RICHARD R. GOLDBERG The University of lowa YSIS SECOND EDITION JOHN WILEY & SONS, Inc.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 7 1. Sets and functions 3 1.1, Sets and elements 3 1.2. Operations on sets 4 1.3. Functions 8 1.4, Real-valued functions 14 1.5. Equivalence, countability 16 1.6. Real numbers 20 1,7. Least upper bounds 24 2. Sequences of real numbers 27 21. jon of sequence and subsequence 7 2.2. of a sequence 29 2.3. Convergent sequences 33 2.4. Divergent sequences 35 2.5. Bounded sequences 37 2.6. Monotone sequences 38 2.7. Operations on convergent sequences 4 2.8. Operations on divergent sequences 47 2.9, Limit superior and limit inferior 48 2.10. Cauchy sequences 54 2.11, Summability of sequences 58 vilvill 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) summability 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 Limits 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 Complete metric spaces Compact metric spaces 65 68 68 70 73 74 7 81 87 92 94 97 108 108 108 118 121 126 126 129 132 134 138 143 146 148 148 149 153 156 16010. CONTENTS Continuous functions on compact metric spaces Continuity of the inverse function Uniform continuity Notes and additional exercises for Chapters 4, 5, and 6 Cedculus 7.1. Sets of measure zero 7.2. Definition of the Riemann integral 7.3. _ Existence of the Riemann integral 7.4, Properties of the Riemann integral Derivatives Rolle's theorem The law of the mean Fundamental theorems of calculus 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 The binomial theorem L'Hospital’s rule Sequences and series of functions 9.1. Pointwise convergence of sequences of functions 9.2. Uniform convergence of sequences of functions 9.3. Consequences of uniform convergence 9.4. Convergence and uniform convergence of series of functions 9.5. Integration and differentiation of series of functions 9.6. Abel summability A continuous, nowhere-differentiable function Three famous theorems 10.1. The metric space C[a, 5] 163 166 167 71 179 179 180 186 188 193 200 203 205 21 218 224 224 226 228 230 235 242 245 252 252 255 260 264 268 271 277 280 280VW CONTENTS 10.2. 10.3. 10.4. 10.5. The Weierstrass approximation theorem Picard existence theorem for differential equations The Arzela theorem on equicontinuous families Notes and additional exercises for Chapters 9 and 10 The Lebesgue integral Wad, 11.2, 11,3. 11.4, 11.5. 11.6. 17. 11.8, 11.9. Length of open sets and closed sets Inner and outer measure. Measurable sets Properties of measurable sets Measurable functions Definition and existence of the Lebesgue integral for bounded functions Properties of the Lebesgue integral for bounded measurable functions The Lebesgue integral for unbounded functions ‘Some fundamental theorems The metric space £?[a,b]. 11.10. The integral on (— 00, 00) and in the plane Fourier series 12.1. 12.2. 12.3. 12.4. 12.5. 12.6. 12.7, Definition of Fourier series Formulation of convergence problems The (C, 1) summabi The £? theory of Fourier series of Fourier series Convergence of Fourier series Orthonormal expansions in £?[a,5] Notes and additional exercises for Chapters 11 and 12 Appendix: The algebraic and order axioms for the real numbers Special Symbols Index 283 287 292 355 355 358 362 364 369 373 380 388 395 399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 Cc 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 k is thus a rational number since we may write k=k/I. 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 O00 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+yl< lal +>] ()y and lxy| bl2 INTRODUCTION If a and b are real numbers, then the geometric interpretation of |a — d| is the distance from a to b (or from 6 to a). This interpretation is especially important for the understanding of the essential ideas in many of the proofs. If a, b, c are real numbers, the geometric meaning of the inequality Ja—b]<|a—cl+|c—b] 2) is that the distance from a to b is no greater than the distance from a to ¢ plus the distance from c to b. This should seem quite reasonable. See if you can prove (2). [Let x=a-c,y=c—b and use (1).] C. We assume the truth of laws of exponents such as a**”=a%a” for a>0 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 a and b are real numbers with aa. 