y if y > x By the trichotomy axioms P3, this is a well-deﬁned function. Similarly we deﬁne min : R × R → R by ½ y if x > y min(x, y) = x if y > x We can extend these to functions of many variables. For example, recursively we can deﬁne: max (a1 , . . . , an , an+1 ) = max (max (a1 , . . . , an ) , an+1 ) Example 24 max (x, y) = − min (−x, −y) Solution. We argue by cases: x>y x=y x<y max(x, y) − min(−x, −y) x −x < −y − (−x) = x x x=y x y −y < −x − (−y) = y

2.7

**An important function: modulus
**

⎧ if x > 0 ⎨ x 0 if x = 0 |x| = ⎩ −x if x < 0

We deﬁne | | : R → R by

These cases are distinct and cover all possibilities by the trichotomy axiom P3, so we get a well-deﬁned function. |x| is read as "mod x" or "the modulus of x".

2.8

An easy consequence

Proposition 25 |−x| = |x| Proof. We argue by cases: • If x > 0 then by Proposition 16 we have −x < 0. So | − x| = −(−x) = x = |x|. • If x = 0 then −x = −0 = 0. So | − x| = 0 = |x|. • If x < 0 then −x > 0. So | − x| = −x = |x|.

2.9

The Triangle Law (∆)

Theorem 26 For any real numbers a, b |a + b| 6 |a| + |b| ,

with equality if and only if (a > 0 and b > 0) or (a < 0 and b < 0) .

7

Proof. There are 8 cases possible: (A) (B) (C) (B’) (C’) (D) a >0 >0 >0 >0 <0 <0 <0 <0 b >0 >0 <0 <0 >0 >0 <0 <0 a+b >0 <0 >0 <0 >0 <0 >0 <0

forbidden by P1

forbidden by P1

(A) |a| = a, |b| = b, |a + b| = a + b (B) |a| = a, |b| = −b, |a + b| = a + b Note a + b 6 a − b ⇐⇒ b 6 −b ⇐⇒ 0 6 (−b) + (−b) which follows by P1 as −b ∈ P (C) |a| = a, |b| = −b, |a + b| = −(a + b) Note −(a + b) 6 a − b ⇐⇒ −a − b 6 a − b ⇐⇒ −a 6 a ⇐⇒ 0 6 a + a which follows by P1 as a ∈ P (D) |a| = −a, |b| = −b, |a + b| = −(a + b) (B’) As (B) with a and b swapped (C’) As (C) with a and b swapped It is left as an Exercise (see Sheet 1, Question 3a) to consider when equality may occur in the above cases.

2.10

The modulus of a product

Proposition 27 |ab| = |a| |b| Proof. Again we need to treat this by cases. • If either a = 0 or b = 0 then |ab| = |0| = 0 = |a| |b| . • If a > 0, b > 0 then ab > 0 by P2 and so |ab| = ab = |a| |b| . • If a > 0, b < 0 then ab < 0 by Proposition 19 and so |ab| = −ab = a (−b) = |a| |b| . By symmetry this also deals with the case a < 0, b > 0. • If a < 0 and b < 0 then ab > 0 by Corollary 20 and so by Propositions 3 and 13 |ab| = ab = − (−ab) = − (a (−b)) = (−a) (−b) = |a| |b| .

2.11

A useful inequality

(1 + x)n > 1 + nx.

Theorem 28 (Bernoulli’s Inequality) Let x be a real number with x > −1 and let n be a positive integer. Then

Proof. We shall prove the inequality by induction — note that the inequality is trivially true when n = 1. Suppose it is the case that (1 + x)N > 1 + N x holds for all real x > −1. Then 1 + x Hence N+1 (1 + x) = > = > > 0 by Proposition 18 and N x2 > 0 as N > 0 and x2 > 0 from Corollary 21. (1 + x) (1 + x) (1 + x) (1 + N x) 1 + (N + 1) x + N x2 1 + (N + 1) x

N

by by by by

deﬁnition hypothesis and Proposition 19 A1—A4 Proposition 18

Hence the theorem follows by induction.

8

3

The Real Number System — The Completeness Axiom

At this stage we can surely persuade ourselves that we could write down proofs of all the usual algebraic properties of R, and all the usual properties of “6”. But note, many structures share these properties; in particular both Q and R.

3.1

"Gaps" in Q

So why won’t Q do? Why do mathematicians not settle for working with this rather nice ﬁeld of easily understood ratios of integers; countable, too, so that we can list the elements? The Ancient Greeks had at least one reason — in Q we can’t ﬁnd an element to measure the length of the hypotenuse of a right angled isosceles triangle with two short sides of length 1. Here is the proof of that fact. Theorem 30 There is no element α ∈ Q such that α2 = 2 Proof. If there were such an α, then we could write α = m/n for some m, n ∈ Z, n 6= 0. Further we could assume that this fraction is in lowest terms so that m and n are coprime. Then 2n2 = m2 . As m2 is even then m is also even as a product of odd numbers is odd. We can then write m = 2k and hence n2 = 2k2 . But then n, too, is even by the same reasoning and m/n wasn’t in lowest terms after all — this is the required contradiction. So Q is lacking in some ways, certainly if we wish to discuss distances, and we look to describe the way(s) R is diﬀerent from Q.

3.2

Greatest and Least Elements

Deﬁnition 31 Let B ⊆ R. We say that b1 is a least element or minimum of B if (i) b1 ∈ B and (ii) b1 6 b for all b ∈ B. In this case we write b1 = min B. We say that b2 is a greatest element or maximum of B if (i) b2 ∈ B and (ii) b 6 b2 for all b ∈ B. In this case we write b2 = max B. Example 32 1 is the minimum of [1, 2) but there is no maximum for this set. [If x ∈ [1, 2) were a maximum then x < 2 and so 1 + x/2 is a greater element of the set.] Proposition 33 A maximum (if it exists) is unique. Similarly a minimum are unique. Proof. Suppose that b and c are both maxima of B. Then as b ∈ B and c is a maximum, b 6 c; as c ∈ B and b is a maximum then c 6 b. Hence b = c. Similarly minima are unique if deﬁned.

3.3

Upper and Lower Bounds

Deﬁnition 34 Let B ⊆ R. We say that h1 is a lower bound of B if h1 6 b for all b ∈ B. We say that h2 is an upper bound of B if b 6 h2 for all b ∈ B. Example 35 23 and π are both upper bounds of [1, 2). And 1 is a lower bound as is −37. The set of upper bounds is [2, ∞) and the set of lower bounds is (−∞, 1]. Deﬁnition 36 We say that a set B ⊆ R is • bounded above if it has an upper bound; • bounded below if it has a lower bound; • bounded if it has upper and lower bounds. Example 37 Q is neither bounded above nor below, N is bounded below, (−∞, e] is bounded above, ∅ is bounded.

9

3.4

The Completeness Axiom

We are now ready to give our ﬁnal axiom which characterises the real numbers: Axiom C: let E ⊆ R be a non-empty set which is bounded above. Then the set of upper bounds of E has a least element. Deﬁnition 38 We call this least element the least upper bound or supremum, written as sup E. (Note that we can refer to sup E as the least upper bound as we have already shown in Proposition 33 that minima are unique.) Example 39 2 is supremum of [1, 2) Proof. For all x ∈ [1, 2), 1 6 x < 2 by deﬁnition, so clearly 2 is an upper bound. Now suppose that there was a smaller upper bound, t. So t < 2, and as it is an upper bound, t > 1. Then 3 6 t+2 < 2. So t+2 ∈ [1, 2) but t < t+2 2 2 2 2 contradicting the fact that t was an upper bound. Example 40 The set of upper bounds of ∅ is R which has no minimum element. Proposition 41 If E ⊆ R has a maximum then max E = sup E. Proof. Now max E > x for all x ∈ E by deﬁnition of max E being a maximum. Further if l is an upper bound for E then l > max E by virtue of max E being an element of E. Hence max E is the least upper bound. Proposition 42 (The Approximation Property) Let E be bounded above and non-empty and let ε > 0. Then there exists x ∈ E such that sup E − ε < x 6 sup E. Proof. If not, then sup E − ε is an upper bound of E less than the least upper bound, which is a contradiction. Corollary 43 Let E be bounded above and non-empty. There is a function a : N → R, such that for all n we have sup E − 1 < a(n) 6 sup E n

3.5

Inﬁma

We would like to make the symmetric deﬁnition for the maximum (if it exists) of the lower bounds of a set bounded above. One way would be to introduce yet another axiom guaranteeing its existence. But we don’t need to do that, we now have enough axioms: from now on proofs, and not yet more plausible assumptions, are needed. Theorem 44 Let F be a non-empty set which is bounded below. Then the set of lower bounds of F has a greatest element. Proof. Let E = {−x : x ∈ F }. As F is non-empty then E is also non-empty. In Proposition 16 we showed that x 6 y ⇐⇒ −y 6 −x. Let l be a lower bound of F . Then l 6 x for all x ∈ F . So −x 6 −l for all x ∈ F , that is y 6 −l for all y ∈ E. So E is bounded above, and non-empty, so by the Completeness Axiom, sup E exists. We shall prove (i) − sup E is a lower bound of F, (ii) if l is a lower bound of F then l 6 − sup E. (i) If x ∈ F then −x ∈ E and so −x 6 sup E. Hence by Proposition 16, x > − sup E and we see − sup E is a lower bound of F . (ii) If l 6 x for all x ∈ F then −l > t for all t ∈ E. Hence −l > sup E by virtue of sup E being the least upper bound of E. Finally l 6 − sup E. Deﬁnition 45 This element is known as the greatest lower bound or inﬁmum of F and is written inf F. • By an argument similar to Proposition 33 we can show easily show that inﬁma are unique. • Note if F has a minimum element then min F = inf F. Example 46 sup[1, 2) = 2 and inf[1, 2) = 1. Also min[1, 2) = 1 whilst max[1, 2) does not exist. Corollary 47 (The Approximation Property for inﬁma) Let F be bounded below and non-empty and let ε > 0. Then there exists x ∈ E such that inf F 6 x < inf F + ε. Corollary 48 Let F be bounded below and non-empty. There is a function a : N → R, such that for all n we have inf F 6 a(n) < inf E + 10 1 . n

3.6

√ 2 exists

Theorem 49 There exists a unique positive number α such that α2 = 2. Proof. Let E = {x ∈ R : x2 < 2}. Note that 12 = 1 < 2, so that 1 ∈ E and in particular E is non-empty. Further if x > 2 then x2 = xx > 2x > 4 > 2 by Proposition 19. Hence 2 is an upper bound for E and so we may deﬁne α = sup E. Note further that α > 1 > 0 is positive. We split the remainder of the proof into showing that α2 < 2 and α2 > 2 both lead to contradictions. • Suppose for a contradiction that α2 < 2. Let µ ¶ 1 2 − α2 h = min α, > 0. 2 3α

(4)

Then since

2 − α2 3α Hence α + h ∈ E and since α = sup E we get α + h 6 α, a contradiction. h < α and h < • Suppose instead that α2 > 2. Let h= 1 2 µ α2 − 2 2α ¶ > 0.

¡ ¢ (α + h)2 = α2 + 2hα + h2 < α2 + 3hα < α2 + 2 − α2 = 2

(5)

(6)

As α − h < α there exists e ∈ E with α − h < e by the Approximation Property; then (α − h)2 < e2 < 2 =⇒ α2 − 2hα + h2 < 2. As h2 > 0 this gives α2 − 2hα < 2, and so, since α > 0, we have h >

2 α2 −2 2α

which contradicts our choice of h.

Finally, by trichotomy, α = 2 follows as the only remaining possibility. To show uniqueness of α suppose that β is a positive number such that β 2 = 2. Then α2 = β 2 =⇒ α2 − β 2 = (α + β) (α − β) = 0.

By Proposition 12 it follows that β = α or β = −α. As α > 0 then −α < 0 and so α is the only positive solution of x2 = 2.

