Advanced Calculus Chapter 3 Summary 2019-2020

Sequences
Definition A sequence {pn } in X is a function f : N → X such that f (n) = pn ∈ X.

Definition The sequence {pn } converges in X if there exists p ∈ X such that for each  > 0,
there exists N ∈ N such that if n > N then d(p, pn ) < . We say {pn } converges to p. Or
equivalently, p is the limit of {pn }.

Notation pn → p ⇐⇒ lim {pn } = p.

n→∞

Definitions
(a) If {pn } does not converge to any point in X then it diverges.
(b) The range of {pn } is {x ∈ X | x = pn for some n}.
(c) We say {pn } is bounded in X if the range of {pn } is bounded in X.

True/False Questions Let {pn } be a sequence in a metric space X.

(a) If pn → p and pn → p0 , then p = p0 . True.
(b) If {pn } is bounded, then {pn } converges. False.
(c) If pn converges, then {pn } is bounded. True.
(d) If pn → p, then p is a limit point of the range of {pn }. False.
(e) If p is a limit point of E ⊆ X, then there exists some sequence {pn } such that pn → p. True.
(f) pn → p if and only if every neighborhood of p contains all but finitely many terms in {pn }.
True.
Remark “All but finitely many” is equivalent to “Almost all.”
Solution

a) Let  > 0. Then there exists N1 ∈ N such that n > N1 , d(p, pn ) < . Similarly there exists
2
0 
N2 ∈ N such that n > N2 , d(p , pn ) < . Then for n > max (N1 , N2 ):
2
2
d(p, p0 ) ≤ d(p, pn ) + d(p0 , pn ) < = .
2
Thus d(p, p0 ) <  for all  > 0. Thus d(p, p0 ) = 0. Hence p = p0 .

b) Consider Ex. (4) where there is oscillation between two points.

c) Suppose pn → p. Since 1 > 0 (our choice of ), there exists N ∈ N such that for n > N
implies d(pn , p) < 1. Let r = max (1, d(p, p1 ), . . . , d(p, pN )) + 1. Then pn ∈ B(p, r) for all n ∈ N.

d) Consider Ex. (3) where the sequence is simply one point.

e) p ∈ E 0 . For all n ∈ N such that pn ∈ E such that d(pn , p) < n1 and pn 6= p. There for a
1 1 1
sequence {pn }. Let  > 0. Choose N > . Then for each n > N , we have d(p, pn ) < < < .
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Advanced Calculus Chapter 3 Summary(Continued) 2019-2020

Thus this sequences {pn } converges to p as desired.

f) (⇒) Suppose pn → p. Given B(p, ), there exists N ∈ N such that when n > N , it fol-
lows that d(p, pn ) < , i.e. pn ∈ B(p, ), leaving only finitely many points, p1 through pn possible.

(⇐) For all  > 0, B(p, ) contains almost all {pn }. For  > 0, let

m = max{n ∈ N | pn 6∈ B(p, )}.

Then n > m implies pn ∈ B(p, ), i.e. d(pn , p) < .

Theorem (Limit Laws) Suppose {sn }, {tn } are sequences in C, and lim sn = s, lim tn = t.
n→∞ n→∞
Then
(a) lim (sn + tn ) = s + t.
n→∞
(b) lim (csn ) = cs for all c ∈ C.
n→∞
(c) lim (c + sn ) = c + s for all c ∈ C.
n→∞
(d) lim (sn tn ) = st.
n→∞
1 1
(e) lim = provided sn 6= 0 for all n ∈ N, and s 6= 0.
n→∞ sn s
Outline of the Proof
(a) Let  > 0. Since lim sn = s and lim tn = t, there exists N1 , N2 ∈ N such that if n ≥ N1 , and
n→∞ n→∞
 
if n ≥ N2 then |sn − s| < and |tn − s| < , respectively. This imples that if n ≥ max (N1 , N2 ),
2 2
then

|(sn + tn ) − (s + t)| = |(sn + tn ) − (s + t)|

= |sn − s| + |tn − t|
< .

(b) Let  > 0. Since lim sn = s, there exists N ∈ N such that if n ≥ N, then |sn − s| < .
n→∞ 1 + |c|
|c| 
This imples that if n ≥ N, then |csn − cs| ≤ |c| |sn − s| < < .
1 + |c|

(d) Let  > 0. Choose k = max(|s|, |t|, 1, ). Since lim sn = s and lim tn = t, there exists
n→∞ n→∞
 
N1 , N2 ∈ N such that if n ≥ N1 , and if n ≥ N2 then |sn − s| < and |tn − s| < , respectively.
3k 3k
This imples that if n ≥ max (N1 , N2 ), then

|sn tn − st| = |(sn − s)(tn − t) + s(tn − t) + t(sn − s)|

2 |s| |t|
≤ 2+ +
9k 3k 3k
   |s| |t| 
≤ + + since k ≥ |s|, |t|,  =⇒ 1 ≥ , ,
9k 3 3 k k k
  
≤ + + since k ≥ 1
9 3 3
< .

