Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
of Real Analysis
Robert G. Bartle
Department of Mothematics, University of Illinois
III. Convergence 98
.'
INTRODUCTION: A GLIMPSE AT SET THEORY
(4)
Figure 1.1
INTRODUCTION: A GLIMPSE AT SET THEORY
Set Operations
the set whose sole elements are {a l, {a, b}. It can then be shown that
the ordered pairs (a, b) and (a', b') are equal if and only if a = a' and
b = b'. This is the fundamental property of ordered pairs.)
Thus if A = {I, 2, 31 and B = {4, 5}, then the set A X B is the set
whose elements are the ordered pairs
(1,4), (1,5), (2,4), (2,5), (3,4), (3, 5).
We shall often visualize the set A X B as the set of six points in the
plane with the coordinates which we have just listed.
We shall often draw a diagram> such as Figure 1.5, to indicate the
Cartesian product of two sets A, B. However, it should be realized that
this diagram may be somewhat of a simplification. For example, if
A = {x E R: 1 < x < 2} and B = Ix E R: 0 < x < 1 or 2 < x < 3},
then instead of a rectangle, we should have a drawing like Figure 1.6.
2
AxB
1 2
Exercises
1.A. Establish statement (d) of Theorem 1.5.
l.B. Prove that A C B if and only if A (\ B = A.
l.e. Show that the set D of elements which belong either to A or B but not
to both is given by
D = (A\B) V (B\A).
This set D is often called the symmetric difference of A and B.
l.D. Show that the symmetric difference D of A and B is also given by
D = (A V B)\(A (\ B).
l.E. If B ; A, show that B = A\(A\B).
12 INTRODUCTION: A GLIMPSE AT SET THEORY
do not give rise to real numbers for all real values of x was, of course,
well-known but was not regarded as sufficient grounds to require an
extension of the notion of function. Probably one could arouse contro-
versy among those mathematicians as to whether the absolute value
h(x) = Ixl
of a real number is an honest "function" or not. For, after all, the defi-
nition of Ixl is given "in pieces" by
Ixl = { x, ~ x > 0,
-x, If x < O.
As mathematics developed, it became increasingly clear that the
requirement that a function be a formula was unduly restrictive and
that a more general definition would be useful. It also became evident
that it is important to make a clear distinction between the function
itself and the values of the function. The reader probably finds himself
~n the position of the mathematician of a century ago in these two re-
spects and due to no fault of his own. We propose to bring him up to
date with the current usage, but we shall do so in two steps. Our first
revised definition of a function would be:
A function f from a set A to a set B is a rule of correspondence that
assigns to each x in a certain subset 5) of A, a uniquely determined
element f(x) of B.
Certainly, the explicit formulas of the type mentioned above are
included in this tentative definition. The proposed definition allows
the possibility that the function might not be defined for certain elements
of A and also allows the consideration of functions for which the sets A
and B are not necessarily real numbers (but might even be desks and
chairs-or blondes and brunettes).
However suggestive the proposed definition may be, it has a signifi-
cant and fatal defect: it is not clear. It merely shifts the difficulty to
that of interpreting the phrase" rule of correspondence." Doubtless the
reader can think of phrases that will satisfy him better than the above
one, but it is not likely that he can dispel the fog entirely. The most
satisfactory solution seems to be to define "function" entirely in terms
of sets and the notions introduced in the preceding section. This has the
disadvantage of being more artificial and loses some of the intuitive
content of the earlier description, but the gain in clarity outweighs
these disadvantages.
The key idea is to think of the graph of the function: that is, a collec-
tion of ordered pairs. We notice that an arbitrary collection of ordered
1~ INTRODUCTION: A GLIMPSE AT SET THEORY
Tabular Representation
TABLE 2.1
Composition of Functions
We now want to "compose" two functions by first applyingf to each
x in 'n(f) and then applying g to f(x) whenever possible (that is, when
f(x) belongs to :D(g. In doing so, some care needs to be exercised
concerning the domain of the resulting function. For example, if f is
defined on R by f(x) = x 3 and if g is defined for x > 0 by g(x) = Vi,
then the composition go f can be defined only for x > 0, and for these
real numbers it is to have the value ~.
2.2 DEFINITION. Let f be a function with domain :D(j) in A and
range <R (j) in B and let g be a function with domain :D (g) in Band
range <R(g) in C. (See Figure 2.4.) The composition go f (note the
order I) is the function from A to C given by
g 0 f = {(a, c) E A X C: there exists an element b E B such that
(a, b) E f and (b, c) E g}.
The fact that go f is actually a function (and not an arbitrary subset
of AX C) is a consequence of the fact that f and g are functions (see
Exercise 2.A).
2.3 THEOREM. If f and g are fundions, the composition g 0 f is a
function with
'D(g 0 f) = {x E 'D(j) : f(x) E 'n(g)},
m(g 0 f) = {g(j(x : x E 'n(g 0 f)}.
<R(f)n ~(g)
J-l(G\H) Cf-I(G)\f-I(H).
Exercises
2.A. Prove that Definition 2.2 actually yields a function and not just a subset.
2.B. Let A = B = R and consider the subset C = {(x, y) : x 2 + y2 = I} of
A X B. Is this set a function with domain in R and range in R?
2.C. Consider the subset of R X R defined by D = {(x, y) : Ixl + Iyl = I}.
Describe this set in words. Is it a function?
2.D. Give an example of two functions I, g on R to R such that I g, but
such that 1 0 g = gO I.
2.E. Prove that if I is a one-one function from A to B, then 1-1 =
{(b,a): (a,b) Efl is a function.
2.F. Suppose I is a one-one function. Show that /-1 0 J(x) = x for all x in
~(f) and f 0 f-l(y) = y for all y in m(f).
2.0. Letf and g be functions and suppose that g 0 f(x) = x for all x in f)(f).
Show that f is one-one and that en (f) C f) (g).
2.H. Let f, g be functions such that
t See the books of Halmos and Hamilton-Landin which are cited in the References.
26 INTRODUCTION: A GLIMPSE AT SET THEORY
Xl = 0.ala2aa . ..
X2 = 0.b 1b2ba .
Xa = O.CIC2Ca
Now let Yl be a digit different from 0) al, and 9; let Y2 be a digit different
from 0, b2, and 9; let Y3 be a digit different from 0, Ca, and 9, etc. Consider
the number Y with decimal representation
Y = 0YIY2Ya . .. ;
clearly Y satisfies 0 < Y < 1. The number Y is not one of the numbers
with two decimal representations, since Yn 0, 9. At the same time
y ~ X n for any n since the nth digit in the decimal representations for
y and X n are different. Therefore, any denumerable collection of real
numbers in this interval will omit at least one real number belonging
to this interval., Therefore, this interval is not a countable set.
We have seen that any set that can be put into one-one correspondence
with an initial segment of N is called a finite set and all other sets are
said to be infinite. Suppose that a set A is infinite; we suppose (rather
than prove) that there is a one-one correspondence with a subset of A
and all of N. In other words, we assume that every infinite set contains a
denumerable subset. The proof of this assertion is based on the so-called
Ii Axiom of Choice," which is one of the axioms of set theory. After the
reader has digested the contents of this book, he may turn to an axio-
matic treatment of the foundations which we have been discussing in a
somewhat informal fashion. However, for the moment he would do well
to take the above statement as a temporary axiom. It can be replaced
later by a more far-reaching axiom of set theory.
Exercises
3.A. Exhibit a one-one correspondence between the set E of even natural
numbers and all of N. Exhibit a one-one correspondence between the set 0 of
odd natural numbers and all of N.
3.B. Exhibit a one-one correspondence between all of N and a proper subset
ofN.
3.C. Show that every infinite set can be put into one-one correspondence with
a proper subset of itself. (Hint: every infinite set has a denumerable subset.)
3.D. Show that a finite set does not have any infinite subset.
3.E. Give an example of a denumerable collection of finite sets whose union
is not finite.
3.F. Show that if A can be put into one-one correspondence with Band B
with C, then A can be put into one-one correspondence with C.
28 eH. I THE REAL NUMBERS
Section A Fields
As we have mentioned, in this section we shall examine the II algebraic"
structure of the real number system. Briefly expressed, the real numbers
form a field" in the sense of abstract algebra. In this section we shall
/I
introduce the notion of a field and examine those properties that will
be of particular importance for later study.
In formulating the next definition, we shall follow a convention that
is familiar to the reader from elementary courses and which is also used
in modern algebra. By a binary operation in a set F we mean a function
B with domain F X F and range in F. Instead of using the notation
B (a, b) to denote the value of the binary operation B at the point (a, b)
in F X F, we shall employ symbols such as a + b or a' b. Although this
notation is at variance with the general notation used for functions, it
is much more suggestive and is almost universally employed in such
a situation.
4.1 DEFINITION. A set F is called a field if there are two binary
operations (denoted by + and and called addition and multiplication,
respectively) satisfying the properties
(f) Let Q(t) denote the system of all rational functions with rational
numbers as coefficients. Hence an element of Q(t) is a function f of
the form
f(t) = pet) ,
q(t)
where p and q are polynomials in t with rational coefficients and q is not
the zero polynomial. The operations of addition and multi{:!ication are
the usual ones employed when dealing with rational functions.
Properties of Fields
Theorem 4.3 shows that the hypothesis that 0 and e are unique, which
was made in (A3) and (M3), was not essential and can be proved from
the remaining assumptions. We now prove that the elements a and a'
(when a ~ 0) are unique.
4.4 THEOREM. If a and b are elements of F and a + b = 0, then
b = a. Similarly, if a ~ 8 and b are elements of F and a b = e, then b = a'.
PROOF. If a + b = 0, add a to both sides to obtain a + (a + b) =
a + O. Now use (A2) on the left and (A3) on the right to obtain (a + a)
+ b = a. By using (A4) and (A3) on the left side, we obtain b = a.
The second assertion is proved similarly.
Q.E.D.
+-
-
0 1 b a 0 1 a b
0 0 1 a b 0 0 0 0 0
1 1 a b 0 1 0 1 a b
a a b 0 1 a 0 a 0 a
b b 0 1 a b 0 b a 1
Absolute Value
The trichotomy property 5.1 (iii) assures that if a 0, then either a
or -a is a positive element. The absolute value of an element a is defined
to be the positive one of the pair {a, - a} ; for completeness, the absolute
value of 0 is defined to be O.
5.9 If F is a field with positive class P, we define the
DEFINITION.
absolute value function by
lal = { a,
if a >0,
-a, if a < 0.
Thus the domain of the absolute value function is all of F, its range
is P V to}, and it maps the elements a, -a into the same element. We
now obtain the basic properties of the absolute value function.
5.10 THEOREM. (a) lal = 0 if and only if a = O.
(b) I-al = lal for all a in F.
(c) jabl = lallbl for all a, b in F.
(d) If c > 0, then lal < c if and only if -c < a < c.
(e) -lal < a < lal for all a in F.
PROOF. (a) By definition, 101 = 0. If a ~ 0, then -a ~ 0 so that
lal ~ 0.
(b) If a > 0, then lal = a = I-al; if a < 0, then lal = -a = I-ali
and if a = 0, then \01 = = 1-01.
(c) If a > 0 and b > 0, then ab > 0 sO that lab\ = ab = lallbl. If
a < and b > 0, then ab < 0 so that jabl = - (ab) = (-a)b = lallbl.
The other cases are handled similarly.
(d) If laj < c, then both a < c and -a < c. From the latter and
Theorem 5.6(c') we have -c < a so that -c < a < c. Conversely, if
this latter relation holds, then we have both a < c and -a < c, whence
lal < c.
(e) Since lal > 0, this part follows from (d).
Q.E.D.
The next result is commonly called the Triangle Inequality and will
be used frequently in the sequel.
5.11 THEOREM. Let a, b be any elements of an ordered field F, then
Iial - Ibl! < la + bl < lal + Ihl
PROOF.According to Theorem 5.10(e), we obtain -Ial < a < lal
and since Ibl = I-bl, we also have -Ibl < + b < Ibl. Employing 5.6(b)
we infer that
- Clal + jb\) = -lal - Ibl < a + b < lal + Ibl
eH. I THE REAL NUMBERS
t This term is named for ARCHIMEDES (287-212 B.C.), who has been called lithe
greatest intellect of antiquity," and was one of the founders of the scientific method.
42 CH. I THE REAL NUMBERS
Nested Intervals
The next result provides a theoretical basis for the binary (= base 2)
expansion of the fractional part of an element in an Archimedean field.
A similar result can be obtained for any base.
