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TAM5B

REAL ANALYSIS
Unit : I to V
TM

Unit I -Syllabus
• Sets and elements
• Operation on sets
• Functions
• Real Valued Function
• Equivalence
• Countability
• Least upper bound

TAM5B– Real Analysis 2


TM

Sets and Element


Sets is the collection of well defined object
in the Sets are called its element or points

Definition: If b is an element of a set A we write


b ∈ A. If b is not an element A.we write b ∉ A.
Definition: If A and B are sets then A ∪ B is
the set of all elements in A or B
A ∪ B= { x / x ∈ A or x ∈ B}.

TAM5B – Real Analysis 3


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Definition
If A and B are sets then (B − A) is the set of all
elements of B which are not the element of A
(B − A)= { x / x ∈ B, x ∉ A}.

De-Morgan's Theorem:
If A and B are subsets of S then
( A  B )′ = A′  B′
( A  B )′ = A′  B′

TAM5B – Real Analysis 4


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Theorem
If f : A → B and if X ⊂ B;Y ⊂ B then
f −1 ( X  Y ) = f −1 ( X )  f −1 (Y )
Inwords, the inverse image of the unions of two
sets is the union of two inverse image.
Theorem: If f : A → B and if X ⊂ B;Y ⊂ B then
f −1 ( X  Y ) = f −1 ( X )  f −1 (Y )
Inwords, the inverse image of the
intersection of two sets is the intersection
of the inverse image.

TAM5B– Real Analysis 5


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Theorem
If f : A → B and if X ⊂ A;Y ⊂ A
then
f ( X  Y ) = f ( X )  f (Y )
Characteristic Function of A :

If A ⊂ s, then χ A called the characteristic


function of A is defined as
{ ∈A
χ A ( x) = 10 xx∉ A
Here s is the univeral set.

TAM5B– Real Analysis 6


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Defintion
If f : A → B, then f is called
one-to-one if f (a1 ) = f (a2 ) implies a1 = a2 .

One-one corresponding:

If f : A ⇒ B and f is one-one, then f


is called a one-one corresponding between
A and B.

TAM5B– Real Analysis 7


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Equivalent
If there exists a one-one correspondence
between the sets A and B are called equivalent.
Theorem: The set A is said to be countable
if A is equivalent to the set I of positive
integers. An uncountable set in an infinite
set which is not countable.

TAM5B– Real Analysis 8


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Lemma
If A and B are countable then
A  B is also countable.

Theorem: If A1 , A2 .....are countable sets then A
n =1
n

is connected.Inwords, the countable unions of


countable sets is countable.

Corollary: The set of all rational number is


countable.

TAM5B – Real Analysis 9


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Theorem
If B is an infinite subset of the countable set A1
then B is countable.
Inwords infinite subset of a countable
set is countable.

Corollary: The set of all rational number


in [0,1] is countable.

Theorem: If B is a countable subset of an


uncountable set A, then A − B is uncountable.

TAM5B– Real Analysis 10


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Lemma
The set of all irrational numbers is
uncountable.

Theorem: The set [0,1


=] { x / 0 ≤ x ≤ 1}
is uncountable.

Corollary: The set R of all real numbers is


uncountable.

Cantor Set: The Cantor set K is the set of


all number x in [0,1] which have a ternary
expansion without the digit 1.
TAM5B – Real Analysis 11
TM

Bounded above
The subset A ⊂ R is said to be bounded above
if there exists a number N ∈ R such that
x ≤ N for ever x ∈ A.

Bounded below: The subset A ⊂ R is said to be


bounded below if there exists a number M ∈ R
such that M ≤ x for every x ∈ A.
Bounded: If A is both bounded above and bounded
below then A is said to be bounded set.

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Upper Bound
If A ⊂ R is bounded above is called an upper bound for
A if x ≤ N for all x ∈ A.

Lower Bound: If A ⊂ R is bounded below then M is called


an lower bound for A if M ≤ x for all x ∈ A.

Least Upper Bound: Let the subset A of R be bounded


above. The number L is called the LUB for A if
( i ) L is the upper bound.
( ii )No number smaller than L is an upper
bound for A.