Remark 50 Line (4) appears to come out of nowhere! To understand the need for this line we ﬁrst need to look at line (5); the idea behind our contradiction of α2 < 2 is to ﬁnd a positive h small enough that (α + h)2 < 2. It is line (5) which guides us into choosing the h in line (4). Similarly for the second contradiction, that α2 > 2 is wrong, our 2 idea is (essentially) to ﬁnd a small enough positive h such that (α − h) > 2 is still true which explains our choice of h in line (6). © ª Remark 51 Note that this result shows that Q does not satisfy the completeness axiom as the set x ∈ Q : x2 < 2 does not have a supremum in Q. √ Notation 52 We write 2 for α. 3.6.1 A generalisation √ a — whose

Theorem 53 Let a be any positive real number. Then there exists a unique real number — denoted by square is a. Proof. This just involves a reﬁning of the previous argument. 11

3.7

Archimedean Property

Theorem 53 (Archimedean Property of the Natural Numbers) Let x ∈ R. Then x < n for some n ∈ N. i.e. N is not bounded above. Proof. If not, N is bounded above and not empty. So let ξ = sup N. Then ξ − 1 < ξ, so ξ − 1 < k for some k ∈ N by the Approximation Property. Then ξ < k + 1, but as k + 1 ∈ N, we have k + 1 6 ξ. So ξ < ξ, which is contradiction to the trichotomy axiom. Corollary 54 Let ε > 0. Then 0 <

1 n

< ε for some n ∈ N.

Proof. Apply the Archimedean Property to 1/ε. Corollary 55 Given reals a, b with a < b then there exists a rational number q and an irrational number r such that a < q < b and a < r < b. Proof. Left as Sheet 2, Exercise 5c.

3.8

R is not countable

Theorem 56 R is uncountable.

1 Proof. If R were countable, then so too would be [0, 1]. Clearly [0, 1] is not ﬁnite as it contains all k where k ∈ N. We proceed now with a proof by contradiction to show that [0, 1] is not countably inﬁnite. Suppose θ : N → [0, 1] is a bijection and we write xk = θ(k).

• We choose distinct a1 , b1 so that x1 ∈ [a1 , b1 ]. If x1 6= 1 then we can ﬁnd a1 and b1 such that x1 < a1 < b1 < 1 / and if x1 = 1 then we can take the interval [0, 1/2]. • Having chosen a1 , b1 we then select a2 , b2 so that a1 < a2 < b2 < b1 and x2 ∈ [a2 , b2 ]. In a similar fashion to the / above if x2 < b1 we can ﬁnd a2 and b2 so that max (a1 , x2 ) < a2 < b2 < b1 and if x2 > b1 then we can take the interval [(2a1 + b1 ) /3, (a1 + 2b1 ) /3] , i.e. the middle third of the previous interval. • We repeat this process producing reals ai and bj such that0 6 a1 < a2 < a3 < · · · < b3 < b2 < b1 6 1 and xi ∈ [ai , bi ] for each i. / Now set E = {aj : j ∈ N} which is bounded above by 1 and F = {bj : j ∈ N} is bounded below by 0. So we may deﬁne λ = sup E and μ = inf F. For all m, n we have am 6 bn . In particular, each bn is an upper bound of E and so λ 6 bn for all n as λ is the least upper bound of E. So λ is lower bound of F which means λ 6 μ as μ is the greatest lower bound of F . Then an 6 λ 6 μ 6 bn for all n. For all n we have λ ∈ [an , bn ] and xn ∈ [an , bn ] and so λ 6= xn for all n which contradicts the fact that θ is a bijection. / We shall give the "classic" proof of the uncountability of R due to Cantor once we have discussed decimal expansions at more length.

12

4

4.1

Complex numbers

Algebraic Properties

We can deﬁne C from R by taking the set C to be R2 , the set of real ordered pairs and deﬁning addition + and multiplication · by (a1 , b1 ) + (a2 , b2 ) = (a1 + a2 , b1 + b2 ) (a1 , b1 ) · (a2 , b2 ) = (a1 a2 − b1 b2 , a2 b1 + a1 b2 ) . So that, for example ¡ ¢ 2 (0, 1) = (0, 1) · (0, 1) = 02 − 12 , 0 · 1 + 0 · 1 = (−1, 0) .

We more commonly write i for (0, 1) and write a + bi for (a, b) , so that the above equation states i2 = −1. Further we identify each real number r with r + 0i and so can think of the reals as a subset of the complex numbers. Note this also shows that C is uncountable. It is not hard to check that the ﬁeld axioms A1—A4, M1—M4, D, Z are all true of the complex numbers.

4.2

Order?

However, the complex numbers cannot be made into an ordered ﬁeld — i.e. there is no subset of C which satisﬁes the positivity axioms P1—P3. This is left to Sheet 2, Exercise 6. There is, though, a useful function, the modulus function, that we can use to determine the "size" of complex numbers.

4.3

Let z = x + yi throughout the following.

Deﬁnition and easy properties of | |

Deﬁnition 57 The modulus of z, written |z|, is given by p |z| = x2 + y 2 This makes sense as x2 + y 2 > 0. Deﬁnition 58 The conjugate of z, written z (or z ∗ in some texts), is given by ¯ z = x − yi. ¯ None of the following is at all diﬃcult to prove — they are algebra, not analysis. 1. If z is real (i.e. z = x + 0i) then |z| = |x|; that is the deﬁnitions of real and complex modulus agree where applicable. 2. |z| = |¯| z 3. |z|2 = z z ¯ 4. Re z = x, Im z = y 5. |Re z| 6 |z|, |Im z| 6 |z| 6. z + z = 2 Re z ¯ 7. z − z = 2i Im z ¯ 8. z1 + z2 = z1 + z2 9. z1 z2 = z1 z2

13

Theorem 59 For z, w ∈ C,

|zw| = |z| |w| . (xv + yu)2 + (xu − yv)2 = (x2 + y 2 )(u2 + v 2 )

Proof. Let z = x + iy and w = u + iv. Then all we need is the factorisation

and the existence of unique square roots. Theorem 60 (Triangle Law) For complex numbers z, w, |z + w| 6 |z| + |w| Proof. We use the above properties. |z + w|2 = = = = 6 (z + w) (z + w) (z + w) (¯ + w) z ¯ z z + (zw + z w) + ww ¯ ¯ z z + 2 Re (zw) + ww ¯ z z + 2|zw| + ww ¯

2 2

= |z| + 2|z| |w| + |w| = (|z| + |w|)2

4.4

Aside — Existence of Transcendental Numbers (Oﬀ-syllabus)

Cantor proved, in 1874, that there are uncountably many real numbers. Given the simple elegance of his proof its seminal nature can easily be missed, but it had many new and profound implications for 19th century mathematics. The Ancient Greeks had been disturbed to discover the existence of irrational numbers would could not be written as the ratio of two integers; Cantor’s theorem showed that most real numbers cannot be described using (integercoeﬃcient) polynomials, in fact, that most real numbers cannot hope to be described by ﬁnite means alone. Deﬁnition 61 A complex number α is said to be algebraic if there is a polynomial p (z) with integer coeﬃcients such that p (α) = 0. Equvalently, the coeﬃcients may be assumed to be rational. Deﬁnition 62 A complex number which is not algebraic is said to be transcendental. The existence of transcendental numbers was ﬁrst shown by Liouville in 1851 who showed that

∞ X

10−k!

k=1

is transcendental. Hermite showed that e is transcendental in 1873 and Lindemann showed that π is transcendental in 1882. Cantor’s remarkable result shows that "almost all" real numbers are transcendental, though without constructing a single one. In 1873 Cantor proved: Proposition 63 There are countably many algebraic numbers. In order to show this we will need the following facts: Lemma 64 If X1 , X2 , X3 , · · · are countable sets then so are

k=1 ∞ [

Xk

and

X1 × X2 .

Proof. This was proved in the Introduction To Pure Mathematics course Lemma 65 (Division Algorithm) Let a (x), b (x) be polynomials with complex coeﬃcients. Then there exist polynomials q (x) , r (x) such that a (x) = q (x) b (x) + r (x) and deg r (x) < deg b (x). 14

Proof. This is proved in next term’s Introduction To Groups, Rings and Fields. Corollary 66 (Factor Theorem) If a (x) is a complex polynomial and a (α) = 0 where α ∈ C, then there exists a complex polynomial q (x) such that a (x) = q (x) (x − α) and deg q (x) = deg p (x) − 1. Proof. Set b (x) = x − α in the previous lemma; note that r (x) is a constant and that r (α) = 0. Corollary 67 A complex polynomial p (x) has at most deg p complex roots. Proof. This follows using induction applied to the previous corollary. Remark 68 This may seem obvious but (if you have met modular arithmetic) you might note that x2 = 1 (mod 8) has four roots, namely 1, 3, 5, 7. Proof. (Of Proposition 63) Let A denote the set of algebraic numbers and let An denote the set of algebraic numbers which are the root of a degree n polynomial with integer coeﬃcients. The polynomials of degree n with integer coeﬃcients can be identiﬁed with Zn , e.g. 2x2 + 3x − 5 ↔ (2, 3, −5). By Lemma 64, Zn is countable and by Corollary 67 a integer-coeﬃcient polynomial of degree n can have at most n roots. Hence we may deﬁne a 1-1 map ∞ [ An → Zn × {1, 2, . . . , n} and so An is countable. As A = An then A is countable.

1

Corollary 69 There are uncountably many transcendental numbers. Proof. If C\A were countable then C = A∪ (C\A) would be countable — a contradiction.

15

5

5.1

**Real and complex sequences
**

Real numbers in practice

How do we handle a speciﬁc real number in practice? Answer: we look at successive approximations. For example, √ we could have the following approximations for 2: 1, or we may ﬁnd π by looking at the following: 3, 22 333 103993 , , ,,... 7 106 33102 14 141 1414 , , ,... 10 100 1000

Our task is to make precise the idea that these approximations approach the real numbers that they represent.

5.2

Sequences

Deﬁnition 70 A sequence of real numbers or a real sequence is a function α : N → R. Deﬁnition 71 A sequence of complex numbers or a complex sequence is a function α : N → C. Deﬁnition 72 Given a natural number n, the nth term of the sequence α is α (n) and we denote this αn . Example 73 Here are some well known sequences: • n 7→ σ (n) = (−1)n , • n 7→ ζ (n) = 0, • n 7→ ι (n) = n. Note, in practice, we often just give the sequence’s values, and say “the sequence 1, 1 , 1 , . . . ” if it is clear what the 2 4 function “must be”. Or better we write “the sequence (an )∞ ” or “the sequence (an )”. n=1 Note also that although n determines the nth value, the nth value does not determine n because the deﬁning function need not be injective. (Look at the sequences ζ and σ above.)

5.3

New sequences from old

Suppose (an ) and (bn ) are sequences of real (or complex) numbers and c ∈ R (or C). We deﬁne the sequences (an +bn ), (can ), (an bn ), (an /bn ) in the obvious way. All are well deﬁned except possibly the quotient, where we must insist on all the terms of (bn ) being non-zero. Example 74 an = (−1) and bn = 1 for all n. (an + bn ) = (0, 2, 0, 2, 0, 2, 0, . . .) (−an ) = (−1)n+1 (an bn ) = (an ) ¡ 2¢ an = (bn )

n

5.4

Deﬁnition of convergence

Deﬁnition 75 Let (an ) be a sequence of real numbers and let L ∈ R. We say that (an ) converges to L if ∀ε > 0 ∃N ∈ N ∀n > N |an − L| < ε.

We also say that (an ) tends to L. We write this as (an ) → L or an → L as n → ∞ or just an → L.

16

**Deﬁnition 76 If (an ) → L then we say that L is a limit of (an ) and we write L = lim an
**

n→∞

or just

L = lim an .

Deﬁnition 77 We say that (an ) converges or is convergent if there exists L ∈ R such that (an ) → L. In full then, (an ) converges ⇐⇒ ∃L ∈ R (an ) diverges ⇐⇒ ∀L ∈ R ∀ε > 0 ∃ε > 0 ∃N ∈ N ∀N ∈ N ∀n > N ∃n > N |an − L| < ε. |an − L| > ε. Deﬁnition 78 We say that (an ) diverges or is divergent if it does not converge. In full then,

Remark 79 In all the above ε is an arbitrary positive number though instinctively we usually think of ε as being very small. The smaller the value of ε the "harder" we will usually have to look to ﬁnd a value of N that will suﬃce.

