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Some Notes On Rudin's Book: Principles of Mathematical Analysis, 3/e
Some Notes On Rudin's Book: Principles of Mathematical Analysis, 3/e
Exercise 1.2. Prove that there is no rational number whose square is 12.
Proof. Let f (x) = x2 − 12 ∈ Q[x]. Hence all possible rational roots are
But none of them satisfy f (x) = 0. Hence no rational number whose square
is 12. (If so, then my proof implies that f (x) = x2 −12 has a rational root.)
Exercise 1.3. Prove Proposition 1.15: The axioms for multiplication imply
the following statements.
1
(M 4) (M 5) (M 2)
Proof. We prove (a). By (M3), we have y = 1y = x(1/x)y =
(M 5) (M 4)
(1/x)xy = (1/x)xz = 1z = z.
(M 4) (M 2)
We prove (b). xy = x = 1x = x1. By part (a), y = 1.
(M 5)
We prove (c). xy = 1 = x(1/x). By part (a), y = 1/x.
(M 5)
We prove (d). x(1/x) = 1. By part (c), 1/(1/x) = x.
So α ≤ β.
for all x ∈ A and if inf A ≥ b for any other lower bound b of A. Now if A is
bounded below, then −A is bounded above. In fact, if b ≤ x for all x ∈ A,
then −b ≥ −x for all x ∈ A which means −b ≥ y for all y ∈ −A. Now if
sup(−A) is the least upper bound of −A it follows that − sup(−A) is a lower
bound of A. In fact,
x ∈ A ⇒ −x ∈ −A ⇒ sup(−A) ≥ −x ⇒ − sup(−A) ≤ x.
As noted above, if b is any lower bound for A then −b is an upper bound for
−A so −b ≥ sup(−A) and b ≤ − sup(−A). This is the definition of inf A so
inf A = − sup(−A).
Exercise 1.6. We prove (a). mq = np since m/n = p/q. Thus bmq = bnp .
By Theorem 1.21 we know that (bmq )1/(mn) = (bnp )1/(mn) , that is, (bm )1/n =
(bp )1/q , that is, br is well-defined.
2
We prove (b). Let r = m/n and s = p/q where m, n, p, q are integers, and
n > 0, q > 0. Hence (br+s )nq = (bm/n+p/q )nq = (b(mq+np)/(nq) )nq = bmq+np =
bmq bnp = (bm/n )nq (bp/q )nq = (bm/n bp/q )nq . By Theorem 1.21 we know that
((br+s )nq )1/(nq) = ((bm/n bp/q )nq )1/(nq) , that is br+s = bm/n bp/q = br bs .
We prove (c). Note that br ∈ B(r). For all bt ∈ B(r) where t is rational
and t ≤ r. Hence, br = bt br−t ≥ bt 1r−t since b > 1 and r − t ≥ 0. Hence br is
an upper bound of B(r). Hence br = sup B(r).
We prove (d). bx by = sup B(x) sup B(y) ≥ btx bty = btx +ty for all rational
tx ≤ x and ty ≤ y. Note that tx + ty ≤ x + y and tx + ty is rational.
Therefore, sup B(x) sup B(y) is a upper bound of B(x + y), that is, bx by ≥
sup B(x + y) = bx+y . Conversely, we claim that bx br = bx+r if x ∈ R and
r ∈ Q. The following is my proof.
Therefore, bx+y = bx by .
3
Exercise 1.8. If we can define an other on the complex field, then one and
only one of the statements
0 < i, 0 = i, 0 > i.
Exercise 1.14.
Exercise 1.15. In the proof of Theorem 1.35, equality holds if and only if
P
B = 0 or |Baj − Cbj |2 = 0, that is,
b1 = · · · = bn = 0
or
aj = rbj
4
for all 1 ≤ j ≤ n, and for some r ∈ R.
y = (0, · · · , 1
|{z} , · · · , 0) ∈ Rk .
i -th position
Exercise 2.1. For any element x of the empty set, x is also an element of ev-
ery set since x does not exist. Hence, the empty set is a subset of every set.
Exercise 2.2. For every positive integer N there are only finitely many
equations with
n + |a0 | + |a1 | + ... + |an | = N.
(since 1 ≤ n ≤ N and 0 ≤ |a0 | ≤ N). We collect those equations as CN .
S
Hence CN is countable. For each algebraic number, we can form an equa-
tion and this equation lies in CM for some M and thus the set of all algebraic
numbers is countable.
S
Exercise 2.4. If R − Q is countable, then R = (R − Q) Q is countable, a
contradiction. Thus R − Q is uncountable.
5
Exercise 2.5. Put
[ [
A = {1/n : n ∈ N} {1 + 1/n : n ∈ N} {2 + 1/n : n ∈ N}.
Exercise 2.6. For any point p of X − E ′ , that is, p is not a limit point E,
there exists a neighborhood of p such that q is not in E with q 6= p for every
q in that neighborhood.
Hence, p is an interior point of X − E ′ , that is, X − E ′ is open, that is,
E ′ is closed.
Next, if p is a limit point of E, then p is also a limit point of E since
S
E = E E ′ . If p is a limit point of E, then every neighborhood Nr (p) of p
contains a point q 6= p such that q ∈ E. If q ∈ E, we completed the proof. So
we suppose that q ∈ E − E = E ′ − E. Then q is a limit point of E. Hence,
Nr′ (q)
E = {1/n : n ∈ N},
6
T
neighborhood Nri (p) of p such that (Nri (p) − p) Ai = φ for all i. Take
T
r = min{r1 , r2 , · · · , rn }, and we have Nr (p) Bn = φ, a contradiction. Thus
p ∈ Ai for some i. Hence
n
[
Bn ⊂ Ai .
i=1
that is,
n
[
Bn = Ai .
i=1
Sn S S
Method 2. Since i=1 Ai is closed and Bn = ni=1 Ai ⊂ ni=1 Ai , Bn ⊂
Sn
i=1 Ai .
We prove (b). Since B is closed and B ⊃ B ⊃ Ai , B ⊃ Ai for all i. Hence
S
B ⊃ Ai .
Note: My example is Ai = (1/i, ∞) for all i. Thus, Ai = [1/i, ∞), and
B = (0, ∞), B = [0, ∞). Note that 0 is not in Ai for all i. Thus this inclusion
can be proper.
Exercise 2.8. For the first part of this problem, the answer is yes.
Reason. For every point p of E, p is an interior point of E. That is, there
is a neighborhood Nr (p) of p such that Nr (p) is a subset of E. Then for every
real r ′ , we can choose a point q such that d(p, q) = 1/2 min(r, r ′ ). Note that
q 6= p, q ∈ Nr′ (p), and q ∈ Nr (p). Hence, every neighborhood Nr′ (p) contains
a point q 6= p such that q ∈ Nr (p) ⊂ E, that is, p is a limit points of E.
For the last part of this problem, the answer is no. Consider A = {(0, 0)}.
A′ = φ and thus (0, 0) is not a limit point of E.
7
E ◦ . Therefore E ◦ = E. (⇐) Since every point of E is an interior point of E
(E ◦ (E) = E), E is open.
We prove (c). If p ∈ G, p is an interior point of G since G is open. Note
that E contains G, and thus p is also an interior point of E. Hence p ∈ E ◦ .
Therefore G is contained in E ◦ . (Thus E ◦ is the biggest open set contained
in E. Similarly, E is the smallest closed set containing E.)
We prove (d). Suppose p ∈ X − E ◦ . If p ∈ X − E, then p ∈ X − E
clearly. If p ∈ E, then N is not contained in E for any neighborhood N of p.
Thus N contains an point q ∈ X − E. Note that q 6= p, that is, p is a limit
point of X − E. Hence X − E ◦ is contained in X − E.
Next, suppose p ∈ X − E. If p ∈ X − E, then p ∈ X − E ◦ clearly.
If p ∈ E, then every neighborhood of p contains a point q 6= p such that
q ∈ X − E. Hence p is not an interior point of E. Hence X − E is contained
in X − E ◦ . Therefore X − E ◦ = X − E.
For (e), the answer is no. Take X = R and E = Q. Thus E ◦ = ∅ and
◦
E = (R)◦ = R 6= ∅.
For (f), the answer is no. Take X = R and E = Q. Thus E = R, and
E ◦ = ∅ = ∅.
8
suppose S is infinite. Consider an open cover {Gp } of S, where
Gp = N 1 (p)
2
Then there exists q such that q 6= pi for all i since S is infinite, a contradic-
tion. Hence only every finite subset of X is compact.
d(x,y)
Claim: d(x, y) is a metric, then d′ (x, y) = 1+d(x,y) is also a metric.
(a) d′ (p, q) > 0 if p 6= q; d(p, p) = 0. (b) d′ (p, q) = d′ (q, p). (c) Let
x = d(p, q), y = d(p, r), and z = d(r, q). Then x ≤ y + z.
9
Exercise 2.12. Suppose that {Oα } is an arbitrary open covering of K. Let
E ∈ {Oα } consists 0. Since E is open and 0 ∈ E, 0 is an interior point of
E. Thus there is a neighborhood N = Nr (0) of 0 such that N ⊂ E. Thus N
contains
1 1
, ,···
[1/r] + 1 [1/r] + 2
Next, we take finitely many open sets En ∈ {Oα } such that 1/n ∈ En
for n = 1, 2, · · · , [1/r]. Hence {E, E1 , ..., E[1/r] } is a finite subcover of K.
Therefore, K is compact.
Note: The unique limit point of K is 0. Suppose p 6= 0 is a limit point of
K. Clearly, 0 < p < 1. Thus there exists n ∈ Z+ such that
1 1
<p< .
n+1 n
n o
1 1
Hence Nr (p) where r = min n − p, p − n+1 contains no points of K, a
contradiction.
1 K
Sn = (1 − n
) + n+1 ,
2 2
∞
[ [
S = Sn {1}.
n=1
S
Claim: S is compact and the set of all limit points of S is hK {1}. Clearly, i
S lies in [0, 1], that is, S is bounded in R. Note that Sn ⊂ 1 − 21n , 1 − 2n+1
1
.
T
By Exercise 12 and its note, we have that all limit points of S [0, 1) is
1 1
0, , · · · , n , · · ·
2 2
Clearly, 1 is also a limit point of S. Therefore, the set of all limit points of
S S
S is K {1}. Note that K {1} ⊂ S, that is, K is compact. We completed
the proof of our claim.
10
Exercise 2.14. Take {On } = {(1/n, 1)} for n = 1, 2, 3, · · · . For every
x ∈ (0, 1),
1
x∈ , 0 ∈ {On }
[1/x] + 1
Hence {On } is an open covering of (0, 1). Suppose there exists a finite sub-
cover
1 1
,1 ,··· , ,1
n1 nk
1
where n1 < n2 < · · · < nk , respectively. Clearly 2np
∈ (0, 1) is not in any
elements of that subcover, a contradiction.
Note: By the above we know that (0, 1) is not compact.
Exercise 2.15. For closed: [n, ∞). For bounded: (−1/n, 1/n) − {0}.
√ √ S √ √
Exercise 2.16. Let S = ( 2, 3) (− 3, − 2). Then E = {p ∈ Q : p ∈
S}. Clearly, E is bounded in Q. Since Q is dense in R, every limit point of
Q is in Q. (We regard Q as a metric space). Hence, E is closed in Q.
To prove that E is not compact, we form a open covering of E as follows:
For every Gαi = Nri (pi ), take p = max1≤i≤n pi . Thus, p is the nearest point
√ √
to 3. But Nr (p) lies in E, thus [p + r, 3) cannot be covered since Q is
dense in R, a contradiction. Hence E is not compact.
Finally, the answer is yes. Take any p ∈ Q, then there exists a neighbor-
hood N(p) of p contained in E. (Take r small enough where Nr (p) = N(p),
and Q is dense in R.) Thus every point in N(p) is also in Q. Hence E is also
open.
11
Exercise 2.17. Let
nX∞ o
an
E= |a
n n
= 4 or an = 7 .
n=1
10
By my construction, x ∈
/ E, a contradiction. Thus E is uncountable.
T
Claim 2. E is not dense in [0, 1]. E (0.47, 0.74) = ∅.
Claim 3. E is compact. Clearly, E is bounded. For every limit point p
of E, we will show that p ∈ E. If not, write the decimal expansion of p as
follows
p = 0.p1 p2 · · · pn · · ·
12
Thus there is a neighborhood of p such that contains no points of E, a
contradiction. When pk = 8, 9, it is similar. Hence E is closed. Therefore E
is compact.
Claim. E is perfect. Take any p ∈ E, and I claim that p is a limit point
of E. Write p = 0.p1 p2 · · · pn · · · Let
xk = 0.y1y2 · · · yn · · ·
where
pk if k 6= n
yn = 4 if pn = 7
7 if pn = 4
Thus, |xk − p| → 0 as k → ∞. Also, xk 6= p for all k. Hence p is a limit point
of E. Therefore E is perfect.
Exercise 2.18. Yes. The following claim will show the reason.
