Real Analysis Notes

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REAL Analysis Notes
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REAL ANALYSIS I
1. INTRODUCTION
This module is intended to introduce the learner to foundations of

mathematical analysis. By 'mathematical analysis' we mean the study of
the real number system, and the mathematical objects that can be
constructed from real numbers. These objects include various sets of
numbers and other objects. In particular we mention bounded sets, open
sets, closed sets, functions, sequence and series. The topics covered here
provide a reasonable preparation for any serious study of higher
mathematics. But for one to really benefit from the module, one must
spend a great deal of time on it, studying the contents very carefully and
attempting all the exercises.
. 2. OBJECTIVES
By the end of this module the learner should be able to:

 Discuss the structure/ topology of the real number system
 Test for convergence or divergence of sequences and
series
 Investigate continuity of a function
 State and prove results found in various lectures

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LECTURE ONE
SETS
1.1 Introduction
In this lecture we introduce the concept of a set and operations on sets. These
are some of the basic ideas that the learner requires in order to understand
subsequent lectures in this module.
1.2 Lecture Objectives
By the end of this lecture the learner should be able to:

 Define a set
 Determine union and intersection of sets
 State and prove properties of complement operation on sets
1.3 Sets
Notations
The following symbols will be used throughout this module:

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 : For all (or for every)

: There exists (on there is)
!: There exists a unique element
 : Implies that
 : If and only if
: : Belongs to
Definition
A set is a collection of objects characterized by some defining property that enables us to
think of the objects as a whole. The objects in a set are called elements or members of
the set.
We usually block (capital) letters to denote sets and small letters to designate elements of
a set.
To say that a set must be characterized by some defining property is to require that there
should be a clear fact whether a particular object or element does or does not belong to a
particular set; that is for any element b and set A, the statement b   must be true or
false, but not both. For example which of the following satisfy the requirement of a set?
a) all the current M.P.s from western?
b) all prime advisors of 1923
c) all the tall people in Uganda
d) all the prime numbers between 8 and 10
To define a particular set, we have to indicate the property that governs its elements by
either:
1. Listing the element of the set, especially if the set is finite.
2. Defining a rule relating the elements, which is set within braces as in
  x : x is an integer
Definition: Let A and B be sets. Then we say that
a. A is a subset of B denoted by A  B if every element of A belongs to B. If
A   and  an element b  B such that b  A then A is said to be a proper
subject of B, denoted by    . It turns out that to prove that A  , we must
show that if x  , then x   is a true statement.
b. A is equal to B written A  B if    and   A. Immediately we see that
proving A  B is equivalent to proving x  A  x   and x    x  .
c. The union of A and B, denoted by    is defined by
    x : x  A or x   
d. The intersection of A and B, denoted by A   is the set:
A    x : x   and x   
e. The complement of B relative to A denoted by A / B is the set
 /   x : x   and x  

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Self-test question 1.1
Let A 1,2,3,4 and   2,4,6

Find (i)    (ii)    (iii)  /  (iv) / 
Definition
A set containing all other sets in consideration (question) is called the universal set and is
denoted by the letter U .
Consider the set D of all prime numbers between 8 and 10. Then the set D has no
elements. A set such as D with no member is called an empty set, denoted by  . The
empty set turns out to be a subset of every set. Hence the following Lemma;
Lemma 1.1
The empty set  is a subset of every set A.
Proof (by contradiction)
We want to show that    . By contradiction, suppose that    (is not a subset of
A), then  an element   such that x   , but this is a contradiction, since  is empty,
hence   .
Definition (Universal set)

The universal set is a set whose members are sets.
If  i i  I  is a family of sets, then
 i  x : i  I : x  Ai 
iI
is the union of the family.
   x : x  
iI
i i for each i  I 
is the intersection of the family.
Let A be a subset of a universal set U , then its complement denoted by ﾵ   (relative to

U) is the set
 U /   x  U : x  

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1.4 Properties of complement Operations

Let A and B be subsets of some universal set U . Then
(i)   
A
(ii)  /    
(iii)    iff    
(iv)          
   

(v)   
Note that identities (iv) and (v) are called De Morgan’s laws
The De Morgan’s laws will prove to be useful later; hence we generalize them in the
following theorem:
Theorem 1:2
For a family  i : i  I  of subsets of a set  the following identities hold:

 
 i  i

(i)
 i 1  i 1
(ii)   i   i
Proof

(i) First we show that   i    i

 i 1 

Let x    Ai   x   i
 i 1  i 1
 x  i i

 x i i

 x i
i 1
hence the results

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
Conversely, we show that     i 

i n  i 1 
i
Let x  i Ai
1
 x  i i
 x  i i
 x   i
i 1
 

 x   i hence the results.
i 1
Therefore (i) and (ii) follows (left as an exercise)
1.5 Cartesian Products
If A and B are non-empty sets, then A B is the set of all ordered pairs  a, b  such that
a   and b   . That is
A B   a, b  : a  , b  
The set A B is called the Cartesian product of A and B.
Thus, if A  1, 2,3 and   4, 6 , then the set A B is the set whose elements are the
ordered pairs (1,4), (1,6), (2,4), (2,6), (3,4), (3,6).

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Activity 1.1
1. If A and B are sets, prove that    if and only if    c
2. Prove the De Morgan law for any family of subsets  i  iI
 
c
 i  Ai
i 1 i 1
3. For each n  , let An   n  1 k : k  
(a) What is A1  A2 ?
(b) Determine the sets  An : n   and  An : n  

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LECTURE TWO
Functions
2.1 Introduction
In this lecture we introduce the concept of functions. We will consider one-one,

onto and invertible functions. This is a very important topic in analysis and will
be given further consideration later.

 Define a function
 Determine whether a function is one-to-one or onto
 Determine inverse of a function
2.3 Functions
Let A and B be a non-empty sets. Then a function f from A to B (in symbol f :    )
is a rule that assigns to each element x of A a unique element y   . In this case y is
called the value of the function f at x, written y  f  x  (or the image of x under f).
The set A is called the domain of f and the while the set  f  x  : x  A is called the range
of f denoted by R(f). In general R f    , B is called the codomain of f.

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There is another way of visualizing a function namely a machine that accepts elements of
the domain of f, D  f   A as inputs and producers corresponding elements of
R  f    as outputs.
Example
Let A  D  f  be the set of real numbers and f be the rule (function) that squares every
element of A, if x  A then f  x  x  y
2
2.3.1 Direct and Inverse images
Let f : A  B be a function with domain D  f   A and range R f    . Let   

and    Then the direct image of E under f is the subset f   of B given by
f    f  x  : x  
and the inverse image of H under f is the subset f  H 

1
of A given by
f 1
    x   : f  x   
Thus if we are given a set    then a point b1   is in the direct image f   iff there
exists at least one point x1   such that b1  f  x1  . Similarly a point x 2 is in the inverse
image f 1
 if and only if y2 : f  x2  belongs to H.
Example
Let f :    be defined by f  x   x 2 . Then the direct image of the set

 : 0 : 0  x 2 is the set f    y : 0  y 4
If G  y : 0  y 4 , then the inverse image of G under f is the set

f 1
 G   x :  2  x 2
Observe that f 1
 f     why ?
The following relations hold:
Let  i  iI be a family of sets and let f be a function. Then
 
(i) f   i    f  Ai 
 i1  i 1

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(ii) f   Ai    f  Ai 
 u 1 
(iii) f 1
  Ai    f  1  A
(iv) f  1   A   f  1  A 
(v) f 1
    f    
 1 
Proof
 
