Lecture 1

1 Sets
1.1 Sets and Subsets
A set is a collection of distinct objects satisfying certain properties. The
objects in the collection are called elements or members.
Given a set A; we write “x ∈ A” to say that x is an element of A or x
belongs to A; and write “x 6∈ A” to say that x is not an element of A or
x does not belong to A. Sets are usually denoted by uppercase letters such
that A, B, C, . . .; elements of sets are usually denoted by lowercase letters
such that a, b, c, . . . .
There are two ways to express a set. One is to list all elements of the set;
the other one is to point out the attributes for the elements of the set. For
instance,
A = {1, −1}; B = {x | x real number, x2 = 1}.
A set A is called a subset of a set B, written A ⊆ B, if every element
of A is an element of B. Two sets A and B are said to be equal, written
A = B, if A ⊆ B and B ⊆ A.
The set without any element is call the empty set, denoted ∅. The empty
set may be exhibit as ∅ = { }. There is only one empty set. The empty set
∅ is a subset of any set.
We constantly use subsets of the following sets in the course.
P: = the set of all positive integers.
N: = the set of all nonnegative integers.
Z: = the set of all integers.
Q: = the set of all rational numbers.
R: = the set of all real numbers.
C: = the set of all complex numbers.

1.2 Intersection and Union

Let A and B be sets. The intersection of A and B, written A ∩ B, is the
set consisting of all elements which belongs to both sets, i.e.,
A ∩ B = {x | x ∈ A and x ∈ B}.
The union of A and B, written A ∪ B, is the set consisting of all elements
that belong to either A or B, i.e.,
A ∪ B = {x | x ∈ A or x ∈ B}.

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The intersection and union of finite number of sets A1 , A2 , . . . , An are defined
respectively as follows:
n
\
A 1 ∩ A 2 ∩ · · · ∩ An = Ai ,
i=1

n
[
A 1 ∪ A 2 ∪ · · · ∪ An = Ai .
i=1
Similarly, for infinitely many sets A1 , A2 , . . ., their intersection and uion are
defined as ∞
\
Ai = {x | x ∈ Ai for all i},
i=1
∞
[
Ai = {x | x ∈ Ai for some i}.
i=1

1.3 Difference
Let A and B be two sets. The difference from A to B is the set

A − B := {x | x ∈ A and x 6∈ B};

it is also called the relative complement of B in A.

1. If A = {x | x ∈ R, 0 ≤ x ≤ 3}, B = {x | x ∈ R, 1 ≤ x < 2}. Then

A − B = {x | x ∈ R, 0 ≤ x < 1} ∪ {x | x ∈ R, 2 ≤ x ≤ 3}.

2. If A = {x | x ∈ R, 0 ≤ x ≤ 2}, B = {x | x ∈ Q, 1 < x ≤ 3}, then

A − B = {x | x ∈ R, 0 ≤ x ≤ 1} ∪ {x | x irrational, 1 < x < 2}.

When we only consider subsets of a particular set U , we sometimes refer

the set U a universal set. (A universal set is not universal, not including
everything.) If so, we refer the relative complement U −A for a subset A ⊂ U
to just complement and is denoted by Ac .
Let A and B be sets. We have the DeMorgan Law:

(Ac )c = A, (A ∩ B)c = Ac ∪ B c , (A ∪ B)c = Ac ∩ B c .

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2 Power Set
The power set P(A) of a set A is the set of all subsets of A, that is,

P(A) := {S | S ⊆ A}.

If A = ∅, then P(A) = {∅}, which is not empty and contains exactly one
element; this unique element is the empty set ∅. If A = {a}, then P(A) =
{∅, {a}}. If A = {a, b}, then P(A) = {∅, {a}, {b}, {a, b}}. If A = {a, b, c},
then © ª
P(A) = ∅, {a}, {b}, {c}, {a, b}, {a, c}, {b, c}, {a, b, c} .

3 Product
The Cartesian product (or just product) of two sets A and B is the set

A × B := {(a, b) | a ∈ A and b ∈ B}.

The product of a finite family A1 , A2 , . . . , An of sets is the set

A1 × A2 × · · · × An := {(a1 , a2 , . . . , an ) | a1 ∈ A1 , a2 ∈ A2 , . . . , an ∈ An }.

The product of a finite family A1 , A2 , . . . , An of sets is the set

n
Y
A i = A 1 × A 2 × · · · × An
i=1
= : {(a1 , a2 , . . . , an ) | a1 ∈ A1 , a2 ∈ A2 , . . . , an ∈ An }.