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 bE A. If b is not an element of A, we write bZ A. Thus a€ {a,b,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 League= {A’s, Tigers,..., Rangers}, A’s= (Jackson, Bando, ..,Campaneris}, A’s€ American League, Jackson € A's.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|lx|>2}, C={x|]x]=1). Xn Describe the following sets of points in the plane geometrically: A={|x?4y7=1}, B= (xy d[x|xt+y=2}. 3. Let P be the set of prime integers. Which of the following are true? (a) 7eP. (b) 9EP. (©) NEP. (d) 7,547,193 -65,317 € P. 4, Let A={1,2, {3}, (4,5}}. Are the following true or false? (a) 1EA. (b) 364. How many elements does A have? 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. peFINiTio. 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 x€B}. Thus if A={1,2,3}, B={3,4,5}, q) then AU B=(1,2,3,4,5}. 1.2B. DEFINITION. If A and B are sets, then AM B (read “A intersection B” or “the intersection of A and B”) is the set of all elements in both A and B. Symbolically, ANB={x|x€A and xEB).1.2 OPERATIONS ON SETS 5 Thus if A, B are as in (1) of Section 1.2A, then A B= {3}. (Note the distinction between {3} and 3. Since An B is the set whose only element is 3, to be consistent we must write An B= {3}. This distinction is rarely relevant, and we often ignore it.) See Figure 1. When A and B are sets with no elements in common, A B has nothing in it at all. We would still like, however, to call AB 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 AUQ=A and ANG=G (verify!). 1.2D. DEFINITION. 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 A. Symbolically, B-A={x|xEB,xZA}. 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 B> 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 A 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}, () then ACB but BC (even though C has 99 elements and B has only 5). Also @C D 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= B if and only if ACB and BCA (verify!). Note that for B and C in (1) of 1.2E, none of the relations BCC,C. 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= A U A’. See Figure 4. We now prove our first theorem. 1.2H. THEOREM. If A,B are subsets of S, then (AUB) =A'NB’ ay FIGURE 4.1.2. OPERATIONS ON SETS 7 and (An BY =A'UB’. (2) These equations are sometimes called De Morgan’s laws. proor: If x€(AUBY’, then x@AUB. Thus x is an element of neither A nor B so that x4’ and xB’, Thus x€A’7 B’. Hence (AU BY CA’N B’. Conversely, if y€ A'nB’, then yA’ and yeB’, so that yA and y#B. Thus y@AUB, and so y €(AU BY. Hence A’n B’C(AU 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 A,B by A’,B’ respectively, so that A’, B’ are replaced by A” =A and B” = B. We obtain (A’U B’)' =A 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,/,r,t,0}. Let B be the set of letters in the word “difficult.” Find A U B,A M B,A — B, B—A. If S is the set of all 26 letters in the alphabet and 4’= S—A,B'= S— B, find A’, B’,A’n B’. Then verify that A'n B'=(AUBY. 2. For the sets A,B,C in Exercise 1 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. 4. For any sets A,B,C prove that (AUB)UC=AU(BUC). This is an associative law for union of sets and shows that AU 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. 6. Prove the distributive law AN(BUC)=(ANB)U(ANC). » See Figure 5. FIGURE 5. AN(BUC)=(AN B)U[ANC) 7. Prove (AUB)-(4nB)=(4-B)U(B- A).a SETS AND FUNCTIONS 2 . True or false (that is, prove true for all sets A,B,C, or give an example to show false): (a) (AUB)—C=AU(B-C). (b) (AUB)— B. (c) (AN B)U(BNC)U(ANC)=AN BNC. (d) (AUB)NC=AU(BNC). . True or false: (a) If ACB and BCC, then ACC. (b) If ACC and BCC, then AUBCC. (©) (0,13, ). @) (x|lx1> 4) (y|lyl> 4) =(zll21> 4). 