(i) Let x  f  Ai 
 iI 
 f  1  x   Ai
iI
 f  1  x   Ai for some i
 x  f  Ai  for some i
 x   f  Ai 
iI
(v) Let x  f 1
 

 f  x   
 f  x  
 x  f  1  
 x   f  1   

2.3.2 Injections, Surjections and Bijections

Definition: Let f :    be a function from A to B
1) The function f is said to be surjective (onto) if f  A  B .
2) The function f is said to be injective (or to be one-one) if whenever

f  x 2   f  x 2 , then x1  x 2 or equivalently whenever x1  x 2 then f  x1   f  x 2 
.
3) The function f is said to be bijective, if it is both injective and
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surjective.
In order to prove that a function f is injective, we must establish that:
For all x1 , x 2  , if f  x1   f  x 2  then x1  x 2
(That is the graph of f must satisfy the first horizontal line test: Every horizontal line y=b
with b   intersect the graph of f in at most one point).
To prove that a function f is surjective, we must show that for any b   there exists at
least one x   such that f  x  b. [ That is, the graph of f, satisfies the second
horizontal test. Every horizontal line y b with b   intersects the graph of f in at least
one point).
Example
2x
Let A  x   : x 1 and define f  x   for all x  . Show that f is injective and
x 1
find the set B such that f :    is surjective.
Solution
To show that f is injective for any x1 , x 2  A
Suppose that f  x1   f  x2  . Then
2 x1 2 x2

x1  1 x 2  1
Which implies that x1  x 2  1  x 2  x1  x  , and hence x1  x 2 . Therefore f is injective.
2x
To determine B (range of f), we solve the equation y  in terms of y to obtain
x 1
y
x . This is meaningful for y  2. Thus the range of f (i.e. B) is the set
y 2
 : y   : y  2 . Thus f is a bijection of A onto B.
Example
Let f .  , be defined by f  x   x 3  x . Show that f is not injective.
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Solution
It is enough to show that there exists more than one point of  mapped onto one point in
the range of f. (Otherwise apply the first horizontal line test).
We observe that f  x   x  x 0  x  x  1 0  x 0, x 1 .

3 2
Thus the points   1,0,1 are mapped onto 0. Hence f is not one-one.
2.3.3 Inverse functions

Let f : A   be a function. Then f is said to be invertible (or has an inverse) if it is
bijective i.e. injective and surjective.
1
We denote the inverse function of f by f and define it as a function from B to A i.e
1
f :    such that
f 1
 y   x   : f  x   y
Moreover f 1
 f  x  f  f  1  x x
2x
For example, the function f  x   is bijective from A  x   : x 1 on to the set
x 1
  y   : y  2 . The inverse to f is given by
y
f 1
 y  for y  
y 2
Remark
To find the inverse function of f, all we need is to solve for x in terms of y assuming that
y  f (x)
Example
Show that g : 1,    defined by g  x   x  1 is the inverse function of

f :  0,    defined by f  x  x 2  1
Solution we need to show that g  f  x    f  g  x    x ,
which follows immediately.
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2.3.4 Composition of functions

Definition: Given two functions f :    and g :   C , then the composite function
g  f is the function from A into C defined by
 g  f   x  g  f  x   for all x  .
Example
Let f  x   x 2 and g  x   x  1, then
 f  g   x   f  g  x    f  x 1 ( x  1)2 x 2  2 x 1
 g  f   x  g  f  x   g  x 2  x 2  1
Note that  f  g   x   g  f   x  . Thus the order matters.
Theorem 1.3: Let f :    and g :   C. Then
(a) If f and g are surjective so is g  f
(b) If f and g are injective, so is g  f
(c) If f and g are bijective, so is g  f .
Proof
(a) Since g is subjective (onto) R  g  C. That is, for any c  C ,  b   such that
g  b  c. Since f is subjective  a   such that f  a  b. But

 g  f   a  g  f  a   g  b  c. So that g  f is surjective.
(b) Suppose that for any x1 , x2  A,  g  f  x1  g  f  x2
Then g  f  x1    g  f  x 2  , since g is injective it implies that f  x1   f  x2  but f

is injective which implies that x1  x 2
Hence g  f is injective as required.
(c) Follows immediately from a and b.
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Activity 2.1
x
1. Show that the function f defined by f  x 
, x   is a
x 1 2
bijection of  onto  y :  1  y  1 . Find the inverse of function f.
2. Let g  x  5 x  3 and f  x   x  1, for x  . Find the composite

3
function h= g  f .
3. Let f : A  B and g : B  C be functions and let H be a subset

of C. Show that  g  f   H   f  1  g  1  H   .
1
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LECTURE THREE
THE REAL NUMBER SYSTEM
3.1 Introduction
In this lecture we introduce the real number system and study

some of its properties. We will show that  is an ordered field
with respect to the operations of addition and multiplication.
Rational and irrational numbers will also be considered. Finally
we shall introduce the concepts of; bounded sets, infimum and
supremum of a subset of  .

 Describe  as an ordered field
 Define rational and irrational numbers
 Prove that a given number is irrational
 Determine lower bound, upper bound, infimum
and supremum of a set
3.3 Real number system
3.3.1 Notation
We shall denote by:
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 : the set of all int egers

 : the set of all positive int egers
Q : the set of all rational numbers
Q  : the set of all irrational numbers
 : the set of all real numbers
3.3.2 Ordering property of real numbers
Let A be a non-empty set, an order relation  on A is a relation such that

(i)  x, y  , x  y and / or y  x
(ii) if x  y and y  x then x  y
(iii) if x  y and y  z then x  z
and x  y we write x  y and y  x .
A set with an ordered relation satisfying (i), (ii) and (iii) is called an ordered set.
The obvious example is  . A set A is said to be closed under addition and multiplication
if  x, y  A, x  y  A and xy  A.
The continuum (introduction)
We extend the natural numbers by including the number zero and all the negative whole
numbers to obtain the set of integers  ...  2,  1, 0,1, 2,...
As long as we are in equation of the type 2 x  5 0 we have no whole number solutions,
so we need more numbers to include fractions. The next set is called the set of rational
numbers (i.e. we extend  to the set of rational numbers)
Definition
A rational number is a number of the form r m n , such that  m, n  =1 and,
m, n  , n 0 , that is m and n have no common factor other than 1. The set of rational

numbers is denoted by Q so, Q  m n :  m, n  1, m, n  , n 0 . 
The set of rational numbers is closed under both addition and multiplication.
Lemma 3.1
Between any two rational numbers there exists always a third number.
v  v2
Proof: let v1 and v2 be two rational numbers, then v3  1 is a rational number
2
between v1 and v2 .
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In fact, this process can be repeated infinitely many times, and so between any two
rational numbers, there are infinitely many rationals.
3.4 Rational numbers

Definition
The set of numbers that are not rational can not be expressed in the form m n are called
irrational numbers and are denoted by Q 
Theorem 3.2: There does not exist a rational number r such that r 2 2 , in other words
r  2 is an irrational number.
Proof
Suppose to the contrary that r  2 is rational, then
m
2  where  m, n  =1, m, n  .
n
2
 2 m 2  m 2 2n 2 , we see that m 2 is even. This implies that m is also even
n
(because if m 2k  1 is odd then its square m 2  2 2k 2  2k  1  1 is also odd). Now let
m=2k for k  , then 4k 2 2n2 , so that n 2 2k 2 . Therefore, n 2 is even, and so n is
even.
Then both m and n are even, hence have a common factor 2, which is a contradiction.
Hence 2 is irrational.
Let p be a prime number, prove that p is irrational
Definition: The set of all rational and irrational numbers is called the set of real numbers
or the continuous denoted by . Thus  Q  Q  , the set  is closed under addition
and multiplication.
Intervals
Let a and b be any two real numbers so that
a  b . Then
a)  a, b   x : x  , a  x  b is called an open interval
b)  a, b  x  ; a  x b is called a closed interval
c)  a, b   x : x  , a  x b is called half-open/half-closed interval.
17

lOMoARcPSD|14240853
d)  a, b  x : x   : a  x  b is called half-closed/half-open interval

3.5 Completeness of property of 
Bounded Sets
Definition: Let S be a non-empty subset of .
a) The set S is said to be bounded above if there exists a number x   such that
s  x for all s  S . Such a number x is called an upper bound of S.
b) The set S is said to be bounded below if there exists a number y   such that
y  s for all s  S . Such that a number y is called a lower bound of S.
A set S is said to be bounded if it is both bounded above and bounded below. A set is said
to be unbounded if it is not bounded.
For example, the set S  x  : x 4 is bounded above. The set has no lower bound.
Note that all real numbers greater than 4 are also upper bound of S. The set
S  x  : x 2 is bounded below. The set has no upper bound. Note that all real
numbers less than 2 are also lower bounds of S. Lastly the set S  x  : 2  x 4 is
bounded, with lower bound 2 and upper bound 4.
Definition
Of all the upper bounds of a set S, the least is called a least upper bound or supremum of
S denoted by sup S.
That is u is a supremum of S if
u is an upper bound of S, and
if v is any upper bound of S, then u v
  0  s  S : u   s  u .
Definition (Bounded set)