4 Finite Sets
Proposition 1. If A and B are finite sets, then

|A ∪ B| = |A| + |B| − |A ∩ B|.

Proof. Let A ∩ B = {x1 , . . . , xk }. Then |A ∩ B| = k. We may write

A = {x1 , . . . , xk , a1 , . . . , al },

B = {x1 , . . . , xk , b1 , . . . , xm }.
Then |A| = k + l, |B| = k + m, and

A ∪ B = {x1 , . . . , xk , a1 , . . . , al , b1 , . . . , bm }.

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Thus

|A ∪ B| = k + l + m
= (k + l) + (k + m) − k
= |A| + |B| − |A ∩ B|.

Proposition 2. If A, B, and C are finite sets, then

|A ∪ B ∪ C| = |A| + |B| + |C| − |A ∩ B| − |A ∩ C| − |B ∩ C|

+A ∩ B ∩ C|. (1)

Proof. For the finite set A and B ∪ C, applying Proposition 1, we have

|A ∪ B ∪ C| = |A ∪ (B ∪ C)| = |A| + |B ∪ C| − |A ∩ (B ∪ C)|. (2)

Since A ∩ (B ∪ C) = (A ∩ B) ∪ (A ∩ C), applying Proposition 1 again, we

have
|B ∪ C| = |B| + |C| − |B ∩ C|, (3)
|A ∩ (B ∪ C)| = |(A ∩ B) ∪ (A ∩ C)| = |A ∩ B| + |A ∩ C| − |A ∩ B ∩ A ∩ C|, (4)
Notice that A ∩ B ∩ A ∩ C = A ∩ B ∩ C. Combine (2)–(4); we obtain (1).
Key Words: Subsets, intersection, union, relative complement, Venn dia-
gram, Cartesian product, cardinality, inclusion-exclusion.

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 Lecture 2

5 Proofs
5.1 Statements and Implication
A statement is a sentence that is either true or false, but not both.
(1) The squares of odd integer is odd.
(2) No real number has square equal to −1.
(3) Every positive integer is equal to a sum of two integer squares.
The sentence such as “How are you?” is not a statement.
Let P and Q be two statements. We say that P implies Q, written
P ⇒ Q, if whenever P is true then Q is also true. The statement “P ⇒ Q”
can be stated in three ways: If P then Q; Q if P ; P only if Q.
Example 1. Let P : x = 2; Q : x2 < 6. Then “x = 2 ⇒ x2 < 6” can be
stated in the following three ways.
If P then Q: If x = 2 then x2 < 6.
Q if P : x2 < 6 if x = 2.
P only if Q: x = 2 only if x2 < 6.
Example 2. Let P : It is raining; Q : The sky is cloudy. Then “It is raining
⇒ The sky is cloudy” can be stated in three ways.
If P then Q: If it is raining then the sky is cloudy.
Q if P : The sky is cloudy if it is raining.
P only if Q: It is raining only if the sky is cloudy.
Implication: “It is raining ⇒ The sky is cloudy.”

Assumption Deduction
It is raining The sky is cloudy
It is not raining No deduction possible
The sky is cloudy No deduction possible
The sky is not cloudy It is not raining

Two statements P and Q are said to be equivalent if P ⇒ Q and Q ⇒ P ,

written P ⇔ Q. We also say “P ⇔ Q” as “P if and only if Q.” For example,
x2 = 2 ⇔ x3 = 8; John is black ⇔ One of John’s biological parent is black.

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5.2 P ⇒ Q via Q̄ ⇒ P̄
The negation of a statement P is the opposite statement, “not P ,” written
as P̄ . We demonstrate that P ⇒ Q is equivalent to Q̄ ⇒ P̄ , which is called
the contrapositive form of P ⇒ Q.
Example 3. Let P : x = 2; Q : x2 < 6. We have
P ⇒ Q : x = 2 ⇒ x2 < 6.
Q̄ ⇒ P̄ : x2 ≥ 6 ⇒ x 6= 2.
Example 4. Let P : It is raining; Q : The sky is cloudy. Then
P ⇒ Q: If it is raining then the sky is cloudy.
Q̄ ⇒ P̄ : If the sky is sunshine then it is not raining.

5.3 Deduction
Example 5. (a) I am admitted to HKUST only if I am smart; (b) If I am
smart then I do not need to work; (c) I have to work.
Answer. We write
H : I am admitted to HKUST.
S : I am smart.
W : I have to work.

