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Methods of Real Analysis - Goldberg

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Methods of Real Analysis - Goldberg

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RICHARD R. GOLDBERG The University of lowa SECOND EDITION JOHN WILEY & SONS, Inc. New York London Sydney Toronto Copyright © 1976, by John Wiley & Sons, Inc. Copyright 1964, Ginn and Company (Xerox Corporation) A\ll rights reserved. Published simultaneously in Canada. No part of this book may be reproduced by any means, nor transmitted, nor translated into a machine language with- out the written permission of the publisher. Library of Congress Cataloging in Publication Data: Goldberg, Richard R. Methods of real analysis. Includes index. 1. Functions of real variables. 2. Mathemati- cal analysis. I. Title. QA331.5,G58 1976 515.8 75-30615 ISBN 0-471-31065-4 Printed in the United States of America 10987654321 PREFACE This book is intended as a one-year course for students who have completed an ordinary sequence of courses in elementary calculus. It presents in rigorous fashion basic material on the fundamental concepts and tools of analysis—functions, limits, continu- ity, derivatives and integrals, sequences, and series. Most of the difficult points usually glossed over in elementary courses are dealt with in detail, as well as many more advanced topics designed to give a good background for (and, hopefully, a taste of) modern analysis and topology. In particular, there are treatments of metric spaces and Lebesgue integration, topics that are often reserved for more advanced courses. Also included are many smaller but interesting topics not usually presented in courses at this level; these topics include Baire category and discontinuous functions, summability of series, the Weierstrass theorem on approximation of continuous functions by poly- nomials, and a proof of the standard existence theorem for differential equations from the point of view of fixed-point theory. The book is written at the same level as texts for traditional “advanced calculus” courses, but does not consider topics in “several variables.” Material on differentials and vector calculus, in our opinion, can be understood best from the point of view of modern differential geometry and belong in a separate course. REMARKS ON THE SECOND EDITION. Many changes in, additions to, and some deletions from the first edition have been made in accordance with thoughtful criticism from many colleagues at large and small institutions. A major feature of this new edition is the addition of sections called “Notes and Additional Exercises,” which include a variety of material. There are famous theorems related to the material in the body of the text—for example, the Schréder-Bernstein theorem from set theory, the Tietze extension theorem from topology, and Stone's generalization of the Weierstrass approximation theorem. The proofs are given in outline only, with a great deal left to the student as exercises. In these new sections there are also vi PREFACE miscellaneous exercises (many of which are quite challenging) and an occasional histori- cal note. An instructor’s solutions manual for the problems in the new material can be obtained from the author. I also added an appendix that contains an axiomatic treatment of the real number system. This was a compromise between no treatment at all in the first edition and a lengthy development from basic principles that I think would retard the reader’s progress into the core of the book. All the assumptions about the real numbers and the necessary results that can be derived from these assumptions are carefully presented. There are a number of pictorial illustrations—also a departure from the first edition— and new exercises in many of the chapters, and new proofs. Richard R. Goldberg CONTENTS Introduction: Assumptions and Notations Sets and functions ae 1.2 1.3, 1.4. 1.5. 1.6. 17. Sets and elements Operations on sets Functions Real-valued functions Equivalence, countability Real numbers Least upper bounds Sequences of real numbers 2.1. Reaae 2.3. 2.4, 2.5. 2.6. 27. 2.8. 7. Definition of sequence and subsequence Limit of a sequence Convergent sequences Divergent sequences Bounded sequences Monotone sequences Operations on convergent sequences Operations on divergent sequences Limit superior and limit inferior 2.10. Cauchy sequences 2.11, Summability of sequences viti CONTENTS 2.12. Limit superior and limit inferior for sequences of sets Series of real numbers 3.1. Convergence and divergence 3.2. Series with nonnegative terms 3.3. Alternating series 3.4, Conditional convergence and absolute convergence 3.5. Rearrangements of series 3.6. Tests for absolute convergence 3.7. Series whose terms form a nonincreasing sequence 3.8. Summation by parts 3.9. (C,1) summobility of series 3.10. The class /? 3.11. Real numbers and decimal expansions 3.12. Notes and additional exercises for Chapters 1, 2, and 3 Lin its and metric spaces 4.1. Limit of a function on the real line 4.2. Metric spaces 4.3, Limits in metric spaces Continuous functions on metric spaces 5.1. Functions continuous at a point on the real line 5.2. Reformulation 5.3. Functions continuous on a metric space 5.4. Open sets 5.5. Closed sets 5.6. Discontinuous functions on R! 5.7. The distance from a point to a set Connectedness, completeness, and compactness 6.1. More about open sets 6.2. Connected sets 6.3, Bounded sets and totally bounded sets 6.4. Complete metric spaces 6.5. Compact metric spaces 65 68 70 73 74 77 81 87 92 94 7 108 108 108 118 121 126 126 129 132 134 138 143 146 148 148 149 153 156 160 10. CONTENTS 6.6. Continuous functions on compact metric spaces 6.7. Continuity of the inverse function 6.8. Uniform continuity 6.9. Notes and additional exercises for Chapters 4, 5, and 6 Catculus Sets of measure zero Definition of the Riemann integral Existence of the Riemann integral 7.4. Properties of the Riemann integral 7.5. Derivatives 7.6. Rolle’s theorem 7.7. The law of the mean 7.8. Fundamental theorems of calculus 7.9. Improper integrals 7.10. Improper integrals (continued) The elementary functions. Taylor series 8.1. Hyperbolic functions 8.2. The exponential function 8.3. The logarithmic function. Definition of x* 8.4. The trigonometric functions 8.5. Taylor's theorem 8.6. The binomial theorem 8.7. L'Hospital’s rule Sequences and series of functions 9.1, Pointwise convergence of sequences of functions Uniform convergence of sequences of functions 9. 