If S is bounded below, then of all the lower bounds, the greatest is called a greater lower
bound, or an infimum of S denoted by inf S. That is u is an infimum of S if:
u is a lower of S and
if v is a lower bound of S, then u v
 0  s  S : u  s  u   .
If a supremum of a set belongs to the set, then it is called the maximal element of the set.
Similarly if an infimum of a set belongs to the set, then it is called the minimum element
of the set.
Example
a) For the set S   2,3 the
Supremum = maximal elemnt = 3 and the
Infimum = minimum element = -2
b) For the set S 1,3 , S has neither maximal or minimum element.
Completeness Axiom of the set of real numbers 
Every non-empty subset S of  which is bounded above has a supremum in  and
every non-empty subset S of  which is bounded below has an infimum in  .
The property of  as an ordered field taken together with the completeness axiom of 
makes  a complete ordered field.
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lOMoARcPSD|14240853
Example
The set of rational numbers does not satisfy the completeness axiom. For consider a non-
empty subject S of Q, S  x  Q : Q  x  2 . Then S is bounded and sup S  2 ,
2
which does not belong to Q. i.e 2  Q
Activity 3.1
t
1. Show that if t is irrational, then S  is irrational
t 1
2. Find the supremum, infimum, maximal and minimum elements
of the following sets:

a) S  r  Q : 0 r  2 
1 1 
b) S   : n, m   
m n 
 m 
c) S  : m, n  , m  n 
n 
 1 
d) S 1  : n   
 n 
 n 1 
e) S   1  1   : n   
  n 
 n 
f) S  : n  
 n 1 
3. Let A and B be any two bounded nonempty subsets of real
numbers and let A  B  a  b : a  A, b  B . Show that
sup  A  B  sup A  sup B.
Proposition 3.3: If S  1 n : n   then inf S 0

Proof-clear
Lemma 3.4: If t  0,  n   such that 0  1 n  t .
Proof: Since inf  1 n : n  
0, and t  0 , then t not a lower bound for the set
  Thus there exists n   such that 0  1 n  t .
1 :n .
n
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3.6 Density of Rational Numbers in 

The set of rational numbers is “dense” in  , in the sense that given any two real
numbers, there is a rational number between them (infact, there are infinitely many
rational numbers).
Theorem 3.5 ( The Density): If x and y are any real numbers with x  y then there
exists a rational number r  Q such that x  r  y.
Proof
Assume that x  0. Since y  x  0, it follows from Corollary 2.3 that n   such that
1  y x
n . Therefore, we have nx  ny. Since nx  0,  m   such that m  1 nx  m
(show this). Therefore m nx  1  ny , where nx  m  ny. Thus, the rational number
r m n satisfies x  r  y.
Corollary 3.6: If x and y are real numbers with x  y, then there exists an irrational
number such that x    y .
Proof
x y
By Theorem 2.5 between the real numbers and , there is a rational number r 0
2 2
2 y
(Why?) such that r
2 2
Then z r 2 is an irrational number (why?) such that x  z  y.
Activity 3.2
a) If u>0 is any real number and x<y, show that there exists a rational
number r such that x  ru  y. (Hence the set  ru : r  Q is dense in
 
b) Complete the proof of theorem 2.5 by removing the assumption that x>0.
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lOMoARcPSD|14240853
LECTURE FOUR
TOPOLOGY OF REAL NUMBERS
4.1 Introduction
In this lecture we will study the topology of the real number system  . We will
discuss the concepts of interior points of a set, open sets, limit points of a set and
closed sets

 Find interior of a set
 Define an open set
 Prove some results on open sets
 Find the limit points of a set
 Define a closed set
 Prove some results on closed sets
4.3 Open sets
Definition
A subset N of  is said to be a neighbourhood of a point x   if there exists an open
interval  a, b   x  , x   such that x   a, b   . We call  a, b  ( x  , x  ) an
  neighbourhood of x for some  0 .
Examples
1. The set  is nbd (neighbourhood) of each of its points
2. The set of rational numbers is not a nbd of each of its points (why?)
3. An open interval  a, b  is a nbd of its points.
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4. The empty set  is a nbd of each of its points.

Lemma 4.1
If N1 and N 2 are nbds of a point x   then N1  N 2 is also a nbd of x.
Proof (Exercise).
Definition
Let A be a subset of . A point x  A is called an interior point of A if  an open interval
 a, b  such that x   a, b   A. The set of all interior points of a set A is called the interior
set denoted by A  or int A.
Examples
1. Let A  2,4 , a closed interval then 7 2 is an interior point of A, but neither 2 nor
4.
2. Note that  2,4  2,4  but  2,4   2,4 
 
3.    ,   , Q  ,  
Definition
A subset B of  is open in  if for each x  B there exists a nbd V of X such that
x  V  B. That is B is open if it contains an open interval about each of its points We
also see that a set B is open if and only if B   B
Examples
a. Every open interval is an open set.
b. The closed interval is not open
c. The empty set is open, since  has no element, so there is no element in  which
is not an interior point.
d. The sets , ,Q are not open sets.
e. The set  is open since   
The following basic result describes the manner in which open sets relate to the
operations of the union and intersection of sets in  .
Theorem 4.2 (Open sets)
a. the union of an arbitrary collection of open subsets in  is open.
b. the intersection of any finite collection of open sets in  is open.
Proof
a) Let U  1
A where A is open for each  . If U  , then U is open. If
U  , let x  U , then x  A for some  . Since A is open,
x   a, b   A  x   a, b   U (since A  U  ) . Hence U is a nbd of
x implying that U is open, since x was arbitrary.
n
b) Let  A  i 1 be a finite family of open sets. We show that B Ai is open.
n
i 1
If B  , then B is open. Let x  B, then x  Ai for all i 1,..., n.
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Since Ai is open, then x   x  i , x  i   Ai for some i  0 for all i.

Letting min  i  , i 1, 2,..., n. Then x   x  , x   U . So
x  U  Ai B. Hence B is open.
Note that, the intersection of an arbitrary collection of open sets need not be open.
For example:
(a) Let Gn : 0,1  1 n  for n  . Then G n is open for each n  . However, the

intersections. G   Gn  0,1 , which is not open
n 1
(b) Let An : 2  1

n ,3  1 n  for n   .

Then An is open for each n  . However,  An  2,3 which is not open.
n 1
Activity 4.1
1. Find the interior of

 1 
a) A 1  n : n   
 10 
m 
b) B=  : m, n  , m  n 
n 
 1 
c) C= 1  : n   
 n 
d) D   n, n  1 : n  
e) E   ,  2    2,3   4   7,  
2. Let a and b be real numbers such that a  b

a) For each n   let An  a  1
n , b  1 n  . Show that  An  a, b .
n 1

b) For each n  , let B  a  1 n , b  1
n  . Show that  Bn  a, b  .
n 1
4.4 Closed sets

