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Jhanotes PDF
Jhanotes PDF
AN INTRODUCTORY COURSE
Ivan F Wilde
Mathematics Department
iwilde@mth.kcl.ac.uk
Contents
1 Sets 1
3 Sequences 29
4 Series 59
5 Functions 81
Sets
xA
x
/A
The verification that given sets A and B are equal is made up of two
parts. The first is the verification that every element of A is also an element
of B and the second part is the verification that every element of B is also
an element of A.
We list a few examples of sets and also introduce some notation.
1
2 Chapter 1
Examples 1.1.
5. The set of all integers (positive, negative and including zero) is denoted
by Z.
6. The set of all rational numbers (all real numbers of the form m n for
integers m, n with n 6= 0) is denoted by
Q. For example, the real numbers
3 17
4 , 9 , 0, 78, 3 belong to Q, but 2/ Q.
8. The set { x R : x > 1 } is the set of all those real numbers strictly
greater than 1.
{ x R : x a } is denoted (, a]
{ x R : x < a } is denoted (, a)
{ x R : a x } is denoted [ a, )
Department of Mathematics
Sets 3
We have N R, Q R, N Z.
Definition 1.2. Suppose that A and B are given sets. The union of A and B,
denoted by A B, is the set with elements which belong to either A or B
(or both);
A B = { x : x A or x B }
read A union B equals . . . . Note that the usage of the word or
allows both.
A B = { x : x A and x B }
Remark 1.7. Let A and B be given sets and consider the truth, or otherwise,
of the statement A B . This fails to be true precisely when A possesses
an element which is not a member of B.
Now suppose that A = . The statement B is false provided
that there is some nuisance element of which is not an element of B.
However, has no elements at all, so there can be no such nuisance
element. In other words, the statement B cannot be false and
consequently must be true; obeys B for any set B. This might seem
a bit odd, but is just a logical consequence of the formalism.
(1) A (B C) = (A B) (A C).
(2) A (B C) = (A B) (A C).
Proof. (1) We must show that lhs rhs and that rhs lhs. First, we shall
show that lhs rhs. If lhs = , then we are done, because is a subset of
any set. So now suppose that lhs 6= and let x lhs = A (B C). Then
x A or x (B C) (or both).
(i) Suppose x A. Then x A B and also x A C and therefore
x (A B) (A C), that is, x rhs.
(ii) Suppose that x (B C). Then x B and x C and so x A B
and also x A C. Therefore x (A B) (A C), that is, x rhs.
So in either case (i) or (ii) (and at least one these must be true), we find
that x rhs. Since x lhs is arbitrary, we deduce that every element of the
left hand side is also an element of the right hand side, that is, lhs rhs.
Now we shall show that rhs lhs. If rhs = , then there is no more
to prove. So suppose that rhs 6= . Let x rhs. Then x (A B) and
x (A C).
Case (i): suppose x A. Then certainly x A (B C) and so x lhs.
Case (ii): suppose x
/ A. Then since x (A B), it follows that x B.
Also x (A C) and so it follows that x C. Hence x B C and so
x A (B C) which tells us that x lhs.
Department of Mathematics
Sets 5
We have seen that every element of the right hand side also belongs to the
left hand side, that is, rhs lhs.
Combining these two parts, we have lhs rhs and also rhs lhs and so
it follows that lhs = rhs, as required.
(2) This is left as an exercise.
The notions of union and intersection extend to the situation with more
than just two sets. For example,
A1 A2 A3 = { x : x A1 or x A2 or x A3 }
= { x : x belongs to at least one of the sets A1 , A2 , A3 }
= { x : x Ai for some i = 1 or 2 or 3 }
= { x : x Ai for some i { 1, 2, 3 } }.
A1 A2 An = { x : x Ai for some i { 1, 2, . . . , n } }.
n
[
This union is often denoted by Ai which is somewhat more concise than
i=1
the alternative A1 A2 An . Let denote the index set { 1, 2, . . . , n }.
This is just the set of labels for the collection of sets we are considering. Then
the above can be conveniently written as
[
Ai = { x : x Ai for some i }.
i
This all makes sense for any non-empty index set. Indeed, suppose that we
have some collection of sets indexed (that is, labelled,) by a set . Suppose
the set with label is denoted by A . The union of all the A s is
defined to be [
A = { x : x A for some }.
[ [
If = N, one often writes Ai for A .
i=1
Examples 1.9.
3. Suppose that is the interval (0, 1) and, for each (0, 1), A is given
by A = { (x, y) R2 : x = }. In other words, A is the vertical line
x = in the plane R2 . Then
[
A = { (x, y) R2 : 0 < x < 1 }
which is the vertical strip in R2 with boundary edges given by the lines
with x = 0 and x = 1, respectively. Note that these lines (boundary
edges) are not part of the union of the A s.
4. Let be the interval [3, 5] and for each [3, 5] let A = { }. In other
words, A consists of just one point, the real number . Then
[
A = [3, 5]
which just says that the interval [3, 5] is the union of all its points (as it
should be).
A1 A2 A3 = { x : x A1 and x A2 and x A3 }
= { x : x belongs to every one of the sets A1 , A2 , A3 }
= { x : x Ai for all i = 1 or 2 or 3 }
= { x : x Ai for all i { 1, 2, 3 } }.
Department of Mathematics
Sets 7
n
\ \
If = { 1, 2, . . . , n }, we usually write Ai for A and if = N, then
i=1
\ \
we usually write Ai for A .
i=1
Examples 1.10.
This follows because the only non-negative real number which is smaller
than every 1/k (where k N) is zero.
Theorem 1.11. Suppose that A and B , for , are given sets. Then
\ \
(1) A B = (A B ).
[ [
(2) A B = (A B ).
T
Proof. (1) Suppose T that x A B . If x A, then x A B for
all Tand so x (A B ). If x / A, then it must T be the case that
x B , in which Tcase x B
T for all and so x (A B ). We
have shown that A B
(A B ). T
To establish the reverse inclusion, suppose that x (AB T ). Then
x A B for every . If x A, the certainly x A T
B . If
x / A, then we must have that xT B for every , that is, x B .
But then itTfollows that x A T B .
Hence (A B ) A B and so the equality
\ \
A B = (A B )
follows.
(2) The proof of this proceeds along similar lines to part (1).
Department of Mathematics
Chapter 2
In this chapter, we will discuss the properties of R, the real number system.
It might well be appropriate to ask exactly what a real number is? It is
the job of mathematics to set out clear descriptions of the objects within its
scope, so it is not at all unreasonable to expect an answer to this. One must
start somewhere. For example, in geometry, one might take the concept
of point as a basic undefined object. Lines are then specified by pairs
of points the line passing through them. Beginning with the natural
numbers, N, one can construct Z and from Z one constructs the rationals, Q.
Finally from Q it is possible to construct the real numbers R. We will not
do this here, but rather we will take a close look at the structure and special
properties of R. Of course, everybody knows that numbers can be added
and multiplied and even subtracted and it makes sense to divide one number
by another (as long as the latter, the denominator, is not zero). We can also
compare two numbers and discuss which is the larger. It is precisely these
properties (or axioms) that we wish to isolate and highlight.
Arithmetic
The properties (A1) (A4) say that R is an abelian group with respect to
the binary operation + .
9
10 Chapter 2
Remarks 2.1.
4. It is usual to omit the dot and write just ab for the product a.b. There
is almost never any confusion from this.
All the familiar arithmetic results are consequences of the above properties
(A1) (A9).
Examples 2.2.
Hence, by (A1), x.0 + (x.0 + ((x.0)) = 0 and so, using property (A4)
again, we get x.0 + 0 = 0. However, by (A3), x.0 + 0 = x.0 and so by
equating these last two expressions for x.0 + 0 we obtain x.0 = 0, as
required.
Department of Mathematics
The Real Numbers 11
Proof.
Proof. We have
x = x + 0, by (A3),
= x + ((x) + ((x))) , by (A4),
= (x + (x)) + ((x)) , by (A1),
= 0 + ((x)) , by (A4),
= (x) , by (A3)
as required.
(x).(y) = ((x).y)
= (y.(x)) , by (A6),
= ((y.x)) , by example 2, above,
= ((x.y)) , by (A6),
= x.y by example 3, above,
Order properties
Here we formalize the idea of one number being greater than another. We
can order two numbers by thinking of the larger as being the higher in
order. More precisely, there is a relation < (read less than) between
elements of R satisfying the following:
Examples 2.3.
Department of Mathematics
The Real Numbers 13
x2 = x x = (x)(x) > 0
as required.
3. If a, b R with a b, then a b.
From now on, we will work with real numbers and inequalities just as we
normally would and will not follow through a succession of steps invoking
the various listed properties as required as we go. Suffice it to say that we
could do so if we wished.
Next, we introduce a very important function, the modulus or absolute
value.
Definition 2.4. For any x R, the modulus (or absolute value) of x is the
number |x| defined according to the rule
(
x, if x 0,
|x| =
x, if x < 0.
For example, |5| = 5, |0| = 0, |3| = 3 and 12 = 12 . Note that |x| is never
negative. We also see that |x| = max{ x, x }.
Let f (x) = x and g(x) = x. Then |x| = f (x) when x 0 and
|x| = g(x) when x < 0. Now, we know what the graphs of y = f (x) = x and
y = g(x) = x look like and so we can sketch the graph of the function |x|.
It is made up of two straight lines, meeting at the origin.
|x|
6
@
@
@ y = x
y = x@
@
@
@
@
@ - x
0
The basic properties of the absolute value are contained in the following
two propositions. They are used time and time again in analysis and it is
absolutely essential to be fluent in their use.
Proposition 2.5.
(i) For any a, b R, we have |ab| = |a| |b|.
(ii) For any a R and r > 0, the inequality |a| < r is equivalent to the
pair of inequalities r < a < r.
Proof. (i) We just consider the various possibilities. If either a or b is zero,
then so is the product ab. Hence |ab| = 0 and at least one of |a| or |b| is also
zero. Therefore |ab| = 0 = |a| |b|. If both a > 0 and b > 0, then ab > 0 and
we have |ab| = ab, |a| = a and |b| = b and so |ab| = |a| |b| in this case.
Now, if a > 0 but b < 0, then ab < 0 so we have |a| = a, |b| = b and
|ab| = ab = |a| |b|. The case a < 0 and b > 0 is similar.
Finally, suppose that both a < 0 and b < 0. Then ab > 0 and we have
|ab| = ab, |a| = a and |b| = b. Hence, |ab| = ab = (a)(b) = |a| |b|.
Department of Mathematics
The Real Numbers 15
(ii) Suppose that |a| < r. Then max{ a, a } < r and so both a < r
and a < r. In other words, a < r and r < a which can be written as
r < a < a.
On the other hand, if r < a < r, then both a < r and a < r so that
max{ a, a } < r. That is, |a| < r, as required.
Remark 2.6. Putting b = 1 in (i), above, and using the fact that |1| = 1,
we see that |a| = |a|.
(ii) Let c = b and apply (i) to the real numbers a and c to get the
inequality |a + c| |a| + |c|. But then this means that |a b| |a| + |b|.
(iii) We have
|a| = |(a b) + b| |a b| + |b|
by part (i) (with (a b) replacing a). This implies that |a| |b| |a b|.
Swapping around a and b, we have (|a| |b|) = |b| |a| |b a| = |a b|
and therefore
as required.
If a and b are real numbers, how far apart are they? For example, if a = 7
and b = 11 then we might say that the distance between a and b is 4. If,
on the other hand, a = 10 and b = 6, then we would say that the distance
between them is 16. In either case, we notice that the distance is given by
|a b|. It is extremely useful to view |a b| as the distance between the
numbers a and b. For example, to say that |a b| is very small is to say
that a and b are close to each other.
Proposition 2.8. Let a, b R be given and suppose that for any given > 0,
a and b obey the inequality a < b + . Then a b. In particular, if x <
for all > 0, then x 0.
Proof. We know that either a b or else a > b. Suppose the latter were
true, namely, a > b. Set 1 = a b. Then 1 > 0 and a = b + 1 . Taking
= 1 , we see that this conflicts with the hypothesis that a < b + for every
> 0 (it fails for the choice = 1 ). We conclude that a > b must be false
and so a b.
For the last part, simply set a = x and b = 0 to get the desired conclusion.
Is this it? Are there any more to be included? We notice that all of these
properties are satisfied by the rational numbers, Q. Are all real numbers
rational, i.e., is it true that Q = R? Or do we need to consider yet further
properties which distinguish between Q and R? Consider an apparently
unrelated question. Do all numbers have square roots? Since a2 is positive
for any a R, it is clear that no negative number can have a square root in
R. (Indeed, it is the consideration of C, the complex numbers, which allows
for square roots of negative numbers.) So we ask, does every positive real
number have a square root? Does every natural number n have a square
root in R? In particular, is there such a real number as the square root
of 2? It would be nice to think that there is such a real number. In fact,
according to Pythagoras Theorem, this should be the length of the diagonal
of a square whose sides have unit length. The following proposition tells us
that there is certainly no such rational number.
