class notes mathematical , solution manual

Mathematical Analysis
T. M. Apostol
Chapter 3
 Mathematical Analysis by Tom M. Apostol

Chapter 3: Elements of Point Set Theory: Notes

Let E1 denote the set of all real numbers (the real line). Let E2 denote the set of all
complex numbers (the complex plane). An open interval (a, b) is defined as (a, b) = {x | a < x <
b}. Closed intervals, half-open intervals and infinite intervals can be similarly defined. The
real line is sometimes referred to as the open interval (-, ). A single point is sometimes
considered as a “degenerate” closed interval.

Let h > 0, and let x be a given point. The open interval (x-h, x+h) is called a
neighbourhood with x as centre and of radius h. We denote the neighbourhood by N(x; h), or
simply by N(x) if the radius is unimportant.

Let S be a set in E1 and assume that x  S. Then x is called an interior point of S if there
is some neighbourhood N(x) all of whose points belong to S.

Let S be a set in E1. S is called an open set if every point of S is an interior point of S.
Thus an open set is such that each of its points can be enclosed in a neighbourhood which is
completely contained in the set. The simplest kind of open set is an open interval. The empty
set is also open, as is the real line E1.

The union of any collection of open sets is an open set. The intersection of a finite
collection of open sets is open. Note that arbitrary intersections will not always lead to open
sets. The union of a countable collection of disjoint open intervals is an open set and,
remarkably enough, every open set on the real line can be obtained in this way.

The structure of open sets in E1. A set of points in E1 is said to be bounded if it is a

subset of some finite interval. Let S be an open set in E1 and let (a, b) be an open interval
which is contained in S, but whose endpoints are not in S. Then (a, b) is called a component
interval of S.

If S is a bounded open set, then (i) each point of S belongs to a uniquely determined
component interval of S; and (ii) the component intervals of S form a countable collection of
disjoint sets whose union is S. From this, it follows that an open interval in E1 cannot be
expressed as the union of two disjoint open sets when neither set is empty.

Every open set in E1 is the union of a countable collection of disjoint open intervals.

Accumulation points and the Bolzano-Weierstrass theorem in E1. Let S be a set in E1 and
x a point in E1, x not necessarily in S. Then x is called an accumulation point of S, provided
every neighbourhood of x contains at least one point of S distinct from x. If x is an
accumulation point of S, then every neighbourhood N(x) contains infinitely many points of S.
 Theorem 3-13 (Bolzano-Weierstrass): If a bounded set S in E1 contains infinitely many
points, then there is at least one point in E1 which is an accumulation point of S. Examples: (1)
The set of numbers of the form 1/n, n = 1, 2, 3, ... has 0 as an accumulation point. (2) The set of
rational numbers has every real number as an accumulation point. (3) Every point of the closed
interval [a, b] is an accumulation point of the set of numbers in the open interval (a, b).

Closed sets in E1. A set is called closed if it contains all its accumulation points. Thus a
closed interval is a closed set. An open interval, however, is not a closed set because it does
not contain its endpoints, both of which are accumulation points of the set. A set which has no
accumulation points is automatically closed and, in particular, every finite set is closed. The
empty set is also closed, as is the whole real line E1. (These last two sets are also open!) A set
which is not closed need not be open, as, for example, the half-open interval (a, b], which is
neither open nor closed.

If S is open, then the complement E1—S is closed. Conversely, if S is closed, then

E1—S is open. It follows from the above that the union of a finite collection of closed sets is
closed and that the intersection of an arbitrary collection of closed sets is closed.
Generalisation: If S is closed, then the complement of S (relative to any open set containing S)
is open. If S is open, then the complement of S (relative to any closed set containing S) is
closed.

Extensions to higher dimensions. The definition of a neighbourhood, |x-x0| < h, still

makes sense if x and x0 belong to higher dimensional spaces.

Let n > 0 be an integer. An ordered set of n real numbers (x1, x2, ..., xn) is called an
n-dimensional point or a vector with n components. Points or vectors will be denoted by single
boldfaced letters, e.g. x = (x1, x2, ..., xn), where xk is the kth co-ordinate of the point or vector x.
The set of all n-dimensional points is called the n-dimensional Euclidean space and is denoted
by En. The usual vector rules apply. Note: Unit coordinate vectors: uk = (k,1, k,2, ..., k,n) (k =
1, 2, ..., n), where k,j is the “Kroneker delta”, defined by k,j = 0 if k j, and k,k = 1.

Let x = (x1, ..., xn) and y = (y1, ..., yn) be in En. The absolute value, or length, or norm of x
is given by |x| = x 21  ...  x 2n . The distance between x and y is given by |x-y| =  i1 n
x i  y i  2.
|x| > 0, and |x| = 0 iff x = 0. |x-y| = |y-x|. |x+y|  |x| + |y|.

By an open sphere of radius r > 0 and centre at the point x0 in En, we mean the set of all
x in En such that |x-x0| < r. The set of x such that |x-x0|  r form a closed sphere, the boundary
of the sphere being the set of x with |x-x0| = r. An open sphere with centre at x0 is called a
neighbourhood of x0 and is denoted by N(x0) — or by N(x0; r) if r is the radius. The
corresponding closed sphere is denoted by N(x0). The open sphere with its centre removed is
called a deleted neighbourhood of x0 and is denoted by N’(x0).

Let a = (a1, ..., an) and b = (b1, ..., bn) be two distinct points in En, such that ak  bk for
each k = 1, 2, ..., n. The n-dimensional closed interval [a, b] is defined to be the set [a, b] =
{(x1, ..., xn) | ak  xk  bk, k = 1, 2, ..., n}. If ak < bk for every k, the n-dimensional open interval
(a, b) is the set (a, b) = {(x1, ..., xn) | ak < xk < bk, k = 1, 2, ..., n}.
 Thus, for example, (a, b) can be considered as the “cartesian product” (a, b) = (a1, b1) ×
(a2, b2) × ... × (an, bn) of the n one-dimensional open intervals (ak, bk). An open interval in En
could then be called a neighbourhood of any of its points, and in what follows, it makes no
difference whether a neighbourhood is taken to be a “sphere” or an “interval” (we will use
spheres).

Let S be a set of points in En, and assume that x  S. Then x is called an interior point of
S if there exists a neighbourhood N(x)  S. The set S is said to be open if each of its points is
an interior point. The interior of S is the collection of its interior points.

Examples of open sets in the plane are: the interior of a disk; the first quadrant; the
whole space. Any n-dimensional open sphere and any n-dimensional open interval is an open
set in En. Caution: an open interval (a, b) in E1 is no longer an open set when it is considered as
a subset of the plane. In fact, no subset of E1 (except the empty set) can be open in E2, because
such a set can contain no two-dimensional neighbourhoods.

The union of an arbitrary collection of open sets in En is an open set in En, and the
intersection of a finite collection of open sets in En is an open set in En.

Assume that S  En, x  En. Then x is called an accumulation point of S if every

neighbourhood N(x) contains at least one point of S distinct from x, that is, if N’(x)  S is not
empty. If x is an accumulation point of S, then every neighbourhood N(x) contains infinitely
many points of S.

A set S in En is said to be bounded if S lies entirely within some sphere; that is, for some
r > 0, we have S  N(0; r). Theorem 3-29 (Bolzano-Weierstrass): If a bounded set S in En
contains infinitely many points, then there exists at least one point in En which is an
accumulation point of S.

A set S in En is said to be closed if it contains all its accumulation points. Examples: A

closed sphere in En is a closed set. An n-dimensional closed interval is a closed set. A set
which is closed in E1 is also closed in En for n > 1.

A set S in En is closed iff En—S is open. The union of a finite collection of closed sets in
En is closed and the intersection of an arbitrary collection of closed sets in En is closed.

Assume that S  A  En. If A is open and if S is closed, then A—S is open. If A is

closed and if S is open, then A—S is closed.

The Heine-Borel covering theorem. We begin by defining a covering of a set. A

collection F of sets is said to be a covering of a given set S if S  AF A. The collection F is
also said to cover S. If F is a collection of open sets, then F is called an open covering of S.
 Examples: (1) The collection of all intervals of the form 1/n < x < 2/n (n = 2, 3, 4, ...) is an
open covering of the interval 0 < x < 1. This is an example of a countable covering. (2) The
real axis E1 is covered by the collection of all open intervals (a, b). This covering is not
countable. However, it contains a countable covering of E1, namely all intervals of the form (n,
n+2), where n runs through the integers.

Let G = {A1, A2, ...} denote the countable collection of neighbourhoods in En having
rational radii and centres at points with rational co-ordinates. Assume that x  En, and let S
be an open set in En which contains x. Then at least one of the neighbourhoods in G contains
x and is contained in S. That is, we have x Ak  S for some Ak in G.