Definition (Limit point)
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lOMoARcPSD|14240853
A real number p is a limit point (or an accumulation point or a cluster point) of S if every
neighbourhood of p contains at least one point of S different from p. That is if N is the
neighbourhood of p then p is a limit point of S if  N /  p   S  .
The set of all limit points of S is denoted by S ' and is called the derived set of S.
Example
Let  0,1   0,1. Then every member of  0,1 is a limit point of  0,1. Thus though  0,1 do
not belong to  0,1 they are its limit points for the nbd 1 , 1  of 1 contains infinitely
many elements of  0,1 .
Note that from this we see that a limit point may or may not belong to the set.
Example
a) The sets ,  and  have no limit points.
b) Every real number is a limit point of the sets Q and .
Lemma 4.3
Finite sets have no limit points.
Proof: Consider the set A  x1 , x 2 ,..., x n  . Let p be an arbitrary real number and define
d1  x1  p ,..., d n  xn  p
Let r min  d1 ,..., d n  . Then the nbd N p  2r  of p contains no point of A. Hence p is not a
limit point of A. Since p was arbitrary A has no limit points.
Next we have a characterization of a limit point of a set.
Theorem 4.4
A real number p in a limit point of a subset S of  iff every nbd of p contains infinitely
many points of S.
Proof
( ) Let p be a limit point of S and Let N p be a nbd of p We show that N p has infinitely
many points. Suppose to the contrary that N p has a finite number of points of S distinct
from p. Then by the above lemma p is not a limit point of S, which is a contradiction?
Hence N p contains infinitely many points of S. Thus every nbd of p has infinitely many
of S, since N p was arbitrary.
  Conversely, given that every nbd of p has infinitely many points of S we have that
every nbd of p contains a point of S different from p. Hence p is a limit point of S.
Definition (Closed set)
Let X be a set and S  X . Then S is said to be closed in X if it contains all its limit
points. That is, if S is closed and s is a limit point of S then s  S .
Example
1. The  is closed for there is no element which is not a limit point of  .
2. The set  a, b is closed since a, b are limits points of A and a, b  A.
3. Every finite set is closed for there is no limit point that does not belong to the set
since finite sets have no limit points.
Theorem 4.5
A set A is closed iff its complement A  is open.
Proof
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lOMoARcPSD|14240853
Suppose A is closed. We show that A  is open. If A   , then A  is open.

Suppose that A   and let x  A , then x  A . Since A is closed x is not a limit point of
A so there exists a neighbouhood N x of x such that N x  A  , which implies that
N  A . Thus x  N  A implying that A  is open.
Conversely, suppose that A  is open. We want to show that A is closed. Let x be a limit
point of A. Then every neighbourhood of x in such that N  A  , thus x  A  since
A  s open. There x  A as required. Hence A is closed.
Theorem 4.6
A subset S of  is closed iff it contains of all of its limit points.
Proof
   Suppose that S is closed and let x  S ' , we want to show that x  S . Suppose to the
contrary that x  S , then x  S  , which is open. Thus there exists a neighbourhood N x

of x such that N x  S , which contradicts the fact that x  S '. Hence x  S .
  Conversely, suppose that S '  S . We want to show that S is closed, equivalently S 

is open. Let x  S  then x  S ' , so there exists neighbourhood N x of x such that
N x  S  , Thus N x  S  . Hence S  is open and so S is closed.
Theorem 4.7
a) The intersection of an arbitrary collection of closed sets in  is closed.
b) The union of any finite collection of closed sets in  is closed.
Proof (Exercise)
Note: The finiteness condition in part (b) cannot be removed. For consider the example

An  1 n ,1 which is closed but  An  0,1 which is not closed.
n 1
Definition (Derived set)
Let S  , the set of all limit points of S is denoted by S ' and is called the derived set.
The closure of S denoted by S is defined to be S  S  S ' .
Note that if S is closed then S  S .
Theorem 4.8
If S is a non-empty closed and bounded subset of  then S has a maximum and a
minimum element.
Proof
Since S is bounded above, then S has a supremum (by the completeness axiom).
Let m Sup S . Now given any  0, m  is not an upper bound for S. If m  S , there
exists an x  S such that m  x  m. But this implies that m is a limit point of S. Since
S is closed we must have m  S . Hence m max S . Similarly it can be shown that inf S=
min S (show this as an exercise).
Definition (Dense set)
A subset A of  is said to be dense in  if A  . That is every point of X is a limit
point of A.
Example
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The set of rational numbers is dense in  . For let x  , if x  Q. we are done,

otherwise if x  Q then every neighbourhood N x of x contains at least one other rational
number. Therefore x is a limit point of Q and so Q is dense in , i.e Q  .
Activity 4.2
1. Find the derived sets of the following sets and state whether they are
closed or not:
a) S  all int egers
b) S    n, n  1 : n  
 1 
c) S  x : x  , n   
 n 
   1 n

d) S 1  : n  
 n 
 1 1 1 1 1 1 
e) S 1,  1,1 ,  1 ,1 ,  1 ,1 ,  1 ,...
 2 2 3 3 4 4 
2. If A is open and B is closed, prove that A/B is open and B/A is closed.
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lOMoARcPSD|14240853
LECTURE FIVE
COMPACT SETS
5.1 Introduction
In this lecture we will study compact sets and prove some results on compact
sets.

 Define compact sets
 Prove that a given set is compact or not compact
 Prove some results on compact sets
5.3 Compact Sets

Definition (Cover)
Let G  Ai : i  I  be a family of sets and let S be a non-empty subset of . We say that
G is a cover of S if S   Ai iI
If every set Ai is open then  Ai is called an open cover of the set S.

Definition (Compact set)
A set S is said to be compact if each open cover of S has a finite sub cover.
Theorem 5.1
If F is a closed subset of a compact set K, then F is compact.
Proof
Let  A be an open cover for F.
 I
That is, F  
I
A , thus
27

lOMoARcPSD|14240853

   A  F 
 I

is an open cover of K. Since K is compact there exists a finite sub cover
 n  
say  Ai   F such that
 i 1 
n
   Ai  F  for some 1 ,  2 ,...,  n
i n
Since F  , we have
n
F   Ai  F  , but F  F  
i n
n
Thus F   Ai , where if any Ai happens to be in F  is deleted. Hence F is compact.
i 1
Example
Let A  0,  then each of the following is an open cover of A.
G1    1,   ; G2   r  1, r  1 : r  Q, r 0
Theorem 5.2
A finite subset  of  is compact.
Proof
Let   x1 , x2 ,..., xn  be a finite subset of . If G  G  is an open cover of K, then
each xi is contained in some set Gi in G. Then the union of the sets in the collection
G 1 ,..., G 2  contains K, which is a finite sub cover of G. Hence K is compact since G
was arbitrary.
Example
Let H  0,   . We show that H is not compact. Let G n   1, n  for each n  N . Then
 

H   Gn , so that G  Gn : n   is an open cover for H. However if G1 ,..., G n is
n 1
any finite subcollection of G, and if we let m sup   1 ,...,  n  then

G1  G 2  ...  G n Gm   1, m  . Clearly, this union cannot contain H and so there is
no finite subcollection of G that covers H. Hence H is not compact.
Lemma 5.2
If K is a compact subset of  then K is bounded and closed.
Proof
We shall only show boundness; closedness is left as an exercise.
Let H m   m, m  , m  . Since H m is open and since K  H m  , we see that the
collection  H m : m   is an open cover of K. Since K is compact, this collection has a
N
finite subcover, so there exists some N   such that K   H m H N   N , N 
m 1
Hence K is bounded since it is contained in the bounded interval   N, N  .
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lOMoARcPSD|14240853
Activity 5.1
Show that each the following subset of  is not compact by describing an open cover for it
that has no finite subcover:
a) A  1,3
1 
b) B  : n   
n 
c) C  x  Q : 0  x 2
29

lOMoARcPSD|14240853
LECTURE SIX
SEQEUNCES
6.1 Introduction
In this lecture we will study sequences. We will first consider convergence

and divergence of sequences and prove some results on convergence of
sequences. Finally we will discuss Cauchy sequences and their properties.

 Define sequences
 Investigate convergence of sequences
 Prove some results on convergence of sequences
 Define a Cauchy sequence
 Show that a sequence is Cauchy
6.3 Sequences
Loosely speaking a sequence is a collection of real numbers obeying a particular pattern
or definite rule or order.
Definition
A sequence of real numbers is a function whose domain is the set of natural numbers
  1, 2... and range is a subset of  . That is f :    where for any n   there
exists a unique number  n such that f  n   n .
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We denote a sequence by   n  or by listing the elements  1 ,  2 ,...,  n ,... and call  n

the nth term of the sequence.
Example
1 1 1 1 
a) x  , , , ... is the sequence of the even numbers.
2 4 6 8 

b) s  1, 1 2 , 1 4 , 1 8 , 116 ,... 
 