2 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 AX B) is the set of all ordered pairs* (a,b) where aG 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 A and B be any two sets. A function f from (or on) A into B is a subset of A x B (and hence is a set of ordered pairs (— 00, 00). We now give three theorems on images and inverse images of sets. \.3E. THEOREM. If f:A—B and if X CB, Y CB, then SX UY )aFX)US (YY), qd) In words, the inverse image of the union of two sets is the union of the inverse images. PROOF: Suppose a€f~'(X U Y). Then f(a) X u Y. Hence either f(a)EX or f(a)E Y so that either a€f~'\(X) or ae f~'(Y). But this says ae€f~'(X)Uf—'(Y). Thus. SOX UY) Cf (X)US7(Y). Conversely, if bE f-'(X)UFT'(Y), then either bE {-\X) or bEF-(Y). Hence either f(b)EX or f(b)EY so that f(b)EX UY. Thus bef-(XU Y), and so f-'(X)UF~"Y)CF7'(X U Y). This proves (1). The next theorem can be proved in exactly the same way. 1.3F. THEOREM. If f:A—B and if XC B,Y CB, then SKA) RaS xX )af(Y)- 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)=S(xUS(Y)- In words, the image of the union of two sets is the union of the images. proor: If bEf(XUY), then b=f(a). for some a€XU Y. Either a€X 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 Jf(Y). Conversely, if c€ f(X)Uf(Y) then either cE f(X) or cE f(Y). Then c is the image of some point in X or ¢ is the image of some point in Y. Hence c is the.image of some point in Xu Y, that is cE f(X U Y). So f(X)US(Y)CS(X U Y). 1.3H. Conspicuously absent from this list of results is the relation S(XNY)=aK(X)ALY) — forX cA, YCA. Prove that this relation need not hold. 1.3}, DEFINITION (THE COMPOSITION OF FUNCTIONS). If f:A->B and g:B->C, then we define the function gef by sf(x)=slf()] (¥E A).12 SETS AND FUNCTIONS That is, the image of x under gof 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 sh Thus gef:A—C. For example, if S(x)=ltsiny — (-0oY. If AC X,B CX, show that f(A)—f(B)Cf(A — B). identically equal to g” in the sense of1.3. FUNCTIONS 13 Let S(x)=logx — (0 — (0 B,g: B>C,h: C+D, prove that he( gof)= (hog).4 ‘SETS AND FUNCTIONS 13. For which of the following pairs of functions f and g is g an extension of f? x(0R, 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: AR and g:A—>R, we define f+ g as the function whose value at xEA is equal to f(x) + g(x). That is, (ft a(x)=f(x) a(x) (x A). In set notation ft a={R. Similarly, we define f—g and fg by (f-8\(x)=f(x)—8(x) (XE A), (Bx)=f(x) a(x) (XE A). Finally, if ¢(x)#0 for all x A, we can define f/g by df ) f(x) = = eA). ( BJ" aay) &EA) 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 fiA—B,g:A-B, there is no way to define f+ g unless there is a “plus” operation in B. 1.4C. peFiniTion. If f:A—>R and c is a real number (cE R), the function of is defined by (f)(x)=e[F(~)] (x EA). 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,b) denote the larger and min(a,b) denote the smaller of a and 6. [If a=6, then max(a,b)=min(a,b)=a=b.] Then we can define max(f,g) and min(f,g) for real-valued functions f,g. DEFINITION. If f:A—>R,g:A4—>R, then max(f,g) is the function defined by max(f,g)(x)=max[f(x),8(x)]_ (xe),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)=sinx(0< x < 7/2),g(x)=cosx(0< x < 7/2) and h=max(f,g), then h(x)mcosx (0 a Xana =mMin(X4.Xe)=XaXe> Xa-s=Xa-Xp (provided BCA), Xa = lax" Xs=1, Xe =O For example, to establish (1), suppose xEAU B. Then X4y (x)= 1. But either xEA * We are using 1 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 xB (or both), and so either x4(x)=1 or xp(x)=1. Thus max(x4.x9)(x)= 1. Hence T=xX4ua(x)=max(x4Xe(x) (XEAUB) Q) If xZAUB, then x4. g(x) =0. But x A’- B’ by (1) of Section 1.2H and hence x € A’ and x © B’ so that x,(x)=0=x,(x). Thus max(x4.X,)(x)=0. Hence O=Xaua(x)=Max(XyXe)(X) (x ZAUB). (3) Equation (1) now follows from (2) and (3). Exercises 1.4 1. Let f(x)=2x(— 0 B and f is 1-1, then fis 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.” 15D. 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— 1=(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 A 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 4 are then the images f(1),f(2),..., of the positive integers— A=(F(1)S(2)--}, [where the f(i) are all distinct from one another]. * If n is a positive integer, then the statement “B has n elements” means “B is equivalent to the set (abate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,,),.... 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 Sena 2Z* (n= 13,5.) 2 S(n= > (n=2,4,6,..-)s 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,ay,...} and similarly B= {b,,by,...