Claim. Given a measure zero set S, we have a perfect set P contains no
elements in S.
Since S has measure zero, there exists a collection of open intervals {In }
such that
[ X
S⊂ In and |In | < 1.
S
Consider E = R − In . E is nonempty since E has positive measure. Thus
E is uncountable and E is closed. Therefore there exists a nonempty perfect
T
set P contained in E by Exercise 28. P S = ∅. Thus P is our required
perfect set.
13
every neighborhood of p contains a point q 6= p such that q ∈ B. Take an
neighborhood Nr (p) of p containing a point q 6= p such that q ∈ B. Note that
Nr (p) ⊂ A, thus q ∈ A. With A and B are disjoint, we get a contradiction.
T T
Hence A B is empty. Similarly, A B is also empty. Thus A and B are
separated.
T
For (c), suppose A B is not empty. Thus there exists x such that x ∈ A
S
and x ∈ B. Since x ∈ A, d(p, x) < δ. x ∈ B = B B ′ , thus if x ∈ B,
then d(p, x) > δ, a contradiction. The only possible is x is a limit point of
B. Hence we take a neighborhood Nr (x) of x contains y with y ∈ B where
δ−d(x,p)
r= 2
. Clearly, d(y, p) > δ. But,
δ − d(x, p)
d(y, p) ≤ d(y, x) + d(x, p) < r + d(x, p) = + d(x, p)
2
δ + d(x, p) δ+δ
= < = δ,
2 2
T T
and it is absurd. Hence A B is empty. Similarly, A B is also empty.
Thus A and B are separated.
Note: Take care of δ > 0. Think a while and you can prove the next
sub-exercise.
For (d), let X be a connected metric space. Take p ∈ X, q ∈ X with
p 6= q, thus d(p, q) > 0 is fixed. Let
Take δ = δt = td(p, q) where t ∈ (0, 1). Thus 0 < δ < d(p, q). p ∈ A since
d(p, p) = 0 < δ, and q ∈ B since d(p, q) > δ. Thus A and B are non-empty.
S
By (c), A and B are separated. If X = A B, then X is not connected,
S
a contradiction. Thus there exists yt ∈ X such that y ∈
/ A B. Let
E = Et = {x ∈ X|d(x, p) = δt } ∋ yt .
For any real t ∈ (0, 1), Et is nonempty. Next, Et and Es are disjoint if
t 6= s (since a metric is well-defined). Thus X contains a uncountable set
{yt |t ∈ (0, 1)} since (0, 1) is uncountable. Therefore, X is uncountable. Note:
It is a good exercise. If that metric space contains only one point, then it
must be separated.
14
Supplement exercises given by Lee Sin-Yi. (a) Let A = {x|d(p, x) < r}
and B = {x|d(p, x) > r} for some p in a metric space X. Show that A, B
are separated.
(b) Show that a connected metric space with at least two points must be
uncountable. [Hint: Use (a)] For (a), by definition of separated sets, we want
T T
to show A B = φ, and B A = φ. In order to do these, it is sufficient to
T T
show A B = φ. Let x ∈ A B = φ, then we have:
S = S − T = A ∪ B − T = (A ∪ B) ∩ T c = (A ∩ T c ) ∪ (B ∩ T c )
where T = S − S. Thus
(A ∩ T c ) ∩ B ∩ T c ⊂ (A ∩ T c ) ∩ B ∩ T c ⊂ A ∩ B = ∅.
15
Hence (A ∩ T c ) ∩ B ∩ T c = ∅. Similarly, A ∩ T c ∩ (B ∩ T c ) = ∅.
Now we claim that both A ∩ T c and B ∩ T c are nonempty. Suppose that
B ∩ T c = ∅. Thus
A ∩ T c = S ⇔ A ∩ (S − S)c = S
⇔ A ∩ (A ∪ B − S)c = S
⇔ A ∩ ((A ∪ B) ∩ S c )c = S
⇔ A ∩ ((Ac ∩ B c ) ∪ S) = S
⇔ (A ∩ S) ∪ (A ∩ Ac ∩ B c ) = S
⇔ A ∩ S = S.
T T
Exercise 2.21. For (a), we claim that A0 B0 is empty. (B0 A0 is sim-
T
ilar). If not, take x ∈ A0 B0 . x ∈ A0 and x ∈ B0 . x ∈ B0 or x is a
T T
limit point of B0 . x ∈ B0 will make x ∈ A0 B0 , that is, p(x) ∈ A B, a
contradiction since A and B are separated.
Claim: x is a limit point of B0 ⇒ p(x) is a limit point of B. Take
any neighborhood Nr of p(x), and p(t) lies in B for small enough t. More
precisely,
r r
x− <t<x+ .
|b − a| |b − a|
Since x is a limit point of B0 , and (x−r/|b−a|, x+r/|b−a|) is a neighborhood
N of x, thus N contains a point y 6= x such that y ∈ B0 , that is, p(y) ∈ B.
T
Also, p(y) ∈ Nr . Therefore, p(x) is a limit point of B. Hence p(x) ∈ A B,
T
a contradiction since A and B are separated. Hence A0 B0 is empty, that
is, A0 and B0 are separated subsets of R.
We prove (b). Suppose not. For every t0 ∈ (0, 1), neither p(t0 ) ∈ A
S
nor p(t0 ) ∈ B (since A and B are separated.) Also, p(t0 ) ∈ A B for all
S
t0 ∈ (0, 1). Hence (0, 1) = A0 B0 , a contradiction since (0, 1) is connected.
For (c), let S be a convex subset of Rk . If S is not connected, then S
is a union of two nonempty separated sets A and B. By (b), there exists
16
t0 ∈ (0, 1) such that p(t0 ) ∈
/ A ∪ B. But S is convex, p(t0 ) must lie in A ∪ B,
a contradiction. Hence S is connected.
Exercise 2.22. Consider S = the set of points which have only rational
coordinates. For any point x = (x1 , x2 , · · · , xk ) ∈ Rk , we can find a rational
sequence {rij } → xj for j = 1, · · · , k since Q is dense in R. Thus,
17
Note that Nr/2 (p) can be covered by finite many neighborhoods Ns (x1 ), · · · , Ns (xk )
of radius s = 1/n where n = [2/r] + 1 and xi ∈ A for i = 1, · · · , k. Hence,
d(x1 , p) ≤ d(x1 , q) + d(q, p) ≤ r/2 + s < r where q ∈ Nr/2 (p) ∩ Ns (x1 ). There-
fore, x1 ∈ Nr (p) and x1 6= p since p is not in A. Hence, p is a limit point of A if
p is not in A, that is, A is a countable dense subset, that is, X is separable.
Exercise 2.25. For every positive integer n, there are finitely many neigh-
borhood of radius 1/n whose union covers K (since K is compact). Collect
all of them, say {Vα }, and it forms a countable collection. We claim that
{Vα } is a base.
For every x ∈ X and every open set G ⊂ X, there exists Nr (x) such that
Nr (x) ⊂ G since x is an interior point of G. Hence x ∈ Nm (p) ∈ {Vα } for
some p where m = [2/r] + 1. For every y ∈ Nm (p), we have
18
T
some n, then E Vn is uncountable since Vn is open. Thus x ∈ W c . (If
T
x ∈ W , then there exists Vn such that x ∈ Vn and E Vn is uncountable, a
contradiction.) Therefore P ⊂ W c .
T
Conversely, suppose x ∈ W c . x ∈ / Vn for any n such that E Vn is count-
T
able. Take any neighborhood N(x) of x. Take x ∈ Vn ⊂ N(x), and E Vn is
T
uncountable. Thus E N(x) is also uncountable, x is a condensation point
of E. Thus W c ⊂ P . Therefore P = W c . Note that W is countable, and
T T
thus W ⊂ W E = P c E is at most countable.
To show that P is perfect, it is enough to show that P contains no isolated
point. (since P is closed). If p is an isolated point of P , then there exists a
T
neighborhood N of p such that N E = φ. p is not a condensation point of
E, a contradiction. Therefore P is perfect.
Exercise 2.29. Since O is open, for each x in O, there is a y > x such that
(x, y) ⊂ O. Let b = sup{y | (x, y) ⊂ O}. Let a = inf{z | (z, x) ⊂ O}. Then
a < x < b, and Ix = (a, b) is an open interval containing x.
Now Ix ⊂ O, for if w ∈ Ix , say x < w < b, we have by the definition of b
a number y > w such that (x, y) ⊂ O, and so w ∈ O).
Moreover, b ∈/ O, for if b ∈ O, then for some ǫ > 0 we have (b−ǫ, b+ǫ) ⊂ O,
whence (x, b + ǫ) ⊂ O, contradicting the definition of b. Similarly, a ∈
/ O.
Consider the collection of open intervals {Ix }, x ∈ O. Since each x ∈ O
S
is contained in Ix , and each Ix ⊂ O, we have O = Ix .
Let (a, b) and (c, d) be two intervals in this collection with a point in
common. Then we must have c < b and a < d. Since c ∈
/ O, it does not
19
belong to (a, b) and we have c ≤ a. Thus a = c. Similarly, b = d, and
(a, b) = (c, d). Thus two different intervals in the collection {Ix } must be
disjoint. Thus O is the union of the disjoint collection {Ix } of open inter-
vals, and it remains only to show that this collection is countable. But each
open interval contains a rational number since Q is dense in R. Since we
have a collection of disjoint open intervals, each open interval contains a
different rational number, and the collection can be put in one-to-one corre-
spondence with a subset of the rationals. Thus it is a countable collection.
Exercise 3.1. Since {sn } is convergent, for any ǫ > 0, there exists N
20
such that |sn − s| < ǫ whenever n ≥ N. By Exercise 1.13 I know that
||sn | − |s|| ≤ |sn − s|. Thus, ||sn | − |s|| < ǫ, that is, {sn } is convergent.
The converse is not true for sn = (−1)n .
Exercise 3.2.
√ n 1 1
n2 + n − n = √ =p →
n2 +n+n 1/n + 1 + 1 2
as n → ∞.
By the induction, {sn } is strictly increasing. Next, we will show that {sn }
is bounded by 2. Similarly, we apply the induction again. Hence {sn } is
strictly increasing and bounded, that is, {sn } converges.
1 1
Exercise 3.4. By direct computing s1 = 0, s2 = 0, s3 = 2
, s4 = 4
, s5 =
3 3 7 1
4
, s6 = 8
, s7 = 8
,··· So lim inf sn = 2
, lim sup sn = 1.
Exercise 3.5. Let a = lim sup an , b = lim sup bn , and c = lim sup(an + bn ).
Suppose {an } and {bn } is bounded below. If a = +∞ or b = +∞, then the
conclusion always holds. Hence we assume that a and b are finite. Hence give
ǫ > 0, there is an integer N such that an + bn < a + b + ǫ whenever n ≥ N.
It follows that c is finite. Since c = lim sup(an + bn ), for the same ǫ there
is an integer m ≥ N such that c − ǫ < am + bm . Put n = m and combine
them, we have c − ǫ < a + b + ǫ, or c < a + b + 2ǫ. Since ǫ is arbitrary small,
c ≤ a + b, that is,
21
most a finite number of values of n. Hence c = −∞. So we also have
Pn
Exercise 3.6. For (a). The partial sum sn = k=1 ak is
n n
X X √ √ √
sn = ak = ( k + 1 − k) = n + 1 − 1.
k=1 k=1
P
Hence an = lim sn = ∞ is divergent.
For (b). √ √
n+1− n 1
an = = √ √ .
n n( n + 1 + n)
So
1
. an ≤
2n3/2
P
By Theorem 3.25 and 3.28, an converges.
For (c).
p q √ √
lim sup n
|an | = lim sup n ( n n − 1)n = lim ( n n − 1) = 0
n→∞ n→∞ n→∞
P
by Theorem 3.20(d). The root test indicates that an converges.
For (d). an → 0 implies that |z| > 1 (an → 0, ⇒ 1 + z n → ∞, ⇒
P
z n → ∞). Hence an diverges when |z| ≤ 1. When |z| > 1, there is N such
that |z|n − 1 > 21 |z|n whenever n ≥ N. Hence
1 1 2
|an | = n
≤ n < n
|1 + z | |z| − 1 |z|
P P
whenever n ≥ N. By Theorem 3.25 and 3.26, |an | converges. So an
converges absolutely if |z| > 1.
22
P P 1 Pk √
an
for all n ∈ N. Also, both an and n2
are convergent; thus a
n=1 n n
√ P √
a an
is bounded. Besides, n n ≥ 0 for all n. Hence n
is convergent.