 1 n , give the formula of the sequence.
2
A sequence n  is a constant sequence if  n   n. A sequence is said to be bounded
 
if there is a real number M such that
 n M n .
Example
 
The sequence s  1 n is bounded for  n 1 or 0  n 1 .
2
But the sequence s  2, 4, 6,8,...
 2n is not bounded.
6.3.1 Convergence of sequences

Definition (Limit point)
A sequence   n  of real numbers is said to converge to  in  if for every  0 there
exist a number N  N    such that
 n     , n  N .
The number  is called the limit point of the sequence and we write
lim  n  or  n   as n   .
n 
If the limit of a sequence exists then the sequence is said to be convergent otherwise the
sequence in said to be divergent.
Example 1
1
Show that lim  n  0 .
 
n 
Proof
We want to show that given  0 there is a number N  N   such that
 n  0 , n N .
Now,
 n  0  1n  0 
1
n 
 n  1
Certainly 1 n  ,  n  1 .
Choose N such that N  1
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Example 2
Show that lim  n 1
n 
1
where  n 1    1
n
n2
Proof
Let  0 be given. Then
 n  1 
1
1    1
n
 1 
n2
  1
n

n2
 n 2  1
n 1

(Taking the square root)

Choose N such that
N1
 an integer
Then  n  1   ,  n  N .
Example 3
Show that lim
n 
1

n2 1
0 
1 2  1 21  0
n 1 n n
Example 4
 3n  2 
Show that lim   3 .
n 
 n 1 
Proof
Given  0 we have
3n  2
 3 
n 1
3n  2  3n  3 1 1
   
n 1 n 1 n  1
1
 
n 1
n 1  1

n 1 1

Choose N such that N  1  1 integer then
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 n  3 ,  n  N
Theorem 6.1
A sequence   n  in  has a unique limit.
Proof
Suppose   n  has two limits 1 and  2 . Then lim
n 
 n 1 and lim  n  2 .  Given
n 
  0  N1 and N 2 such that


 n  1 
2
and

n  2  .
2
By the triangle inequality n N max  N1 , N 2 
 
1   2  1   n   n   2  1   n   n   2    .
2 2
 1   2   ,   0.
 1   2 0. Since   0 is arbitrary  1   2 0  1  2 .
Theorem 6.2
Every convergent sequence of real numbers is bounded.
Proof
Suppose that  n converges to  i.e. lim  n  and let 1 be given. Then  a natural
n 
number N  N   such that

 n    1,  n N
 n n    n      1  n  N
Let M max  1 ,  2 ...,  n  1 ,1    .
Then  n M n . Hence  n  is bounded.
Conversely a bounded sequence need not be convergent for instance the sequence
 
  n     1 n 1  1 n  is bounded but not convergent since
 n   2, 3 2 , 4 3 , 5 4,  6 5 , 7 6 ,...
Theorem 6.3
Let   n , and   n  be sequences of real numbers such that
lim   n   and lim   n   . Then
n  n 
a) lim
n 
  n   n    
b) lim k n k , k constant
n 
c) lim
n 
  n  n  
d) lim
n 
 n n    , provided that  n 0 for all n and  0.
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Proof
(a) and (b) Exercise
c) Since lim
n 
  n   and lim   n   given  0  M 1 and M 2 such that
n 
 n M 1 and  n M 2 n
Now given   0  N1 and N 2 such that
 
n    , n    .
2m 2m
Now let N max  N1 , N 2 
 n  n     n  n   n    n   
  n  n        n   
 n n     n  
M  n    M  n  
 
   .
2 2
  n  n   since  0 was arbitrary.

(d) Since  S n / t n   S n   1/ t n  it suffices from part (c) to show that
lim  1/ tn  1 t
n 
That is give  0 we must make

1 1 t  tn
   , for all n sufficiently large.
tn t tn t
Since t 0,  N , such that n  N 
t
tn  t  . Thus for n  N , we have
2
t t
tn  t  t  t n   t  t  tn  t  
2 2
(Show that x  y  x  y and x  y  x  y )
There also exists N 2 such that n  N 2 implies that tn    12 
Let N max  N1 , N 2  . Then n  N implies that
1 1 t  tn 2
   2 
tn t t nt t
Hence lim  1 tn  1 t.
Activity 6.1
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 4n 2  3  4
1. Show that lim 
n   5n 2  2n
 .
  5
 n  1
2. Prove that lim   1
n 
 n 
n 1  n  1 
3. Show that lim   1   does not exist.
n 
 n 
6.4 Subsequences and Cauchy sequences

Definition (Subsequence)
Let X be a set and   n  be a sequence in X. Let  nk  be a sequence of positive integers
 
such that n1  n2  ... . Then the sequence  nk is a subsequence of   n  .
Example
     
If   n   1, 1 2 , 1 3 , 1 4 , 1 5 ,... then  nk  1 2 , 1 4 , 1 6 ,... is a subsequence of   n  .
Theorem 6.3
A sequence   n  of real numbers converges to  if and only if every subsequence of
 n converges to  .
Proof
 Suppose  n   . We show that every subsequence  nk   of   n  converges to  .
Thus for every   0 there exists an integer N such that
 n     , n  N .
Take nk  N , then
 nk     , nk  N .
 
Since  nk is any subsequence of   n  , it follows that every subsequence of   n 
converges to  whenever  n  
 Conversely, let every subsequence of   n  converge to  . Then  n   for   n  is
a subsequence of itself.
Example
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Consider the sequence defined by

1, if n is even
 n 
 0, if n is odd
That is   n   0,1, 0,1, 0,... . Then the subsequence
  2n   1,1,1,... and converges to 1.
But the subsequence
  2 n 1  0, 0, 0,... and converges to 0.
Since 0 1 , then   n  diverges.
6.4.1 Cauchy sequences

A sequence   n  of real numbers is said to be a Cauchy sequence if for every   0
there exists an integer N  N    such that
 m   n   ,  m, n  N .
Example
1
Show that the sequence  n  is Cauchy.
2 
Proof
We need to show that given   0 there exists an integer N  N    such that
 m   n   ,  m, n  N .
Let m n  p, p   , then
1 1 1 1
 m   n   n p   n  n p  n  n p  1  
2 2 2 2
1 1 
 n 1 p    .
2  2 
 1  1
Since  1  p   1 then n  
 2  2
1
ln  
 .
 2n   n   
1
 ln 2
1
ln  
 , hence an integer N exists such that
N  
Choose
ln 2
 m   n   ,  m, n  N .
1
Hence  n  is Cauchy.
2 
Theorem 6.4
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Every convergent sequence is Cauchy.

Proof
Suppose  n   . Then for every   0 there exists an integer N such that

 n    , n  N .
2
Take m  n , then we have

m    ,  m  n
2
By the triangle inequality,
 
 m   n   m       n   m       n   
2 2
Thus   n  is Cauchy.
Remark
Not every Cauchy sequence is convergent.
Example
1 
Let X  0,1   and consider the sequence   n    in X. Then lim n 
 n 0  X .
n 
1 
However,   n    is Cauchy. For let   0 be given, then
n 
1 1 1
 0      n  .
n n n
1
Hence taking N  , we have

n   ,  n  N .
Let m>n, then
 m   n   ,  m, n  N . Hence   n  is Cauchy.
Activity 6.2
Prove that every Cauchy sequence is bounded.
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LECTURE SEVEN
SERIES
7.1 Introduction
In this lecture we will study infinite series. We will consider several

convergence test including Integral test, Comparison test, Alternating
series test, Ratio test and Root test.

 Define an infinite series
 Test convergence or divergence of series
7.3 Series
Definition (Series)
If x  xn  is a sequence in  , then the infinite series (series) generated by x is the
sequence s  sn  k 1 defined by

s1 x1 ; s2 s1  x2   x1  x2 );...; sk sk  1  xk ;....

The numbers x n are called the terms of the series and the numbers sn are called the
partial sums of the series. Note that xn sn  sn  1 . If the sequence s  sk  converges to a

real number say a, we say that the series is convergent and write s
k 1
k a . We call a the
sum of the series, otherwise the series is called divergent.