Assume that A  En, and let F be an open covering of A. Then there is a countable sub
collection of F which also covers A.

Let {Q1, Q2, ...} be a countable collection of non empty sets in En such that (1) Qk+1  Qk
(k = 1, 2, 3, ...); (ii) Each set Qk is closed and Q1 is bounded. Then the intersection k=1 Qk is
closed and non empty.

Theorem 3-38 (Heine-Borel) Let F be an open covering of a closed and bounded set A in
En. Then a finite sub collection of F also covers A.

A set S in En is said to be compact iff every open covering of S contains a finite sub
collection which also covers S.

The Heine-Borel theorem states that every closed and bounded set in En is compact. The
converse result is as follows: Let S be a compact set in En. We have (i) every infinite subset of
S has an accumulation point in S; (ii) the set S is closed and bounded.

By the extended real number system E1* we shall mean the union of the set of real
numbers E1 with two symbols + and - which satisfy the following properties: (1) If x  E1,
then we have x+(+) = +, x+(-) = -, x-(+) = -, x-(-) = +, and x/(+) = x/(-) = 0. (2) If
x > 0, then we have x(+) = + and x(-) = -. (3) If x < 0, then we have x(+) = - and
x(-) = +. (4) (+)+(+) = (+)(+) = (-)(-) = +, (-)+(-) = (+)(-) = -. (5) If x 
E1, then we have - < x < +.

Every open interval (a, +) is called a neighbourhood of +, and every open interval
(-, a) is called a neighbourhood of -. E1 = (-, ); E1* = [-, ]. Every set in E1* has a sup
— it is finite if the set is bounded above, and it is + if the set is not bounded above. Note that
E1* does not satisfy all the axioms for the real number system.

By the extended complex number system E2* we shall mean the union of the complex
plane E2 with a symbol  which satisfies the following properties: (1) If z  E2, then z+ =
z- = , z/ = 0. (2) If z  E2, but z  0, then z() = , and z/0 = . (3) + = ()() = .
Note that - is not needed here because no ordering is involved with complex numbers. Every
open set in E2 of the form {z| |z| > r > 0} is called a neighbourhood of .
 Chapter 3: Selected Exercises
3-1. Prove that an open interval in E1 is an open set and that a closed interval is a closed
set.

Answer: Let us first look at some definitions. Definition 1: An open interval (a, b) is
defined by (a, b) = {x | a < x < b}. Definition 2: Let S be a set in E1 and assume that x  S.
Then x is called an interior point of S if there is some neighbourhood N(x) all of whose points
belong to S. Definition 3: If S is a set in E1, S is an open set if every point of S is an interior
point of S.

To prove that an open interval in E1 is an open set, we need to prove that every point in
an open interval is an interior point. To do this, we must prove that every point in an open
interval has an associated neighbourhood, all of whose points belong to the open interval.

Consider an arbitrary open interval (a, b). Let x be any point in this interval, x  (a, b).
A neighbourhood of x is given by the interval (x-h, x+h), where h > 0. What we have to show
is that one of these neighbourhoods is entirely contained within the interval (a, b), i.e. we have
to show that (x-h, x+h)  (a, b) for every x and for some h > 0. To do this, we have to show
that for every y (x-h, x+h), we also have y  (a, b).

Let us choose h to be given by half the value of the

x-h x x+h
minimum distance from x to each of the two endpoints, so ( ( ) )
that h = ½min(|x-a|, |x-b|). Because we know that x > a
a b
and that x < b, we can rewrite h as h = ½min(x-a, b-x).
From this definition, we see that (i) h  ½(x-a), and that (ii) h  ½(x-b).

Let us now analyse what we know about the point y. First of all, we know that y (by
definition) sits in the interval (x-h, x+h), so that x-h < y < x+h. In order to show that a < y < b,
which is what we want to prove, all we have to show is that (1) a < x-h, and that (2) x+h < b.

From (i) above, we can do the following manipulation:

h  ½(x-a)
 x-h  x-½(x-a)
 x-h ½(x+a)
 x-h > ½(a+a) (because a < x)
 x-h > a proving part (1)

From (ii) above, we can do the following manipulation:

h ½(x-b)
 x+h  x+½(x-b)
 x+h  ½(3x-b)
 x+h < ½(3b-b) (because x < b)
 x+h < b proving part (2)
 Because we have shown that y  (x-h, x+h)  y  (a, b), then we have proved that an
open interval is an open set. To show that a closed interval is a closed set, we use the following
trick: the complement of an open set is a closed set.

Let us consider an arbitrary closed interval [a, b]. The complement of this interval is
given by E1—[a, b] = (-, a)(b, ), the union of two open intervals, which we know are open
sets by the above. Further, the union of two open sets is also an open set (Theorem 3.5), so that
E1—[a, b] is an open set. So, as the complement of a closed interval is an open set, then a
closed interval must therefore be a closed set. QED.

3-2. Determine all the accumulation points of the following sets in E1 and decide
whether the sets are open or closed (or neither). (a) All integers. (b) The interval (a, b]. (c) All
numbers of the form 1/n, (n = 1, 2, 3, ...). (d) All rational numbers. (e) All numbers of the form
2-n + 5-m, (m, n = 1, 2, ...). (f) All numbers of the form (-1)n + (1/m), (m, n = 1, 2, ...). (g) All
numbers of the form (1/n) + (1/m), (m, n = 1, 2, ...). (h) All numbers of the form (-1)n/[1+(1/n)], (n
= 1, 2, ...).

Answer: Let us first remind ourselves of the definition of an accumulation point: Let S
be a set in E1 and x a point in E1, x not necessarily in S. Then x is called an accumulation point
of S provided every neighbourhood of x contains at least one point of S distinct from x.

(a) Let S = {x | x  Z}. S contains no accumulation points because every point x has a
neighbourhood (x-½, x+½) which contains no other integers, so that x is not an accumulation
point. Because S contains all its accumulation points (of which there are none!), it follows that
S is a closed set, and hence not an open set (because of exercise 3-5).

(b) Let S = (a, b]. Consider an arbitrary point x  S. Taking an arbitrary neighbourhood
N(x) of x, N(x) = (x-h, x+h), with h > 0, then it is clear that the point max{x-a/2, x-h/2} will
always be in S and in N(x) so that every neighbourhood of a point in S will always contain at
least one other point from S. We therefore conclude that all the points in S are accumulation
points. Further, a is an accumulation point of S so that the set of accumulation points of S is
given by the set {x | a  x  b}.

S is not closed because it doesn’t contain the accumulation point a. Further, S is not
open because b is not an interior point (in the neighbourhood (b-h, b+h), with any h > 0, the
points in (b, b+h)  (b-h, b+h) do not belong to S — but do belong to the neighbourhood. It
follows that b is not an interior point).

(e) Let S = 2-n+5-m (n, m = 1, 2, ...). Claim: all numbers of the form x = 2-n (n = 1, 2, ...)
and of the form y = 5-m (m = 1, 2, ...) are accumulation points of S. Justification: to show that
each point x = 2-n is an accumulation point of S (n = 1, 2, ...), consider an arbitrary
neighbourhood N(x) of x, N(x) = (x-h, x+h), with h > 0. If we now choose an integer l so that
5-l  h/2 (and there will always be such an l, given by l = ceiling(-log(n/2)/log(5))), then the point
y = 2-n+5-l will be in N(x) and in S.
 It therefore follows that all points of the form x = 2-n (n = 1, 2, ...) are accumulation
points of S. A similar argument can be used to show that all points of the form y = 5-m (m = 1,
2, ...) are accumulation points of S. There is one other accumulation point of S: zero (every
neighbourhood of zero will contain a point from S if n and m are large enough), and because 0
 S, then S is not a closed set.

The question remains as to whether S is an open set. To prove that it is not, it is

sufficient to find a single point in S which does not have a neighbourhood all of whose points
belong to S. Take the point in S given by setting n = 1 and m = 1, namely the point 7/10. Clearly
this is the largest element of the set S, and so every neighbourhood of this point (i.e. the
interval (7/10-h, 7/10+h) for some h > 0) will contain elements which are larger than 7/10,
elements which cannot be expressed in the form 2-n+5-m, and so the point 7/10  S is not an
interior point — so that S is not an open set.
1 n
(h) Let S = 1 1n
(n = 1, 2, ...). Writing S out as a sequence, S = {-1/2, 2/3, -3/4, 4/5, -5/6, ...}.
From this series representation, we see that S is an alternating series, one half of the series
tending to -1, and the other half tending to 1. Therefore, -1 and 1 are accumulation points of
the set S, because the set has elements which are arbitrarily close to -1 and 1. There are no
other accumulation points in the set.

Because S does not contain its two accumulation points (-1  S and 1  S), then S is not
a closed set. By the same argument as in part (e), no neighbourhood of the largest element of S,
2
/3, will contain elements just from S, so that 2/3 is not an interior point of S, and so S is not an
open set.

