Real Analysis definitions and theorems

Andrew Tung

December 2019
Contents

I Definitions 4
1 Basics 5
1.1 Definition of an algebraic number . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Definition of maximum/minimum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Definition of boundedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Definition of supremum and infimum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.5 Completeness Axiom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Sequences 7
2.1 Definition of convergence of a sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 Definition of increasing/decreasing/monotone . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3 Definition of limsup and liminf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.4 Definition of a Cauchy sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.5 Definition of a subsequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.6 Definition of the set of subsequential limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.7 Definition of a closed set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

3 Series 9
3.1 Definition of an infinite series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.2 Cauchy criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

4 Continuity 10
4.1 Definition(s) of continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
4.2 Definition of one-to-one . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
4.3 Definition of an inverse function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
4.4 Definition of uniform continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

5 Limits of functions 12
5.1 Definition(s) of a limit of a function on a set . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
5.2 Definition(s) of a limit of a function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

6 Power series 14
6.1 Definition of a power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

7 Sequences of functions 15
7.1 Definition of pointwise convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
7.2 Definition of uniform convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
7.3 Definition of uniformly Cauchy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

8 Series of functions 16
8.1 Definition of uniform convergence of a series of functions . . . . . . . . . . . . . . . . . . . . . 16
8.2 Definition of uniformly Cauchy for series of functions . . . . . . . . . . . . . . . . . . . . . . . 16

1
9 Differentiation 17
9.1 Definition of the derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
9.2 Definition of (strictly) increasing/decreasing . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

10 Taylor series 18
10.1 Definition of Taylor series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
10.2 Definition of remainder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

II Theorems 19
11 Basics 20
11.1 Rational Roots Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
11.2 Triangle Inequality and variants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
11.3 Archimedian Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
11.4 Denseness of Q in R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

12 Sequences 21
12.1 Limit theorems for finite limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
12.2 Basic limit theorems for infinite limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
12.3 Basic limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
12.4 Ratio Test for sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
12.5 Monotone sequence theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
12.6 Limsup/liminf theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
12.7 Convergence and Cauchy sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
12.8 Subsequence theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
12.9 Monotone subsequence theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
12.10Subsequences and limsup/liminf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
12.11Set of subsequential limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

13 Series 24
13.1 Convergence tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
13.2 Cauchy criterion and convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

14 Continuity 25
14.1 Basic continuity theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
14.2 Extreme Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
14.3 Intermediate Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
14.4 Partial converse of the Intermediate Value Theorem . . . . . . . . . . . . . . . . . . . . . . . 25
14.5 Fixed point theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
14.6 Properties of inverse functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
14.7 Properties of one-to-one functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
14.8 Properties of uniformly continuous functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
14.9 Sufficient conditions for uniform continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

15 Limits of functions 27
15.1 Limit theorems for functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
15.2 Limit theorem for two-sided limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

16 Power series 28
16.1 Convergence of power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
16.2 Differentiation and integration of power series . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

2
17 Sequences of functions 29
17.1 Alternate definition of uniform convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
17.2 Continuity of the uniform limit of continuous functions . . . . . . . . . . . . . . . . . . . . . . 29
17.3 Integration and uniform limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
17.4 Relation between uniformly Cauchy and uniformly convergent . . . . . . . . . . . . . . . . . . 29
17.5 Boundedness of uniformly convergent sequences of functions . . . . . . . . . . . . . . . . . . . 29
17.6 Dini’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

18 Series of functions 30
18.1 Continuity of the uniform limit of series of continuous functions . . . . . . . . . . . . . . . . . 30
18.2 Cauchy criterion and uniform convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
18.3 Weierstrass M-test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
18.4 Property of uniformly convergent series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

19 Differentiation 31
19.1 Differentiability and continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
19.2 Basic properties of the derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
19.3 Maxima and minima . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
19.4 Rolle’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
19.5 Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
19.6 Generalized Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
19.7 Mean Value Theorem and differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
19.8 Intermediate Value Theorem for derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
19.9 Differentiation of inverses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
19.10L’Hopital’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

20 Taylor series 33
20.1 Taylor’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
20.2 Integral form of the remainder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
20.3 Cauchy’s form of the remainder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
20.4 Convergence of Taylor series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

3
 Part I

Definitions

4
Chapter 1

Basics

1.1 Definition of an algebraic number

A number is called an algebraic number if it satisfies a polynomial equation
cn xn + cn−1 xn−1 + ... + c1 x + c0 = 0
where the coefficients c0 , c1 , ..., cn are integers, cn 6= 0, and n ≥ 1.