9.4. Convergence and uniform convergence of series of functions Consequences of uniform convergence 9.5. Integration and differentiation of series of functions 9.6. Abel summability 9.7. A continuous, nowher ifferentiable function Three famous theorems 10.1. The metric space C[a, 5] 163 166 167 71 179 179 180 186 188 193 200 205 21 218 224 224 226 228 230 235 242 245 252 252 255 260 264 268 271 277 280 280 WW 12, CONTENTS. 10.2. The Weierstrass approximation theorem 10.3. Picard existence theorem for differential equations 10.4. The Arzela theorem on equicontinuous families 10.5. Notes and ad Chapters 9 and 10 itional exercises for The Lebesgue integral 11.1, Length of open sets and closed sets 11.2. Inner and outer measure. Measurable sets 11.3. Properties of measurable sets 11.4, Measurable functions 11.5. Definition and existence of the Lebesgue integral for bounded functions 11.6, Properties of the Lebesgue integral for bounded measurable functions 11.7, The Lebesgue integral for unbounded functions 11.8. Some fundamental theorems 11.9. The metric space 2 [a,b]. 11.10, The integral on (— 00, 00) and in the plane Fourier series 12.1. Definit Formulation of convergence problems n of Fourier series The (C, 1) summability of Fourier series The &? theory of Fourier series Convergence of Fourier series Orthonormal expansions in £?{a,] Notes and additional exercises for Chapters 11 and 12 Appendix: The algebraic and order axioms for the real numbers Special Symbols Index 283 (287 290 292 299 299 302 305 311 315 321 328 336 341 348 355 355 358 362 364 369 373 380_ 388 395 399 INTRODUCTION ASSUMPTIONS AND NOTATIONS A. The book does not begin with an extended development of the real numbers. However, the reader who wishes to proceed in strictly logical order should first digest the basic definitions and theorems about sets and functions in Sections 1.1 through 1.3, and then turn to the Appendix for the algebra and order axioms of the reals and the theorems on arithmetic and inequalities that are derived from those axioms. After the Appendix the reader should go to Section 1.7 where the least upper bound axiom is presented. At this point the reader will have seen a careful treatment of all the basic assumptions about the reals, Anyone choosing this approach may skip now to paragraph ic B. There are some who feel, however, that it is preferable at first to be less formal about the real numbers so that the reader can get to the meat of the book more quickly. From this point of view it is better to delay reading the Appendix and simply proceed directly through the main body of the text. For those who wish to take this approach we mention briefly some facts about the reals. An integer is a “whole number.” Thus 6,0, — 3 are integers. A rational number is a real number that can be expressed as a quotient of integers. Thus 3/2 and —9/276 are rational numbers. Any integer & is thus a rational number since we may write kK=k/1. An irrational number is a real number that is not a rational number. For example, a solution to the equation x?=2 must be an irrational number. The reader should have some facility in handling inequalities. He should know that if x-and y are real numbers and x—y. Also, if 00 we define |x| to be x. For x <0 we define |x| to be — x. Finally we define {0|=0. Thus for any real numbers x, |x| is the “numerical value” of x. We call |x| the absolute value of x. By considering various cases according to the sign of x and of y, the reader should have no difficulty in proving the immensely important results Ix+yl0 and for rational values of x and y. In Chapter 8 we define a* for any real number x and then prove the familiar laws of exponents for arbitrary exponents. The notations a!/? and Va both mean the positive square root of a. (The existence of a positive square root for any positive number is presented in exercise 8 of Section 6.2.) D. Here are some notations. If @ and b are real numbers with a< 6, we denote by (a,b) the set of all real numbers x such that a<.xa. By (—00,a) we mean the set of all real x with x 0, y >0}—the ser of all points such that x is nonnegative and y is nonnegative. Similarly, (0, 1]={x|0< x <1). DEFINITION. If 6 is an element of the set A, we write b€ A. If 6 is not an element of 4, we write bZ A. Thus a €(a,6,c} but d@(a,b,c}. As another illustration, suppose we define a base- ball team as the set of its players and define the American League to be the set of its twelve member teams. Then, in the notations we have just introduced, American Leagu a A’s€ American League, _ Jackson A’s. ={A’s, Tigers, ..., Rangers}, {Jackson, Bando,...,Campaneris}, 4 SETS AND FUNCTIONS Note that the elements of the American League are themselves sets, which illustrates the fact that a set can be an element of another set. Note also that although Jackson plays in the American League, he is not an element of the American League as we have defined it. Hence Jackson American League. Exercises 1.1 1, Describe the following sets of real numbers geometrically: A={x|x<7}, B={x||x|>2}, C= (x||x|=1}. R Describe the following sets of points in the plane geometrically: A=({Kxy>|x?4y?=1}, B=(|x+y=2}. . Let P be the set of prime integers. Which of the following are true? (@) TEP. (b) 9EP. () ee. (d) 7,547,193-65,317 P. 4. Let A=(1,2, (3), {4,5}. Are the following true or false? (a) led. (b) 3EA. How many elements does A have? 2 1.2 OPERATIONS ON SETS In grammar-school arithmetic the “elementary operations” of addition, subtraction, multiplication, and division are used to make new numbers out of old numbers—that is, to combine two numbers to create a third. In set theory there are also elementary operations—union, intersection, complementation—which correspond, more or less, to the arithmetic operations of addition, multiplication, and subtraction. 1.2A. DEFINITION. If A and B are sets, then AU B (read “A union B” or “the union of A and B”) is the set of all elements in either A or B (or both). Symbolically, AUB={x|xEA or xEB}. Thus if A={1,2,3}, B={3,4,5), ay then AU B={1,2,3,4,5}. 