3-6. Show that every closed set in E1 is the intersection of a countable collection of open
sets.

Answer: Let us first consider some examples of closed sets and the intersection of open
sets that is equivalent to the closed set in question. To start with, consider the set S consisting
of a single point x  E1. This set is closed because it has no accumulation points, and it can be
expressed as the intersection of a countable collection of open sets as follows:

S = n=1 (x-1/n, x+1/n).

Now consider a closed interval [a, b], which we have shown in a previous exercise to be
a closed set, which we shall denote by T. This closed set can be expressed as the intersection of
a countable collection of open sets as follows:

T = n=1 (a-1/n, b+1/n).

We therefore have some evidence that the statement that we are trying to prove is
correct. We now want to show that every closed set C can be expressed as the intersection of
some countable collection of open sets, i.e. we want to show that C can be written as

C = n=1 On, where every On is an open set.

 To start with, let us define D to be given by Di, j = (di-1/j, di+1/j), where di  C, and j 
R>0. In other words, D is the ‘1/j interval’ of a point from C. We see immediately that Di, j is an
open set because it consists of an open interval, which we know (from exercise 3-1) to be an
open set. Now let us define Ej to be the following expression: Ej = i Di, j, the union over all
points of C of ‘1/j intervals’ of all those points. Each Ej is an open set because it is an arbitrary
union of open sets, which (by theorem 3-5) is an open set. Finally, let us define F to be the set
given by F = j=1 Ej. It follows that F is the intersection of a countable collection of open sets.

The question now arises as to whether we have the conclusion F = C. We have already
shown that F is the intersection of an arbitrary collection of open sets, and so it is in the right
form to be considered as the solution to this exercise. We will in fact show that F = C, i.e. show
that F is the closure of the set C. If we can do this, then we will also show that F = C because
for a closed set C, we have (looking at part (f) of exercise 3-12) C = C. Therefore, if we can
show that F = C, then we reach the required conclusion. To do this, as C= CC’ (see exercise
3-12 for this definition), then we first need to show that F contains all of C’s accumulation
points and all of the points from C.

Claim 1: F contains all of C’s accumulation points, whether they are in C or not. Proof
of Claim: Consider an arbitrary accumulation point of the set C, say the point x. If x  C, then
we refer to the proof of claim 2 below to show that x  F. If the accumulation point x is not in
C, then we must take a little more care.

Following the definition of an accumulation point, every x

(
neighbourhood N(x) of x will contain a point y  C. But for every E 1
such y, there exists a corresponding interval Dy,j which in turn is also E2
in every Ej. When we take the intersection of all the Ej’s, we “close E3
etc.
in” on the point x (see the diagram on the right), the crucial feature
being that every interval Ej will contain the point x. Therefore, F will also contain the point x.
End of Proof.

Claim 2: F contains all of the points from C, i.e. C  F. Proof of Claim. Consider a point
y  C. If y  C, then there is a set Dy, j = (y-1/j, y+1/j), where j R>0. It follows that y belongs to
each Ej, where Ej = i Di, j, and so y belongs to F = j=1 Ej, so that y  F. Because y  C  y
 F, then C  F. End of Proof.

Conclusion: Because we have shown that C  F and that C’  F, then CC’  F. To

complete the proof, we need to show that F  CC’.

If z  F, then z belongs to all of the sets Ej, where Ej = i Di, j. If z belongs to all of the
sets Ej, then there must be a set Dx, j = (x-1/j, x+1/j), where j  R>0. It follows (by the definition
of Di, j and by the proof of claims 1 and 2 above) that z  CC’, and so z  F  z  CC’, so
that F  CC’. QED. Conclusion: we have expressed an arbitrary closed set C as the
intersection of a countable collection of open sets, namely the set F. QED.
 3-9. Show that the interior of a set S in En is an open set.

Answer: Let I be the set of all interior points from S, i.e. (by definition) I is the interior
of S. For a set A to be an open set, all the points in A must be interior points. Because all the
points in our set I are interior points of S, it follows that I is an open set, and therefore the
interior of a set S in En is an open set. QED.

3-12. If S is a set in En, let S’ denote the set of accumulation points of S, and let S =
SS’. (The set S’ is called the derived set of S and S is called the closure of S.) Show that (a)
S’ is a closed set, that is, (S’)’  S’. (b) If S T, then S’  T’. (c) (ST)’ = S’T’. (d) (S)’ =
S’. (e) S is a closed set. (f) S is closed if, and only if, S = S.

Answer: (a) If x  En and x  (S’)’, then x is an accumulation point of the set S’. If x is
an accumulation point of the set S’, then every neighbourhood N(x) of x contains at least one
other point y  S’ (y  x), i.e. another accumulation point of S. It follows that all
neighbourhoods N(y) of y will contain a point z  S. Pick a
N (y) y
neighbourhood N(y) such that N(y)  N(x) and x N(y). Note that
in order to do this, we must have  < max(dist(x,y), -dist(x,y)). So as x N (x)
every neighbourhood N(x) of x contains a point z  S (with z  x), then
it follows that x must be an accumulation point of the set S, so that x 
(S’)’  x  S’, and so (S’)’  S’ as required. QED.

(b) If S  T, then x  S  x  T. Now if y  S’, then y is an accumulation point of the

set S. But if y is an accumulation point of S, then either y  S, which implies that y  T, and so
y is also an accumulation point of the set T; or y  S, but every neighbourhood of y contains a
point from z from S, which is also (because S  T) a point from T, so that every
neighbourhood of y contains a point z from T, and so y is an accumulation point of the set T.
Bringing the two cases together, we see that if y  S’, then y  T’, and so S’ T’. QED.

(c) To prove that (ST)’ = S’T’, we must prove that (i) (ST)’  S’T’, and that (ii)
S’T’  (ST)’. (i) If x  (ST)’, then x is an accumulation point of the set ST, which
implies that either (1) x is an accumulation point of S, or (2) an accumulation point of T, or (3)
an accumulation point of both S and T; which implies that either (1) x  S’  S’T’, or (2) x
 T’  S’T’, or (3) x  S’T’  S’T’. In all cases, x  (ST)’  x  S’T’, so that
(ST)’  S’T’. (ii) If x  S’T’, then either x  S’  (ST)’, or x  T’  (ST)’, so that x
 S’T’  x  (ST)’, and so S’T’ (ST)’. QED.

(d) (S)’ = (SS’)’ = (from (c)) = S’(S’)’ = S’T (where T  S’) = S’. QED.

(e) To be a closed set, S must contain all its accumulation points. From (d), we know
that the set of the accumulation points of S is the set S’. But S’  S as S = (SS’). So as S
contains all its accumulation points, we conclude that Sis a closed set. QED.
 (f) If. If S = S, then either S’ = , i.e. S contains no accumulation points, and so S is
closed by definition; or S’ consists of points from S, i.e. S’  S, so that again S contains all its
accumulation points, and is again a closed set by definition. Only If. If S is closed, then it
contains all its accumulation points. Therefore, S’ will consist of elements from S, so that S’ 
S, and so S = (SS’) = (using S’  S) = S in this case. QED.

3-15. The collection F of intervals of the form 1/n < x < 2/n, (n = 2, 3, 4, ...), is an open
covering of the interval 0 < x < 1. Show (without using Theorem 3-40) that no finite
subcollection of F covers the interval 0 < x < 1.

Answer: Let us first consider some elements from F. n = 2: we have the interval (½, 1).
n = 3: we have the interval (1/3, 2/3), etc. Let us denote by G any finite subcollection of F.
Because G is a finite subcollection, it will have a finite number of elements, say g elements. If
we order the elements in G with respect to the number n, then it follows that we can write G in
the following form:

G = {(1/n1, 2/n1), (1/n2, 2/n2), ..., (1/ng, 2/ng)}, where n1 < n2 < ... < ng.

We must now show that G does not cover the interval 0 < x < 1. To do this, it is
sufficient to show that G does not cover the interval (0, 1/ng], where (0, 1/ng]  (0, 1), and ng 
R (ng < . To cover at least part of this interval, the set G must contain elements of the form
(1/, 2/), where > ng. But G (by construction) has no elements of this type, so that the set G
covers no part of the interval (0, 1/ng]. We therefore conclude that the set G does not fully
cover the interval (0, 1). QED. (Note: a quicker proof is to show that 1/ng (0, 1) but 1/ng 
G.)

3-19. Assume that S En. A point x in En is said to be a condensation point of S if every

neighbourhood N(x) has the property that N(x)S is not countable. Show that if S is not
countable, then there exists a point x in S such that x is a condensation point of S.