23
(d) limn→∞ αn = limn→∞ (n3 /3n )1/n = 1/3. R = 1/α = 3.
p
Exercise 3.10. Recall α = lim supn→∞ n |an | and R = α1 . Since an are
p
integers, infinitely many of which are distinct from zero, n |an | ≥ 1 for all
n. Hence
p
n
α = lim sup |an | ≥ 1,
n→∞
1
≤ 1,R=
α
that is, the radius of convergence is at most 1.
an
Exercise 3.11. For (a). Note that 1+a n
→ 0 iff 1 1+1 → 0 iff a1n → ∞ iff
P an an
an → 0 as n → ∞. If 1+an
converges, then an → 0 as n → ∞. Thus for
P an
some ǫ′ = 1 there is an N1 such that an < 1 whenever n ≥ N1 . Since 1+an
am an
converges, for any ǫ > 0 there is an N2 such that 1+a m
+ · · · + 1+an
< ǫ for
am an
all n > m ≥ N2 . Take N = max(N1 , N2 ). Thus ǫ > 1+am
+ ··· + 1+an
>
am an
1+1
+ · · · + 1+1 = am +···+a
2
n
for all n > m ≥ N. Thus
am + · · · + an < 2ǫ
Pan
for all n > m ≥ N. It is absurd. Hence 1+an
diverges.
aN+1 aN+k aN+1 aN+k a +···+a s −s
For (b). sN+1
+· · ·+ sN+k
≥ sN+k
+· · ·+ sN+k
= N+1 sN+k N+k = N+k sN+k
N
=
sN P an
1 − sN+k . If sn
for any ǫ > 0 there exists N such that asm
converges, m
+ · · ·+
an
sn
< ǫ for all m, n whenever n > m ≥ N. Fix m = N and let n = N + k.
Thus
am an aN aN +k sN
+···+
ǫ> = +···+ ≥1−
sm sn sN sN +k sN +k
P
for all k ∈ N. But sN +k → ∞ as k → ∞ since an diverges and an > 0.
P an
Take ǫ = 1/2 and we obtain a contradiction. Hence sn
diverges.
For (c). sn−1 ≤ sn iff s12 ≤ sn s1n−1 iff as2n ≤ snasn−1
n
= ssnn−s n−1
sn−1
iff as2n ≤
n n n
1 1
sn−1
− sn
for all n. Hence
k k
X an X 1 1 1 1
≤ ( − )= − .
n=2
s2n n=2
sn−1 sn s1 sn
1
P P an
Note that sn
→ 0 as n → ∞ since an diverges. Hence s2n
converges.
24
P an P an
For (d). 1+nan
may converge or diverge, and 2 converges. To
an 1
P an 1+n anP
see this, we put an = 1/n. 1+nan = 2n , that is, 1+nan
= 2 1/n diverges.
Besides, if we put
1
an =
n(log n)p
where p > 1 and n ≥ 2, then
an 1 1
= 2p p
<
1 + nan n(log n) ((log n) + 1) 2n(log n)3p
P an
for large enough n. By Theorem 3.25 and Theorem 3.29, 1+nan
converges.
Next,
X an X 1 X 1
= < .
1 + n2 an 1/an + n2 n2
P 1 P an
for all an . Note that n 2 converges, and thus 1+n2 an
converges.
25
P P
Note: We say that an converges faster than bn if
an
lim = 0.
n→∞ bn
According the above exercise, we can construct a faster convergent series
from a known convergent one easily. It implies that there is no perfect tests
to test all convergences of the series from a known convergent one.
Pn Pn Pn
Exercise 3.13. Put An = k=0 |ak |, Bn = k=0 |bk |, Cn = k=0 |ck |. Then
26
Note: If you know O.Stolz Theorem, the proof will be very simple. A
similar exercise is stated here: If lim an = a, lim bn = b, then
a1 bn + a2 bn−1 + · · · + an b1
lim = ab.
n→∞ n
Another proof of (a). Given ǫ > 0, there exists N1 such that |sn − s| < ǫ
whenever n > N1 . Thus
|s0 − s| + |s1 − s| + · · · + |sn − s|
σn − s ≤
n+1
|s0 − s| + · · · + |sN1 − s| n + 1 − N1
≤ + ǫ.
n+1 n+1
Note that |s0 − s| + · · · + |sN1 − s| is fixed. Take N2 > 0 such that
|s0 − s| + · · · + |sN1 − s|
<ǫ
n+1
whenever n > N2 . Let N = max{N1 , N2 }. Hence,
n + 1 − N1
|σn − s| < ǫ + ǫ < 2ǫ.
n+1
For (b). Let sn = (−1)n . Hence |σn | ≤ 1/(n + 1), that is, lim σn = 0.
However, lim sn does not exists.
For (c). Let
1
, n = 0,
sn = n1/4 + n−1 , n = k 2 for some integer k,
−1
n , otherwise.
That is, √
2 ⌊ n⌋ n1/4
σn = + .
n+1 n+1
The first term 2/(n + 1) → 0 as n → ∞. Note that
√
⌊ n⌋ n1/4
0≤ < n1/2 n1/4 n−1 = n−1/4 .
n+1
27
It follows that the last term → 0. Hence, lim σn = 0.
For (d).
n
X n
X n
X n
X
kak = k(sk − sk−1 ) = ksk − ksk−1
k=1 k=1 k=1 k=1
Xn n−1
X
= ksk − (k + 1)sk
k=1 k=0
n−1
X n−1
X
= nsn + ksk − (k + 1)sk − s0
k=1 k=1
n−1
X n
X
= nsn − sk − s0 = (n + 1)sn − sk
k=1 k=0
= (n + 1)(sn − σn ).
That is,
n
1 X
sn − σn = kak .
n+1
k=1
Note that {nan } is a complex sequence. By (a),
n
1 X
lim kak = lim nan = 0.
n→∞ n + 1 n→∞
k=1
Hence,
n
m+1 1 X
sn − σn = (σn − σm ) + (sn − si ).
n−m n − m i=m+1
28
For these i, recall an = sn − sn−1 and |nan | ≤ M for all n,
n n n
X X X M (n − i)M
|sn − si | = ak ≤
|ak | ≤ =
k=i+1 k=i+1 k=i+1
i+1 i+1
(n − (m + 1))M (n − m − 1)M
≤ = .
(m + 1) + 1 m+2
Fix ǫ > 0 and associate with each n the integer m that satisfies
n−ǫ
m≤ < m + 1.
1+ǫ
Thus
n−m n−m−1
≥ ǫ and < ǫ,
m+1 m+2
or
m+1 1
≤ and |sn − si | < Mǫ.
n−m ǫ
Hence,
1
|sn − σ| ≤ |σn − σ| + (|σn − σ| + |σm − σ|) + Mǫ.
ǫ
Let n → ∞ and thus m → ∞ too, and thus
P
Exercise 3.15. Theorem 3.22. an converges if and only if for every ǫ > 0
there is an integer N such that
X
m
an
≤ǫ
k=n
if m ≥ n ≥ N.
P
Theorem 3.23. If an converges, then limn→∞ an = 0.
P p
Theorem 3.33 (Root Test). Given an , put α = lim supn→∞ n
|an |.
Then
29
P
(a) if α < 1, an converges;
P
(b) if α > 1, an diverges;
(c) if α = 1, the test gives no information.
P
Theorem 3.34 (Ratio Test). The series an
(a) converges if lim supn→∞ aan+1
n
< 1,
an+1
(b) diverges if an ≥ 1 for n ≥ n0 , where n0 is some fixed in-
teger.
P P
Theorem 3.45. If an converges absolutely, then an converges.
P P P
Theorem 3.47. If an = A, and bn = B, then (an + bn ) = A + B,
P
and can = cA for any fixed c ∈ R.
P
Theorem 3.55. If an is a series in Ck which converges absolutely, then
P
every arrangement of an converges, and they all converge to the same sum.
30
by the Cauchy criterion. Hence
m m m
X X X
ak ≤
|ak | ≤ ck ≤ ǫ,
k=n k=n k=n
Thus
ǫ1 4 √
ǫ5 < β( )2 < 2 3 · 10−16 < 4 · 10−16 ,
β
ǫ1 25 √
ǫ6 < β( ) < 2 3 · 10−32 < 4 · 10−32 .
β
31
Note. It is an application of Newton’s method. Let f (x) = x2 − α in
Exercise 5.25.
for each n ≥ N1 . Choose j such that j ≥ N2 and nj ≥ N1 . Thus |pn −pnj | < ǫ
and |pnj − p| < ǫ. Hence |pn − p| < 2ǫ whenever n ≥ N1 . Therefore the full
sequence {pn } converges to p.
for all k. Take limit and limn→∞ diamEn ≥ d(p, q), where d(p, q) is a fixed
T
positive number, contradicts with limn→∞ diamEn = 0. Hence ∞ n=1 En con-
sists of exactly one point.
32
Exercise 3.23. For any ǫ > 0, there exists N such that d(pn , pm ) < ǫ and
d(qm , qn ) < ǫ whenever m, n ≥ N. Note that
It follows that
Exercise 3.24. For (a). Suppose there are three Cauchy sequences {pn },
{qn }, and {rn }. First, d(pn , pn ) = 0 for all n. Hence, d(pn , pn ) = 0 as n → ∞.
Thus it is reflexive. Next, d(qn , pn ) = d(pn , qn ) → 0 as n → ∞. Thus it is
symmetric. Finally, if d(pn , qn ) → 0 as n → ∞ and if d(qn , rn ) → 0 as
n → ∞, d(pn , rn ) ≤ d(pn , qn ) + d(qn , rn ) → 0 + 0 = 0 as n → ∞. Thus it is
transitive. Hence this is an equivalence relation.
For (b). To show △(P, Q) is well-defined. Suppose {pn } and {p′n } are
equivalent; {qn } and {qn′ } are equivalent. Let △′ (P, Q) = lim d(p′n , qn′ ). Since
lim d(pn , qn ) ≤ lim d(pn , p′n ) + lim d(p′n , qn′ ) + lim d(qn′ , qn ).
n→∞ n→∞ n→∞ n→∞
Similarly,
d(p′n , qn′ ) ≤ d(p′n , pn ) + d(pn , qn ) + d(qn , qn′ ),
we have
△′ (P, Q) ≤ △(P, Q).
Hence
△(P, Q) = △′ (P, Q).
33
So △(P, Q) is well-defined (unchanged). Hence △ is a distance function in
X ∗.
For (c). Let {Pn } be a Cauchy sequence in (X ∗ , △). We wish to show that
there is a point P ∈ X ∗ such that △(Pn , P ) → 0 as n → ∞. For each Pn ,
there is a Cauchy sequence in X, denoted {Qkn }, such that △(Pn , Qkn ) → 0
as k → ∞. Let ǫn > 0 be a sequence tending to 0 as n → ∞. From the double
sequence {Qkn } we can extract a subsequence Q′n such that △(Pn , Q′n ) < ǫn
for all n. From the triangle inequality, it follows that
Since {Pn } is a Cauchy sequence, given ǫ > 0, there is an N > 0 such that
△(Pn , Pm ) < ǫ for m, n > N. We choose m and n so large that ǫm < ǫ,
ǫn < ǫ. Thus the inequality (*) shows that {Q′n } is a Cauchy sequence in X.
Let P be the corresponding equivalence class in S. Since
Exercise 3.25. The completion of X is the real number system with the
metric d(x, y) = |x − y|.
34
Exercise 4.1. No. Take f (x) = 1 if x ∈ Z; f (x) = 0 otherwise.
Exercise 4.3. To prove Z(f ) is closed, it suffice to show that every limit
point of Z(f ) is contained in Z(f ) itself. Let x ∈ X be a limit point of Z(f ).
Thus, there is a convergent sequence {xn } in Z(f ) converging to x. Since f
is continuous, limn→∞ f (xn ) = f (limn→∞ xn ). It follows that 0 = f (x) and
thus x ∈ Z(f ) exactly.
Exercise 4.4. First we need to show f (E) is dense in f (X), that is, every
point of f (X) is a limit point of f (E), or a point of f (E) (or both).
Take any y ∈ f (X), and then there exists a point p ∈ X such that
y = f (p). Since E is dense in X, thus p is a limit point of E or p ∈ E. If
35
p ∈ E, then y = f (p) ∈ f (E). Thus y is a point of f (E), done. If p is a
limit point of E and p ∈
/ E. Since f is continuous on X, for every ǫ > 0
there exists δ > 0 such that dY (f (x), f (p)) < ǫ for all points x ∈ X for which
dX (x, p) < δ. Since p is a limit point of E, there exists q ∈ Nδ (p) such that
q 6= p and q ∈ E. Hence
Exercise 4.5. Note that the following fact: Every open set of real numbers
is the union of a countable collection of disjoint open intervals.
S
Thus, consider E c = (ai , bi ), where i ∈ Z, and ai < bi < ai+1 < bi+1 .
We extend g on (ai , bi ) as following:
f (bi ) − f (ai )
g(x) = f (ai ) + (x − ai )
bi − ai
(g(x) = f (x) for x ∈ E). Thus g is well-defined on R1 , and g is continuous
on R1 clearly.
Next, consider f (x) = 1/x on a open set E = R−0. f is continuous on E,
but we cannot redefine f (0) = any real number to make new f (x) continue
at x = 0.
Next, consider a vector valued function
36
where fi (x) is a real valued function. Since f is continuous on E, each
component of f , fi , is also continuous on E, thus we can extend fi , say gi ,
for each i = 1, · · · , n. Thus,
U1 × V1 , · · · , Un × Vn .