5.18 THEOREM. Let x be an element of an Archimedean field F. For
each integer n = 0, 1,2, ... , there is a closed interval
If the point x belongs to the first of these two intervals, we put a2 = al;
otherwise, we put
1, = [a" ad ;1
By continuing in this manner, we obtain intervals In for n = 0, 1, 2, ...
each containing x. (See Figure .5.].) lVloreover J the end points of these
intervals are rational elements of F and 1 n+l C In for each n.
Q.E.D.
eH. I THE REAL NUMBERS
The reader should convince himself that the nested sequence (K,,) of
non-empty closed intervals in Q does not have any common point,
since ~ is not an element of Q. Thus not every nested sequence of closed
intervals in Q has a common point in Q, although the corresponding
sequence will have a common point in a larger Archimedean field. The
essential distinction between the real number system R and any other
Archimedean field F is that every nested sequence of closed intervals in
R has a common point. It is this property that assures that there are
no "gaps" in the real number system.
Exercises
5.A. No ordererl field contains only a finite number of elements.
5.B. In an ordered field, if a? + b'l = 0, then a = b = O.
5.C. Show that it is not possible to make the complex numbers into an ordered
field.
5.D. If 0::; x ~ band 0 ~ y ::; b, then [x - yl ~ b. More generally, if
a ::; x ~ b and a ~ y :s; b, then Ix - yl < b - a.
5.E. If 1 + a > 0 and n E N, then (1 + a)n > 1 + na. (Hint: use mathe-
matical induction.) This inequality is sometimes called Bernoulli's Inequality.t
5.F. Suppose e > 1. If n E N, then en > c. More generally, if m, n E Nand
m> n, then em> e". (Hint: e = 1 + a with a > 0.)
5.G. Suppose 0 < c < 1. If n E N then 0 < en < c. More generally, if
m, n E Nand m> n, then em::; e".
5.H. If n E N, then n < 2".
5.L If a, b are positive real numbers and n E N, then an < b71 if and only if
a < b.
5.J. Show that the rational numbers form an Archimedean field with the
order given in Example 5.2(a).
5.K. Show that the ordered field Q(t) is not Archimedean with the order
given in Example 5.2(c).
5.L. Show that an ordered field is Archimedean if and only if for each element
z > 0 there is a natural number n such that
1
0<-n < z.
2
t JACOB BERNOULLI (1654-1705) was a member of a Swiss family that produced
severalrnathematicians who played an important role in the development of calculus.
CR. I THE REAL NUMBERS
infS\ / 7 S ~ {SUPS
sup S, inf S.
The reader should note where the completeness of the real number
system was used in the proof of the Supremum Principle. It is a fact of
some interest and importance that if F is an ordered field in which every
non-empty set which has an upper bound also has a supremum, then the
ordering is necessarily Archimedcan and the completeness property
stated in Definition 6.1 also holds (see Exercises 6.J, 6.K). Hence we
could characterize the real number system as an ordered field in which
the Supremum Principle holds, and this means of introducing the real
number system is often used. We chose the approach used here because
it seems more intuitive to us and brings out all the needed properties
in a reasonably natural way.
Dedekind Cuts
F2 ------------~------------
Fa - - - - - - -
F,i
Figure 6.3. The Cantor set.
6.J. Prove that if F is an ordered field in which every non-empty set which
has an upper bound also has a supremum, then F is an Archimedean field.
6.K. If (In) is a nested sequence of closed intervals, In = [an, bn], n E N,
show that the numbers
a = sup {an \, b = inf {b,,},
belong to all of the In. In fact, show that the intersection of the In, n E N, con-
sists of the interval [a, b]. Conclude, therefore, that in an ordered field in which
every non-empty set which has an upper bound also has a supremum, the
Completeness Property of Definition 6.1 also holds.
6.L. Let A = {x E Q: x :s; 0 or x'l. < 2} and B = {x E Q: x > 0 and x'l. > 21.
Prove that the pair A, B forms a cut in Q. Show that there does not exist -a
rational number c which is both an upper bound for A and a lower bound for B.
Hence there is no rational number determining this cut.
6.M. Show that every element in the Cantor set F has a ternary (= base 3)
expansion using the digits 0, 2.
6.N. Show that the Cantor set F is a non-denumerable subset of I. [Hint: if
the denumberable collection of "right-hand" end points of F is deleted, then
what remains can be put into one-one correspondence with all of the non-
denumberable subset [0, 1) of R.]
6.0. Show that every open interval (a, b) containing a point of F also contains
an entire "middle third" set, which belongs to e(F). Hence the Cantor set F
does not contain any non-void open interval.
6.P. By removing sets with ever decreasing length, show that we can construct
a "Cantor-like" set which has positive length. How large can we make the length?
6.Q. Show that F is not the union of a countable collection of closed intervals.
6.R. If S is a bounded set of real numbers and if So is a non-empty subset of S,
then
inf S ::;; inf So < sup So ::; sup S.
(Sometimes it is more convenient to express this relation in another form. Let f
be defined on a non-empty set D and have bounded range in R. If Do is a non-
empty subset of D, then
inf If(x) : x E Dl < inf If(x) : x E Do}
~ sup U(x) : x E Do} ~ sup If(x) : XED}.)
6.S. Let X and Y be non-empty sets and let f be defined on X X Y to a
bounded subset of R. Let
ft(x) = sup {I(x, y) : y E Y},
fJ.(Y) = sup {I(x, y) : x E Xl.
Establish the Principle of Iterated Suprema:
sup {f(x, y) : x E X, Y E Y} = sup {fleX) : x E Xl
= sup {f2(Y) : y E Y}.
56 CH. I THE REAL NUMBERS
(c) Show that the value of aT given in part (a) does not depend on the repre-
sentation of r in the form min. Also show that if r is an integer, then the new
definition of aT gives the same value as the old one.
(d) Show that if r, 8 E Q, then aTa' = ar+, and (aT)' = an.
(e) Show that aTbT = (ab)T.
(f) If r E Q, then a < b if and only if aT < bT.
(g) If r, 8 E Q, then r < 8 if and only if aT < a'l.
(h) Ii c is a real number satisfying 0 < c < 1, we define cT = (l/c)-r. Show
that parts (d) and (e) hold and that a result similar to (g), but with the in-
equality reversed, holds.
6.{3. Now that a z has been defined for rational numbers x, we wish to define
it for real x. In doing so, make free use of the results of the preceding project. As
before, let a and b be a real numbers exceeding 1. If u E R, let
aU = sup Tu(a).
Prove that this definition yields the same result as the previous one when u is
rationaL Establish the properties that correspond to the statements given in
parts (d)-(g) of the preceding project. The very important function which has
been defined on R in this project is called the exponential function (to the
base a). Some alternative definitions will be given in later sections. Sometimes
it is convenient to denote this function by the symbol
The reader will note that the product defined by equation (7.1) is
a function with domain R X Rp and range Rp. We shall now define
a function with domain R P X R P and range R that will be useful.
CR. II THE TOPOLOGY OF CARTESIAN SPACES
Ix - yl < Ix - zl + Iz - yl,
which means that the distance from x to y is no greater than the sum of
the distance from x to z and the distance from z to y.
7.9 DEFINITION. Let x E Rp and let r > O. Then the set {y E Rp:
Ix - yl < r l is called the open ball with center x and radius r and the
set {y E Rp: Ix - yl < r} is called the closed ball with center x and
radius r. The set {y E Rp:lx - yl = r} is called the sphere in Rp with
center x and radius r. (See Figure 7.2.)
Note that the open ball with center x and radius r consists of all
points in Rp whose distance from x is less than r.
7.10 PARALLELOGRAM IDENTITY. If x and yare any two vectors in
Rp, then
(7.6)
holds if and only if xy = O. In this case, one says that x and yare orthogonal
or perpendicular.
7.K. A subset K of Rp is said to be convex if, whenever x, y belong to K and
t is a real number such that 0 < t < 1, then the point
tx + (1 - t)y
also belongs to K. Interpret this condition geometrically and show that the
subsets
K 1 = {xE R2: Ixl < 11,
K2 = I (E, 1)) E R2 : 0 < ~ < 1) J,
Ka = {(~, 1)) E R2 : 0 < 1) < ~ < 1 J,
K4 = Ix E R2 : Ixl = 11
is not convex.
7.1. The intersection of any collection of convex subsets of Rp is convex. The
union of two convex subsets of Rp may not be convex.
7.M. If K is a subset of Rp, a point z in K is said to be an extreme point of
K if there do not exist points x, yin K with x ~ z and y ~ z and a real number t
with 0 < t < 1 such that z = Lx + (1 - t)y. Find the extreme points of the
sets K t , K 2, K a in Exercise 7.K.
68 CH. II THE TOPOLOGY OF CARTESIAN SPACES
(d) Show that the inequality (*) between the geometric mean and the arith~
metic mean holds even when m is not a power of 2. (Hint: if 2n - 1 < m < 2n , let
bi = ai for j = 1, ..., m and let
Show that the equality holds if and only if the ordered sets {a1, a2, , ~} and
{bi , b2, , bn J are proportional.
(g) Use part (f) and establish the Triangle Inequality
{i
1=1
(aj + bi)2l / < J
12
i
L=1
arll12 + {i
;=1
b;11/2.
7.{3. In this project, let {aI, a2, .., an}, and so forth be sets of n non~negative
real numbers and let r > 1.
(a) It can be proved (for example, by using the Mean Value Theorem) that
if a and b are non-negative and 0 < a < 1, then
aab i - a < aa + (1 - a)b
and that the equality holds if and only if a = b. Assuming this, let r > 1 and
let 8 satisfy
1
-r + 81- = 1,
(so that 8> 1 and r +8 = r8). Show that if A and B are non-negative, then
Ar B.
AB<-+-,
r 8
8.6 CLOSED SET PROPERTIES. (a) The empty set 0 and the entire
space R P are closed in R p.
(b) The union of any two closed sets is closed in Rp.
(c) The intersection of any collection of closed sets is closed in Rp.
CH. II THE TOPOLOGY OF CARTESIAN SPACES
Intervals
~---
I
I
t
\
\
" ...... ......... ~
--
.........~2:l:lZ?:~
---_.--
Al = {t E R: + t(Zk -
Zk-l Zk-l) E A nG},
BI = {t E R : Zk-l + t(Zk - Zk-l) EB n G},
then it is easily seen that Al and B 1 are disjoint non-empty open subsets
of R. Hence the pair AI, B I form a disconnection for the unit interval
I, contradicting Theorem 8.16. Therefore, if G is not connected, there
exist two points in G which cannot be joined by a polygonal curve in G.
82 CH. 11 THE TOPOLOGY OF CARTESIAN SPACES
8.E. Show in detail that the set in equation (8.2) is neither open nor closed
inR.
8.F. Give an example of a subset of R2 which is neither open nor closed.
8.G. Write out the details of the proof of Theorem 8.6.
8.H. The union of a collection of closed subsets of Rp may fail to be closed.
8.1. Every open subset of Rp is the union of a countable collection of sets
which are closed. (Hint: the set of points all of whose coordinates are rational is
countable.)
8.J. Every closed subset in Rp is the intersection of a countable collection of
sets which are open.
8.K. If A is a subset of Rp, let A - denote the intersection of all closed sets
which contain A. The set A-is called the closure of A. Prove that A-is a closed
set and that
A cA-
- , (A-)- = A-,
0- = 0.
Observe that A - is the smallest closed set containing A.
8.1. If A, B are any subsets of Rp, then is
8.M. If A is a subset of Rp, let A 0 denote the union of all open sets which are
contained in A. The set A 0 is called the interior of A. Prove that A 0 is an open
set and that
- ,
A O cA (AOt = AO,
(A (\ Bt = A 0 (\ BO , (Rpt = Rp.
8.0. Show that an open interval in Rp, as in Definition 8.11, is an open set.
Prove that a closed interval in Rp is a closed set.
8.P. An open subset G of R is the union of a countable collection of open
intervals. (Hint: The set of points in G with rational coordinates is countable.)
The same result holds in Rp, p > 1.
8.Q. If A and B are open sets in R, show that their Cartesian product A X B
is open in R2.
8.R. Let A, B be subsets of R. The Cartesian product A X B is closed in R2
if and only if A and B are closed in R.
8.S. If A is any subset of Rp, then there exists a countable subset C of A such
that if x E A and f > 0, then there is an element z in C such that Ix - zl < E.
Hence every element of A is either in C or is a cluster point of C.
8.T. If A is a subset of Rp, then x is a cluster point of A if and only if every
neighborhood of x contains infinitely many points in A.
8.U. A finite subset of Rp has no cluster points. An unbounded subset of RF
may not have any cluster point.