S Answer: Divide the set S up into n (possibly partially overlapping) sets Si,
where n is a finite number; i = 1, 2, ..., n; and i Si = S. If the set S is not
S1 S2 S3 Sn countable, then at least one of these ‘regions’ will have to be uncountable as
well, or else we will have a finite collection of countable sets and thus S
will be countable — and we will have a contradiction.

Choose one of the sets Si which is uncountable, and repeat the above with this set (i.e.
divide it up into a finite collection of smaller sets, at least one of which will be uncountable). If
we continue to do this, then this process will converge onto a point z  S which will be the
condensation point we are looking for. Justification: with every subdivision, we find a smaller
and smaller “region” which is uncountable. In the limit of this process, every neighbourhood of
the point z we converge onto will contain one of the regions which we know to be uncountable
(i.e. some region Sj  N(z)). Therefore, every neighbourhood of this point z has the property
that N(z)S is not countable, i.e. z is a condensation point. Conclusion: given an uncountable
set S, we can always find a condensation point z  S. QED.
 3-20. Assume that S  En and assume that S is not countable. Let T denote the set of
condensation points of S. Show that

(a) S—T is countable, (b) ST is not countable,

(c) T is a closed set, (d) T contains no isolated points.

Note that Exercise 3-19 is a very special case of (b).

Answer: (a) If S—T was not countable, then by 3-19 it would contain a condensation
point. But if T is the set of condensation points of S, then S—T contains no condensation
points. It follows (by contradiction) that S—T is countable. QED

(b) The set ST is the set of condensation points which are in S. We must therefore
prove that the set of condensation points in S is not countable. To do this, we use three pieces
of information: (1) From set theory, we know that ST = S—Tc; (2) We know that S is not
countable; and (3) We know that S—T is countable. If S—T is countable, and if S is not
countable, then S—Tc must be non countable. Using (1), it follows that ST must also be non
countable. QED.

(c) By definition, T is closed if it contains all its accumulation points. We know that
every point x  T is a condensation point, so that every neighbourhood N(x) of a point x  T is
not countable (more precisely, N(x)S is not countable). This implies (by Exercise 3-19) that
the neighbourhood contains another condensation point y  T (N(x)S uncountable   a
condensation point y  N(x)S), so that the point x is an accumulation point of the set T. This
applies for all condensation points, so that every point x  T is an accumulation point.

It remains to show that T has no accumulation points that are not in T. Assume that z is
an accumulation point of the set T — with z  T. Because z is not a condensation point, it
follows that not all neighbourhoods N(z) are uncountable. Pick one such neighbourhood, say
N1(z). By the definition of an accumulation point, N1(z) contains an element z1  T. But the
neighbourhoods of z1 are uncountable (by the definition of a condensation point). Pick a
neighbourhood of z1 which is contained in N1(z), say the
neighbourhood N2(z1) (We can always do this — see the answer to N (z 1) z1
exercise 3-12, part (a)). Because N2(z1) is uncountable, N1(z) cannot z N 1(z)
possibly be countable, contradicting our assumption that N1(z) was
countable. It follows that all the neighbourhoods of the point z must be
uncountable, and so we must have z T, and so T has no accumulation
points that are not in T. QED

(d) Because we concluded in (c) that every point in T is an accumulation point, it

follows that no point in T is an isolated point, i.e. not an accumulation point. QED.
 3-21. A set S is said to be perfect if S = S’, that is, if S is a closed set which contains no
isolated points. (Note: S’ is the set of accumulation points of S). Show that if F is an
uncountable closed set in En, then F can be expressed in the form F = AB, where A is a
perfect set and B is a countable set (Cantor-Bendixon theorem). [Hint: Use Exercise 3-20.].

Answer: Let T be the set of condensation points of S. It follows that TS is the set of
condensation points in S, and that S—T is the set of points in S which are not condensation
points. We can therefore write S = (TS)(S—T), i.e. S is the union of all the condensation
points of S together with the points of S which are not condensation points. From 3-20, we
know that all the points in TS are accumulation points, i.e. we have TS = (TS)’. It follows
that TS is a perfect set. Also from 3-20, we know that S—T is countable. Therefore, S =
(TS)(S—T) is the required form, where A = TS is a perfect set, and B = S—T is
countable. QED.
 Possible Further Work / Evaluation
Exercise 3-19: I could make a slight adjustment in the answer due to the comment in
Draft 2 — to divide the set S up into a countable collection of sets instead of into a finite
collection of sets. Adjusted answer:

Answer: Divide the set S up into a countable collection of (possibly partially

overlapping) sets Si, so that i Si = S. If the set S is not countable, then at least one of these
‘regions’ will have to be uncountable as well, or else we will have a countable collection of
countable sets and thus S will be countable — and we will have a contradiction.

Choose one of the sets Si which is uncountable, and repeat the above with this set (i.e.
divide it up into a countable collection of smaller sets, at least one of which will be
uncountable). If we continue to do this, then this process will converge onto a point z  S
which will be the condensation point we are looking for. Justification: with every subdivision,
we find a smaller and smaller “region” which is uncountable. In the limit of this process, every
neighbourhood of the point z we converge onto will contain one of the regions which we know
to be uncountable (i.e. some region Sj  N(z)). Therefore, every neighbourhood of this point z
has the property that N(z)S is not countable, i.e. z is a condensation point. Conclusion: given
an uncountable set S, we can always find a condensation point z  S. QED.
Chapter 4
 Chapter 4: The Limit Concept and Continuity: Notes
Let us begin with the equation lim xdx0xn = A, which is meant to convey the idea that
when x is sufficiently near to x0, then f(x) will be as near to A as desired. The statements “x
sufficiently near to x0” and “f(x) will be as near to A as desired” are made mathematically
precise by the following type of definition: the symbolism lim xdx 0 fx  Ameans that for every
number  > 0, there is another number  > 0 such that whenever 0 < |x-x0| < , then |f(x)-A| < .

We write nd∞lim
xn = A to mean that for every  > 0, there is an integer N such that
whenever n > N, then |xn-A| < .

If we use neighbourhood terminology, we see that both above definitions involve the
same principle. To say that 0 < |x-x0| <  means that x is in a neighbourhood of x0, but x  x0.
That is, x is in a deleted neighbourhood N’(x0). Also, to say that n > N is the same as saying
that n is in a deleted neighbourhood of +.

The parts of the definitions concerned with  can also be rephrased in neighbourhood
terminology. For example, the inequality |f(x)-A| <  states that f(x)  N(A; ) and, similarly,
|xn-A| <  means that xn  N(A; ). The basic principle involved in both definitions of limit is
that for every neighbourhood N(A) there must exist a neighbourhood N(x0) such that x 
N’(x0) implies f(x)  N(A).

If f is a real-valued function defined at a point x = (x1, ..., xm) in Em, we use either f(x1,
..., xm) or f(x) to denote the value of f at that point. If we have several real-valued functions,
say f1, ..., fk defined on a common subset S of Em, it is extremely convenient to introduce a
vector-valued function f, defined by the equation f(x) = (f1(x), ..., fk(x)), if x  S.

Our definition of limit now assumes the following form: Let f be a function defined on a
set S in Em and let the range of f be a subset T of Ek. If a is an accumulation point of S and if b
 Ek, then the symbolism xda lim
f(x) = b is defined to mean the following: For every
neighbourhood N(b)  Ek, there exists a neighbourhood N(a)  Em such that x  N’(a)S
implies f(x)  N(b).

Note 1: we write x  N’(a)S rather than x  N’(a) in order to make certain that x is in
the domain of f. Also, we require that a be an accumulation point of S in order to make certain
that the intersection N’(a)S will never be the empty set. Note 2: If limxa f(x) exists (finite or
infinite), its value is uniquely determined.

Strictly speaking, we should somehow indicate the fact that the limit just defined
depends on the set S through which x is allowed to range. This will usually be clear from the
context but, if necessary, we will write lim
xda f(x) = b to emphasise the fact more explicitly. An
xS
important special case of this occurs when S is an interval in E1 having a as its left endpoint.
We then write lim lim
xda f(x) = xda f(x) = b, and b is called the right-hand limit at a. (left-hand limits
xS
are similarly defined).
 Theorem 4-4. Let a be an accumulation point of a set S in Em. Then there exists an
infinite sequence {xn} whose terms are distinct points of S, such that limn xn = a.

Note: Suppose a sequence {xn} has a limit, say a = limn xn, and let S = {x1, x2, ...}
denote the range of the sequence. If S is infinite, it follows at once from the definition of limit
that a is an accumulation point of S. The above theorem tells us that S can have no further
accumulation points. Therefore, a sequence {xn} whose range S is infinite has a limit if, and
only if, S has exactly one accumulation point, in which case the accumulation point is also the
limit of the sequence.