37
(We assume that each of the basis elements Ui ×Vi actually intersects x0 ×Y ,
since otherwise that basis element would be superfluous; we could discard it
from the finite collection and still have a covering of x0 × Y .) Define
\ \
W = U1 ··· Un .
{W1 , · · · , Wk }
W1 × Y, · · · , Wk × Y
38
Exercise 4.7. Since x2 + y 4 ≥ 2xy 2 , f (x, y) ≤ 2 for all (x, y) ∈ R2 . That is,
f is bounded (by 2). Next, select
1 1
(xn , yn ) = , .
n3 n
39
whenever |x−y| < δ where x, y ∈ E. For every x ∈ E, there exists an integer
n = nx such that
nδ ≤ x < (n + 1)δ.
Since E is bounded, the collection of S = {nx |x ∈ E} is finite. Suppose
x ∈ E and x is the only one element satisfying nδ ≤ x < (n + 1)δ for some
n. Let x = xn , and thus
|f (x)| ≤ |f (xn )|
T
for all x ∈ E [nδ, (n + 1)δ). If there are more than two or equal to two
element satisfying that condition, then take some one as xn . Since |x−xn | < δ
T
for all x ∈ E [nδ, (n + 1)δ),
So
|f (x)| < max (1 + f (xn )).
n∈S
E = {p, q},
and thus diamE = supp,q∈E d(p, q) = d(p, q) < δ. Hence diamf (E) < ǫ. Note
that diamf (E) ≥ d(f (p), f (q)) since p, q ∈ E. Hence d(f (p), f (q)) < ǫ. Thus
for every ǫ > 0 there exists δ > 0 such that dY (f (p), f (q)) < ǫ for all p and
q in X for which dX (p, q) < δ.
40
(⇒) ∀E ⊂ X with diamE < δ. ∀p, q ∈ R, d(p, q) ≤ diamE < δ. Thus we
have
ǫ
d(f (p), f (q)) <
2
for all p, q ∈ E. Hence diamf (E) ≤ ǫ/2 < ǫ. Thus to every ǫ > 0 there exists
a δ > 0 such that diamf (E) < ǫ for all E ⊂ X with diamE < δ.
41
whenever m, n ≥ N for some N; that is, {f (xn )} is a Cauchy sequence.
whenever for all x, y ∈ S for which dX (x, y) < δ. Also, since g is uniformly
continuous on f (S), ∀ǫ > 0, ∃δ ′ > 0 such that
whenever for all x, y ∈ f (S) for which dY (x, y) < δ ′ . Take ǫ′ = δ ′ ; that is,
∀ǫ > 0, ∃δ > 0 such that
whenever for all x, y ∈ S for which dX (x, y) < δ. Thus h is uniformly con-
tinuous on S.
42
is still a Cauchy sequence. Hence
that is, L = L′ . Hence g(x) is an extension of f (x). We prove that g(x) is also
uniformly continuous. Take x, y ∈ X, then there exist xn → x, and yn → y,
where {xn }, {yn } in E. Given ǫ > 0. Since f is uniformly continuous, there
is δ > 0 such that |f (xn ) − f (yn )| < ǫ whenever d(xn , yn ) < δ. If we take
n large enough (d(xn , x) < δ/3, d(yn , y) < δ/3 whenever n ≥ N ′ for some
integer N.) and d(x, y) small enough (d(x, y) < δ/3), we have
So
|f (xn ) − f (yn )| < ǫ.
Also, g(x) = lim f (xn ), g(y) = lim f (yn ), there is an integer N ′′ such that
n→∞ n→∞
43
P
where am = m k 3 67
k=0 10 . For example, 11 , 111 , · · · ∈ S. Hence S is dense in
Q ∩ [0, 1]. Define f on S by
(
n 1 if 2n ≥ am
f =
am 0 if 2n < am .
3 67
For example, f ( 11 ) = 0 and f ( 111 ) = 1. So f is a uniformly continuous
1
function. But f cannot
n extend
o to Q ∩ [0, o 2 ∈ Q ∩ [0, 1], we have two
n 1]. Take
sequences {pn } = ⌊aann/2⌋ and {qn } = ⌈aann/2⌉ such that lim f (pn ) = 0 and
lim f (qn ) = 1.
Exercise 4.15. If not, there exist three points x1 < x2 < x3 ∈ R1 such that
or
f (x2 ) < f (x1 ), f (x2 ) < f (x3 ).
WLOG, we only consider the case that f (x2 ) > f (x1 ), f (x2 ) > f (x3 ) for
some x1 < x2 < x3 . Since f is continuous on R1 , for ǫ = f (x2 )−f
2
(x1 )
> 0 there
exists δ1 > 0 such that
|f (x) − f (x1 )| < ǫ
whenever |x − x1 | < δ1 . That is,
f (x1 ) + f (x2 )
f (x) < < f (x2 )
2
44
whenever x < x1 + δ1 . Note that δ1 < x2 − x1 . Hence we can take y1 ∈
(x1 , x1 + δ1 ). Similarly, for ǫ = f (x2 )−f
2
(x3 )
> 0 there exists δ2 > 0 such that
Hence supx∈(x1 ,x3 ) f (x) = supx∈[y1 ,y2 ] f (x). Since (x1 , x3 ) is an open set,
f ((x1 , x3 )) is also open. Note that f (p) ∈ f ((x1 , x3 )) but f (p) is not an
interior point of f ((x1 , x3 )). (Otherwise f (p) + ǫ ∈ f ((x1 , x3 )) for some
ǫ > 0. That is, f (p) + ǫ > f (p) which is a contradiction with the maximum
of f (p).)
Exercise 4.16. Since [x] + (x) = x is a continuous function, [x] and (x) have
the same discontinuities.
For [x], its discontinuities are integers. So (x)’s discontinuities are also
integers.
45
This association is possible. Q is dense in R ⇒ the existence of p. f (x−)
exists ⇒ for any ǫ > 0, there exists x−a > δ > 0 such that |f (t)−f (x−)| < ǫ
whenever t ∈ (x − δ, x) ∩ (a, b). Choose ǫ = p−f2(x−) > 0, and take δ = q ∈ Q.
So a < q < t < x implies f (t) < p, that is, the existence of (b) is OK.
Similarly, the existence of (c) is OK too.
The set of all such triples is countable. Claim: each triple is associated
with at most one point of E. If not, then there are at least two points x and
y with x < y such that
for some rational triple (p, q, r). Hence q < x < y < r. However, if we take
t0 ∈ (x, y), then f (t0 ) > p by (c) and f (t0 ) < p by (b′ ), a contradiction.
Hence our claim holds. So E is countable.
Similarly, let F be the set on which f (x−) = f (x+). With each point
x ∈ F , associate a rational triple (p, q) such that
Exercise 4.18. WLOG, we only consider f on [0, 1]. Given ǫ > 0, for any
x0 ∈ [0, 1], there are finitely many positive integers n satisfying that
1
n< ;
ǫ
that is, there are finitely many rational numbers m/n such that
m
f ≥ ǫ.
n
46
Thus we can take δ > 0 such that the neighborhood Nδ (x0 ) of x0 contains
no such rational numbers. (If x0 ∈ Q, we may remove x0 .) Hence for all x
the following
|f (x)| < ǫ
f (x0 +) = f (x0 −) = 0
Exercise 4.19. Let S = {x|f (x) = r}. If xn → x0 , but f (xn ) > r > f (x0 )
for some r and all n since Q is dense in R, then f (tn ) = r for some tn
between x0 and xn ; thus tn → x0 . Hence x0 is a limit point of S. Since S is
closed, f (x0 ) = r, a contradiction. Hence, lim sup f (xn ) ≤ f (x0 ). Similarly,
lim inf f (xn ) ≥ f (x0 ). Hence, lim f (xn ) = f (x0 ), and f is continuous at x0 .
Note: Original problem is stated as follows: Let f be a function from the
reals to the reals, differentiable at every point. Suppose that, for every r, the
set of points x, where f ′ (x) = r, is closed. Prove that f ′ is continuous. If
we replace Q into any dense subsets of R, the conclusion also holds.
47
then by inf z∈E d(x, z) = 0, for any ǫ > 0 there exists z ∈ E such that
d(x, z) < ǫ,
that is,
z ∈ Nǫ (x).
Since ǫ is arbitrary and z ∈ E, x is a limit point of E. Thus x ∈ E ′ ⊂ E.
We prove (b). For all x ∈ X, y ∈ X, z ∈ E,
ρF (x) = 0 ⇔ x ∈ F = F
48
However,
1 1
d(x, y) = < = δ,
x 1/δ
a contradiction.
Exercise 4.22. Note that ρA (p) and ρB (p) are (uniformly) continuous on
X, and ρA (p) + ρB (p) > 0. (Clearly, ρA (p) + ρB (p) ≥ 0 by the definition. If
T
ρA (p) + ρB (p) = 0, then p ∈ A B by Exercise 20, a contradiction). Thus
f (p) = ρA (p)/(ρA (p) + ρB (p)) is continuous on X. Next, f (p) ≥ 0, and
f (p) ≤ 1 since ρA (p) ≤ ρA (p) + ρB (p). Thus f (X) lies in [0, 1].
Next, f (p) = 0 ⇔ ρA (p) = 0 ⇔ p ∈ A, and f (p) = 1 ⇔ ρB (p) = 0 ⇔ p ∈
B by Exercise 20.
Now we prove a converse of Exercise 3: Every closed set A ⊂ X is Z(f )
for some continuous real f on X. If Z(f ) = φ, then f (x) = 1 for all x ∈ X
satisfies our requirement. If Z(f ) 6= φ, we consider two possible cases: (1)
Z(f ) = X; (2) Z(f ) 6= X. If Z(f ) = X, then f (x) = 0 for all x ∈ X. If
Z(f ) 6= X, we can choose p ∈ X such that f (p) = 6 0. Note that Z(f ) and
{p} are one pair of disjoint closed sets. Hence we let
ρZ(f ) (x)
f (x) = .
ρZ(f ) (x) + ρ{p} (x)
By the previous result, we know that f (x) satisfies our requirement. Hence
we complete the whole proof.
Note that [0, 1/2) and (1/2, 1] are two open sets of f (X). Since f is
continuous, V = f −1 ([0, 1/2)) and W = f −1 ((1/2, 1]) are two open sets.
f −1 ({0}) ⊂ f −1 ([0, 1/2)), and f −1 ({1}) ⊂ f −1 ((1/2, 1]). Thus, A ⊂ V and
B ⊂ W . Thus a metric space X is normal.
Exercise 4.23. First, we prove that if f is convex in (a, b) and if a < s <
t < u < b, then
f (t) − f (s) f (u) − f (s) f (u) − f (t)
≤ ≤ .
t−s u−s u−t
Since s < t < u, ∃λ > 0 such that t = λs + (1 − λ)u. Since f is convex in
(a, b),
f (t) ≤ λf (s) + (1 − λ)f (u).
49
Let
f (u) − f (s)
m = (t − s) + f (s)
u−s
= (f (u) − f (s))(1 − λ) + f (s)
= λf (s) + (1 − λ)f (u).
Thus
m − f (s) f (u) − f (s)
= .
t−s u−s
Hence
f (t) − f (s) (λf (s) + (1 − λ)f (u)) − f (s)
≤
t−s t−s
m − f (s) f (u) − f (s)
= = .
t−s u−s
f (u)−f (s) f (u)−f (t)
Similarly, u−s
≤ u−t
.
Lemma. If f is convex on (a, b) and if x, y, x′ , y ′ are points of (a, b) with
x ≤ x′ < y ′ and x < y ≤ y ′, then the chord over (x′ , y ′) has larger slope than
the chord over (x, y); that is,
f (y) − f (x) f (y ′) − f (x′ )
≤ .
y−x y ′ − x′
The above lemma is very easy by our previous result. Now we turn to
show that f is continuous on (a, b). Choose p ∈ (a, b). Since p is an interior
point of (a, b), there exists α > 0 such that (p − α, p + α) ⊂ (a, b). Hence
[c, d] ⊂ (a, b) where c = p − α/2, d = p + α/2. Then by lemma, we have
f (c) − f (a) f (y) − f (x) f (b) − f (d)
≤ ≤
c−a y−x b−d
for x, y ∈ [c, d]. Thus |f (y)−f (x)| ≤ M|x−y| in [c, d]. Hence f is continuous
at x = p.
Finally, we show that every increasing convex function of a convex func-
tion is convex. Let f (x) be a convex function on (a, b), g(x) be an increasing
convex function on f ((a, b)). For any x, y ∈ (a, b), 0 < λ < 1,
50
since g is increasing. Hence g(f (x)) is convex.
for all n.