}. THUS 4,b),4y,by,45, by...» is a scheme for “counting” the elements of A U B. (Of course, we must remove any b, which occurs among the a,’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 A;,43,... are countable sets, then* U%.,4, is countable. In words, the countable union of countable sets is countable. pRooF: We may write 4,={al,a!,a},...},4,= (a2,a3,a3,.,.},-..4,= (at, a3,a$,...}, so that af is the kth element of the set 4,. Define the height of aj to be j+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 U®.,A,, according to their height as 1 @alala@aiat YT 543542, 4}, A) 50005 being careful to remove any af that has already been counted. Pictorially, we are listing the elements of U%.,4, in the following array’ and counting them in the order indicated by the arrows: in A at aleal at WM 3 ee 5 4 ge ae V7 + has 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 U®.,E, 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 1.5F. 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. 15H. THEOREM. If B is an infinite subset of the countable set 4, then B is countable. PROOF: Let A={aj,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= (d,,,d,y.--+}+ 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 1.5H. * We have not used the symbol U2. ,A,,'before. It means, of course, the set of all elements in at least one of the 4,.20 ‘SETS AND FUNCTIONS: Exercises 1.5 1. Which of the following define a 1-1 function? (a) f(x) =e*(-0B and g: BC and both f and g are 1-1, is gef also 1-1? (b) If fis not 1-1, is it still possible that gef is 1-12 (c) Give an example in which f is 1-1, g is not 1-1, but gef is 1-1. Let P, be the set of polynomial functions f of degree n, x » F(x) = gx" Fax" + + +a,_\xta,, where n is a fixed nonnegative integer and the coefficients ao,a,,...,4, are all integers. Prove that P, is countable. (Hint: Use induction.) 4. Prove that the set of all polynomial functions with integer coefficients is countable. 5. 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 (a,b) contains a rational (Introduction). Using this assumption, prove that every open interval contains infinitely many (and hence countably many) rationals. : . Show that the intervals (0, 1) and [0, 1] are equivalent. (Hint: Consider separately the rationals and irrationals in the intervals.) 8. Prove that any infinite set contains a countable subset. 9, 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 f is a 1-1 function from A onto B, show that folef(xy=x (xed), and fof-(y)=y (ye B). (b) If g:C-+A and h=feg, show that g=f~!eh. 0 1.6 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 sgction 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 2 We shall assume that every real number x can be written in decimal expansion. a a a3 =b+— + + 4, 10° 10? 10° where the a, are integers, L, then M cannot be a lu.b. for A since L is an u.b. 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.b..egx= 4 and Lu.b..egx=. (Verify!) Note that the gil.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.l.b. or its L.u.b., which are 3 and 4 respectively. The g.l.b. for J is 1. There is no 1.u.b. since J is not bounded above. The g.l.b. and the Lu.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 ER 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 A 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 l.u.b. axiom does not hold if R is replaced by the set of all rationals.) For example, if A=({1,1.4,1.41, 1.414,...}, then (in R) the L.u.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 Lub. 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 x ER 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 x&B, then —x€A and so M< —x,x<—M. Hence B is bounded above so that, by 1.7D, B has a l.u.b. If @Q is the l.u.b. for B, then — Q is the g..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 b is, there is an integral multiple of a that is greater than b.)26 SETS AND FUNCTIONS PROOF: Let A={na|né1). If the theorem were false, then 6 would be an upper bound for 4. Hence by 1.7D, the set A would have a least upper bound. Let B=1.u.b.A. Then, since B is the /east upper bound, the number B—a is not an upper bound for A so that B—aR. Therefore N is a sequence. Roughly, then, a subsequence of {n}_, is a sequence of integers whose terms get larger and larger. For example, the sequence of primes 2, 3, 5, 7, Il,... is a subsequence of {n}. Other examples are 2, 4, 6, 8,... and I, 3, 5, 7,...