84 CR. II THE TOPOLOGY OF CARTESIAN SPACES
U Gni
j=l
bisection of the sides of the interval II = {(~I, ..., ~p): I~jl < r} so the
length of the side of h is r/2k-2. It follows from Theorem 7.11 that if
w Elk, then
wi -< -2 - .
ryp
Iy - k- 1
Figure 9.3
t RENE LOUIS BAIRE (1874-1932) was a professor at Dijon. He worked in set theor~'
and real analysis.
92 CH. II THE TOPOLOGY OF CARTESIAN SPACES
9.D. If DI and Dz are open sets which are dense in Rp, then DI U D2 and
DI n Dz are also dense open sets in Rp.
9.V. If D1 and Dz are dense subsets of Rp, are DI V D z and D1 () D2 also dense
subsets of Rp?
9.W. If {D... :n E N} is a countable collection of dense open subsets of Rp,
then their intersection is a dense subset of Rp.
t CARL FRIEDRICH GAUSS (1777-1855), the prodigious son of a day laborer, was
one of the greatest of all mathematicians, but is also remembered for his work in
astronomy, physics, and geodesy. He became professor and director of the Observa-
tory at Gottingen.
III
Convergence
98
100 ell. III CONVERGENCE
n
- 1 , ...) ,
converge to respectively.
f}l, f}2, , f}p
We shall now present some examples. For the sake of simplicity in the
calculations, we consider examples in R.
104 CH. III CONVERGENC
so that
E
lelfn - 11 < 1 + < f E '
whenever n > K(f). This establishes the fact that el/ n ~ 1, when
O<e<1.
11.9 DEFINITION. If X (X'TJ is a sequence in Rp and if rl < T2 <
=
... < r n < ... is a strictly increasing sequence of natural numbers,
then the sequence X' in Rp given by
is called a subsequence of X.
It may be helpful to connect the notion of a subsequence with that of
the compof:ition of two functions. Let g be a function with domain N
and range in N and let g be strictly increasing in the sense that if n < m,
then g(n) < gem). Then g defines a subsequence of X = (x..) by the
formula
X0g= (Xg(n) : n E N).
Since this can be done for arbitrary > 0, we infer that X + Y con-
verges to x + y. Precisely the same argument can be used to show that
X - Y converges to x - y.
To prove that X Y converges to X'y, we make the estimate
IXn'Yn - ,rYI = !(Xn'Yn - xn,y) + (xn,y - x'Y)1
< IXn'(Yn - y)1 + I(x n - x)YI.
Using the C.-B.-S. Inequality, we obtain
(11.3) \Xn'Yn - x'yl < IxnllYn - yl + \x n - xllyl
108 CH. III CONVERGENCE
with < r < 1 and some A > 0, then < X n < Arn for large n.)
I1.R. If, in Exercise I1.Q, lim (x n l / n ) > 1, then the sequence X is divergent.
11.S. Give an example of a sequence X = (x n ) of positive numbers with
lim (x n l / n ) = 1 and such that lim X = O. Also, give an example of a divergent
sequence X such that lim (x n l / n ) = 1.
n.T. Re-examine the convergence of Exercises I1.M, N, 0 in the light of
Exercises 11.P, Q, R.
l1.U. If < b < a and if X n = (an + bn)l/n, then lim (x n) = a.
H.V. If x = lim (x n ) and if IX n - cl < E for all n E N, then is it true that
Ix - ci < e?
Projects
n.a. Let d be a metric on a set M in the sense of Exercise 7.N. If X = (x n )
is a sequence in M, then an element x in M is said to be a limit of X if, for each
positive number E there exists a natural number K(e) such that if n > K(E),
then d(xn , x) < E. Use this definition and show that Theorems 11.5, 11.6, 11.10,
11.11, 11.12 can be extended to metric spaces. Show that the metrics dl , d2, do:)
in Rp give rise to the same convergent sequences. Show that if d is the discrete
metric on a set, then the only sequences which converge relative to d are those
sequences which are constant after some point.
11.{:l. Let 8 denote the collection of all sequences in R, let m denote the collec-
tion of all bounded sequences in R, let c denote the collection of all convergent
sequences in R, and let Co denote the collection of all sequences in R which
converge to zero.
(a) With the definition of sum given in Definition 11.2 and the definition of
product of a sequence and real number given by a(Xn) = (ax,.,), show that each
of these collections has the properties of Theorem 7.3. In each case the zero
element is the sequence 8 == (0,0, ...,0, ...). (We sometimes say that these
collections are linear spaces or vector spaces.)
(b) If X = (x n ) belongs to one of the collections m, c, Co, define the norm of
X by IXI = supllxnl:n E N}. Show that this norm function has the properties
of Theorem 7.8. (For this reason, we sometimes say that these collections are
normed linear spaces.)
(c) If X and Y belong to one of these three collections, then the product XY
also belongs to it and IXYI < IXII YI. Give an example to show that equality
may hold and one to show that it may fail.
(d) Suppose that X = (x n) and Y = (Yn) belong to m, C, or Co, and de-
fine d(X, Y) = sup {Ixn - Ynl: n E N I. Show that d yields a metric on each
of these collections.
112 eH. III CONVERGENCE
x* - f ~ X* {X * + f
I I I I 1111111 111 1111 I
X2 X3
Figure 12.1
whence it follows that Ix - sup {X n } I < t. Since this holds for all > 0,
we infer that lim (x n ) = x = sup {x n }.
Conversely, suppose that X = (x n ) is a bounded monotone increasing
sequence of real numbers. According to the Supremum Principle 6.6, the
supremum x* = sup {x n } exists; we shall show that it is the limit of X.
Since x* is an upper bound of the elements in X, then X n < x* for n E N.
Since x* is the supremum of X, if > 0 the number x* - E is not an
upper bound of X and exists a natural number K such that
x* - E < XK.
Un = 1+ 1+~
2!
(1 - !)n + ~ (1 - !)n (1 - n~)
31
Note that the expression for Un contains n + 1 terms and that for Un+!
contains n + 2 terms. An elementary examination shows that each term
in Un is no greater than the corresponding term in Un+l and the latter has
one more positive term. Therefore, we have
Ul < U2 < ... < Un < Un+l < ....
To show that the sequence is bounded, we observe that if p = 1, 2, ..., n,
then (1 - pin) < 1. Moreover, 2P-l < p! (why?) so that lip! < 1/2p-l.
From the above expression for Un, these estimates yield
1 1 1
2 < U
n
< 1 + 1 + -2 + -22 + ... + -2n-1'
<3 n > 2.
Now let n be any natural number such that n > M(f). It follows that
(*) holds for this value of n and for m = K. Thus
111
= 1 xs
x1 ,
= 1 + -2 , Xli = 1 + -2 + -23 ,...,
111
X2n+1 = 1 + -2 + 23 + ... + 2--,
21'1-1
...
It follows that
X2n.H = 1 + -2 1(1
+ - + ... + -1)
1
4 4n - 1
1 1 - 1/41'1
=1+-
2 1 - 1/4
=1+-32 ( 1 -41-) n
.
1
Xl = - , X2 = -
I!
1
l!
-
1
- , ..., x
2! n
= -
1
- -
I! 2!
1
+ ... + ( -1)
n!
nH
' ...
Since this sequence is not monotone, a direct application of the Mono-
tone Convergence Theorem is not possible. Observe that if m > n, then
( - 1) nH (- 1) 1'1+3 (- 1) m
X
n
- X
m
= (n +
I)! + (n + 2)! + ... + m! .
1 1 1
Xn = 1" + 2 + ... + ;; fornEN,
lim (x;:') ~ L,
and if E > 0, then there exist positive numbers A, B and a number K such that
A(L - E)n < Xn < B(L + E)n for n> K.
Use Example 11.8(d) and prove that lim (x n 1In ) = L.
12.M. Apply Example 12.3(d) and the preceding exercise to the sequence
(nn/n!) to show that
. (
I1m n ) = e.
(n!)l!n
12.N. If X = (x n ) is a sequence in R and x > 0, then is it true that lim X = x
if and only if
lim (xn +- xx)
Xn
= O?
Prove that 0,2 < b2 and, by induction, that an < bn . Show that the sequences
(an) and (b n ) converge to the same limit.
12.R. If X = (x n ) is not a Cauchy sequence in Rp, then does there exist an
unbounded subsequence of X?
12.S. If Xn belongs to a subset A of Rp, and X n -:;z!:. x for all n E N and if x =
lim(x n ), then x is a cluster point of A.
12.T. If x is a cluster point of a subset A of Rp, then does there exist a sequence
(Xn) of elements of A which converges to x?
12.U. Prove the Cantor Intersection Theorem 9.4 by taking a point Xn in F n
and applying the Bolzano-Weierstrass Theorem 12.4.
12.V. Prove the Nearest Point Theorem 9.6 by applying the Bolzano-Weier-
strass Theorem 12.4.
12.W. Prove that if K 1 and K 2 are compact subsets of Rp, then there exist
points Xl in K 1 and X2 in K 2 such that if Zl E K l and Z2 E K 2 , then IZI - z21 >
IXI - x21
12.X. If K I and K2 are compact subsets of Rp, then the set K = Ix + y:
x E K 1, Y E KzI is compact.
122 CH. III CONVERGENCE
il / / k f
Figure 13.3
Figure 13.5
an element Xo E D with f(xo) =;t. (), then If(xo) I > 0 and hence Ilfll >
If(xo) I > O.
(b) This follows since lef(x) I = Iellf(x)l.
(c) According to the Triangle Inequality 7.8(iv),
If(x) + g(x)] < Ifex) I + Ig(x)l,
and by Definition 13.7 the right-hand side is dominated, for each.x E D,
by I[fll + llgl1. Therefore, this last number is an upper bound for the
set {If(x) + g(x)\ : xED}, so we conclude that
The reader will have noted that the set of bounded functions on D
to R q admits a function which possesses some of the same properties
as the distance function in R q. The fact that the D-norm, as defined in
Definition 13.7, satisfies the Norm Properties 7.8 is sometimes summa-
rized by saying that the set of bounded functions on D c Rp to Hq is a
normed linear space. Although such ideas are of considerable interest
and importance, we shall not pursue this line of thought any further,
but content ourselves with the connection between the D-norm and
uniform convergence on the set D.
13.9 LEMMA. A sequence (jn) of bounded functions on D c Rl' to Rq
converges uniformly on D to a function f if and only if
Ilfn - fll ~ o.
PROOF. If the sequence (fn) converges to f uniformly on D, then for
f > 0 there is a natural number K(f) such that if n > K(f) and.r E D,
then Ifn(x) - f(x)! < f. This implies that if n > K(f), then
Ilfn - fll = sup {Ifn(x) - f(x) I: xED} < E.
Hence Ilfn - fl \ converges to zero.
Conversely, if Ilfn - fll converges to zero, then for e > 0 and xED
we have
Ifn(x) - f(x) I < IIfn - fll < E,
provided that n > K(f). Therefore, if xED and n > K(f), then
Ifn(x) -f(x)1 < E.
This shows that the sequence Un) converges uniformly on D to the
function f.
Q.E.D.
130 CR. III CONVERGENCE
I3.H. Show that lim (e-nZ) exists for x 2: O. Also consider the existence of
lim (xe-nx).
13.1. Suppose that (xn ) is a convergent sequence of points which lies, together
with its limit x, in a set D c Rp. Suppose that Un) converges on D to the function
j. Is it true thatf(x) = lim (f,,(Xn)?
13.J. Consider the preceding exercise with the additional hypothesis that the
convergence of the (fn) is uniform on D.
13.K. Prove that the convergence in Exercise 13.A is not uniform on the
entire set of convergence, but that it is uniform for x ~ 1.
I3.L. Show that the convergence in Exercise 13.B is not uniform on the
domain x ~ 0, but that it is uniform on the set x 2: c, where c > O.
13.M. Is the convergence in Exercise 13.D uniform on R?
l3.N. Is the convergence in Exercise 13.E uniform on I?
13.0. Is the convergence in Exercise 13.F uniform on I? Is it uniform on
[e, 1] for c > O?
I3.P. Does the sequence (xe-nz) converge uniformly for x ~ O?
13.Q. Does the sequence (x 2e-nx ) converge uniformly for x ~ O?
13.R. Let (fn) be a sequence of functions which converges on D to a functionf.
If A and B are subsets of D and it is known that the convergence is uniform on
A and also on B, show that the convergence is uniform on A VB.
13.S. Let M be the set of all bounded functions on a subset D of }lp with
values in R9. If I, g belong to M, define d(f, g) = Iii - gil. Show that d is a
metric on M and that convergence relative to d is uniform convergence on D.
Give an example of a sequence of elements of M which is bounded relative to d
but which does not have a subsequence which converges relative to d.
.
III case
1
1m
(kd)
IYnl = 1.