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(e) Let  > 0. Since lim sn = s 6= 0, there exists N1 , N2 ∈ N such that

n→∞

1 1 1
if n ≥ N1 , then |sn − s| < |s| =⇒ |s| − |sn | ≤ |sn − s| < |s| =⇒ |s| ≤ |sn |
2 2 2
1 2
if n ≥ N2 , then |sn − s| < |s| , respectively.
2
This imples that if n ≥ max (N1 , N2 ), then
   
1 1   sn − s 
 − = 
 sn s   sn s 
2
< 2 |sn − s|
|s|
< .

Subsequences
Definition Let {pn } be a sequence in X and let {ni } be a sequence of natural numbers such
that n1 < n2 < n3 < . . . . Then {pni } is a subsequence of {pn }.

Examples
(a) Let {pn } = {1, π, 21 , π, 31 , π, . . . }. Notice this does not converge. But a subsequence does
converge. For example, only the π terms. As do the other terms.
(b) Notice that { 12 , 23 , 34 , 54 , . . . } converges for 1. Notice that any subsequence converges. By
property (f ) on Page 1, almost all terms of the subsequence are contained in any neighbor-
hood of the limit.

Remarks
(a) Note that if pn → p and {pnk } is any subsequence of {pn }, then pnk → p.
(b) Question: Must every sequence contain a convergent subsequence?
No. Consider the sequence {1, 2, 3, . . . }, and note that there is no convergent subsequence
of this sequence.
Recall that an ordered field F is said to have the least-upper-bound property if every nonempty,
bounded above subset E of F , the sup E ∈ E 0 exists in F. For general metric spaces without the
least-upper-bound property, the following generalizations hold.

Theorem
(a) In a compact metric space X, every sequence contains a subsequence converging to a point
in X, i.e. if {pn } is a sequence in a compact metric space, then there exists a subsequence
{pnj } of {pn } converges to a point p ∈ X.
Proof The proof is simmilar to the proof of Theorem 2.41 (b) =⇒ (c) on p40.
(b) (Bolzano-Weierstrass) Every bounded sequence in Rk contains a convergent subsequence.

Proof Let R = {pn | n ∈ N} = the range of {pn }.

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Suppose R is a finite subset of Rk , there exists a point p ∈ R and a subsequence {nj | j ∈

N} of {n | n ∈ N} such that
pnj = p ∀ j ∈ N
by the pigeon-hole principle. Since

lim pnj = p,
j→∞

pnj is a convergent subsequence of {pn }.

Suppose R is a infinite subset of Rk , since R is bounded, there exists a k-cell I such that

R = {pn | n ∈ N} is an infinite subset of the compact set I.

k
Bisecting sides of I into 2k k-cells {Qi }2i=1 with equal sizes such that

2k
[
I= Qi .
i=1

k
Let I1 ∈ {Qi }2i=1 such that
1
I1 ∩ R contains infinitely many elements and diam (I1 ) = diam (I).
2
Next subdivide I1 and continue the process to obtain a sequence of k-cells such that

I ⊃ I1 ⊃ I2 ⊃ · · ·
Ij ∩ R contains infinitely many elements for each j ∈ N
1 1
diam (Ij ) = diam (Ij−1 ) = · · · = j diam (I) → 0 as j → ∞
2 2
For each j ∈ N, since Ij contains infinitely many elements of {pn }, there is a subsequence
∞
\
{nj } such that pnj ∈ Ij ∩ R. Next, since lim diam (Ij ) = 0, Ij contains exactly one point,
j→∞
j=1
say p ∈ Rk . This implies that
∞
\
{p} = Ij and 0 ≤ lim d(pnj , p) ≤ lim diam (Ij ) = 0 =⇒ lim pnj = p.
j→∞ j→∞ j→∞
j=1

Theorem Let X be a metric space and let {pn } be a sequence in X. Suppose that E = {pn |
n ∈ N} is the set of points determined by {pn } and E ∗ is the set of all subsequential limits of
{pn } given by

E ∗ = {p ∈ X | ∃ a subsequence {pni } ⊂ {pn } such that lim pni = p}.

i→∞

0
Then E ∗ is closed, i.e. E ∗ ⊆ E ∗.

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Proof

Suppose E = {q1 , . . . , qm } contains finitely many points of X.

=⇒ E ∗ contains finite number of points

0
=⇒ E∗ = ∅ ⊆ E∗
=⇒ E ∗ is closed.

0
Suppose E contains infinitely many points of X and assume that E ∗ 6= ∅.

0
=⇒ Given q ∈ E ∗ , let pn1 ∈ {pn } such that pn1 6= q
=⇒ δ = d(q, pn1 ) > 0.

0
Since q ∈ E ∗
=⇒ ∃ x1 ∈ Nδ/2 (q) ∩ E ∗ \ {q} and since x1 ∈ E ∗
=⇒ ∃ n2 > n1 such that pn2 ∈ Nδ/2 (x1 ) ∩ E.
=⇒ d(q, pn2 ) ≤ d(q, x1 ) + d(x1 , pn2 ) < δ.

Similarly, ∃ x2 ∈ Nδ/22 (q) ∩ E ∗ \ {q} and since x2 ∈ E ∗

=⇒ ∃ n3 > n2 > n1 such that pn3 ∈ Nδ/22 (x2 ) ∩ E.
=⇒ d(q, pn3 ) ≤ d(q, x2 ) + d(x2 , pn3 ) < δ/2.

pn 1

δ δ/2

x1 pn2
δ/4
δ/4 q
x2
pn3
δ/2

For each k ≥ 2, suppose pn1 , . . . , pnk are chosen such that d(pnj , q) < δ/2j−2 for each 2 ≤ j ≤ k,
then we choose
xk ∈ Nδ/2k (q) ∩ E ∗ \ {q} and pnk+1 ∈ Nδ/2k (xk ) ∩ E

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such that
d(q, pnk+1 ) ≤ d(q, xk ) + d(xk , pnk+1 ) < δ/2k−1 .