- 2.1D. DEFINITION. If S={s,}®, is a sequence of real numbers and N={n}%, is a subsequence of the sequence of positive integers, then the composite function S°N is called a subsequence of S. Note that for iG J we have N(i)=n, SON (i) =S[N()]=S()= 5, and hence SoN=(5)2 Thus our definition 2.1D conforms to the accepted notation 5,,, 5,,..-- for subsequences. In effect, N tells us which terms of S to keep. For example, let us denote the sequence 1, 0, 1, 0,... by B, and define N={n,}2, by =2i-1 (iE/) so that ,=1, n,=3, ny=5,.... Then BeN is the subsequence 1, 1, 1,... of B. For another example, if C={¢,)221= (Vn )2), and Ne (nn (4)%,, then CoN=(6)2 = (VF Jn, Exercises 2.1 1. Let {5,}., be the sequence defined by =], = aa (n—234en)s Find sy. (The numbers s, are called the Fibonacci numbers.) 2. Write a formula or formulae for s, for each of the following sequences. [For example, =5,+5,-12.2. LIMIT OF A SEQUENCE 29 the sequence 2, 1,4,3,6,5,8,7, 1 (n=2,4,6,...).] (@) 1,0,1,0,1,0,.... () 1,3,6,10,15,.... (©) 1,-4,9, — 16,25, -36,. (@) 1,1,1,2,1,3,1,4,1,5,1,6,. Which of the sequences (a), (b), (c), (d) in the previous exercise are subsequences of can be described by s,=n+1 (n=1,3,5, » (5) f= Q2n- V8, and N= (1) sequence of {k}#.,? 5. Let S be a sequence. Prove that every subsequence of a subsequence of S$ is itself a subsequence of S. 6. If {5,,} fa, is a subsequence of {5,}%.,, prove that =(P)Zp, find 56,59,n2,5,,. Is Na sub- m>k (kel). 2.2 LIMIT 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 /). Limits for other functions are discussed in the fourth chapter. Roughly speaking, the sequence {s,}%_, has the limit L if s,—L 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,..., has the limit 0, and the sequence 1, —2,3, —4, does not have a limit. We shall see that our intuition in these cases is correct. In other cases, for example {nsin(/n)}®-,, 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 {5,}%., be a sequence of real numbers. We say that , approaches the limit L (as n approaches infinity),* if for every «>0 there is a positive integer N such that LlN). ay If s, approaches the limit L we write or 5,2L (n>0). Instead of “s, approaches the limit L” we often say that the sequence {s,}%., has the limit L. We emphasize the fact that our definition requires that L be a real number. Thus lim,_,..5,=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 «. Thus for a given {s,}%.,, the proof that lim,_,.05,= L consists, upon being given an ¢>0, of finding a value of N such that I Ll). 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, ,,,5,= L- Consider Figure 11. All of the s,, except for at most a finite number of n, must be inside the parentheses. sy SN-s SNe? sy 83 | | jena i i 4 L Lte FIGURE 11. Diagram of lim, s,=L 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 1 |p -\<« (n>N), or ce (n> N). (2) Thus if we choose N so that 1/NN. Now 1/N1/e. Hence if we take any NET such that N'>1/e, then (1) will hold for this sequence {s,}%_, with L=0. This proves lim,_,9 1/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 «>0, |s,-L] 1). Thus in this case, for any «>0 we can make (1) hold by taking N rare cases where N does not depend on e.) This proves lim,_,,. 1 For a third example, consider {5,}%_, where s, =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,_,,,,= L for some L R. Then for any ¢ there is an N for which (1) holds. In particular, for e=1 there is an N for which (1) holds: |s,-L]<1 (n>N). - (This is one of the This is equivalent to -1N) or - —IN) or L-1N).2.2. LIMIT OF A SEQUENCE 31 The last statement says that all values of greater than N lie between L—1 and L+1. This is clearly false and the contradiction shows that {s,}7_,={"}%., 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,}2., where s,=(—1)" (n=1,2,...). The terms of this sequence are —1,1, —I,1,. Suppose there were an LER for which lim,_,,,5,= L. Then for e=4 there would be an NEI such that (1) holds. That is, K-I-Li). @) For n even (3) says = L1<45 4) while for n odd (3) says |-I-LI<}. 