(14.2) rT n - X =
Xl + X2 + ... + X - n
x
n
1
= - I (Xl - x)
n
+ (Xz - X) + ... + (X n - X)}.
NA
jrT n - xl <-
n
+ n-N
n
for n > N (e).
We shall not pursue the theory of summability any further, but refer
the reader to books on divergent series and summability. For example,
see the books of E. Knopp, G. H. Hardy, and P. Dienes listed in the
References. One of the most interesting and elementary applications of
Cesaro summability is the celebrated theorem of Fejert which asserts
that a continuous function can be recovered from its Fourier series by
We shall not pursue in any more detail that part of the theory of
double sequences which is parallel to the theory of (single) sequences.
Rather, we propose to look briefly at the relation between the limit as
defined in 14.9 and the iterated limits.
To begin with, we note that a double sequence can be regarded, in
at least two ways, as giving a sequence of sequences! On one hand, we
can regard each row in the array given in (14.3) as a sequence in Rp.
Thus the first row in (14.3) yields the sequence Y 1 = (xln:n E N) =
(Xll, Xl2., . , Xln, . ); the second row in (14.3) yields the sequence
Y2. = (x2n:n E N); etc. It makes perfectly good sense to consider the
limits of the row sequences Y 1, Y2, ..., Y 71>, . (when these limits exist).
Supposing that these limits exist and denoting them by Yl, Y2, ..., Ym, ...,
we obtain a sequence of elements in Rp which might well be examined
for convergence. Thus we are considering the existence of y = lim (Ym).
Since the elements Ym are given by Ym = lim Y m where Y m = (X7I>n:
n EN), we are led to denote the limit y = lim (Ym) (when it exists) by
the expression
y = lim lim (x mn ).
m n
X = { I , m n, I
mn
0, m - n.
Here both iterated limits exist and are equal, but the double limit does
not exist. However, under some additional conditions, we can establish
the existence of the double limit from the existence of one of the
iterated limits.
14.13 DEFINITION. For each natural number m, let Y m = (X mn ) be
a sequence in Rp which converges to Ym' We say that the sequences
{Y m : mEN} are uniformly convergent if, for each e > 0 there is a
natural number N(E) such that if n > N(e), then IX mn - Yml < E for
all natural numbers m.
The reader will do well to compare this definition with Definition
13.4 and observe that they are of the same character. Partly in order
to motivate Theorem 14.15 to follow, we show that if each of the
sequences Y m is convergent, then the existence of the double limit
implies that the sequences {Y m : mEN 1 are uniformly convergent.
14.14 LEMMA. If the double limit of the double sequence X = (X mn )
exists and if, for each natural number m, the sequence Y m = (Xmn: n E N)
is convergent, then this collection is uniformly convergent.
PROOF. Since the double limit exists, given e > 0 there is a natural
number N(e) such that if m, n > N(e), then IX mn - xl < e. By hypothe-
sis, the sequence Y m = (X mn : n E N) converges to an element Ym and,
applying Lemma 11.16, we find that if m > N(e), then IYm - xl < e.
Thus if m, n > N(e), we infer that
IXmn - Yml < IXmn - xl + Ix - Yml < 2E.
In addition, for m = 1,2, ..., N(e) - 1 the sequence Y m converges to
Ym; hence there is a natural number K(f) such that if n > K(e), then
IX mn - Yml <
m = 1, 2, ..., N(e) - l.
E,
Letting M(e) = sup {N(e), K(e) L we conclude that if n > M(e), then
for any value of m we have
IXmn - Yml < 2e.
This establishes the uniformity of the convergence of the sequences
{Ym:mEN}.
Q.E.D.
144 Cll. III CONVERGENCE
Exercises
14.A. Find the limit superior and the limit inferior (when they exist) of the
following sequences:
(a) (_1)n), (b) (1 + (-l)n), (c) (-l) nn)
H.B. Show that if lim (x,,) exists, then lim sup (x,,) = lim (x n ).
14.C. Show that if X = (x n ) is a bounded sequence in R, then there exists a
subsequence of X which converges to lim inf X.
14.D. Give the details of the proof of Theorem 14.3.
14.E. Formulate the theorem corresponding to Theorem 14.3 for the limit
inferior.
14.F. Give the direct proof of the part (c) of Theorem 14.4 and a proof using
the other parts of this theorem.
14.G. Prove part Cd) of Theorem 14.4 by using property (b) in Theorem 14.3 as
the definition of the limit superior. Do the same using property (d). Property (e).
14.H. If X is a sequence of positive elements, show that
Continuous Functions
J46
CH. IV CONTINUOuS FUNCTIONS
(Xl") to a, there exists a natural number N (6(E such that if n > N (6(E,
then IX n - al < 6(E). Since each Xn E:O, it follows from (b) that
If(x n ) - f(a) I < E, proving that (c) holds.
Finally, we shall argue indirectly and show that if condition (a) does
not hold, then condition (c) does Dot hold. If (a) fails, then there exists
a neighborhood V o of f(a) such that for any neighborhood U of a, there
is aD element Xu belonging to :0 n U but such that f(xu) does not belong
to Vo. For each natural number n consider the neighborhood Un of a
defined by Un = {x E R p : IX - a I < 1/n} ; from the preceding sentence,
for each n in N there is an element XI" belonging to :D nUn but such that
f(x n ) does not belong to Vo. The sequence (XI") just constructed belongs
to :D and converges to a, yet none of the elements of the sequence (f(x n
belong to the neighborhood Vo of f(a). Hence we have constructed a
sequence for which the condition (c) does not hold. This shows that
part (c) implies (a).
Q.E.D.
Before we push the theory any further, we shfJ,ll pause to give some
examples. For simplicity, most of the examples are for the case where
Rp = Rq = R.
150 CH. IV CONTINUOUS FUNCTIONS
(d) We consider the same function as in (c) but use a slightly different
technique. Instead of factoring x 2 - a21 we write it as a polynomial in
x-a. Thus
x2 - a2 = (x 2 - 2ax + a2) + (2ax - 2a2 ) = (x - a)2 + 2a(x - a).
Using the Triangle Inequality, we obtain
If(x) - f(a) I < Ix - al 2 + 2lallx - al
If 5 < 1 and lx - a\ < 5,
then Ix -
a\2 < 52 < 5 and the term on the
right side is dominated by 5 + 2\a\5 = 5(1 + 2Ia\). Hence we are led to
choose
0(') 1
= in! 1, 1 +'zlal}'
(e) Consider ~ = {x E R:x r! O} and letjbe defined by f(x) = l/x,
x E :D. If a E ~1 then
f(x) = 1, if x is rational,
= 0, if x is irrationaL
have domain 5)(h) = Ix E 5)(j) :f(x) E 5) (g) I and for x in 5)(h) we set
hex) = g[f(x)]. Thus h = go f is a function mapping 5)(h), which is a
subset of 5)(f) c Rp, into R~. We now establish the continuity of this
function.
15.8 THEOREM. Iff is continuous at a and 9 is continuous at b = f(a),
then the compositian 9 a f is continuous at a.
PROOF. Let W be a neighborhood of the point c = g(b). Since 9 is
continuous at b, there is a neighborhood V of b such that if y belongs to
V (\ 5)(g), then gCy) E W. Since f is continuous at a, there exists a
neighborhood U of a such that if x belongs to U (\ 5)(j), thenf(x) is in V.
f g
Figure 15.4
linear Functions
The preceding discussion pertained to general functions defined on a
part of Rp into Rq. vVe now mention a simple but extremely important
special kind of function, namely the linear functions. In most applica-
tions, the domain of such functions is all of R P, and so we shall restrict
our attention to this case.
15,9 DEFINITION. A function f with domain Rp and range in Rq is
said to be linear if, for all vectors x, y in R P and real numbers c,
(15.3) f(x + y) = f(x) + fey), f(cx) = cf(x).
Often linear functions are called linear transformations.
It is readily seen that the functions in Examples 15.6(b) and 15.6(i)
are linear functions for the case p = q = 1 and p = q = 2, respectively.
In fact, it is not difficult to characterize the most general linear function
from Rp to Rq.
156 CR. IV CONTINUOUS FUNCTIONS
This shows that the coordinates of f(x) are given by the relations
(15.4), as asserted.
Conversely, it is easily verified by direct calculation that if the rela-
tions (15.4) are used to obtain the coordinates rtf of y from the coordinates
h of x, then the resulting function satisfies the relations (15.3) and so is
linear. We shall omit this calculation, since it is straight-forward.
Q.E.D.
(15.6)
Cq l C q2 .,. C qp
Preservation of Connectedness
We recall from Definition 8.14 that a set H in Rv is disconnected if
there exist open sets A, Bin Rv such that A n Hand B n H are disjoint
non-empty sets whose union is H. A set is connected if it is not
disconnected.
16.3 PRESERVATION OF CONNECTEDNESS. If H is connected and f is
continuous on H, then f(H) is connected.
PROOF. Assume that feR) is disconnected in Rq, so that there exist
open sets A, B in Rq such that A nf(H) and B nf(H) are disjoint
non-empty sets whose union isf(H). By the Global Continuity Theorem
16.1, there exist open sets AI, B I in Rv such that
Al n H :::= I-I (A), B I n H = f-I(B).
These intersections are non-empty and their disjointness follows from
the disjointness of the sets A nf(H) and B nf(H). The assumption
that the union of A nf(H) and B nf(H) isf(H) implies that the umon
of Al n Hand B I n H is H. Therefore, the disconnectedness of feR)
implies the disconnectedness of H.
Q.E.D.
all of Rq). One could modify the argument in Theorem 15.11 to show
that this inverse function is continuous. Such modification is not neces-
sary, however] as the continuity of f- l follows from Corollary 16.8.
For, if YI, ys belong to the domain of f- 1 (= the range of f), then there
exist unique elements Xl, X2 in Rp such that f(XI) = YI and f(X2) = V2;
hence f(XI - X2) = f(Xl) - f(x2) = Yl - Y2. From Corollary 16.8, we
infer that
mixi - X2! < If(xi - X2) 1= IYI - Y21.
Since Xl = f-l(YI) and X2 = f- l (Y2), then
From the Global Continuity Theorem 16.1 (c), we infer that g = i-I
is continuous.
Q.E.D.
Uniform Continuity
In order to help fix these ideas, the reader should look over Examples
15.5 and determine in which examples the 0 was chosen to depend on
the point in question and in which ones it was chosen independently
of the point.
With these preliminaries we now introduce the formal definition.
16.10 DEFINITION. Let f have domain ~ in Rp and range in Rq.
We say that f is uniformly continuous on ~ if for each positive real
number Ethere is a positive number O(E) such that if x and u belong to
~ and Ix - ul < a(E), then If(x) - feu) I < f.
(16.5) n EN.
We shall show that the sequence (x n ) converges to a unique fixed point
u of f and estimate the rapidity of the convergence.
To do this, we observe that
Therefore,
IX31 < IX21 + c lx21 = (1 + C)IX21 < B(l - C2).
This argument can be continued inductively to prove that IXn+11 <
B(l - en). Hence the sequence (x n) lies in the set 1> and the result
follows as before.
Q.E.D.
Exercises
16.A. Interpret the Global Continuity Theorem 16.1 for the real functions
f(x) = x2 and g(x) = l/x, x =;t. O. Take various open and closed sets and con-
sider their inverse images under f and g.
16.B. Let h be defined on R by
Exhibit an open set G such that h-1(G) is not open, and a closed set F such that
h-1(F) is not closed.
16.0. If f is defined and continuous on Rp to R and if f(xo) > 0, then is f
positive on some neighborhood of the point xo? Does the same conclusion follow
if f is merely continuous at the point xo?
16.S. If fis uniformly continuous on a bounded subset B of RJ' and has values
in R11, then must f be bounded on B? .
16.T. A function g on R to Rq is periodic if there exists a positive number p
such that g(x + p) = g(x) for all x in R. Show that a continuous periodic func-
t tion is bounded and uniformly continuous on all of R.
16.U. Suppose that f is uniformly continuous on (0, 1) to R. Can J be defined
at x = 0 and x = 1 in such a way that it becomes continuous on [0, 1]1
16.V. Let 5) = {x E Rp: Ixl < 11. Is it true that a continuous function f on
:D to RIl can be extended to a continuous function on:D1 = {x E RJ': Ixl < 1}
if and only if f is uniformly continuous on~?
Projects
16.a. The purpose of this project is to show that many of the theorems of
this section hold for continuous functions whose domains and ranges are con-
tained in metric spaces. In establishing these results, we must either observe that
earlier definitions apply to metric spaces or can be reformulated to do so.
(a) Show that Theorem 15.2 can be reformulated for a function from one
metric space to another.