5.5

Examples

an = 2n − 1 2n for n > 1.

• Let Then (an ) → 1. Proof. Consider

Given ε > 0 our task is to show there exists N such that

¯ ¯ |an − 1| = ¯1 − 2−n − 1¯ = 2−n . n > N =⇒ 2−n < ε.

But note that 2n > n for all n ∈ N and so if N > 1/ε (which we know to exist by the Archimedean Property) and n > N we have 1 1 1 2−n = n < 6 < ε. 2 n N • The sequence an = is convergent. Proof. Because the statement for convergence is ∃L ∈ R ∀ε > 0 ∃N ∈ N ∀n > N |an − L| < ε

n2 + n + 1 3n2 + 4

(n > 1)

our ﬁrst work is in deciding what the limit L will be. (Note this was given to us in the previous example.) How do we guess L? Well for large positive n, ¯ ¯ NOT PART 1 1 1 + n + n2 1 ¯ ¯ OF ≈ an = 4 3 ¯ 3 + n2 ¯ OUR PROOF So

1 3

seems the obvious candidate for our limit. To begin the proof then: Let ε > 0. Note ¯ ¯ ¯ 2 ¯ ¯ ¯ ¯ ¯ ¯an − 1 ¯ = ¯ n + n + 1 − 1 ¯ ¯ ¯ 3n2 + 4 3¯ 3¯ 3n − 1 = 3(3n2 + 4) 3n 6 3(3n2 + 4) 3n 6 3 · 3n2 1 < . n 17

to complete the proof. (Note that N is by no means the ﬁrst N that will suﬃce to guarantee |aN − L| < ε; what matters is that it does suﬃce.) • Let Then (an ) diverges. Proof. Thoughts: Looking at the sequence we can see that for large even n an = whilst for large odd n we have an = (−1)n n2 −1 ≈ −1. = 2+1 n 1 + n−2 (−1)n n2 1 ≈ 1, = 2+1 n 1 + n−2 (−1)n n2 n2 + 1

By the Archimedean Property, there exists N ∈ N such that N > 1 . Then, for any n > N, we have ε ¯ ¯ ¯ ¯ ¯an − 1 ¯ < 1 6 1 < ε ¯ 3¯ n N

an =

(n > 1) .

A natural way forward seems to be to assume the existence of a limit and argue (carefully!) that this limit would need to be both near 1 and −1; this would be our required contradiction. In fact if we look in more detail at the sequence we see that a2n > 4 for all n and a2n−1 6 − 1 , so we will take ε in such a way that 2ε < 4 + 1 = 13 which is the 5 2 5 2 10 closest the even and odd terms get. Our proof begins thus: Suppose then that a limit L exists and set ε = 1 . Then there exists N such that for n > N 2 ¯ ¯ ¯ (−1)n n2 ¯ 1 ¯ ¯ ¯ n2 + 1 − L¯ < 2 . In particular, for even n > N we have n2 1 −L< , +1 2 1 1 1 3 − > − = . 2 5/4 2 10 n2

=⇒ L > Similarly, for odd n > N we have

1 1 + n−2

L+ =⇒ L < The inequalities L >

3 10

1 1 − 2 1 + n−2

n2 1 < , +1 2 1 1 6 − = 0. 2 2 n2

and L < 0 give us our required contradiction.

5.6

A Useful Limit

Proposition 80 Let a be a real number with a > 1, and k be a positive integer. Then there exists a positive real number c such that an > cnk for n = 1, 2, 3, . . . In particular, nk → 0 as n → ∞. an Proof. Let a = 1 + b so that b > 0. Take n > k and note that n > k + 1 =⇒ n−k 1 > . n k+1

18

By the Binomial Theorem an

µ ¶ µ ¶ µ ¶ n n 2 n = 1+ b+ b + ··· + bk+1 + · · · + bn 1 2 k+1 µ ¶ n > bk+1 k+1 n (n − 1) · · · (n − k) k+1 = b (k + 1)! > = > (n − k) k+1 b (k + 1)! µ ¶k bk+1 n−k nk (k + 1)! n nk . k (k + 1)! (k + 1) | {z }

c k

bk+1

**We have found c, such that a /n > c for n > k. If we set ) ( ak bk+1 a a2 >0 c = min , ,..., k, 1 2k k (k + 1)! (k + 1)k
**

n k

then an /nk > c holds for n > 1. Then for any natural number k and positive a there exists c > 0 such that an /nk+1 > c for all n > 1; hence nk an Given ε > 0, by the Archimedean there exists N such that 0< 1 6 . cn ¯ k n¯ ¯n /a ¯ < ε for all n > N. i.e. nk /an → 0 as n → ∞.

5.7

Tails

Deﬁnition 81 Let (an ) be a sequence, and let k be a natural number. Then the kth tail of (an ) is the sequence n 7→ an+k i.e. it equals the sequence (ak+1 , ak+2 , ak+3 , . . .) which we will also write as (an+k )∞ or (an )∞ . n=1 k+1 In practice, though, we will not be interested in a speciﬁc kth tail so much as in some (unspeciﬁed) tail or all tails past a certain point in the sequence. The tails give a way of focusing on the long-term behaviour of a sequence ignoring any short-term aberrant behaviour at the start of a sequence. Whether or not a sequence converges purely depends on the long-term behaviour of the sequence as we see in the next proposition. Proposition 82 Let (an ) be a real sequence and let L ∈ R. Then the following three statements are equivalent. (i) (an ) converges (to L); (ii) some tail of (an ) converges (to L); (iii) all tails of (an ) converge (to L). Proof. We shall demonstrate the implications as (i) implies (iii), (iii) implies (ii) and (ii) implies (i). (a) Suppose that (an ) converges to L and let k ∈ N, ε > 0. As (an ) → L then there exists N such that For such n, we have n + k > n > N and so ∀n > N |an − L| < ε. |an+k − L| < ε.

∀n > N

Hence, for any k ∈ N, the kth tail of (an ) converges to L. (b) (iii) clearly implies (ii). (c) Suppose that the kth tail of (an ) converges to L. Let ε > 0. Then there exists N such that ∀n > N Hence and we see that (an ) converges to L. |an+k − L| < ε. |an − L| < ε

∀n > N + k

19

5.8

Complex Sequences

Deﬁnition 83 Let (zn ) be a sequence of complex numbers and let w ∈ C. We say that (zn ) converges w and write (zn ) → w or lim zn = w if ∀ε > 0 ∃N ∈ N ∀n > N |zn − L| < ε. Put more succinctly this states that |zn − L| → 0 as n → ∞. Theorem 84 Let zn = xn + iyn . Then (zn ) converges if and only if (xn ) and (yn ) both converge. Proof. Suppose that xn and yn both converge and that ε > 0. Set x = lim xn , y = lim yn and L = x + iy. By the Triangle Inequality |zn − L| = |(xn − x) + i (yn − y)| 6 |xn − x| + |yn − y| . As xn → x and yn → y then we can ﬁnd N1 and N2 such that |xn − x| < ε/2 whenever n > N1 , |yn − y| < ε/2 whenever n > N2 . So if n > max (N1 , N2 ) we have |zn − L| < ε/2 + ε/2 = ε and we see that zn → L. Conversely suppose that zn converges to L and let ε > 0. Then there exists N ∈ N such that |zn − L| < ε whenever n > N . As |Re w| 6 |w| and |Im w| 6 |w| for any w ∈ C then |xn − x| = |Re (zn − L)| 6 |zn − L| < ε whenever n > N, |yn − y| = |Im (zn − L)| 6 |zn − L| < ε whenever n > N. Hence xn → x and yn → y as required. Example 85 Let zn = Then zn → 0. ¯µ ¯ µ ¶n ¶n ¯ ¯ ¯ ¯ 1 ¯n ¯ 1 1 1 ¯=¯ ¯ ¯ = |zn − 0| = ¯ = √ . 1 + ı ¯ ¯1 + ı¯ |1 + ı|n 2 ¡√ ¢n We have already shown that 2−k < ε for k > 1/ε and so 2 < ε for n > 2/ε. Proof. Let ε > 0. Note µ 1 1+ı ¶n .

5.9

Uniqueness of Limits

Theorem 86 (Uniqueness of Limits) Let (an ) be a real (or complex) sequence and suppose that an → L1 and an → L2 as n → ∞. Then L1 = L2 . Proof. Suppose not and set ε = |L1 − L2 | > 0. Then ε/2 > 0 and there exists N1 such that n > N1 =⇒ |an − L1 | < ε/2 Likewise there exists N2 such that Then for n > max(N1 , N2 ) we have n > N2 =⇒ |an − L2 | < ε/2. (7) (8)

|L1 − L2 | = |(L1 − an ) + (an − L2 )| 6 |L1 − an | + |an − L2 | < ε/2 + ε/2 = |L1 − L2 | which is the required contradiction.

by the ∆ law

20

5.10

Limits respect Weak Inequalities

Theorem 87 Let (an ) and (bn ) be real sequences such that (an ) → L and (bn ) → M . If an > bn for all n then L > M. Proof. Suppose, for a contradiction, that L < M . Set ε = (M − L) /2 > 0. As an → L then there exists N1 such that n > N1 as bn → M then there exists N2 such that n > N2 So n > N1 n > N2 Hence for n > max(N1 , N2 ) we have bn < which contradicts an > bn for all n. Remark 88 Clearly lim does not respect strict inequalities. For example, is false.

1 n 1 > 0 for all n > 1 but 0 = lim n > lim 0 = 0

=⇒ |an − L| < ε; =⇒ |bn − M | < ε.

L+M = L − ε < an 2 L+M =⇒ bn < M + ε = . 2 =⇒ L+M < an 2

Theorem 89 (Sandwich Rule) Suppose that xn 6 an 6 yn for all n and that L = lim xn = lim yn . Then an → L as n → ∞. Proof. Let ε > 0. Then there exist N1 and N2 such that xn − L > −ε for all n > N1 , yn − L < ε for all n > N2 . So for n > max (N1 , N2 ) we have which shows that an → L also. −ε < xn − L 6 an − L 6 yn − L < ε,

5.11

Some notation

n > N =⇒ |an | < cbn .

Let an , bn be sequences. We write an = O(bn ) if there exist c such that for some N

We write an = o(bn ) if an /bn is deﬁned and

an → 0. bn

Example 90 Supposing for the moment that we can prove all the usual trigonometric results we can write (true) statements like ¡ ¢ • n = O n2 ¡ ¢ • n = o n2 • sin n = O (1) • sin n = o (n)

21

5.12

Inﬁnity

Deﬁnition 91 Let an be a sequence of real numbers. We say "an tends to inﬁnity" and write an → ∞ as n → ∞ to mean ∀M ∈ R ∃N ∈ N ∀n > N an > M. Similarly we write bn → −∞ if ∀M ∈ R ∃N ∈ N ∀n > N bn < M.

(Here we tend to think of M as being a very large positive/negative number.) Theorem 92 Let (an ) be a sequence of positive real numbers. The following are equivalent: (a) an → ∞ as n → ∞; (b) 1/an → 0 as n → ∞. Proof. (a) implies (b): Let ε > 0 and set M = 1/ε. As an → ∞ then there exists N such that an > M for all n > N . But then 0 < 1/an < ε for all n > N as required. (b) implies (a): Let M ∈ R and ε = 1/ (|M | + 1). As 1/an → 0 then there exists N such that 1/an < ε for all n > N . But then an > 1/ε = |M | + 1 > M for all n > N as required.