1.2 Definition of maximum/minimum

Let S be a nonempty subset of R.
(a) If S contains an element s0 that belongs to S and s ≤ s0 for all s ∈ S, then we call s0 the maximum
of S and write s0 = max S.
(b) If S contains an element s0 that belongs to S and s ≥ s0 for all s ∈ S, then we call s0 the minimum
of S and write s0 = min S.

1.3 Definition of boundedness

Let S be a nonempty subset of R.
(a) If a real number M satisfies s ≤ M for all s ∈ S, then M is called an upper bound of S and the set
S is said to be bounded above.
(b) If a real number m satisfies m ≤ s for all s ∈ S, then m is called a lower bound of S and the set S
is said to be bounded below.
(c) The set S is said to be bounded if it is bounded above and bounded below. Thus S is bounded if
there exist real numbers m and M such that S ⊆ [m, M ].

1.4 Definition of supremum and infimum

Let S be a nonempty subset of R.
(a) If S is bounded above and S has a least upper bound, then we will call it the supremum of S and
denote it by sup S. If S is not bounded above, sup S = +∞.
(b) If S is bounded below and S has a greatest lower bound, then we will call it the infimum of S and
denote it by inf S. If S is not bounded below, inf S = −∞.

1.5 Completeness Axiom

Every nonempty subset S of R that is bounded above has a least upper bound. In other words, sup S exists
and is a real number.

5
Corollary: Every nonempty subset S of R that is bounded above has a greatest lower bound inf S.

6
Chapter 2

Sequences

2.1 Definition of convergence of a sequence

A sequence (sn ) is said to converge to the real number s provided that

for each  > 0 there exists a number N such that

n > N implies |sn − s| < 
If (sn ) converges to s, we will write limn→∞ sn = s or sn → s. The number s is called the limit of the
sequence (sn ). A sequence that does not converge to some real number is said to diverge.
For a sequence (sn ), we write lim sn = +∞ provided that

for each M > 0 there is a number N such that

n > N implies sn > M

For a sequence (sn ), we write lim sn = −∞ provided that

for each M < 0 there is a number N such that

n > N implies sn < M

2.2 Definition of increasing/decreasing/monotone

A sequence (sn ) of real numbers is called an increasing sequence if sn ≤ sn+1 for all n, and (sn ) is called a
decreasing sequence if sn ≥ sn+1 for all n. Note that if (sn ) is increasing, then sn ≤ sm whenever n < m.
Also if (sn ) is decreasing, then sn ≥ sm whenever n < m. A sequence that is increasing or decreasing is
called a monotone sequence or a monotonic sequence.

2.3 Definition of limsup and liminf

Let (sn ) be a sequence in R. We define

lim sup sn = lim sup{sn | n > N }

N →∞

and

lim inf sn = lim inf{sn | n > N }

N →∞

If (sn ) is not bounded above, lim sup sn = +∞. If (sn ) is not bounded below, lim inf sn = −∞.

7
2.4 Definition of a Cauchy sequence
A sequence (sn ) of real numbers is called a Cauchy sequence if

for each  > 0 there exists a number N such that

m, n > N implies |sn − sm | < 

2.5 Definition of a subsequence

Suppose (sn )n∈N is a sequence. A subsequence of this sequence is a sequence of the form (tk )k∈N where for
each k there is a positive integer nk such that

n1 < n2 < · · · < nk < nk+1 < · · ·

and

tk = snk
Thus (tk ) is just a selection of some [possibly all] of the sn ’s taken in order.

2.6 Definition of the set of subsequential limits

Let (sn ) be a sequence in R. A subsequential limit is any real number of symbol +∞ or −∞ that is the
limit of some subsequence of (sn ).

2.7 Definition of a closed set

A set S composed of elements of R is closed if and only if it contains all limits of sequences from S.

Alternative definition: A set S is closed if its complement is open. A set S is open if for every x in S,
there is some r > 0 so that every point within r of x is in S.