TAM5B – Real Analysis 13


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Greatest Lower Bound


Let the subset A of R be
bounded below. The number L is called the
GUB for A if
( i ) L is the upper bound for A.
( ii ) No number greater than L is an lower
bound for A.

Theorem: If A is any nonempty subset of R


that is bounded below, then A has a greatest
lower bound in R.

TAM5B – Real Analysis 14


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To know more about Operation of sets


and Countable set
https://www.youtube.com/watch?v=gl4OG-4J7Bo

https://www.youtube.com/watch?v=HhKiwfAQdpU

https://www.youtube.com/watch?v=tr3fPL155vM

TAM5B– Real Analysis 15


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Unit II- Syllabus


• Sequence and Subsequence
• Limit of a Sequence
• Convergent Sequence
• Divergent Sequence
• Bounded Sequence
• Monotone Sequence

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Sequence
A sequence s={si }i =1 of real number is

a function from I (the set of positive integers)


into R (the set of real numbers).

Subsequence of a sequence: If {sn }n=1 is a


sequence of real numbers and N = {ni }i =1 is


a subsequence of the sequence of positive


integers, then the composite function SoN
is called a subsequence of s.

TAM5B-Real Analysis 17
TM

Definition
Let {sn }n=1 be a sequence of real number.

we say that sn approach the limit L as n


approaches infinity if for every ε >0 there
is a positive integer N such that
sn − L < ε . (n ≥ N )

Theorem: If {sn }n=1 is a sequence of


non-negative numbers and if


= lim sn L, then L ≥ 0.
n→∞

TAM5B – Real Analysis 18


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Definition
If the sequence of real number {s n }n=1 has

the limit L, we say that {sn }n=1 is convergent to


L. If {sn }n=1 does not have a limit. we say that


{sn }n=1 is divergent.


Corollary: All subsequence of a convergent


sequence of real numbers converges to
the same limit.

TAM5B – Real Analysis 19


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Definition

Let {sn }n=1 be a sequence of real numbers.


we say that sn approaches infinity as n


approaches if for any real number M > 0
there is a positive integer N such that
sn ≥ M ( n ≥ N ).

TAM5B – Real Analysis 20


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Definition

Definition: Let {sn }n=1 be a sequence of


real numbers. we say that sn approaches


minus infinity as n approaches if for any real
number M > 0 there is a positive integer N
such that
sn < − M (n ≥ N ).

TAM5B – Real Analysis 21


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Definition
{sn }n=1 of real numbers

If the sequence
diverges but does not diverges to infinity
and does not diverge to minus infinity, we
say that {s n }n=1 oscillates.

Example: A sequence which oscillates

{( -1) }
n ∞
in
n =1

TAM5B – Real Analysis 22


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Definition
The sequence {sn }n=1 is bounded above if

the range of {sn }n=1 is bounded above. Similarly, we say


that {sn }n=1 is bounded below or bounded if the range of


{sn }n=1 is respectively bounded below or bounded,


Thus {sn }n=1 is bounded if and only if there exists M ∈ R


such that sn ≤ N .

TAM5B – Real Analysis 23


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Definition

If the sequence of real numbers {s n }n=1 is convergent,


then {sn }n=1 is bounded. we can say that every convergent


sequence is bounded.

TAM5B – Real Analysis 24


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Monotone Sequence

If {sn }n=1 be a sequence of real


number. If s1 ≤ s2 ≤ .... ≤ sn ≤ sn+1 ≤ then {sn }n=1


is called nondecreasing sequence.

TAM5B – Real Analysis 25


TM

Monotone Sequence

If {sn }n=1 be a sequence of real


number. If s1 ≥ s2 ≥ .... ≥ sn ≥ sn+1 then {sn }n=1


is called nonincreasing sequence.

TAM5B – Real Analysis 26


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Theorem
A nondecreasing sequence which is bounded
above is convergent.


 1  
n

Corollary: The sequence  1+   is
 n  
 n=1
covergent.
Theorem: A nondecreasing seqyence which is
not bounded above diverges to infinity.