Example
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One of the most useful series is the geometric series

n
1  r n 1
Let sn  r 1  r  r  ...  r 
k 2 n 1
.
k 0 1 r
Then the series converges for r  1 and diverges for r 1 as you can easily check.
Example

1
The infinite series  converges to 7.
r 1 n  n  1
Solution
We have the partial series given by
1 1 1 1
sn     ... 
(1)(2) (2)(3) (3)(4) n  n 1
1 1   1 1 1 1 1 1 
            ...    
1 2  2 3  3 4  n n 1 
1
1 
n 1
 1 
Now lim sn lim  1  1 .
n  n 
 n  1
Theorem 7.1
If  an is a convergent series, then lim n 
an 0 .
Proof
If  a n converges, them the sequence  sn  of partial sums have a finite limit, say a. But
an sn  sn  1 , so lim an lim sn  lim sn  1 a  a 0 .
n  n  n 

n
Does the series converge or diverge  ?
n 1 2n  5
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7.3.1 Convergence Tests

1. Comparison test
Theorem 7.2
Let  an and  bn be infinite series of non-negative terms. That is, a n 0 and bn 0
for all n. Then
If  an converges and 0 bn a n for all n, then  bn converges.
If a n   and 0 an bn for all n then b n   (i.e. diverges)
Example
Consider the series
 1 n 1 2 . Now for all n  
we have
1 1
0 
 n  1 n n  1
2
Since the series  n  n  1 is convergent, so this implies that the series

1
1
  n  1 2 also converges.
Definition
Let  an  be a sequence in  . If the series a n  a is to be
converges then the series n
absolutely convergent in . If a n converges but  an diverges than  a is said to

n
be conditionally convergent.
Theorem 7.3
If a series is absolutely convergent then it is convergent.
Proof
Let   n be absolutely convergent. For each n
  n  n   n
So that
0  n   n 2  n
If   n converges them 2  n converges and by the comparison test, the non-
negative series
   n   n ) converges.
But  n  n   n    n
Therefore   n converges being a differences of convergent series.
Corollary 7.4
If   n diverges, then   n also diverge.
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Proof
Exercise.
2. The Integral Test:

Theorem 7.5 (Integral tests)
Let f be a continuous function defined on  0,  and suppose that f is positive and
decreasing; that is if x1  x 2 then f  x1   f  x 2   0
Then the series  f  n  converges
n 
If lim   f  x  dx  exists as a real number.
n 
1 
Example
Consider the series  1 n p known as the p-series.
Let f  x   1 x p and recall that

n
1
For p 1,  p dx 
x 1 
1
p
 n1 p  1 .
1
Then limit of f  x  as n   will be finite if p  1 , and infinite if p  1 , thus by the

integral test  1 n p converges if p  1 and diverges if p  1.
When p=1 we get the harmonic series  1 n which is divergent for

n
1

n
dx  lim ln x 1
x n 
1
lim ln n  ln1  .
n 

Thus  1n
n 1
diverges.
Example
The series    1
n
1 n 2 converges absolutely for   1 n / n 2 1 / n 2
   1 / n 2  1 / n 2 which is converges being a p-series with p=2.

n
Thus
   1
n
Hence the series converges
n2
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
n
Does the series n
n 1
2
1
converge or diverge?
3. The Ratio and Root Test

Theorem 7.6 (Ratio Test)
Let  an be a series of nonzero terms
an 1
a) If lim  1 , then the series converges absolutely.
n  an
an 1
b) If lim  1 , then the series diverges.
n  an
an 1
c) If lim 1 , the test provides no information.
n  an
Example
Determines whether or not the series  n 2 converges or diverges
2 n
Solution
 n  1
2
an n 2 , an 1 
2 n
2n 1
2
1  n 1 
an 1
1

2
lim lim   lim 1  1 1 1 .
 n 2
n  a
n
n  2
 n  n  2
Hence the series converges.

Example
Determine the convergence or divergence of the series  1n 2
Solution
an  1 2 , an 1  1
 n  1
2
n
2   
2
an 1  n   1   1 .
lim lim   lim
 n    1  
n  a n 
 n 1  1
  n  
n
The test provides no information.
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Examples
Determine the convergence or divergence of the series 3 e
n n
Solution
an 3n e  n , an 1 3n 1 e   n 1
3n 1 e n 3 3
lim n 1
. n lim   1
n  e 3 n  e e
Hence the series diverges.
Theorem 7.7 (Root Test)
Given a series  a n ,
1
Let  lim
n
an
n 
a) If   1 then the series converges absolutely

b) If   1, then the series diverges
c) If  1 the test gives no information
Example
The series 2 e n n
converges
1
n n
For lim 2n lim 2  2  1 .
n  e n  e e
Example
The series  3 e diverges for
n n
1
n n
3 3 3
lim lim  1.
n  en n  e e
7.3.2 The Alternating Series

Theorem 7.8 (Alternating Series Test)
If  a n  is a decrease sequence of positive numbers and lim
n 
an 0 , then the series
   1
n 1
a n converges.
Example
 
Since the sequence 1 n is decreasing and lim
n 
1 0 , we have that the alternating
n  
series    1 / n converges. Since  1 n is divergent being harmonic series, it
n 1
follows that
   1 / n is not absolutely convergent hence we conclude that it is conditional
n 1
convergent.
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Example
  1
n

The series 
n 2 nn
 1 
converges since the sequence  n  is decreasing and has lim
n  n 
1 n 0 .
n  
Activity 7.1
Determine the convergence or divergence of each of the following series. Give

reasons in each case:
n
3
a)
2n
  3 n
b)  n!
n!
c) n n
sin 2 n
d)  2
n
  5 n
e)  n
2
  1 n
n 1
f)  2
n 1
2n
g) 
 n  1
3
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LECTURE EIGHT
COUNTABLE AND UNCOUNTABLE SETS
8.1 Introduction
In this lecture we will study countable and uncountable sets. We will show that the
set of all integers  is countable but the set of all real numbers  is uncountable.
We will also show that an infinite union of countable sets is a countable set.

 Define a countable set
 Prove some results on countable sets
 Define uncountable sets
 Prove that the set  is uncountable
8.3 Countable sets
Definition (Infinite set)

A non-empty subset S of  is said to be infinite if for any given natural number n,
however large there is a subset of S containing more that n elements.
Example
The set S  x   : x  2 is infinite.
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Definition (Countable set)

A set C is said to be countable if it is finite or if it is infinite and its elements can be put
into 1-1 correspondence with the set of natural numbers. That is C can be listed as infinite
sequence  x1 , x 2 , x3 ,...
Example
The set of all even (odd) numbers is countable for its elements can be put into 1-1
correspondence with the set of natural numbers by definition. That is, there exists a
function f : N   defined by
f  n  2n for even numbers and f  n  2n  1 for odd numbers that sets up a 1-1
correspondence.
Example
The set  of all integers is countable.
Proof
Consider the following arrangement of the sets  and 
 : 0 1  1 2  2 3  3...
 :1 2 3 4 3 4 5...
Then we can define a function f :    which sets up a 1-1 correspondence as follows:
n , if n is even
 2
f  n   n  1 .
 , if n is odd
 2
Theorem 8.1

Let  An  n 1 be a sequence of countable sets. We show that  An is countable.

n 1
Proof
For each An there exists 1-1 correspondence. f n :   An , so we can write

An  An1 , An 2 ,... where f n  j   Anj . We can now arrange the elements of  An in a
n 1
rectangular array:
A1 : A11  A12 A13  A14 ....
A2 : A21  A22  A23  A24 ....
A3 : A  31  A32  A33 A34 ...
A4 : A41  A42 A43 A44 ...
By moving along each diagonal of the array in the manner indicated, we obtain a listing

of all elements in A
n 1
n
 A11 , A12 , A21 , A31 , A22 , A13 , A14 , A23 , A32 , A41 ,... .
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This procedure results in an infinite sequence of elements  z1 , z2 , z3 ,... of A which can


be put into 1-1 correspondence with the set of natural numbers. Hence 
n 1
n is
countable.
Activity 8.1
1) If the set F is countable and E is non-empty subset of F. Show that E is

countable.
2) If the set E is countable. Show that the set    a is countable
3) Show that the following sets are countable
a) The set is all positive rational numbers
b) The set of all negative rational numbers
c) The set of all rational number.
8.4 Uncountable set