Theorem 4-5. Let f be defined on a set S in Em with function values in Ek, and let a be an
accumulation point of S. Let {xn} be an infinite sequence whose terms are points of S, such
that each term xn  a but such that nd∞lim
xn = a. Then we have (i) If limxa f(x) = b, then limn
f(xn) = b; (ii) Conversely, if for each such sequence we know that limn f(xn) exists, then all
these sequences have the same limit (call it y) and also limxa f(x) exists and equals y.

In the definition of the statement limxa f(x) = b, it was assumed that the limiting value b
was given. The following theorem gives us a condition (called the Cauchy condition) which
enables us to determine, without knowing its value in advance, whether such a point b exists.

Theorem 4-6 (Cauchy condition for sequences). Let {xn} be an infinite sequence whose
terms are points in Ek. There exists a point y in Ek such that limn xn = y if, and only if, the
following condition is satisfied: For every  > 0, there exists an integer N such that n > N and
m > N implies |xn-xm| < .

Theorem 4-7 (Cauchy condition for functions). Let f be defined on a set S in Em, the
function values being in Ek. Let a be an accumulation point of S. There exists a point b in Ek
such that limxa f(x) = b if, and only if, the following condition holds: For every  > 0, there is
a neighbourhood N(a) such that x and y in N’(a)S implies |f(x)-f(y)| < .

Let f and g be two functions, each defined on a set S in En, with function values in E1 or
lim lim
in E2. Let a be an accumulation point of S and assume we have xda f(x) = A, xda g(x) = B. Then
we also have (i) xda [f(x)±g(x)] = A±B, (ii) xda f(x)g(x) = AB, (iii) xda f(x)/g(x) = A/B if B  0.
lim lim lim

Continuity. Definition 4-9. Let f be defined on a set S in En with function values in Em,
and let a be an accumulation point of S. We say that f is continuous at the point a provided that
(i) f is defined at a, (ii) limxa f(x) = f(a). If a is not an accumulation point of S, we say f is
continuous at a provided only (i) holds. If f is continuous at every point of S, we say f is
continuous on the set S.

It is convenient to note that whenever f is continuous at a, we can write part (ii) of the
lim lim
above definition as follows: xda f(x) = f( xda x). Thus, when we deal with continuous functions,
the limit symbol may be interchanged with the function symbol. Observe also that continuity
at a means that for every neighbourhood N(f(a)), there exists a neighbourhood N(a) such that
f[N(a)S]  N[f(a)].
 Theorem 4-10. Let f and g be continuous at the point a in En and assume that f and g
have function values in E1 or E2. Then f+g, f-g, and f•g are each continuous at a. The quotient
f/g is also continuous at a, provided that g(a)  0. Note that the product f•g should not be
confused with the composition fg, defined by fg(x) = f[g(x)].

Theorem 4-11. Let f be a function defined on a set S in En and assume f(S)  Em. Let g
be defined on f(S) with values in Ek, and let gf be the composite function defined on S by the
equation gf(x) = g[f(x)]. Suppose that we have (i) The point a is an accumulation point of S
and f is continuous at a; (ii) The point f(a) is an accumulation point of f(S) and g is continuous
lim
at f(a). Then the composite function gf is also continuous at a; that is, xdag[f(x)] = g[f(a)].

Examples of continuous functions. In E2, constant functions (f(x) = c), the identity
function (f(x) = x) and hence all polynomial functions are continuous. A rational function g/f
is continuous whenever the denominator does not vanish. The familiar real-valued functions
of elementary calculus such as exponential, trigonometric and logarithmic functions, are
continuous whenever they are defined.

Functions continuous on open or closed sets. Definition 4-12. Let f be a function

whose domain is S and whose range is T, and let Y be a subset of T. By the inverse image of Y
under f, denoted by f-1(Y), we shall mean the largest subset of S which f maps onto Y, that is
to say, f-1(Y) = {x | x  S, f(x)  Y}.

Note: If f has an inverse function f-1, the inverse image of Y under f is the same as the
image of Y under f-1, and in the case there is no ambiguity in the notation f-1(Y).

Theorem 4-13. Let f be a function with domain S and range T. Assume X  S and Y 
T. Then we have (i) If X = f-1(Y), then Y = f(X), (ii) If Y = f(X), then X  f-1(Y). It should be
observed that, in general, we cannot conclude that Y = f(X) implies X = f-1(Y). Note that the
statements in this theorem can also be expressed as follows: Y = f[f-1(Y)], X  f-1[f(X)].

Theorem 4-14. Let f be a function which is continuous on a closed set S in Em, and let
the range of f be a set T in Ek. Then if Y is a closed subset of T, the inverse image f-1(Y) will be
a closed subset of S.

Theorem 4-15. Let f be a function which is continuous on an open set S in Em, and let the
range of f be a set T in Ek. Then if Y is an open subset of T, the inverse image f-1(Y) will be an
open subset of S.

We have already seen that the image of an open set under a continuous mapping is not
always open. The example in E1, defined by the equation f(x) = tan-1(x), shows that the image
of a closed set under a continuous mapping need not be closed, since f maps E1 onto the open
interval (-/2, /2). However, the image of a compact set under a continuous mapping is always
compact. This will be proved in the next theorem.
 Functions continuous on compact sets. Theorem 4-16. Let f be a function which is
continuous on a compact set S in Em, and assume that f(S)  Ek. Then f(S) is a compact set.

Theorem 4-17. Let f be a function which is continuous on a compact set S in Em, and
assume that f(S)  Ek. Suppose further that f is one-to-one on S so that the inverse function f-1
exists. Then f-1 is continuous on f(S).

Topological mappings. Definition 4-18. Let f be continuous on S and assume that f is

one-to-one on S so that the inverse function f-1 exists. Then f is called a topological mapping or
a homeomorphism if, in addition, f-1 is continuous on f(S). Note: A property of a set which
remains invariant under every topological mapping is called a topological property.

Properties of real-valued continuous functions. Definition 4-19. Let f be a real-valued

function defined on a set S in En. Then f is said to have an absolute maximum on the set S if
there exists a point a in S such that f(x)  f(a), for all x in S. If a  S and if there is a
neighbourhood N(a) such that f(x)  f(a), for all x in N(a)S, then f is said to have a relative
maximum at the point a. Absolute minimum and relative minimum are similarly defined, using
f(x) > f(a).

Theorem 4-20. Let f be a real-valued function which is continuous on a compact set S in

En. Then f has an absolute maximum and an absolute minimum on S.

Theorem 4-21 (Bolzano). Let f be real-valued and continuous on a closed interval [a, b]
in E1, and suppose that f(a) and f(b) have different signs; that is, assume f(a)f(b) < 0. Then
there is at least one point x in the open interval (a, b) such that f(x) = 0.

An immediate consequence of the above theorem is the intermediate value theorem for
continuous functions (Theorem 4-22): If f is real-valued and continuous on a closed interval
S in E1, then f assumes every value between its maximum, sup f(S), and its minimum, inf f(S).

Uniform Continuity. Suppose we have a function f continuous on a set S, so that for

each accumulation point a of S, we have limxa f(x) = f(a). In the  and  terminology, this
means that, given the accumulation point a and given , there is a number  > 0 (depending on
a and on ) such that 0 < |x-a| <  implies |f(x)-f(a)| < . In general, we cannot expect that for a
fixed  the same value of  will serve equally well for every such point a. This might happen,
however; when it does, the function is called uniformly continuous on the set S.

Definition 4-23. Let f be defined on a set S in En with function values in Em. Then f is
said to be uniformly continuous on S if the following statement holds: For every  > 0, there
exists a  > 0 (depending only on ) such that if x  S and y  S and |x-y| < , then |f(x)-f(y)| <
. Observe that uniform continuity is a property of the whole set S, that is, a global property. It
follows from the definition that uniform continuity on a set implies continuity on the set. The
converse of this statement is also true when the set is compact.
 Theorem 4-24 (Heine). Let S be a compact set in En. If f is continuous on S, then f is
also uniformly continuous on S.

Discontinuities of real-valued functions. Definition 4-25. If f is a real-valued function

defined on an open interval (a, b) in E1 and if c is a point in [a, b), we write f(c+) to denote the
right hand limit, limxc+ f(x), whenever the limit exists. If c  (a, b], we define f(c-) = limxc-
f(x).

It is clear that we have f(x+) = f(x-) = f(x) if, and only if, f is continuous at x. If f is
defined at x, then x can be a discontinuity of f only under one of the following conditions: (a)
If either f(x+) or f(x-) does not exist; (b) If both f(x+) and f(x-) exist but have different values;
(c) If f(x+) = f(x-)  f(x).

Definition 4-26. Let f be a real-valued function defined on an interval [a, b]. If f(x+) and
f(x-) both exist at some interior point x, then the difference f(x)-f(x-) is called the left-hand
jump of f at x, the difference f(x+)-f(x) is called the right-hand jump of f at x, and their sum,
f(x+)-f(x-), is called the jump at x. If any one of these three numbers is different from 0, then x
is called a jump discontinuity of f. (For the endpoints a and b, only one-sided jumps are
considered.) We say that f is continuous from the right at x if the right-hand jump is equal to 0,
whereas f is discontinuous from the right if either f(x+) does not exist or the right-hand jump is
 0. (Similar terminology applies from the left.)