Department of Mathematics
The Real Numbers 17
(2k)2 = m2 = 2n2
Remark 2.10. A somewhat similar argument can be used to show that many
other numbers do not have square roots in Q. For example, 3 / Q. In
fact, one can show that if n N, then
either n N, that
is, n is a perfect
square, or else n / Q. For example, 16 = 4 N but 17 / Q.
aM
for all a S. Any such number M is called an upper bound for the set S.
Evidently, if M is an upper bound for S, then so is any number greater
than M .
We say that a non-empty subset S of R is bounded from below if there
is some m R such that
ma
for all a S. Any such number m is called a lower bound for the set S. If
m is a lower bound for S, then so is any number less than m.
If S is both bounded from above and from below, then S is said to be
bounded.
Then the set B is bounded from below (the number 1 is clearly a lower
bound for B). However, B contains k + 14 for every k N and so B is not
bounded from above (so B is not bounded). We also see that B does not
have a minimal element.
Remark 2.13. What does it mean to say that a set S is not bounded from
above? Consider the inequality
xM. ()
Now, given S and some particular real number M , the inequality () may
hold for some elements x in S but may fail for other elements of S. To say
that S is bounded from above is to say that there is some M such that ()
holds for all elements x S. If S is not bounded from above, then it must
be the case that whatever M we try, there will always be some x in S for
which () fails, that is, for any given M there will be some x S such that
x > M . In particular, if we try M = 1, then there will be some element
(many, in fact) in S greater than 1. Let us pick any such element and label
it as x1 . Then we have x1 S and x1 > 1.
We can now try M = 2. Again, () must fail for at least one element
in S and it could even happen that x1 > 2. To ensure that we get a new
element from S, let M = max{ 2, x1 }. Then there must be at least one
element of S greater than this M . Let x2 denote any such element. Then
we have x2 S and x2 > 2 and x2 6= x1 .
Now setting M = max{ 3, x1 , x2 }, we may say that there is some element
in S, which we choose to denote by x3 , such that x3 > 3 and x3 6= x1 and
x3 6= x2 . We can continue to do this and so we see that if S is not bounded
from above, then there exist elements x1 , x2 , x3 , . . . , xn , . . . (which are all
different) such that xn > n for each n N.
Department of Mathematics
The Real Numbers 19
2. Let S be the interval S = (6, 4]. Then lub S = 4 and glb S = 6. Note
that 4 S whereas 6 / S.
3. Let S = (1, ). S is not bounded from above and so has no least upper
bound. S is bounded from below and we see that glb S = 1. Note that
glb S
/ S in this case.
Remark 2.16. Suppose that M is the lub for a set S. Let > 0. Then
M < M and since any upper bound M 0 for S has to obey M M 0 , we
see that M cannot be an upper bound for S. But this means that it
is false that a M for all a S. In other words, there must be some
a S which satisfies M < a. Since M is an upper bound for S, we also
have a M and so a obeys
M < a M.
So no matter how small may be, there will always be some element a S
(possibly depending on and there may be many) such that M < a M ,
where M = lub S.
Now suppose that m = glb S. Then for any > 0 (however small), we
note that m < m + and so m + cannot be a lower bound for S (because
all lower bounds for S must be less than or equal to m). Hence, there is
some a S such that a < m + , which means that
m a < m + .
Remark 2.17. As already noted above, lub S and glb S may or may not
belong to the set S. If it should happen that lub S S, then in this case
lub S (or sup S) is the maximum element of S, denoted max S. If glb S S,
then glb S (or inf S) is the minimum element of S, denoted min S.
For example, the interval S = (2, 5] is bounded and, by inspection, we
see that sup S = 5 and inf S = 2. Since sup S = 5 S, the set S does
indeed have a maximum element, namely, 5 = sup S. However, inf S / S
and so S has no minimum element.
These statements might appear self-evident, but as we will see, they have
far-reaching consequences. We note here that these two statements are not
independent, in fact, each implies the other, that is, they are equivalent.
Department of Mathematics
The Real Numbers 21
R
| {z } | {z }
A
6 B
The set A consists of all points on the line (real numbers) to the left
of the arrow and B comprises all those points to the right. Numbers are
bigger the more they are to the right. The arrow points to the least upper
bound of A (which is also the greatest lower bound of B). The completeness
property (A14) ensures the existence of the real number in R that the arrow
supposedly points to. There are no gaps or missing points on the real
line. We can think of the integers Z or even the rationals Q as collections
of dots on a line, but it is property (A14) which allows us to visualize R as
the whole unbroken line itself.
The next result is so obvious that it seems hardly worth noting. However,
it is very important and follows from property (A14).
Theorem 2.19 (Archimedean Property). For any given x R, there is some
n N such that n > x.
Proof. Let x R be given. We use the method of proof by contradiction
so suppose that there is no n N obeying n > x. This means that n x
for all n N, that is, x is an upper bound for N in R. By the completeness
property, (A14), N has a least upper bound, , say. Then is an upper
bound for N so that
n ()
for all n N. Since is the least upper bound, 1 cannot be an upper
bound for N and so there must be some k N such that 1 < k. But
we can rewrite this as < k + 1 which contradicts () since k + 1 N. We
conclude that there is some n N obeying n > x, as claimed.
Corollary 2.20.
1
(i) For any given > 0, there is some n N such that < .
n
(ii) For any > 0, > 0, there is n N such < .
n
Proof. (i) Let > 0 be given. By the Archimedean Property, there is some
n N such that n > 1/. But then this gives 1/n < , as required.
(ii) For given > 0 and > 0, set = /. By (i), there is n N such
that 1/n < = / and so /n < .
ak
R
| | |
m1=n a m=n+1
n0 a < n + 1 n0
Department of Mathematics
The Real Numbers 23
Theorem 2.23. Between any pair of real numbers a < b, there are infinitely-
many rational numbers and also infinitely-many irrational numbers.
Proof. First, we shall show that there is at least one such rational, that is,
we shall show that for any given a < b in R, there is some q Q such that
a < q < b. The idea of the proof is as follows. If there is an integer between
a and b, then we are done. In any case, we note that since the integers are
spread one unit apart, there should certainly be at least one integer between
a and b if the distance between a and b is greater than 1. If the distance
between a and b is less than 1, then we can open up the gap between them
by multiplying both by a sufficiently large (positive) integer, n, say. The
gap between na and nb is n(b a). Clearly, if n is large enough, this value is
greater than 1. Then there will be some integer m, say, between na and nb,
i.e., na < m < nb. But then we see (since n is positive) that a < m/n < b
and q = m/n is a rational number which does the job.
We shall now write this argument out formally. Let n N be sufficiently
large that n(b a) > 1 so that na + 1 < nb and let m = [na] + 1. Since
[na] na < [na] + 1, it follows that
[na] na < [na] + 1 na + 1 < nb
| {z }
m
and so na < m < nb and hence a < m/n < b. (Note that n > 0, so this last
step is valid.) Setting q = m/n, we have that q Q and q obeys a < q < b,
as required.
To see that there are infinitely-many rationals between a and b, we just
repeat the above argument but with, say, q and b instead of a and b. This
tells us that there is a rational, q2 , say, obeying q < q2 < b. Once again,
repeating this argument, there is a rational, q3 , say, obeying q2 < q3 < b.
Continuing in this way, we see that for any n N, there are n rationals,
q, q2 , . . . , qn obeying
a < q < q2 < q3 < < qn < b .
Hence it follows that there are infinitely-many rationals between a and b.
To show that there are infinitely-many irrational numbers between a
and b, we use a trick together with the observation that if r is rational, then
r/ 2 is irrational.
The trick is simply to apply the first part to the numbers
a 2 and b 2 to deduce that for any n N there are rational numbers
r1 , r2 , . . . , rn obeying
a 2 < r1 < r2 < < rn < b 2 .
Now let j = rj / 2 for j = 1, 2, . . . , n. Then each j is irrational and we
have
a < 1 < 2 < < n < b
and the result follows.
(1 + k1 )n 1 = n 1
= ( 1)(n1 + n2 + + 1)
( 1)(2n1 + 2n2 + + 1)
( 1) n 2n
= 1
k n 2n .
Hence
sn n 2n
snk sn = sn (1 + k1 )n 1 .
k
For sufficiently large k, the right hand side of this inequality is less than d
and so
x snk = x sn + sn snk = d (snk sn ) > 0 .
It follows that if k is large enough, then sk A. But sk > s which means
that s cannot be the least upper bound of A and we have a contradiction.
Hence it must be false that sn < x.
Department of Mathematics
The Real Numbers 25
1 (1 k1 )n = 1 n
= ( n 1)
= ( 1)( n1 + n2 + + 1)
= (1 )( n1 + n2 + + 1)
(1 ) n
1
= k n.
It follows that
sn tnk = sn (1 (1 k1 )n ) 1
k sn n <
for large k. However, tk < s and since s = lub A, it follows that tk is not an
upper bound for A. In other words, there is some A such that > tk
and therefore n x > tnk x > 0. However, A means that n < x
which is a contradiction and so it is false that sn > x.
We have now shown that sn < x is false and also that sn > x is false
and so we conclude that it must be true that sn = x, as required.
We have established the existence of some s 0 such that sn = x and
so, finally, we must prove that such an s is unique. If x = 0, then s = 0
obeys sn = 0 = x. No s 6= 0 can obey sn = 0 because sn (1/s)n = 1 6= 0, so
s = 0 is the only solution to sn = 0.
Now let s > 0 and t > 0. If s > t, then s/t > 1 so that (s/t)n > 1 and
we find that sn > tn . Interchanging the roles of s and t, it follows that if
s < t, then sn < tn . We conclude that if sn = x = tn then both s < t and
s > t are impossible and so s = t.
The proof is complete.
Principle of induction
Suppose that, for each n N, P (n) is a statement about the number n such
that
(i) P (1) is true.
(ii) For any k N, the truth of P (k) implies the truth of P (k + 1).
Then P (n) is true for all n.
Department of Mathematics
The Real Numbers 27
Suppose that Q(n) is a statement about the natural number n such that
(ii) For any k N, the truth of all Q(1), Q(2), . . . , Q(k) implies the truth
of Q(k + 1).
In a nutshell:
Suppose that:
Q(1) is true and
Q(1) true
Q(2) true
Q(3) true = Q(k + 1) true
..
.
Q(k) true
Conclusion:
Q(n) is true for all n N.
Department of Mathematics
Chapter 3
Sequences
a1 , a2 , a3 , . . . , ak , ak+1 , . . .
?
labelled by N k th term
Remark 3.1. On a more formal level, one can think of a sequence of real
numbers to be nothing but a function from N into R. Indeed, we can define
such a function f : N R by setting f (n) = an for n N. Conversely,
any f : N R will determine a sequence of real numbers, as above, via the
assignment an = f (n).
One might wish to consider a finite sequence such as, say, the four term
sequence a1 , a2 , a3 , a4 . We will use the word sequence to mean an infinite
sequence and simply include the adjective finite when this is meant.
29
30 Chapter 3
Examples 3.2.
1. 1, 4, 9, 16, . . .
Here the general term an is given by the simple formula an = n2 .
3. 2, 0, 2, 0, 2, 0, . . .
(
0, if n is even
Here an =
2, if n is odd.
This can also be expressed as an = 1 (1)n .
a2 a4
a1
an
1 2 3 4 ... n N
a 3
Department of Mathematics
Sequences 31
The second way is just to indicate the values of the sequence on the real
line.
a4 a2 a1 a3 R
Figure 3.3: Plot the values of the sequence on the real line.
a1 a3 a5
r r r
a2 a4 a6
r r r
1 2 3 4 ... N
or as
0 2
a2 a1 R
a4 a3
.. ..
. .
y=
1 2 3 4 ... R
r r rrrrr r r r
R
x=
Figure 3.7: The values of (an ) cluster around x = .
Department of Mathematics
Sequences 33
other words, the distance between an and (as points on the real line) is
eventually smaller than .
Definition 3.3. We say that the sequence (an )nN of real numbers converges
to the real number if for any given > 0, there is some natural number
N N such that |an | < whenever n > N .
is called the limit of the sequence. In such a situation, we write an
as n or alternatively limn an = .
The use of the symbol is just as part of a phrase and it has no meaning
in isolation. There is no real number .
Remark 3.4. The positive number is the assigned tolerance demanded.
Typically, the smaller is, so the larger we should expect N to have to
be. For example, consider the sequence (an ) where an = 1/n. We would
expect that an 0 as n . To see this, let > 0 be given. (We are
not able to choose this. It is given to us and its actual value is beyond our
control.) It will be true that |an 0| < provided n > 1/. So after some
contemplation, we proceed as follows. We are unable to influence the choice
of given to us, but once it is given then we can (and must) base our tactics
on it. So let N be any natural number larger than 1/. If n > N , then
n > N > 1/ and so 1/n < . That is, if n > N , then |an 0| = 1/n <
and so, according to our definition, we have shown that an 0 as n .
Notice that the smaller is, the larger N has to be.
Note that the statement
if n > N then |an | <
can also be written as
|an | < whenever n > N
or also as
n > N = |an | < .
Also, we should note that the inequality |an | < telling that the distance
between the real numbers an and is less than can also be expressed by
the pair of inequalities
< an <
or equivalently by the pair
< an < + .