6

The Algebra of limits

Most sequences can be built up from simpler ones using addition, multiplication, etc. The algebra of limits tells us how the corresponding limits behave. Throughout the following (an ) and (bn ) denote real or complex sequences. Proposition 93 (AOL: Constants) If an = a for all n, then an → a. Proof. For any ε > 0, take N = 1; n > N =⇒ |an − a| = 0 < ε. Proposition 94 (AOL: Sums) If an → a and bn → b then an + bn → a + b. Proof. Let ε > 0. Then ε/2 > 0 and so ∃N1 : n > N1 ∃N2 : n > N2 Put N3 = max(N1 , N2 ). Then n > N3 =⇒ 6 < = |(an + bn ) − (a + b)| |an − a| + |bn − b| ε/2 + ε/2 ε by the ∆ law =⇒ |an − a| < ε/2, =⇒ |bn − b| < ε/2.

Proposition 95 (AOL: Scalar Products) If an → a as n → ∞ and λ ∈ R (or C) then λan → λa. Proof. Let ε > 0. Then ε/ (|λ| + 1) > 0 and so there exists N such that |an − a| < ε/ (|λ| + 1) for all n > N . Hence |λan − λa| = |λ| |an − a| 6 for all n > N . Corollary 96 (AOL: Diﬀerences) If an → a and bn → b then an − bn → a − b. Corollary 97 (AOL: Translations) If an → a and c ∈ R (or C) then an + c → a + c. |λ| ε <ε |λ| + 1

22

Lemma 98 If xn → 0 and yn → 0 then xn yn → 0. Proof. Given ε > 0, let ε1 = min(1, ε) > 0. Then ∃N1 : n > N1 ∃N2 : n > N2 So if n > max(N1 , N2 ) we have which completes the proof. Proposition 99 (AOL: Products) If an → a and bn → b then an bn → ab. Proof. Note that an bn − ab = (an − a)(bn − b) + b(an − a) + a(bn − b), that (an − a) (bn − b) → 0 by the previous lemma, that b (an − a) → 0 and a (bn − b) → 0 by Proposition 95. Hence an bn → ab by Proposition 94. Proposition 100 (AOL: Reciprocals) If an → a and an 6= 0 for all n and a 6= 0 then 1/an → 1/a. Proof. Let ε > 0. As a 6= 0 then |a| /2 > 0. So there exists N1 such that for n > N1 we have |an − a| < |a| /2. By the Triangle Inequality |a| 6 |an | + |a − an | = |an | + |an − a| and so |an | > |a| /2 and |1/an | < 2/ |a| . 2 Further, as |a| ε/2 > 0 then there exists N2 such that for n > N2 |an − a| < |a| Set N3 = max(N1 , N2 ) so that for n > N3 ¯ ¯ 1 ¯ ¯ an −

2

=⇒ |xn | < ε1 , =⇒ |yn | < ε1 .

|xn yn | 6 |xn | |yn | < ε2 6 ε1 6 ε, 1

ε . 2

¯ 1 ¯ |an − a| ³ 2 ε ´ 2 1 ¯= < |a| = ε. a¯ |an ||a| 2 |a| |a|

Corollary 101 (AOL: Quotients) If an → a, bn → b, and bn 6= 0 for all n and b 6= 0, then an /bn → a/b. Proposition 102 (AOL: Modulus) If an → a then |an | → |a| . Proof. The inequality follows from the ∆ law as from which we get (as required) ||an | − |a|| 6 |an − a| |a| 6 |an − a| + |an | and |an | 6 |an − a| + |a|

||an | − |a|| 6 |an − a| → 0.

23

6.1

Examples

an = n2 + n + 1 1 → 3n2 + 4 3

Proof. We write

1 1 1 + n + n2 1+0+0 n2 + n + 1 1 → = = 1 2+4 3n 3+0 3 3 + 4 n2

noting • •

1 n 1 n2

**→ 0 by the Archimedean Property; → 0 by Proposition 99;
**

1 n

• 1 → 1; • 1+ • 3+ • +

1 n2

→ 1 by Proposition 94; by Corollary 101;

4 n2

→ 3 by Proposition 94;

1 3 1 3

1 4 3+ n2

→

• an →

by Proposition 99.

Example 103 Suppose a1 = 1, a2 = 1, and we recuresively deﬁne an+2 = an+1 + an , for n > 1. It is easy to prove by induction on n that there is then a unique sequence of natural numbers satisfying these requirements. They are called the Fibonacci numbers. Proposition 104 an+1 /an is convergent. Proof. By induction, an > 1 for all n. So for n > 1 ¶ µ ¶−1 µ an+1 an+2 . =1+ an+1 an Write xn = an+1 /an for n > 1. Note that xn > 0 for all n. Then x1 = 2 and xn+1 = 1 + 1/xn . Suppose that we did have convergence and that xn → x. By Tails xn+1 → x and 1 + x=1+ 1 x

√ 1 xn

→1+

1 x

by AOL. So

by the Uniqueness of Limits. Hence x2 − x − 1 = 0 giving x = 1±2 5 . But xn > 0 for all n, and so x > 0 by Theorem 87 giving √ 1+ 5 x= > 1. 2 Now we will show that xn is convergent to the real number 1+2 5 , which we will denote ϕ, and is called the golden ratio. 1 1 1 1 1 xn − ϕ −ϕ=1+ −1− = − = xn+1 − ϕ = 1 + xn xn ϕ xn ϕ xn ϕ as ϕ2 = ϕ + 1. So ¯ ¯ ¯ xn+1 − ϕ ¯ 1 1 1 ¯ ¯ ¯ xn − ϕ ¯ = |xn ||ϕ| = ϕxn 6 ϕ −

√

as xn > 1 for all n. By induction we get

1 1 6 xn − ϕ 6 n n ϕ ϕ 1 and are done by the Sandwich Rule, since ϕ > 1 and so ± n → 0. ϕ 24

6.2

The Relative Orders of Terms

Our ﬁrst thoughts, when needing to consider the long term behaviour of a sequence which has various components to it, should be on which terms will dictate the sequence’s behaviour in the long term. Usually, for this, we need to appreciate the relative magnitudes of the terms as n becomes large. As a rule of thumb, when it comes to the long term behaviour of functions trig functions and constants < logarithms < polynomials < exponentials. More precisely: • |cos n| 6 1 and |sin n| 6 1 for all n. • For any rational q > 0, log n/nq → 0 as n → ∞. • For any a > 1 and polynomial p then p (n) /an → 0 as n → ∞. Example 105 Qualitatively describe the long-term behaviour of the following sequences. • µ n6 + 7n2 2n ¶

(−1)n

This will tend to 0 (albeit in an oscillatory way) as the dominant term is 2n . • µ 2n + 3 3n + 8 ¶

cos n.

At ﬁrst glance the polynomial terms seem dominant. But being of the same magnitude, and working to counter one another, we see (2n + 3) / (3n + 8) → 2/3. So actually it is the oscillating behaviour of cos n which stops the sequence from converging. • log n √ cos n µ 2n − n n2 + 3n − 6 ¶

.

¡ ¢ As |cos θ| 6 1 for all θ then the cosine takes the sting out of the term (2n − n) / n2 + 3n − 6 which is just a red √ √ herring. In the long term n dominates log n and log n/ n → 0. The messy cosine term has no crucial eﬀect on this behaviour. Exercise 106 How would you make these ﬁrst thoughts into rigourous proofs using the Algebra of Limits, Sandwich Rule, etc.?

25

7

Monotone Sequences

We now turn to a crucially important sort of sequence. Deﬁnition 107 We say that a real sequence (an ) is monotone increasing if an 6 am whenever n < m. We say that a real sequence (an ) is monotone decreasing if an > am whenever n < m. We say that a real sequence (an ) is strictly monotone increasing if an < am whenever n < m. We say that a real sequence (an ) is strictly monotone decreasing if an > am whenever n < m. We say that a real sequence (an ) is monotone if it is either monotone decreasing or monotone increasing. Example 108 Let an = n. Then (an ) is monotone increasing. So is an = (2n + 1)2 . Example 109 (Decimal Expansions) Let 0 < x 6 1. Then there is a unique sequence of integers a1 , a2 , a3 , . . . such that (i) 0 6 an 6 9 for each n; (ii) for each n, n X ak 1 x− k 6 < x; 10 10k

k=1

(iii)

Solution. We will proceed inductively. The integer a1 needs to satisfy 1 a1 x− 6 < x =⇒ 10x − 1 6 a1 < 10x. 10 10 The interval [10x − 1, 10x) contains a unique integer a1 and further, as −1 < 10x − 1 6 a1 < 10x = 10 then 0 6 a1 6 9. Suppose now, as our inductive hypothesis, that a1 , a2 , . . . , aN have been uniquely found satisfying (i) and (ii). Then N+1 X ak 1 <x x − N +1 6 10 10k

k=1

n X ak = x. n→∞ 10k

lim

k=1

⇐⇒ x − ⇐⇒ 10N+1 x −

N X

1 10N +1

N N X ak X ak aN +1 − 6 N +1 < x − 10k 10 10k k=1 k=1 N X

k=1

10N+1−k ak − 1 6 aN+1 < 10N +1 x −

10N +1−k ak .

k=1

**There is a unique integer in this range, and we set aN +1 to be this integer. Further, by hypothesis, Ã ! N X 10−k ak − 1 > −1, aN+1 > 10N+1 x − aN+1 < 10
**

N+1

Ã

k=1

x−

k=1

**So 0 6 aN +1 6 9 as required. Applying the sandwich rule to x− we ﬁnd X ak 1 6 <x k 10 10k
**

k=1 n

N X

10

−k

ak

!

6 10N +1 ×

1 = 10. 10N

This sequence is called the decimal expansion of x and we write x = 0.a1 a2 a3 . . .

n X ak = x. n→∞ 10k

lim

k=1

Remark 110 In the sense of the above example 1 would have decimal expansion 0.1999 . . . rather than 0.200 . . .To 5 avoid any ambiguity for those reals with two diﬀerent decimal expansions (in the usual sense) the above example chooses decimal expansions whose terminating decimal expansions never equal the real in question. 26

7.1

Monotone Bounded Sequences

Deﬁnition 111 We say that a real sequence (an ) is bounded above if the set S = {an : n ∈ N} is bounded above. Deﬁnition 112 We say that a real sequence (an ) is bounded below if the set S = {an : n ∈ N} is bounded below. Theorem 113 Let (an ) be a monotone increasing, bounded above sequence. Then (an ) converges. Proof. Let L = sup{an : n ∈ N}; this exists by the completeness axiom as the set is bounded above and non-empty. Let ε > 0. By the Approximation Property there exists N ∈ N such that L − ε < aN 6 L. As the sequence is monotone increasing then for any n > N L − ε < aN 6 an 6 L, =⇒ ∀n > N |an − L| < ε. That is an → L Corollary 114 Let (an ) be a monotone decreasing, bounded below sequence. Then (an ) converges. √ Example 115 Let x1 = 0 and for all n > 1 let xn+1 = 2 + xn . 1. (By induction if necessary, we show that) There exists a unique sequence deﬁned so. 2. By induction: xn > 0 for all n. 3. (xn ) is monotone; more precisely we prove by induction: xn+1 > xn for n = 1, 2, 3, . . . √ The root case is 2 > 0; the inductive step follows from the identity x2 − x2 = (2 + xn+1 ) − (2 + xn ) = xn+1 − xn . n+2 n+1 4. (an ) is bounded above: more precisely prove by induction that xn 6 2 for all n. √ √ The root case is x1 = 0 < 2. For the inductive step, xn+1 = 2 + xn 6 2 + 2 = 2. 5. So by the previous theorem xn → L for some L. To evaluate L we note x2 = xn + 2. n+1 Letting n → ∞ in both sides we can see By Tails AOL AOL Uniqueness of limits xn+1 → L x2 → L2 n+1 xn + 2 → L + 2 L2 = L + 2

So L = −1 or L = 2. But xn > 0 for all n and therefore L > 0 by the preservation of weak inequalities. Hence L = 2. 6. To further understand the sequence it is an easy check to note xn = 2 cos (π/2n ) .

27

We can better appreciate, with a graph, just how the sequence xn emerges and also appreciate how a change of √ initial value would change the sequence. Below is sketched graphs of y = 2 + x and y = x.