Induction on n. When n = 1, it is OK. Assume n = k the conclusion
holds, then as n = k + 1,
x1 + · · · + x2k+1
f
2k+1
1 x1 + · · · + x2k x2k +1 + · · · + x2k+1
=f ( + )
2 2k 2k
1 x1 + · · · + x2k x2k +1 + · · · + x2k+1
≤ f +f
2 2k 2k
1 f (x1 ) + · · · + f (x2k ) f (x2k +1 ) + · · · + f (x2k+1 )
≤ +
2 2k 2k
f (x1 ) + · · · + f (x2k+1 )
= .
2k+1
by induction hypothesis. Hence by the induction, claim 1 holds.
Claim 2.
x1 + · · · + xn f (x1 ) + · · · + f (xn )
f ≤ .
n n
for all n.
Reverse induction on n. Put
x1 + · · · + xn−1
xn = .
n−1
Then
x1 + · · · + xn−1 xn
f (xn ) = f +
n n
x1 + · · · + xn
= f
n
f (x1 ) + · · · + f (xn )
≤ .
n
51
So
x1 + · · · + xn−1 f (x1 ) + · · · + f (xn−1 )
f ≤ .
n−1 n−1
Hence claim 2 holds.
Back to the proof. Given x, y ∈ (a, b), λ ∈ (0, 1). irst suppose λ = p/q ∈
(0, 1) is rational, where p, q ∈ N. Let xi = x for 1 ≤ i ≤ p, and xj = y for
p + 1 ≤ j ≤ q. Hence
p q−p p p
f x+ y ≤ f (x) + 1 − f (y).
q q q q
Finally we take λ ∈ (0, 1) and choose a rational sequence λn → λ. Since
f is continuous,
a contradiction.
We prove (b). Let A = C1 + C2 . Claim: 0 is a limit point of A. Let ǫ > 0.
Take arbitrary n ∈ N such that 1/n < ǫ, and we partition the interval [0, 1)
into n subintervals:
1 1 2 n−1
0, , , ,··· , ,1 .
n n n n
Since n + 1 numbers,
52
are all in [0, 1), there exist two different integer k, l with 0 ≤ k, l ≤ n such
that kα − [kα] and lα − [lα] in the same subinterval. If the front number is
larger, then
1
0 < (kα − [kα]) − (lα − [lα]) < < ǫ.
n
Let u = [lα] − [kα], v = k − l; thus
0 < u + vα < ǫ
T
where u + vα ∈ Nǫ (0) (A − {0}). Thus 0 is a limit point of A.
For any x ∈ R and a neighborhood N of x, we can take two reals a, b
such that x ∈ (a, b) ⊂ N. According the previous conclusion, we can find
two integers u, v such that
0 < u + vα < b − a.
b a
Since u+vα
− u+vα
> 1, there exists an integer m such that
a b
<m< ,
u + vα u + vα
a < m(u + vα) < b.
T T
Thus m(u + vα) ∈ N A, that is, N A is not empty. Thus x is a limit
point of A.
Note. Let C1 = {n + 1/3n |n ∈ N} and C2 = {−n + 1/3n |n ∈ N}. Then
C1 and C2 are closed but C1 + C2 isn’t.
f (x) = g −1 (h(x))
53
is continuous if h is continuous.
For a counterexample, let X = Z = [0, 1], Y = [0, 1/2) ∪ [1, 3/2],
(
x if x ∈ [0, 1/2),
f (x) =
x + 1/2 if x ∈ [1/2, 1],
(
x if x ∈ [0, 1/2),
g(x) =
x − 1/2 if x ∈ [1, 3/2].
Observe that g is uniformly continuous on Y , and h(x) = x is uniformly
continuous on Z, but f is not (uniformly) continuous on X.
Exercise 5.1. |f (x)−f (y)| ≤ (x−y)2 for all real x and y. Fix y, | f (x)−f
x−y
(y)
|≤
|x − y|. Let x → y, therefore,
f (x) − f (y)
0 ≤ lim ≤ lim |x − y| = 0.
x→y x−y x→y
Exercise 5.2. For every pair x > y in (a, b), f (x) − f (y) = f ′ (c)(x − y)
where y < c < x by Mean Value Theorem. Note that c ∈ (a, b) and f ′ (x) > 0
in (a, b), hence f ′ (c) > 0. f (x) − f (y) > 0 or f (x) > f (y) if x > y, i.e., f is
strictly increasing in (a, b).
and
h = f (g(x0 ) + ∆g) − f (g(x0 )) = f (g + ∆g) − f (g).
h = [f ′ (g) + η(∆g)]∆g,
1 ∆g
=
f ′ (g) + η(∆g) h
54
Note that f ′ (g(x)) > 0 for all x ∈ (a, b) and η(∆g) → 0 as h → 0, thus,
1 1
lim ∆g/h = lim = ′ .
h→0 h→0 f ′ (g) + η(∆g) f (g(x))
1 1
Thus g ′ (x) = f ′ (g(x))
, g ′ (f (x)) = f ′ (x)
.
Exercise 5.3. For every x < y with x, y ∈ R, we will show that f (x) 6= f (y).
By Mean Value Theorem, g(x) − g(y) = g ′ (c)(x − y) for some x < c < y.
that is,
f (x) − f (y) = (ǫg ′ (c) + 1)(x − y). (*)
Cn n+1
Exercise 5.4. Let f (x) = C0 x + · · · + n+1 x . f is differentiable in R and
′
f (0) = f (1) = 0. Thus, f (1) − f (0) = f (c) for some c ∈ (0, 1) by Mean
Value Theorem. Also,
Exercise 5.6. Our goal is to show g ′(x) > 0 for all x > 0 ⇔ g ′(x) =
xf ′ (x)−f (x) f (x)
x2
> 0 ⇔ f ′ (x) > x
. Since f ′ (x) exists, f (x) − f (0) = f ′ (c)(x − 0)
55
where 0 < c < x by Mean Value Theorem. ⇒ f ′ (c) = f (x) x
where 0 < c < x.
Since f ′ is monotonically increasing, f ′ (x) > f ′ (c), that is, f ′ (x) > f (x)
x
for
all x > 0.
Exercise 5.7.
Exercise 5.8. Since f ′ (x) is continuous on a compact set [a, b], f ′ (x) is
uniformly continuous on [a, b]. Hence, for any ǫ > 0 there exists δ > 0 such
that
|f ′ (t) − f ′ (x)| < ǫ
whenever 0 < |t − x| < δ, a ≤ x ≤ b, a ≤ t ≤ b. Thus, f ′ (c) = f (t)−f
t−x
(x)
where
c between t and x by Mean Value Theorem. Note that 0 < |c − x| < δ and
thus |f ′ (c) − f ′ (x)| < ǫ, thus,
f (t) − f (x)
| − f ′ (x)| < ǫ
t−x
whenever 0 < |t − x| < δ, a ≤ x ≤ b, a ≤ t ≤ b.
It does not hold for vector-valued functions. Consider f (x) = (cos x, sin x),
[a, b] = [0, 2π], and x = 0. Hence f ′ (x) = (− sin x, cos x). Take any 1 > ǫ > 0,
there exists δ > 0 such that
f (t) − f (0) ′
t−0 − f (0) < ǫ
56
2 2(cos t + sin t)
+ 1 − <ǫ
t2 t
since 1 > ǫ > 0. Note that
2 4 2 2(cos t + sin t)
2
+1− < 2 +1−
t t t t
2 4
But t2
+1− t
→ +∞ as t → 0. It is absurd.
f (x0 + h) − f (x0 )
lim = L,
h→0 h
Thus f ′ (x0 ) exists and f ′ (x0 ) = L.
Exercise 5.10. Write f (x) = f1 (x) + if2 (x), where f1 (x), f2 (x) are real-
valued functions. Thus,
df (x) df1 (x) df2 (x)
= +i ,
dx dx dx
f1 (x) f2 (x)
Apply L’Hospital’s rule to x
and x
, we have
f1 (x) f2 (x)
lim = lim f1′ (x) and lim = lim f2′ (x)
x→0 x x→0 x→0 x x→0
or
f1 (x) f2 (x)
lim + i lim = lim f1′ (x) + i lim f2′ (x) = lim f ′ (x)
x→0 x x→0 x x→0 x→0 x→0
57
Thus, limx→0 f (x)
x
= limx→0 f ′ (x). Similarly, limx→0 g(x)
x
= limx→0 g ′(x). Note
that B 6= 0. Thus,
f (x) f (x) x x
lim = lim −A +A
x→0 g(x) x→0 x g(x) g(x)
1 A A
= (A − A) + = .
B B B
In Theorem 5.13, we know g(x) → +∞ as x → 0. (f (x) = x, and
i
g(x) = x + x2 e x2 ).
f (x + h) + f (x − h) − 2f (x) f ′ (x + h) − f ′ (x − h)
lim = lim .
h→0 h2 h→0 2h
Note that
1 ′′
f ′′ (x) = (f (x) + f ′′ (x))
2
1 f ′ (x + h) − f ′ (x) f ′ (x − h) − f ′ (x)
= (lim + lim )
2 h→0 h h→0 −h
1 f ′ (x + h) − f ′ (x − h)
= lim
2 h→0 h
f ′ (x + h) − f ′ (x − h)
= lim .
h→0 2h
Thus,
f (x + h) + f (x − h) − 2f (x)
2
→ f ′′ (x)
h
as h → 0.
Counterexample: f (x) = x|x| on R.
f (h) − f (0)
f ′ (0) = lim = 0.
h→0 h
58
Hence, f ′ (x) = 3|x|2 for all x. Similarly,
f ′′ (x) = 6|x|.
Thus,
f ′′ (h) − f (0) |h|
=6
h h
|h|
Since h
= 1 if h > 0 and = −1 if h < 0, f ′′′ (0) does not exist.
Exercise 5.13. For (a). (⇒) f is continuous iff for any sequence {xn } → 0
with xn 6= 0, xan sin x−c
n → 0 as n → ∞. In particular, we take
1c
1
xn = >0
2nπ + π/2
and thus xan → 0 as n → ∞. Hence a > 0. If not, then a = 0 or a < 0. When
a = 0, xan = 1. When a < 0, xan = 1/x−a
n → ∞ as n → ∞. It contradicts.
(⇐) f is continuous on [−1, 1] − {0} clearly. Note that
Since equation (*) holds for all h > 0, its determinant must be non-positive.
Thus 4|f ′ (x)|2 − 4M2 (4M0 ) ≤ 0, |f ′ (x)|2 ≤ 4M0 M2 , or
(M1 )2 ≤ 2M0 M2
59
Note: There is a similar exercise. Suppose f (x) defined on R is a twice-
differentiable real-valued function, and
f ′′ (ξ1 ) 2
f (x + h) = f (x) + f ′ (x)h + h (*)
2
for x < ξ1 < x + h or x > ξ1 > x + h, and
f ′′ (ξ2 ) 2
f (x − h) = f (x) − f ′ (x)h + h (**)
2
for x − h < ξ2 < x or x − h > ξ2 > x. (*) minus (**) implies that f (x + h) −
2
f (x − h) = 2f ′(x)h + h2 (f ′′ (ξ1 ) − f ′′ (ξ2 )). 2h|f ′ (x)| ≤ |2hf ′(x)| implies that
2
2h|f ′ (x)| ≤ |f (x + h)| + |f (x − h)| + h2 (|f ′′ (ξ1 )| + |f ′′ (ξ2 )|), or 2h|f ′ (x)| ≤
2M0 + h2 M2 . Thus
Since this equation holds for all h, its determinant must be non-positive.
Thus 4|f ′ (x)|2 − 4M2 (2M0 ) ≤ 0, |f ′ (x)|2 ≤ 2M0 M2 , or
M12 ≤ 2M0 M2
Exercise 5.16. Suppose a ∈ (0, ∞), and M0 , M1 , M2 are the least up-
per bounds of |f (x)|, |f ′(x)|, |f ′′(x)| on (a, ∞). Hence, M12 ≤ 4M0 M2 . Let
a → ∞, M0 = sup |f (x)| → 0. Since M2 is bounded, therefore M12 → 0 as
a → ∞. It follows that sup |f ′ (x)| → 0 as x → ∞.
60
where s ∈ (0, 1). Take α = 0andβ = −1, and
f ′′ (0) f (3) (t)
f (−1) = f (0) − f ′ (0) + −
2 6
where t ∈ (−1, 0). Thus
f ′′ (0) f (3) (s)
1= + where s ∈ (0, 1), (*)
2 6
f ′′ (0) f (3) (s)
0= − where s ∈ (−1, 0). (**)
2 6
(*) minus (**) and thus
f (3) (s) f (3) (t)
+ where s ∈ (0, 1) and t ∈ (−1, 0),
6 6
or
f (3) (s) + f (3) (t) = 6 where s, t ∈ (−1, 1).
Hence
f (3) (x) ≥ 3 for some x ∈ (−1, 1).
61
−αn f (αn ) − f (0) −αn −αn
(L + ǫ) < < (L − ǫ).
βn − αn αn βn − αn βn − αn
Combine them, and we have
βn + αn βn + αn
L− ǫ < Dn < L + ǫ.
βn − αn βn − αn
βn
Note that {βn /(βn − αn )} is bounded, ie, βn −αn ≤ M for some constant M.