TAM5B – Real Analysis 27


TM

To know more about Sequences

https://www.youtube.com/watch?v=lfZGtjSWcQs

https://www.youtube.com/watch?v=-XRQovTI04Q

TAM5B– Real Analysis 28


TM

Unit III- Syllabus

• Operations on Convergent Sequences


• Operations of divergent sequence
• Limit superior and inferior
• Cauchy Sequence

TAM5B– Real Analysis 29


TM

Theorem
The subset E of R ' is said to be of measure
zero if for each ε >0 there exsits a finite or
countable number of open intervals I1 , I 2 ....
such that E ⊂  n I n and ∑ I n < ε .
n

Theorem: If each of the subsets E1 , E2 .... of R '



is of measure zero, then E n is also of measure zero.
n=1

TAM5B – Real Analysis 30


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Theorem
a ) If 0<x < 1, then { x} n ∞
converges to 0.
n =1

b) If 1<x < 1, then { x }



n
diverges to ∞.
n =1

If {sn }n 1 =
and {tn }n 1 are sequence of real
∞ ∞
Theorem:
=
=
numbers,lim sn L= and if lim tn M
n→∞ n→∞
then lim ( sn − tn ) =L − M .
n→∞

TAM5B – Real Analysis 31


TM

Definition

If {sn }n 1 =
and {tn }n 1 are convergent sequence of real
∞ ∞
=
numbers and = if lim sn L= , lim tn M then
n→∞ n→∞
L ≤ M for sn ≤ tn .

Lemma: If {sn }n=1 is a sequence of real numbers which


converges to L, then {s }
2 ∞
n n =1 converges
to L2 .

TAM5B– Real Analysis 32


TM

Theorem
If {s } and {t } are sequence of real numbers,if
∞ ∞
=n n 1=n n 1
=lim sn L= and if lim tn M then
n→∞ n→∞
lim sntn = LM .
n→∞

Theorem: If {tn }n=1 is a sequence of real number,if


=lim tn M where M ≠ 0 then


n→∞
1  1 
lim   =  .
 n M
n→∞ t

TAM5B– Real Analysis 33


TM

Theorem
If {s } and {t } are sequence of real
∞ ∞
=n n 1=n n 1
=
numbers,if lim sn L=
and if lim tn M
n→∞ n→∞
 sn  1
where M ≠ 0 then lim   = .
n→∞ t
 n M
{ n }n 1 = { n }n 1 are sequence of real
∞ ∞
Theorem:
=
If s and t
numbers then diverge to infinity, then so do their
is {sn + tn }n 1 =
and {sntn }n 1
∞ ∞
sum and product. That =
diverges to infinity.

TAM5B– Real Analysis 34


TM

Theorem
If {s } and {t } are sequences of real number
∞ ∞
=n n 1=n n 1

if {s } diverges to infinity and it {t } is


∞ ∞
n n 1= n n 1

bounded, then {s + t } diverges to infinity.



n n n=1

Theorem: If {sn }n=1 diverges to infinity and if


{tn }n=1 converges, then {sn + tn }n=1 diverges


∞ ∞

to infinity.

TAM5B – Real Analysis 35


TM

Theorem
If {sn }n=1 is a sequence of real numbers

that is not bounded above then


lim sup sn = ∞.
n→∞

Theorem: If {sn }n=1 is a convergent


sequence of real numbers, then


lim sup sn = lim sn
n→∞ n→∞

TAM5B– Real Analysis 36


TM

Theorem
Let {sn }n=1 be a sequence of real numbers

that is bounded below, and let


mn = g .l.b {sn , sn+1 , sn+2 .....}
a ) If {mn }n=1 converges, we define

lim inf sn to be lim mn


n→∞ n→∞
b) If {m }

n n =1 diverges to infinity.