8
Chapter 3

Series

3.1 Definition of an infinite series

P∞
Consider a sequence an , and consider n=m an . Then define
n
X
sn = am + am+1 + · · · + an = ak
k=m

Then
∞ n
!
X X
an = S means lim sn = S or lim ak =S
n→∞
n=m k=m

3.2 Cauchy criterion

For each  > 0, there exists a number N such that
n
X
n ≥ m > N implies ak < 
k=m

9
Chapter 4

Continuity

4.1 Definition(s) of continuity

Sequence definition:
Let f be a real-valued function whose domain is a subset of R. The function f is continuous at x0 in dom(f )
if, for every sequence (xn ) in dom(f ) converging to x0 , we have limn f (xn ) = f (x0 ). If f is continuous at
each point of a set S ⊆ dom(f ), then f is said to be continuous on S. The function f is said to be continuous
if it is continuous on dom(f ).

Traditional ( − δ) definition:
Let f be a real-valued function whose domain is a subset of R. Then f is continuous at x0 in dom(f ) if and
only if

for each  > 0 there exists δ > 0 such that

x ∈ dom(f ) and |x − x0 | < δ imply |f (x) − f (x0 )| < 

4.2 Definition of one-to-one

A function is said to be one-to-one if for all x1 , x2 ∈ dom(f ),

x1 6= x2 implies f (x1 ) 6= f (x2 )

In other words, one-to-one functions never map different inputs to the same output.

4.3 Definition of an inverse function

Suppose f is a one-to-one function with dom(f ) = A. Let B denote the range of f . The inverse function of
f , denoted f −1 is defined as follows:

dom(f −1 ) = B
and

for each y ∈ B, f −1 (y) is the unique x ∈ A with f (x) = y

10
4.4 Definition of uniform continuity
Let f be a real-valued function defined on a set S ⊆ R. Then f is uniformly continuous on S if

for each  > 0 there exists δ > 0 such that

x, y ∈ S and |x − y| < δ imply |f (x) − f (y)| < 
We will say f is uniformly continuous if f is uniformly continuous on dom(f ).

11
Chapter 5

Limits of functions

5.1 Definition(s) of a limit of a function on a set

Sequence definition:
Let S be a subset of R, let a be a real number or symbol ∞ or −∞ that is the limit of some sequence in S,
and let L be a real number or symbol +∞ or −∞. We write limx→aS f (x) = L if

f is a function defined on S,
and
for every sequence (xn ) in S with limit a,
we have lim f (xn ) = L
n→∞

Traditional ( − δ) definition:
Let f be a function defined on a subset S of R, let a be a real number that is the limit of some sequence in
S, and let L be a real number. Then limx→aS f (x) = L if and only if

for each  > 0 there exists δ > 0 such that

x ∈ S and |x − a| < δ imply |f (x) − L| < 

5.2 Definition(s) of a limit of a function

Sequence definition:
For a ∈ R and a function f we write limx→a f (x) = L provided limx→aS f (x) = L for some set S = J \ {a}
where J is an open interval containing a.
For a ∈ R and a function f we write limx→a+ f (x) = L provided limx→aS f (x) = L for some open interval
S = (a, b).
For a ∈ R and a function f we write limx→a− f (x) = L provided limx→aS f (x) = L for some open interval
S = (c, a).
For a function f we write limx→∞ f (x) = L provided limx→∞S f (x) = L for some interval S = (c, ∞).
For a function f we write limx→−∞ f (x) = L provided limx→−∞S f (x) = L for some interval S = (−∞, b).

Traditional ( − δ) definition:
Let f be a function defined on J \ {a} for some open interval J containing a, and let L be a real number.
Then limx→a f (x) = L if and only if

for each  > 0 there exists δ > 0 such that

0 < |x − a| < δ implies |f (x) − L| < 

12
Let f be a function defined on some interval (a, b), and let L be a real number. Then limx→a+ f (x) = L if
and only if

for each  > 0 there exists δ > 0 such that

a < x < a + δ implies |f (x) − L| < 
Other limits are defined analogously.

13
Chapter 6

Power series

6.1 Definition of a power series

P∞
Given a sequence (an )∞
n=1 of real numbers, the series n=0 an xn is called a power series.