Thus
βn + αn 2βn
=
βn − αn βn − αn − 1 ≤ 2M + 1.
Hence, L − (2M + 1)ǫ < Dn < L + (2M + 1)ǫ, or lim Dn = L = f ′ (0).
For (c). By Mean Value Theorem, Dn = f ′ (tn ) for some tn between
αn and βn . Note that min{αn , βn } < tn < max{αn , βn }, max{αn , βn } =
1
2
(αn + βn + |αn − βn |), and min{αn , βn } = 12 (αn + βn − |αn − βn |). Thus,
max{αn , βn } → 0 and min{αn , βn } → 0 as αn → 0 and βn → 0. By squeezing
principle for limits, tn → 0. With the continuity of f ′ , we have
Exercise 5.22. For (a). If not, then there exists two distinct fixed points,
say x and y, of f . Thus f (x) = x and f (y) = y. Since f is differentiable,
by applying Mean Value Theorem we know that f (x) − f (y) = f ′ (t)(x − y)
where t is between x and y. Since x 6= y, f ′ (t) = 1 and it is absurd.
For (b). We show that 0 < f ′ (t) < 1 for all real t. First, f ′ (t) =
et
1 + (−1)(1 + et )−2 et = 1 − (1+e t t 2 t t
t )2 . Since e > 0, (1 + e ) = (1 + e )(1 + e ) >
62
1(1 + et ) = 1 + et > et > 0 for all real t. Thus 1 > (1 + et )−2 et > 0 for all
real t. Hence 0 < f ′ (t) < 1 for all real t.
Next, since f (t) − t = (1 − et )−1 > 0 for all real t, f (t) has no fixed point.
For (c). Suppose xn+1 6= xn for all n. (If xn+1 = xn , then xn = xn+1 = · · ·
and xn is a fixed point of f ).
By Mean Value Theorem, f (xn+1 ) − f (xn ) = f ′ (tn )(xn+1 − xn ) where tn
is between xn and xn+1 . Thus,
Note that |f ′ (tn )| is bounded by A < 1, f (xn ) = xn+1 , and f (xn+1 ) = xn+2 .
Thus |xn+2 − xn+1 | ≤ A|xn+1 − xn | or
|xn+1 − xn | ≤ CAn−1
where C = |x2 − x1 |. For two positive integers p > q, |xp − xq | ≤ |xp − xp−1 | +
q−1
· · · + |xq+1 − xq | = C(Aq−1 + Aq + · · · + Ap−2 ) ≤ CA
1−A
. Hence
CAq−1
|xp − xq | ≤ .
1−A
Note that f (xn ) > f (ξ) = 0 since f ′ ≥ δ > 0 and f is strictly increasing.
Thus, xn − ξ ≤ xn − xn+1 or ξ ≤ xn+1 .
63
Note that f (xn ) > 0 and f ′ (xn ) > 0. Thus xn+1 < xn . Hence, xn >
xn+1 ≥ ξ. Thus, {xn } converges to a real number ζ. Suppose ζ 6= ξ, then
f (xn )
xn+1 = xn − .
f ′ (xn )
f (xn ) f (ζ) f (ζ)
Note that f ′ (xn )
> δ
. Let α = δ
> 0, be a constant. Thus,
xn+1 < xn − α
Thus
f ′′ (tn )
xn+1 − ξ = ′ (xn − ξ)2
2f (xn )
where tn ∈ (ξ, xn ).
For (d). By (b) we know that 0 ≤ xn+1 − ξ for all n. Again by (c) we
f (tn ) ′′
2 ′′
know that xn+1 − ξ = 2f ′ (x ) (xn − ξ) . Note that f
n
≤ M and f ′ ≥ δ > 0.
n
Thus xn+1 − ξ ≤ A(xn − ξ)2 ≤ A1 (A(x1 − ξ))2 by the induction. Thus,
1 n
0 ≤ xn+1 − ξ ≤ [A(x1 − ξ)]2 .
A
For (e). If x0 is a fixed point of g(x), then g(x0 ) = x0 , that is, x0 − ff′(x 0)
(x0 )
=
x0 or f (x0 ) = 0. It implies that x0 = ξ and x0 is unique since f is strictly
increasing. Thus, we choose x1 ∈ (ξ, b) and apply Newton’s method, we can
f (x)f ′′ (x)
find out ξ. Hence we can find out x0 . Next, by calculating g ′ (x) = f ′ (x)2
,
we have
M
0 ≤ g ′ (x) ≤ f (x) 2 .
δ
′
As x near ξ from right hand side, g (x) near f (ξ) = 0.
For (f). xn+1 = xn − ff′(x n)
(xn )
= −2xn by calculating. Thus, xn = (−2)n−1 x1
for all n, thus {xn } does not converges for any choice of x1 , and we cannot
find ξ such that f (ξ) = 0 in this case.
64
Exercise 5.26. Suppose A > 0. (If not, then f = 0 on [a, b] clearly.) Fix
x0 ∈ [a, b], let M0 = sup |f (x)|, M1 = sup |f ′ (x)| for a ≤ x ≤ x0 . For any such
x, f (x)−f (a) = f ′ (c)(x−a) where c is between x and a by using Mean Value
Theorem. Thus |f (x)| ≤ M1 (x − a) ≤ M1 (x0 − a) ≤ A(x0 − a)M0 . Hence
1
M0 = 0 if A(x0 − a) < 1. That is, f = 0 on [a, x0 ] by taking x0 = a + 2A .
1
Repeat the above argument by replacing a with x0 , and note that 2A is a
constant. Hence, f = 0 on [a, b].
65
Then this problem has at most one solution if there is a constant A such that
Exercise 6.1. Note that L(P, f, α) = 0 for all partition P of [a, b]. Thus
Z a
f dα = 0.
b
66
for all positive integer n > 1. Thus
2(b − a)
0 ≤ inf U(P, f, α) ≤
n
Ra
for all positive integer n. Thus inf U(P, f, α) = 0. Hence b
f dα = 0; thus,
Ra
b
f dα = 0.
Exercise 6.2. If not, then there is p ∈ [a, b] such that f (p) > 0. Since
f is continuous at x = p, for ǫ = f (p)/2, there exist δ > 0 such that
T
|f (x) − f (p)| < ǫ whenever x ∈ (x − δ, x + δ) [a, b], that is,
1 3
0 < f (p) < f (x) < f (p)
2 2
for x ∈ Br (p) ⊂ [a, b] where r is small enough. Next, consider a partition P
of [a, b] such that
r r
P = a, p − , p + , b .
2 2
So
1 rf (p)
L(P, f ) ≥ r · f (p) = ,
2 2
or
rf (p)
sup L(P, f ) ≥ L(P, f ) ≥ > 0.
2
Rb
It is absurd since a f (x)dx = sup L(P, f ) = 0. Hence f = 0 for all x ∈ [a, b].
Note: The above conclusion holds under the condition that f is continu-
ous. If f is not necessary continuous, then we cannot get this conclusion. (A
counter-example is shown in Exercise 6.1).
Exercise 6.4. If f (x) = 0 for all irrational x, f (x) = 1 for all rational x,
prove that f ∈
/ R on [a, b] for any a < b.
Proof. Take any partition P of [a, b], say
a = x0 ≤ x1 ≤ · · · ≤ xn−1 ≤ xn = b.
67
Note that Q is dense in R, and R \ Q is also dense in R. Hence,
Mi = sup f (x) = 1,
yi−1 ≤x≤yi
mi = inf f (x) = 0.
yi−1 ≤x≤yi
Hence,
m
X
′
U(P, f ) = U(P , f ) = Mi ∆yi = b − a,
i=1
Xm
L(P, f ) = L(P ′ , f ) = mi ∆yi = 0.
i=1
Thus, f ∈
/ R on [a, b].
Exercise 6.5. The first answer is NO. Define f (x) = −1 for all irrational
x ∈ [a, b], f (x) = 1 for all rational x ∈ [a, b]. Similarly, f ∈
/ R by Exercise
6.4.
However, if we assume that f 3 ∈ R, the answer is YES. Let Φ = x1/3 ,
we apply Theorem 6.11 and thus get f ∈ R.
Exercise 6.7. (a) Take any c > 0, and note that f is bounded, say |f | ≤ M
for some M. Hence,
Z c Z c Z c
−Mdx ≤ f (x)dx ≤ Mdx,
0 0 0
Z c
−cM ≤ f (x)dx ≤ cM,
0
Z 1 Z 1
−cM ≤ f (x)dx − f (x)dx ≤ cM.
c 0
68
R1 R1 R1
Letting c → 0 and thus c f (x)dx − 0 f (x)dx → 0, that is, c f (x)dx →
R1
0
f (x)dx as c → 0. Thus this definition of the integral agrees with the old
one.
(b) Define
1 1
f (x) = n(−1)n , where <x≤
n+1 n
or
sin(1/x)
f (x) = .
x
We define Z y
g(x) = f (t)dt.
1
69
for M > 0. By letting M → ∞, we have
Z ∞ Z ∞
cos x sin x
dx = dx.
0 1+x 0 (1 + x)2
R∞ x R∞
Also, 0 cos
1+x
dx does not converges abolutely, but 0 sin x
(1+x)2
dx does.
Exercise 6.10. We prove (a). Claim: if a and b are positive and 0 < α < 1,
then
aα b1−α ≤ αa + (1 − α)b
and that the equality holds if and only if a = b. To prove it, we let f (x) =
αx + (1 − α) − xα , where x = a/b. Thus
70
Rb Rb
If I = a
|f |p 6= 0 and J = a
|g|q 6= 0 then apply the conclusion of the part
(b) to |f |/c and |g|/d where cp = I and dq = J. Hence
Z b Z b 1/p Z b 1/q
p q
f gdα ≤ cd = |f | dα |g| dα
a a a
Hence,
Z b
ku + vk22 = |u + v|2dα
a
Z b Z b Z b
2
= |u| dα + (uv + vu)dα + |v|2dα
a a a
Z b Z b Z b
= |u|2 dα + |uv + vu|dα + |v|2dα
a a a
Z b Z b Z b
≤ |u|2dα + 2 |uv|dα + |v|2 dα (by (*))
a a a
Z b 1/2 Z b 1/2 2
2 2
≤ |u| dα + |v| dα
a a
= (kuk2 + kvk2 )2 .
71
(b) By (a),
Z (x+1)2
cos(x2 ) cos[(x + 1)2 ] cos u
f (x) = − − du,
2x 2(x + 1) x2 4u3/2
1
2xf (x) = cos(x2 ) − cos[(x + 1)2 ] + cos[(x + 1)2 ]
x+1
Z (x+1)2
cos u
− 2x du.
x2 4u3/2
Let Z (x+1)2
1 cos u
r(x) = cos[(x + 1)2 ] − 2x du.
x+1 x2 4u3/2
Note that
1 2
1 1
x + 1 cos[(x + 1) ] ≤ x + 1 < x ,
72
Z (x+1)2
cos u 1 1
2x 3/2
du < 2x <
x2 4u 2x(x + 1) x
if x > 0. Thus |r(x)| < 1/x + 1/x = c/x and c = 2 is a constant if x > 0.
(fn is bounded ⇒ the existence of supx∈S |fn (x)|.) Therefore |fn (x)| ≤ M
for all n and x ∈ S. Hence {fn } is uniformly bounded on S.
Exercise 7.2. If {fn } and {gn } converge uniformly on a set E, prove that
{fn + gn } converges uniformly on E. If, in addition, {fn } and {gn } are
sequences of bounded functions, prove that {fn gn } converges uniformly on
E.
Proof. Let hn (x) = fn (x) + gn (x) for each n. Since {fn } (resp. {gn })
converges uniformly on E, given ǫ > 0, there exists N such that |fn (x) −
fm (x)| < ǫ/2 (resp. |gn (x) − gm (x)| < ǫ/2) for all x ∈ E whenever n, m ≥ N.
Thus |hn (x) − hm (x)| ≤ |fn (x) − fm (x)| + |gn (x) − gm (x)| < ǫ for all x ∈ E,
i.e., {fn + gn } converges uniformly on E.
By exercise 7.1, {fn } and {gn } are uniformly bounded on E. Let M be the
bound of them, i.e., |fn (x)| ≤ M and |gn (x)| ≤ M for all x and all n. Again
we let hn (x) = fn (x)gn (x) for each n. Since {fn } (resp. {gn }) converges
uniformly on E, given ǫ > 0, there exists N such that |fn (x) − fm (x)| <
ǫ/(4M) (resp. |gn (x) − gm (x)| < ǫ/(4M)) for all x ∈ E whenever n, m ≥ N.
73
Thus,
|hn (x) − hm (x)| = |fn (x)(gn (x) − gm (x)) + gm (x)(fn (x) − fm (x))|
≤ |fn (x)||gn (x) − gm (x)| + |gm (x)||fn (x) − fm (x)|
< ǫ
Given ǫ > 0, there exists N = [ 2ǫ ] + 1 > 2ǫ such that |fn (x) − f (x)| =
| nx | ≤ n2 ≤ N2 < ǫ whenever n ≥ N, x ∈ E. Therefore, fn → f uniformly on
E. Next, given ǫ > 0, there exists N = [ 1ǫ ] + 1 > 1ǫ such that |gn (x) − g(x)| ≤
1
n
≤ N1 < ǫ whenever n ≥ N, x ∈ E. Hence, gn → g uniformly on E.