TAM5B – Real Analysis 37


TM

Theorem

If {sn }n=1 is a convergent sequence of real


number then
lim inf sn = lim sn .
n→∞ n→∞

Theorem: If {sn }n=1 is a sequence of real


numbers, then
lim inf sn ≤ lim sup sn .
n→∞ n→∞

TAM5B– Real Analysis 38


TM

Theorem
If {sn }n=1 is a sequence of real numbers and

=
if lim sup sn lim= inf sn L where L ∈ R, then
n→∞ n→∞
{s }

n n =1 is convergent and lim sn = L.
n→∞

Theorem:If {sn }n=1 is a sequence of real


numbers and if lim sup sn = ∞ = lim inf sn ,


n→∞ n→∞
then sn diverges to infinity.

TAM5B-Real Analysis 39
TM

Theorem
If {s } and {t } are bounded sequence,
∞ ∞
=n n 1=n n 1
of real numbers and sn ≤ tn (n ∈ I ),
then
lim sup sn ≤ lim sup tn and
n→∞ n→∞
lim inf sn ≤ lim inf tn
n→∞ n→∞

{s } {t }
∞ ∞
=
If
n n 1=n n 1 and are bounded
sequence of real number, then
lim sup ( sn + tn ) ≤ lim sup sn + lim sup tn
n→∞ n→∞ n→∞

lim inf ( sn + tn ) ≥ lim inf sn + lim inf tn


n→∞ n→∞ n→∞

TAM5B – Real Analysis 40


TM

Theorem
Let {sn }n=1 be a bounded sequence of real

numbers
a) sn < M + ε for all but a finite number of
values of n.
b) sn > M − ε for infinitely many values of n
c) sn > M − ε for all but a finite number of
values of n.
d ) sn < M + ε for infinitely many values of n

TAM5B – Real Analysis 41


TM

Theorem
Any bounded sequence of real numbers has
a convergent subsequence.
{sn }n=1 be a sequence of real

Definition: Let

{sn }n=1 is called a cauchy



number then
sequence if for any ε >0 there exists an
N ∈ I such that
sm − sn < ε (m, n ≥ N )

TAM5B – Real Analysis 42


TM

Theorem
Every convergent sequence is a
cauchy sequence.
Theorem: Every cauchy sequence is a
bounded sequence.
Theorem: Every cauchy sequence is
convergent.
To know more about Limit Superior and
inferior and Cauchy sequence
https://www.youtube.com/watch?v=BvZTyzDZV9k

https://www.youtube.com/watch?v=Z2tLqU8rCP4

TAM5B – Real Analysis 43


TM

Unit IV- Syllabus

• Convergence and divergence series with non


negative numbers
• Alternating series
• Conditional convergence and absolute convergence
• Class I

TAM5B– Real Analysis 44


TM

Definition

The infinite series ∑a
n=1
n is an ordered pair

{an }n 1 =
,{sn }n {an }n
∞ ∞ ∞
= 1
where = 1
is a sequence
of real numbers and
sn = a1 + a2 + ... + an ( n ∈ I )
The number an is called the nth term of the
series. The number sn is called the nth partial
sum of the series.

TAM5B– Real Analysis 45


TM

Definition

Let ∑a
n=1
n be a series of real numbers with partial

sum sn = a1 + a2 + ... + an . If the sequence {sn }n=1



converges to A ∈ R, we say that the series ∑a
n=1
n

converges to A. If {sn }n=1 divergers, we say that


∑a
n=1
n diverges.

TAM5B – Real Analysis 46


TM

Theorem
∞ ∞
If ∑a
n=1
n converges to A and ∑b
n=1
n converges to

B, then ∑ (a
n=1
n + bn ) converges A + B. Also if

c ∈ R then ∑ ca
n=1
n converges to cA.

Theorem: If ∑a
n=1
n is a convergent series then

lim an = 0.
n→∞

TAM5B – Real Analysis 47


TM

Theorem

If ∑a
n=1
n is a series of non-negative number

with sn = a1 + a2 + ... + an ( n ∈ I ), then



a)∑ an converges if the sequence {sn }n=1 is

n=1

bounded.

b)∑ an diverges if {sn }n=1 is not bounded.

n=1

TAM5B– Real Analysis 48


TM

Theorem

1
a ) If 0<x < 1, then ∑ x converges to
n
.
n=0 1-x

b) If x ≥ 1, then ∑ diverges.
x
n=0
n


1
Theorem: The series ∑ is convergent.
n=0 n

TAM5B – Real Analysis 49


TM

Theorem

If ∑a
n=1
n is a divergent series of positive

numbers, then there is a sequence {ε n }n=1


of positive numbers which converges to



zero but for which ∑ε a
n=1
n n still diverges.