14
Chapter 7

Sequences of functions

7.1 Definition of pointwise convergence

Let (fn ) be a sequence of real-valued functions defined on a set S ⊆ R. The sequence (fn ) converges pointwise
to a function f defined on S if

lim fn (x) = f (x) for all x ∈ S

n→∞

7.2 Definition of uniform convergence

Let (fn ) be a sequence of real-valued functions defined on a set S ⊆ R. The sequence (fn ) converges
uniformly on S to a function f defined on S if

for each  > 0 there exists a number N such that

|fn (x) − f (x)| <  for all x ∈ S and all n > N

7.3 Definition of uniformly Cauchy

A sequence (fn ) of functions defined on a set S ⊆ R is uniformly Cauchy on S if

for each  > 0 there exists a number N such that

|fn (x) − fm (x)| <  for all x ∈ S and all m, n > N

15
Chapter 8

Series of functions

8.1 Definition of uniform convergence of a series of functions

Pn P∞
If the P
sequence of partial sums an = k=1 gk (x) converges uniformly on a set S to k=1 gk (x), then the
∞
series k=1 gk (x) is uniformly convergent on S.

8.2 Definition of uniformly Cauchy for series of functions

P∞
The sequence of partial sums of a series k=1 gk of functions is uniformly Cauchy on a set S if and only if
the series satisfies the Cauchy criterion uniformly on S. More explicitly,

for each  > 0 there exists a number N such that

n
X
n ≥ m > N implies gk (x) <  for all x ∈ S
k=m

16
Chapter 9

Differentiation

9.1 Definition of the derivative

Let f be a real-valued function defined on an open interval containing a point a. We say f is differentiable
at a, or f has a derivative at a if the limit

f (x) − f (a)
lim
x→a x−a
exists and is finite. In this case, we use f 0 (a) to denote the derivative of f at a whenever the limit
limx→a f (x)−f
x−a
(a)
exists and is finite.

9.2 Definition of (strictly) increasing/decreasing

Let f be a real-valued function defined on an interval I. We say

f is strictly increasing on I if

x1 , x2 ∈ I and x1 < x2 imply f (x1 ) < f (x2 )

f is strictly decreasing on I if

x1 , x2 ∈ I and x1 < x2 imply f (x1 ) > f (x2 )

f is increasing on I if

x1 , x2 ∈ I and x1 < x2 imply f (x1 ) ≤ f (x2 )

f is decreasing on I if

x1 , x2 ∈ I and x1 < x2 imply f (x1 ) ≥ f (x2 )

17
Chapter 10

Taylor series

10.1 Definition of Taylor series

Let f be a function defined on some open interval containing c. If f possesses derivatives of all orders at c,
then the series
∞
X f (k) (c)
(x − c)k
k!
k=1

is called the Taylor series for f about c.

10.2 Definition of remainder

Let f be a function defined on some open interval containing c. If f possesses derivatives of all orders at c,
then for n ≥ 1, the remainder Rn (x) is defined to be
n−1
X f (k) (c)
Rn (x) = f (x) − (x − c)k
k!
k=0

18
 Part II

Theorems

19
Chapter 11

Basics

11.1 Rational Roots Theorem

Suppose c0 , c1 , ..., cn are integers and r is a rational number satisfying the polynomial equation

cn xn + cn−1 xn−1 + ... + c1 x + c0 = 0

c
where n ≥ 1, cn 6= 0, and c0 6= 0. Let r = d where c, d are integers having no common factors and d 6= 0.
Then c divides c0 and d divides cn .

11.2 Triangle Inequality and variants

|a + b| ≤ |a| + |b| for all a, b
|a + b| ≥ ||a| − |b|| for all a, b
|a − b| ≥ |a| − |b| for all a, b

11.3 Archimedian Property

If a > 0 and b > 0, then for some positive integer n, we have na > b.

11.4 Denseness of Q in R
If a, b ∈ R and a < b, then there is a rational r ∈ Q such that a < r < b.

20
Chapter 12

Sequences

12.1 Limit theorems for finite limits

1. If the sequence (sn ) converges to s and k is in R, then the sequence (ksn ) converges to ks. That is,

lim(ksn ) = k × lim(sn )

2. If (sn ) converges to s and (tn ) converges to t, then (sn tn ) converges to st. That is,

lim(sn tn ) = (lim sn )(lim tn )

3. Suppose (sn ) converges to s and (tn ) converges to t. If s 6= 0 and sn 6= 0 for all n, then (tn /sn )
converges to t/s. That is,  
tn lim tn
lim =
sn lim sn

12.2 Basic limit theorems for infinite limits

1. Let (sn ) and (tn ) be sequences such that lim sn = +∞ and lim tn > 0 (lim tn can be finite or +∞).
Then lim sn tn = +∞.
2. For a sequence (sn ) of positive real numbers, we have lim sn = +∞ if and only if lim 1/sn = 0.