2.5

y x 2,2 x3 ,x3

2.0

1.5

y

2

x

1.0

x2 ,x2

0.5

x1 ,x1

2 1 0 1 2 3

√ √ √ We have x1 = 0 and can calculate x2 = 2 + 0 = 2 by taking the y-co-ordinate of the graph y = 2 + x above x = x1 . This gives us the point (x1 , x2 ) and if we move horizontally to the point line y = x we are now at √ the point (x2 , x2 ) labelled in the diagram. Moving up to the graph y = 2 + x and across to y = x we are now at (x3 , x3 ). We see if we continue in this way our lines burrow into the tight space between the graphs at (2, 2) as the xn rapidly converge on 2. Pictorially we can also appreciate that for any initial value in the range −2 < x1 < 2 a similar convergence monotonically up to 2 would again occur (e.g. see left dashed lines) whilst if we started with x1 > 2 the sequence would converge monotonically down to 2 (see right dashed lines). Of course the diagram doesn’t prove anything! But such diagrams can be very informative qualitatively.

7.2

Reprise — The Uncountability of the Reals

Now that we have a notion of a decimal expansion we are in a position to describe Cantor’s proof of the uncountability of R, (a fact that was already demonstrated in Theorem 56. Theorem 116 R is uncountable. Proof. We will show this by showing that the interval (0, 1] is uncountable. To each x in this interval corresponds a unique decimal expansion (in the sense of Example 109); further to each non-zero decimal expansion 0.a1 a2 a3 . . . which does not end in a string of zeros there corresponds a real number as the terminating decimal expansions form a bounded monotone sequence between 0 and 0.999 . . . = 1. Suppose now (for a contradiction) that f : N → (0, 1] is a bijection. Then we may uniquely write out the decimal expansions of f (1) , f (2) , . . . . Say: f (1) = 0.r11 r12 r13 r14 . . . f (2) = 0.r21 r22 r23 r24 . . . f (3) = 0.r31 r32 r33 r34 . . . Cantor then created a real α not on the list by setting α = 0.a1 a2 a3 . . . where ak = ½ 6 if rkk 6= 6 7 if rkk = 6

The decimal expansion of α is allowed (in the sense of Example 109) and we see, for any k, that α 6= f (k) as α and f (k) disagree in the kth decimal position. This contradicts the surjectivity of f . 28

8

Subsequences

1 n2

Example 117 Let an =

i.e.

µ ¶ 1 1 1 1 (an ) = 1, , , , , . . . 4 9 16 25 everything after second place all odd terms all prime terms etc. ¡1 1 1 ¢ . 16 ¡ 9 , 1 ,125 , . . ¢ . ¢ ¡1, 9 , 25 , 1 . . 1 1, 1 , 1 , 25 , 49 , . . . 4 9

We can get new sequences by looking at

However, when we are talking about ‘subsequences’ we usually want to keep a grip on not just the sequence we extract in such a way, but also the way we extract it. Our deﬁnition will do that. ¡ ¢ Deﬁnition 118 Let (an ) be a sequence. A subsequence of (an ) is a sequence af (n) where (f (n)) is a strictly monotone increasing sequence of natural numbers together with the sequence (f (n)) . Often we write nr for f (r) ∞ and write a subsequence as (anr ) or (anr )r=1 . So a subsequence is both a sequence, and a memory of how the subsequence was extracted; there may be more than one way to extract the same sequence from the original sequence. Example 119 Let (an ) (bn ) (f (n)) (g (n)) Then ¡ ¢ af (n) ¡ ¢ ag(n) ¡ ¢ bf (n) ¡ ¢ bg(n) = (a2n ) = (4, 16, 36, 64, . . .) = (a2n+1 ) = (1, 9, 25, 49, . . .) = (b2n ) = (0, 0, 0, 0, . . .) = (b2n+1 ) = (0, 0, 0, 0, . . .) ¡ ¢ = n2 = (1, 4, 9, 16, . . .) = (0) = (0, 0, 0, 0, . . .) = (2n) = (2, 4, 6, 8, . . .) = (2n − 1) = (1, 3, 5, 7, . . .)

So whilst (b2n ) and (b2n+1 ) are the same sequence we would consider them diﬀerent subsequences of (bn ). Proposition 120 Suppose that the sequence (an ) converges to L. Then every subsequence (anr ) also converges to L. Proof. Let ε > 0. Then there exist N such that n > N =⇒ |an − L| < ε As r 7→ nr is increasing then nr > r for all r and so r > N =⇒ nr > N =⇒ |anr − L| < ε.

The converse in the form "if all subsequences of (an ) converge to L then (an ) → L" is true because the whole sequence is a subsequence of itself. However that just one subsequence converges is not enough to guarantee convergence of the whole sequence. e.g. an = (−1)n which is divergent despite a2n → 1.

29

8.1

Bolzano—Weierstrass Theorem

Theorem 121 Let (an ) be a real sequence. Then (an ) has a montone subsequence. Proof. We consider the set V = {k ∈ N : m > k =⇒ am < ak }. This is the set of "scenic viewpoints” — were we to plot the points (k, ak ) then from a scenic viewpoint we can see all the way to ∞ with no greater an getting in the way. There are two cases to consider: the set V is either ﬁnite or inﬁnite. 1. |V | is inﬁnite. If we list the elements of V in increasing order: k1 < k2 < . . . then (akr ) is subsequence and r > s =⇒ kr > ks =⇒ akr < aks i.e. (akr ) is monotone decreasing. 2. |V | is ﬁnite. Let m1 be the last viewpoint and consider am1 +1 . As m1 + 1 is not a viewpoint then there exists m2 > m1 + 1 such that am2 > am1 . As m2 is not a viewpoint then there exists m3 > m2 such that am3 > am2 . ... Continuing in this way and we can generate a monotone increasing sequence (amk ) .

Theorem 122 (Bolzano-Weierstrass Theorem) Let (an ) be a real bounded sequence. Then (an ) has a convergent subsequence. Proof. By the previous theorem (an ) has a monotone sequence which is also bounded. By Theorem 113 this subsequence converges. Theorem 123 (Bolzano-Weierstrass Theorem in C) A bounded sequence in C has a convergent subsequence. Proof. Let (zn ) be a bounded sequence in C — let’s say |zn | < M for all n. If we write zn = xn + iyn then we have |xn | < M and |yn | < M for all n. So (xn ) and (yn ) are bounded sequences. By the Bolzano-Weierstrass Theorem (xn ) has a convergent subsequence (xnk ) which converges to L1 , say. As (ynk ) is also bounded then it has a convergent ¡ ¢ subsequence ¢ ynkr which converges to L2 , say. ¡ ¡ ¢ As xnkr is a subsequence of (xnk ) then it too converges to L1 by Proposition 120. We then have that znkr converges to L1 + iL2 as its real and imaginary parts converge — see Theorem 84.

8.2

Limit points

Here is alternative way of phrasing the Bolzano-Weierstrass Theorem. Deﬁnition 124 Let S ⊆ R We say that x is a limit point or accumulation point of S if for every ε > 0 there exists y ∈ S, such that 0 < |y − x| < ε. Note that x itself need not be in the set. Example 125 The set of limit points of (0, 1) is [0, 1] The set of limit points of Q is R. The set of limit points of Z is ∅. Remark 126 The Bolzano-Weierstrass Theorem can be rephrased as: "An inﬁnite bounded subset has a limit point." Given such a set, S, then we can select a sequence (xn ) of points of S and by the Bolzano-Weierstrass Theorm this sequence converges to a limit L. It is not hard to show that L is then a limit point of {x1 , x2 , x3 , . . .} and so of the set S.

30

9

The Cauchy Criterion

A ﬁrst diﬃculty in proving a sequence converges is deciding upon a suitable candidate for the limit. Cauchy saw that it was enough to show that if the terms of the sequence got suﬃciently close to each other, then completeness will guarantee convergence. In fact, Cauchy’s insight can be used to construct the reals from the rationals so that we could show the existence of a complete ordered ﬁeld rather than assuming that a ﬁeld satisfying all our axioms exists — but we shall leave this for later foundational courses. Deﬁnition 127 Let (an ) be a real or complex sequence. We say that (an ) is a Cauchy sequence, or simply is Cauchy, if ∀ε > 0 ∃N ∈ N ∀m, n > N |am − an | < ε. Note that the deﬁnition makes no mention of a limit, but we shall see that this criterion is equivalent to convergence in R or C (but not in Q!). Proposition 128 A (real or complex) Cauchy sequence is bounded. Proof. Let (an ) be a real or complex Cauchy sequence. Taking ε = 1, we know there exists N such that |an − aN | < 1 whenever n > N. Hence, by the Triangle Inequality |an | < |aN | + 1 for all n > N.

So for all m (including those m < N ) we have

|am | 6 max {|a1 | , |a2 | , . . . , |aN −1 | , |aN | + 1} and we see that the sequence is bounded. Proposition 129 A convergent sequence is Cauchy. Proof. Let (an ) be a convergent sequence with limit L, and let ε > 0. Then there exists a natural number N such that |ak − L| < ε/2 for all k > N. So for all m, n > N we have, by the Triangle Inequality |am − an | 6 |am − L| + |L − an | < and we see that (an ) is Cauchy. Lemma 130 If (an ) is a real or complex Cauchy and a subsequence (ank ) converges to L then (an ) converges to L. Proof. Let ε > 0. So there exists K ∈ N such that |ank − L| < ε/2 whenever k > K. As the sequence (an ) is Cauchy then there exists N ∈ N such that |an − am | < ε/2 whenever m, n > N. If we select take k > max (K, N ) so that nk > N then we have, by the Triangle Inequality |an − L| 6 |an − ank | + |ank − L| < and the proof is complete. Theorem 131 A real or complex Cauchy sequence is convergent. Proof. Let (an ) be a real or complex Cauchy sequence. By Proposition 128 (an ) is bounded, and so by the BolzanoWeierstrass Theorem (Theorems 122 and 123) (an ) has a convergent subsequence (ank ). By the previous lemma (an ) converges to the same limit. We have then establishded the Cauchy Convergence Criterion for real and complex sequences:— (an ) is convergent ⇐⇒ (an ) is Cauchy. 31 ε ε + = ε for all n > N 2 2 ε ε + = ε, 2 2

Example 132 The terminating decimal expansions of 1, 1.4,

√ 2, namely the sequence (qn ): 1.41, 1.414, . . .

is a sequence of rational numbers which is Cauchy (for example, because it is a convergent real sequence) but it is not convergent in the rationals — i.e. it does not satisfy ∃L ∈ Q ∀ε > 0 ∃N ∈ N ∀n > N |qn − L| < ε.

Example 133 The log 2 sequence. For n ∈ N let an = 1 − 1 1 1 + + · · · + (−1)n+1 . 2 3 n

Then with m > n > 0, and m − n even we have ¯z }| {z }| { }| {¯ z ¯ ¯ ¯ 1 1 1 1 1 1¯ |am − an | = ¯ + − − +...+ − ¯ ¯n + 1 n + 2 n + 3 n + 4 m − 1 m¯ ¯ ¯ 1 1 1 1 1 1 − −...− − + + n+1 n+2 n+3 m − 2 m − 1 |{z} m {z } {z } | {z } | | 1 6 . n+1 =

[grouped in positive pairs]

[one initial term then grouped in negative pairs]

If m − n is odd, we write ¯ ¯z }| {z }| { }| { z ¯ ¯ ¯ 1 1 1 1 1 1 1¯ + − − +...+ − + ¯ |am − an | = ¯ ¯n + 1 n + 2 n + 3 n + 4 m − 2 m − 1 m¯ ¯ ¯ 1 1 1 1 1 − −...− + + n+1 n+2 n+3 m−1 m {z } {z } | {z } | | 1 6 n+1 =

[grouped in positive pairs and one ﬁnal term]

[one initial term then grouped in negative pairs]

1 Let ε > 0 and take N > 2ε . Then |an − am | < ε whenever m, n > N and we see that (an ) is Cauchy. This shows that the sequence is convergent even though we currently have no idea of its limit. In due course we shall see that the limit is log 2.