δ/2k−2
pnk
δ/2k−1

δ/2k
q
xk
pnk+1
δ/2k

Since lim d(q, pnk ) ≤ lim δ/2k−2 = 0, {pnk } is a subsequence of {pn } converging to q and hence
k→∞ k→∞
0
0
q ∈ E ∗ . Since q is an arbitrary point from q ∈ E ∗ , we have shown E ∗ ⊆ E ∗ and E ∗ is closed.

Cauchy Sequences
Question How to tell if {pn } converges if you don’t know the limit already?

Definition The sequence {pn } is a Cauchy sequence if for each  > 0, there exists N ∈ N such
that if m, n > N then it is implied that d(pm , pn ) < .

Definition Let E be a subset of a metric space X = (X, d). The diameter of E is defined by

diam E = sup{d(p, q) | p, q ∈ E}.

Remarks
(a) Note that 0 ≤ diam E ≤ ∞.
(b) Let {pn } be a sequence in X and let EN = {pn | n ≥ N }. Then {pn } is a Cauchy sequence
if and only if
lim diam EN = 0.
N →∞

(c) Let E be a subset of a metric space X = (X, d). Then diam Ē = diam E.
Proof Since E ⊆ Ē, we have diam E ≤ diam Ē.
Given  > 0 and for any p, q ∈ Ē, since Ē = E ∪ E 0 , there exist p0 , q 0 ∈ E such that
 
d(p, p0 ) < and d(q, q 0 ) < .
2 2

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This implies that

 
d(p, q) ≤ d(p, p0 ) + d(p0 , q 0 ) + d(q, q 0 ) ≤ + diam E + = diam E +  ∀ p, q ∈ Ē,
2 2
and
diam Ē ≤ diam E +  =⇒ diam Ē ≤ diam E by letting  → 0+ .
Hence we have diam Ē = diam E.
(d) If Kn is a sequence of compact sets in X such that Kn ⊃ Kn+1 for all n ∈ N and if

lim diam Kn = 0,
n→∞

∞
\
then Kn consists of exactly one point.
n=1

Theorem
(a) In any metric space X, every convergent sequence is a Cauchy sequence, i.e. if {pn } ⊂ X
converges, then it is Cauchy.

Proof Suppose that lim pn = p. Then ∀  > 0 there exists N such that n > N d(pn , p) < .
n→∞ 2
So for m, n > N we know

d(pn , pm ) ≤ d(pn , p) + d(pm , p)

 
< +
2 2
= .

Remark Not every Cauchy sequence converges. To see this, let X = Q. Let pn be the
m
smallest such that > π. Then {pn } is Cauchy, but does not converge in Q (in R converge
n
to π).
(b) If X is a compact metric space and if {pn } is a Cauchy sequence in X, then {pn } converges
to some point of X.
Proof Consider the set S defined by

S = {pn | n ∈ N}, i.e. the range set of the map p : N → X defined by p(n) = pn .

Case 1 S contains finitely many points, say S = {pn1 , . . . , pnm }.

Let
δ = min{d(pni , pnj ) | 1 ≤ i < j ≤ m}.
Given  > 0 such that  < δ, since {pk } is Cauchy, there exists N ∈ N such that

if k, l ≥ N then d(pk , pl ) <  =⇒ if k, l ≥ N then d(pk , pl ) < δ.

Suppose ∃ k, l ≥ N such that pk 6= pl , then we must have

δ ≤ d(pk , pl ) < δ =⇒ δ < δ which is a contradiction.

Hence we have

∀ k, l ≥ N, pk = pl =⇒ if k ≥ N, then pk = pnj for some 1 ≤ j ≤ m.

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Therefore we have
lim pk = pnj for some 1 ≤ j ≤ m,
k→∞

i.e. {pk } converges to pnj ∈ X.

Case 2 S contains infinitely many points.
Since X is compact and S is an infinite subset of X,

X is closed, S 0 6= ∅ and S 0 ⊂ X 0 = X =⇒ ∃ p ∈ S 0 ⊂ X.

This implies that for each k ∈ N, there exists pnk ∈ B1/k (p) ∩ S \ {p}. Thus we obtain a
subsequence {pnk } of {pn } converging to p. This imples that

∀  > 0, ∃ N1 ∈ N such that if k ≥ N1 , then d(pnk , p) < .

Also since {pn } is a Cauchy sequence,

with the given  > 0, ∃ N2 ∈ N such that if n, m ≥ N2 , then d(pn , pm ) < .

Let N = max{N1 , N2 }. Since

d(pn , p) ≤ d(pn , pnn ) + d(pnn , p) < 2 ∀ n ≥ N =⇒ lim pn = p,

n→∞

i.e. {pn } converges to p ∈ X.

(c) In Rk , every Cauchy sequence converges.

Definition A metric space X is complete if every Cauchy sequence converges to a point in X.