6) Since |a—b| is the distance from a to b, (4) implies that L is less than 4 unit away from 1, while (5) implies that L is less than } unit away from — 1. This is a contradigtion. [To deduce a contradiction from (4) and (5) without geometry, reason as follows: The inequality (5) is equivalent to |1+ L|<+. But then 2=|2|=|1+ l]=|(1+L)+(1-L)| <1 + L[+|1-L)<3+ which is a contradiction.] Hence no limit L exists for the sequence {(—1)"}%_, (even though the terms of the sequence all have absolute value 1 and hence are not “too big”). We emphasize that at this early stage in our development of limit, if we wish to show that a given sequence has a limit, then we must first guess what the limit is! We have as yet developed no general criteria that will tell us if a limit exists for a given sequence. Here is an example indicating how to go about guessing under a typical set of circumstances. { n+4ni? I. nt+4n\/ 1 Let When n is “large,” then n is “much bigger than” n'/2, We thus guess that, for purposes uf establishing what the limit is (if it exists), the 4n'/? term can be ignored. That is, we have 5,=2n/(n+0) where, as n becomes larger, the quantity 8 becomes more and more negligible compared to the other quantities (even though 9=4n'/? itself is “large” when nis “large”). Thus, for “large” n, 5, must be near 2. We therefore guess that {s,}2_, has the limit 2. From a slightly different, and a more algebraic point of view, we note that s,= 2/(1+4/n"'/?), As n gets “large” the 2 and the | are not affected but 4/n'/? gets “small.” In the “long run” 5, is roughly 2/(1+0). So again we guess lim, _,.95,=2: Now let us prove that lim,_,,.5,=2. Given «€>0 we must find (calculate) N €/ such that (5a) ne 2m nt+4n\/2 The inequality (6) is equivalent to 2n-2n-8n'/? nt+4nl/2 | N). (6) ),32 ‘SEQUENCES OF REAL NUMBERS, or 8nl?2 Saag <é ("> N). (7) Now the left side of (7) is less than 8n'/2/n=8/n'/2, (Why?) Hence (7) will be true if 8 wa64/¢?, 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 64/2, then (8) and hence (7) and finally (6) will be true. This proves 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. S,=L, PROOF: Suppose the contrary, namely that L<0. Then for e= —L/2 there exists NJ such that In-Li). In particular |sy- L1< =, which implies Sw or But, by hypothesis, sy > 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 nr is “large,” and L<0, then 5, <0 for sufficiently large n. Exercises 2.2 1. If {5,}2., is a sequence of real numbers, if s,0, prove L< M. 3. If (5,), is a sequence of real numbers and if, for every «>0, =L, |s,-LlN) where N does not depend on e, prove that all but a finite number of terms of {5,}7_, are equal to L.2.3 CONVERGENT SEQUENCES 33 a (a) Find N €/ such that Qn n+3 (b) Prove lim,_,,.2"/(n+3)=2. . (a) Find N E/ so that 1/Vn+1 <0.03 when n>N. (b) Prove that lim, ,,.1/Va+I =0. 6. If @ is a rational number, prove that the sequence {sinn!@r}2_, 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. @) {25 } © (na), 3n_\x oy { n+Tn> Jey ..(a) Prove that the sequence {10’/n}*_, has limit 0. (b) Prove that {7/107}2_, 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}%_, does not have a limit. 10. If 5,=5"/n!, show that lim, ,.,s,=0. (Hint: Prove that s, <(5°/5!)(5/n) if n>5.) 11. If P is a polynomial function of third degree, acs (n>N). w ~ es P(x)=ax3+bx?+ex+d — (a,b,c,d,xER), prove that 2.3 CONVERGENT SEQUENCES 2.3A. DEFINITION, If the sequence of real numbers (s,}2., has the limit L, we say that (5,}221 is convergent to L. If {s,}%.; does not have a limit, we say that {s,}%, is divergent. From the examples of the last section we see that the sequences 1,1,1,... and 1,4,4,... 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 LZ. That is, if lim,_,,.5,=L and lim,-.05,= M, then L= M.34 ‘SEQUENCES OF REAL NUMBERS, PROOF: Assume the contrary. Then L#M so that |M—L|>0. Let e=3|M-—L|. By the hypothesis lim, _,,,.5, = L there exists N,€/ such that |s,- Ll). Similarly, since lim,_,,.5, = M there exists N,€J such that |s,-M| N)). 