Claim 2. {fn gn } does not converge uniformly on E.
74
N +1
f (x)g(x)| < 1 whenever n ≥ N and x ∈ F . Now we let x = N
∈ F,
n = N. Hence,
For what values of x does the series converge absolutely? On what inter-
vals does it converge uniformly? On what intervals does it fail to converge
uniformly? Is f continuous whenever the series converges? Is f bounded?
Pn=m 1
Proof. Let sm (x) = n=1 1+n2 x
be the partial sum of f .
First, we will find values of x such that the series converge abso-
P
lutely. x ∈ / {− k12 | k ∈ N} clearly. When x = 0, the series 1 diverges.
P 2 −1 −1
P 1 −1
P −2
When x > 0, the series (1+n x) = x x−1 +n2
<x n converges
(absolutely) by the comparison test. To complete our calculation, we consider
P P 1
the rest case x ∈ R− \ {− k12 | k ∈ N}. Recall: (1 + n2 x)−1 = x−1 x−1 +n2
.
−1 2
For each fixed x, there exists N such that x + n > 0 whenever n ≥ N.
Hence, it suffices to determine whether the series
∞ ∞
X 1 −1
X 1
2
=x
n=N
1+n x n=N
x + n2
−1
75
Weierstrass M-test (theorem 7.10), f (x) converges uniformly on [A, +∞)
with A > 0. Does f converge uniformly on (0, +∞)? The answer is no. If
not, sm → f uniformly on (0, +∞).
n=m n=m
X 1 X
sm (x) = < 1=m
n=1
1 + n2 x n=1
is bounded (by m) for all x ∈ (0, +∞). By exercise 7.1, f (x) is uniformly
bounded. Since
n=m n=m
−3
X 1 X 1
sm (m ) = >
n=1
1 + n2 · m−3 n=1
1 + m2 · m−3
2
m m
= 2 −3
= >m−1
1+m ·m 1+m
for each m, we obtain a contradiction. It also implies that f is unbounded.
Next, we consider other possible intervals that f converge uniformly on. We
list two possible cases: (i) (−∞, −1) and (ii) Ek = (−k −2 , −(k + 1)−2 ).
Case (i). Note that 0 > (1 + n2 x)−1 > (1 − n2 )−1 for every x ∈ (−∞, −1).
Thus,
∞ ∞
X 1 X 1
0≤ 1 + n2 x <
1 − n2 .
n=2 n=2
P∞
By Weierstrass M-test, n=2 (1 + n2 x)−1 (and so f ) converges uniformly on
(−∞, −1).
Case (ii). If x ∈ Ek (or −k −2 < x < −(k + 1)−2 ), then
1 1
<
1 + n2 x 1 − n2 /k 2
P
for n ≥ k + 2. Anain by Weierstrass M-test, ∞ 2 −1
n=k+1 (1 + n x) (and so
f ) converges uniformly on Ek . In sum, f converges uniformly on all real
numbers except (0, A) ∪ {−k −2 | k ∈ N}), and does not converges uniformly
on (0, A) where A > 0.
Third, we will show that f is continuous whenever f converges. It
is clear. For any x ∈ R \ (0 ∪ {−k −2 | k ∈ N}), x must lie in some closed
interval [a, b] that f converges uniformly on. Since sm are continuous for all
m, f is continuous whenever f converges.
76
Exercise 7.5. Let
1
0
x< n+1
,
fn (x) = sin2 π
x
1
n+1
≤x ≤ 1
n
,
1
0 n
<x .
Show that {fn } converges to a continuous function, but not uniformly. Use
P
the series fn to show that absolute convergence, even for all x, does not
imply uniform convergence.
Proof. By the definition of fn (x), it suffices to consider that fn (x) lie on
(0, 1) only. We will show that the limit function
lim fn (x) = 0
n→∞
which is absurd.
77
Exercise 7.6. Prove that the series
∞
X x2 + n
(−1)n
n=1
n2
converges uniformly in every bounded interval, but does not converge abso-
lutely for any value of x.
Proof. Let
x2 + n
fn (x) = (−1)n , gn (x) = .
n2
P
Fixed a bounded interval [a, b]. Note: (i) fn (x) is uniformly bouned, (ii)
gn (x) → 0 uniformly on [a, b], and (iii) gn+1(x) ≤ gn (x) on [a, b]. Hence,
P 2
by Dirichlet test for uniform convergences, the series (−1)n x n+n
2 converges
uniformly on every bounded interval [a, b].
Next, notice that
∞ 2 ∞
X x2 + n X 1 ∞
nx +n
X
|(−1) |= >
n=1
n2 n=1
n2 n=1
n
P 2
diverges for any x ∈ R, and thus (−1)n x n+n
2 does not converge absolutely
for any value of x.
for all x ∈ R. The last inequality is due to the inequality for arithmetic and
geometric means. Thus, fn → f uniformly on R.
78
1−nx 2
f ′ (x) = 0 and fn′ (x) = (1+nx ′ ′
2 )2 . For x = 0, f (0) = 0 and limn→∞ fn (0) =
−nx2 + 1
lim fn′ (x) = lim = 0,
n→∞ n→∞ n2 x4 + 2nx2 + 1
Exercise 7.8. If (
0 (x ≤ 0),
I(x) =
1 (x > 0),
P
if {xn } is a sequence of distinct points of (a, b), and if |cn | converges, prove
that the series ∞
X
f (x) = cn I(x − xn )
n=1
80
Back to the proof. Now we fix any x ∈ K. there exists Ui such that
x ∈ Ui , i.e., d(x, xi ) < δ. Hence,
ǫ
|fn (x) − fn (xi )| < (by (*)) and
3
ǫ
|fn (xi ) − fm (xi )| < (by (**)) and
3
ǫ
|fm (xi ) − fm (x)| < (by (*)).
3
Three inequalities implies that
ǫ ǫ ǫ
|fn (x) − fm (x)| < + + =ǫ
3 3 3
for all x ∈ K. Therefore, {fn } converges uniformly on K by Cauchy crite-
rion.
Prove that f has derivatives of all orders at x = 0, and that f (n) (0) = 0 for
n = 1, 2, 3, · · · .
Proof. Induction.
2
′ e−1/x − 0 1/x y
f (0) = lim = lim 1/x2 = lim y2 = 0
x→0 x−0 x→0 e y→±∞ e
81
Exercise 8.2. For a fixed i,
X X X X
aij = aij + aij + aij
j j<i j=i j>i
X
j−i
= 2 − 1 = (1 − 21−i ) − 1 = −21−i .
j<i
For a fixed j,
X X X X
aij = aij + aij + aij
i i<j i=j i>j
X
j−i
= −1 + 2 = −1 + 1 = 0.
i>j
P P P 1−i
P P P
Hence i j aij = i (−2 ) = −2 and j i aij = j 0 = 0.
bx − 1 log(b)bx
lim = lim = log b
x→0 x x→0 1
if b > 0.
(b) By L’Hospital’s rule,
log(1 + x) (1 + x)−1
lim = lim = 1.
x→0 x x→0 1
(c) By part (b),
log(1 + x) log(1 + x) 1
e = exp lim = lim exp = lim (1 + x) x .
x→0 x x→0 x x→0
82
and g(x) < 0 for all 0 < x < π/2. f ′ (x) < 1 on (0, π/2), and thus f (x) is
decreasing strictly on (0, π/2).
Note that limx→0 sinx x = 1 and f (π/2) = 2/π. Hence 2
π
< f (x) < 1, that
is,
2 sin x
< < 1.
π x
Exercise 8.8. For n = 0, 1, we have | sin 0x| ≤ 0| sin x| and | sin x| ≤ | sin x|.
Assume that | sin kx| ≤ k| sin x|. We have
1
γn+1 − γn = − log(n + 1) + log n
n+1
Z n+1
1 1
= − dx
n+1 n x
Z n+1
1 1
= − dx
n n+1 x
≤ 0
83
(b) Note that sN − log N ≥ 0 for all N, and thus we can choose m >
100/ log 10.
The last inequality holds because (1 − x)−1 ≤ e2x for 0 ≤ x ≤ 12 . Now letting
P P 2 P∞ 1
N → ∞, and thus ∞ 1
n=1 n ≤ exp p p . Since the left hand side, n=1 n ,
P
diverges, p 1/p is divergent.
on [0, 1]. Since f (x) → 1 as x → +∞, there exists M > 0 such that
|f (x) − 1| < ǫ/2 whenever x ≥ M. Thus
Z ∞
|g(t)| ≤ t e−tx |f (x) − 1|dx
0
Z M Z ∞
−tx
= t e |f (x) − 1|dx + t e−tx |f (x) − 1|dx
0 M
Z M Z ∞
ǫ
≤ t e−tx Ldx + t e−tx dx
0 M 2
Z M
ǫ
≤ t Ldx + e−tM
0 2
ǫ
≤ tML +
2
where L > 0 is a bound of |f (x) − 1| on [0, M]. (f ∈ R([0, M]) and thus f
is bounded.) Choose t = min(1, 2Mǫ L ) and thus |g(t)| < ǫ, i.e.,
Z ∞
lim t e−tx f (x)dx = 1.
t→0+ 0
84
Exercise 8.12. (a) c0 = δ/π. For m 6= 0,
Z π Z δ
1 −imx 1
cm = f (x)e dx = e−imx dx
2π −π 2π −δ
x=δ
1 e−imx sin(mδ)
= · = .
2π −im mπ x=−δ
(b) Thus,
∞
δ X sin(nδ)
f (x) ∼ + 2 cos(nx).
π n=1
nπ
For x = 0, we can apply theorem 8.14 to get
∞
δ X sin(nδ)
f (0) = + 2 ,
π n=1
nπ
that is,
∞
X sin(nδ) π−δ
= .
n=1
n 2
(c) By Parseval’s theorem,
Z π ∞ ∞
1 2
X
2 δ2 X sin2 (nδ)
|f (x)| dx = |cn | = 2 + 2 .
2π −π −∞
π n=1
n2 π 2
Z π Z δ
1 2 1 δ
|f (x)| dx = 12 dx = .
2π −π 2π −δ π
Hence ∞
X sin2 (nδ) π−δ
= .
n=1
n2 δ 2
(d)
Z 2 ∞ 2 ∞
∞
sin x 1 X sin Nn X sin2 Nn
dx = lim n = lim n2
0 x N →∞ N
n=1 N
N →∞
n=1 N
∞
X sin2 (nδ) π−δ π
= lim = lim = .
δ→0
n=1
n2 δ δ→0 2 2
π
(e) Put δ = 2
in (c), we have
∞
X sin2 ( nπ ) 2
π − π2
n2 π
= .
n=1 2
2
85
∞ ∞
π 2 X sin2 ( nπ
2
) 2X 1
= 2
= ,
4 π n=1 n π n=1 (2n − 1)2
that is,
∞
X 1 π2
= .
n=1
(2n − 1)2 8
1
R 2π
Exercise 8.13. c0 = 2π 0
xdx = π. For m 6= 0,
Z
2π
1
cm = xe−imx dx
2π 0
x=2π
1 1 −imx 1 1 −imx
= · xe + · e
2π −im 2π m2
x=0
1
= .
−im
By Parseval’s theorem,
Z 2π ∞
1 2
X
|f (x)| dx = |cn |2 .
2π 0 −∞
Thus,
∞
4π 2 X 1
= π2 + 2
3 n=1
n2
or ∞
X 1 π2
= .
n=1
n2 6
1
Rπ −imx 1
R π 2 −imx
Exercise 8.14. We deduce 2π −π
|x|e dx and 2π −π
xe dx with
m 6= 0 for further computing.
Z Z
−imx 1 −imx 1 −imx
xe dx = xe − e dx
−im −im
1 1
= xe−imx + 2 e−imx + constant;
Z −im mZ
2 −imx 1 2 −imx 2
xe dx = xe − xe−imx dx
−im −im
Z
1 2 −imx 2
= xe − xe−imx dx.