TAM5B – Real Analysis 50


TM

Fundamental Theorem on Alternating


Series
If {an }n=1 is a sequence of positive numbers

such that
a) a1 ≥ a2 ≥ ... ≥ an+1 ≥ .....and
b) lim an = 0 then the alternating series
n→∞

∑ ( -1)
n +1
an is convergent.
n=1

TAM5B – Real Analysis 51


TM

Corollary

Let ∑a
n=1
n be a series of real number
∞ ∞
a) If ∑a
n=1
n converges, we say that ∑ an
n=1
converges absolutely.
∞ ∞
b)If ∑a
n=1
n converges but ∑a
n=1
n diverges,

we say that ∑a
n=1
n converges conditionally.

TAM5B-Real Analysis 52
TM

Theorem
∞ ∞
If ∑a n=1
n converges absolutely, then ∑a
n=1
n

converges.

Theorem:If ∑a
n=1
n is a series of real numbers.
Let
pn = an if an > 0
=pn 0 if an ≤ 0.

TAM5B – Real Analysis 53


TM

Comparison Test for Absolute


Convergence
∞ ∞ ∞
If ∑a n=1
n is dominated by ∑b
n=1
n where ∑b
n=1
n


converges absolutely, then ∑a
n=1
n

also converges absolutely.


∞ ∞ ∞
i.e) ∑a
n=1
n  ∑b
n=1
n and ∑b
n=1
n <∞

then∑ an <∞
n=1

TAM5B – Real Analysis 54


TM

Theorem
∞ ∞
If ∑a
n=1
n is dominated by ∑b
n=1
n and
∞ ∞

∑a
n=1
n ∞, then ∑ bn =
= ∞.
n=1
∞ ∞ ∞
i.e) if
n=1
∑a n  ∑b
n=1
n and ∑a
n=1
n = ∞

then ∑b
n=1
n = ∞.

TAM5B– Real Analysis 55


TM

Cauchy Condensation Test


{an }n =1 is a nonincreasing sequence

If

of positive numbers and if ∑2
n=0
n
a2n

converges then∑ an converges.
n=1

{an }n =1 is a nonincreasing

Theorem:If
sequence of positive numbers and if
∞ ∞

∑2
n=0
n
a2n diverges then∑ an diverges.
n=1

TAM5B – Real Analysis 56


TM

The Schwarz Inequality

{ n }n 1 = { n }n 1
∞ 2 ∞
If
=
s= s and t= t are in l , then

∑s t
n=1
n n is absolutely convergent and
1/ 2 1/ 2

 2

 2

∑ sntn ≤  ∑ sn   ∑ tn 
n=1 =  n 1=  n1 

TAM5B – Real Analysis 57


TM

The Minkowski Inequality

{ n }n 1 = { n }n 1
∞ ∞2
If
=
s= s and t= t are in l , then
s+t={sn + tn }n=1 is in l and
∞ 2

1/ 2 1/ 2 1/ 2
 2 

2  2
∞ ∞

 ∑ ( sn + t n )  ≤  ∑ sn  +  ∑ t n 
=n 1 =   n 1=  n1 

TAM5B-Real Analysis 58
TM

To know more about the Series of


Function
https://www.youtube.com/watch?v=AtbZZiSLemQ

https://www.youtube.com/watch?v=KNrEAJeRIdo

https://www.youtube.com/watch?v=av947KCWf2U

https://www.youtube.com/watch?v=ORTI4kk1okM

TAM6B-Real Analysis 59
TM

Unit V- Syllabus

• Limit of a function on a real line


• Metric Spaces
• Limits in metric spaces
• Function continuous on a metric space

TAM6B-Real Analysis 60
TM

Limit of a function on the real line


We say that f ( x) approaches L as x
approaches a if given ε >0 there exists δ > 0
such that
f ( x) − L < ε (0< x − a < δ ).