In the case that f(x+) = f(x-)  f(x), the point x is also said to be a removable
discontinuity, since the discontinuity can be removed by redefining f at x to have the value
f(x+) = f(x-). If either limxc+ f(x) or limxc- f(x) is infinite (+ or -), then f is sometimes said
to have an infinite discontinuity at c. Example: The function f defined by f(x) = sin(1/x) if x  0,
f(0) = A, has a discontinuity at x = 0, regardless of the value of A. In this case, neither f(0+)
nor f(0-) exists.

Monotonic Functions. Definition 4-27. Let f be a real-valued function defined on a set

S in E1. If, for every pair of points x and y in S, x < y implies f(x)  f(y), then f is said to be
increasing (or nondecreasing) on S. If x < y implies f(x) < f(y), then f is said to be strictly
increasing on S. (Decreasing functions are similarly defined.) A function is called monotonic
on S if it is increasing on S or decreasing on S. If f is an increasing function, then -f is a
decreasing function.

Theorem 4-28. If f is increasing on [a, b], then f(x0+) and f(x0-) both exist for each x0 in
(a, b) and we have f(x0-)  f(x0)  f(x0+). At the endpoints, we have f(a) f(a+) and f(b-)  f(b).

Theorem 4-29. Let f be strictly increasing on [a, b]. Then we have: (i) The inverse
function f-1 exists and is strictly increasing on its domain; (ii) If f is continuous on [a, b], then
f-1 is continuous on [f(a), f(b)]. This theorem tells us that a continuous, strictly increasing
function is a topological mapping. Conversely, every topological mapping of an interval [a,
b] onto an interval [c, d] must be a strictly monotonic function.
 Necessary and sufficient conditions for continuity. Continuous functions can be
characterised in a very elegant fashion if we introduce a slight generalisation of the notions of
open and closed sets.

Definition 4-30. Let A and B be two sets in En, with A  B. We say that A is closed
relative to B if those accumulation points of A which lie in B are also in A. We say that A is
open relative to B if the complement B—A is closed relative to B.

It is clear that every closed set in En is closed relative to En, and every open set in En is
open relative to En. It is also clear that every set is both open and closed relative to itself. A set
which is open relative to B need not, of course, be an open set open set S in E 2
(relative to En). However, such a set must be the intersection of a
B with an open set. This statement, which will form the basis of b
B
the following theorem, is illustrated as shown. The shaded c
region (which includes the arc abc, except for the endpoints a
BS open relative to B
and c) is open relative to B.

Theorem 4-31. Assume that A  B En. Then A is open relative to B if, and only if, A
is the intersection of B with a set which is open relative to En. Note that this theorem also
holds with “open” replaced by “closed” throughout. Using these concepts, we can give the
following characterisation of continuous functions:

Theorem 4-32. Let f be a function defined on a set S in En, and let T = f(S) be a subset of
Em. Then the following three statements are equivalent: (a) The function f is continuous on S;
(b) If Y is closed relative to T, then f-1(Y) is closed relative to S; (c) If Y is open relative to T,
then f-1(Y) is open relative to S.
 Chapter 4: Selected Exercises
4-1. Prove statements (i) and (iii) of Theorem 4-8.

Answer: Let us first remind ourselves of the statements that we are trying to prove.

Theorem 4-8. Let f and g be two functions, each defined on a set S in En, with function
lim
values in E1 or in E2. Let a be an accumulation point of S and assume that we have xda f(x) = A
lim lim lim
and xda g(x) = B. Then we also have (i) xda[f(x) ± g(x)] = A ± B, (ii) xdaf(x)g(x) = AB, and
lim
(iii) xda f(x)/g(x) = A/B if B  0.

Proof. (i) Let an arbitrary  > 0 be given and let ’ be a second number (’ > 0) which
will be made to depend on  in a way to be described later. Choose a neighbourhood N(a) such
that if x  N’(a)S, then we have both |f(x)-A| < ’ and |g(x)-B| < ’.

Now |f(x)+g(x) - (A+B)| = |f(x)-A + g(x)-B|

 |f(x)-A| + |g(x)-B| (by the triangle rule)
< ’ + ’ = 2’.

And |f(x)-g(x) - (A-B)| = |f(x)-A - (g(x)-B)|

 |f(x)-A| + |g(x)-B| (using |-|  ||+||)
< ’ + ’ = 2’.

Conclusion: |f(x)±g(x) - (A±B)| < 2’, and choosing  = ’/2, we see that
|f(x)±g(x) - (A±B)| <  as required. QED.

(iii) Let an arbitrary  > 0 be given and let ’ be a second number (’ > 0) which will be
made to depend on  in a way to be described later. Choose a neighbourhood N(a) such that if
x  N’(a)S, then we have both |f(x)-A| < ’ and |g(x)-B| < ’. In this question, the conclusion
we want is to show that |f(x)/g(x) - A/B| <  whenever x  N’(a)S.
fx fxBABABAgxABAB BfxAABAgxBAB BfxAAgxB
Now | gx  AB |  | Bgx || Bgx | | Bgx |
BfxA AgxB B ∏ A ∏
[ | Bgx |  | Bgx |  | Bgx |  | Bgx |.

Now |g(x)| = |B+g(x)-B| < |B|+’ < |B|+1, so that

B ∏ A ∏ |B ∏ | |A ∏ | | ∏ | |A ∏ | ∏ |A| ∏  ∏ |B||A|
| Bgx |  | Bgx |  |B||gx|  |B||gx|  |B|1  |B||B|1  |B|1  |B||B|1  |B||B|1 .

Choosing ’ = ((|B|(|B|+1)))/(|B|+|A|), we see that we have |f(x)/g(x) - A/B| <  whenever x 

N’(a)S, and this proves (iii). QED.
 4-3. Let f be defined on the interval (a, b) and assume x  (a, b). Consider the two
statements
lim
(i) hd0 |f(x+h)-f(x)| = 0.
lim
(ii) hd0 |f(x+h)-f(x-h)| = 0.

(a) Show that (i) always implies (ii).

(b) Give an example in which (ii) holds but (i) does not hold.

Answer: (a) Consider an arbitrary point x  (a, b). If (i) holds, then hd0lim
|f(x+h)-f(x)| = 0.
In other words, given an arbitrary  > 0, there exists a  > 0 such that if |h| < , then
|f(x+h)-f(x)| < /2 (---(1)). Similarly, if we replace h by -h (which holds since |-h| = |h|), then if
|-h| <  (which is equivalent to the condition |h| < ), we have |f(x-h)-f(x)| < /2 (---(2)).

Adding equations (1) and (2) together, we get

|f(x+h)-f(x)| + |f(x-h)-f(x)| < ,
|f(x+h)-f(x)+f(x-h)-f(x)| < , (using the triangle inequality, |A+B|  |A|+|B|)
|f(x+h)+f(x-h)| < .

Therefore, given an arbitrary  > 0, there exists a  > 0 such that if |h| < , then
|f(x+h)+f(x-h)| < , i.e. hd0
lim
|f(x+h)-f(x-h)| = 0 as required. QED.

(b) Let us define a function f to be given by the following: f(x) = x² if x  0, and f(x) = 1
if x = 0 (with x  E1). At x = 0, hd0
lim lim
|f(x+h)-f(x-h)| = |0-0| = 0, but hd0 |f(x+h)-f(x)| = |0-1| = 1.

4-5. If x is any real number in [0, 1], show that the following limit exists:
md∞  nd∞ cos m!x.
lim lim 2n

and that its value is 0 or 1, according to whether x is irrational or rational.

Answer: When n   in the inner limit, we will have an ‘infinite power’ of

cos(m!x). For any m > 2, m! will always be an even number of ’s, so that it is of the form
2k for some integer k > 0. Recall that cos(2k) = 1 for all k > 0. If x is rational, say x = a/b,
where a, b  R, then m!x = m!a/b. If m is large enough, then b will be a factor of m! (i.e. we
will have m! = 1×2×...×b×...×m), and thus the b’s cancel in the numerator and the denominator,
leaving us with A = a, where  = m!/b. A will still consist of an even number of ’s (a large
m! will still have an even factor — lots of them in fact!), so that cos(A) = 1 for large m.

Therefore, when x is rational and when m is large enough, our expression consists of an
‘infinite power’ of 1’s which will still be 1, so that we have nd∞ lim
cos 2n m!x= 1 provided that
m is large enough. In other words, md∞ lim
 nd∞
lim
cos 2n m!x = 1 when x is rational. Conclusion:
the limit in question exists when x is rational, and it has the value 1.