−im −im
86
Thus
Z π Z 0 Z π
−imx −imx
|x|e dx = −xe dx + xe−imx dx
−π −π 0
−imx 0 −imx π
xe e−imx xe e−imx
=− + + +
−im m2 −π −im m2 0
(
π π
im
+ −im if m is even
=
(− m22 − im π
) + (− m22 + im
π
) if m is odd
(
0 if m is even
=
− m42 if m is odd;
Z π (
π π
+ −im if m is even
xe−imx dx = −im
−π ( 22 + imπ
) + (− m22 + im
π
) if m is odd
( m
2π
− im if m is even
= 2π
im
if m is odd
2π
= (−1)m+1 ,
im
and
Z π π Z π
2 −imx 1 2 −imx 2
xe dx = xe − −im xe−imx dx
−π −im −π −π
4π
= (−1)m 2 .
m
Hence,
Z π
1 π2
c0 = (π − |x|)2 dx = ,
2π −π 3
Z π
1
cm = (π − |x|)2 e−imx dx
2π −π
Z π
1
= (π 2 − 2π|x| + x2 )e−imx dx
2π −π
Z π Z π
−imx 1
=− |x|e dx + x2 e−imx dx
−π 2π −π
(
0 + m22 if m is even
= 4 −2
m2
+ m2 if m is odd
2
= 2.
m
87
Therefore,
∞
π2 X 4
2
f (x) = (π − |x|) ∼ + cos nx.
3 n=1
n2
Given δ = 1. Note that
|f (x + t) − f (x)| = (π − |x + t|)2 − (π − |x|)2
= 2π − |x + t| − |x| · |x + t| − |x|
≤ (2π + 1)|t|
π2
P∞ 4
P∞ 1 π2
on [−π, π]. Let x = 0, π 2 = 3
+ n=1 n2 , i.e., n=1 n2 = 6
.
By Parseval’s theorem,
Z π ∞ ∞
1 X π4 X 8
|f (x)|2 dx = |cn |2 = + 4
.
2π −π −∞
9 n=1
n
Z π Z π
1 21
|f (x)| dx = (π − |x|)4 dx
2π −π 2π −π
Z 0 Z π
1 4 1
= (π + x) dx + (π − x)4 dx
2π −π 2π 0
0 π
1 (π + x)5 1 −(π − x)5
= + 2π
2π 5 5
−π 0
π4
= .
5
P∞ 1 π4
Hence n=1 n4 = 90
.
1 1−cos(N +1)x
Exercise 8.15. For KN (x) = N +1
· 1−cos x
. Recall
sin(n + 12 )x
Dn (x) = ,
sin x2
88
or
x 1
sin Dn (x) = sin(n + )x.
2 2
Hence
N n
xX X 1
sin Dn (x) = sin(n + )x.
2 n=0 n=0
2
Multiply sin x2 on both sides,
N N
x 2X X 1 x
(sin ) Dn (x) = sin(n + )x · sin
2 n=0 n=0
2 2
N
1X
= (cos nx − cos(n + 1)x)
2 n=0
1
= (1 − cos(N + 1)x).
2
Note that 2(sin x2 )2 = 1 − cos x, and thus
N
1 X 1 1 − cos(N + 1)x
KN (x) = Dn (x) = · .
N + 1 n=0 N +1 1 − cos x
1 − cos(N + 1)x 2
KN (x) = ≤ .
(N + 1)(1 − cos x) (N + 1)(1 − cos δ)
89
By equation (78) on page 189,
Z π
1
sN (f ; x) = f (x − t)DN (t)dt.
2π −π
Hence Z π
1
σN (f ; x) = f (x − t)KN (t)dt.
2π −π
Given ǫ > 0, we choose π > δ > 0 such that |y−x| < δ implies |f (y)−f (x)| <
ǫ/2. Let M = sup |f (x)|. Hence,
Z −δ Z −δ
1 1 2
|f (x − t) − f (x)|KN (t)dt ≤ 2M · dt
2π −π 2π −π (N + 1)(1 − cos δ)
4M(π − δ)
=
2π(N + 1)(1 − cos δ)
2M
< ,
(N + 1)(1 − cos δ)
Z π
1 2M
|f (x − t) − f (x)|KN (t)dt < ,
2π δ (N + 1)(1 − cos δ)
and
Z δ Z δ
1 ǫ
|f (x − t) − f (x)|KN (t)dt ≤ KN (t)dt
2π −δ 4π −δ
Z π
ǫ ǫ
≤ KN (t)dt = .
4π −π 2
Therefore,
Z π
1
|σN (f ; x) − f (x)| ≤ |f (x − t) − f (x)|KN (t)dt
2π −π
4M ǫ
≤ +
(N + 1)(1 − cos δ) 2
<ǫ
90
for all large enough N, which proves the conclusion that σN (f ; x) → f (x)
uniformly on [−π, π].
91
Proof. By Stirling’s formula,
p
Γ(x + c) ( x+c−1
e
) x+c−1
2π(x + c − 1)
lim c = lim x−1
p
x→∞ x Γ(x) x→∞ xc ( )x−1 2π(x − 1)
r e x+c−1
1 x+c−1 x+c−1
= c lim .
e x→∞ x−1 x−1
Note that
x+c−1 x−1 x+c−1
x+c−1 c x−1
lim = lim 1+ = ec .
x→∞ x−1 x→∞ x−1
q
and limx→∞ x+c−1
x−1
= 1. Hence
Γ(x + c)
lim =1
x→∞ xc Γ(x)
92
Exercise 9.1. Given x = c1 x1 + · · ·+ ck xk , y = d1 y1 + · · ·+ dh yh ∈ span(S),
where xi , yj ∈ S and ci , dj are scalars. Thus x + y = c1 x1 + · · · + ck xk +
d1 y1 + · · · + dh yh is a linear combinations of elements of S. Also, for every
scalar c, cx = c · (c1 x1 + · · · + ck xk ) = (cc1 )x1 + · · · + (cck )xk again is a linear
combinations of elements of S. Thus span(S) is a vector space.
Exercise 9.3. To show A is 1-1, it suffices to show that Ax1 = Ax2 implies
x1 = x2 . Since A ∈ L(X, Y ), 0 = Ax1 − Ax2 = A(x1 − x2 ). By assumption,
x1 − x2 = 0, that is, x1 = x2 .
Exercise 9.4. For all x, y ∈ N (A), and for all scalars c, we need to show
that x + y ∈ N (A) and cx ∈ N (A). It follows by A(x + y) = A(x) + A(y) =
0 + 0 = 0 and A(cx) = cA(x) = c0 = 0. Hence N (A) is a vector space.
For all x, y ∈ R(A), and for all scalars c, we need to show that x + y ∈
R(A) and cx ∈ R(A). x and y are all in R(A) implies that there exist
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x1 , y1 ∈ X such that Ax1 = x and Ay1 = y. Thus, x + y = Ax1 + Ay1 =
A(x1 + y1 ), i.e., x + y ∈ R(A). Also, cx = cAx1 = A(cx1 ), i.e., cx ∈ R(A).
Hence R(A) is a vector space.
3x2 y+y 3
Exercise 9.6. For (x, y) 6= (0, 0), (D1 f )(x, y) = (x2 +y 2 )2
and (D2 f )(x, y) =
3xy 2 +x3
.
For (x, y) = (0, 0), (D1 f )(0, 0) = (D2 f )(0, 0) = 0. But f is not con-
(x2 +y 2 )2
tinuous at (0, 0). In fact, to calculate the limit lim(x,y)→(0,0) f (x, y), we make
changes of variables by x = r cos θ and y = r sin θ. (x, y) → (0, 0) if and only
if r = 0, and f (x, y) = cos θ sin θ = 21 sin(2θ). Hence lim(x,y)→(0,0) f (x, y) =
limr→0 12 sin(2θ) = 1
2
sin(2θ) dose not exist.
Exercise 9.7. Fix x ∈ E and ǫ > 0. Since E is open, there is an open ball
P
S ⊂ E, with center at x and radius r. Suppose h = hj ej , h < r, put
v0 = 0, and vk = h1 e1 + · · · + hk ek , for 1 ≤ k ≤ n. Then
n
X
f (x + h) − f (x) = (f (x + vj ) − f (x + vj−1 )). (*)
j=1
Since |vk | < r for all k and since S is convex, the segments with end points
x + vj−1 and x + vj lie in S. Since vj = vj−1 + hj ej , the mean value theorem
shows that the j-th summand in (*) is equal to
for some θj ∈ (0, 1). Since Dj f are bounded in E, there is M > 0 such that
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|Dj f | ≤ M. Thus
n
X
|f (x + h) − f (x)| ≤ |f (x + vj ) − f (x + vj−1 ))|
j=1
n
X
= |hj (Dj f )(x + vj−1 + θj hj ej )|
j=1
n
X
≤ M |hj | ≤ Mnr < ǫ
j=1
Exercise 9.8. By definition 5.7, there exists δ > 0 such that f (x+h) ≤ f (x)
for all h ∈ E with |h| < δ. To show f ′ (x) = 0, it suffices to show that
(Dj f )(x) = 0 for 1 ≤ j ≤ n. If −δ < t < 0, then |tej | < δ and
f (x + tej ) − f (x)
≥ 0.
t
Letting t → 0, we see that (Dj f )(x) ≥ 0. If 0 < t < δ, then |tej | < δ and
f (x + tej ) − f (x)
≤ 0,
t
which shows that (Dj f )(x) ≤ 0. Hence (Dj f )(x) = 0. (The idea of this
proof comes from theorem 5.8.)
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Exercise 9.13. Let g(x, y, z) = (x, y, z) · (x, y, z) = x2 + y 2 + z 2 of R3 into
R, and F (t) = g(f(t)) = f(t) · f(t) = 1 of R into R. Note that g′ (x) = 2x
since (D1 g)(x, y, z) = 2x, (D2 g)(x, y, z) = 2y, and (D3 g)(x, y, z) = 2z. By
theorem 9.15,
F ′ (t) = g′ (f(t))f ′ (t) = 2f(t) · f ′ (t).
Since 1 = |f(t)|, 1 = f(t) · f(t) = F (t) and thus 0 = f(t) · f ′ (t). We interpret
this result geometrically. Given a particle on the unit sphere with a smooth
movement f(t) by the time t. The result f(t)·f ′ (t) = 0 says that the direction
of velocity of this particle point at the center of this unit sphere.
Exercise 9.15. (a) (x4 + y 2)2 − 4x4 y 2 = (x4 − y 2) ≥ 0 implies that 4x4 y 2 ≤
(x4 + y 2 )2 . To show f is continuous on R2 , it suffices to show f is continuous
at (0, 0). Note that
4x4 y 2
f (x, y) = x2 + y 2 − 2x2 y − x2
(x4 + y 2 )2
Exercise 9.16.
′ f (t) − f (0) 1
f (0) = lim = lim 1 + 2t sin = 1.
t→0 t t→0 t
For t 6= 0,
′ 1 1
f (t) = 1 + 4t sin − cos .
t t
Hence, f ′ (0) = 1 and f ′ (t) is bounded (by 6). But f is not one-to-one in any
neighborhood of 0 since f ′ is not monotonic in any neighborhood of 0.
R
Exercise 11.1. If f ≥ 0 and E f dµ = 0, prove that f (x) = 0 almost
everywhere on E. Hint: Let En be the subset of E on which f (x) > 1/n.
Write A = ∪En . Then µ(A) = 0 if and only if µ(En ) = 0 for every n.
Proof. Let En be the subset of E on which f (x) > 1/n. Write A = ∪En . In
fact, A = {x ∈ E | f (x) > 0}. Claim: µ(A) = 0 if and only if µ(En ) = 0 for
96
every n. One side is trivial. Conversely, if µ(En ) = 0 for all n, then we have
µ(En ) → µ(A) by theorem 11.3, that is, µ(A) = 0. Therefore, for every n
Z Z
1
µ(En ) ≤ f dµ ≤ f dµ = 0
n En E
R
Exercise 11.2. If A f dµ = 0 for every measurable subset A of a measurable
set E, then f (x) = 0 almost everywhere on E.
Proof. Let A = {x ∈ E | f (x) ≥ 0} be a measurable subset of E. Thus,
R R
A
f dµ = A f + dµ = 0. By exercise 11.1, f + = 0 almost everywhere on
A and thus on E. Similarly, f − = 0 almost everywhere on E. Hence,
f = f + − f − = 0 almost everywhere on E.
for some integer N = N(x, k). For simplicity, we define f (x) = 0 if x ∈ X \E.
Hence,
\∞ [
∞ \ ∞
E= {x ∈ X | |fn (x) − f (x)| < 1/k}
k=1 m=1 n=m
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Exercise 11.5. Put
(
0 (0 ≤ x ≤ 12 ),
g(x) =
1 ( 21 < x ≤ 1),
f2k (x) = g(x) (0 ≤ x ≤ 1),
f2k+1 (x) = g(1 − x) (0 ≤ x ≤ 1).
Show that
lim inf fn (x) = 0 (0 ≤ x ≤ 1),
n→∞
but Z 1
1
fn (x)dx = .
0 2
[Compare with (77).]
Proof. Since
(
0 (0 ≤ x ≤ 12 ),
f2k (x) =
1 ( 21 < x ≤ 1),
(
1 (0 ≤ x < 12 ),
f2k+1 (x) =
0 ( 21 ≤ x ≤ 1),
R1 1
lim inf n→∞ fn (x) = 0, but 0
fn (x)dx = 2
for all n.
98
1
By theorem 7.9, fn → 0 uniformly on R1 if and only if Mn = n
→ 0 as
R∞
n → ∞. But −∞ fn (x)dx = n1 · 2n = 2 for all n.
99