12.3 Basic limits

1. limn→∞ ( n1p ) = 0 for p > 0.
2. limn→∞ (an ) = 0 if |a| < 1.

3. limn→∞ (n1/n ) = 1.
4. limn→∞ (a1/n ) = 1 for a > 0.

12.4 Ratio Test for sequences

sn+1
Assume that sn 6= 0 and that the limit L = lim sn exists.
(a) If L < 1, then lim sn = 0.
(b) If L > 1, then lim |sn | = +∞.

21
12.5 Monotone sequence theorems
1. Bonded monotone sequences converge to a real number.
2. If (sn ) is an unbounded increasing sequence, then lim sn = +∞.
3. If (sn ) is an unbounded decreasing sequence, then lim sn = −∞.

12.6 Limsup/liminf theorems

1. Let (sn ) be a sequence in R.
(i) If lim sn is defined [as a real number, +∞ or −∞], then lim inf sn = lim sn = lim sup sn .
(ii) If lim inf sn = lim sup sn , then lim sn is defined and lim sn = lim inf sn = lim sup sn .

2. If (sn ) converges to a positive real number s and (tn ) is any sequence, then

lim sup sn tn = s × lim sup tn

Here we allow the conventions s × (+∞) = +∞ and s × (−∞) = −∞.

3. Let (sn ) be any sequence of nonzero real numbers. Then we have

sn+1 sn+1
lim inf ≤ lim inf |sn |1/n ≤ lim sup |sn |1/n ≤ lim sup
sn sn

12.7 Convergence and Cauchy sequences

A sequence is a convergent sequence if and only if it is a Cauchy sequence.

12.8 Subsequence theorem

Let (sn ) be a sequence.
(i) If t is in R, then there is a subsequence of (sn ) converging to t if and only if the set {n ∈ N | |sn −t| < }
is infinite for all  > 0.
(ii) If the sequence (sn ) is unbounded above, it has a subsequence with limit +∞.
(iii) Similarly if (sn ) is unbounded below, a subsequence has limit −∞.

12.9 Monotone subsequence theorems

Every sequence (sn ) has a monotonic subsequence.

Corollaries:

1. (Bolzano-Weierstrass Theorem) Every bounded sequence has a convergent subsequence.

2. If s is the limit of some subsequence of sn , then it is the limit of some monotone subsequence of sn .

3. Every bounded sequence has a monotone convergent subsequence.

4. All sequences have at least 1 subsequential limit (possibly +∞ or −∞).

22
12.10 Subsequences and limsup/liminf
1. Let (sn ) be any sequence. Then there exists a (montonic) subsequence whose limit is lim sup sn , and
there exists a (monotonic) subsequence whose limit is lim inf sn .
2. Let (sn ) be any sequence in R, and let S denote the set of subsequential limits of (sn ). Then sup S =
lim sup sn and inf S = lim inf sn .

12.11 Set of subsequential limits

1. The set S of subsequential limits is nonempty.
2. lim sn exists if and only if S has exactly one element, namely lim sn .

3. The set S of subsequential limits is closed.

23
Chapter 13

Series

13.1 Convergence tests

Let an be a sequence of real numbers.
P
1. If lim an 6= 0, then an does not converge.
P
2. (Comparison Test) Let bn be a series where bn ≥ 0 for all n.
P P
(a) If bn converges and |an | ≤ bn for all n, then an converges.
P P
(b) If bn = +∞ and an ≥ bn for all n, then an = +∞.

an also converges. 1 .
P P
3. If |an | converges (an converges absolutely), then
4. (Ratio Test) If all an are nonzero, then
P an+1
(a) an converges absolutely if lim sup an <1
P an+1
(b) an diverges if lim inf ab >1
(c) otherwise the test gives no information
5. (Root Test) Let α = lim sup |an |1/n . Then
P
(a) an converges absolutely if α < 1
P
(b) an diverges if α > 1
(c) otherwise the test gives no information
6. (Integral Test) Suppose f is aRnonnegative, nonincreasing function
∞ P on the interval [1, ∞). Suppose
f (n) = an for all n ∈ N. Then 1 f (x)dx converges if and only if an converges.
n+1
7. (Alternating Series
P Test) If an = (−1) bn for some sequence bn , b1 ≥ b2 ≥ · · · ≥ bn ≥ · · · ≥ 0, and
lim bn = 0, then an converges.