Remarks
(a) Compact metric spaces are complete.
Proof Let {xi } be Cauchy in X. Then {xi } has a convergent subsequence. So there exist
{xnk } converging to x ∈ X. Fix  > 0. Cauchy implies there exists N ∈ N such that
i, j > N then d(xi , xj ) < 2 . By convergence of {xnk }, there exists N 0 ∈ N such that
whenever nk > N 0 , then d(x, xnk ) < 2 . Let N 00 = max (N, N 0 ). Then i, nk > N 00 implies

d(x, xi ) ≤ d(x, xnk ) + d(xnk , xi )

 
< +
2 2
= .

Hence the sequence itself converges to x and therefore X is complete.

(b) Rk is complete but Q is not.
(c) Let X be the ordered field R. Then X has the leat-upper-bound property if and only if
every Cauchy sequence converges to a point in X. Thus an ordered field X is complete if it
has the least-upper-bound property.
Proof
(=⇒) Let S be a nonempty, bounded from above subset of X = R. Choose a sufficiently
large M > 0 such that

M is an upper bound of S and [−M, M ] ∩ S 6= ∅.

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Let I1 = [−M, M ]. Divide I1 into 2 equal length subintervals and let I2 be the closed
subinterval such that

the right endpoint of I2 is an upper bound of S and I2 ∩ S 6= ∅.

Continuing this process, we obtain a sequence of closed intervals {In } such that

the right endpoint of In is an upper bound of S, In ∩ S 6= ∅ ∀ n ≥ 1.

and
M
I1 ⊃ I2 ⊃ · · · ⊃ In ⊃ · · · ; lim |In | = lim
= 0,
n→∞ n→∞ 2n−2

For each n ∈ N, since In ∩ S =

6 ∅, let xn be a point in In ∩ S.
M
Since lim |In | = lim n−2 = 0, {xn } is a Cauchy sequence and hence it converges to a
n→∞ n→∞ 2
point, say x, in X = R.

(⇐=) Let {xn } be a Cauchy sequence in X = R. Since {xn } is bounded, there exists
x ∈ X = R and a closed interval I = [−M, M ] such that

x = sup{xn | n ∈ N} and {xn } ⊂ I.

Since I is compact and {xn } is a Cauchy sequence, we have

lim xn = x.
n→∞

Theorem Every metric space (X, d) has a completion (X ? , ∆). In other words, (X ? , ∆) is a
complete metric space containing in X.
Let X ? = {Cauchy sequences in X}/ ∼. We will say:

{pn } ∼ {p0n } ⇐⇒ lim d(pn , p0n ) = 0.

n→∞

Let P, Q ∈ X ? . Then P = [{pn }], and Q = [{p0n }]. We define:

∆(P, Q) = lim d(pn , qn ).

n→∞

We claim (X ? , ∆) is a complete metric space and (X, d) is isometrically embedded in (X ? , ∆).

In other words, there is an injection i : X ,→ X ? such that d(p, q) = ∆(i(p), i(q)).

Remarks
(a) This is the other construction of R. But Dedekind cuts are more hardcore.
(b) Example If X = Q, then X ? = R. In particular, X ? is isometrically isomorphic to R. In
other there is a distance preserving bijection.

Definition A sequence {sn } in R is monotonically increasing if sn ≤ sn+1 for all n. Similarly

{sn } is monotonically decreasing if sn ≥ sn+1 .

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Theorem Suppose {sn } is a monotonic sequence of real numbers. Then {sn } converges if and
only if it is bounded.
Proof
(⇐=) Suppose sn ≤ sn+1 (the proof is analogous in the other case).
Let
E = {sn | n ∈ N} = the range of {sn }.
If {sn } is bounded, let
s = sup E = sup{sn | n ∈ N}.
Then
sn ≤ s ∀ n ∈ N.
For every  > 0, since s −  < s and there is an integer N such that

s −  < sN ≤ s,

for otherwise s −  would be an least-upper-bound of E. Since sn+1 ≥ sn for all n ∈ N, therefore

implies
if n ≥ N, then s −  < sN ≤ sn ≤,
which shows that {sn } converges to s.
(=⇒) Suppose that s = lim sn . By taking  = 1, there exists K ∈ N such that
n→∞

if n ≥ K, then |sn | − |s| ≤ |sn − n| <  = 1 =⇒ |sn | < 1 + |s| ∀n ≥ K.

Thus
if L = max{|s1 |, . . . , |sK−1 |, 1 + |s|} =⇒ |sn | ≤ L ∀ n ∈ N.
This proves that {sn } is bounded.

Remarks
(a) Monotone Sequence Property Let F be an ordered field. We say F has the monotone
sequence property if every bounded above monotonically increasing sequence converges.
(b) Let X be the ordered field R. Then X has the least-upper-bound property if and only if
X has the monotone sequence property. Thus an ordered field X is complete if it has the
monotone sequence property.
Proof
(⇐=) Let S be a nonempty, bounded from above subset of X = R. Choose a sufficiently
large M > 0 such that

M is an upper bound of S and [−M, M ] ∩ S 6= ∅.

Let I1 = [−M, M ]. Divide I1 into 2 equal length subintervals and let I2 be the closed
subinterval such that

the right endpoint of I2 is an upper bound of S and I2 ∩ S 6= ∅.