1.2B. DEFINITION. If A and B are sets, then AmB (read “A intersection B” or “the intersection of A and B”) is the set of all elements in both A and B. Symbolically, AQB=(x|x€A and x€B}. 1.2 OPERATIONS ON SETS i Thus if 4, B are as in (1) of Section 1.2A, then 49 B= {3}. (Note the distinction between {3} and 3. Since 417 B is the set whose only element is 3, to be consistent we must write AQ B= (3). This distinction is rarely relevant, and we often ignore it.) See Figure 1. When 4 and B are sets with no elements in common, 41m B has nothing in it at all. We would still like, however, to call 4M B a set. We therefore make the following definition. FIGURE 1. 1.2C. DEFINITION, We define the empty set (denoted by @) as the set which has no elements. Thus {1,2} (3,4) =@. Moreover, for any set A we have AU@=A and ANG=G (verify!). 12D. permvrrion. If A and B are sets, then B—A (read “B minus A”) is the set of all elements of B which are not elements of 4. Symbolically, B-A={x|x@B,x@A). Thus if A, B are as in (1) of Section 1.2A, B—A ={4,5). See Figure 2. There are relations for sets that correspond to the < and > signs in arithmetic. We now define them. FIGURE 2. 1.2E. DEFINITION. If every element of the set A is an element of the set B, we write ACB (read “A is contained in B” or “A is included in B”) or BD A (read “B contains A”), If A CB, we say that A is a subset of B. A proper subset of B is a subset 4 CB such that A+B. (See Figure 3.) 6 ‘SETS AND FUNCTIONS ACB FIGURE 3. Thus if A=(1,6,7}, B={1,3,6,7,8}, C= {2,3,4,5,..., 100}, (1) then ACB but BZC (even though C has 99 elements and B has only 5), Also OCD and D CD for any set D. 1.2F. DEFINITION. We say that vo sets are equal if they contain precisely the same elements. Thus A= 8B if and only if AC B and BCA (verify!). Note that for B and C in (1) of 1.2E, none of the relations BCC,C ¢ B,C=B hold. 1.2G. It is often the case that all sets A,B,C,... in a given discussion are subsets of a “big” set S. Then S—A is called the complement of A (relative to S), the phrase in parentheses sometimes being omitted. For example, the set of rational numbers is the complement of the set of irrational numbers (relative to the reals). When there is no ambiguity as to what S is we write S— A =A’. Thus A” (meaning (4’)’] is equal to A. Moreover, S= AU A’. See Figure 4. We now prove our first theorem. 1.2H. THEOREM. If A,B are subsets of S, then (AUBY=4'nB’ qd) FIGURE 4, 1.2 OPERATIONS ON SETS 7 and (AN BY =A'UB". (2) These equations are sometimes called De Morgan’s laws. PRooF: If x€(4U BY’, then x@4U B. Thus x is an element of neither A nor B so that x A’ and xB’, Thus x €4’n B’. Hence (AU BY CA‘ B’. Conversely, if ye A’'n B’, then yEA’ and yEB’, so that y#A and y@B. Thus y@AUB, and so y €(AU BY. Hence 4’ B’C(A U BY. This establishes (1). Equation (2) may be proved in the same manner or it can be deduced from (1) as follows: In (1) replace 4,B by 4’,B’ respectively, so that 4’,B’ are replaced by A” =A and B” = B. We obtain (4’U B’Y =n B. Now take the complement of both sides. Exercises 1,2 1. Let A be the set of letters in the word “trivial,” A ={a,i,l,r,t,0}. Let B be the set of letters in the word “difficult.” Find AU B,Am B,A — B,B—A. If S is the set of all 26 letters in the alphabet and A’=S$— A,B — B, find A’,B’,A’ B’. Then verify that A’ B’=(AU By. . For the sets A,B,C in Exercise | of Section 1.1, describe geometrically 4m B, BN GANC. Do the same for the sets A,B,C of Exercise 2 of Section 1.1. For any sets A,B,C prove that (AUB)UC=AU(BUC). This is an associative law for union of sets and shows that A U BUC may be written without parentheses. 5. Prove; for any sets 4, B,C, that (ANB)NC=AN(BNC). This is an associative law for intersection of sets. . Prove the distributive law AN(BUC)=(ANB)U(ANC). v ay a See Figure 5. FIGURE 5. AN(BUC)=(AN B)U(ANC) 7. Prove (AUB)~(AnB)=(4~B)U(B-A). 8 ‘SETS AND FUNCTIONS °° . True or false (that is, prove true for all sets 4, B,C, or give an example to show false): (a) (AUB)~C=AU(B-C). (b) (AUB)-A=B. (©) (ANB)U(BNC)U(ANC)=ANBNC. () (AUB)NC=AU(BNC). 9. True or false: (a) If AC Band BCC, then ACC. (b) If ACC and BCC, then AUBCC. (©) (0,150, 1). @) (x|lx1> 4} (y]Ly1> 4} = (lizl> 4}. 1.3. FUNCTIONS 1.3A. In the cruder calculus texts we see the following definition: “If to each x (in a set S) there corresponds one and only one value of y, then we say that y is a function of x.” This “definition,” although it embodies the essential idea of the function concept, does not conform to our purpose of keeping undefined terms to a minimum. (What does “correspond” mean?) In other places we see a function defined as a graph. Again, this is not suitable for us since “graph” is as yet undefined. However, since a plane graph (intuitively) is a certain kind of set of points, and each point is (given by) a pair of numbers, this will lead us to an acceptable definition of function in Section 1.3C. 1.3B. DEFINITION. If A,B are sets, then the Cartesian product of A and B (denoted AB) is the set of all ordered pairs* (a,b) where aE A and BEB. Thus the Cartesian product of the set of real numbers with itself gives the set of all ordered pairs of real numbers. We usually call this last set the plane (after we define the distance between pairs). See Figure 6. The lateral surface of a right circular cylinder can be regarded as the Cartesian product of a line segment and a circle. (Why?) We are now in a position to define function 1.3C. DEFINITION. Let 4 and B be any two sets. A function f from (or on) A into B is a subset of Ax B (and hence is a set of ordered pairs B. If the range of f is all of B, we say that f is a function from A onto B. In this case we sometimes write S:A=>B. Thus if f(x)=x?(— 00 B and if ¥ c B,Y CB, then SX NY =f XL NY). In words, the inverse image of the intersection of two sets in the intersection of the inverse images. PROOF: The proof is left as an exercise. The last two results concerned inverse images. Here is one about images. 13G. THEOREM. If f:A-—+B and X CA,Y CA, then S(XUY)=F(x)Us(Y)- In words, the image of the union of two sets is the union of the images. prooF: If bEf(X UY), then b=f(a). for some a€X UY. Either @EX or ae. Thus either b€ f(X) or bE f(Y). Hence bE f(X)US(Y) which shows f(X U Y)Cf(X)U S(Y¥). Conversely, if c&f(X)U f(Y) then either cE f(X) or cE f(¥). Then c is the image of some point in X or c is the image of some point in Y. Hence c is the. image of some point in Xu Y, that is cEf(X U Y). So f(XIUS(YICS(X U Y). 