13.2 Cauchy criterion and convergence

A series converges if and only if it satisfies the Cauchy criterion.

1 Can be proven using the Comparison Test with bn = |an |

24
Chapter 14

Continuity

14.1 Basic continuity theorems

Let f and g be real-valued functions that are continuous at x0 in R. Then
1. f + g is continuous at x0
2. f g is continuous at x0
3. f /g is continuous at x0 if g(x0 ) 6= 0
Also if f is continuous at x0 and g is continuous at f (x0 ) then g ◦ f is continuous at x0 .

14.2 Extreme Value Theorem

Let f be a continuous real-valued function on a closed interval [a, b]. Then f is a bounded function. Moreover,
f assumes its maximum and minimum values on [a, b]; that is, there exist x0 , y0 in [a, b] such that f (x0 ) ≤
f (x) ≤ f (y0 ) for all x ∈ [a, b].

14.3 Intermediate Value Theorem

If f is a continuous real-valued function on an interval I, then f has the intermediate value property on I:
Whenever a, b ∈ I, a < b and y lies between f (a) and f (b) [i.e., f (a) < y < f (b) or f (b) < y < f (a)], there
exists at least one x in (a, b) such that f (x) = y.

14.4 Partial converse of the Intermediate Value Theorem

Let g be a strictly increasing function on an interval J such that g(J) is an interval I. Then g is continuous
on J.

14.5 Fixed point theorem

Suppose that f is continuous, I = [a, b] ⊂ dom(f ), and f (I) ⊂ I. Then there exists x0 ∈ I such that
f (x0 ) = x0 .

14.6 Properties of inverse functions

Let f be a continuous strictly increasing function on some interval I. Then f (I) is an interval J and f −1
represents a function with domain J. The function f −1 is a continuous strictly increasing function on J.

25
14.7 Properties of one-to-one functions
Let f be a one-to-one continuous function on an interval I. Then f is strictly increasing or strictly decreasing.

14.8 Properties of uniformly continuous functions

1. If f is uniformly continuous on its domain, then it is also continuous on its domain.

2. If f is uniformly continuous on a set S and (sn ) is a Cauchy sequence in S, then (f (sn )) is a Cauchy
sequence.
3. If a real-valued function f on (a, b) is uniformly continuous on (a, b), then it can be extended to a
continuous function f˜ on [a, b].

4. If f is uniformly continuous on a bounded set S, then f is a bounded function on S.

14.9 Sufficient conditions for uniform continuity

1. If f is continuous on a closed interval [a, b], then f is uniformly continuous on [a, b].

2. If a real-valued function f on (a, b) can be extended to a continuous function f˜ on [a, b], then it is
uniformly continuous on (a, b).
3. Let f be a continuous function on an interval I [I may be bounded or unbounded]. Let I ◦ be the
interval obtained by removing from I any endpoints that happen to be in I. If f is differentiable on
I ◦ and if f 0 is bounded on I ◦ , then f is uniformly
√ continuous on I. (Note: This is not necessary
for uniform continuity - consider f (x) = x for x ≥ 0)

26
Chapter 15

Limits of functions

15.1 Limit theorems for functions

Let f1 and f2 be functions for which the limits L1 = limx→aS f1 (x) and L2 = limx→aS f2 (x) exist and are
finite. Then

1. limx→aS (f1 + f2 )(x) exists and equals L1 + L2

2. limx→aS (f1 f2 )(x) exists and equals L1 L2
3. limx→aS (f1 /f2 )(x) exists and equals L1 /L2 provided L2 6= 0 and f2 (x) 6= 0 for x ∈ S

Let f be a function for which the limit L = limx→aS f (x) exists and is finite. If g is a function defined on
{f (x) : x ∈ S} ∪ {L} that is continuous at L, then limx→aS g ◦ f (x) exists and equals g(L).