Continuing this process, we obtain a sequence of closed intervals {In } such that

the right endpoint of In is an upper bound of S, In ∩ S 6= ∅ ∀ n ≥ 1.

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and
M
I1 ⊃ I2 ⊃ · · · ⊃ In ⊃ · · · ; lim |In | = lim
= 0,
n→∞ n→∞ 2n−2

For each n ∈ N, by letting xn be the left endpoint of In , we obtain a bounded above

monotonically increasing sequence {xn }. Hence there exists x ∈ X = R such that

lim xn = x.
n→∞

M
Since lim |In | = lim = 0 and, for each n ≥ 1, the right endpoint of In is an upper
n→∞ n→∞ 2n−2
bound of S, x = sup{xn | n ∈ N} ∈ X = R.
(=⇒) Let {xn } be a bounded above monotonically increasing sequence in X = R. Since
{xn } is bounded above monotonically increasing, there exists x ∈ X = R such that

lim xn = x.
n→∞

Upper and Lower Limits

Definition Let {sn } be a sequence of real numbers.

(a) lim sn = ∞ iff ∀ M ∈ R, ∃ N ∈ N such that if n ≥ N then sn ≥ M.
n→∞
(b) lim sn = −∞ iff ∀ M ∈ R, ∃ N ∈ N such that if n ≥ N then sn ≤ M.
n→∞

Definition 3.16 Let {sn } be a sequence of real numbers and let E be the set of subsequential
limits of {sn } defined by
n o
E = x ∈ (−∞, ∞) ∪ {±∞} | ∃ {snk } ⊂ {sn } such that lim snk = x .
k→∞

Let

lim sup sn = s∗ = sup E,

n→∞
lim inf sn = s∗ = inf E.
n→∞

The numbers s∗ , s∗ are called the upper and lower limits of {sn }; we use the notation

lim sup sn = s∗ , lim inf sn = s∗ .

n→∞ n→∞

Theorem 3.17 Let {sn } be a sequence of real numbers and let E be the set of subsequential
limits of {sn }. Then s∗ = sup E and s∗ = inf E have the following properties:
(a) s∗ , s∗ ∈ E, i.e. there exist subsequences {snk }, {smj } of {sn } such that

lim snk = s∗ , lim smj = s∗ .

k→∞ j→∞

Proof
If s∗ = ∞, then E is not bounded above; hence {sn } is not bounded above, and there is a
subsequence {snk } such that lim snk = ∞.
k→∞

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If s∗ ∈ R = (−∞, ∞), then E is bounded above; and at least one subsequential limit exists,
so that (a) follows from the Weierstrass Theorem.
If s∗ = −∞, then E contains only one element, namely −∞, and there is no subsequential
limit. Hence for any M ∈ R, there exist at most a finite number of values of n such that
sn > M which implies that lim = −∞.
n→∞
∗
(b) If x > s ≥ s∗ > y, there exists an N ∈ N such that n ≥ N implies x > sn > y, i.e. for each
 > 0, there exists an N ∈ N such that
if n ≥ N then s∗ −  < sn < s∗ + .

s∗ −  s∗ + 

Proof For each  > 0, if there are infinitely many sn ’s lying in (−∞, s∗ − ] ∪ [s∗ + , ∞),
then there exists a subsequence {snk } lying completely in (−∞, s∗ − ] or [s∗ + , ∞).
This implies that there exists a subsequential limit x ∈ (−∞, s∗ − ] ∪ [s∗ + , ∞) ∪ {±∞}
which is a contradiction to the definition of s∗ = inf E or that of s∗ = sup E.
Hence there are only finite number of xn ’s lying in (−∞, s∗ − ] ∪ [s∗ + , ∞).

Remarks
(a) If k ≥ l ∈ N, then {sm | m ≥ k} ⊆ {sm | m ≥ l} and
inf{sm | m ≥ l} ≤ inf{sm | m ≥ k} ≤ sup{sm | m ≥ k} ≤ sup{sm | m ≥ l},
i.e. sup{sm | m ≥ k} is monotone decreasing in k, and inf{sm | m ≥ k} is monotone
increasing in k.
(b) If s∗ , s∗ ∈ E, and {snk }, {smj } are subsequences of {sn } such that
lim snk = s∗ , lim smj = s∗ =⇒ lim inf snk = s∗ = lim sup snk , lim inf smj = s∗ = lim sup smj .
k→∞ j→∞ k→∞ k→∞ j→∞ j→∞

For each  > 0, since there only exist finite number of n ∈ N such that sn > s∗ +  or
sn < s∗ − , hence we have
s∗ −  ≤ inf{sm | m ≥ n} ≤ sup{sm | m ≥ n} ≤ s∗ +  for sufficiently large n
=⇒ s∗ −  ≤ lim inf{sm | m ≥ n} ≤ lim sup{sm | m ≥ n} ≤ s∗ +  ∀  > 0
n→∞ n→∞
=⇒ lim+ (s∗ − ) ≤ lim inf{sm | m ≥ n} ≤ lim sup{sm | m ≥ n} ≤ lim+ (s∗ + )
→0 n→∞ n→∞ →0
∗
=⇒ s∗ ≤ lim inf{sm | m ≥ n} ≤ lim sup{sm | m ≥ n} ≤ s .
n→∞ n→∞