1.3H. Conspicuously absent from this list of results is the relation HXAVHALXas(V) forX ca, Yc. Prove that this relation need nor hold. 1.35. DEFINITION (THE COMPOSITION OF FUNCTIONS). If f:A-—+B and g:B—C, then we define the function gf by gf(x)=a[S(x)] (xEA). 12 ‘SETS AND FUNCTIONS That is, the image of x under gef is defined to be the image of f(x) under g. The function gef is called the composition of f with g. [Some people write g(f) instead of gf Thus gef:A—C. For example, if f(jaltsiny — (-aoY. If ACX,BCX, show that f(A)-f(B)Cf(A— B). B ~ 1.3 FUNCTIONS 13 eee f(x) =logx (O'B), and f-"(A)n f~'(B). Do your results agree with Sections 1.3E and 1.3F? Consider the sine function defined by f(xjssinx (-a B,g: B>C,h: C+D, prove that he(gof)=(heg)ef. 4 ‘SETS AND FUNCTIONS 13. For which of the following pairs of functions f and g is g an extension of f? (a) f(x)=x0< x< 0), |x|(— 00 R, we call f a real-valued function. If x€A, then f(x) (heretofore called the image of x under f) is also called the value of f at x. We now define the sum, difference, product, and quotient of real-valued functions. 14B. DEFINITION. If f:A->R and g:A—>R, we define f+ g as the function whose value at x€A is equal to f(x)+ g(x). That is, (St ax)=f(x)+8(x) (x EA). In set notation Ft a={KxS(x)+8(x)lxE4}. It is clear that f+ g:A—R. Similarly, we define f— g and fg by (f-s\(x)=f(x)~8(x)_ (x EA), (f)=S(x) a(x) (xEA). Finally, if g(x)#0 for all x@ A, we can define f/g by f ) f(x) =)()= eA). (slo-ga = The sum, difference, product, and quotient of two real-valued functions with the same domain are again real-valued functions. What permits us to define the sum of two real-valued functions is the fact that addition of real numbers is defined. In general, if f:A—>B,g:A—B, there is no way to define f+ g unless there is a “plus” operation in B. 1.4C. permurion. If f: A+R and c is a real number (c& R), the function cf is defined by (A\x)=elF()]_ (XE A). Thus the value of 3f at x is 3 times the value of f at x. 14D. For a,b real numbers let max(a,5) denote the larger and min(a,b) denote the smaller of a and 6. [If a=, then max(a,b)=min(a,b)=a=b.] Then we can define max(/,g) and min( f,g) for real-valued functions f,g. DEFINITION. If f:A-—>Rig:A—R, then max(J,g) is the function defined by max( f,g)(x)=max[f(x).g(x)] (+E), 1.4 REAL-VALUED FUNCTIONS, 15 and min({,g) is the function defined by min(f,g)(x)=min[ f(x),g(x)] (x4), Thus if f(x)=sin x(0< x <7/2),g(x)=cosx(0< x < 7/2) and h=max(f,g), then h(x)=cosx (0R, then |/| is the function defined by I=) eA). If a,b are real numbers, the formulae la—bl+atb max(a,b)= ; -ja—bl|tat+ min(a,b)= — 2a Slt at | 2 are easy to verify. (Do so.) From them follow immediately the formulae f-gl+fr max(f,g)= Hist inst : asitfts min(f,gy= ste for real-valued functions fg. 14E. In this section we consider sets which are all subsets of a “big” set S. If ACS, then A’= S—A (Section 1.2G). For each A CS we define a function x, as follows. DEFINITION. If ACS, then x, (called the characteristic function of A) is defined as xa(x)=l (xe A), xa(x)=0 (E41). The reason for the name “characteristic function” is obvious—the set 4 is char- acterized (completely described) by x,. That is, A = B if and only if x,=x,- The reader should verify the following useful equations for characteristic functions where A,B are subsets of S. Xaue=MAX(X4Xp), (1) Xan p= Min(X4sXa) = XaXp» Xa-p=Xa-Xe (provided BCA), Xa = 1 X4,* xsl Xg =0-F . But either xEA For example, to establish (1), suppose x 4U B. Then x4. 9(X)= * We are using I here to denote the real-valued function whose value at each x S is equal to the number | (that is, here 1 is the “function identically 1”). Thus the symbol | has two different meanings—one a number, the other a function. The reader will be able to tell from the context which meaning to assign. + The 0 denotes the function identically 0. 16 SETS AND FUNCTIONS or x€ B (or both), and so either x4(x)=1 or xp(x)=1. Thus max(x4.x_)(x)= 1. Hence T=xX4ya(x)=max(xyxe)(x) (¥EAUB) (2) If x@ AUB, then X4.,9(x)=0. But x€A’N B’ by (1) of Section 1.2H and hence xe A’ and x € B’ so that x4(x)=0=x,(x). Thus max(x4,xg)(x) =0. Hence O=X4ua(x)=max(xXyXe(x) — (X#AUB). (3) Equation (1) now follows from (2) and (3). Exercises 1.4 1. Let f(x)=2x(— 00 B and xz is the characteristic function of EC B, of what subset of A is xg°f the characteristic function? |. Use whatever concept of continuity you possess to answer this question and the next one. Is there a characteristic function on R that is continuous? Do there exist three such functions? . Draw the graphs of two continuous functions f and g with the same domain. Would you guess the max(/,g) and min(/,g) are continuous? nv p a 1.5 EQUIVALENCE; COUNTABILITY According to the definition of function, if f:A—B, then each element aE A has precisely one image f(a) B. It often happens, however, that some element b in the range of f is the image of more than one element of 4. For example, if f(x) =x?(— 0 B and f is 1-1, then the function f~' (called the inverse function for /) is defined as follows: Iff(a)=6, thenf~(b)=a (bin range of f). (ly Thus the domain of f~! is the range of f and the range of f~! is A (the domain of f). The 1.5 EQUIVALENCE; COUNTABILITY 7 definition of the function f~! is consistent with the definition of inverse image in Section 1.3C. For if f is I-1 and f(a)=5, then the inverse image of {b} is {a}. That is, f7({b})= (a}. If we omit the braces, we obtain (1). ° For example, if g(x)=x7(0 B and f is 1-1, then f is called a 1-1 correspondence (between A and B). If there exists a 1-1 correspondence between the sets A and B, then A and B are called equivalent. Thus any two sets containing exactly seven elements are equivalent. The reader should not find it difficult to verify the following. 1, Every set A is equivalent to itself. 2. If A and B are equivalent, then B and A are equivalent. 3. If A and B are equivalent and B and C are equivalent, then A and C are equivalent. We shall see presently that the set of all integers and the set of all rational numbers are equivalent, but that the set of all integers and the set of all real numbers are not equivalent. First let us talk a little bit about “infinite sets.” 1.5D. The set A is said to be infinite if, for each positive integer n, A contains a subset with precisely n elements.