Then (a) H ⇒ S, (b) S ⇒ W̄ , (c) W . Thus W ⇒ S̄, S̄ ⇒ H̄. So H̄ is true,

i.e., “I am not admitted to HKUST.”

5.4 Direct Proof

Example 6. Prove that the square of odd integer is odd.
Proof. Let n be an odd integer. Then n is 1 more than an even integer, i.e.,
n = 2k + 1 for some integer k. Thus, n2 = (2k + 1)2 = 4k 2 + 4k + 1 =
4(k 2 + k) + 1. This means that n2 is 1 more than 4(k 2 + k), an even integer.
Hence n2 is odd.
n odd ⇒ n = 2k + 1 ⇒ n2 = 4(k 2 + k) + 1 ⇒ n2 odd.

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5.5 Proof by Contradiction
Suppose we wish to prove a statement P . We first assume that P is false,
that is, P̄ , then deduce a statement Q that is palpably false.
Example 7. Let n be an integer such that n2 is a multiple of 3. Then n is
also a multiple of 3.
Proof. Suppose n is not a multiple of 3. Then n = 3k + 1 or n = 3k + 2 for
some integer k. In the case n = 3k + 1, we have

n2 = (3k + 1) = 9k 2 + 6k + 1 = 3(3k 2 + 2k) + 1,

which is not a multiple of 3. In the case n = 3k + 2, we have

n2 = (3k + 2) = 9k 2 + 12k + 4 = 3(3k 2 + 4k + 1) + 1,

which is also not a multiple of 3. In both cases it is contradict to that n2 is

a multiple of 3.

Lecture 3

An example of non-proof:
√ √ √
Example 8. Show 2 + 6 < 15.
Wrong proof:
√ √ √ √ √
2+ 6<( 2 + 6)2 < 15
15 ⇒
√
8 + 2 12 < 15
⇒
√
2 12 < 7 ⇒
48 < 49. ⇒
√ √ √ √ √ √
Proof. Suppose 2 + 6 < 15 is not true, i.e., 2 + 6 ≥ 15. Then
√ √ √ √ √
2 + 6 ≥ 15 ⇒ ( 2 + 6)2 ≥ 15
√
⇒ 8 + 2 12 ≥ 15
√
⇒ 2 12 ≥ 7
⇒ 48 ≥ 49.

The conclusion “48 ≥ 49” is contradictory to “48 < 49.”

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5.6 Disprove by Counterexample
Proving a statement to be false is called disproving.
Example 9. Every positive integer is a sum of two integer squares.
Answer: This is not true because 3 can not be written as a sum of two
integer squares.

Sometimes it is difficult to prove directly a statement and is also diffi-

cult to find a counterexample. There are statements in mathematics (called
open problems) that we know they are sure either true or false, but not
both. However, we are just neither able to prove the statement nor to find
a counterexample. For instance, the following is one of many famous open
problems.
Example 10 (Goldbach Conjecture). Every positive even integer larger than
2 can be written as a sum of two primes.

5.7 Another Example of Non-proof

Since 4 = 2 + 2; 6 = 1 + 5; 8 = 3 + 5; 10 = 5 + 5; 12 = 5 + 7; 14 = 7 + 7;
16 = 5 + 11; 18 = 7 + 11; 20 = 7 + 13; 22 = 11 + 11; 24 = 11 + 13 are
true, then the statement is true. This is typically argued by non-professional
math fans. Of course, this is not a proof because we could not check all even
integers.
Example 11. How many integers are there between 1000 and 9999 which
contains the digits 0, 8, and 9 at least once?
Solution. Let S = {100, 1001, . . . , 9999}. For k = 0, 8, 9, let Ak denote the
subset of S, consisting of those integers that have no digit equal to k. Then
the union A0 ∪ A8 ∪ A9 is the set of integers in S which are missing either 0,
8, or 9. So the number we are asked for in question is

|S| − |A0 ∪ A8 ∪ A9 | = 9000 − |A0 ∪ A8 ∪ A9 |.

We therefore need to calculate |A0 ∪ A8 ∪ A9 |, which can be find by the

inclusion-exclusion formula. Note that A9 is the set of integers in S without
digit 9; each integer in A9 has four digits, the 1st digit has 8 choices, each of
the other three digits has 9 choices. Then |A9 | = 8 · 9 · 9 · 9 = 5832. Similarly,

|A8 | = 8 · 9 · 9 · 9 = 5832, |A0 | = 9 · 9 · 9 · 9 = 6561,

|A0 ∩ A8 | = |A0 ∩ A9 | = 8 · 8 · 8 · 8 = 4096, |A8 ∩ A9 | = 7 · 8 · 8 · 8 = 3584,

8
 |A0 ∩ A8 ∩ A9 | = 7 · 7 · 7 · 7 = 2401.
Thus

|A0 ∪ A8 ∪ A9 | = 5832 + 5832 + 6561 − 4096 − 4096 − 3584 + 2401 = 8850.