This simply means that an lies on the real line somewhere between the two
values and + . This must happen eventually if the sequence is to
be convergent (to ).
an lies in here
z }| {
( )
+ R
Department of Mathematics
Sequences 35
4 1
Example 3.7. Let (an )nN be the sequence an = + . We shall show
n3 n
that an 0 as n .
Let > 0 be given.
We must show that
4 1
|an 0| = 3
+ <
n n
whenever n is large enough. To see this, we note that
4 1 4 1 4 1 5
+ + + = .
n3 n n n n n n
If the right
hand side is less than , then so is the left hand side. Let N N
satisfy 5/ N < , that is, 25/N < 2 or N > 25/2 . Then if n > N , we
may say that 25/n < 25/N < 2 and so
4 1 5 5
3
+ < <
n n n N
Example 3.8. Let |x| < 1 and for n N, let an = xn . Does (an ) converge?
Since |x| < 1, |xn | = |x|n gets smaller and smaller as n increases, so we
might guess that xn 0 as n .
Let > 0 be given.
We must show that eventually |xn 0| < which is the same as showing
that eventually |x|n < . Set d = |x|. Then we wish to show that eventually
dn < . Notice that d 0 and so we no longer have to worry about whether
x is positive or negative. We have transferred the problem from one about
x to one about d.
Consider first the case x = 0. Then also d = 0 and dn = 0 for all n. In
particular, if we go through the motions by choosing N = 1, then certainly
dn < whenever n > N (because dn = 0), which tells us (trivially) that
eventually dn < and so therefore xn 0 as n .
Now suppose that x 6= 0. Then 0 < |x| < 1, so that 0 < d < 1. Define
t by d = 1/(1 + t), that is t = (1 d)/d. Then t > 0. By the binomial
theorem, we have
n n 2
(1 + t) = 1 + nt + t + + tn > nt
2
We shall use this to estimate dn . If the right hand side is less than , then
so is the left hand side. To carry this through, let N be any natural number
obeying N > 1/t. Then this means that 1/N t < . For any n > N , we
therefore have the inequality 1/n < 1/N and (since t > 0) we also have
1 1
dn < < < .
nt Nt
In other words, we have shown that eventually dn is less than . In terms
of x and an , we have
1 1 1
|an 0| = |x|n = < < <
(1 + t)n nt Nt
whenever n > N . Hence if |x| < 1 then xn 0 as n .
Is it possible for a sequence to converge to two different limits? To
convince ourselves that this is not possible, suppose the contrary. That is,
suppose that (an ) is some sequence which has the property that it converges
both to and , say, with 6= . Let > 0 be given. Then by definition
of convergence, (an ) is eventually within distance of and also (an ) is
eventually within distance of .
As one can see from the figure, if is small enough, then the two intervals
( , + ) and ( , + ) will not overlap and it will not be possible
for any terms of the sequence (an ) to belong to both of these intervals
simultaneously. We can turn this into a rigorous argument as follows.
Theorem 3.9. Suppose that (an )nN is a sequence such that an and also
an as n . Then = , that is, a convergent sequence has a unique
limit.
Proof. Let > 0 be given.
Since we know that an , then we are assured that eventually (an ) is
within of . Thus, there is some N1 N such that if n > N1 then the
distance between an and is less than , i.e., if n > N1 then |an | < .
Similarly, we know that an as n and so eventually (an ) is
within of . Thus, there is some N2 N such that if n > N2 then the
distance between an and is less than , i.e., if n > N2 then |an | < .
Department of Mathematics
Sequences 37
< an < +
< an < + .
The left hand side of the first pair together with the right hand side of the
second pair of inequalities gives < an < + and so
< + .
Similarly, the left hand side of the second pair together with the right hand
side of the first pair of inequalities gives < an < + and so
< + .
2 < < 2
which is to say that | | < 2. This happens for any given > 0 and
so the non-negative number | | must actually be zero. But this means
that = and the proof is complete.
Definition 3.10. We say that the sequence (an )nN is bounded from above if
there is some M R such that
an M
for all n N. The sequence (an )nN is said to be bounded from below if
there is some m R such that
m an
for all n N. If (an ) is bounded both from above and from below, then we
say that (an ) is bounded.
Examples 3.11.
1. Let an = n + (1)n n for n N. Then we see that (an ) is the sequence
given by (an ) = (0, 4, 0, 8, 0, 12, 0, . . . ). Evidently (an ) is bounded from
below (in fact, an 0) but (an ) is not bounded from above. (There is no
M for which an M holds for all n. Indeed, for any fixed M whatsoever,
if n is any even natural number greater than M , then an = 2n > n > M .)
Proposition 3.12. The sequence (an ) is bounded if and only if there is some
K 0 such that |an | K for all n.
Proof. Suppose first that (an ) is bounded. Then there is m and M such
that
m an M
for all n. We do not know whether m or M are positive or negative. However,
we can introduce |m| and |M | as follows. For any x R, it is true that
|x| x |x|. Applying this to m and M in the above inequalities, we see
that
|m| m an M |M | .
Let K = max{ |m| , |M | }. Then clearly,
K |m| m an M |M | K
K an K
K an K
Department of Mathematics
Sequences 39
about an when n > N so we only still need to take into account the beginning
of the sequence up to the N th term, that is, the terms a1 , a2 , . . . , aN . Let
M = max{ a1 , a2 , . . . , aN , + 1 } and let m = min{ a1 , a2 , . . . , aN , 1 }.
Then certainly + 1 M and m 1. Hence if n > N , then
m an M.
Remark 3.14. The converse of this is false. For example, let (an ) be the
sequence with an = (1)n . Then (an ) = (1, 1, 1, 1, 1, . . . ) which is
bounded (for example, 1 an 1 for all n) but does not converge.
Definition 3.15. A sequence (an ) of real numbers is said to be
(i) increasing if an+1 an for all n;
(ii) strictly increasing if an+1 > an for all n;
(iii) decreasing if an+1 an for all n;
(iv) strictly decreasing if an+1 < an for all n.
A sequence satisfying any of these conditions is said to be monotonic or
monotone. It is strictly monotonic if it satisfies either (ii) or (iv).
One reason for an interest in monotonic sequences is the following.
Theorem 3.16. If (an ) is an increasing sequence of real numbers and is
bounded from above, then it converges.
Proof. Suppose then that an an+1 and that an M for all n. Let
K = lub{ an : n N }, so that K is well-defined with K M . We claim
that an K as n .
Let > 0 be given. We must show that eventually (an ) is within distance
of K. Now, K is an upper bound for { an : n N } and so an K for
all n. It is enough then to show that K < an eventually. However, this
is true for the following reason. K < K and K is the least upper bound
of { an : n N } and so K is not an upper bound for { an : n N }. This
means that there is some aj , say, with aj > K . But the sequence (an )
is increasing and so an aj for all n > j. Hence an > K for all n > j.
We have shown that
K < an K < K +
for all n > j. This means that eventually |an K| < and so the proof is
complete.
Remark 3.17. Note that in the course of the proof of the above result, we
have not only shown that (an ) converges but we have actually established
what the limit is it is the least upper bound of the set of real numbers
{ an : n N }. Of course, this does not necessarily provide us with the
numerical value of the limit.
It is also worth noting that from this result and the fact that a convergent
sequence is bounded, we can say that an increasing sequence converges if and
only if it is bounded. The sequence (an ) with an = n is clearly increasing.
It is not bounded and so we can say immediately that it does not converge
(which is no surprise, in this case).
Corollary 3.18. Any sequence which is decreasing and bounded from below
must converge.
Proof. Suppose that (bn ) is a sequence which is decreasing and bounded from
below. Then bn+1 bn for all n and there is some k such that bn k for
all n. Set an = bn and K = k. Then these inequalities become an an+1
and an K for all n, that is, (an ) is increasing and is also bounded from
above. By the theorem, we deduce that (an ) converges. Denote its limit by
and let = . We will show that bn as n (as one might well
expect). Let > 0 be given. Then there is some N N such that if n > N
then
|an | < .
In terms of bn and , the left hand side becomes |bn + | which is equal
to |bn | and so we have established that
|bn | <
Department of Mathematics
Sequences 41
|an | = || |an |
< || 0
|an | < || 0 =
|an + bn ( + )| < 2 0 = ,
that is, an + bn + as n .
To show that an bn , consider first the case xn 0 and yn 0.
We shall show that xn yn 0.
Let > 0 be given.
Then we know that there is N1 N such that if n > N1 then |xn | < .
Similarly, we know that there is N2 N such that if n > N2 then |yn | < .
Let N = N1 + N2 . Then if n > N , it follows that
|xn yn | < =
that is, xn yn 0 as n .
Now, in the general case, we simply use previous results to note that
an bn = (an )(bn ) + bn + an
0 + +
=
as required.
(iii) Now suppose that an , bn and suppose that bn 6= 0 for all n
and that 6= 0. Let n = 1/bn and let = 1/. Then an /bn = an n . To
show that an /bn /, we shall show that n as n . The desired
conclusion will then follow from the second part of (ii), above.
We have
|n | = |1/bn 1/|
| bn |
= .
|bn |
Department of Mathematics
Sequences 43
For large enough n, the numerator is small and the denominator is close to
||2 , so we might hope that the whole expression is small. (Note that it is
imperative here that 6= 0.) We shall show that 1/ |bn | is bounded from
above. Indeed, || > 0 and so, taking 12 || as our , we can say that there
is some N 0 such that n > N 0 implies that
1
|bn | < 2 || .
|| = | bn + bn | | bn | + |bn |
1
< 2 || + |bn |
| bn | 0
|n | = < =
|bn | || K ||
Examples 3.21.
3n2 4 (3 4/n2 )
4. Let an = for n N. We can rewrite an as an = .
2n2 + 1 (2 + 1/n2 )
Then we note that 4/n2 0 and 1/n2 0, so that 3 4/n2 3 and
(3 4/n2 )
2 + 1/n2 1 as n . Finally, it follows that an = 3/2
(2 + 1/n2 )
as n .
7n3 5n2 + 3n 9
5. Let an = . The first thing we do is to divide through
3n3 + 4n2 8n + 2
by the highest power of n occurring in the numerator or denominator,
i.e., in this case, by n3 . So, an can be rewritten as
8. Suppose that |x| < 1 and consider the sequence an = xn , for n N. Then
the sequence bn = |an | = |x|n is monotone decreasing and is bounded
below (by 0) and so therefore it converges, to `, say: bn ` as n .
Hence the sequence (b2n ) also converges to `. However,
b2n = |a2n | = x2n = |x|n |x|n
= bn bn `2
Department of Mathematics
Sequences 45
< cn < .
cn < = .
This tells us that cn < 0 which is false. We have obtained our contradiction
and so we can conclude that, as claimed, it is true that 0.
Theorem 3.23 (Sandwich Principle). Suppose that (an ), (bn ) and (xn ) are
sequences in R such that
0 xn an bn an .
| {z } | {z }
yn zn
We illustrate this with a proof that any real number can be approximated
by rationals.
Theorem 3.24. Any real number is the limit of some sequence of rational
numbers.
Proof. Let a be any given real number. For each n N, we know that there
is a rational number qn , say, lying between the numbers a and a + 1/n. That
is, qn satisfies
a qn a + n1 .
Since 1/n 0, an application of the Sandwich Principle tells us immediately
that qn a as n , as required.
Note that a similar proof shows that any real number is the limit of
a sequence of irrational numbers (just replace the adjective rational by
irrational.) The point though is that even though one might think of the
irrational numbers as somewhat weird, they can nevertheless be approxi-
mated as closely as desired by rational numbers.
Subsequences
Consider the sequence (an ) given by an = sin( 12 n) for n N. Evidently,
an = 0 if n is even and alternates between 1 for n odd. For example, the
first 5 terms are a1 = 1, a2 = 0, a3 = 1, a4 = 0, a5 = 1.
Next, consider the sequence
(bn ) = (1, 23 , 13 , 54 , 51 , . . . ) .
This is given by (
1
bn = n, for n odd
n
n+1 , for n even.
We notice that the odd terms approach 0 whereas the even terms approach 1.
Department of Mathematics
Sequences 47
cj = b(j) = a((j))
Remark 3.28. The proposition tells us that if (an ) converges, then so does
any subsequence, and to the same limit.
Consider the sequence an = (1)n . Then we see that a2n = 1 for
all n, whereas a2n1 = 1 for all n, so that (an ) certainly possesses two
subsequences which both converge but to different limits. Consequently, the
original sequence cannot possibly converge. (If it did, every subsequence
would have to converge to the same limit, namely, the limit of the original
sequence.)
Bolzano-Weierstrass Theorem
Before we launch into one of the most important results of real analysis, let
us make one or two observations regarding upper and lower bounds.
Suppose that A and B are subsets of R with A B. If M is such that
b M for all b B, then certainly, in particular, a M for all a A. In
other words, an upper bound for B is also (a fortiori) an upper bound for
any subset A of B. Now, lub B is an upper bound for B and so lub B is
certainly an upper bound for A. It follows that
lub A lub B .
Department of Mathematics
Sequences 49
Proof. Suppose that M and m are upper and lower bounds for (an ),
m an M ()
M1 1 < an1 M1 .
for all j N.
Now we note that m anj Mj and so (Mj ) is a decreasing sequence
which is bounded from below. It follows that Mj as j , where
= glb{ Mj : j N }. We are not interested in the value of this limit .