* Let us denote by / the set of all positive integers— T= (1,2... Then / is clearly an infinite set. The set R of all real numbers is also an infinite set. The reader should convince himself that if a set is not infinite, it contains precisely n elements for some nonnegative integer n. A set that is not infinite is called finite. It will be seen that there are many “sizes” of infinite sets. The smallest size is called countable. 1.5E DEFINITION. The set A is said to be countable (or denumerable) if 4 is equivalent to the set / of positive integers. An uncountable set is an infinite set which is not countable. Thus 4 is countable if there exists a 1-1 function f from / onto A. The elements of A are then the images f(1),/(2),..., of the positive integers— A=(F(I)f(2)--}s [where the f(i) are all distinct from one another]. tif nisa {1 2yeeesn)” sitive integer, then the statement “B has » elements” means “B is equivalent to the set 18 SETS AND FUNCTIONS Hence, saying that 4 is countable means that its elements can be “counted” (arranged with “labels” 1,2,...). Instead of f(1),f(2),-.., we usually write a),a,,.... For example, the set of all integers is countable. For by arranging the integers as 0,-1,+1,—2,+2,..., we give a scheme by which they can be counted. [The last sentence is an imprecise but highly intuitive way of saying that the function f defined by s(n= 2 (n=1,3,5,. fast (1=2,4,6, is a 1-1 correspondence between J and the set of all integers. For f(1),f(2),... is the same as 0,—1,1,—2,2,....] See Figure 9. This example shows that a set can be equivalent to a proper subset of itself. The same reasoning shows that if A and B are countable, then so is AU B. For A can be expressed as A = {a),a3,...} and similarly B={b,,b,,...}. Thus ,B,,d3.6y.43,D3,.-. 18 a scheme for “counting” the elements of AU B. (Of course, we must remove any 6, which occurs among the q,’s so that the same element in A U B is not counted twice.) FIGURE 9. Diagram of a 1-1 correspondence between the set of positive integers and the set of all integers 1.5. EQUIVALENCE; COUNTABILITY 19 The following theorem gives a much stronger result. 1.5F. THEOREM. If 4,,A.,... are countable sets, then* U%.,4, is countable. In words, the countable union of countable sets is countable. proor: We may write 4,=(al,al,al,...},42= (a3,a3,03,...)s04,= {ah 4,a$,...), so that af is the kth element of the set 4,. Define the height of aj to be/+ k. Then a} is the only element of height 2; likewise a} and a? are the only elements of height 3; and so on. Since for any positive integer m> 2 there are only m—1 elements of height m, we may arrange (count) the elements of US.,4, according to their height as 1 @alalaaiat },4},4},43,43,d},a},..., being careful to remove any aj that has already been counted. Pictorially, we are listing the elements of U2.,A, in the following array) and counting them in the order indicated by the arrows: at alata aa Wa ab L274 4 af af. The fact that this counting scheme eventually counts every aj proves that U%,A,, is countable. We obtain the following important corollary. 1.5G. COROLLARY. The set of all rational numbers is countable PRooF: The set of all rational numbers is the union Uaeien where E,, is the set of rationals which can be written with denominator n. That is, E, = {0/n,—1/n,1/n,—2/ n,2/n,...}. Now each E, is clearly equivalent to the set of all integers and is thus countable. (Why?) Hence the set of all rationals is the countable union of countable sets. Apply L.5F. It seems clear that if we can count the elements of a set we can count the elements of any subset, We make this precise in the next theorem. 1.5H. THEOREM. If B is an infinite subset of the countable set A, then B is countable. PROOF: Let A={dj,a,,...}. Then each element of B is an a;. Let n, be the smallest subscript for which a,,€ B, let n, be the next smallest, and so on. Then B= {4y,dy.---}- The elements of B are thus labeled with 1,2,..., and so B is countable. 1.51. CoROLLARY. The set of all rational numbers in [0,1] is countable. PRooF: The proof follows directly from 1.5G and 15H. * We have not used the symbol U%.4,'before. It means, of course, the set of all elements in at least one of the A,. 20 SETS AND FUNCTIONS Exercises 1.5 VM 1. Which of the following define a I-1 function? (a) f(x) = e*(-0B and g:B->C and both f and g are I-l, is g°f also 1-1? (b) If f is not 1-1, is it still possible that gef is 1-1? (c) Give an example in which fis 1-1, g is not 1-1, but gef is 1-1. . Let P, be the set of polynomial functions f of degree n, a S (x)= agx" + ayx" +++ +a, xt ay, where n is a fixed nonnegative integer and the coefficients do,aj,...,a, are all integers. Prove that P, is countable. (Hint: Use induction.) Prove that the set of all polynomial functions with integer coefficients is countable. . Prove that the set of all polynomial functions with rational coefficients is countable. (Hint: This can be done by retracing the methods used in the preceding two problems.) However, also try this: Every polynomial g with rational coefficients can be written g=(1/N)f where f is a polynomial with integer coefficients and N is a suitable positive integer. (Verify.) The set of all g that go with a given N is countable (by Exercise 4 of Section 1.5). Finish the proof. 6. We are assuming that every (nonempty) open interval (¢,6) contains a rational (Introduction). Using this assumption, prove that every open interval contains infinitely many (and hence countably many) rationals. 7. Show that the intervals (0, 1) and (0, 1] are equivalent. (Hint: Consider separately the rationals and irrationals in the intervals.) . Prove that any infinite set contains a countable subset. . Prove that if A is an infinite set and x A, then A and A— {x} are equivalent. (This shows that any infinite set is equivalent to a proper subset. This property is often taken as the definition of infinite sets.) 10. Show that the set of all ordered pairs of integers is countable. 11. Show that if A and B are countable sets, then the Cartesian product A x B is countable. 12. Prove that the family of all finite subsets of a countable set is itself countable. 