On the other hand for each l ∈ N, since {smj | j ≥ l} and {snk | k ≥ l} are subsequences of
{sn | n ≥ ml } and {sm | m ≥ nl } respectively, we have
inf{sn | n ≥ ml } ≤ smj and snk ≤ sup{sm | m ≥ nl } ∀ j, k ≥ l
=⇒ inf{sn | n ≥ ml } ≤ lim smj = s∗ and s∗ = lim snk ≤ sup{sm | m ≥ nl } ∀ l ∈ N
j→∞ k→∞
∗
=⇒ inf{sn | n ≥ ml } ≤ s∗ ≤ s ≤ sup{sm | m ≥ nl } ∀ l ∈ N
=⇒ lim inf{sn | n ≥ ml } ≤ s∗ ≤ s∗ ≤ lim sup{sm | m ≥ nl }
l→∞ l→∞
∗
=⇒ lim inf{sm | m ≥ n} ≤ s∗ ≤ s ≤ lim sup{sm | m ≥ n}.
n→∞ n→∞

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Advanced Calculus Chapter 3 Summary(Continued) 2019-2020

Hence

lim sup sn = s∗ = lim sup{sm | m ≥ n} = inf{sup{sm | m ≥ n} | n ∈ N},

n→∞ n→∞

lim inf sn = s∗ = lim inf{sm | m ≥ n} = sup{inf{sm | m ≥ n} | n ∈ N}.

n→∞ n→∞

(c) If x > s∗ = lim sup{sm | m ≥ n} and lim inf{sm | m ≥ n} = s∗ > y, there exists an
n→∞ n→∞
N ∈ N depending on x − s∗ > 0 and s∗ − y > 0 such that if n ≥ N then

max{| sup{sm | m ≥ n} − s∗ |, |s∗ − inf{sm | m ≥ n}|} < min{x − s∗ , s∗ − y} ∀ n ≥ N

=⇒ sup{sm | m ≥ n} − s∗ < x − s∗ and s∗ − inf{sm | m ≥ n} < s∗ − y ∀ n ≥ N
=⇒ sn ≤ sup{sm | m ≥ n} < x and sn ≥ inf{sm | m ≥ n} > y ∀ n ≥ N
=⇒ y < inf{sm | m ≥ n} ≤ sn ≤ sup{sm | m ≥ n} < x ∀ n ≥ N.

Examples
(a) Let {sn } = Q, be a sequence containing all rationals. Then every real number is a subse-
quential limit, and
lim sup sn = ∞, lim inf sn = −∞,
n→∞ n→∞

i.e. the set of subsequential limits of {sn } is E = R ∪ {±∞}.

(−1)n
(b) Let sn = . Then
1 + (1/n)

lim sup sn = 1, lim inf sn = −1.

n→∞ n→∞

(c) For a real-valued sequence {sn },

lim sn = s ⇐⇒ lim sup sn = lim inf sn = s.

n→∞ n→∞ n→∞

Theorem If sn ≤ tn for n ≥ N, where N is fixed, then

lim inf sn ≤ lim inf tn , lim sup sn ≤ lim sup tn .

n→∞ n→∞ n→∞ n→∞

Some Special Sequences

Theorem
1
(a) If p > 0, then lim = 0.
n→∞ np
Proof For each  > 0, there exists n ∈ N such that
1 1 1 1
n> ⇐⇒ np > ⇐⇒  > p = | p − 0|.
1/p  n n

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Advanced Calculus Chapter 3 Summary(Continued) 2019-2020
√
(b) p > 0, then lim n
p = 1.
n→∞
√
Proof If p > 1, by letting xn = n
p − 1 > 0, then
p−1 √
1 + n xn ≤ (1 + xn )n = p =⇒ xn ≤ =⇒ lim xn = 0 ⇐⇒ lim n p = 1.
n n→∞ n→∞

1
If p < 1, by letting p = for some q > 1, we have
q
√ 1 √ 1
lim n
q = 1 =⇒ lim √ = 1 =⇒ lim n p = lim √ = 1.
n→∞ n→∞ n q n→∞ n→∞ n q

√
n
(c) lim n = 1.
n→∞
√
Proof Let xn = n
n − 1. Then xn ≥ 0 for each n ∈ N and
r
n n(n − 1) 2 2
n = (1 + xn ) ≥ xn =⇒ 0 ≤ xn ≤ for n ≥ 2 =⇒ lim xn = 0.
2 n−1 n→∞

nα
(d) If p > 0 and α ∈ R, then lim = 0.
n→∞ (1 + p)n
n
Proof Let k ∈ N such that k > α. If n ∈ N and > k, then
2
n k n(n − 1) · · · (n − k + 1) k nk pk nα 2k k! α−k
 
n
(1 + p) > p = p > k =⇒ 0 < < n .
k k! 2 k! (1 + p)n pk

(e) If |x| < 1, then lim xn = 0.

n→∞
1
Proof Take α = 0 and p > 0 such that |x| = as in (d).
1+p

Series
Question What does this mean?
1 1 1 1 π2
1+ + + + + ··· = .
4 9 16 25 6

Remark Sum of natural numbers to negative even powers always has a nice form.
Consider also:
1 − 1 + 1 − 1 + 1 − 1 + ...
You can associate these differently and get different limits. This tells us we cannot assume
associativity in infinite sums.