15.2 Limit theorem for two-sided limits

Let f be a function defined on J \ {a} for some open interval J containing a. Then limx→a f (x) exists if and
only if the limits limx→a+ f (x) and limx→a− f (x) both exist and are equal, in which case all three limits are
equal.

27
Chapter 16

Power series

16.1 Convergence of power series

an xn , let
P
For the power series
1
β = lim sup |an |1/n and R =
β
If β = 0 we set R = +∞, and if β = +∞ we set R = 0. Then

1. The power series converges for |x| < R.

2. The power series diverges for |x| > R.

The series also converges to a continuous function on (−R, R).

16.2 Differentiation and integration of power series

P∞
1. Suppose f (x) = n=0 an xn has radius of convergence R > 0. Then
Z x ∞
X an n+1
f (t)dt = x for |x| < R.
0 n=1
n +1

P∞
2. Suppose f (x) = n=0 an xn has radius of convergence R > 0. Then f is differentiable on (−R, R) and
∞
X
f 0 (x) = nan xn−1 for |x| < R.
n=1

P∞
3. (Abel’s Theorem) Let f (x) = n=1 an xn be a power series with finite positive radius of convergence
R. If the series converges at x = R, then f is continuous at x = R. If the series converges at x = −R,
then f is continuous at x = −R.

28
Chapter 17

Sequences of functions

17.1 Alternate definition of uniform convergence

A sequence (fn ) of functions on a set S ⊆ R converges uniformly to a function f on S if and only if

lim sup{|f (x) − fn (x)| : x ∈ S} = 0

n→∞

17.2 Continuity of the uniform limit of continuous functions

The uniform limit of continuous functions is continuous. More precisely, let (fn ) be a sequence of functions
on a set S ⊆ R, suppose fn → f uniformly on S, and suppose S = dom(f ). If each fn is continuous at x0
in S, then f is continuous at x0 .

17.3 Integration and uniform limits

Let (fn ) be a sequence of continuous functions on [a, b], and suppose fn → f uniformly on [a, b]. Then
Z b Z b
lim fn (x)dx = f (x)dx
n→∞ a a

17.4 Relation between uniformly Cauchy and uniformly conver-

gent
Let (fn ) be a sequence of functions defined on a set S ⊆ R. Then (fn ) is uniformly Cauchy on S if and only
if there exists a function f on S such that fn → f uniformly on S.

17.5 Boundedness of uniformly convergent sequences of functions

Let (fn ) be a sequence of bounded functions on a set S ⊆ R, and suppose fn → f uniformly on R. Then f
is a bounded function on S.

17.6 Dini’s Theorem

Let (fn ) be a sequence of continuous functions on [a, b]. Suppose that, for each x in [a, b], (fn (x)) is an
increasing sequence of real numbers. If fn → f pointwise on [a, b], and if f is continuous on [a, b], then
fn → f uniformly on [a, b].

29
Chapter 18

Series of functions

18.1 Continuity of the uniform limit of series of continuous func-

tions
P∞
Consider a series k=1 gk of functions on aPset S ⊆ R. Suppose each gk is continuous on S and the series
∞
converges uniformly on S. Then the series k=1 gk represents a continuous function on S.

18.2 Cauchy criterion and uniform convergence

P∞
If a series k=1 gk of functions satisfies the Cauchy criterion uniformly on a set S, then the series converges
uniformly on S.

18.3 Weierstrass M-test

P
Let (MkP) be a sequence of nonnegative real numbers where Mk < +∞. If |gk (x)| ≤ Mk for all x in a set
S, then gk converges uniformly on S.

18.4 Property of uniformly convergent series

P
Suppose gn converges uniformly on a set S. Then

lim sup{|gn (x)| : x ∈ S} = 0

n→∞
.

30
Chapter 19

Differentiation

19.1 Differentiability and continuity

If f is differentiable at a point a, then f is continuous at a.

19.2 Basic properties of the derivative

Let f and g be functions that are differentiable at the point a. Each of the functions cf (c is a constant),
f + g, f g, and f /g is also differentiable at a, except f /g if g(a) = 0 since f /g is not defined in this case. We
have

1. (cf )0 (a) = c · f 0 (a).

2. (f + g)0 (a) = f 0 (a) + g 0 (a).
3. (f g)0 (a) = f 0 (a)g(a) + f (a)g 0 (a).
g(a)f 0 (a)−f (a)g 0 (a)
4. (f /g)0 (a) = g 2 (a) if g(a) 6= 0.