13. (a) If fis a 1-1 function from A onto B, show that folef(xj=x (xEA), and fof-(y)=y — (yEB). (b) If g:C-—»A and A=feg, show that g=f~!eh. ye © 9 6 REAL NUMBERS This section is out of logical order. We shall not at this time define the terms “decimal expansion,” “binary expansion,” and so on; rather, we rely here on the reader's experience and intuition. These terms, and the assumptions concerning them, are discussed carefully in Chapter 3. Insofar as the logical development of this book is concerned, this section could be ignored. Insofar as examples and understanding are concerned, however, this section should definitely not be ignored. We have not as yet given an example of an infinite set that is not countable. We shall soon see that the set R of all real numbers provides such an example. 1.6 REAL NUMBERS 21 We shall assume that every real number x can be written in decimal expansion. ay ay ay aya30+ = b+ + + 10" 10 * 10° where the a, are integers, 0 is the decimal expansion for some real number. (We have not defined the real numbers. Hence we now take these relations between decimal expansion and real numbers as assumptions. As we presently show, however, they are consequences of the more basic axiom 1.7D.) 1.6A. THEOREM. The set [0,1]={x|0< x <1} is uncountable. PROOF: Suppose {0,1] were countable. Then (0,1]={x,,x,,..-) where every number in (0, 1) occurs among the x;. Expanding each x; in decimals we have x,=0.atalal+- =O.atata? x, =0.azaza}- +» O.afafay--- Let b, be any integer from | to 8 such that b, a}. Then let , be any integer from | to 8 such that 6% a}. In general, for each n= 1,2,..., let ®, be any integer from | to 8 such that 6, #a,". Let y=0.b,5,-++5,-++. Then, for any'n, the decimal expansion for y differs from the decimal expansion for x, since ,#4,". Moreover, the decimal expansion for y is unique since no 6, is equal to 0 or 9. Hence y#x, for every n. Since 0< y <1, this contradicts the assumption that every number in [0,1] occurs among the x;. This contradiction proves the theorem. 1.6,B, COROLLARY. The set R of all real numbers is uncountable. pRooF: By 1.5H, if R were countable, then [0,1] would be countable, contradicting 1.6A. Hence R is uncountable. Here is another proof of 1.6B. Suppose R were countable—R= {x,,xz,...}. Let J; be the interval (x, —},x, +4), let J; be the interval (x,—},x)+ }), and in general, for each positive integer n, let J, denote the interval (x,—27*~!,x, +27"). Then the length of J, is 2-* so the sum of the lengths of all the /, is 2-'+2-2+27?+--- =1, But x, EJ, so that R=U%.{%,}C UJ. But then the whole real line (whose length is infinite) would be covered by (contained in) a union of intervals whose lengths add up to 1. This seems to be a contradiction. Is it? 1.6C. In addition to decimal expansions it is useful to consider binary and ternary expansions for real numbers. 22 SETS AND FUNCTIONS The binary expansion for a real number x uses only the digits 0 and 1. For example, 0.a,a,a3°-> means a,/2+4,/2?+4,/2°++-> so that 2), 2), (2), H=s4+4+4=0.1101000--- (2), where the (2) denotes binary expansion. Similarly, the ternary expansion of a real x uses the digits 0, 1,2. Thus X=O0.bib9b3°°- (3) means bby oot For example, 4=0.1000--- (3), 4=0.0222-+- Q), F=O1IM. (3), gaktl=021M-- (3). The ternary expansion for a real number x is unique except for numbers such as } with two expansions, one ending in a string of 2’s, the other in a string of 0's. 1.6D. The following set serves as a useful example later on. DEFINITION. The Cantor set K is the set of all numbers x in [0,1] which have a ternary expansion without the digit 1. Thus the numbers }=0,0222--- (3) and 3=0.20000--- (3) are in K, but any x such that }B and the range of f is uncountable, prove that the domain of f is uncountable. 2. Prove that if B is a countable subset of the uncountable set 4, then A—B is uncountable, . Prove that the set of all irrational numbers is uncountable. . If a,b R and aL, then M cannot be a l.u.b. for A since LZ is an ub. and L< M. Similarly, no set can have more than one g.l.b. It is not at all obvious that a nonempty set A which is bounded above necessarily has a lu.b. This is the subject of the least upper bound axiom to be given shortly. First we give some examples. If B=(4,3,...,2"-1)/2",...}, then g.ib..e,x=4 and Lu.b..e,x= 1. (Verify!) Note that the g.l.b. for B is an element of B but that the l.u.b. for B is nor an element of B. The set (3,4) (open interval) does not contain either its g.Lb. or its l.u.b., which are 3 and 4 respectively. The g.l.b. for J is 1. There is no l.u.b. since J is not bounded above. The g.l.b. and the L.u.b. for (0} are both equal to 0. According to our definitions, the empty set © is bounded since @C{M,N] for any interval [M,N]. Thus every number N € R is an u.b. for @ and so © does not have a Lub. The following axiom would be a theorem if we were to develop set theory carefully and then construct the real numbers from the definition. Since we are not doing this we call it an axiom. 1,7D. LEAST UPPER BOUND AxioM. If A is any nonempty subset of R that is bounded above, then 4 has a least upper bound in R. This axiom says roughly that R (visualized as a set of points on a line) has no holes in it. The set of all rational numbers does have holes in it. (That is, the 1.u.b. axiom does not hold if R is replaced by the set of all rationals.) For example, if 4=(1,1.4,1.41, 1.414,...}, then (in R) the Lu.b. for A is V2 which is not in the set of rationals. Thus if we had never heard of irrational numbers, we would say that A had no Lu.b. Our assumptions about the relation between real numbers and decimal expansions are consequences of the l.u.b. axiom 1.7D. We show how to deduce them in the next chapter. The statement for g.l.b. corresponding to 1.7D need not be taken as an axiom. It can be deduced from 1.7D. 1.7E. THEOREM. If A is any nonempty subset of R that is bounded below, then A has a greatest lower bound in R. : PRooF: Let BCR be the set of all xR such that — x EA. (That is, the elements of B are the negatives of the elements of A.) If M is a lower bound for A, then — M is an upper bound for B. For if xB, then —xGA and so M<~—x,x<—M. Hence B is bounded above so that, by 1.7D, B has a l.u.b. If @ is the l.u.b. for B, then — @ is the g.l.b. for A. Verify.) One interesting consequence of the least upper bound axiom is the following result called the Archimedean property of the real numbers. 