Therefore the answer is given by 9000 − 8850 = 150.

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 Lecture 4

6 Counting
6.1 Permutation and Combination
Let A1 , A2 , . . . , Ak be finite sets. If |A1 | = n1 , |A2 | = n2 , . . ., |Ak | = nk , it is
easy to see the Multiplication Rule
|A1 × A2 × · · · × Ak | = n1 n2 · · · nk .
In particular, if A1 = A2 = · · · = Ak = A and |A| = n, we have
|Ak | = nk .
A word of length k over A is an element of the form
a1 a2 . . . ak ,
where a1 , a2 , . . . , ak ∈ A. A word of length k is also called a k-arrangement
or k-permutation of A if the elements in the word are distinct. An n-
permutation of A is just called a permutation of A.
Proposition 3. Let A be a finite set with |A| = n. Then the number of
k-permutations of A, denoted by P (n, k), is given by
P (n, k) = n(n − 1) · · · (n − k + 1).
Proof. To form an arbitrary k-permutation a1 a2 · · · ak of A, there are n choices
for the 1st element a1 , n−1 choices for the 2nd element a2 , . . ., and n−(k −1)
choices for the kth (also last) element ak . Hence, by the Multiplication Rule,
the total number of possibilities is n(n − 1) · · · (n − k + 1).
Corollary 4. Let A be a finite set with |A| = n. Let
P (A, k) = {(a1 , a2 , . . . , ak ) ∈ Ak | all a1 , a2 , . . . , ak are distinct}.
Then
|P (A, k)| = n(n − 1) · · · (n − k + 1).
Let A be a finite set with |A| = n. The number of permutations of A is
n(n − 1) · · · 2 · 1. Since this number is constantly used in mathematics, n! is
the standard symbol for this number; i.e.,
n! = n(n − 1) · · · 2 · 1.
An r-subset of A is a subset with r elements. An r-subset of A is also called
¡ann ¢r-combination of A. The number of r-combinations of A is denoted by
k , read “n choose r.”

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Proposition 5. For non-negative integers n, k with n ≥ k,
³n´ n!
= .
k k!(n − k)!
¡ ¢
Proof. There are nk k-subsets of A. For each k-subset K of A, there are k!
ways to arrangement the elements of S. Thus
³n´
P (n, k) = k!.
k
n!
Note that P (n, r) = (n−k)! . It follows that
³n´ P (n, r) n!
= = .
r r! k!(n − k)!

¡ ¢ ¡ n ¢
Proposition 6. (a) nr = n−r .
¡ ¢ ¡ ¢ ¡ n−1 ¢
(b) nr = n−1
r + r−1 .
Let A = {1, 2, . . . , n}. We think of A as arry of boxes as follows

1 2 ··· n

Then an r-subset S may be considered as an array of boxes filled with 0 or 1,

where a box is filled with 0 if the element is not in the set S and filled with 1
if the element is in the set S. For instance, let A = {1, 2, 3, 4, 5, 6, 7, 8}. The
subset {2, 3, 5, 7, 8} can be represented by

1 2 3 4 5 6 7 8
0 1 1 0 1 0 1 1

Corollary 7. The number ¡of ¢words of 0 and 1 of length n with exactly r 1’s
and (n − r) 0’s is equal to nr .

Lecture 5

6.2 Binomial Theorem

Theorem 8 (Binomial Theorem). Let n be a positive integer, and let a, b be
real numbers. Then n ³ ´
X n r n−r
n
(a + b) = ab .
r=0
r

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Proof. Since (a+b)n = (a + b)(a + b) · · · (a + b), the expansion of the product
| {z }
r
is a sum of all ‘words’ of a and b with length n. The sum can be sorted into
a sum from 0 to n by collecting the like terms with exaxtly the same number
a’s and the same number of b’s. That is,
X
(a + b)n = {words of a and b with length n}
n
X
= {words of a and b with exactly r a’s and exactly (n − r) b’s}
r=0
n ³
X n ´ r n−r
= ab .
r=0
r