We also have the Chain Rule:

If f is differentiable at a and g is differentiable at f (a), then the composite function g ◦ f is differentiable
at a and we have (g ◦ f )0 (a) = g 0 (f (a)) · f 0 (a).

19.3 Maxima and minima

If f is defined on any open interval containing x0 , if f assumes its maximum or minimum at x0 , and if f is
differentiable at x0 , then f 0 (x0 ) = 0.

19.4 Rolle’s Theorem

Let f be a continuous function on [a, b] that is differentiable on (a, b) and satisifes f (a) = f (b). Then there
exists at least one x in (a, b) such that f 0 (x) = 0.

19.5 Mean Value Theorem

Let f be a continuous function on [a, b] that is differentiable on (a, b). Then there exists at least one x in
(a, b) such that

f (b) − f (a)
f 0 (x) =
b−a

31
19.6 Generalized Mean Value Theorem
Let f and g be continuous functions on [a, b] that are differentiable on (a, b). Then there exists at least one
x in (a, b) such that

f 0 (x)[g(b) − g(a)] = g 0 (x)[f (b) − f (a)]

19.7 Mean Value Theorem and differentiation

1. Let f be a continuous function on (a, b) such that f 0 (x) = 0 for all x ∈ (a, b). Then f is a constant
function on (a, b).
2. Let f and g be differentiable functions on (a, b) such that f 0 = g 0 on (a, b). Then there exists a constant
c such that f (x) = g(x) + c for all x ∈ (a, b).
3. Let f be a differentiable function on an interval (a, b). Then
(a) f is strictly increasing if f 0 (x) > 0 for all x ∈ (a, b)
(b) f is strictly decreasing if f 0 (x) < 0 for all x ∈ (a, b)
(c) f is increasing if f 0 (x) ≥ 0 for all x ∈ (a, b)
(d) f is decreasing if f 0 (x) ≤ 0 for all x ∈ (a, b)

19.8 Intermediate Value Theorem for derivatives

Let f be a differentiable function on (a, b). If a < x1 < x2 < b, and if c lies between f 0 (x1 ) and f 0 (x2 ), there
exists at least one x in (x1 , x2 ) such that f 0 (x) = c. In other words, f 0 (x) satisfies the intermediate value
property on (a, b).

19.9 Differentiation of inverses

Let f be a one-to-one continuous function on an open interval I, and let J = f (I). If f is differentiable at
x0 ∈ I, and if f 0 (x0 ) 6= 0, then f −1 is differentiable at y0 = f (x0 ) and
1
(f −1 )0 (y0 ) =
f 0 (x0 )

19.10 L’Hopital’s Rule

Let s signify a, a+ , a− , ∞, or −∞, where a ∈ R, and suppose f and g are differentiable functions for which

f 0 (x)
lim = L exists
x→s g 0 (x)

If

lim f (x) = lim g(x) = 0

x→s x→s
or if

lim |g(x)| = +∞
x→s
then

f (x)
lim =L
x→s g(x)

32
Chapter 20

Taylor series

20.1 Taylor’s Theorem

Let f be defined on (a, b) where a < c < b. We allow a = −∞ or b = +∞. Suppose the nth derivative f (n)
exists on (a, b). Then for each x 6= c in (a, b) there is some y between c and x such that

f (n) (y)
Rn (x) = (x − c)n
n!

20.2 Integral form of the remainder

Let f be defined on (a, b) where a < c < b, and suppose the nth derivative f (n) exists and is continuous on
(a, b). Then for x ∈ (a, b) we have
Z x
(x − t)n−1 (n)
Rn (x) = f (t)dt
c (n − 1)!

20.3 Cauchy’s form of the remainder

Let f be defined on (a, b) where a < c < b, and suppose the nth derivative f (n) exists and is continuous on
(a, b). Then for each x in (a, b) and x different from c, there exists some y between c and x such that

(x − y)n−1 (n)
Rn (x) = (x − c) · f (y)
(n − 1)!

20.4 Convergence of Taylor series

Let f be defined on (a, b) where a < c < b. If all the derivatives f (n) exist on (a, b) and are bounded by a
single constant C, then

lim Rn (x) = 0 for all x ∈ (a, b)

n→∞

33