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~ Ll=|(sy—L)—(sy—M)|<|5y— L| +|5y —M|<2e=|M— Ll], 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 (5,)%_, is convergent to L, then any subsequence of {3,}%., 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, S converges to no other limit. By 2.3C, then, all subsequences of S converge to L (and to no other limit). This corollary yields an easy proof that S=({(—1)"}%., is divergent. For both 1,1,1,... and -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= {sinnOr}®_,, then S is divergent. For we can write 9=a/b where a and b are integers and b>2. The terms of S for n=6,2b,3b,... are sinaz,sin2a7,sin3am,.... Thus S contains the subsequence 0,0,0,.... But the terms of S for which n=b+1,2b+1,3b+ 1... are. sin(aw+an/b),sinan + an/b),sinar+an/b),... or (—1)*sin¢ar/b),(— 1)** sin(am/b),(— 1)**sin(am/6),.... These terms all have absolute value sin(av/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 8=0 or 8=1 the sequence {sinn6x}®_, is clearly convergent to 0. It may be shown that if @ is irrational, then {sinn6r}®_, is divergent. This, however, is somewhat more difficult. Exercises 2.3 1. For any a,b€ R show that llal-[6|| L as n—>oo. (That is, if the subsequence of {5,}%_, of terms with even subscripts converges to L, as well as the subsequence with odd subscripts, then {5,} 2.1 converges to L also.) 2.4 DIVERGENT SEQUENCES From the examples in Section 2.3 we see that the sequences {n)%, and {(—1)"}2., are both divergent. As we have observed before, however, these sequences behave very differently. For {n}2_, diverges because its terms get “too big,” whereas {(—1)"}2, diverges because its terms “oscillate too much.” In this section we make a classification of divergent sequences. 2.4A. DEFINITION. Let {5,)%, be a sequence of real numbers. We say that s, approaches infinity as n approaches infinity if for any real number M>0 there is a positive integer N such that 5,>M (n>). In this case we write s,->00 as n—>00. Instead of “‘s, approaches infinity” we sometimes say {5,}®., diverges to infinity. Just as we think of ¢ in definition 2.2A as being “small,” we think of the M in this definition as being “large.” Thus if s,->00 as noo, then all but the first “few” of the s, are “large.” It is obvious that {}%_, diverges to infinity. For given M >0, just choose N €/ such that N > M. Then certainly n>M — (n>N). The reader should be sure to verify that if 5,00 as noo, then s, definitely does not approach a limit. (This justifies our use of the phrase “diverges to infinity.”) We never refer to “infinity” as a limit of a sequence. A limit of a sequence must be a real number. 2.4B. DEFINITION, Let {5,}%., be a sequence of real numbers. We say that s, ap- proaches minus infinity as n approaches infinity if, for any real number M >0, there is a positive integer N such that 5,<-M — (n>N). We then write s,->—0o as n—>00 and say {5,}%_, diverges to minus infinity. Again we think of M as “large” so that — M is “large negative.” For example, the sequence {log(I/)}%., diverges to minus infinity. To prove this,36 SEQUENCES OF REAL NUMBERS. given M>O we must find N €/ such that log <-M (n>N). () But this is equivalent to logn>M = (n> N), n>eM = (n>N). Q) Thus if we choose N > e™, then (2) and hence (1) will hold. The sequence 1,—2,3,—4,... does not approach either infinity or minus infinity. However, this sequence has the subsequence 1,3,5,... which approaches infinity and also has the subsequence —2, —4, —6,... which approaches minus infinity. It is easy to show that if the sequence {s,}%°_, diverges to infinity, then so does any subsequence of {s,}%_,. (This is analogous to the result of 2.3C.) Some divergent sequences neither diverge to infinity nor diverge to minus infinity— they “oscillate.” 2.4C. DEFINITION. If the sequence {s,}%_, of real numbers diverges but does not diverge to infinity and does not diverge to minus infinity, we say that {s,}%_, oscillates. ‘An example of a sequence which oscillates is {(—1)"}%_. Another example is the sequence 1,2,1,3,1,4,1,5,.... For, by 2.3D, this sequence diverges since it has the divergent subsequence 1,2,3,4,.... Moreover, the sequence does not diverge to infinity since there is no N €/ for which the statement S,>2 (m2) is true. The sequence obviously does not diverge to minus infinity. Hence it oscillates. We emphasize that “oscillate” does not mean “the terms go up and down.” The sequence 1,—4,+4,—},... converges to zero. Hence, by definition, it does not oscillate even though its terms “go up and down.” Oscillate is a term applied only to certain divergent sequences. Roughly speaking, a