(b) Show that the Global Continuity Theorem 16.1 holds without change.
(c) Prove that the Preservation of Connectedness Theorem 16.3 holds.
(d) Show that the Preservation of Compactness Theorem 16.5 holds.
(e) Show that the Uniform Continuity Theorem 16.12 can be reformulated.
l6.~. Let g be a function on R to R which is not identically zero and which
satisfies the functional equation
g(x + y) = g(x)g(y) for x, y E R.
The purpose of this project is to show that g must be an exponential function.
(a) Show that g is continuous at every point of R if and only if it is continuous
at one point of R.
(b) Show that g does not vanish at any point.
(c) Prove that g(O) = 1. If a = g(l), then a > 0 and g(r) = ar for r E Q.
(d) If (l(x) > 1, 0 < x < 0, for some positive 0, then g is positive on all of R.
In this case, g is strictly increasing and continuous on R.
(e) If g is continuous on R, then g is positive on all of R.
(f) Show that there exists at most one continuous function satisfying this
functional equation and such that gel) = a for a > O.
(g) Referring to Project 6.{3, show that there exists a unique continuous func-
tion satisfying this functional equation and ~ch that g(l) = a for a> O.
z
16.-y. Let h be a function on P = (x E R: > 0) to R which is not identically
~ero and which satisfies the functional equation
(x, I(x,)
(a, {(a')
f+f./3 __~
"
f-E/3_~
Figure 17.1
178 CR. IV COXTIXUOUS FUNCTIONS
( )
( ]
] (
-2 o 1 3
[ 3
Figure 17.2. A step function.
We shall now prove a deeper, more useful, and more interesting result
concerning the approximation by polynomials. First, we prove the Weier-
strass Approximation Theorem for p = q = 1, by using the polynomials
of S. Bernsteln.t Next, we shall establish the Rv case of M. H. Stone's
generalization of the Weierstrass Theorem. We shall then be able to
obtain easily the general case of polynomial approximation.
(17.2)
(17.5) n -
(k - 2
2) (n - 2) I
= (k - 2) l(n - k)!
k(k - 1) (n)
= n(n - 1) k
f(x) = t
k=O
f(x) (n) x k(1 - x)n-k.
k
Therefore, we obtain the relation
and break (17.10) into two sums. The sum taken over those k for which
Ix - kin I < n- 1/ 4 < o(e) yields the estimate
L:Ie e (n)
k
xk(1 - x)n-k <E t (n)
k =1 k
x k(1 - x)n-k = e.
The sum taken over those k for which Ix - kln\ > n- 1/4, that is,
(x - klm)2 > n-1/ 2, can be estimated by using formula (17.9). For this
part of the sum in (17.10) we obtain the upper bound
184 CR. IV CONTINUOUS FUNCTIONS
Having done this, we set fa = f2 - CP2 and note that fa = 1 - CPt - fP2 is
continuous on ~ and that sup {lh(x)l:x E ~} < (j)2M.
By proceeding in this manner, we obtain a sequence (CPn) of functions
defined on Rp to R such that, for each n,
PROOF. First, we shall show that if (a) fails, then so does (b). If the
family;Y is not bounded, there is a sequence (fn) of functions in ;Y such
that for each natural number n we have Ilfnll > n. In view of Lemma
17.13 no subsequence of (jn) can converge uniformly on K. Also, if the
set ;Y is not equicontinuous, then for some fO > 0 there is a sequence
Un) from ;Y such that o(fO, in) > lin. If this sequence Un) has a uni-
formly convergent subsequence, we obtain a contradiction to Lemma
17.15.
We now show that, if the set ;Y satisfies (a), then given any sequence
(in) in ;Y there is a subsequence which converges uniformly on K. To do
this we notice that it follows from Exercise 8.5 that there exists a count-
able set C in K such that if Y E K and f > 0, then there exists an element
x in C such that Ix - yl < f. If C = {Xl, X2, ... }, then the sequence
(!n(Xl)) is bounded in Rq. It follows from the Bolzano-Weierstrass
Theorem 12.4 that there is a subsequence
(!ll (Xl), 112 (Xl), ... , lin (Xl), ...)
of (!n(XI)) which is convergent. Next we note that the sequence (ilk (X2) :
kEN) is bounded in Rq; hence it has a subsequence
(f21 (X2) , ! 22 (X2), ...,!2n (X2), ...)
which is convergent. Again, the sequence (!2n (Xa) :n E N) is bounded
in Rq, so some subsequence
(fal (Xa) , la2 (Xa), ... , fan (Xa), ...)
is convergent. We proceed in this way and then set On = inn so that Yn is
the nth function in the nth subsequence. It is clear from the construction
that the sequence (Yn) converges at each point of C.
We shall now prove that the sequence (On) converges at each point of
K and that the convergence is uniform. To do this, let e: > 0 and let
o(e:) be as in the definition of equicontinuity. Let C1 = {YI, . . 0' yd be a
finite subset of C such that every point in K is within O(f) of some point
in C1 Since the sequences
converge, there exists a natural number M such that if m, n > ill, then
Igm(Yi) - gn(Yi) I < E for i = 1, 2, ..., k.
Given x E K, there exists a Yi E C1 such that Ix - Yil < O(f). Hence, by
the equicontinuity, we have
194 CH. IV CONTINUOUS FUNCTIONS
If (fn(C) converges to 0 and e > 0, then there exists a natural number 1'l1 and
a neighborhood U of C such that if n > .M and x E U (\:0 thenin(x) < e.
17.R. Using the preceding exercise, establish the following result of U. Dini. t
If (fn) is a monotone sequence of real-valued continuous functions which con-
verges at each point of a compact subset K of Rp to a continuous function i,
then the convergence is uniform on K.
17.1. Can Dini's Theorem fail if the hypothesis that K is compact is dropped?
Can it fail if the hypothesis that i is continuous is dropped? Can it fail if the
hypothesis that the sequence is monotone is dropped?
17.J. Prove the following result of G. P6lya.t If for each n E N, in is a mono-
tone increasing function on I to R, if i is continuous on I to R, and if f(x) =
lim (jn(x) for all x E I, then the convergence is uniform on I. Observe that it
need not be assumed that the fn are continuous.
17.K. Let (jn) be a sequence of continuous functions on ~ c Rp to Rq and
let f(x) = lim (fn(X) for x E D. Show that i is continuous at a point c in D if
and only if for each e > there exists a natural number m = m(e) and a neigh-
borhood U = U (E) of C such that if x E :0 (\ U, then
17.L. Consider the weight factors CPk that appear in the nth BernsteIn poly-
nomials. By using elementary calculus or other means, show that CPk takes its
supremum on I at the point kin. Write out explicitly the functions CPk, k =
0, 1, 2, when n = 2 and the functions corresponding to n = 3, and note that
L CPn(X) = 1, for x E I. Draw graphs of some of these functions.
17.M. Carry out the details in the derivation of equation (17.8) and the
equation immediately preceding this equation.
17.N. Differentiate equation (17.3) twice with respect to s and then sub-
stitute s = x, t = 1 - x. From what is obtained, give another derivation of
equations (17.7) and (17.8).
17.0. Let K be the circumference of the unit circle in R2; hence K is the set
{ (x, y): x2 + y2 = I}. Note that K can be parametrized by the angle 9, where
tan 0 = ylx. A trigonometric polynomial is a function p on K to R of the form
statement, it may seem odd to the reader that we have waited this long
before inserting a section dealing with limits. There are several reasons
for this delay, the main one being that elementary analysis deals with
several different types of limit operations. We have already discussed
the convergence of sequences and the limiting implicit in the study of
continuity. In the next chapters, we shall bring in the limiting operations
connected with the derivative and the integral. Although all of these
limit notions are special cases of a more general one, the general notion
is of a rather abstract character. For that reason, we prefer to introduce
and discuss the notions separately, rather than to develop the general
limiting idea first and then specialize. Once the special cases are well
understood it is not difficult to comprehend the abstract notion. For an
excellent exposition of this abstract limit, see the expository article of
E. J. McShane cited in the References.
In this section we shall be concerned with the limit of a function at a
point and some slight extensions of this idea. Often this idea is studied
before continuity; in fact, the very definition of a continuous function is
sometimes expressed in terms of this limit instead of using the definition
we have given in Section 15. One of the reasons why we have chosen to
study continuity separately from the limit is that we shall introduce
two slightly different definitions of the limit of a function at a point.
Since both definitions are widely used, we shall present them both and
attempt to relate them to each other.
Unless there is specific mention to the contrary, we shall let f be a
function with domain ~ contained in Rp and values in R q and we shall
consider the limiting character of f at a cluster point c of ~. Therefore,
every neighborhood of c contains infinitely many points of X>.
18.1 DEFINITION. (i) An element b of Rq is said to be the deleted
limit of fat c if for every neighborhood Vof b there is a neighborhood U
of c such that if x belongs to U n ~ and x ~ c, then fCx) belongs to V.
In this case we write
(18.1) b = limf or b = limf(x).
c x~c
For the remainder of the present section, we shall consider the case
where q = 1. Thus f is a function with domain 5) in Rp and values in R
and the point c in Rp is a cluster point of :D. We shall define the limit
superior or the upper limit of f at c. Again there are two possibilities
depending on whether deleted or non-deleted neighborhoods are con-
sidered, and we shall discuss both possibilities. It is clear that we can
define the limit inferior in a similar fashion. One thing to be noted here
is that, although the existence of the limit (deleted or not) is a relatively
delicate matter, the limits superior to be defined have the virtue that (at
least if f is bounded) their existence is guaranteed.
The ideas in this part are parallel to the notion of the limit superior of
a sequence in Rp which was introduced in Section 14. However, we shall
not assume familiarity with what was done there, except in some of
the exercises.
18.7 DEFINITION. Suppose that f is bounded on a neighborhood of
the point c. If r > 0, define cp(r) and cp(r) by
(18.4a) cp(r) = sup {f(x) : 0 < Ix - cl < r, x E :oJ,
(18.4b) 4>(r) = sup {f(x) : Ix - cl < r, x E :O}.
and set
(18.5a) lim sup f = inf {cp (r) : r > O},
x-+c
These quantities are called the deleted limit superior and the non-
deleted limit superior of fat c, respectively.
Since these quantities are defined as the infima of the image under f of
ever-decreasing neighborhoods of c, it is probably not clear that they
deserve the terms "limit superior." The next lemma indicates a justifica-
tion for the terminology.
18.8 LEMMA. If 'P, cI> are as defined in equations (18.4), then
(18.6a) lim sup f = lim cp(r),
x--->c r--->O
One of the keys to the importance and the utility of upper semi-continu-
ous functions is suggested by the following lemma, which may be com-
pared with the Global Continuity Theorem 16.1.
18.12 LEMMA. Let f be an upper serni-continuous function with
domain ~ in Rp and let k be an arbitrary real nwnber. Then there exists an
open set G and a closed set F such that
It is possible to show, using the lemma just proved, (cL Exercise 18.M)
that if K is a compact subset of Rp and f is upper semi-continuous on K,
then f is bounded above on K and there exists a point in K where f attains
its supremum. Thus upper semi-continuous functions on compact sets
possess some of the properties we have established for continuous func-
tions, even though an upper semi-continuous function can have many
points of discontinuity.
204 CH. IV CONTINUous FUNCTIONS
in case for each positive number M there exists a neighborhood U of c such that
if x E U n :0 (f), x ~ c, then j(x) > M. Formulate and establish a result
analogous to Lemma 18.3 for this limit.
18.J. In view of Exercises 18.H and 18.1, give a definition of what is meant
by the expressions
lim f = + co, limf = - c:e.
x-++ oo x-+c
18.K. Establish Lemma 18.8 for the non-deleted limit superior. Give the
proof of Lemma 18.9(b).
18.L. Define what is meant by
lim supf = L, lim inf f = - CXl.
x-++ oo x-++ oo
can be proved to have this property. We shall not go through the details,
but refer the reader to the books of Titchmarsh and Boas for further
details and references.)
19.3 LEMMA. (a) If f has a derivative at c and f' (c) > 0, there
exists a positive number 0 such that if x E :D and c < x < c + 0, then
f(c) < f(x).
(b) If l' (c) < 0, there exists a positive number 0 such that if x E ~
and e - 0 < x < c, then f(c) < f(x).
PROOF. (a) Let eo be such that 0 < eo < 1'(c) and let 0 = o(eo) cor-
respond to eo as in Definition 19.1. If x E :D and c < x < e + 0, then
we have
-EO < f(x) - f(c) - f'ee).
x-c
Since x - e > 0, this relation implies that
o < [f'(c) - fO](X - c) < f(x) - f(c),
which proves the assertion in (a). The proof of (b) is similar.