If x is irrational, then m!x cannot possibly be an even or an odd number (no irrational
number is ever even or odd). It follows that we must have |cos(m!x)|  1 in this case (for any
m), and so it follows that cos(m!x) (-1, 1).
 Claim: if y  (-1, 1), then nd∞
lim n
y = 0. Proof of Claim. We need to find an N such that if n
> N, then for an arbitrary  > 0 and a particular y  (-1, 1) we have |y|n <  (We need the
modulus signs in because if we don’t put them in, then for any  > 0 we will always have yn < 
for any y  (-1, 0) and any odd n. We will therefore prove a stronger condition than the one we
need). But |y|n <  happens exactly when nlog|y| < log(), or when n > log()/log|y|. Therefore,
if we choose N = log()/log|y|, then we will always have |y|n <  for all n > N. End of Proof.

Therefore, because for any y  (-1, 1) we have nd∞ lim n

y = 0, it follows that for any
cos(m!x)  (-1, 1) we have nd∞ cos (m!x) = 0. This will hold for any m and so we have
lim 2n

md∞  nd∞ cos m!x = 0 when x is irrational. Conclusion: the limit in question exists when x
lim lim 2n

is irrational, and it is given by zero. QED.

4-7. Let f be continuous on [a, b] and let f(x) = 0 when x is rational. Show that f(x) = 0
for every x in [a, b].

Answer: If f is continuous on [a, b], then f is continuous at every point in [a, b]. We
know that f(x) = 0 when x is rational. But every irrational number y is an accumulation point
of the set of rational numbers, so by definition 4-9, and by knowing that f is continuous at the
point y, it follows that (i) f is defined at y, and (ii) limxy f(x) = f(y).

We now know that f(y) = limxy f(x) for any irrational point y, but what is this limit? It
must be zero, as in every neighbourhood N(y), because y is an accumulation point, there is a
rational number z such that f(z) = 0 and so f(x)  N(0), thus satisfying the definition for a
limit. Conclusion: f(x) = 0 for all x  [a, b].

4-8. Let f be continuous at the point a = (a1, a2, ..., an) in En. Keep a2, a3, ..., an fixed and
define a new function g of one real variable by the equation g(x) = f(x, a2, ..., an). Show that g
is continuous at the point x = a1. (This is sometimes stated as follows: “A continuous function
of n variables is continuous in each variable separately.”)

Answer: Let us define a new function s: E1  En by the following definition:

s(x) = (x, a2, a3, ..., an) for an arbitrary x  E1 and fixed a2, a3, ..., an  E1.

Looking at the above definition and at the question itself, we see that we can now write
g(x) as follows: g(x) = f(s(x)) for an arbitrary x  E1. Looking at Theorem 4-11, we see that in
order to prove that g(x) is continuous at the point a = (a1, a2, ..., an) in En, we need to show that
(i) the arbitrary point x  E1 is an accumulation point of E1, (ii) the function s(x) is continuous
at x, (iii) The point s(x) is an accumulation point of En, and (iv) f is continuous at the point
s(x). If we can show that the four conditions above hold, then we can say that g is continuous
at the point x = a.

(i) We know that any real number is an accumulation point of the real line E1, so that
condition (i) is satisfied for an arbitrary real number x = a1.
 (ii) To prove that the function s(x) is continuous at an arbitrary point x  E1, we need to
show that the function is defined at x and that adx lim
sa  sx. The first part follows
immediately because the function s(x) is defined for all real numbers x  E1 by its definition
on the previous page. It remains to show that we have adxlim
sa  sx.
lim
But adx lim
sa = adx a, a 2 , a 3 , ..., a n    adx
lim
a, adx
lim
a 2 , ..., adx
lim
a n   x, a 2 , ..., a n  = s(x).
We can therefore say that condition (ii) holds. For condition (iii) to hold, we must show that
the point s(x) is an accumulation point of the set En. But by the same argument as in condition
(i), as s(x) is a point in En, and as all points in En are accumulation points, then s(x) = (x, a2, ...,
an) is an accumulation point of the set En, satisfying condition (iii).

Finally, we must show that f is continuous at the point s(x). But if we let x = a1, then
s(a1) = (a1, a2, ..., an) = a, and we know by the assumption made in the question that f is
continuous at the point a in En. Therefore, condition (iv) is satisfied, and thus we have shown
that all four conditions hold, and can subsequently say that the function g is continuous at the
point x = a1. QED.

4-11. For each x in [0, 1], let f(x) = x if x is rational, and let f(x) = 1-x if x is irrational.
Show that (a) f is continuous only at the point x = ½; (b) f assumes every value between 0 and
1.

Answer: Let us first prove that f is continuous at the point x = ½. If x = ½, then x is

rational and so f(x) = ½. To show that f is continuous at this point, then for every arbitrary  >
0, we need to find a  > 0 such that if |x-y| < , with y  [0, 1], then |f(x)-f(y)| < . Now for any
arbitrary  > 0, the deleted neighbourhood N’(½)[0, 1] will always contain irrational and
rational numbers from [0, 1]. If y is a rational number in N’(½)[0, 1], then |f(x)-f(y)| = |½-y|.
If we choose  = , then we want to show that if |x-y| <  = , then |f(x)-f(y)| < . But in this
case, |x-y| = |½-y| = |f(x)-f(y)|, so if |x-y| <  = , then we will always have |f(x)-f(y)| <.

Now if y is an irrational number, then |f(x)-f(y)| = |½-(1-y)| = |y-½|. But if we choose  =

 again, as before we need to show that if |x-y| < , then |f(x)-f(y)| < . But in this case, |x-y|
= |½-y| = |y-½| = |f(x)-f(y)|, so that if |x-y| <  = , then we will always have |f(x)-f(y)| < . (In
the above we used the fact that |A-B| = |B-A|). So we have shown that if x = ½, then f(x) is
continuous.

Now consider the case when x  ½. If f(x) is continuous for x  ½, then given an
arbitrary  > 0, we need to find a  > 0 such that if |x-y| < , with y  [0, 1] x, then |f(x)-f(y)|
< . In order to prove that the above definition cannot be satisfied, it is sufficient to find a
single 1 > 0 such that there is no neighbourhood N’(x)[0, 1] in which all the points within 
of x in [0, 1] satisfy |f(x)-f(y)| < 1.

Consider that we fix x to be a number in [0, 1] which is not a half. As stated above,
every neighbourhood of this point x will contain both rational and irrational numbers from [0,
1]. Consider the case when x is rational and we therefore have f(x) = x.
 Consider also that we define a number 1 = |2x-1| > 0. Given this 1 (which will be
greater than zero if x is not a half), we need to find a  > 0 such that if |x-y| <  for y  [0, 1],
then we will always have |f(x)-f(y)| < 1. Assume that such a  exists, and let us pick out an
element y from the neighbourhood N’(x)[0, 1] which is an irrational number.

In this case, we have f(x) = x and f(y) = 1-y, with |x-y| < .
It follows that |f(x)-f(y)| = |x-(1-y)| = |x+y-1|.

Now if |x-y| < , then y is bounded from above by x+, i.e. y < x+.
Therefore, we will have |x+y-1| < |x+(x+)-1| = |2x-1+|.
But if f is continuous at x, then we need |2x-1+| < 2, i.e.
|2x-1+| < |2x-1|.

There is no possible  > 0 that we can pick that will satisfy the above inequation.
Therefore, we conclude that when x is rational and not equal to a half, if we pick 1 = |2x-1| >
0, then there is no  > 0 that will suffice so that if |x-y| < , then |f(x)-f(y)| < 1 for ALL
irrational y in this neighbourhood. Conclusion: f(x) is not continuous when x is a rational
number in [0, 1] and x  ½.

The other case to consider is when x is a fixed irrational number in [0, 1]. Consider now
that for this fixed irrational number x, we define a number 2 = 1. Given this 2, we need to find
a  > 0 such that if |x-y| <  for y  [0, 1]  x, then we will always have |f(x)-f(y)| < 2. Assume
that such a  exists, and let us pick out an element y from the neighbourhood N’(x)[0, 1]
which is a rational number.

In this case, we have f(x) = 1-x and f(y) = y, with |x-y| < .
It follows that |f(x)-f(y)| = |1-x+y| = |-x+y+1|.

Now if |x-y| < , then y is again bounded from above by x+, i.e. y < x+.
Therefore, we will have |-x+y+1| < |-x+(x+)+1| = |+1|.
But if f is continuous at x, then we need |+1| < 2, i.e.
|+1| < 1.

But there is no possible  > 0 that we can pick that will satisfy the above inequation.
Therefore, we conclude that when x is irrational, if we pick 2 = 1, then there is no  > 0 that
will suffice so that if |x-y| < , then |f(x)-f(y)| < 1 for ALL rational y in this neighbourhood.
Conclusion: f(x) is not continuous when x is an irrational number in [0, 1].