1.7F. THEOREM. If a and b are positive numbers, then there exists n€/ such that na > b. (Thus no matter how small a is or how large 6 is, there is an integral multiple of a that is greater than 6.) 26 ‘SETS AND FUNCTIONS PROOF: Let A=({nainé1}. If the theorem were false, then b would be an upper bound for 4. Hence by 1.7D, the set A would have a least upper bound. Let B=I.u.b.A. Then, since B is the /east upper bound, the number B—q is not an upper bound for A so that B—a gb. y= Lub. x. yes xEd 5. If A is a nonempty bounded subset of R, and the g.l.b. for 4 is equal to the ub. for A, what can you say about A? SEQUENCES OF REAL NUMBERS 2.1 DEFINITION OF SEQUENCE AND SUBSEQUENCE Our intuitive concept of the term “sequence of numbers” involves not only a set of numbers but also an order—there is a first number, a second and so on. That is, for each positive integer 1, 2, 3,..., there is “associated” a number in the sequence. We make this precise in the following definition. 2.1A. DEFINITION. A sequence S={5,}%, of real numbers is a function from J (the set of positive integers) into R (the set of real numbers). The notation* {s,}%., is classical. The real number , is (by definition) S'(i). Instead of S or {5;}%,, we sometimes write s,, 53.... The number s,(i=1,2,...) is called the ith term of the sequence. Sequences such as {5,}%. _,, or {5,}*%, (M a positive integer) may also be defined. We leave these definitions to the reader. Unless otherwise stated, we use sequence to mean {s,}72—a function with domain J. There is, of course, no reason to restrict the definition of sequence to sequences of real numbers. In later sections we use sequences of sets and sequences of functions. For example, if X is any set, then a sequence {£,}%., of subsets of X is defined as a function from J into the class of all subsets of X. 2.1B. DEFINITION. Having defined sequence we would now like to formulate the con- cept of subsequence. Even though the idea of subsequence is easy to visualize, it is not quite obvious how to define subsequence making sure that a subsequence is still a ‘It does not matter what subscript is used. We sometimes use j, k, J, m, or n. That is, (5)2r=(5)721 =()e In addition, do not confuse the sequence (5,)%_, with the set (5;,5...)- For example, if s,=2(n€ 1), then the set A ={s,,52,...} contains only one element. That is, A= {2}. The sequence {s,}2 1, considered as a set (Gince it is a function), has infinitely many elements. In set notation {5p}ter= (4m, 2/0 1) 27 28 SEQUENCES OF REAL NUMBERS, sequence. (Try it.) In reading the next paragraph, use whatever intuitive idea of “subsequence” you have. If 5,,53,... is a sequence, a subsequence is usually written s,,, 5,,...-. That is, from the original sequence we “keep” only those terms whose subscripts are 7, mz,.... But these numbers 7), Mz... themselves form a subsequence of the sequence of positive integers 1, 2, 3,.... Thus we first define “subsequence of the sequence of positive integers” and then define subsequences of an arbitrary sequence of real numbers. 2.1C. DEFINITION. A subsequence N of {n}%, (the sequence of positive integers) is a function from J (the set of positive integers) into / such that N()k (KEL). » 2.2 UMIT OF A SEQUENCE The concept of limit is one of the most important (and conceivably the most difficult) in analysis. In this section we define the limit of a sequence (function on J). Limits for other functions are discussed in the aaa chapter. Roughly speaking, the sequence {s,}., has the limit L if s,—Z is “small” for all sufficiently large values of n. From this crude description, we would expect that the sequence 1,1,1,...,has the limit 1, that the sequence 1,4,4,..., has the limit 0, and the sequence |, -23, —4,..., does not have a limit. We shall see that our intuition in these cases is correct. In other cases, for example {nsin(7/1)}®.,, our intuition is not sharp enough to tell if a given sequence has a “limit” or to compute the “limit” if there is one. We need a precise definition of “limit of a sequence” and enough theorems about the definition to make computations easy. 2.2A. DEFINITION. Let {s,}%., be a sequence of real numbers. We say that s, approaches the limit L (as n approaches infinity), if for every «>0 there is a positive integer N such that |s,-Li). (ly If 5, approaches the limit L we write lim s,= 5,2L (n>). Instead of “s, approaches the limit L” we often say that the sequence {s,}%_, has the limit L. We ce the fact that our definition requires that L be a real number. Thus lim, = L means that for any €>0, the inequality |s,- L|<« must hold for * The phrase “as n approaches infinity” is part of the definition. We are not defining “infinity.” 30 ‘SEQUENCES OF REAL NUMBERS all values of n except at most a finite number—namely, n= 1,2,...,N—1. The value of N will, in general, depend on the value of e. Thus for a given (s,)%,, the proof that lim,_.5,= L consists, upon being given an €>0, of finding a value of N such that Is, Ll N). There is no need to find the smallest value of N for which (1) holds. If, for each «>0, any N for which (1) is true has been found, this proves lim,_...,= L. Consider Figure 11. All of the s,, except for at most a finite number of n, must be inside the parentheses. FIGURE 11. Diagram of lim s, For example, consider the sequence 1,4,4,.... That is, consider (s,}%., where 5,=1/n (n=1,2,...). We would naturally guess that this sequence has the limit L=0. Let us prove this. Given ¢>0 we must find N so that (1) holds. In this case (1) reads : [5 -9|<« (n>), or tec (n> N). (2) Thus if we choose N so that 1/NN. Now 1/N1/e. Hence if we take any NEJ such that N’>1/e, then (1) will hold for this sequence (s,)%_, with L=0. This proves lim,_,.. |/n=0. Note that the limit 0 is not equal to any term of the sequence. Let us now examine the sequence {s,}%., where s,=1 (n=1,2,...). We have pre- viously guessed that this sequence has the limit L=1. To prove this we note that 5,— L=1—1=0 so that for any e>0, |s,-Ll 1). Thus in this case, for any ¢>0 we can make (1) hold by taking N=. (This is one of the rare cases where N does not depend on e.) This proves lim,_., | For a third example, consider {s,)% ©, where 5, =n (n=1,2,...)