32

10

Series

This is another of those places where to make real progress we have to stand back a little, put out of our minds pre-conceptions, then make clear deﬁnitions and see what follows logically from them. Looking back at our axioms, we see that given any pairP real numbers a, b we can form the sum a + b. By mathematical induction, we can, for of n any n ∈ N, form the sum 1 ak of any n-tuple of natural numbers. (The associative law means we don’t even have to worry about where the parentheses go.) What our axioms don’t do is licence us to start writing down inﬁnite sums, and behaving as though the mere P act of writing down similar looking signs ( ∞ , say) entitles us to assume that all the properties of ﬁnite sums hold. 1 Deﬁnition 134 Let (an )∞ be a sequence of (real or complex) numbers. For n ∈ N, the nth partial sum is the n=1 ﬁnite sum is n X sn = ak = a1 + a2 + · · · + ak .

k=1

By the series

k=1

we mean the sequence of partial sums (sn ).

∞ X

ak or just

X

ak

Example 135 (i) The Geometric Series. Let x ∈ C, and let an = xn Then

(1, 1 + x, 1 + x + x2 , . . . , 1 + x + x2 + · · · + xn , . . . ) P1 1 (ii) The Harmonic Series. Let an = n . Then n is ¶ µ 1 1 1 1, 1 + , 1 + + , . . . 2 2 3 P n x /n! is (iii) The Exponential Series. Let x ∈ C and let an = xn /n!. Then ¶ µ x2 1, 1 + x, 1 + x, 1 + x + , . . . 2! (iv) The Cosine Series. Let x ∈ C and set an = Then P an is (

P

xn is

x2m m (2m)! (−1)

0

if n = 2m otherwise

P Deﬁnition 136 Let (an ) be a (real or complex) sequence. We say that the series ∞ ak converges (resp. diverges) 1 if the sequence (sn ) of partial sums converges (resp. diverges). If sn → L as n → ∞ then we write

∞ X

µ ¶ x2 x2 x2 x4 1, 1, 1 − , 1 − , 1 − + , ... 2! 2! 2! 4!

ak = L.

k=1

We refer to L as the sum of the series. P Remark 137 Our earlier results regarding the tails of sequences still apply — it follows that ∞ ak converges if and 1 P∞ P only K ak for some K. Consequently it makes sense to discuss the convergence (or otherwise) of ak without needing to identify the initial value. But to calculate the sum of a convergent series we do need to specify the initial value. Example 138 Let an = xn for n > 0 where x ∈ C. ¡ ¢ (a) If x 6= 1 then sn = 1 + x + x2 + · · · + xn = 1 − xn+1 / (1 − x) . P (b) If |x| < 1 then P xn is convergent noting xn → 0 and using the algebra of limits. n (d) If |x| > 1 then xn is divergent as |sn − sn−1 | = |x| 9 0 and so (sn ) is not Cauchy. 33

Example 139 Let an =

1 n.

Then

= 1 > 1 > 1+

n 2

1 1 + ··· + n = 2 2 ¡1¢ ¡1 1¢ ¡1 1 1 1¢ + + + +... 2 3 + 4 5 + 6 + 7 + 8 1 2 4 + + + + 2 4 8 s2n = 1 +

P

1 n

is divergent. To prove this note

+ ...

(· · · + +

1 2n )

2n−1 2n

so (sn ) has a subsequence which is divergent and so is itself divergent. P 1 1 Example 140 Let an = n2 . Then n2 is convergent.

Proof. Clearly the partial sums form an increasing sequence. The trick here is to note ¾ n n n n−1 n X 1 X X½ 1 X1 X1 1 1 1 61+ =1+ − =1+ − = 1 + 1 − 6 2. sn = k2 k(k − 1) k−1 k k k n

k=1 k=2 k=2 k=1 k=2

Hence (sn ) is a bounded-above increasing sequence and so convergent. [In due course we will meet, with the Integral Test, a systematic way of dealing with such series and won’t have to resort to tricks.] Applying Cauchy’s Criterion for convergence for sequences to series (which, recall, is just a sequence of partial sums) we have P Theorem 141 (Cauchy’s Criterion for Series) The series ∞ ak converges if and only if for all ε > 0 there exists 0 N ∈ N such that for all m, n > N we have ¯ ¯ n ¯X ¯ ¯ ¯ |sn − sm | = ¯ ak ¯ < ε. ¯ ¯

m+1

10.1

Conditional and Absolute Convergence

Theorem 143 An absolutely convergent series is convergent P Proof. Suppose that an converges absolutely and let ε > 0. By Cauchy’s Criterion there exists N ∈ N such that ¯ l ¯ ¯X ¯ ¯ ¯ l > k > N =⇒ ¯ |an |¯ < ε. ¯ ¯

k+1

P Deﬁnition 142 Let (an ) be a real or complex sequence. Then we say that an is absolutely convergent if the series P |an | converges. A series which is convergent, but not absolutely convergent, is called conditionally convergent.

By the Triangle Inequality

P∞ Example 144 (i) 0 xn absolutely convergent if |x| < 1. P∞ (−1)n (ii) 1 n2 is absolutely convergent. P (iii) ∞ sin3n is absolutely convergent. 1 n P∞ (−1)n+1 is conditionally convergent. (See Examples 133 and 139). (iv) 1 n Deﬁnition 145 Let p : N −→ N be a bijection and set bn = ap(n) and consider P of the series an . 1−

¯ ¯ l ¯ ¯ l l ¯X ¯ ¯X ¯ X ¯ ¯ ¯ ¯ an ¯ 6 |an | = ¯ |an |¯ < ε l > k > N =⇒ ¯ ¯ ¯ ¯ ¯

k+1 k+1 k+1

P

bn , which we call a rearrangement

Example 146 (See Exercise Sheet 6) If we rearrange the log 2 series from Example 133 then we can change the sum:— 1 1 1 + − + · · · = log 2 2 3 4 1 1 1 1 1 3 1 + − + + − + ··· = log 2. 3 2 5 7 4 2 34

Theorem 147 If

P

**an is absolutely convergent then
**

∞ X 1 1

P

**ap(n) is absolutely convergent for any rearrangement p and
**

∞ X 1

an =

ap(n)

Theorem 148 [Beyond syllabus] (Riemann) If then there exists a bijection p : N → N such that

P∞

an is a real conditionally convergent series and −∞ 6 L 6 ∞ ap(n) = L.

∞ X 1

10.2

Multiplication of series

P∞

0

Theorem 149 Suppose

an and

P∞

0

**bn are absolutely convergent. For each n ∈ N we set cn =
**

n X

ak bn−k .

k=0

Then

P∞

1

**cn is absolutely convergent and
**

∞ X 0

cn =

Proof. Let N ∈ N and set Cn =

|Cn | are bounded above and so convergent. Hence So the montonic series |cn | and Given ε > 0 there exist N such that l X |Cn | < ε. l > k > N =⇒

k+1

P

**|ak | |bn−k |. By the Triangle Inequality and simple algebra Ã∞ !Ã ∞ ! N N N N X X X X X X |cr | 6 |Cr | 6 |an | |bn | 6 |an | |bn |
**

k=0 0 0 0 0 0 0

Pn

Ã∞ X

0

an

!Ã ∞ X

0

bn

!

P

P

cn is convergent.

Then for k > N

We can see that the sum

¯ 2k ¯ ¯ k k ¯X X X ¯ ¯ ¯ ¯ ¯ cn − an bn ¯ = ¯ ¯ ¯ ¯ ¯ ¯

n=0 n=0 n=0

r+s6 2k, r> k or

Example 150 For |x| < 1,

P

cn and product of sums

P

X

an

P

bn diﬀer my at most ε for any ε > 0, and so are equal. 1 (1 − x)2

¯ ¯ X 2k X ¯ ar bs ¯ 6 |ar bs | 6 |Cn | < ε. ¯ ¯ ditto s> k k

∞ X (n + 1)xn = 0

Proof. Set an = xn , bn = xn , so that cn =

r+s=n

X

xr xs = (n + 1)xn .

Example 151 For x, y ∈ C

Ã∞ !Ã ∞ ! X xn X yn

0

n!

0

n!

=

Proof. Let an = x , bn = y . Then the series n! n! discussion of the Ratio Test). Then cn = by the Binomial Theorem.

n

n

P

an and

X xr y s (x + y)n = r! s! n! r+s=n

P

X (x + y)n n!

bn are absolutely convergent (check — or wait for later

35

11

Some Tests for Convergence

Here we discuss some classic tests for convergence and divergence. The idea that there are ‘tests’ is very attractive, but in practice (for problems arising from real-word situations) these tests may not apply. However the tests do give us clues, suggest ways of thinking about series, what sort of estimates need to be made, and a sense of the relative magnitude of terms. P Proposition 152 (A Simple Test for Divergence) If an converges then an → 0. In practice, the contrapositive is P used more, namely: if an does not tend to 0 then an diverges. P Proof. If ∞ an = L then 1 an = sn − sn−1 → L − L = 0 by the Algebra of Limits. Remark 153 The converse is far from true. For example, P

1 n

diverges yet 1/n → 0 as n → ∞.

Proof. Note that the second statement is just the contrapositive of the ﬁrst, and so it is enough to just prove the P P ﬁrst. Suppose that bk converges. Then the partial sums n ak satisfy 1

n X 1

Theorem 154 (The Comparison Test) Suppose (an ) and (bn ) are real sequences and 0 6 an 6 bn . Then P P • bn is convergent =⇒ an is convergent; P P • an is divergent =⇒ bn is divergent.

n X 1 ∞ X 1

ak 6

bk 6

bk

**and hence form an increasing bounded sequence which converges. Example 155 The following sequences
**

∞ X 1

n−5/2 ,

∞ X 1

1 , n (n + 1) (2 + cos n)

∞ X xn 1

n

where |x| < 1,

all converge. P −2 Proof. (i) This converges by comparison with P −2 n . (ii) This converges by comparison with n . P n (iii) This is absolutely convergent by comparison with |x| and hence is convergent.

Theorem 156 (The Ratio Test) Let (an ) be a real or complex sequence with an 6= 0 for all n. Suppose that ¯ ¯ ¯ an+1 ¯ ¯ ¯=L lim n→∞ ¯ an ¯ exists. • If |L| < 1 then • If |L| > 1 then • If |L| = 1 then P an converges absolutely; an diverges; an may converge or diverge (i.e. the test is inconclusive). P P

36

i.e.for n > N

¯ ¯ ¯ an+1 ¯ ¯ ¯ ¯ an ¯ 6 ε + |L| = K. P k P∞ K is convergent, and so N an is absolutely convergent by So by induction, |aN +k | 6 |aN | K k for k > 0. Now P the Comparison Test. Finally we see an is convergent as it has a convergent tail. (ii) Choose K such that 1 < K < |L| . Then there exists N such that ¯ ¯ ¯ an+1 ¯ ¯ n > N =⇒ ¯ ¯ an ¯ > K. P Then |aN +k | > K k |aN | and hence we see P does not tend to 0. So an an is divergent by Proposition 152. P −1 (iii) For each of the series n and n−2 we have L = 1 yet the former diverges and the latter converges. X Remark 157 If an > 0 for all n and an converges this does not mean that lim |an+1 /an | exists; for example 1+ 1 1 1 1 1 1 1 + + + + + + + ··· 3 2 9 4 27 8 81

Proof. (i) Choose K such that |L| < K < 1. As ε = K − |L| > 0 there exists N such that ¯ ¯ ¯¯ ¯ ¯¯ an+1 ¯ ¯ − L¯ < ε, n > N =⇒ ¯¯ ¯ ¯¯ an ¯

**converges whilst |an+1 /an | does not have a limit. Example 158 For all x ∈ C, the exponential series
**

∞ X xn 0

n!

converges absolutely. Solution. The case x = 0 is trivial. If x 6= 0 then |an+1 | |x| = → 0 < 1 as n → ∞ |an | n+1 and apply the ratio test. Example 159 The series

∞ X 1

(sinh n) xn

converges absolutely for |x| < e

−1

and diverges for |x| > e−1 .