We have now considered all cases for x in [0, 1]: x = ½, so that f(x) is continuous; and x
 ½, so that f(x) is not continuous. QED.
 (b) It is a trivial matter to show that f assumes the value of every rational number in the
interval [0, 1], as f(x) = x for all rational numbers in [0, 1]. Our only problem occurs in
showing that f assumes the value of every irrational number in the interval [0, 1], i.e. if we
have an arbitrary irrational number y  [0, 1], then we need to find a number z  [0, 1] such
that f(z) = y.

If y is our arbitrary irrational number in the interval [0, 1], then 1-y will also be an
arbitrary irrational number in this interval. Thus f(1-y) = 1-(1-y) = y (because 1-y is irrational),
and thus z = 1-y is the number we are looking for so that f(z) = y for all irrational numbers y 
[0, 1]. Conclusion: f assumes every value between 0 and 1. QED.

4-14. Let f be defined and bounded on the closed interval S = [a, b]. (That is, assume that
f(S) is a bounded set.) If T is a subset of S, the number  f(T) = sup{f(x)-f(y) | x T, y  T} is
called the oscillation of f on T. If x S, the oscillation of f at x is defined to be the number
f(x) = hd0
lim
 f(N(x; h)S). Show that this limit always exists and that f(x) = 0 if, and only if,
f is continuous at x.

Answer: By definition,  f(T) is the biggest value of f(x)-f(y) in T (x, y  T). It follows
that f(x) is the biggest value of f(x)-f(y) in N(x; h)S (x, y  N(x; h)S), i.e. in the
neighbourhood of x in S. The value f(x) is thus determined by two points (say x1 and x2) in
N(x; h)S. Because f(S) is bounded (i.e. f(S) is a subset of some finite interval), then the two
points in question will have finite values, and so their difference (i.e. f(x1)-f(x2)) will also be
finite. Therefore, for a particular h,  f(N(x; h)S) will exist and is a finite value.
lim
Does the limit hd0  f(N(x; h)S) exist? To show that it does exist, all we need do is to
show that if h2 > h1, then  f(N(x; h1)S)   f(N(x; h2)S). If this is true, then the sequence of
numbers  f(N(x; h)S) given by decreasing h will be a bounded monotonic sequence of finite
positive numbers (bounded above by, say, the entry where h = 1), and thus we can apply
Theorem 12-6 to say that this sequence converges to a value, say A, and so we can write

A= lim
hd0  f(N(x; h)S), where 0  A  f(N(x; 1)S), say.

Claim: If h2 > h1, then  f(N(x; h1)S)   f(N(x; h2)S). Proof of Claim. To start with,
let us look at what exactly is sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  ((x; h)S)}? Well, it is the
maximum value of f(x1)-f(x2) in the neighbourhood N(x; h)S. But if this is so, then f(x1)
must be the highest value of f(x) in the neighbourhood N(x; h)S, and f(x2) must be the
smallest value of f(x) in the neighbourhood N(x; h)S. Therefore, we have

sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  ((x; h)S)} =

sup{f(x1) | x1  ((x; h)S)} - inf{f(x2) | x2  ((x; h)S}.

The proof centres on the fact that if h2 > h1, then sup{f(x) | x  N(x; h1)S}  sup{f(x) |
x N(x; h2)S}, and inf{f(x) | x  N(x; h1)S} > inf{f(x) | x  N(x; h2)S}
 I will not prove these statements (intuitively, if we are considering a smaller
neighbourhood, there are less points to consider, and so the maximum value in a smaller
neighbourhood will be smaller and the smallest value in a smaller neighbourhood will be
bigger). Assuming that these statements are correct, we have

sup{f(x1) | x1  ((x; h1)S)} - inf{f(x2) | x2  ((x; h1)S}

 sup{f(x1) | x1  ((x; h2)S)} - inf{f(x2) | x2  ((x; h2)S},
or sup{f(x1)-f(x2) | x1  (N(x; h1)S), x2  ((x; h1)S)}
 sup{f(x1)-f(x2) | x1  (N(x; h2)S), x2  ((x; h2)S)},
or  f(N(x; h1)S)   f(N(x; h2)S) as required. QED.

We now need to show that f(x) = 0  f is continuous at x. If. If f is continuous at x,

then given an arbitrary  > 0, there exists a h > 0 such that if |x-y| < h, then |f(x)-f(y)| < , where
y  N(x; h)S. Now if x1, x2  N(x; h)S, then the distance between x1 and x2 is at most 2h,
so that for a given  > 0, |x1-x2| < 2h  |f(x1)-f(x2)| < 2.

But if h  0+, then |f(x1)-f(x2)|  0+ so that

sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  ((x; h)S)}  0 when h  0+,
or, in other words,
hd0 sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  ((x; h)S)} = 0 as required. QED.
lim

Only If. If f(x) = 0, then we need to show that f is continuous at x. To do this, we need
to show that f is defined at x and that limyx f(y) = f(x). The first bit follows immediately from
the fact that f is defined and bounded on the interval [a, b], so that f is defined for all x  [a,
b]. For the second bit, we note that limyx f(y) = f(x) can be equivalently written as the two
hd0 x  h  fx and hd0 x  h  fx;
lim lim
following equations:
lim
or hd0 x  h  fx  0 and hd0
lim
fx  x  h  0.

For a given h, the neighbourhood given by N(x; h)S will contain the point x and the
points (x+h) and (x-h). Now if f(x) = 0, then
hd0 sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  ((x; h)S)} = 0.
lim

From our previous analysis of sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  ((x; h)S)}, we

know that f(x1) must be the highest value of f(x) in the neighbourhood N(x; h)S, and that
f(x2) must be the smallest value of f(x) in the neighbourhood N(x; h)S. Knowing this, then
for a point x3 in the neighbourhood N(x; h)S, then we must have f(x3)-f(x)  sup{f(x1)-f(x2) |
x1  (N(x; h)S), x2  ((x; h)S)}. Note also that we must have 0  f(y)-f(z)  sup{f(x1)-f(x2) |
x1  (N(x; h)S), x2  ((x; h)S)} if y, z  N(x; h)S, and if y > z.
 If we let x3 = x ± h, then we see that we have

(i) f(x + h) - f(x)  sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  (N(x; h)S)}.

Therefore,
hd0 f(x + h) - f(x)  hd0 sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  (N(x; h)S)}.
lim lim

But we have assumed that hd0 lim

sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  ((x; h)S)} = 0,
so that hd0 f(x + h) - f(x)  0, i.e. we have hd0
lim lim
f(x + h) - f(x) = 0 as required (because we must
have f(x+h)-f(x) > 0).

(ii) f(x) - f(x-h)  sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  ((x; h)S)}.

Therefore,
hd0 f(x) - f(x-h)  hd0 sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  ((x; h)S)}.
lim lim

But again we have assumed that hd0 lim

sup{f(x1)-f(x2) | x1  (N(x; h)S), x2  (N(x;
h)S)} = 0, so that hd0 f(x) - f(x-h)  0, i.e. we have hd0
lim lim
f(x) - f(x-h) = 0 as required (because
we must have f(x)-f(x-h) > 0). QED. Technical Note: There is a slight mistake in the above in
that f(x ± h)  N(x; h)S, but I have assumed that in taking the limit this is of no consequence
to the proof.

4-17. Let f be defined and continuous on a closed set S in En. Let A = {x | x  S, f(x) =
0}. Show that A is a closed set.

Answer: Assume that the range of f is a set T in E1 (i.e. T = f(S)). Let Y be the subset of
T consisting only of the zero point, i.e. Y = {0}. Because Y consists of just a single point, then
Y contains all its accumulation points (of which there are none of), and thus Y is a closed
subset of T.

By Theorem 4-14, the inverse image f-1(Y) is a closed subset of S. But f-1(Y) is the set A,
i.e. the elements of S which map onto 0, and thus A must be a closed subset of S. QED. Note:
in the case that 0  f(S), then A = {}, and is a closed set by definition.

4-19. Let f be continuous on a closed interval [a, b]. Suppose that f has a local maximum
at x1 and a local maximum at x2. Show that there must be a third point between x1 and x2 where
f has a local minimum.

Answer: Consider the interval [x1, x2]  [a, b]. Because f is continuous on the closed
interval [a, b], then it will be continuous on the subinterval [x1, x2] as well. Further, the interval
[x1, x2] is a closed interval. By Exercise 3-1, this interval is a closed set, and so by the note
following Definition 3-39 (and by knowing that [x1, x2] is a bounded set (it is a subset of [a,
b]), we can say that [x1, x2] is a compact set. Therefore, we can apply Theorem 4-20 to say that
f has an absolute maximum and an absolute minimum on [x1, x2].