—that is, consider the sequence 1,2,3,.... We shall prove this sequence does not have a limit. Assume the contrary. Then lim,_,,.5,=L for some LER. Then for any ¢ there is an N for which (1) holds, in particular, for ¢=1 there is an N for which (1) holds: |s,-L|<1 (n> N). This is equivalent to -I) L-1). 2.2. LIMIT OF A SEQUENCE | 3 The last statement says that all values of m greater than N lie between L~1 and L+1. This is clearly false and the contradiction shows that {s,)%_,=(n}®., does not have a limit. The last example shows that a sequence whose terms get “too big” cannot have a limit. This is not the only kind of sequence that does not have a limit. Consider the sequence {5,}%., where s,=(—1)" (n=1,2,...). The terms of this sequence are —1,1,—I,1,.... Suppose there were an LER for which lim,_,.,s,=L. Then for «= 4 there would be an NEI such that (1) holds. That is, (-Y"-L<$ (aN). 3) For n even (3) says I-Z1 <3; (4) while for n odd (3) says L0 we must find (calculate) N EJ such that 2n é a <« (n>). (6) The inequality (6) is equivalent to 2n-2n—-8n'/? << (n> N), n+4n'/2 32 SEQUENCES OF REAL NUMBERS or nl? : : aia <6 (PN) (7) Now the left side of (7) is less than 8n'/2/n=8/n'/2, (Why?) Hence (7) will be true if 8 ; a Se (2? ). (8) If we choose N so that 8/N'/?<¢, that is, choose N >64/e?, then (8) will certainly be true. (For 8/n'/?<8/N'/? if n>N.) We have thus shown that if N is any positive integer greater than 64/e?, then (8) and hence (7) and finally (6) will be true. This proves Titty seo Sy = 2+ Our intuition tells us that a sequence of nonnegative numbers cannot have a negative limit. This we now prove. 2.2B, THEOREM. If {5,}%., is a sequence of nonnegative numbers and if lim, then L >0. =L, noe Sn PROOF: Suppose the contrary, namely that L<0. Then for «= ~L/2 there exists NeJ such that In-Li< (n>), In particular Iy-Li< 34, which implies sy Lee or ek But, by hypothesis, sy 2 0. This implies L >0, contradicting our supposition that L <0. Hence L>0. This proof is a precise way of saying the following: If s, gets “arbitrarily close” to L when n is “large,” and L <0, then s, <0 for sufficiently large n. Exercises 2.2 1. If {5,}2; is a sequence of real numbers, if 5, 0, prove L< M. 3. If {5,}%_, is a sequence of real numbers and if, for every «>0, nro Sn = Ly |s,- L] N) where N does nor depend on ¢, prove that all but a finite number of terms of (5,)%., are equal to L. 2.3 CONVERGENT SEQUENCES 33 4, (a) Find N EJ such that 2n a (n>). (b) Prove lim, ,..2n/(n+3)=2. 5. (a) Find N EJ so that 1/Va+1 <0.03 when n> N. (b) Prove that lim, ,.1/Vi4+1 =0. 6. If @ is a rational number, prove that the sequence {sinn!@m)%_, has a limit. . For each of the following sequences, prove either that the sequence has a limit or that the sequence does not have a limit. n> \o (@) { n+5 } (alte 0 (a2, (a) Prove that the sequence {107/n}%_, has limit 0. (b) Prove that {1/10’}*_, does not have a limit. (c) Note that the first 10’ terms of the sequence in (a) are greater than the corresponding terms of the sequence in (b). This emphasizes that the existence of a limit for a sequence does not depend on the first “few” (“few” = “any finite number”) terms. 9. Prove that (n—1/n}2_, does not have a limit. 10. If s,=5"/n!, show that lim, ,..5,=0. (Hint: Prove that s, <(5°/5!)(5/n) if n>5.) 11. If P is a polynomial function of third degree, ~ P(x)=axr+bxttextd — (a,b,e,d,.xER), prove that eet eee 2.3 CONVERGENT SEQUENCES 2.3A. DEFINITION. If the sequence of real numbers (s,}%., has the limit L, we say that (s,}221 is convergent to L. If (5,}%., does not have a limit, we say that (5,}"., is divergent. From the examples of the last section we see that the sequences 1,1,1,... and 1,3,4,... are convergent (to the limits 1 and 0, respectively) and that the sequences 1,2,3,... and —1,+1,—1,+1,... are divergent. We now prove that a sequence cannot converge to more than one limit. 2.3B. THEOREM. If the sequence of real numbers {s,}%., is convergent to L, then (5,}%.1 cannot also converge to a limit distinct from L. That is, if lim,_..98,=L and lim, y05,= M, then L=M. 34 SEQUENCES OF REAL NUMBERS PRooF: Assume the contrary. Then L#M so that |M—L|>0. Let «= 4|M-—L|. By the hypothesis lim,_,,.5, = Z there exists N, €/ such that In-Li). Similarly, since lim,_.98,=M there exists N,€/ such that In—-Ml). Let N=max(N,,N;). Then N'>N, and N > N; so that both |sy—L] and |sy—M| are less than e. Thus, |M— L}=|(sy—L)—(sy—M)| < [sy — L] + [sy — M|<2e=|M— Lh, which implies |M—L|<|M—L], This contradiction shows M=L, which is what we wished to show, The next result is almost obvious. In fact it is obvious, so the proof is left to the reader. 2.3C. THEOREM. If the sequence of real numbers {s,}%., is convergent to L, then any subsequence of {5,}. is also convergent to L. There is a useful corollary. 2.3D. COROLLARY. All subsequences of a convergent sequence of real numbers con- verge to the same limit. PROOF: If the sequence S converges to L then, by 2.3B, 5 converges to no other limit. By 2.3C, then, all subsequences of $ converge to L (and to no other limit). This corollary yields an easy proof that S={(—1)"}2, is divergent. For both I,1,1,... and —1,—1,—1,... are subsequences of S and converge to different limits. The example {(—1)"}#., shows that a divergent sequence may have a convergent subsequence. The example’ {n}_, shows that a divergent sequence need have no convergent subsequence. . : Here are some more examples. If @ is a rational number, 0<@<1, and S= {sinnOz}®_,, then S is divergent. For we can write 0=a/b where a and 6 are integers and 6>2. The terms of S for n=6,26,36,... are sinaz,sin2az,sin3az,.... Thus S contains the subsequence 0,0,0,.... But the terms of S for which n=b+1,26+1,3b+ 1,... are sin(aw+ am/b),sinan+az/b),sinGar+ar/b),... or (—1)*sin¢ar/b),(— 1)**sin(az/5),(— 1)**sin(az/b),.... These terms all have absolute value sin(a7/b) and hence do not approach 0. Thus S contains a subsequence which has the limit 0 and a subsequence which (may or may not converge but certainly) does not have the limit 0. By 2.3D, S is divergent. For 0=0 or @=1 the sequence (sinnOz}®_, is clearly convergent to 0. It may be shown that if 8 is irrational, then {sinnOr}®_, is divergent. This, however, is somewhat more difficult. Exercises 2.3 l. For any @,6€R show that Ilal—lol|

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