Notation Let {an } be a real sequence. Then:

j
X
an = ai + ai+1 + · · · + aj ,
n=i

when i < j ∈ N.

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Advanced Calculus Chapter 3 Summary(Continued) 2019-2020

Definition The nth partial sum of {ak } is

n
X
sn = ak .
k=1

Remark {sn } is a real sequence. Sometimes {sn } is called an infinite series.

Definition If sn → s we write
∞
X n
X
an = lim ak = s
n→∞
n=1 k=1

Question When does an infinite series converge? When its sequence of partial sums converge.

∞
X 1
Example Does converge?
n=1
n
n
X 1
Consider partial sums where sn = . We use the Cauchy criterion. For m < n, then
k=1
k

d(sm , sn ) = sn − sm
= sm+1 + sm+2 + · · · + sn
1 1 1 n−m
= + + ··· + ≥ .
m+1 m+2 n n
1
The inequality comes from observing that all the terms in the sum are less than or equal to .
n
2n − n 1
Thus s2n − sn ≥ = . Therefore this sequence is not Cauchy. Hence {sn } does not
2n 2
converge.

X
Cauchy Criterion for series an converges if and only if for all  > 0 there exists N ∈ N
such that m ≥ n > N implies
 m
X 


 a k
 < .

k=n
X
Corollary (Divergence Test) If an converges, then lim an = 0.
n→∞

Remarks
X1
(a) is called the harmonic series.
n
(b) The corollary’s converse is not true (counter-example is harmonic series).

X
Theorem If an ≥ 0, then an converges if and only if partial sums {sn } form a bounded
sequence.
Proof
X Since ak ≥ 0 for all k ∈ N, {sn } is monotonically increasing. Thus {sn } converges, i.e.
an converges, if and only if {sn } is bounded.

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Advanced Calculus Chapter 3 Summary(Continued) 2019-2020

Comparison Test
X X
1. If cn converges and |an | ≤ cn for almost all n, then an converges.
X X
2. If dn diverges to +∞ and an ≥ dn for almost all n, then an diverges as well.

Proof

X
1. Let  > 0. Since cn converges, it satisfies Cauchy Criterion. Thus there exists N ∈ N
such that m ≥ n ≥ N implies:
m
 m 
X X 
ck ≤  ck  < .
k=n k=n

Thus  m  m m
X  X X

 a k
 ≤ |a k | ≤ ck .
k=n k=n k=n
This follows from the assumption that |an | ≤ cn for almost all n so let N be at least larger
X n for which cn < |an |. The resulting inequality satisfies the Cauchy Criterion
than the last
and thus an converges.
2. Follows from (a) via contrapositive. (Also, partial sums form a bounded sequence.)

Geometric Series If |x| < 1, then

∞
X 1
xn = .
n=0
1−x
X
n
If |x| ≥ 1, then x diverges.
n
X 1 − xn+1
Proof If x 6= 1, let sn = xk = 1 + x + · · · + xn . Then sn = by multiplying both
k=0
1−x
sides by 1 − x. Thus it follows:
1
lim sn = if |x| < 1
n→∞ 1−x
If |x| > 1, then {sn } does not converge. Similarly if x = ±1, use the divergence test to verify
{sn } does not converge.

∞
X 1
Example converges. Notice
n=0
n!
1 1 1 1
sn = 1 + 1 + + + + ··· +
2! 3! 4! n!
1 1 1 1
≤ 1 + 1 + + 2 + 3 + · · · + n−1
2 2 2 2
< 3.
Thus it is bounded and since each term is nonnegative, it is monotonically increasing. Thus it
converges.

Page 16
Advanced Calculus Chapter 3 Summary(Continued) 2019-2020

∞
X 1
Definition e = .
n=0
n!

1 n
Theorem e = lim (1 + ) .
n→∞ n
Proof n
X 1 1
n
Let sn = , tn = 1 + .
k=0
k! n
By the binomial theorem,
1 1
1 1
2

tn = 1 + 1 + 1− + 1− 1− + ···
2! n 3! n n
1 1
2
n − 1

+ 1− 1− ··· 1 − .
n! n n n
Hence tn ≤ sn ≤ e for all n ∈ N, so that

lim sup tn ≤ e.
n→∞

Next, if n ≥ m, then
1 1
1 1
2
m − 1

tn ≥ 1 + 1 + 1− + ··· + 1− 1− ··· 1 − .
2! n m! n n n
By keeping m fixed and letting n → ∞ on both sides, we get
1 1
lim inf tn ≥ 1 + 1 + + ··· + =⇒ lim inf tn ≥ sm ∀ m ∈ N.
n→∞ 2! m! n→∞

Letting m → ∞, we finally get

1 n
e ≤ lim inf tn ≤ lim sup tn ≤ e =⇒ e = lim tn = lim (1 + ) .
n→∞ n→∞ n→∞ n→∞ n

Remark
1 1
e − sn = + + ...
(n + 1)! (n + 2)!
1 1 1
< (1 + + + ...)
(n + 1)! n + 1 (n + 1)2
 
1 1 1
= =
(n + 1)! 1 − 1/(n + 1) n! n

Theorem e 6∈ Q.
m
Proof Suppose e = for m, n > 0. Then
n
1
0 < n! (e − sn ) < < 1
| {z } n
∈N

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Advanced Calculus Chapter 3 Summary(Continued) 2019-2020

Recall A series converges if its partial sums converges.