Q.E.D.
x b
[It is easily seen that I(J is the difference of f and the function whose
graph consist of the line segment passing through the points (a, f(a
and (b, f(b; see Figure 19.2.] It follows from the hypotheses that rp
is continuous on J = [a, b] and it is easily checked that rp has a derivative
in (a, b). Furthermore, we have rp(a) = rp(b) = O. Applying Rolle's
Theorem, there exists a point c inside J such that
o = rp'(c) = f'Cc) _ feb) - f(a)
b-a
from which the result follows.
Q.E.D.
19.7 COROLLARY. Iff has a derivative on J = [a, b], then there exists
a point c in (a, b) such that
feb) - f(a) = f'(c)(b - a).
Sometimes it is convenient to have a more general version of the
Mean Value Theorem involving two functions.
19.8 CAUCHY MEAN V AL"VE THEOREM. Let f, g be continuous on
J = [a, b] and have derivatives inside (a, b). Then there exists a point c
in (a, b) such that
f'(c)[g(b) - g(a)] = g'(c)[f(b) - f(a)].
212 eH. V DIFFERENTIATION
p }
- (3 - x)n-l =P - fCn)(x)
({3 - x)n-l.
(n-I)! (n-I)!
Since ep' ('Y) = 0, then P = j<n) (')'), proving the assertion.
Q.E.D.
REMARK. The remainder term
fen) (')')
(19.4) Rn = 1 ((3 - a)n
n.
given above is often called the Lagrange form of the remainder. There
are many other expressions for the remainder, but for the present, we
mention only the Cauchy form which asserts that for some number fJ
with 0 < fJ < 1, then
j (n)l - fJ)a + fJ~)
( 19.5) R = (1 - fJ)n-l IJ (~_ )n
1'1 (n _ I)! tJ a.
This form can be established as above, except that on the left side of
equation (19.3) we put (3 - a)Q/ (n - I)! and we define ep as above
except its last term is ({3 - x)Q/ (n - I)! We leave the details as an
exercise. (In Section 23 we shall obtain another form involving use of
the integral to evaluate the remainder term.)
19.10 CONSEQUENCES. We now mention some elementary conse-
quences of the Mean Value Theorem which are frequently of use. As
before, we assume that f is continuous on J = [a, b] and its derivative
exists in (a, b).
214 CH. V DIFFERENTIATION
Our improved estimate is 10.243 < .y105 < 10.250 and more accurate
estimates can be obtained in this way.
(c) The Mean Value Theorem and its corollaries can be used to
establish inequalities and to extend inequalities that are known for
integral or rational values to real values.
For example, we recall that Bernoulli's Inequality 5.E asserts that
if 1 + x > 0 and n E N, then (1 + x)n > 1 + nx. We shall show that
this inequality holds for any real exponent r > 1. To do so, let
f(x) = (1 + x)r,
so that
f'(x) = r(l + X)r-l.
If -1 < x < 0, then f'ex) < r, while if x > 0, then f'ex) > r. If we
apply the Mean Value Theorem to both of these cases, we obtain the
result
(1 + x)r > 1 + rx,
when 1 + x > 0 and r > 1. Moreover, if r > 1, then the equality occurs
if and only if x = o.
As a similar result, let a be a real number satisfying 0 < a < 1 and let
g(x) = ax - XIX for x > o.
216 CR. V DIFFERENTIATION
in the form f(x)jg(x) where f(x) = log x and g(x) = l/x, x > O. It
is seen that
1
f'
--
(x)
= -
x
= -x~O, as x~o.
g' (x) -1
x2
Let > 0 and choose
E a fixed positive number Xl < 1 such that if
o < x < Xl, then
l' (x)
g' (x) < E.
Applying the Cauchy Mean Value Theorem, we have
f(x) - f(Xl) l' (X2)
= ~- <t:
g (x) - g (Xl) g' (X2) ,
with satisfying 0 < x < X2 < Xl. Since f(x) ~ 0 and g(x) ~ 0 for
X2
o < x < Xl, we can write the quantity appearing on the left side in the
more convenient form
1 f(XI)
f(x) f(x).
J
g (x) [1 _g (Xl)
g(x)
Holding Xl fixed, we let x ~ O. Since the quantity in braces converges
to I, it exceeds! for X sufficiently small. We infer from the above that
f(x)
Ih(x)1 = g(x) < 2t:,
when n > M (E). Since g(e) :::; lim (j,a' (c), there exists an N (e) such that
if n > N(e), then
Iftl'(c) - g(e)1 < e.
Now let K = sup {M(e), N(e)}. In view of the existence of !K'(C), if
o < Ix - el < oK(e), then
fK(X) - fK(C) _ !K'(C) < e.
x-c
Therefore, it follows that if 0 < Ix - cl < oK(e), then
f(x) - f(c) _ gee) < 3e.
x-c
This shows that l' (c) exists and equals g(c).
Q.E.D.
Exercises
19.A. Using the definition, calculate the derivative (when it exists) of the
functions given by the expressions:
(a) f(x) = x2, (b) g(x) = x",
(c) hex) = VX, x> 0 (d) F(x) = l/x, x oF- 0,
(e) G(x) = lxI, (f) H(x) = 1/x2 , x oF- o.
19.B. If f and g are real-valued functions defined on an interval J, and if they
are differentiable at a point c, show that their product h, defined by hex) =
j(x)g(x), x E J, is differentiable at C and
h'(c) = j'(c)g(c) + f(c)g'(c).
19.C. Show that the function defined for x oF- 0 by
f(x) = sin (l/x)
is differentiable at each non-zero real number. Show that its derivative is not
bounded on a neighborhood of x = O. (You may make use of trigonometric
identities, the continuity of the sine and cosine functions, and the elementary
limiting relation
smu
--~1 as u~O.)
u
19.D. Show that the function defined by
g(x) = x 2 sin (l/x), x. 0,
= 0, x = 0,
is differentiable for all real numbers, but that g' is not continuous at x = O.
220 CH. V DIFFERENTIATION
Proiects
19.a. In this project we consider the exponential function from the point of
view of differential calculus.
(a) Suppose that a function E on J = (a, b) to R has a derivative at every
point of J and that E'(x) = E(x) for all x E J. Observe that E has derivatives
of all orders on J and they all equal E.
(b) If E(a) = 0 for some a E J, apply Taylor's Theorem 19.9 and Exercise
11.N to show that E(x) = 0 for all x E J.
(c) Show that there exists at most one function E on R to R which satisfies
E' (x) = E(x) for x E R, E(O) = 1.
(d) Prove that if E satisfies the conditions in part (c), then it also satisfies the
functional equation
E(x+ y) = E(x)E(y) for x, y E R.
(Hint: if f(x) = E(x + y)jE(y), then j'(x)= f(x) and f(O) = 1.)
(e) Let (En) be the sequence of functions defined on R by
El(x) = 1 + x, En(x) = En-l(X) + xn/n!.
222 CR. V DIFFERENTIATION
Show that (8n ) converges uniformly for lxl < A to the unique function S with
the properties in part (b).
(e) Prove that S' = C and C' = -8.
(f) Establish the Pythagorean Identity 8 2 + C2 = 1. (Hint: calculate the
derivative of 8 2 + (J2.)
19.0. This project continues the discussion of the sine and cosine functions.
Free use may be made of the properties established in the preceding project.
(a) Suppose that h is a function on R which satisfies the equation
h" +h = O.
Show that there exist constants a, {3 such that h = aC + {38. (Hint: a = h(O),
(3 = h'(O).)
(b) The function 0 is even and S is odd in the sense that
C( -x) = C(x), S( -x) = -Sex), ior all x in R.
224 CR. V DIFFERENTIATION
'" (
Xl + X2 +n ... + xn) ::;;;1 (q;(XI) + ... + ",(x n ) )
(b) If n <2 m
and if Xl, ..., X n belong to J, let Xi for j = n + 1, .. .,2 11'
be
equal to
_x= (Xl + X2 + .. ,+ xn) .
n
Show that the same inequality holds as in part (a).
(c) Since", is continuous, show that if x, y belong to J and tEl, then
q;(1 - t)x + ty) < (1 - t)q;(x) + tq;(y).
(In geometrical terms: the entire chord lies above or on the curve.)
(d) Suppose that q; has a second derivative on J. Then a necessary and
sufficient condition that q; be convex on J is that if" (x) ~ 0 for X E J. (Hint: to
prove the necessity, use Exercise 19.U. To prove the sufficiency, use Taylor's
Theorem and expand about x = (x + y)/2.)
(e) If '" is a continuous convex function on J and if X < y z belong to J, s
show that
q;(y) - q;(x) < q;(z) - q;(x)
y-x - z-x
Therefore, if w < x < Y < z belong to J, then
q;(x) - ",(w) < q;(z) - ",(y)
x-w - z-y
(f) Prove that a continuous convex function", on J has a left-hand derivative
and a right-hand derivative at every point. Furthermore, the subset where q;'
does not exist is countable.
In the same way, taking e2 = (0, 1, ... ,0), ... , ep = (0,0, ... , 1), we
obtain the partial derivatives with respect to b, ..., ~P' denoted by
af af
f~2 = a~2' ... , f~p = a~l'
The Derivative
~3
Figure 20.1
has no other significance. When this is done and the Leibnizt notation
for the derivative is used, the formula (20.4) becomes
df
Df(e) (dx) = dx (e) ax.
(b) Let p = 1, q > 1, and let D be a subset of R. A functionf, defined
on D to Rq, can be represented by the "coordinate functions":
(20.5) f(x) = (!I(X),f2(X), ...,fq(x), x E~.
It can be verified that the function f is differentiable at an interior point
e in D if and only if each of the real-valued coordinate functions fl,
12, ..., fq has a derivative at e. In this case, the derivative Df(e) is the
linear function of R into Rq which sends the real number u into the vector
(20.6) (j/ (e)u, f2' (e)u, ..., fq' (e)u)
of Rq. It may be noted that Df(e) sends a real number u into the product
of u and a fixed vector in R q.
(c) Let p > 1, q = 1, and let D be a subset of Rp. Then for x =
(~l, ..., ~p) in D, we often write
The next result shows that if f is differentiable at c, then all the direc-
tional derivatives of fat c exist and can be calculated by a very simple
method.
20.6 THEOREM. Let f be defined on ~ in R1' and have range in R q. If
f is differentiable at the point c in 5) and u is any point in R1', then the direc-
tional derivative of fat c in the direction u exists and equals Df(c) (u).
PROOF. Applying Definition 20.2 with x = e + lu, we have
t CARL (G. J.) JACOBI (1804-1851) was professor at Konigsberg and Berlin. His main
work was concerned with elliptic functions, but he is also known for his work in
determinants.
CH. v DIFfERENTIATION
hl(e)wl+'" +fEp(C)W p
and so the derivative of gO f at c takes this point of Rp into the real
number
(20.17) g'(bHfEl(e)wl + 0'0 + fEp(e)w p ].
(20.19)
ag dfl + ... + ag dfq
a'1Jl dx ar]Q dx
aw (e) aw (e)
W x(c) WII (c) ] ax ay
(20.23) [
ZxCe) ZII(C) = az (e) az (e)
ax ay
Similarly, (20.21) asserts that the mapping Dg(b) of (w, r) into (p, (1, T)
is given by the 3 X 2 matrix
~ (b) ar (b)
aw az
[RW(bl R'(b l ]
(20.24) Sw(b) S,Cb) = ~ (b) as (b) .
aw iJz
Tw(b) T.(b)
~ (b) at (b)
aw az
Finally, relation (20.22) asserts that the mapping D(g 0 f) (c) of (t, 'YJ)
into (p, (1, T) is given by the 3 X 2 matrix
it is easily seen that the desired linear function L has the matrix repre-
sentation
The device that will be used in this proof is to show that both of these
mixed partial derivatives at the point (0,0) are the limit of the quotient
f(h, k) - f(h, 0) - f(O, k) + f(O, 0)
hk
as (h, k) approaches (0, 0).
20.14 LEMMA. Suppose that 1 is defined on a neighborhood U of the
origin in R 2 with values in R, that the partial derivatives f x and f xt/ exist in
U, and that fxt/ is continuous at (0,0). If A is the mixed difference
(20.26) A (h, k) = f(h, k) - f(h, 0) - f(O, k) + f(O, 0),
then we have
A (h, k)
fXt/(O, 0) = lim
(h.k)~(O,O) hk
PROOF.Let E > 0 and let ~ > 0 be so small that if Ihl < ~ and Ikl < 0,
then the point (h, k) belongs to U and
(20.27) 11x1/(h, k) - lx1/(O, 0)1 < E.