A set S is said to be uncountable if is not countable. That is if there is no one-one
correspondence (function) between the elements of S and the set of natural numbers.
Example
The set  of real numbers is uncountable.
Proof
Suppose that  countable. Then  can be written as a sequence of numbers
  x1 , x2 , x3 ... . Choose a1 , b1   such that x1   a1 , b1  . Having done this choose
a2 , b2 such that a1 a 2  b2 b1 and x 2   a 2 ,b2  . Continuing this way, choose a n 1 , bn 1
such that a n a n 1  bn 1 bn and xn 1   an 1 , bn 1  .
Note that for each n, xn   an , bn  and the numbers x1 x2 ,.., xn cannot be in the interval
 a n , bn  .
Define A  a n n  z and  sup A . Clearly  is a real number and so   xN for
some natural number N . Since  is an upper bound of A, aN  and since bN is an
upper bound of A and  is the least upper bound of A, we see that  bN . We therefore
conclude that xN   aN , bN  , contradicting the choice of a N and bN which shows that the
set  is uncountable.
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Activity 8.2
Show that the set Q  of irrational numbers uncountable

Hint: Note that  Q  Q 
If Q  were countable then it would be countable.
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LECTURE NINE
LIMITS & CONTINUITY OF FUNCTIONS
9.1 Introduction
In this lecture we study limits and continuity of functions. We will prove limits
by first principles and also consider both pointwise and uniform continuity of a
function.

 Prove limits of functions by first principles
 Define pointwise continuity of a function
 Investigate continuity of functions
 Define uniform continuity of a function
 Investigate uniform continuity of functions
9.3 Limits of functions

Consider the function
x2  4
f  x 
x 2
The function is defined for all x except at x 2 . If x 2, then f  x   x  2 .
Exercise
Investigate what happens to the function f  x  as x  2 .
It can be shown that as x  2 f  x  4 .
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In this case 4 is called the limit value of f  x  as x  2 written:

 x2  4 
lim f  x  lim   4.
x 2 x 2
 x 2 
Definition (Limit)
Let S   and f : S   be a function. A real number L is said to be a limit point of f at
point a  S if given any  0  a   0 such that if x  S
f  x   L   whenever x  a  
Note that f may or may not be defined as x a
We say that f  x   L as x  a and write
lim f  x  L .
x a
Example 1
Let f  x   x 2  1 x   . Prove that lim f  x  5 .
x 2
Solution
We need to show that given  0  a   0 such that
x  2    f  x   5 
Now for x   ,
f  x   5  x 2  1  5  x 2  4  x  2 x  2.

Choose   . Then whenever x  2   we have
x2
f  x   5  x  2 x  2   x  2  . Hence. lim f  x  5 .
x 2
Activity 9.1
Show that from definition of a limit:

x2  x 1 1
a) lim 2
x 1 x 1
x3  8
b) lim 2 125
x 2 x  x  6
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Properties of limits
[Proofs are similar to those as sequences]
a) If lim f  x  exists then if is unique
x a
b) If lim f  x  L1 and lim g  x  L2 , then

x a x a
i) lim  f  x   g  x   L1  L2
x a
ii) lim  f  x  g  x   L1L2

x a
L
lim  g  x    1 provided g  x  0 x and L2 0.
f x
iii) x a   L
2
Activity 9.2
Evaluate
x2  2x  5
a) lim 2
x 1 x  3x  5
2 x 2  3x  1
lim
b)
x 0 x 1
x4  2
c) lim
x 0 x
4x
d) lim
x 0 x
x 2
e) lim
x 1 x 2
9.3.1 One-sided limits
Let S  and f :S   be a function. If for every xS

f  x   L as x  a and x  a always then we say that x  a from the right and
write x   a and say that
lim f  x  L .
x a
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Similarly,
If f  x   L as x  a and x  a always then we say that x  a from the left as write
x  a  and say that
lim f  x  L
x a
Activity 9.3
Find
4x
a) xlim
 0 x
4x
b) xlim
 0 x
x2  1
c) xlim
 1 x 1
x2  1
d) lim
x  1 x 1
The limits xlim f  x  and lim f  x  are called one-sided limits of f at a.

 a x a
Theorem
Let S  . Then
lim f  x  L iff lim f  x   lim f  x  L
x a x a x a
Example
x
a) lim
x 0
does not exist
x
For
x
lim 1
x 0 x
and
x
lim  1
x  0 x
1 1
b) lim 2
, lim have infinite limit.
x 0 x x 0 x
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x x
c) lim has infinite limit.
x  xx
Activity 9.4
Evaluate the following limits or show that they do not exist

x
a) lim
x 1 x  2
x
b) lim .
x 2 x  2
9.4 Continuity of a function

A function f : S   is said to be continuous at x a where a  S if
i) lim f  x  exists finitely
x a
ii) lim f  x   f  a  .
x a
Example
Let
 x2  1
 , x 1
f  x   x  1
2 , x 1

Then
x 2  1  x  1  x  1
lim f  x  lim  2 .
x 1 x 1 x  1 x 1
Also
x2  1
lim f  x  lim  x  1 2 .
x 1 x 1 x  1
so lim f  x  2  f  1 . Hence f is continuous x 1.

x 1
Definition (Pointwise continuity)

A function f : S   is said to be continuous at a  S if given any  0    0
(depending both on  and the point) such that
f  x   f  a   whenever x  a   .
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Example
a) The function f  x   x 2 is continuous at every x a . For given by  0, a   0
can be found such that
x  a    x 2  a 2  .
Now,
x2  a2   x  a   x  a 
x a xa .

Choose   . Then whenever x  a   we have
xa
x 2  a 2  x  a x  a   x  a  .
b) Prove that f  x   x 2  2 x  6 or continuous at x 3
Solution
Given  0 we show that  a   0 such that x  3   implies
f  x   f  3 
Now,
f  x   f  3  x 2  2 x  6  21   x  5   x  3 
 x 5 x  3

Choose   , then whenever x  3   we have
x 5
f  x   f  3  x  5 x  3  x  5   .
Activity 9.5
1. Prove that
2 x 2  3x 1
lim 1
x 1 x 1
2. Let f  x   x sin 1 x for x 0 and f  0  0. Show that f  x  is
continuous at x 0
(Since f  x   f  0   x sin 1 x  x   choose   )
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Definition (Discontinuity of a function)

Points where a function fails to be continuous are called points of discontinuation of the
function. A function is said to be discontinuous at a point x if it is not continuous at that
point.
Example
Let
 x2  a2
 , x a
f  x   x  a
2 , x a

Then f  x  is discontinuous at x a since
lim f  x  2a  lim f  x  2a 2  f  a 
x  a x a
Activity 9.6
a) Show that the function
 2 x 2  3x 1
 , x 1
f  x   x 1
5 , x 1

is discontinuous at x 1. How can we redefine f  x  so that it is
continuous at x 1.
x2  4x  5
b) Let f  x   for x 5. How should f  x  defined so
x 5
that it is continuous at x 5.
9.4.1 Uniform continuity

Recall [Pointwise continuity]
We said that f : S   is said to be continuous at x a if for every   0    0
such that f  x   f  a   whenever x  a   , where  may depend on both x and  .
That is for different points in S corresponding to pre-arranged  0 we get different
values of  . If we can find a uniform  that serves for all point of S corresponding to
given  0 then we say that f is uniformly continuous on S.
Example
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Prove that the function f  x   1 x is continuous at x0   0, 