All we need to know is that the sequence (Mj )jN converges to something.
However, by our very construction,
1
Mj j < anj Mj
Remark 3.30. Note that the theorem does not tell us anything about the
subsequence or its limit. Indeed, it cannot, because we know nothing about
our original sequence other than the fact that it is bounded. It can also
happen that there are many convergent subsequences with different limits.
It is easy to construct such examples. For example, let (un ), (vn ) and (wn )
be any three given convergent sequences, say, un u, vn v and wn w.
We construct the sequence (an ) as follows:
(a1 , a2 , a3 , a4 , . . . , ) = (u1 , v1 , w1 , u2 , v2 , w2 , u3 , . . . ) .
In other words, the three sequences (un ), (vn ) and (wn ) are dovetailed to
form (an ). Explicitly, for n N,
uk , if n = 3k 2 for some k N,
an = vk , if n = 3k 1 for some k N,
wk , if n = 3k for some k N.
|an am | < .
In other words, eventually the distance between any two terms of the se-
quence is less than .
Department of Mathematics
Sequences 51
Proof. Suppose that (an ) is a Cauchy sequence. Then we know that there
is some N N such that both n > N and m > N imply that
|an am | < 1 .
(The value 1 on the right hand side here is not at all critical. We could have
selected any positive real number instead, with obvious modifications to the
following reasoning.) In particular, for any j > N ,
|ak | M
Proof. We must show that any Cauchy sequence has to converge and, con-
versely, that any convergent sequence is a Cauchy sequence.
So suppose that (an )nN is a Cauchy sequence. We must show that there
is some such that an as n . At first, this might seem impossible
because there is no way of knowing what might be. However, it turns out
that we do not need to know the actual value of but rather just that it
does exist. Indeed, we have seen that a Cauchy sequence is bounded and the
Bolzano-Weierstrass Theorem tells us that a bounded sequence possesses a
convergent subsequence. We shall show that this is enough to guarantee
that the sequence itself converges.
Let > 0 be given.
As noted above, we know that (an ) has some convergent subsequence, say
ank as k . We shall show that an by an /2-argument. Since
we know that ank as k , we can say that there is k0 N such that
k > k0 implies that
|ank | < 21 .
Since (an ) is a Cauchy sequence, there is N0 such that both n > N0 and
m > N0 imply that
|an am | < 21 .
Thus ak as k as required.
Next, suppose that (an ) converges. We must show that (an ) is a Cauchy
sequence.
Let > 0 be given.
We use an /2-argument. Let denote limn an . Then there is N N
such that n > N implies that
1
|an | < 2 .
Department of Mathematics
Sequences 53
n = (1 + kn )n
n(n 1) 2
= 1 + n kn + kn + + knn
2
n(n 1) 2
> kn .
2
Hence, for n > 1,
2
0 < kn <
n1
n1/n 1 as n
Example 3.37. What happens to n + 1 n as n ? Each of the
two terms becomes large but what about their difference? To see what does
happen, we use a trick and write
( n + 1 n)( n + 1 + n)
0< n+1 n=
( n + 1 + n)
(n + 1) n
=
( n + 1 + n)
1 1
= <
( n + 1 + n) n
Department of Mathematics
Sequences 55
and so by the Sandwich Principle, we deduce that n + 1 n 0 as
n .
n + 1 n 0 as n
Example 3.38. Let 0 < a < 1 and let k N be fixed. What happens to nk an
as n ? The term nk gets large but the term an becomes small as n
grows. We have conflicting behaviour.
To investigate this, first let us note that nk = (nk/n )n and also that
nk/n = (n1/n )k 1k = 1 as n . It follows that nk/n a a as n .
Let r obey a < r < 1. Then eventually nk/n a < r (because with = r a,
eventually nk/n a a < = r a). It follows that eventually
0 < nk an bn
Sequences of functions
Just as one can have a sequence of real numbers, so one can have a sequence
of functions. By this is simply meant a family of functions labelled by the
natural numbers N. Consider, then, a sequence (fn )nN of functions. For
each given x, the sequence (fn (x))nN is just a sequence of real numbers,
as considered already. Here, as always, fn (x) is the notation for the value
taken by the function fn at the real number x. In this way, we get many
sequences one for each x. Now, for some particular values of x the
sequence (fn (x))nN may converge whereas for other values of x it may not.
Even when it does converge, its limit will, in general, depend on the value
of x. These various values of the limit themselves determine a function of x.
This leads to the following notion of convergence of a sequence of functions.
Definition 3.39. Suppose that (fn )nN is a sequence of functions each defined
on a particular subset S in R. We say that the sequence (fn )nN converges
pointwise on S to the function f if for each x S the sequence (fn (x))nN of
real numbers converges to the real number f (x). We write fn f pointwise
on S as n .
Some examples will illustrate this important idea.
Examples 3.40.
1. Let fn (x) = xn and let S be the open interval S = (1, 1). We have
seen that xn 0 as n for any x with |x| < 1. This simply says
that (fn ) converges pointwise to f = 0, the function identically zero on
the set (1, 1).
2. Let fn (x) = xn as above, but now let S = (1, 1]. Then for |x| < 1,
we know that fn (x) = xn 0 as n . Furthermore, with x = 1,
we have fn (1) = 1n = 1, so that fn (1) 1 as n . Let f be the
function on S = (1, 1] given by
(
0, for 1 < x < 1,
f (x) =
1, for x = 1.
3. Once again, let fn (x) = xn but now let S be the interval S = [1, 1].
We know that for each x (1, 1], the sequence (fn (x)) of real numbers
converges. We must investigate what happens for x = 1. We see that
fn (1) = (1)n , so that the sequence (fn (1))nN of real numbers does
not converge. This means that there does not exist a function f on
[1, 1] with the property that fn (1) f (1). The conclusion is that
in this case (fn ) does not converge pointwise on [1, 1] to any function
at all.
Department of Mathematics
Sequences 57
These examples illustrate the obvious but nevertheless crucial point that
pointwise convergence of a sequence of functions involves not only a particu-
lar sequence of functions but also the set on which the pointwise convergence
is to be considered to take place. The notion of pointwise convergence only
makes sense when used together with the set to which it refers.
Department of Mathematics
Chapter 4
Series
59
60 Chapter 4
1 1 n ( 1 ( 1 )n+1 ) 1 1 1 n 1
sn = + + = 3 3
1 =
3 3 (1 3 ) 2 2 3 2
as n . Hence
X 1 1
k
= .
3 2
k=1
Note that the same argument shows that
X x
xk = ()
1x
k=1
for any x with |x| < 1. (The requirement that |x| < 1 ensures that xn 0
as n .)
Note that if we were to ignore the fact that it was not valid but go ahead
anyway
P and simply set x = 1 in the above formula (), then we would have
k=1 1 on the left hand side and 1/0 on the right hand side neither of
which have meaning as real numbers. Again, if we ignore the fact that it
is invalid but anyway set x = 1 in (), then the left hand side becomes
(1 1 + 1 1 + . . . ) and the right hand side becomes 12 which might lead
one to suggest that 1 1 + 1 1 + . . . is in some sense equal to 12 . The fact
is that 1 1 + 1 1 + . . . has no sensible interpretation as a real number.
Returning to the series itself and setting x = 5, say, we see that the
partial sum sn = 5 + + 5n 5n so that Pthe ksequence (sn ) does not
converge (it is not bounded) and thereforeP k=1k 5 is divergent. Thats it
nothing more to say. The expression k=1 5 does not represent a real
number
Pandkit cannot be manipulated as if it did. (It is tempting to say
that k=1 5 has no meaning at all. However, it does implicitly carry with
it the discussion here to the effect that the sequence of partial sums does
not converge.)
The following divergence test allows us to immediately spot certain series
as being divergent.
Proposition 4.3 (Test for divergence). SupposeP that the sequence (an ) fails
to converge to 0 as n . Then the series k=1 ak diverges.
P
Proof.PWe must show that if k=1 ak is convergent then an 0. So suppose
that k=1 a k is convergent
P with sum , say. This means that sn as
n , where sn = nk=1 ak .
Department of Mathematics
Series 61
1 1 1 1
1+ + + + + ... is a divergent series
2 3 4 5
Indeed, the sequence of partial sums (sn ) is not bounded. One can see this
as follows. That portion of the graph of the function y = 1/x between the
values x = k and x = k + 1 lies below the line y = 1/k. Let Rk denote the
rectangle with height 1/k and with base on the interval [k, k + 1]. Then the
area of Rk is greater than the area under the graph of y = 1/x between the
values x = k and x = k + 1, that is,
Z k+1
1 1
area Rk = > dx = ln(k + 1) ln k .
k k x
Summing from k = 1 to k = n, we get
n
1 1 X
sn = 1 + + + > (ln(k + 1) ln k) = ln(n + 1) ln 1 = ln(n + 1).
2 n
k=1
and
n
X
(ak + bk ) = sn + tn +
k=1
P P
as n . It follows
P that k=1 a k is convergent with sum = k=1 ak
and
P also that P k=1 (ak + bk ) is convergent with sum given by + =
k=1 a k + k=1 bk , as required.
Department of Mathematics
Series 63
P
But we have seen earlier that k=1
1
10k
is convergent with sum equal to
1 1 1
10 /(1 10 ) = 9 . It follows that
X 9 1
k
= 9 = 1.
10 9
k=1
X 9
= 0.9999 = 1
10k
k=1
Department of Mathematics
Series 65
This provides another proof that any given real number is the limit of
a sequence of rationals. Indeed, for b R, write b = [b] + x where [b] is
the integer part of b and 0 x < 1. As discussed above, x = lim sn where
each sn is the partial sum of a series with rational terms of the form ak /10k
for suitable ak { 0, 1, 2, . . . , 9 }. In particular, each sn is rational and so is
[b] + sn . However, [b] + sn [b] + x = b and the result follows.
Since 0.99 = 1 = 1.00 . . . it is clear that the decimal expansion of a
real number need not be unique. Indeed, further examples are provided by
0.5 = 0.499 . . . or 0.63 = 0.6299 . . . and so on. However, this is the only
possible kind of ambiguity as the next theorem shows.
x = 0.a1 a2 = 0.b1 b2 . . . ,
that is,
X
X
ak bk
x= =
10k 10k
k=1 k=1
X
m
0 m sm k /10k = 0
10
k=1
aN bN = c + 1
X
X
9 cn
0=c+ n
+
10 10n
n=1 n=1
that is,
X (9 + cn )
0=c+ .
10n
n=1
Now, 9 + cn 0 and c 0 so that both terms on the rightPhand side above
(9+cn )
are non-negative. It must be the case that c = 0 and also n=1 10n = 0.
But then cn = 9 for all n N, by the Lemma.
Hence aN = bN + 1 and aN +n bN +n = 9 which implies that aN +n = 0
and bN +n = 9 for all n N and the result follows.
Department of Mathematics
Series 67
n
X n
X n
X n
X
tn = bk = ( bk ak ) + ak = ck + sn .
| {z }
k=1 k=1 = ck , say k=1 k=1
P
Next, let un = nk=1 ck . Now, by hypothesis, ck = 0 except for at most
finitely-many k. In other words, there is some N N such that ck = 0 for
all n > N . This means that un is eventually constant,
n
X N
X
un = ck = ck = uN ,
k=1 k=1
tn = un + sn
and since the right hand side converges, so does the left hand side and the
result follows.
tn M
X 1 1 1 1
Example 4.13. Consider the series = 1 + 2 + 2 + 2 + ... .
k2 2 3 4
k=1
Pn 1 th partial sum. Then (s ) is increasing.
Let sn = k=1 k2 denote the n n
Furthermore, for n > 1, we see that
1 1 1 1
sn = 1 +2
+ 2 + 2 + + 2
2 3 4 n
1 1 1 1
<1+ + + + +
1.2 2.3 3.4 (n 1)n
1 1 1 1 1 1 1
=1+ 1 + + + +
2 2 3 3 4 n1 n
1
=2
n
<2
and so (sn ) is P
bounded from above and therefore must converge. Hence,
by definition, 1
k=1 k2 is convergent. Note, however, that this discussion
gives us no hint as to the value of its sum. This is an example where
the convergence of a series can quite sensibly be discussed without actually
knowing what its sum is.
X 1
Example 4.14. What about the series ?
k4
k=1
1 1
Since 4
2 for all k N, we can apply the Comparison Test for positive
k k
X
1 1 1
series to deduce that 4
is convergent. Indeed, since 2 for all
k k k
k=1 P
k N for any 2, we can say that the series k=1 1/k is convergent
whenever 2.
X 1
is convergent for any 0
k 2+
k=1
X
1
Example 4.15. What about the series ?
k=1
k
1 1
If this series were convergent, then we could use the inequality ,
k k
for every k N, togetherP with the Comparison Test for positive series to
conclude that the series k=1 1/k were convergent.
P However,
we know this
not to be the case. It follows that the series k=1 1/ k is not convergent.
Department of Mathematics
Series 69
P
Indeed, we can apply this reasoning to the series k=1 1/k for any 1.
X 1
is not convergent for any 1
k
k=1
X
1
Example 4.16. We have seen above that the series is convergent for
k
k=1
2 but not convergent for 1. It is natural to ask what happens for
values of lying in the range 1 < < 2. We shall see that the series is
convergent for all > 1.