If Ikl < 0, we define B for Ihl < 0 by
B (h) = f(h, k) - l(h, 0),
from which it follows that A(h, k) = B(h) - B(O). By hypothesis, the
partial derivative Ix exists in U and hence B has a derivative. Applying
the Mean Value Theorem 19.6 to B, there exists a number ho with
o < Ihol < lhl such that
(20.28) A(h, k) = B(h) - B(O) = hB'(ho).
(It is noted that the value of ho depends on the value of k, but this will
not cause any difficulty.) Referring to the definition of B, we have
Higher Derivatives
In discussing the third derivative, we shall assume that all of the third
partial derivatives of j exist and are continuous in a neighborhood of c.
By now the method of formation of the higher differentials should
be clear. (In view of our preceding remarks concerning the interchange
of order in differentiation, if the resulting mixed partial derivatives are
CH. V DIFFERENTIATION
Exercises
20.A. If J is defined for a,1'], r) in Ra to R by the formula
J(~, 1'], r) = 2~2 - 1'] + 6~1'] - r3 + 3r,
calculate the directional derivative of f at the origin 8 = (0, 0, 0) in the direction
of the points
x = (1,2,0), y = (2, 1, -3).
2O.B.. Let.! be defined for (~, 11) in R2 to R by
f(~, 1']) = Vl1, 1'] ~ 0,
= 0, 11 = 0,
Show that the partial derivatives fE, f1/ exist for 8 = (0,0) but that if u = (a, (J)
with afJ ~ 0, then the directional derivative of fat 8 in the direction of u does
not exist. Show also that f is not continuous at 8; in fact, f is not even bounded
at 8.
20.0. If J is defined on R2 to R by
I(t, 11) = 0, if ~11 = 0,
= 1, otherwise,
then f has partial derivatives IE, f." at 8 = (0, 0), but I does not have directional
derivatives in the direction u = (a, fJ) if afJ ~ O. The functionfis not continuous
at 8, but it is bounded.
20.D. Letfbe defined on R2 to R by
20.M. Letfbe defined on an open set ~ of Rp into Rq and satisfy the relation
(20.33) for t E R, x E ~.
In this case we say that f is homogeneous of degree k. If this function f is
differentiable at x, show that
(20.34) Df(x) (x) = kf(x).
(Hint: differentiate equation (20.33) with respect to t and set t = 1.) Conclude
that Euler'st Relation (20.34) holds even when j is positively homogeneous
>
in the sense that (20.33) holds only for t O. :f q = 1 and x = (el, ..., tp),
then Euler's Relation becomes
of
(c) F(~, '1) = f(~2 + 7]2), then '1 ~ = eof
07] ;
o2F o2F
Cd) F(~, '1) = jCt + C'1) + jCt - C'1), then c2 -
o~2
= -.
01J'l
20.0. If f is defined on an open subset ~ of R2 to R and if the partial deriva
tives f~, fl) exist on ~, then is it true that j is continuous on :D?
20.P. Letf be defined on a neighborhood of a point c in R2 to R. Suppose that
f~ exists and is continuous on a neighborhood of c and that ft'J exists at c. Then
is f differentiable at c?
20.Q. Letf be defined on a subset:D of Rp with values in Rq and suppose that
f is differentiable at every point of a line segment L joining two points a, b in:D.
If IDfCc) Cu) I < M lui for all u in Rp and for all points c on this line segment L,
then
If(b) - f(a)1 < M Ib - al
(This result can often be used as a replacement for the Mean Value Theorem
when q > 1.)
(21.7)
is not zero.
E
IDg(y) (z) - Dg(YI) (z) I <zlzl for z E Rp,
r
Implicit Functions
F[<p(y), y] = 0,
(/)3(Y) = y, y rational,
a:; -y, y irrational.
260 CH. V DIFFERENTIATION
(21.13)
~P = rpp('T'fl' 0 0 ., "fJq),
Extremum Problems
The use of the derivative to determine the relative maximum and
relative minimum points of a function on R to R is well-known to
students of calculus. In the Interior Maximum Theorem 19.4, we have
presented the main tool in the case where the relative extreme is taken
at an interior point. The question as to whether a critical point (that is,
a point at which the derivative vanishes) is actually an extreme point
is not always easily settled, but can often be handled by use of Taylor's
Theorem 19.9. The discussion of extreme points which belong to the
boundary, often yields to application of the Mean Value Theorem 19.6.
In the case of a function with domain in Rp, p > 1, and range in R,
the situation is more complicated and each function needs to be examined
in its own right since there are few general statements that can be made.
However, the next result is a familiar and very useful necessary condition.
21.13 THEOREM. Let f be a function with domain 5) in R p and with
range in R. If c is an interior point of 5) at which f is differentiable and has
a relative extremum, then Df(e) = O.
PROOF. By hypothesis, the restriction of f to any line passing through
e will have an extremum at c. Therefore, by the Interior Maximum
Theorem 19.4, any directional derivative of f must vanish at c. In
particular,
af af
(21.17) - (c) = 0, ..., - (c) = 0,
ah a~p
It is clear that if one of these partial derivatives of fat c is not zero, then
Df(c) maps Rp onto all of R. According to the Local Solvability Theorem
CH. v DIFFERENTIATION
(21.18)
evaluated at W = (Wi" . , W p ).
(a) If D2f(c)(w) 2 > ofor all w ~ ()inRp,thenfhasarelativeminimum
at c.
(b) If D2f(c)(w) 2 < 0 for all w ~ () in Rp, thenf has a relative maximum
at c.
(c) If D2f(c)(W)2 takes on both positive and negative values for w in
R P, then c is a saddle point of f.
PROOF. (a) If D2f(c) (W)2 > 0 for points in the compact set {w E Rp:
Iwl = I}, then there exists a constant m > 0 such that
D2f(c) (W)2 > m for Iwl = 1.
The preceding result indicates that the nature of the critical point c
is determined by the quadratic function given in (21.18). In particular,
it is of importance to know whether this function can take on both
positive and negative values or whether it is always of one sign. An
266 CR. V DIFFERENTIATION
Until now we have been discussing the case where the extrema of the
real-valued function f belong to the interior of its domain ~ in Rp. None
of our remarks apply to the location of the extrema on the boundary.
However, if the function is defined on the boundary of ~ and if this
boundary of X> can be parametrized by a function cp, then the extremum
problem is reduced to an examination of the extrema of the composition
f 0 cpo
There is a related problem which leads to an interesting and elegant
procedure. Suppose that S is a surface contained in the domain :D of
the real-valued function f. It is often desired to find the values of f that
are maximum or minimum among all those attained on S. For example,
if :D = 'Rp and f(x) = lxi, then the problem we have posed is concerned
with finding the points on the surface S which are closest to (or farthest
from) the origin. If the surface S is given parametrically, then we can
treat this problem by considering the composition of f with the para-
metric representation of S. However, it frequently is not convenient to
express S in this fashion and another procedure is often more desirable.
Suppose S can be given as the points x in 5.) satisfying a relation of
the form
g(x) = 0,
for a function g defined on X> to R. We are attempting to find the relative
extreme values of j for those points x in X> satisfying the constraint
(or side condition) g (x) = 0. If we assume that j and g are in Class C'
in a neighborhood of a point c in :D and that Dg (c) ~ 0, then a necessary
condition that c be an extreme point of j relative to points X satisfying
g(x) = 0, is that the derivative Dg(c) is a multiple of Dj(c). In terms of
partial derivatives, this condition is that there exists a real number A
such that
af ag
- (c) = A- (c),
ah a~l
8j (c) = A 8g (c).
a~p a~p
Exercises
21.A. Let! be the mapping of R2 into R2 which sends the point (x, y) into the
point (u, v) given by
u =x + y, v = 2x + ay.
Calculate the derivative Df. Show that D! is one-one if and only if it maps R2
onto R2, and that this is the case if and only if a ~ 2. Examine the image of the
unit square 1(x, y):O ~ x ~ 1, 0 ~ y:S; 11 in the three cases a = 1, a = 2,
a = 3.
970 eH. V DIFFERENTIATION
21.K. Suppose that Lo is a linear function on Rp with range all of Rq. Show
that there exists a positive number (3 such that if L is a linear function on Rp
into Rq satisfying
IL(z) - Lo(z)1 < ~Izl for
then the range of L is Rq.
21.L. Letj be in Class C' on a neighborhood of a point e in Rp and with values
in Rp. If Df(e) is one-one and has range equal to Rp, then there exists a positive
number 0 such that if Ix - el < 0, then Dj(x) is one-one and has range equal
to Rp.
21.M. Let f be defined on R2 to R2 by j(x, y) = (x cos y, x sin y). Show that
if Xo > 0, then there exists a neighborhood of (xo, Yo) on which! is one-one, but
that there are infinitely many points which are mapped into j(Xo, Yo).
21.N. Let F be defined on R X R to R by F(x, y) = x 2 - y. Show that F is
in Class C' on a neighborhood of (0,0) but there does not exist a continuous
function cp defined on a neighborhood of 0 such that F [cp(y), y] = O.
21.0. Suppose that, in addition to the hypotheses of the Implicit Function
Theorem 21.11, the function F has continuous partial derivatives of order n.
Show that the solution function cp has continuous partial derivatives of order n.
21.P. Let F be the function on R2 X R2 to R2 defined for x = (~1, ~2) and
y = C'% 112) by the formula
F(x, y) = (~13 + ~2111 + 112, ~1112 + ~23 - 111),
At what points (x, y) can one solve the equation F(x, y) = (J for x in terms of y.
Calculate the derivative of this solution function, when it exists. In particular,
calculate the partial derivatives of the coordinate functions of cp with respect to
111, 112.
21.Q. Let f be defined and continuous on the set ~ = {x E Rp: Ixl < 1} with
values in R. Suppose thatj is differentiable at every interior point of ~ and that
J(x) = 0 for alllxl = 1. Prove that there exists an interior point e of ~ and that
Df(e) = 0 (This result may be regarded as a generalization of Rolle's Theorem.)
21.R. If we define f on R 2 to R by
f(~, 11) = P + 4~11 + 11 2
,
then the origin is not a relative extreme point but a saddle point of J.
21.S. (a) Let f1 be defined on R2 to R by
fl(~, 11) = ~4 + 114,
then the origin (J = (0, 0) is a relative minimum of jl and .i = 0 at 8. (Here
.i = !U!T/., - h.,2.)
(b) If f2 = -fl' then the origin is a relative maximum of /2 and .i = 0 at (J.
(c) If fa is defined on R2 to R by
f3(~' 11) = E4 - 114,
then the origin (J = (0,0) is a saddle point of hand .i = 0 at O. (The moral of
this exercise is that if .i = 0, then anything can happen.)
272 CH. V DIFFEHEK'['IATlON
(b) Show that the geometric mean of a collection of non-negative real numbers
{aI, a2, ..., an I does not exceed their arithmetic mean; that is,
21.Z. (a) Let p > 1, q > 1, and ~ +! = 1. Show that the minimum of
p q
[Hint: let A = (:E alY/P, B = (:L bjq)l/q and apply the inequality in (b)
to a ai/A, b = bJB.]
=
Cd) Kate that
\a + bl p
= la + blla + bl p/q < lalla + b!p/q + Iblla + bl p/q
VI
Integration
274
276 CH. VI INTEGRATION
I
I I I
I I I
I I I
I I I I
I I
~ I I
I I I I
I I I I
~2 ~3 tA ~n
X3 Xk Xn - 1 xn =b
By taking more points we can obtain a sum involving the values of fat
points in J, weighted by the values of the jumps of g at these points.
(g) Let the function f be Dirichlet's discontinuous function [of.
Example 15.5 (g)] defined by
f(x) = 1, if x is rational,
= 0, if x is irrational,
and let g(x) = x. Consider these functions on I = [0, 1]. If a partition
P consists of n equal subintervals, then by selecting k of the intermediate
points in the sum S (P; f, g) to be rational and the remaining to be irra-
tional, S(P;f, g) = kin. It follows that f is not Riemann integrable.
(h) Let f be the function defined on I by f(O) = 1, f(x) = 0 for x
irrational, and f(mln) = lin when m and n are natural numbers with
280 CH. VI INTEGRATION
(b) Iff is integrable with respect to and (/2 on J and a, 13 are real num-
(Jl
bers, then f is integrable with respect to g = a(/l + {3g2 on J and
still hold. When the same intermediate points are used, we evidently
have
S (Q; afl + f3f2, g) = as (Q ; h, g) + f3S (Q ; f2, g).
It follows from this and the preceding inequalities that
laI l + (31 2 - SeQ; afl + (3fZJ (J)! =
la{It - S(Q;fl, g) l + (3{Iz - S(Q;f2, g) II < (Ia[ + 1f3I)E.