Corollary 9. For any positive integer n,

³ ´n Xn ³ ´
n r
1+x = x.
r=0
r

Proposition 10. (a) For integers r and n such that 0 ≤ r ≤ n,

µ ¶ µ ¶
n n
= .
r n−r

(b) For integers r, n such that 0 ≤ r < n,

µ ¶ µ ¶ µ ¶
n n−1 n−1
= + .
r r r−1

6.3 Multinomial Coefficients

Let S be a finite set with n elements. Let r1 , r2 , . . . , rk be nonnegative integers
such that n = r1 + r2 + · · · + rk . We denote by
µ ¶
n
r1 , r 2 , . . . , r k
the number of ways to partition S into a collection of ordered disjoint subsets
S1 , S2 , . . . , Sk such that

|S1 | = r1 , |S2 | = r2 , . . . , |Sk | = rk .

Theorem 11. µ ¶
n n!
= .
r1 , r 2 , . . . , r k r1 !r2 ! · · · rk !

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Proof. Let S be a set with |S| = n. For each ordered partition S1 , S2 , . . . , Sk
of S with |S1 | = r1 , |S2 | = r2 , . . ., |Sk | = rk , the 1st subset S1 has r1 !
permutations, the 2nd subset S2 has r2 ! permutations, . . ., and the kth subset
Sk has rk ! permutations; each permutation of S can be obtained in this way.
Hence µ ¶
n
r1 !r2 ! · · · rk ! = n!.
r1 , r 2 , . . . , r k

Let S be a set. A multiset M over S is a collection of objects from S that

the elements of S can be repeated; the repeated objects are indistinguishable.
For instance, the collection {a, a, b, c, c, c} is a multiset of 6 objects over the
set {a, b, c}; of course it is also a multiset over the set {a, b, c, d} with 0 copies
of d. Let M be a multiset of n objects over S. If S has k elements and is
ordered as S = {x1 , x2 , . . . , xk }, we say that a multiset M over S if of type
(r1 , r2 , . . . , rk ) if M has r1 copies of the 1st object x1 , r2 copies of the 2nd
object x2 , . . ., and rk copies of the kth object xk . For instance, {a, a, b, c, c, c}
is a multiset of type (2, 1, 3) over {a, b, c}, but a multiset of type (2, 1, 3, 0)
over {a, b, c, d}.
Theorem 12. Let M be a multiset of type (r1 , r2 , . . . , rk ) with n = r1 + r2 +
· · · + rk . Then the number of permutations of M is
µ ¶
n
.
r1 , r 2 , . . . , r k
In other words, this is the number of words of length n over a k-set, such
that the 1st, the 2nd, . . ., and the kth objects appear exactly r1 , r2 , . . ., and
rk times, respectively.
Proof. Let P (n; r1 , r2 , . . . , rk ) denote the number of permutations of M . To
figure out P (n; r1 , r2 , . . . , rk ), we may label the indistinguishable objects of
type i in M by numbers 1, 2, . . . , ri , where 1 ≤ i ≤ k, so that M becomes a
set N of n objects. There are n! permutations of N .
On the other hand, the permutations of N can be obtained by labelling
the objects in permutations of M . For each permutation of M , the objects
of the type i can be labelled by 1, 2, . . . , ri in ri ! ways, 1 ≤ i ≤ k. Then
each permutation of M produces r1 !r2 ! · · · rk ! distinct permutations of N . It
is clear that distinct permutations of M produce distinct permutations of N
in this labelling. Thus
P (n; r1 , r2 , . . . , rk )r1 !r2 ! · · · rk ! = n!.
n!
So we obtain the answer P (n; r1 , r2 , . . . , rk ) = r1 !r2 !···rk ! .

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6.4 Multinomial Theorem
Theorem 13 (Multinomial Theorem). Let n be a positive integer, and let
x1 , x2 , . . . , xn be real numbers. Then
X µ ¶
n
(x1 + x2 + · · · + xk )n = xr11 x2r2 · · · xrkk .
r1 +r2 +···+r =n
r1 , r 2 , . . . , r k
k
r1 ,r2 ,...,rk ≥0

Proof.
X³ ´
n
(x1 + x2 + · · · + xk ) = words of length n over {x1 , x2 , . . . , xk }
X µ words of length n over {x1 , . . . , xk } ¶
=
r1 +···+rk =n
with exactly r1 x1 ’s, . . ., rk xk ’s
X µ ¶
n
= xr11 xr22 · · · xrkk .
r1 +r2 +···+r =n
r1 , r 2 , . . . , r k
k
r1 ,r2 ,...,rk ≥0

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