sequence oscillates if its terms “go up and down too much.” Exercises 2.4 1. Label each of the following sequences either (4) convergent, (B) divergent to infinity, (C) divergent to minus infinity, or (D) oscillating. (Use your intuition or information from your calculus course. Do not try to prove anything.) (a) {sin(n/2)} 7. (b) {sin nm) ra © {e"}rer (d) {eV/" (e) {nsin(n/n)} () ((— I"tan(a/2—1/m) 71 (e (Itat pte + 1/ayry (h) (= ya . Prove that {Vn }%_, diverges to infinity. . Prove that {Vn+I —Vn }%_, is convergent. (Hint: Recall how to find dy /dx by the Ax process when y = Vx .) . Prove that if the sequence of real numbers {s,,}%°_, diverges to infinity, then {—s,}7_, diverges to minus infinity. 5. Suppose {s,}%_, converges to 0. Prove that {(—1)"s,}%_, converges to 0. . Suppose {5,}%_, converges to L#0. Prove that {(—1)"s,}2, oscillates. . Suppose {5,}%, diverges to infinity. Prove that {(—1)"s,}%_, oscillates. nai wn » no2.5 BOUNDED SEQUENCES 37 2.5 BOUNDED SEQUENCES Recalling that a sequence of real numbers {,}%., is a function from / into R, we see that the range of {5,}%., (namely {s;,53....}) is a subset of R. 2.5A. DEFINITION. We say that the sequence {s,}%, is bounded above if the range of {5,}221 is bounded above (see 1.7A). Similarly, we say that {s,}2., is bounded below or bounded if the range of {5,}_, is respectively bounded below or bounded. Thus {s,}2, is bounded if and only if there exists MER such that Iy1N). This implies |yI<|L[+1 0 (n>). (1) (For |s,|=|£ + (5, — L)| <|L|+|s,— £1) If we let M=max({|s;[s2),..-./5y—i[}, then we have [spl < M+|L|+1 (neél), which shows that {s,}, is bounded. Thus in summary, all convergent sequences are bounded; all sequences diverging to infinity (or minus infinity) are not bounded; some oscillating sequences are bounded and some are not. Exercises 2.5 . True or false? If a sequence of positive numbers is not bounded, then the sequence diverges to infinity. . Give an example of a sequence {5,}%., which is not bounded but for which lim, ..o5,/ = 0. v 3. Prove that if lim, ,,.5,/=L0, then {5,}%., is not bounded. 4. If {5,}@.1 is a bounded sequence of real numbers, and {1,}2., converges to 0, prove that {5,1,}%_, converges to 0. If the sequence {s,}%_, is bounded, prove that for any ¢>0 there is a closed interval J CR of length € such that s, €J for infinitely many values of n. oe38 ‘SEQUENCES OF REAL NUMBERS. 2.6 MONOTONE SEQUENCES In the preceding section we saw that a sequence may be bounded and still not be convergent, In this section we consider a condition which, together with boundedness, will ensure that a sequence is convergent. 2.6A. DEFINITION. Let {s,}%, be a sequence of real numbers. If s, 5,>--- >5,> 5,41 >-+*, then {5,}%, is called nonincreasing. A monotone sequence is a sequence which is either nonincreasing or nondecreasing (or both). The sequence 1,14,13,1,... (that is, (2-1/2"-"}*_,) is nondecreasing (and bounded). The sequence {n}%., is nondecreasing (and not bounded). These sequences exemplify the results of the next two theorems, the first of which (2.6B) is of tremendous importance, 2.6B. THEOREM. A nondecreasing sequence which is bounded above* is convergent. PROOF: Suppose {5,}%., is nondecreasing and bounded above. Then the set A=(5p 5p.) is a nonempty subset of R which is bounded above. By 1.7D this set has a Lu.b. Let M=Iu.b.{5;,53...} =Lub. for A. We will prove that s,>M as noo. Given €>0 the number M~e is not an u,b. for A. Hence, for some N €1,sy >M—e. But, since {5,}#_, is nondecreasing, this implies 5,>M-e€ (n>N). a) On the other hand, since M is an u.b. for A, M>s, (n€I). From (1) and (2) we conclude Is-MlN). This proves lim,,_,,,5,= M which is what we wished to show. For example, the sequence {2—1/2"~'}®_, converges to 2. Theorem 2.6B is our first important application of the least upper bound axiom 1.7D. Theorem 2.6B gives us our first set of criteria that will enable us to prove that a sequence converges without first guessing its limit. Here is an interesting application. 2.6C. COROLLARY. The sequence {(I+1/n)"}%., is convergent. PROOF: Let s,=(1+1/n)". By the binomial theorem 1,2) 1 Stee aan a For k=1,....7, the (k+I)st term on the right is * A nondecreasing sequence (5,) is always bounded below (by s,)-