P
Write = 1 + , where > 0 and let sn = nk=1 1/k . Evidently (sn )
is an increasing sequence so if we can show that it is bounded, then we will
be able to conclude that it converges. The idea is to compare the terms
1/k with the integral of the function y = 1/x over unit intervals. In fact,
over the range k x k + 1, the function y = 1/x(1+) is greater than
1/(k + 1)1+ and so
Z k+1
1 dx
1+
.
(k + 1) k x1+
Summing over k, we find that
1 1 1
sn = 1 +
+ + +
2 3 n
Z 2 Z 3 Z n
dx dx dx
1+ 1+
+ 1+
+ + 1+
x 2 x n1 x
Z1 n
dx
=1+ 1+
1 x
h 1 in
=1+
x 1
1 1
=1+
n
1
1+ .
We see that the sequence (sn ) is bounded from above and since it is also
increasing, it must converge.
X 1
is convergent for all > 1 and divergent for all 1
k
k=1
Theorem 4.18 (Integral Test). Let (an ) be a sequence of positive real numbers
and suppose Rthat there is some positive function such that the sequence
n
of integrals ( 1 (x) dx)nN converges as n and such that, for each
k 2,
ak (x)
P
for all (k 1) x k. Then k=1 ak is convergent.
P
Proof. As usual, let sn = nk=1 ak . Then (sn )nN is an increasing sequence
(because each ak 0). We need only show that (sn ) is bounded. To see
this, note that for k 2,
Z k Z k
ak = ak dx (x) dx
k1 k1
and so
sn = a1 + a2 + + an
Z 2 Z 3 Z n
a1 + (x) dx + (x) dx + + (x) dx
1 2 n1
Z n
= a1 + (x) dx .
1
Department of Mathematics
Series 71
Rn
Now, the sequence ( 1 (x) dx) converges, by hypothesis,
Rn and so it is bounded
and therefore there is a constant C such that 1 (x) dx C for all n N.
Hence, for any n,
Z n
0 sn a1 + (x) dx a1 + C
1
which shows that (sn ) is a bounded sequence and the result follows.
(i) Suppose that there is some 0 < < 1 and some N N such that if
an+1
n > N then < .
an
P
Then the series n=1 an is convergent.
an+1
(ii) If there is N 0 N such that 1 for all n > N 0 , then the
P an
series n=1 an is divergent.
an+1
Proof. (i) Suppose that 0 < < 1 and that < for n > N . Then
an
aN +2 < aN +1
aN +3 < aN +2 < aN +1 2
aN +4 < aN +3 < aN +1 3
..
.
aN +k+1 < aN +1 k .
aN +1
Hence aN +k+1 < K N +k+1 for all k 1, where we have let K = .
N +1
In other words, we have an < K n for all n > N + 1. Now we construct
a new sequence (un ) by setting
(
0, nN +1
un =
an , n > N + 1 .
P
Then certainly un < K n for all n. Now, we know that n
n=1 K is
convergent (with sum K /(1 )) because 0 < < 1.
P
By the Comparison Test, it follows that P
n=1 un is convergent. However,
an = un eventually and so it follows that n=1 an is also convergent and
the proof of (i) is complete.
an+1
(ii) Suppose now that 1 for all n > N 0 . Then for any k N
an
aN 0 +k aN 0 +k1 aN 0 +1 > 0 .
There is another (weaker) but also very useful version of this theorem.
Theorem 4.20 (DAlemberts Ratio Test for positive series (2nd version)).
an+1
Suppose that an > 0 for all n and that L as n .
an
P
(i) If L < 1, then n=1 an is convergent.
P
(ii) If L > 1, then n=1 an is divergent.
Example 4.21. What can be said when L = 1? Without further analysis, the
answer is nothing. Indeed, there are examples of series which converge
when L = 1 and other examples of P series which diverge when L = 1.
For example, we know that k=1 1/k 2 is convergent and we see that
Department of Mathematics
Series 73
P k
Example 4.22. For fixed 0 c < 1, the series k=1 kc is convergent.
If c = 0, there is nothing to prove, so suppose that 0 < c < 1. Setting
an = ncn , we see that
X
For any 0 c < 1 and any p N, the series k p ck is convergent.
k=1
Theorem 4.23 (nth Root Test). Suppose that an > 0 for all n N and that
(an )1/n ` as n .
P
(i) If ` < 1, the series
k=1 ak is convergent.
P
(ii) If ` > 1, then the series k=1 ak is divergent.
Proof. Suppose that ` < 1. Choose such that ` < < 1 and set = `.
1/n
Then > 0 and so there is some N N such that |an `| < whenever
n > N . In particular,
(an )1/n ` < = `
P
i.e., an < n , whenever n > N . We must show that sn = nk=1 ak converges.
Since an > 0, the sequence (sn ) is monotone increasing so it is enough to
show that (sn ) is bounded from above. But for any n > N ,
sn = a1 + a2 + + an
= sN + aN +1 + + an
< sN + N +1 + N +2 + + n
N +1 n+1
= sN +
1
N +1
< sN + .
(1 )
Hence, for any j,
N +j+1
sj < sN +j < sN +
1
which shows that the sequence (sn ) is bounded from above and therefore
converges, as claimed.
Next, suppose that ` > 1. Choose d such that 1 < d < ` and let = `d.
Then > 0 and there is N N such that
a1/n
n (` , ` + )
whenever n > N . In particular, for n > N ,
` < a1/n
n
a1 .
For notational convenience, let xm = s2m . Then we have shown that (xm ) is
increasing and bounded from above (by a1 ). It follows that (xm ) converges,
say xm as m .
Department of Mathematics
Series 75
Claim: sn as n .
Let > 0 be given.
Then there is N1 N such that if m > N1 then |xm | < 12 . Also,
there is N2 N such that if n > N2 then |an | < 12 . Let N = 2(N1 + N2 ).
Let n > N and consider |sn |. If n is even, say, n = 2m, then
and so
1
|sn | = |s2m | = |xm | < 2 < .
If n is odd, say n = 2k + 1, then
Hence
|tn tm | < .
Department of Mathematics
Series 77
b1 + b2 + + bn = a1 + a2 + + aN + n
where n = a`1 + +a`r for some integers `1 , . . . , `r with N < `1 < < `r .
Now
`r
X
|n | |a`1 | + + |a`r | |ak | = t`r tN < /2
k=N +1
and so if n > N 0
|rn s| = |sn + n s|
|sn s| + |n |
/2 + /2 =
2a4 a3 + a4 2a2
4a8 a5 + a6 + a7 + a8 4a4
8a16 a9 + a10 + + a15 + a16 8a8
..
.
1
2 (b2 + + bk ) a3 + a4 + + a2k b1 + b2 + + bk1
1
2 tk b1 s2k (a1 + a2 ) tk1 ()
P
Suppose
P now that the series n=1 an converges and, for clarity, let us write
s = n=1 an = limj sj . Since (sj ) is increasing, it follows that sj s
for all j N. From (), it follows that
1
2 tk b1 s2k (a1 + a2 ) s (a1 + a2 )
bk = 2k a2k = 2k /2k = 1
P P
and so it is clear that Pk bk = k 1 diverges. Applying the Condensation
Test, we conclude that n=1 1/n diverges. (In fact, we have already shown
this from first principles using this method of grouping.)
P 1+ for given > 0. Once again, a = 1/n1+
Next, consider n=1 1/n n
satisfies the hypotheses required to apply the Condensation Test. In this
case, we have
2k 2k 1
bk = 2k a2k = k(1+) = k k = k
2 2 2 2
P
so that k bk is a geometric series with common ratio 1/2 . This series
therefore converges (because 1/2 is smaller than 1).
Department of Mathematics
Series 79
P
We might say that the series n 1/n diverges presumably because the terms
1/n do not become small enough quickly enough. Increasing P the power of
n from 1 to 1 + is sufficient to speed things up so that Pn 1/n1+ does
converge, no matter how small may be. Consider the series n=2 1/(n ln n)
(we cannot start this series with n = 1 because ln 1 = 0). Is the change from
an = 1/n to an = 1/(n ln n) enough to give convergence of the series?
To investigate its convergence or otherwise, let an = 1/(n ln n) for n 2
and set a1 = 5, say, or any value greater than 1/2 ln 2. This choice of a1
is not quite arbitrary but is chosen so that (an )nN satisfies
P the hypotheses
required to apply thePCondensation Test. The series n=2 n converges if
a
and only if the series a
n=1 n does, regardless of our
P choice for a1 . Applying
the Condensation PTest, nwe may say that the series n=2 1/(n ln n) converges
if (and only if) n=1 2 a2n does. But
2n 1 1
2n a2n = =
2n ln(2n ) ln 2 n
P
and we know that the series
P n 1/n does not converge. We can conclude,
then, that the series n=2 1/(n ln n) is divergent.
X 1
The series is divergent.
(n ln n)
n=2
Department of Mathematics
Chapter 5
Functions
Suppose that x represents the value of the length of a side of a square. Then
its area depends on x and, in fact, is given by the formula: area = x2 . The
area is a function of x. In general, if S is some given subset of R, then a
real-valued function f on S is a rule or assignment by which to each element
x S is associated some real number, denoted by f (x). We write f : S R
which is read as f maps S into R. One also writes x 7 f (x) which is
read as x is mapped to the value f (x). The set S is called the domain
(of definition) of the function f . If x
/ S, then f (x) has not been given a
meaning.
More generally, if A and B are given sets, then a mapping g : A B
is an association a 7 g(a) of each element of ato some element g(a) B.
t 1
For example, for each 0 t 1, let g(t) = . Then t 7 g(t) is
0 t3
an example of a mapping from the interval [0, 1] into the set of 2 2 real
matrices.
In general, if B is equal to either R or C, the the mapping is often
referred to as a function. Note that a function may be given by a pretty
formula but it does not have to be. For example, the function f : R R
with f (x) = 1 + x2 is given by a formula. To get f (x), we just substitute
the value of x into the formula. However, the function
2
x , x < 1,
x 7 1, 1 x 0,
3
x + 1, x > 0
is a perfectly good function, but is not given by a formula in the same way
as the previous example. In fact, this function seems to be a concoction
constructed from the functions x2 , 1 and x3 + 1. A slightly more involved
example is
0, if x
/Q,
x 7 1/n, if x Q and x = k/n (with k Z, n N and
where k and n have no common divisors).
81
82 Chapter 5
(ii) some assignment giving the value it takes at each point of its domain.
It is often very useful to consider the visual representation of f given by
plotting the points (x, f (x)) in R2 . This is the graph of f .
Examples 5.1.
1. Linear functions: x 7 f (x) = mx + c for constants m, c R and x S.
2. Polynomials: x 7 f (x) = a0 + a1 x + a2 x2 + + an xn for x S, where
the coefficients a0 , a1 , . . . an are constants in R and an 6= 0. n is the
degree of such a polynomial.
p(x)
3. Rational functions: x 7 f (x) = for x S where p and q are
q(x)
polynomials. Note that the right hand side is not defined for any values
of x for which q(x) = 0.
(
1/x, x 6= 0 ,
4. S = R, f (x) =
3, x = 0.
(
x2 , x 6= 0 ,
5. S = [1, 1], f (x) =
2, x = 0.
(
0, x / Q,
6. S = R, f (x) =
1, x Q .
(
1, x / Q,
(A thought: let g(x) = and let h = f + g.
0, x Q
Then
R1 we see that h(x) = f (x) + g(x) =R 1 for all x RR. Certainly
1 1
0 h(x) dx = 1 but what are the values of 0 f (x) dx and 0 g(x) dx and
is it true that
Z 1 Z 1 Z 1
1= h(x) dx = f (x) dx + g(x) dx ?)
0 0 0
0, x < 0,
1, 0 x < 1,
7. S = R, f (x) = 41
2, 1 x < 6,
1, x 6.
This kind of step-function is familiar from probability theory it is the
cumulative distribution function f (x) = Prob{ X x } for a random
variable X taking the values 0, 1 and 6 with probabilities 14 , 14 and 21 ,
respectively.
Department of Mathematics
Functions 83
Examples 5.2.
Whats going on? Note that continuity is defined at some point x0 . The idea is
that one is first given a margin of error, this is the > 0. For f to be continuous
at the specified point x0 , we demand that f (x) be within distance of f (x0 ) as
long as x is suitably close to x0 , i.e., x is within some suitable distance of x0 .
It must be possible to find such no matter how small is. In general, one must
expect that the smaller is, then the smaller will need to be. The requirement
that x S ensures that f (x) actually makes sense in the first place.
If we set h = x x0 , then we demand that f (x0 + h) be within distance of f (x0 )
whenever |h| < (provided that x0 + h S). The point x0 and the error value
must be given first. Then one must be able to find a suitable as indicated.
We shall illustrate the idea with a simple example (so no surprises here).
Example 5.4. Let S = R and set f (x) = x2 . Let x0 be arbitrary (but fixed).
We shall show that f is continuous at x0 . The procedure is as follows.
Let > 0 be given.
We must find some > 0 such that |f (x) f (x0 )| < whenever |x x0 | < .