Solution
Let x0   0,  . Clearly x0 0 . Let  0 be given. We want to find
a   0 :  x   0,   ,
x  x0    f  x   f  x 0   .
1 1 x  x0 
Now, f  x   f  x0      .
x x0 x x0 x x0
But x0  x  x0  x   . Hence,

f  x   f  x0  
x x0
2  x
  if   0
x0 2
1  x0 
Hence, given  0, choose  min  x0 , 
2 2 
Then x  x0    f  x   f  x 0   and so f is continuous at arbitrary x   0, 
 depends on both x0 and  .
If this happens we say that f is uniformly continuous on  0,  .
Definition:
A function f defined on S is said to be uniformly continuous on S if for every
 0  a   0 (depending on  only) such that.
f  x   f  y   whenever x  y   for all x, y  S .
Example
Prove that f  x  2 x is uniformly continuous on  .
Proof
Given  0 we want to make f  x   f  y   by making x sufficiently close to y. That
is for each   0  a   0 such that
x  y    f  x   f  y  
Now,

f  x   f  y   2 x  2 y 2 x  y . Choosing   depending only on  .
2
Thus whenever x  y   we have
f  x   f  y  2 x  y  2 
Example
Prove that f  x   x 2 is uniformly continuous on   5,5 .
Solution
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Now
f  x   f  y   x2  y 2   x  y   x  y 
x y xy
10 x  y

Choose   (depending on  alone). Then whenever in x  y   we have
10
f  x   f  y  10 x  y  10  .
1
The function f  x   is uniformly continuous an  2,   .
x
Proof
Given   0 and x, y   2,   we have,
1 1 1
f  x  f  y    x  y
x y xy
1
 x y
4
1 1
Choose  4 , then whenever y  x   we have f  x  f  y  x  y   .
4 4
Negation of the definition of uniform continuity on S.
If   0 such that    0  x, y  S such that x  y   but f  x   f  y   .
Example
The function f  x   1 x is not uniformly continuous in  0,1 .
Solution
Suppose that f is uniformly continuous in  0,1 so that   0  a   0 such that
f  x   f  y   whenever x  y   , x, y   0,1

Let x  and y  where 0    1 .
1
   
Then x  y       .
1  1 
But
1 1 1 1
f  x  f  y    
x y  

 

Thus f  x   f  y   which contradicts the fact that if is uniformly continuous in  0,1
Example
Show that f  x   x 2 is not uniformly continuous on 
Solution
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1 1  
Let 1 and   0 be given. Let x  and y   . Then x  y    . But
  2 2
1 1   2 
f  x  f  y  x  y x  y     . 1 .
  2 2  2
Thus f is in uniformly continuous on . .
(Why) suppose 2  0 would as well work. We must show that given any
  0  x, y   such that
x y   f  x   f  y  2

For x, if we let y x 
2

Then x  y    .
2
To make
f  x  f  y  x  y x  y  
2
We need to have x  y  . This prompts us to choose   1 8 (How?).
8
Theorem
Let f : S   be uniformly continuous on S and suppose that  x n  is a Cauchy
sequence in S. Then f  x n  in a Cauchy sequence in . .
Proof
Given any  0 . Since f is uniformly continuous on S  a   0 such that
f  x   f  y   whenever x  y    x, y  S .
Since  x n  is Cauchy  a number N such that xm  xn   whenever m, n  N .
Then for m, n  N we have
f  xn   f  x   so  f  xn   in a Cauchy sequence in .
Theorem (Uniform continuity)
Let I  a, b be a closed bounded interval in . . Let f : I   be a continuous
function on I. Then f is uniformly continuous on I. i.e. every continuous function on a
closed bounded interval is uniformly continuous.
E.g. f  x   x is uniformly continuous on   5,5 .
2
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Activity 9.7
1) Show that if f and g are uniformly continuous on a subset A   and

if they are both bounded on A, then. i) i) f  g ii)
f .g are uniformly continuous on A.
2) Prove that f  x  3x  5 is uniformly continuous on
  1,1 .
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LECTURE TEN
METRIC SPACES
10.1 Introduction
In this lecture we introduce the concept of a metric space. We will

consider the usual metric on  and n and discrete metric on any
non-empty set X.

 Define a metric
 Prove that a given function is a metric
10.3 Metric spaces

Definition
Let S be a subset of . A function d : S S   is called a metric or a distance
function if it satisfies the following properties:
M1: d  x, y  0 for all x, y  S (positive)
M2: d  x, y  0 if and only if x  y (definiteness)
M3: d  x, y  d  y, x   x, y  S (symmetry)
M4: d  x, y  d  x, z   d  z , y   x, y, S.
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A metric space  S , d  is a set S together with a metric d defined on S.

Examples
The familiar usual metric on  is defined by
d  x, y   x  y for all x, y   . It is easy to show d is a metric, M1-M3 are trivial. We
now prove M4
d  x, y   x  y   x  z    z  y 
x z z y
d  x, z   d  z , y  for all x, y , z   .
Hence  , d  is a metric space.
Example
For any x. y   n define the function
n
d  x, y   xi  yi . Show that  is a metric on  n .
i 1
Solution
Clearly M1-M3 are trivial hence we only need to show. M4
 x, y, z   we have
d  x, y   xi  yi  xi  zi  zi  yi
 xi  zi   zi  yi
d  x, z   d  z , y  .
Activity 10.1
1) Let X be a non-empty set and define d on X by

0, if x  y
d  x, y  
1, if x  y
Show that d is a metric on X, d is called discrete metric .
2) Define d on  by
d  x, y  sup  x1  x2 , y1  y2  . Verify that d is a metric on  2 , where
x  x1 , y1  and y  x2 , y2  .
3) Let X 2 and define d : 2  2 by
d   x1 , y1  ,  x2 , y2     x2  x1    y2  y1  for all points
 x1 , y1  ,  x2 , y2   2 .
Show that d is a metric on 2 .
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REAL Analysis Notes

computer science (Machakos University)

Studocu is not sponsored or endorsed by any college or university

This module is intended to introduce the learner to foundations of

By the end of this module the learner should be able to:

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1.2 Lecture Objectives

By the end of this lecture the learner should be able to:

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 : For all (or for every)

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Self-test question 1.1

Let A 1,2,3,4 and   2,4,6

Definition (Universal set)

is the union of the family.

is the intersection of the family.

Let A be a subset of a universal set U , then its complement denoted by ﾵ   (relative to

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1.4 Properties of complement Operations

For a family  i : i  I  of subsets of a set  the following identities hold:

hence the results

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Therefore (i) and (ii) follows (left as an exercise)

1.5 Cartesian Products

The set A B is called the Cartesian product of A and B.

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1. If A and B are sets, prove that    if and only if    c

2. Prove the De Morgan law for any family of subsets  i  iI

3. For each n  , let An   n  1 k : k  

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In this lecture we introduce the concept of functions. We will consider one-one,

2.2 Lecture Objectives

By the end of this lecture the learner should be able to:

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2.3.1 Direct and Inverse images

Let f : A  B be a function with domain D  f   A and range R f    . Let   

and the inverse image of H under f is the subset f  H 

Let f :    be defined by f  x   x 2 . Then the direct image of the set

If G  y : 0  y 4 , then the inverse image of G under f is the set

Let  i  iI be a family of sets and let f be a function. Then

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2.3.2 Injections, Surjections and Bijections

1) The function f is said to be surjective (onto) if f  A  B .

2) The function f is said to be injective (or to be one-one) if whenever

3) The function f is said to be bijective, if it is both injective and

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In order to prove that a function f is injective, we must establish that:

For all x1 , x 2  , if f  x1   f  x 2  then x1  x 2

To show that f is injective for any x1 , x 2  A

Suppose that f  x1   f  x2  . Then

Which implies that x1  x 2  1  x 2  x1  x  , and hence x1  x 2 . Therefore f is injective.

 : y   : y  2 . Thus f is a bijection of A onto B.

Let f .  , be defined by f  x   x 3  x . Show that f is not injective.

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We observe that f  x   x  x 0  x  x  1 0  x 0, x 1 .

2.3.3 Inverse functions

  y   : y  2 . The inverse to f is given by

Show that g : 1,    defined by g  x   x  1 is the inverse function of

Solution we need to show that g  f  x    f  g  x    x ,

which follows immediately.

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2.3.4 Composition of functions