Theorem:= If lim f ( x) L= and lim g ( x) M ,


x →a x →a
then f ( x) + g ( x) has a limit as x → a and
infact, lim [ f ( x) + g ( x)] =
L + M.
x →a

TAM5B – Real Analysis 61


TM

Definition
We say that f ( x) approaches L as x
approaches ∞ if given ε >0 there exists M ∈ R
such that
f ( x) − L < ε (x > M )

Definition: We say that f ( x) approaches L as x


approaches a from the right if given ε >0
there exists δ >0 such that
f ( x) − L < ε (a < x < a + δ )

TAM5B – Real Analysis 62


TM

Definition
If f is a real-valued function on an interval
J ⊂ R. we say that f is nondecreasing on J if
f ( x) ≤ f ( y ) (x < y; x, y ∈ J )
we say that f is nonincreasing on J if
f ( x) ≥ f ( y ) (x < y; x, y ∈ J )
we say that f is monotone if f is either
nondecreasing or nonincreasing.

TAM5B– Real Analysis 63


TM

Theorem
Let f be a nondecreasing function on the
bounded open interval ( a,b ). If f is bounded
above on ( a, b ) , then
lim f ( x) exists.
x →b −
Also if f is bounded below on
( a,b ) then
lim f ( x) exists.
x →a +

TAM5B– Real Analysis 64


TM

Theorem
Let f be a nonincreasing function on the
bounded open interval ( a,b ). If f is bounded
above on ( a, b ) , then
lim f ( x) exists.
x →b −
Also if f is bounded below on
( a,b ) then
lim f ( x) exists.
x →a +

TAM5B– Real Analysis 65


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Corollary
Let f be a momotone function on the open interval
( a, b ) and if c ∈ ( a, b ) , then xlim
→c +
f ( x) and
lim f ( x) both exists.
x →c −

TAM5B – Real Analysis 66


TM

Definition
Let M be any set, A metric for M is a function
ρ with domain M × M and range contained
in [ 0, ∞ ) such that
ρ ( x, x ) 0 (x ∈ M )
ρ ( x, y ) > 0 (x, y ∈ M , x ≠ y )
ρ ( x, y ) = ρ ( y , x ) (x, y ∈ M )
ρ ( x, y ) ≤ ρ ( x, z ) + ρ ( z, y ) (x, y, z ∈ M )

TAM5B– Real Analysis 67


TM

Convergency of Metric Space

Let M , ρ be a metric space and let


{sn }n=1 be a sequence of points in M . We

say that sn approaches L as n approaches


infinity if given ε >0 there exists N ∈ I
such that
ρ ( sn , L ) < ε (n ≥ N )

TAM5B – Real Analysis 68


TM

Definition

Let M , ρ be a metric space and let


{sn }n=1 be a sequence of points in M .

We say that {sn }n=1 is a cauchy sequence


if given ε >0 there exists N ∈ I


such that
ρ ( sm , sn ) < ε (m, n ≥ N )

TAM5B –Real Analysis 69


TM

Theorem

Every convergent sequence is a


cauchy sequence in a metric space.

Definition: we say that the function


f is continuous at a ∈ R if
1

lim f ( x) = f ( a ).
x →a

TAM5B – Real Analysis 70


TM

Theorem
If the real-valued functions f and g
are continuous at a ∈ R1 then so f + g ,
f − g , fg . If g(a) ≠ 0, then f / g is also
continous at a.
Theorem: If f and g are real-valued
functions, if f is continuous at a, and
if g (a ) is continuous at f (a ), then
gof is continuous at a.

TAM5B – Real Analysis 71


TM

To know more about the Limit and


Metric Space.
https://www.youtube.com/watch?v=qm3fjkgEmuQ

https://www.youtube.com/watch?v=f5WVZyxly1I

TAM5B-Real Analysis 72

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