For convenience, write x = x0 + h. We see that
|f (x) f (x0 )| = x2 x20 = (x0 + h)2 x20 = 2x0 h + h2 . ()
(i) f is continuous at x0 ;
Proof. Suppose that statement (i) holds. To show that (ii) is also true, let
(an ) be any sequence in S with the property that an x0 as n . We
must show that f (an ) f (x0 ) as n .
Department of Mathematics
Functions 85
Now suppose that (ii) holds. We must show that this implies that f is
continuous at any x0 S. Suppose that this were not true, that is, let us
suppose that f is not continuous at the point x0 S. What does this mean?
It means that there is some 0 > 0 such that it is false that there is some
> 0 so that
That is, there is some 0 > 0 such that no matter what > 0 we choose, it
will be false that
That is, there is some 0 > 0 such that for any > 0 there is some x S
with |x x0 | < such that it is false that |f (x) f (x0 )| < 0 .
That is, there is some 0 > 0 such that for any > 0 there is some
x S with |x x0 | < such that |f (x) f (x0 )| 0 . Note that x may
well depend on .
How does this help? For given n N, set = n1 . Then, according to the
discussion above, there is some point x S with |x x0 | < n1 but such that
|f (x) f (x0 )| 0 . The number x could depend on n, so let us relabel it
and call it an . Then
1
|an x0 | < but |f (an ) f (x0 )| 0 .
n
If we do this for each n N we get a sequence (an )nN in S which clearly
converges to x0 . However, because |f (an ) f (x0 )| 0 for all n N, the
sequence (f (an ))nN does not converge to f (x0 ). This is a contradiction (we
started with the hypothesis that (ii) was true). Therefore our assumption
that f was not continuous on S is wrong and we conclude that f is indeed
continuous on S. This completes the proof that the truth of statement (ii)
implies that of statement (i).
We can now apply this theorem, together with various known results
about sequences, to establish some (not very surprising but) basic properties
of continuous functions.
(ii) f is continuous at x0 .
Proof. Suppose that (an ) is any sequence in S with the property that an
x0 as n . Then we know from the previous theorem that f (an ) f (x0 )
and also that g(an ) g(x0 ) as n . It follows that
Remark 5.7. We could also have proved the above facts directly from the
definition of continuity. For example, a proof that f + g is continuous at x0
is as follows.
Let > 0 be given.
Then there is some 0 > 0 such that
The reason for using 12 rather than will become clear below. Similarly,
there is some 00 > 0 such that
Department of Mathematics
Functions 87
Let x0 [0, ) be fixed and let > 0 be given. Suppose first that x0 > 0.
For any x 0, we have
| x x0 |
| x x0 | = | x + x0 |
| x + x0 |
| x x0 |
=
x + x0
| x x0 |
<
x0
<
provided |x x0 | < where we have chosen = x0 .
From the example above, we see that if f (x) = 1/x for x in any interval
of the form (0, b), say, then f is continuous on (0, b) but is not bounded
there. This situation cannot happen on closed intervals. This is the content
of the following important theorem.
f (ank ) = f (ank ) f () + f ()
|f (ank ) f ()| + f ()
< 1 + f ()
Department of Mathematics
Functions 89
Remark 5.12. The two essential ingredients are that f is continuous and that
the interval is both closed and bounded. The boundedness was required so
that we could invoke the Bolzano-Weierstrass Theorem and the fact that it
was closed ensured that , the limit of the Bolzano-Weierstrass convergent
subsequence actually also belonged to the interval. This in turn guaranteed
that f was not only defined at but was continuous there.
If we try to relax these requirements, we see that the conclusion of the
theorem need no longer be true. For example, we must insist that f be
continuous. Indeed, consider the function f on the closed interval [0, 1]
given by
(
0, for x = 0
f (x) =
1/x, for 0 < x 1.
Theorem 5.13. Suppose that f is continuous on the closed interval [a, b].
Then there is some [a, b] and [a, b] such that f () f (x) f ()
for all x [a, b]. In other words, if ran f = { f (x) : x [a, b] } is the range
of f , then f () = inf ran f = min ran f and f () = sup ran f = max ran f .
We can argue in a similar way to show that there is some [a, b] such
that m = f (). However, we can draw the same conclusion using the above
result as follows. Note that if g = f , then g is continuous on the interval
[a, b] and sup ran g = m. By the argument above, there is some [a, b]
such that m = g(). This gives the desired result that m = f ().
1
0< K.
M f
Proof. Suppose f is continuous on [a, b] and let be any value between f (a)
and f (b). If = f (a), take s = a and if = f (b) take s = b.
Suppose that f (a) < f (b) and let f (a) < < f (b). Let A be the set
A = { x [a, b] : f (x) < }. Then a A and so A is a non-empty subset
of the bounded interval [a, b]. Hence A is bounded and so has a least upper
bound, s, say. We shall show that f (s) = .
Since s = lub A, there is some sequence (an ) in A such that an s. But
A [a, b] and so a an b and it follows that a s b. Furthermore,
Department of Mathematics
Functions 91
Now suppose that f (a) > > f (b). Set g(x) = f (x). Then we have
that g(a) < < g(b) and applying the above result to g, we can say that
there is s [a, b] such that g(s) = , that is f (s) = and the proof is
complete.
Corollary 5.15. Suppose that f is continuous on [a, b]. Then ran f , the range
of f , is a closed interval [m, M ].
Proof. We know that f is bounded and that f achieves its bounds, that is,
there is [a, b] and [a, b] such that
Example 5.16. f (x) = x6 + 3x2 1 has a zero inside the interval [0, 1].
To see this, we simply notice that f (0) = 1 and f (1) = 3. Since f is
continuous on R, it is continuous on [0, 1] and so, by the Intermediate-Value
Theorem, f assumes every value between 1 and 3 over the interval [0, 1].
In particular, there is some s [0, 1] such that f (s) = 0, as claimed. Of
course, this argument does not tell us whether such s is unique or not. (In
fact, it is because f is strictly increasing on [0, ) and so cannot take any
value twice on [0, ). A moments reflection reveals that f (x) f (0) = 1,
f is not bounded from above and f (x) = f (x). Therefore f assumes every
value in the range (1, ) exactly twice and assumes the value 1 at the
single point x = 0.)
(x) = 1 for x = 1
1 1
(x) = 2 for x = 2
1 1 2
(x) = 3 for x = 3, 3
1 1 3
(x) = 4 for x = 4, 4
..
.
1 1 2 10
(x) = 11 for x = 11 , 11 , ..., 11
. . . and so on.
Suppose x Q obeys 0 < x < 1 and that (x) = 1/q. Then x must be of
the form x = p/q for some p N with 1 p q 1. In particular, for any
given q N, { x Q : 0 < x < 1 and (x) = 1/q } is a finite set of rational
numbers.
Next, we define f : [0, 1] R with the help of as follows.
1, x=0
f (x) = (x), x Q [0, 1]
0, x/ Q [0, 1] .
Department of Mathematics
Functions 93
(x) = 1/q where q 1/. However, there are only finitely-many numbers
q N obeying q 1/ and so the set
A = { r Q [0, 1] : r = 0 or (r) }
is finite. Write A = { r1 , . . . , rm }.
Since x0 / Q, it follows that x0 6= rj for any 1 j m. For each
1 j m, let j = |x0 rj | and let = min{ j : 1 j m }. Then
> 0 and if x obeys |x x0 | < it must be the case that x 6= rj for any
1 j m. It follows that if x [0, 1] and obeys |x x0 | < , then either
x / Q and so f (x) = 0 or else x Q but x / A and so f (x) = (x) < . In
any event, () holds and so f is continuous at x0 , as required.
Differentiability
We know from calculus that the slope of the tangent to the graph of a
function f at some point is given by the so-called derivative at the point
in question. To find this slope, one considers the limiting behaviour of the
Newton quotient
f (a + h) f (a)
h
as h approaches 0. We wish to set this up formally.
Remarks 5.19.
f (a + h) f (a)
1. Note that the Newton quotient is not defined for h = 0
h
and clearly, it will only make any sense if both f (a) and f (a + h) are
defined. We shall take it to be part of the definition that this is true, at
least for suitably small values of h. That is, we assume that there is some
(possibly very small) open interval around a of the form (a , a + )
on which f is defined. This means that if a function is defined only
on the integers Z, say, then it will not make any sense to discuss its
differentiability.
Then
f (a + h) f (a)
, h 6= 0
f,a (a + h) = h
f 0 (a) , h = 0.
Department of Mathematics
Functions 95
that is,
0 < |h| < = |f,a (a + h) f,a (a)| < . ()
The first term on the right hand side approaches f 0 (a) as h 0 and so the
whole right hand side should approach zero as h 0. Looking at the left
hand side, this means that f (a + h) approaches f (a) as h 0. Formally,
we have
f (x) = f (a) + f,a (x) (x a) .
The right hand side is the product of the two functions f,a (x) and (x a),
each being continuous at x = a and so the same is true of their product.
Therefore the left hand side is continuous at x = a, as required.
as h 0.
(ii) We have
as h 0.
Department of Mathematics
Functions 97
(iii) We have
as h 0, since g is continuous at x0 .
(iv) We have
1/f (x0 + h) 1/f (x0 ) 1 1 1
=
h h f (x0 + h) f (x0 )
1 f (x0 ) f (x0 + h)
=
h f (x0 + h) f (x0 )
f (x0 + h)
=
f (x0 + h) f (x0 )
f 0 (x0 )
(f (x0 ))2
as h 0 since f is continuous at x0 .
Proof. Suppose that h is small and that h 6= 0. Let v0 = g(x0 ) and put
= g(x0 + h) g(x0 ) so that g(x0 + h) = v0 + . Then
Imagine a function f (x) on the interval [0, 1], say, which has the property
that f (0) = f (1). Can we draw any conclusions about the behaviour of f (x)
for x between 0 and 1? It seems clear that either f is constant on [0, 1] or
else goes up and or down but in any event must have a turning point.
We know from calculus that this should demand that f 0 be zero somewhere.
However, it is clear that f cannot be entirely arbitrary for this to be true. For
example, suppose that f (0) = 0 = f (1) and that f (x) = 5x for 0 < x < 1.
Evidently f 0 is never zero. In fact, f 0 (x) = 5 for 0 < x < 1. We note that f
is not continuous at x = 1.
As another example, consider f (x) = 1 |x| for x [1, 1]. We see that
f (1) = 0 = f (1) but is it true that f 0 is zero for x between 1 and 1?
No, it is not. We see that f 0 (x) = 1 for 1 < x < 0 and that f 0 (x) = 1
for 0 < x < 1 and f is not differentiable at x = 0. In this example, f is
continuous on [1, 1] but fails to be differentiable on (1, 1).
If we impose suitable continuity and differentiability hypotheses, then
what we want will be true.
Proof. Since f is continuous on [a, b], it follows that f is bounded and attains
its bounds, by Theorem 5.13. Let m = inf{ f (x) : x [a, b] } and let
M = sup{ f (x) : x [a, b] }, so that
If m = M , then f is constant on [a, b] and this means that f 0 (x) = 0 for all
x (a, b). In this case, any (a, b) will do.
Suppose now that m 6= M , so that m < M . Since f (a) = f (b) at least
one of m or M must be different from this common value f (a) = f (b).
Suppose that M 6= f (a) ( = f (b)). As noted above, by Theorem 5.13,
there is some [a, b] such that f () = M . Now, M 6= f (a) and M 6= f (b)
and so 6= a and 6= b. It follows that belongs to the open interval (a, b).
Department of Mathematics
Functions 99
f ( + h) f ()
0 for h > 0 and small ()
h
and
f ( + h) f ()
0 for h < 0 and small. ()
h
But () approaches f 0 () as h 0 which implies that f 0 () 0. On the other
hand, () approaches f 0 () as h 0 and so f 0 () 0. Putting these two
results together, we see that it must be the case that f 0 () = 0, as required.
It remains to consider the case when M = f (a). This must require that
m < f (a) ( = f (b)). We proceed now just as before to deduce that there
is some (a, b) such that f () = m and so () and () hold but with
the inequalities reversed. However, the conclusion is the same, namely that
f 0 () = 0.
f (b) f (a)
f 0 () = .
ba
Proof. Let y = `(x) = mx + c be the straight line passing through the pair
of points (a, f (a)) and (b, f (b)). Then the slope m is equal to the ratio
(f (b) f (a))/(b a).
Let g(x) = f (x) `(x). Evidently, g is continuous on [a, b] and dif-
ferentiable on (a, b) (because ` is). Furthermore, since `(a) = f (a) and
`(b) = f (b), by construction, we find that g(a) = 0 = g(b). By Rolles Theo-
rem, Theorem 5.25, applied to g, there is some (a, b) such that g 0 () = 0.
However, g 0 (x) = f 0 (x) m for any x (a, b) and so
f (b) f (a)
f 0 () = m =
ba
Proof. Let and be any pair of points in (a, b). We shall show that
f () = f (). By relabelling, if necessary, we may suppose that < . By
hypothesis, f is differentiable at each point in the closed interval [, ] and
so is also continuous there, by Proposition 5.21. f obeys the hypotheses
of the Mean value Theorem on [, ] and so we can say that there is some
(, ) such that
f () f ()
f 0 () = .
However, f 0 vanishes on (a, b) and so f 0 () = 0 which means that we must
have f () = f () and the result follows.