Solution. By deﬁnition sinh n = (en − e−n ) /2 and so ¯ ¯ ¯ an+1 ¯ ¯ ¯ ¯ an ¯ =

sinh (n + 1) |x| sinh n en+1 − e−n−1 = |x| en − e−n e − e−2n−1 = |x| 1 − e−2n → e |x|

as n → ∞. If |x| = e−1 then the ratio test is inconclusive but |an | = sinh n × e−n → 1 6= 0 and so the series does not converge.by the Algebra of Limits. Hence sk converges to L. (See Exercise Sheet 4, Question 4). 37

Theorem 160 (Leibniz Alternating Series Test) Let (an ) be a non-negative decreasing series which tends to 0. Then

∞ X

(−1)n an

n=1

**converges. Proof. If we consider the partial sums sn = s2k = Pn
**

k=1

(−1)k ak we see that

**= −a1 + (a2 − a3 ) + (a4 − a5 ) + · · · + a2k | {z } | {z } > −a1 .
**

>0 >0

**(−a1 + a2 ) + (−a3 + a4 ) + · · · + (−a2k−1 + a2k ) {z } | {z } | {z } |
**

60 60 60

Hence s2k is a decreasing sequence bounded below by −a1 and so s2k converges to a limit L. We also have s2k+1 = s2k − a2k+1 → L − 0 = L

n+1 P∞ P∞ 1 Remark 161 Nothing we have done so far lets us tackle series like 2 n(log n)2 or to evaluate 1 (−1) . In the n remainder of this section we deal with these: but in order to do so we need to make use of the properties of “integral” and “logarithm” which are not established until the HT and TT courses. At the end of the year you will be able to persuade yourself that these properties which we are to now use do not depend on any of the results of this section, and that no circular arguments have been made. Basically, it is just impatience that forces us to deal with this test now and not wait until Trinity Term.

Theorem 162 Let K ∈ N and let f : [K, ∞) → [0, ∞) be continuous and decreasing. For n > K we deﬁne δn = Then for n > K and hence δ n converges. Corollary 163 (The Integral Test) With f as above, the series convergent. P∞

K n−1 X K

f (k) −

Z

n

f (x) dx.

K

0 6 δ n 6 δ n+1 6 f (K) Rn

K

f (k) is convergent if and only if

f (x) dx is

We postpone the proof for now and ﬁrst look to apply the Integral Test to a few series. P Example 164 an = 1/nα where α ∈ R. If α 6 0 then an does not tend to 0 and so there is no hope of an converging. So suppose that α > 0. To apply the Integral Test we need to consider the function f (x) = x−α . As f 0 (x) = (−α) x−α−1 < 0 we have (by a HT theorem) that f is decreasing. We take K = 1 and note that if α 6= 1 then ∙ 1−α ¸n Z n ¢ t 1 ¡ 1−α f (t) dt = = −1 n 1−α 1 1−α 1

**which converges as n → ∞ if α > 1 and diverges if α < 1. If α = 1 then Z n f (t) dt = [log t]n = log n 1
**

1

which diverges. Hence

converges when α > 1 and diverges for α 6 1.

∞ X 1 nα 1

38

Example 165 an = (n log n)−1 for n > 2. Hence we take f (x) = f 0 (x) = Then P

1 x log x ,

and

**−1 1 1 1 [log x + 1] < 0 for x > 1. − =− 2 x2 log x x(log x)2 x x (log x)2 Z
**

n

2

1 dx = log log n − log log 2 → ∞ as n → ∞. x log x

Therefore

1 n log n

is divergent.

**Proof. (Of Theorem 162) We set δn =
**

n−1 X K

f (k) −

In the diagram below, which includes a graph of y = 1/x for x > K = 1 we can see δ 4 as the "excess area" above the graph between 1 6 x 6 4.

1.0

Z

n

f (x) dx.

K

0.8

Δ4

0.6

0.4

Δ4 Δ4 y 1x

0.2

0.0 1 2 3 4 5 6

As f is decreasing,

f (k + 1) 6 f (x) 6 f (k), if k 6 x 6 k + 1

We use the following properties of integration: R • preserves weak inequalities; R n+1 • n 1 dx = 1; R Rb Rc Rb • is additive: a = a + c ; R • is a linear map on the space of integrable functions. So we get: f (k + 1) 6 and we can add such equations to get f (K + 1) + f (K + 2) + · · · + f (n) 6 So using the second inequality above we have 06 Z

k+1 k n K

f (x) dx 6 f (k)

Z

f (t) dt 6 f (K) + f (K + 1) + · · · + f (n − 1) Z

n

r=K

**which shows 0 6 δ n . Also, using the ﬁrst inequality we have Z n n−1 n−1 n X X X f (r) − f (t) dt 6 f (r) − f (r) = f (K) − f (n) 6 f (K). δn =
**

r=K K r=K r=K+1 n+1

n−1 X

f (r) −

f (t) dt

K

We also have δ n+1 − δ n = f (n) − Now (δ n ) bounded above and increasing and so convergent. 39

Z

n

f (t) dt > 0.

11.1

Euler’s Constant (γ)

If we apply Theorem 162 to f (x) = 1/x we get Z n 1 1 dx + ··· + − 2 n x 1 1 1 = 1 + + · · · + − log n 2 n 1 = δn + n is convergent. This limit is called Euler’s constant, and often denoted as γ: Ã n ! X1 − log n . γ = lim n→∞ k 1 γn = 1+ The approximate numerical value of γ is 0.57721566490153286060 . . . Relatively little is known about γ — for example it is an open problem still on whether γ is irrational. Example 166 We make use of γ in Exercise Sheet 6, Question 5 to show that 1− 1 1 1 1 1 + − + − + · · · = log 2 2 3 4 5 6

11.2

Euler’s Number (e)

∞ X 1 1 1 1 + + + ··· = 2! 3! 4! r! r=0

In Exercise Sheet 5, Question 4, we showed e=1+1+

converges to an irrational number e. Its approximate numerical value is 2.7182818284590452353 . . . Proposition 167 µ ¶n 1 . 1+ n→∞ n ¶n

e = lim Proof. Let αn = µ

1 1+ n

It was shown in Exercise Sheet 5, Question 4 that lim β n exists and we deﬁned e as this limit. It was also shown in Exercise Sheet 1, Question 6, that αn is an increasing sequence bounded above and so converges also converges. By the Binomial Theorem µ ¶ µ ¶2 µ ¶3 1 n (n − 1) (n − 2) 1 1 n (n − 1) 1 + + ··· + n αn = 1 + n + n 2! n 3! n n µ ¶ µ ¶µ ¶ µ ¶µ ¶ 1 1 1 1 2 1 1 2 1 = 1+1+ 1− + 1− 1− + 1− 1− ··· 2! n 3! n n n! n n n 1 1 1 6 1 + 1 + + + ··· + = βn. 2! 3! n! From this we have lim αn 6 e. On the other hand if m, n are natural numbers with m < n focusing on the ﬁrst m + 1 terms of αn we see µ ¶ µ ¶µ ¶ µ ¶ 1 1 1 2 m−1 1 1+1+ 1− + ··· + 1 − 1− ··· 1 − 6 αn . n 2! n n n m! 1 1 1 + + ··· + 6 lim αn . 2! 3! m! Finally letting m → ∞ we have e 6 lim αn and the result follows. 1+1+ 40 If we ﬁx m and let n → ∞ then we have, using the Algebra of Limits and recalling that limits respect weak inequalities,

n X 1 and β n = . k! k=0

11.3

More Complicated Examples

Whilst the tests are useful series are not usually met in such a straightforward way that a single convergence test can be employed. If they can be employed at all, some combination of the tests may be needed. Example 168 Discuss the convergence or divergence of the following series. • We note that ¡ ¢ X cos n2 + 1 . n2 + log n

•

¯ ¯ ¯ cos ¡n2 + 1¢ ¯ 1 1 ¯ ¯ 06¯ 2 6 2 ¯6 ¯ n + log n ¯ n2 + log n n X and so the series is absolutely convergent by comparison with n−2 . X ¡ ¢ log n2 + 1 √ (−1) n+2

n

¡ ¢ If y (x) = log x2 + 1 (x + 3)−1/2 then y 0 (x) =

= <

< 0 for x > e4 .

¡ ¢ 1 1 2x √ log x2 + 1 − (x2 + 1) 2 (x + 2)3/2 x+2 ¸ ∙ ¢ ¡ 1 2x (x + 2) 1 − log x2 + 1 3/2 x2 + 1 2 (x + 2) ¸ ∙ ¢ ¡ 2 1 1 4 − log x + 1 3/2 2 (x + 2)

Hence by Leibniz’s Test a tail of the series converges and so the whole series converges. • We see X 1 √ 2+n n

1 1 1 √ >√ = √ 2+n 2 n 2 n 2n and so the series diverges by comparison with the harmonic series. X √ √ n+1− n √ n2 + n

• Note

√ √ 1 1 n+1− n √ =√ −√ 2+n n n+1 n

N X 1

and hence

√ √ 1 n+1− n √ → 1 as N → ∞. =1− √ N +1 n2 + n

41

12

Power Series

Deﬁnition 169 By a power series we will mean a series of the form X an z n

where (an ) is a complex sequence and z ∈ C. We consider (an ) as ﬁxed for this series, and z as a variable. Clearly the series might converge for some values of z and not for others. P n Example 170 • an = 1 : z : Geometric Series : as we have already seen, this series is convergent when |z| < 1 and divergent when |z| > 1. P n • an = 1/n! : z /n! : Exponential Series : we have shown (using the Ratio Test) that this series is convergent for all z ∈ C. P∞ n • an = 1/n : n=1 z /n : Logarithmic Series : convergent for |z| < 1 and divergent for |z| = 1. Converges at z = −1 and diverges at z = 1. What about for other values where |z| = 1? Well at z = i we have Ã ! Ã ! 2N X in 1 1 1 (−1)N 1 1 (−1)N−1 = − + − + ··· + + i 1 − + − ··· + n 2 4 6 2N 3 5 2N − 1 1 and we see that both real and imaginary parts converge by the Leibniz Test. In fact, the Logarithmic Series converges on the circle |z| = 1 except at z = −1. ¾ P (−1)n 2n a2n = (−1)n / (2n)! • : z : Cosine Series : convergent for all z by the Ratio Test. a2n+1 = 0 (2n)! ¾ P (−1)n 2n+1 a2n = 0 • : Sine Series : convergent for all z by the Ratio Test : z n a2n+1 = (−1) /(2n + 1)! (2n + 1)! again. P Deﬁnition 171 Given a power series an z n the set n o X S= z∈C: an z n converges ⊆ C

is either bounded or unbounded. Note also, that S is non-empty as 0 ∈ S. We deﬁne the power series’ radius of convergence R as ½ sup {|z| : z ∈ S} when S is bounded, R= ∞ when S is unbounded.

P P n Lemma 172 Suppose that the power series an (z0 ) converges. Then an z n converges absolutely when |z| < |z0 | . P Proof. As an (z0 )n converges then an (z0 )n → 0 and in particular the sequence an (z0 )n is bounded; say |an (z0 )n | < M . Then, for |z| < |z0 | , ¯ ¯n ¯ ¯n ¯ ¯ n ¯ z ¯ n ¯ ¯ <M¯z ¯ |an z | = |an (z0 ) | ¯ ¯ ¯ z0 ¯ z0 P P n and so |an z n | converges by comparison with the convergent geometric series M |z/z0 | . P Theorem 173 Given a power series an z n with radius of convergence R, P • an z n converges absolutely when |z| < R, P • an z n diverges when |z| > R. P In particular note that when R = ∞ then an z n converges absolutely for all z ∈ C. P Proof. If |z| < R then there exists z0 ∈ S such that |z| < |z0 | < R P hence and an z n converges absolutely by the previous lemma. On the other hand if |z| > R then z 6∈ S and hence an z n diverges. Deﬁnition 174 The set S is called the disc of convergence.