1 1 1 1
Example 1 + + + + + . . . converges because partial sums converge.
2 4 8 16
∞
X
Cauchy’s Theorem If a1 ≥ a2 ≥ a2 · · · ≥ 0, i.e. monotonically decreasing, then an con-
n=1
∞
X
verges if and only if 2k a2k = a1 + 2a2 + 4a4 + 8a8 + . . . converges.
k=0

Proof Compare sn = a1 + · · · + an and tk = a1 + 2a2 + · · · + 2k a2k . Consider the following

grouping of the finite sum:

sn = (a1 ) + (a2 + a3 ) + (a4 + · · · + a7 ) + · · · + an

tk = (a1 ) + (a2 + a2 ) + (a4 + · · · + a4 ) + · · · + (a2k + · · · + a2k )

If tk converges, since sn < tk ∀ n < 2k and ∀ k ∈ N,

=⇒ sn ≤ lim tk ∀ n ∈ N
k→∞
=⇒ sn converges since sn is monotonically increasing and bounded above.

On the other hand,

if sn converges, since 2sn > tk − a1 ∀ n ≥ 3 and ∀ 2k < n,

=⇒ 2 lim sn ≥ tk − a1 ∀ k ∈ N
n→∞
=⇒ tk converges since tk − a1 is monotonically increasing and bounded above.

This proves that both series diverge or converge simultaneously.

P 1
Theorem Consider . Claim is that this converges if p > 1 and diverges if p ≤ 1.
np
Proof If p ≤ 0, terms do not go to zero, so the series diverges. If p > 0, look at:
X 1 X
2k = 2(1−p)k ,
k
(2k )p k

which is geometric. Thus it converges if and only if 21−p < 1. This only happens when 1 − p < 0
and hence p > 1.

Remark We were able to turn a harmonic-like series into a geometric-like series.

P p
Theorem (Root Test) Given an , let α = lim n |an |. Then
n→∞
P
(a) if α < 1, then an converges;
P
(b) if α > 1, then an diverges;
(c) if α = 1, then the test is inconclusive.

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Advanced Calculus Chapter 3 Summary(Continued) 2019-2020

Proof If α < 1, we can choose β so that α < β < 1, and an integer N such that
p
n
|an | < β for n ≥ N, by Theorem 3.17(b).

That is, if n ≥ N, then |an | < β n . Since 0 < β < 1,

P n P
β converges. Therefore, an converges
(absolutely) by the comparison test.
If α > 1, then, again by Theorem 3.17(b), there exists a sequence {nk } such that
q
nk
|ank | → α > 1.

Hence |an | > 1 for infinitely many values of n, and

X
lim an 6= 0 =⇒ an diverges.
n→∞

P1 P 1
Since diverges, converges and α = 1 in both cases, the test is inconclusive if α = 1.
n n2
P
Theorem (Ratio Test) The series an
 an+1 
(a) converges if lim sup   < 1,
an
 an+1 
(b) diverges if   ≥ 1 for n ≥ n0 , where n0 is some fixed integer.
an
 an+1 
Proof If lim sup   < 1, there exist β < 1 and an integer N such that
an
 an+1 
  < β < 1 for n ≥ N.
an
This implies that

|aN +k | < β|aN +k−1 | < β 2 |aN +k−2 | < · · · < β k |an | for each k ∈ N.
P
Therefore, an converges (absolutely) by the comparison test.
If |an+1 | ≥ |an | for n ≥ n0 , then
X
lim an 6= 0 =⇒ an diverges.
n→∞

∞
X
Definition A power series is of the form cn z n where cn ∈ C.
k=0

p
Theorem Let α = lim sup n |cn |. Let r = α1 . Then the power series converges if |z| < R and
diverges |z| > R. We call R the radius of convergence.
p p p
Proof Use the root test so consider lim sup n |cn z n | = lim sup |z| n |cn | = |z| lim sup n |cn |.
n→∞ n→∞ n→∞
Notice that this less than 1, and thus converges, when |z| is less than 1 over the limsup.

P
Definition A series converges absolutely if |an | converges.

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Advanced Calculus Chapter 3 Summary(Continued) 2019-2020

P P
Theorem an converges absolutely implies an converges.
m
X m
X P
Proof | ak | ≤ |ak | < , by the Cauchy Criterion since |ak | converges.
k=n k=n

Example If a series converges, it does not necessarily converge absolutely. Consider the series
1 − 21 + 13 − 14 + . . . , which converges by alternating series test but does not converge absolutely.

Question If the terms in a convergent series are rearranged, must it converge to same sum? Not
all the time, but it does if the series converges absolutely.

P
Riemann’s Theorem If a series an converges but not absolutely, then we can form a rear-
rangement that has any limsup and liminf you’d like.

Example Rearrange 1 − 12 + 31 − 14 + . . . to converge to 4. We want to the partial sums to

converge to 4. Consider the positive terms in sequence that sum to at least 4 (notice the positive
terms diverge). Then use a s many negative terms you need to go back, as many positive terms
you need to go forward, et cetera. These partial sums converge to 4.

Page 20