Remark 5.28. The Mean Value Theorem can sometimes be useful for obtain-
ing inequalities. For example, setting f (x) = sin x and assuming standard
properties of the trigonometric functions, we can apply the Mean Value
Theorem to f on the interval [0, x] for x > 0 to find that
for some (0, x). But then 1/(1 + ) < 1 and we find that ln(1 + x) < x
for any x > 0.
These inequalities could also have easily been obtained from the fact
that the integral of a positive function is positive. Indeed,
Z x
x sin x = (1 cos t) dt 0 .
0
In fact, one can show that both integrals are strictly positive if x > 0 so this
last method gives the strict inequalities sin x < x and ln(1 + x) < x for all
x > 0. (In this connection, note that if ln(1 + x) = x, then 1 + x = ex . This
is not possible for any x > 0 as is seen from the series expansion for ex .)
Department of Mathematics
Functions 101
Suppose that f and g are continuous on [a, b], differentiable on (a, b) and
that g 0 is never zero on (a, b). The Mean Value Theorem applied to f and g
tells us that there is some and in (a, b) such that
f (b) f (a) g(b) g(a)
= f 0 () and = g 0 () .
ba ba
Dividing (and noting that g(b) g(a) 6= 0 since g 0 () 6= 0, by hypothesis),
gives
f (b) f (a) f 0 ()
= 0 .
g(b) g(a) g ()
It is possible to do a little better.
Theorem 5.29 (Cauchys Mean Value Theorem). Suppose that f and g are
continuous on [a, b] and differentiable on (a, b). Suppose further that g 0 is
never zero on (a, b). Then there is some (a, b) such that
f (b) f (a) f 0 ()
= 0 .
g(b) g(a) g ()
Proof. First, we observe that if g(a) = g(b) then Rolles Theorem tells us
that g 0 () = 0 for some (a, b). However, g 0 has no zeros on (a, b), by
hypothesis, and so it follows as noted above that g(a) 6= g(b). Set
(x) = g(b) g(a) f (x) f (b) f (a) g(x) .
Then
(a) = g(b) f (a) f (b) g(a) = (b)
and satisfies the hypotheses of Rolles Theorem. Hence there is some
(a, b) such that 0 () = 0, that is,
g(b) g(a) f 0 () f (b) f (a) g 0 () = 0
or
f (b) f (a) f 0 ()
= 0 ,
g(b) g(a) g ()
as required.
Remark 5.30. Notice that interchanging a and b does not affect the left
hand side of the above equality. This means that we can slightly rephrase
Cauchys Mean Value Theorem to say that for any a 6= b there is some
between a and b such that
f (b) f (a) f 0 ()
= 0 ,
g(b) g(a) g ()
regardless of whether a < b or a > b.
Taylors Theorem
It is convenient to let f (k) denote the k th -derivative of f (whenever it exists).
dk (xj ) dk (xj )
Now, if k > j, then = 0, whereas if k j, then we see that =
dxk dxk
j(j 1) . . . (j (k 1))xjk . This vanishes when x = 0 and so we see that
dk (xj )
=0
dxk x=0
for any k, j N.
Consider the polynomial p(x) = 0 + 1 x + 2 x2 + + m xm . Taking
derivatives and setting x = 0, we find p(0) = 0 , p0 (0) = 1 , p(2) (0) =
22 , p(3) (0) = 3! 3 . In general,
p(k) (0) = k! k .
Department of Mathematics
Functions 103
x2 00 xn1
f (x) = f (0) + x f 0 (0) + f (0) + . . . + f (n1) (0) + Rn (x)
2! (n 1)!
xn (n)
where Rn (x) = f () for some between 0 and x.
n!
Remark 5.32. Note that will generally depend on f , x and also n.
Example 5.33. Let f (x) = ln(1 + x) on, say (1, 3). The derivatives of f are
given by
(1)k+1 (k 1)!
f (k) (x) = for k N.
(1 + x)k
For any x (1, 3), by Taylors Theorem (up to remainder order n + 1), we
may say that
x2 x3 x4
ln(1 + x) = x + + + Rn+1 (x)
2 3 4
where
xn+1 (1)n+2 n! xn+1 (1)n+2
Rn+1 (x) = =
(n + 1)! (1 + )n+1 (n + 1) (1 + )n+1
for some between 0 and x. Now let x = 1. Then f (1) = ln 2 and so
n
ln 2 1 12 + 13 14 + + (1)
n = Rn+1 (1)
(1)n+2
where Rn+1 (1) = for some 0 < < 1.
(n + 1)(1 + )n+1
1
But |Rn+1 (1)| < which means that Rn+1 (1) 0 as n . It
n+1
follows that
X
1 1 1 (1)n+1
ln 2 = 1 2 + 3 4 + ... =
n
n=1
sn1 sn (n)
g(s) = g(0) + s g 0 (0) + 12 s2 g 00 (0) + + g (n1) (0) + g ()
(n 1)! n!
for some between 0 and s. Now, g(s) = f (s + a) and g(0) = f (a).
Furthermore, by the chain rule, we find that g (k) (0) = f (k) (a) and g (n) () =
f (n) ( + a). But if lies between 0 and s then + a lies between a and s + a.
Putting x = s + a, we have s = x a and so = + a lies between a and x.
We arrive at the following version of Taylors Theorem.
Theorem 5.34 (Taylors Theorem for f about a). Suppose f is defined on
some interval (, ) and has derivatives up to order n at all points in (, ).
Suppose also that a (, ) and x (, ). Then
(x a)2 00
f (x) = f (a) + (x a) f 0 (a) + f (a) +
2!
(x a)n1 (n1)
+ f (a) + Rn (x)
(n 1)!
xn (n)
where Rn (x) = f () for some between a and x.
n!
Department of Mathematics
Chapter 6
Power Series
P n
Definition 6.1. A series of the form n=0 an (x ) , where the an are
constants, is called a power series (about x = ).
What can be said about J ? Certainly, 0 J and it could happen that this
is the only element of J. For example, if an = nn , then an xn = (nx)n and so
no matter how small x is, eventually |nx| > 1 provided x 6= 0. This means
105
106 Chapter 6
(i) J = { 0 }.
(iii) J is unbounded.
We can immediately deduce that if J is not bounded, case (iii), then it must
be the whole of R. Indeed, to say that J is not bounded is to say that for
any r > 0, there is some x J with |x| > r. Hence [r, r] J for all r > 0
and so J = R.
Now consider case (ii) and let
P n
A = {r > 0 : n=0 an x converges for x (r, r) } .
converges (absolutely) for all x with |x| < R but diverges for any x with
|x| > R. The behaviour of the power series when |x| = R (i.e., x = R)
requires separate extra discussion and will depend on the particular power
series. Anything is possible.
This discussion is summarized in the following very important theorem.
Department of Mathematics
Power Series 107
Theorem 6.3 (Radius P of Convergence Theorem for Power Series). For any
given power series n=0 a n (x ) n , exactly one of the following three pos-
sibilities applies.
P n
(i) n=0 an (x ) converges only for x = .
P
(ii) There is R > 0 such that n
n=0 an (x ) converges (absolutely)
for all |x | < R but diverges for any x with |x | > R.
P
(iii) n=0 an (x )n converges (absolutely) for all x.
Definition 6.4. The value R above is called the radius of convergence of the
power series. In case (iii), one says that the series has an infinite radius of
convergence.
Examples 6.5.
P
1. Consider n
n=0 x . This series converges if |x| < 1 (by the Ratio Test)
and otherwise diverges, so R = 1. Note that the series diverges at both
of the boundary values x = 1.
2. Consider
X x2 x3
an xn = 1 + x + + + ...
2 3
n=0
x2 x3 x4 x5
1x+ + + ...
2 3 4 5
converges for |x| < 1 and for x = 1 but diverges when x = 1.
3. Formally adding together the two series above, suggests the power series
4. The series
x2 x6 x8
1
+ + ...
2 3 4
converges for |x| < 1 = R and also converges for both x = 1.
5. The series
X xn x2 x3
=1+x+ + + ...
n! 2! 3!
n=0
converges absolutely for all x R, by the Ratio Test.
P
If the power series P n
n=0 an x is differentiated term by term, then the
resulting power series is n=1 nan xn1 . This is called the associated derived
series. The next theorem tells us that this makes sense.
P n
Theorem 6.6. Suppose
P that n1n=0 an x has radius of convergence R > 0.
Then the series n=1 nan x also has radius of convergence equal to R.
(The possibility of an infinite radius of convergence is included.)
Proof.
P Suppose that 0 < |u| < R. Let r > 0 obey 0 < |u| < r < R. Then
|a | r n converges. Since n1/n 1 as n , it follows that there is
n=0 n
some N N such that n1/n < r/ |u| for all n > N . Therefore
RemarkP 6.7. By applying the theorem once again, we see that the power
series n=2 n(n 1) an xn2 also has radius of convergence equal to R. Of
course, we can now apply the theorem again . . .
The big question is whether the derived series is indeed the derivative of
the original power series. We shall now show that this is true.
We recall that Taylors Theorem, with 2nd order remainder for a function
f about x0 , gives
f (2) (c)
f (x) = f (x0 ) + (x x0 )f 0 (x0 ) + (x x0 )2
2!
for some c between x and x0 . Setting f (x) = xk gives the equality
xk xk0 = k (x x0 ) xk1
0 + 21 k(k 1)ck2
k (x x0 )
2
Department of Mathematics
Power Series 109
for some ck between x0 and x. Note that ck may depend on k (as well as x0
and x). If x = x0 + h, then this becomes
has radius of convergence R > 0. Let |x0 | < R be given and let r > 0 obey
0 < |x0 | < r < R. Let h 6= P
0 be so small that |x0 | + |h| < r. This means that
r < x0 + h < r so that n
n=0 an (x0 + h) converges (absolutely). Using
(), we find that
f (x0 + h) f (x0 ) X X
n an xn1
0 = 1
2 h n(n 1)cnn2 .
h
n=1 n=2
Now cn is between x0 and x0 + h and both of these points lie in the interval
(r, r) and so it follows that
P cn (r, r),n2
that is |cn | < r. But then, by
Comparison with the series n=2 n(n1)r , the power series on the right
hand side is convergent. Letting h 0 gives the desired result that
f (x0 + h) f (x0 ) X
f 0 (x0 ) = lim = n an x0n1 .
h0 h
n=1
x2 x3 x4
ln(1 + x) = x + + ...
2 3 4
for any x (1, 1). The radius of convergence, R, of the power series on
the right hand side is R = 1.
Let us begin by guessing that ln(1 + x) = a0 + a1 x + a2 x2 + . . . . If this is to
be true, then putting x = 0, we should have ln 1 = a0 + 0, that is, a0 = 0.
Differentiating term by term and then setting x = 0, we might guess that
d
dx ln(1 + x) |x=0 = a1 . This gives 1 = a1 . Differentiating twice (term by
d2
term) and setting x = 0, we might guess that dx x ln(1 + x) |x=0 = 2a2 , that
x2 x3 x4
g(x) = x + + ... .
2 3 4
We see that this power series converges for x = 1 and so it must converge
absolutely for |x| < 1. (This can also be seen directly by the Ratio Test.)
The series does not converge when x = 1 and so we deduce that its radius
of convergence is R = 1. For any x with |x| < R = 1, the power series
can be differentiated and the derivative is that obtained by term by term
differentiation. Hence
g 0 (x) = 1 x + x2 x3 + . . .
Department of Mathematics
Chapter 7
X (1)n x2n+1 x3 x5 x7
sin x = =x + + ...
(2n + 1)! 3! 5! 7!
n=0
X (1)n x2n x2 x4 x6
cos x = =1 + + ...
(2n)! 2! 4! 6!
n=0
X xn x2 x3
exp x = =1+x+ + + ... .
n! 2! 3!
n=0
Each of these power series converges absolutely for all x R (by the Ratio
Test) so they have an infinite radius of convergence.
Remark 7.2. These are the definitions and so each and every property that
these functions possess must be obtainable from these definitions.
111
112 Chapter 7
so that
d d x3 x5 x2 x4
sin x = x + ... = 1 + = cos x
dx dx 3! 5! 2! 4!
d d x2 x4 x3 x5
cos x = 1 + . . . = x + + = sin x
dx dx 2! 4! 3! 5!
d d x2 x3 x2
exp x = 1+x+ + + ... = 0 + 1 + x + + = exp x .
dx dx 2! 3! 2!
We shall establish further familiar properties.
Theorem 7.3. For any x R, sin2 x + cos2 x = 1.
Proof. Let (x) = sin2 x + cos2 x. Then we calculate the derivative
Remark 7.4. Since both terms sin2 x and cos2 x are non-negative, we can say
that 1 sin x 1 and also 1 cos x 1 for all x R. The functions
sin x and cos x are bounded (by 1). This is not at all obvious just by
looking at the power series in their definitions.
Theorem 7.5 (Addition Formulae). For any a, b R, we have
Proof. Let (x) = sin( x) cos x + cos( x) sin x. Then we see that
Department of Mathematics
The elementary functions 113
follow by replacing b by b and using the facts that sin(b) = sin b whereas
cos(b) = cos b. Notice further that if we set a = x and b = x in this last
formula, then we get
The number
The elementary geometric approach to the trigonometric functions is by
means of triangles and circles. The number makes its appearance in the
formula relating the circumference and the radius of a circle (or giving the
area A = r2 of a circle of radius r). For us here, we must always proceed via
the power series definitions of the trigonometric functions. The identification
of begins with some preliminary properties of the functions sin x and cos x.