42

•

P∞

1

z n /n2 . If we set an = z n /n2 then ¯ ¯ µ ¶2 ¯ an+1 ¯ |z|n+1 / (n + 1)2 1 ¯ ¯= = 1+ |z| → |z| . ¯ an ¯ n |z|n /n2

Hence, by the Ratio Test the series converges absolutely when |z| < 1 but diverges when |z| > 1. In fact, by P −2 comparison with n we see that the series also converges when |z| = 1. P n • z /n. If we set an = z n /n we can argue as above to see R = 1. The series converges at some points on the disc’s boundary (e.g. z = −1) and diverges at others (e.g. z = 1) P p • z where the sum is taken P all primes p. Then R = 1. To see this we can note z p does not tend to 0 when over |z| > 1. On the other hand z p converges absolutely when |z| < 1 by comparison with the geometric series P n z . P • Cosine Series: ∞ (−1)n z 2n / (2n)! If we set an = (−1)n z 2n / (2n)! then 0 ¯ ¯ ¯ an+1 ¯ |z|2n+2 / (2n + 2)! |z|2 ¯ ¯ = → 0 as n → ∞. 2n ¯ an ¯ = (2n + 2) (2n + 1) |z| / (2n)! ¯ ¯ ¯ an+1 ¯ |z|2n+3 / (2n + 3)! |z|2 ¯ ¯= = → 0 as n → ∞. ¯ an ¯ |z|2n+1 / (2n + 1)! (2n + 2) (2n + 3)

Hence by the Ratio Test the cosine series converges absolutely for all z. P • Sine Series: ∞ (−1)n z 2n+1 / (2n + 1)! If we set an = (−1)n z 2n+1 / (2n + 1)! then 0

Hence by the Ratio Test the sine series converges absolutely for all z.

The following theorem is beyond the scope of this course, but will be proved in Trinity Term. P∞ Theorem 175 Suppose the (real or complex) power series 0 an z n has radius of convergence R. Then the derived P∞ n series 0 (n + 1) an+1 z has radius of convergence R and for |z| < R the derived series converges to the derivative of the original: ! Ã∞ ∞ X d X n n (n + 1) an+1 z = an z . dz 0 0

13

13.1

**The Elementary Functions
**

The exponential function

P z n /n! is convergent: so R = ∞. exp(z) =

∞ X zn 0

1. For all z ∈ C,

2. The exponential function is deﬁned as

n!

3. exp(0) = 1 4. exp (1) = e 5. exp0 (z) = exp (z) . Proof. We need Theorem 175 for this. Note Ã∞ ! ∞ ∞ X (n + 1) z n X z n d X zn d exp z = = = = exp z. dz dz n! (n + 1)! n! 0 0 0

43

6. exp(x + y) = exp(x) exp(y). Proof. We proved this in Example 151. We can also use Theorem 175 to show this: for ﬁxed c ∈ C we deﬁne F (z) = exp (z + c) exp (−z) . Then, by the product rule F 0 (z) = exp (z + c) exp (−z) − exp (z + c) exp (−z) = 0. Hence F (z) is constant — as F (0) = exp (c) then exp (z + c) exp (−z) = exp (c) . Set c = x + y and z = −y for the required result. 7. exp(z) 6= 0. Proof. For any z ∈ C we have

exp (z) exp (−z) = exp (0) = 1.

8. exp (q) = eq for rational q. Proof. Say q = m/n then ³ m´ ³ ³ m ´´n = exp n = exp (m · 1) = (exp 1)m = em . exp n n

13.2

Powers and Logarithms

It seems appropriate to make the following deﬁnitions here, though some of what follows requires theory from Hilary Term. We now restrict our attention to the real exponential exp : R → R. It is clear from the power series deﬁnition of exp that exp x > 0 if x > 0. Further if x < 0 then exp (x) = 1 >0 exp (−x)

also. So exp (R) ⊆ (0, ∞). Now exp0 x = exp x > 0 and so exp is an increasing function (a result from HT); in particular this means that exp : R → (0, ∞) is injective. Also for x > 0, exp x > x and so exp takes arbitrarily large values of x and similarly exp (−x) = 1/ exp (x) takes arbitrarily small values. So, by the Intermediate Value Theorem (proved in HT), we have • exp : R → (0, ∞) is a bijection and hence invertible. • The inverse is denoted as log : (0, ∞) → R. Deﬁnition 176 Given a > 0 and x ∈ R we deﬁne ax = exp (x log a) . Note, with this deﬁnition, ex = exp x for x ∈ R. Proposition 177 Let a, b > 0 and x ∈ R. Then log (ab) = log a + log b, Proof. Note exp (log a + log b) = exp (log a) exp (log b) = ab = exp (log (ab)) and then take the log of both sides. Also log (ax ) = log (exp (x log a)) = x log a. log (ax ) = x log a.

44

Proposition 178 Let a > 0 and x, y ∈ R. Then ax+y = ax ay , Proof. Note ax+y = = = = exp ((x + y) log a) exp ((x log a) + (y log a)) exp (x log a) exp (y log a) ax ay , (ax )y = a(xy) .

and

³ ´ y log (ax ) = y log (ax ) = y (x log a) = (xy) log a = log a(xy) . 1 , x d (xa ) = axa−1 . dx

Proposition 179 For x > 0, log0 x = Proof. As exp (log x) = x then, by the chain rule, log0 (x) × exp (log x) = 1 and the ﬁrst result follows. Also by the chain rule d d a (xa ) = (exp (a log x)) = exp (a log x) = ax−1 xa = axa−1 . dx dx x

13.3

**The Trigonometric Functions
**

exp (iz) + exp (−iz) , 2

∞ X (−1)n z 2n 0

**1. For all z ∈ C we deﬁne cos z = 2. Then cos z = sin z = exp (iz) − exp (−iz) 2i
**

∞ X (−1)n z 2n+1 0

(2n)!

and sin z =

(2n + 1)!

**with these series converging for all z ∈ C. Proof. exp (iz) + exp (−iz) 2 exp (iz) − exp (−iz) 2i
**

∞

= =

1 X (in + (−i) ) n 1 X (−1) + (−1) 2k X (−1) z 2k z = z = ; 2 0 n! 2 (2k)! (2k)! 0

n k k k k=0 k=0

∞

∞

∞ ∞ ∞ 1 X (−1)k i + (−1)k i 2k+1 X (−1)k z 2k+1 1 X (in − (−i)n ) n = z = z . 2i 0 n! 2i (2k + 1)! (2k + 1)! 0

3. cos 0 = 1, sin 0 = 0 4. exp (iz) = cos z + i sin z Proof. cos z + i sin z = µ exp (iz) + exp (−iz) 2 ¶ µ exp (iz) − exp (−iz) 2i ¶

+i

= exp (iz) .

45

5. cos z = cos(−z), sin z = − sin(−z). 6. sin(z + w) = sin z cos w + cos z sin w, cos (z + w) = cos z cos w − sin z sin w. Proof. sin z cos w + cos z sin w µ ¶µ ¶ µ ¶µ ¶ exp (iz) − exp (−iz) exp (iw) + exp (−iw) exp (iz) + exp (−iz) exp (iw) − exp (−iw) + 2i 2 2 2i 1 [2 exp (iz) exp (iw) − 2 exp (−iz) exp (−iw)] 4i exp (iz + iw) − exp (−iz − iw) 2i sin (z + w) . cos z cos w − sin z sin w µ ¶µ ¶ µ ¶µ ¶ exp (iz) + exp (−iz) exp (iw) + exp (−iw) exp (iz) − exp (−iz) exp (iw) − exp (−iw) − 2 2 2i 2i 1 [2 exp (iz) exp (iw) + 2 exp (−iz) exp (−iw)] 4i exp (iz + iw) − exp (−iz − iw) 2 cos (z + w) .

= = = = = = = =

7. cos2 z + sin2 z = 1 Proof. cos2 z + sin2 z ¶2 µ ¶2 exp (iz) + exp (−iz) exp (iz) − exp (−iz) + 2 2i ´ 1³ 2 2 2 2 = exp (iz) + 2 + exp (−iz) − exp (iz) + 2 − exp (−iz) 4 = 1. = µ

8. cos0 (z) = − sin z, sin0 (z) = cos z. Proof. Using exp0 z = exp z then µ ¶ d exp (iz) + exp (−iz) d (cos z) = = dz dz 2 µ ¶ d exp (iz) − exp (−iz) d (sin z) = = dz dz 2i

µ ¶ d i exp (iz) − i exp (−iz) = − sin z, dz 2 µ ¶ d exp (iz) + exp (−iz) = cos z. dz 2

46

**9. It is easy to note that cos 0 = 1 and that cos 2 =
**

∞ X (−1)n 22n 0

(2n)!

**2 24 26 28 + − + − ··· 2! 4! 6! 8! µ ¶ µ ¶ 210 22 22 2 26 − − ··· 1− 1− = 1−2+ − 7×8 10! 11 × 12 } 6! | {z 3 | {z } | {z } = 1−
**

<0 >0 >0

2

< 0.

It follows from theorems we will meet in Hilary Term that there exists a smallest positive root to the equation cos x = 0. We will deﬁne π/2 as the smallest root of cosine. 10. As cos2 z + sin2 z = 1 then sin (π/2) = ±1 (in fact it equals 1 as we know) and exp (πi/2) = cos (π/2) + i sin (π/2) = ±i. Then µ ¶4 πi 4 exp (z + 2πi) = exp z exp = (exp z) (±i) = exp z. 2 cos(z + 2π) = cos(z) and sin(z + 2π) = sin(z).

Hence exp has period 2πi and cosine and sine have period 2π — i.e.

13.4

Deﬁne

Hyperbolic Functions

exp (z) + exp (−z) X z 2n = , 2 (2n)! 0

∞ ∞

cosh z sinh z

= =

exp (z) − exp (−z) X z 2n+1 = , 2 (2n + 1)! 0 = = = = = = = cosh z, cosh iz = cos z, i sinh z, sinh iz = i sin z, cosh z, sinh (−z) = − sinh z, sinh z, sinh0 z = cosh z, sin x cosh y + i cos x sinh y, cos x cosh y − i sin x sinh y, 1.

where these series converge for all z ∈ C. Note that cos iz sin iz cosh (−z) cosh0 z sin (x + iy) cos (x + iy) cosh2 z − sinh2 z

13.5

Deﬁne

**The other trigonometric functions
**

1 , cos x 1 , sin x sin x , cos x cos x cot x = . sin x tan x =

sec x = csc x =

47

13.6

Logarithmic Series

L (x) =

∞ X xn 1

Consider the power series

n

.

The radius of convergence is 1. (this follows easily from the Ratio Test) and so converges for |z| < 1. Now consider real x. Note that, by Theorem 175, L0 (x) =

∞ X nxn−1 1

n

=

∞ X 1

xn−1 =

1 1−x

from our knowledge of the geometric series. Let −1 < x < 1 and set M (x) = (1 − x) exp (L (x)) . Then, by the chain and product rules, M 0 (x) = −1 × exp L (x) + (1 − x) L0 (x) exp L (x) = 0. It follows that from the Mean-value Theorem (HT) that L (x) is constant and equals M (0) = exp L (0) = exp 0 = 1. Hence 1 exp (L (x)) = for − 1 < x < 1 1−x and, with using the deﬁnition of log from earlier µ ¶ 1 L (x) = log = − log (1 − x) . 1−x

13.7

Binomial Series

B (x, α) =

∞ X α(α − 1) . . . (α − k + 1) k=0

Let α ∈ C. The series

k!

xk

has radius of convergence 1 (unless α ∈ N in which case the RHS is only a ﬁnite sum). We note two aspects of this series: by Theorem 149 we can show with a little working that (1 + x) B (x, α − 1) = B (x, α) , and by Theorem 175 If we set C (x, α) = B (x, α) (1 + x)−α then B 0 (x, α) = αB (x, α − 1) .

−α −α−1

C 0 (x, α) = B 0 (x, α) (1 + x) − αB (x, α) (1 + x) −α −α = αB (x, α − 1) (1 + x) − αB (x, α − 1) (1 + x) = 0. Hence C (x, α) is constant and we note C (0, α) = B (0, α) 1−α = 1. Finally B (x, α) = (1 + x)α for α ∈ R and − 1 < x < 1.

48

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