Lemma 7.7.
(i) sin x > 0 for all x (0, 2) .
(ii) cos 2 < 0 .
Proof. (i) Taylors Theorem (up to order 2) says that
x2 00
f (x) = f (0) + x f 0 (0) + f (c)
2!
for some c between 0 and x. With f (x) = sin x, we obtain
x2 x2
sin x = 0 + x sin(c) x
2 2
for some c between 0 and x. We have used the facts that sin 0 = 0, cos 0 = 1
and sin(c) 1. Hence
sin x x 12 x2 = 1
2 x(2 x) > 0
(ii) Applying Taylors Theorem (up to order 4), we may say that there
is some between 0 and x such that
x2 x4
cos x = 1 0 +0+ cos .
2! 4!
But cos 1 and so
x2 x4
cos x 1 + .
2 4!
Putting x = 2 gives
4 16 2 1
cos 2 1 + = 1 + =
2 24 3 3
Proof. We know that cos 0 = 1 and we have just seen that cos 2 < 0. It
follows by the Intermediate Value Theorem (applied to the function cos x
on the interval [0, 2]) that there is some (0, 2) such that cos = 0.
We must now show that there is only one such . To see this, suppose
that cos = 0 for some (0, 2) with 6= . Then by Rolles Theorem,
there is some between and such that dxd
cos xx= = 0, that is, sin = 0.
But we have shown that sin x > 0 on (0, 2). This gives a contradiction and
so we conclude that there can be no such . In other words, there is a unique
with 0 < < 2 such that cos = 0.
All we can say at the moment is that 0 < < 4. It is known that is
irrational and its decimal expansion is known to some two million decimal
places. Curiously enough, it seems that each of the digits 0, 1, . . . , 9 appears
with about the same frequency in this expansion.
sin(x + 2) = sin x
cos(x + 2) = cos x .
Proof. By its very definition, we know that cos( 12 ) = 0. But since we have
the identity sin2 x + cos2 x = 1, it follows that sin( 21 ) = 1. However, we
have seen that sin x > 0 on (0, 2) and so it follows that sin( 12 ) = 1.
Department of Mathematics
The elementary functions 115
(ii) exp 0 = 1.
Proof. (i) As already noted, this follows because the derivative of the power
series is that power series got by differentiating term by term.
(ii) Putting x = 0 in the power series gives exp 0 = 1.
(iii) Fix u R and set (x) = exp x exp(u x). Then
for all x R. It follows that (x) is constant, so that (x) = (0). But
(0) = exp u and so (x) = exp u. Letting u = a + b and x = a, we find
that exp a exp b = exp(a + b), as required.
(iv) From the above, we find that exp x exp(x) = exp 0 = 1 and so
exp(x) = 1/ exp x.
so the two interpretations actually agree. What about, say, e1/2 ? This is
interpreted as either exp( 12 ) or as the square root of e. But
= exp p = exp(1
|+1+
{z + 1})
p terms
p
= exp 1 exp 1 = e
| {z }
p factors
Remark 7.13. This result clarifies the symbolism ex . This can always be
considered as shorthand notation for exp x, but if x is rational, then it can
also mean the xth power of the real number e. In this (rational) case, the
values are the same, as the theorem shows, so there is no ambiguity.
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The elementary functions 117
Remark 7.14. We have seen that the power series expression for exp x tells us
d
that dx exp x = exp x and exp 0 = 1. These properties completely determine
exp x. In fact, if (x) is the power series (x) = a0 + a1 x + a2 x2 + . . . , then
the requirement that 0 (x) = (x) demands that
since 0 (x) = (x). Fix u R and let (a, b) be any interval in R such that
both u (a, b) and 0 (a, b). Then g 0 is zero on the interval (a, b) and
so g is constant there. In particular, g(u) = g(0). However, by construction,
g(0) = (0) exp 0 = 1 and so g(u) = g(0) = 1. Hence (u) exp(u) = 1
and we finally arrive at the required result that (u) = exp u.
The function exp x has further interesting properties.
Theorem 7.15. The function exp x obeys the following.
(i) The map x 7 exp x is one-one from R onto (0, ). In fact, exp x
is strictly increasing on R.
It is clear from the power series definition (with x = 1) that e > 1+1 = 2.
We can easily obtain an upper bound for e via Taylors Theorem. Indeed,
exp(k) (x) = exp(x) for any k N and exp(0) = 1, so by Taylors Theorem
up to remainder of order 3, we have
x2 x3
exp(x) = 1 + x + + exp(cx )
2! 3!
for some cx between 0 and x. If x = 1, then c1 < 1 and so ec1 < e and we
get
e (1 + 1 + 12 ) = 16 ec1 < 16 e ,
that is,
e < 3.
We can profitably pursue this method of estimation. Taylors Theorem up
to remainder of order m + 1 gives
x2 xm
ex = 1 + x + + + + Rm+1
2! m!
xm+1
where Rm+1 = (m+1)! ecx . Now setting x = 1 and noting the inequalities
3
0 < ec1 < e < 3, we see that 0 < Rm+1 < (m+1)! .
3 1
However, if m 3, then (m+1)! < m! and we deduce that
1 1 1
0 < e 1 + 1 + + + < . ()
2! m! m!
This can be rewritten as
1 1 1 1 1
1 + 1 + + + < e < 1 + 1 + + + +
2! m! 2! m! m!
for any m 3. These estimates allow us to prove the following interesting
fact.
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The elementary functions 119
In fact, we can prove more, namely that all powers and roots of powers
are irrational. That is, ep/q is irrational for any p, q Z with p 6= 0 and
q 6= 0. (If q = 0, then p/q does not make any sense. If q 6= 0 but p = 0, then
we have ep/q = e0 = 1 which is rational.) In order to show this, we need a
few preliminary results.
xn (1 x)n
Lemma 7.18. For given n N, let f (x) = . Then
n!
2n
1 X
(i) f (x) = cm xm , with cm Z.
n! m=n
Proof. (i) The Binomial Theorem tells us that (1 x)n can be written as
(1 x)n = a0 + a1 x + a2 x2 + + an xn
(1 x)n+1 = a0 + a1 x + a2 x2 + + an xn
x(a0 + a1 x + a2 x2 + + an xn )
= a0 + (a1 a0 )x + (a2 a1 )x2 +
+ (an an1 )xn an xn+1 .
dk f (1 x) dk f (u)
k
= (1)k .
dx duk
Hence, using the equality f (x) = f (1 x) = f (u), we get
dk f (x) dk f (1 x) k
k d f (u)
f (k) (x) = = = (1)
dxk dxk duk
for all x. Putting x = 1 gives u = 0 and so f (k) (1) = (1)k f (k) (0). However,
we know that f (k) (0) Z and so (1)k f (k) (0) Z. That is, f (k) (1) Z, as
claimed.
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The elementary functions 121
Now, by part (i) of Lemma 7.17, f (x) has degree 2n and so f (k) (x) = 0 for
all k > 2n. Hence, differentiating the formula above, we find that
It follows that
d sx
I= e F (x) = s esx F (x) + esx F 0 (x)
dx
= esx sF (x) + F 0 (x)
= s2n+1 esx f (x) .
Hence
Z 1 h i1
s2n+1 esx f (x) dx = esx F (x)
0 0
s
= e F (1) F (0)
p
= q F (1) F (0)
q I = p F (1) q F (0) .
Now, s N and by Lemma 7.17 we know that f (k) (0) Z and f (k) (1) Z
for all k 0. It follows from the expression for F (x) that both F (0) Z
and F (1) Z. Hence q I Z. Furthermore, the integrand in the formula
for I is positive on (0, 1) and so I > 0. It follows that q I N.
Now, by Lemma 7.17 again, 0 < f (x) < 1/n! for 0 < x < 1 and esx < es
for x < 1 and so
Z 1
0 < qI = q s2n+1 esx f (x) dx
0
Z 1
2n+1 1
< qs esx dx
0 n!
1 p s2n+1
< q s2n+1 es =
n! n!
<1
by our very choice of n at the start. However, there are no integers strictly
between 0 and 1 so we have finally arrived at our contradiction and we
conclude that es is irrational for every s N.
Let m N. Since em = 1/em and we have just shown that em / Q, it
follows that em / Q and so we may conclude that es
/ Q for all s Z\{ 0 }.
Now let r Q \ { 0 }. Write r = m/n for m Z \ { 0 } and n N. If
er were rational, it would follow that em = (em/n )n = (er )n is also rational.
But we know that em is irrational for every m Z \ { 0 } and so it follows
that er is irrational and the proof is complete.
Compound Interest
If one pound is invested for one year at an annual interest rate of 100r% and
compounded at n regular intervals, the compound interest formula states
that its value on maturity is (1 + r/n)n pounds. This value is approximately
equal to er . We shall see why this is so.
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The elementary functions 123
n(n1)...(n(k1))
where bk (n) = k! nk
1 1 n1 1 n2 . . . 1 (k1)
= 1
k! n .
j
Now, as n increases, j/n decreases and so 1 n increases. In other
words, for each fixed k n, bk (n) < bk (n + 1). It follows that
n+1
X n
X
xn+1 = bk (n + 1) rk = bk (n + 1) rk + bn+1 (n + 1) rn+1
k=0 k=0
n
X
> bk (n) rk = xn
k=0
1
bk (n)
k!
so we see that
n
X n
X rk
xn = bk (n) rk < er
k!
k=0 k=0
|sn er | < 1
5 .
N N
X X
bk (n) rk 1
rk < 1
.
k! 5
k=0 k=0
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The elementary functions 125
The logarithm
The logarithm is defined via the exponential function. We know that exp x
maps R one-one onto (0, ). This means that to each x (0, ) there is
one and only one v R such that exp v = x.
Definition 7.23. For x (0, ), log x is the value v R such that exp v = x.
Remark 7.24. The notation ln x is also used for the function log x here. The
notation ln emphasizes the fact that this is the logarithm to base e, the
so-called natural logarithm.
(iii) We have
(iv) Suppose that a < b. Then elog a = a < b = elog b and so we have
log a < log b because exp x is strictly increasing.
Now let M > 0 be given. Set m = eM . Then if x > m, it follows that
log x > log m, that is, log x > log(eM ) = M .
log x v
= v.
x e
Proof. Let s (0, ) be given and let > 0 be given. We know that the
function t 7 et is strictly increasing, that is, < if and only if e < e .
This means that
< t < e < et < e .
Therefore log s < x < log s + or |log x log s| < and it follows that
log x is continuous at s.
Theorem 7.27. The function log x is differentiable at every s > 0 and its
d
derivative at s is 1/s. (In other words, dx log x = 1/x on (0, ).)
Proof. Let s (0, ) be given and let h be small but h 6= 0. We must show
that the Newton quotient h1 (log(s+h)log(s)) approaches 1/s as h 0. To
see this, let v = log s and let k = log(s+h)log s, so that log(s+h) = v +k.
The continuity of log x at s implies that log(s + h) log(s) as h 0, that
is, k 0 as h 0. In terms of v and k, we have
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The elementary functions 127
For any positive real number a, we know what the power ak means for
any k N. We also know what ap/q means for p, q N: it is the real
number whose q thpower is equal to ap . However, it is not at all clear what
a power such as 3 2 means. We would like to set up a reasonable definition
for powers such as this. We need some preliminary results.
Proposition 7.28. For any a > 0 and m, n N,
log(am/n ) = m
n log(a) .
Proof. First note that log(sk ) = k log(s) for any s > 0 and k N. We shall
verify this by induction. For k N, let P (k) be the statement log(sk ) =
k log(s). Evidently, P (1) is true. Using the previous proposition, we see
that
log(sk+1 ) = log(sk s) = log(sk ) + log(s) = k log(s) + log(s) = (k + 1) log(s)
if P (k) is true. Hence the truth of P (k + 1) follows from that of P (k) and
so, by induction, we conclude that P (k) is true for all k N.
Let t = a1/n so that tn = a and tm = am/n . We have
n log(am/n ) = n log(tm )
= nm log(t)
= m log(tn )
= m log(a)
m
and it follows that log(am/n ) = n log(a).
1/am/n = 1/ exp( m m
n log(a)) = exp( n log(a)). Hence a = e
r r log a for any
r
a > 0 and any r Q. Now, the left hand side, a , makes no sense unless r is
rational but the right hand side, namely, er log a (which is short-hand notation
for exp(r log a)), is well-defined for any real number r. This suggests the
following definition of the power as for any s R.
as = es log a .
since log e = 1. This is in agreement with our penchant for using the short-
hand notation es = exp s, so everything works out alright; that is, we can
think of the expression es as being the power, as defined above, or as an
abbreviation for the exponential, exp s. These are the same thing. The next
proposition tells us that the expected power laws hold.
Similarly,
as required.
Proof. From the definition, f (x) = xa = ea log x and so the standard rules
of differentiation imply that
a a log x xa
f 0 (x) = e =a = a xa1
x x
as claimed.
Department of Mathematics