This proves that all + {31 '1 is the integral of aft + {3Jz with respect to g.
This establishes part (a); the proof of part (b) is similar and will be left
to the reader.
Q.E.D.
There is another useful additivity property possessed by the Riemann-
Stieltjes integral; namely, with respect to the interval over which the
integral is extended. (It is in order to obtain the next result that we
employed the type of limiting introduced in Definition 22.2. A more
restrictive type of limiting would be to require inequality (22.3) for any
Riemann-Stieltjes sum corresponding to a partition P = (xo, Xl, .. 0' x n )
which is such that
IIPII = sup {Xt - XO J X2 - Xt, 0' Xn - xn-d < O(E).
282 CR. VI INTEGRATION
Thus far we have not interchanged the roles of the integrand f and
the integrator g, and it may not have occurred to the reader that it
might be possible to do so. Although the next result is not exactly the
same as the "integration by parts formula" of calculus, the relation is
close and this result is usually referred to by that name.
22.7 INTEGRATION BY PARTS. A function f is integrable with respect
to g over [a, b] if and only if g is integrable with respect to j over [a, b].
In this case,
S(P; g, f) given by
n
S(P; g,f) :r= L g(hHf(Xk)
k=l
- f(Xk-l)},
where Xk-l < ~k < Let Q = (Yo, Yl, ..., Y2n) be the partition of
Xk.
sup {Xk - xk-d < aCE) and let Q = (Yo, Yl, ..., Ym) be a refinement of
P,; we shall estimate the difference Sept;!, g) - SeQ;!, g). Since every
point in P, appears in Q, we can express these Riemann-Stieltjes sums
in the form
m
S(Pf;!, g) = 2:!(~k){g(Yk) - g(Yk-l) L
k =1
m
22.11 EXAMPLE. Let J = [0, 1], let g(x) = x, and let fn be defined
for n > 2 by
fn(X) = n 2x, 0< x < lin,
= -n 2 (x - 2/n), l/n <x< 2/n,
= 0, 2/n <x< 1.
n > 2.
1. 1
f(x) dx = O.
Therefore, equation (22.15) does not hold in this case even though both
sides have a meaning.
Since equation (22.15) is very convenient, we inquire if there are any
simple additional conditions that will imply it. We now show that, if
the convergence is uniform, then this relation holds.
22.12 THEOREM. Let g be a morwto-ne increasing function on J and
let (In) be a sequence of junctions which are integrable with respect to g over
288 CR. VI INTEGRATION
Then the set E = {x E J:j (x) > a/31 contains a finite number of intervals
of total length exceeding a/ (31 if Ii).
PROOF. Let P be a partition of J = [0, 1] such that if S (P; f) is any
Riemann sum corresponding to P, then JS(P;f) - al < a/3. Hence
2a/3 < S(P;j). Now select the intermediate points to makej(Ej) < a/3
whenever possible and break S (P ;f) into a sum over (i) subintervals
contained in E, and (ii) subintervals which are not contained in E. Let
L denote the sum of the lengths of the subintervals (i) contained in E.
Since the contribution to the Riemann sum made by subintervals (ii) is
less than a/3, it follows that the contribution to the Riemann sum made
by subintervals (i) is bounded below by a/3 and above by Ilfll L. There-
fore, L > a/(31Ifl!), as asserted.
Q.E.D.
PROOF. It follows from Theorem 22.5 (a) and Theorem 22.8 that Gis
a linear function on CR(J) and from Lemma 22.10 that G is bounded by
M = g(b) - g(a). If f belongs to C R (J) and f(x) > 0 for x E J, then
taking m = 0 in formula (22.14) we conclude that GU) > O.
Q.E.D.
We shall now show that, conversely, every bounded positive linear
functional on CR (J) is generated by the Riemann-Stieltjes integral with
respect to some monotone increasing function g. This is a form of the
celebrated "Riesz Representation Theorem," which is one of the key-
stones for the subject of "functional analysis" and has many far-reaching
generalizations and applications. The theorem was proved by the great
Hungarian mathematician Frederic Riesz.t
22.17 RIESZ REPRESENTATION THEOREM. If G is a bounded positive
linear functional on CR (J), then there exists a monotone increasing function
g on J such that
(22.17)
t FREDERIC Rmsz (1880-1955), [\, brilliant Hungarian mathematician, was one of the
founders of topology and functional analysis. He also made beautiful contributions
to potential, ergodic, and integration theory.
292 CH. VI INTEGRATION
a tk tk+1/n b
t"_1 + lin
Since E is an arbitrary positive number and the left side of (22.23) does
not depend on it, we conclude that
G(f) ~ t fdg.
Q.E.D.
For some purposes it is important to know that there is a one-one
correspondence between bounded positive linear functionals on CR (J)
and certain normalized monotone increasing functions. Our construction
can be checked to show that it yields an increasing function g such that
g(a) = 0 and g is continuous from the right at every interior point of J.
With these additional conditions, there is a one-one correspondence
between positive functionals and increasing functions. (In some applica-
tions it is useful to employ other normalizations, however.)
Exercises
10' fdg = fm
22.B Show that the function !, given in Example 22.3(h) is Riemann inte-
grable on I and that the value of its integral is O.
22.C. Show that the function f, defined on I by
f(x) = X, X rational,
:=:: 0, x irrational,
is not Riemann integrable on I.
22.D. If P = (Xo, Xl, , Xn) is a partition of J = [a, b], let IIPII be defined
to be
IIP]1 = sup {Xi - Xi-I: j = 1,2, ..., n};
we call IIPII the nonn of the partition P. Define I to be (*)-integrahle with
respect to g on J in case there exists a number A with the property: if e > 0
then there is a o(e) > 0 such that if IIPII < o(e) and if S(P; I, g) is any corre-
sponding Riemann-Stieltjes sum, then IS(P; f, g) - Al < e. If this is satisfied
the number A is called the (*)-integral of I with respect to g on J. Show that if
I is (*)-integrable with respect to g on J, then I is integrable with respect to g
(in the sense of Definition 22.2) and that the values of these integrals are equal.
296 CR. VI INTEGRATION
(Hint: for each n E N, let H n be the closure of the set of points x in J such that
f(x) > lin and apply Baire's Theorem 9.8.)
22.0. If f is Riemann integrable on I and if
1 n
an = - L f(kln) for n E N,
n k=l
then the sequence (an) converges and
(The notation here is the same as in the preceding exercise.) Show that if (j,,)
converges in mean to f, then
Projects
22.a. The following outline is sometimes used as an approach to the Riemann-
Stieltjes inte:!;ral when the integrator function g is monotone increasing on the
interval J. [This development has the advantage that it permits the definition
of upper and lower integrals which always exists for a bounded functionj. How-
ever, it has the disadvantage that it puts an additional restriction on g and tends
to blemish somewhat the symmetry of the Riemann-Stieltjes integral given by
the Integration of Parts Theorem 22.7.] If P = (xo, Xl, .., x n ) is a partition of
J = [a, b] and j is a bounded function on J, let mil 111 i be defined to be the in-
fimum and the supremum of If(x) : Xi-l S; x < Xi), respectively. Corresponding
to the partition P, define the lower and the upper sums of j with respect to g
to be
n
L(P;j, g) = L mj(g(xj) - g(Xi-l)},
;"=1
n
U(P;f, g) = L .ilfj(g(Xj) - g(Xi-l)}.
j =1
22..". This project develops the important Stirlingt formula, which estiIll3tes
the magnitude of n!
(a) By comparing the area under the hyperbola y = l/x and the area of a
trapezoid inscribed in it, show that
2n
2
+1
< log (1 + !).
n
From this, show that
e < (1 + 1/n)n+1/2
(b) Show that
Un = (n/e)n, vn < 1, n E N.
n.
(d) Show that the sequence (Un) is monotone increasing. (Hint: consider
Un+I/Un.)
(e) By considering Un 2/U2n and making use of the result of part (e) of the
preceding project, show that lim (Un) = (211")-1/2.
(f) Obtain Stirling's formula
F a(X) = f.z f.
The preceding theorem asserts that Fa' = f on J. If F is such that F' = f,
then it follows from the Mean Value Theorem 19.6 (in particular,
Consequence 19.10(ii) that there exists a constant 0 such that
F(x) = Fa(x) + 0, x E J.
Since h(x) > 0, it is seen that g is increasing and it follows from the
Differentiation Theorem 23.2 that g' = h. By Theorem 23.4, we conclude
that
{Id {fh' g=
\
and from the First Mean Value Theorem 23.1, we infer that for some c
in J, then
{ I dg = I(c) { h.
Q.E.D.
{fh =/(b) t h.
f g dl = g(cllf(b) - f(a)}.
S06 CH. VI INTEGRATION
Q.E.D.
(/)'(t) = HuU3(t), aCt), t]{3/(t) + H v [{3(t), aCt), tla'(t) + H t [{3(t), aCt), t].
According to the Differentiation Theorem 23.2,
Rn = 1 (b - t)n-1j(n-D (t)
(n - I)! { t... a
= -
f(n-1) (a) (b - a)n-l
(n - 1)!
+ 1
(n - 2)!
1
a
(b - t)n-2f(n-1l(t) dt.
Exercises
23.A. Does the First Mean Value Theorem hold if f is not assumed to be
continuous?
23.B. Show that the Differentiation Theorem 23.2 holds if it is assumed that
f is integrable on J with respect to an increasing function g, that f is continuous
at C, and that g is differentiable at c.
23.C. Suppose that f is integrable with respect to function g on J = [a, b]
and let F be defined for x E J by
F(x) = f.2: I,
does not have a derivative at some points of J. Can you find an integrable func-
tion I such that F is not continuous on J?
91~ CH. VI INTEGRATION
23.L. Let I be continuous on I = [0, 1], let fo = I, and let in+! be defined by
where M = sup flf(x)!:x E I}. It follows that the sequence (in) converges
uniformly on I to the zero function.
23.M. Let {TI' T2, . , Tn, .. } be an enumeration of the rational numbers in I.
Let In be defined to be 1 if x E {TI, ..., Tnl and to be 0 othen1:ise. Then in is
Riemann integrable on I and the sequence (fn) conyerges monotonely to the
Dirichlet discontinuous function I (which equals 1 on I (\ Q and equals 0 on
I\Q). Hence the monotone limit of a sequence of Riemann integrable functions
does not need to be Riemann integrable.
23.N. Let i be a non-negative continuous function on J = [a, b] and let
M = sup If(x):x E J}. Prove that if M n is defined by
(b }lln
Mn = {Ja [j(x)]ndx for nE N,
then M = lim (M n ).
23.0. If I is integrable with respect to g on J = [a, b], if ({J is continuous and
strictly increasing on [C, d], and if ",,(e) = a, ",,(d) = b, then fo "" is integrable
wi th respect to go"" and
is continuous on J 2.
23.Q. Let g be an increasing function on J 1 = [a, b] to R and for each fixed t
in J2 = [e, d], suppose that the integral
23.V. Continuing the notation of the preceding exercise, show that if r > 0,
then T sends the collection
Projects
L(x) = !X ~ dt.
Hence L(1) = O. Prove that L is differentiable and that L'(x) = 1/x.
(b) Show that L(x) < 0 for 0 < x < 1 and L(x) > 0 for x > 1. In fact,
11111
:2 + "3 + ... +; < L(n) < 1 + :2 + .,. + n - 1 .
(e) Prove that L is a one-one function mapping P onto all of R. Letting e
denote the unique number such that L(e) = I, and using the fact that 1'(1) ::a: 1,
ahow that
316 CH. VI INTEGRATION
(e) Define C(1I'/2) = 0 and S(1l/2) = 0 and define C, S, T outside the in-
terval (-11'/2,11'"/2) by the equations
C(x + 11") = -C(x), sex + 11'") = -Sex),
T(x + 11'") = T(x).
If this is done successively, then C and S are defined for all R and have period 211'".
Similarly, T is defined except at odd ill ultiples of 11"/2 and has period 11'".
(f) Show that the functions C and S, as defined on R in the preceding part,
are differentiable at every point of R and that they continue to satisfy the
relations
C' = -8, S' = C
everywhere on R.
(c) In R~, the segment S = {(~, 0):0 < ~ < I} has zero content. In
fact, if E > 0, the single interval
J. = [0, 1] X [-E/2, E/2]
has content E and contains S.
(d) In the space RZ, the diamond-shaped set S = {(~,,,): I~I + 1,,1 = I}
is seen to have zero content. For, if we introduce intervals (here squares)
with diagonals along S and vertices at the points I~l = 1,,1 = kin, where
k = 0, 1, ..., n, then we easily see that we can enclose S in 4n closed
Figure 24.1.
intervals, each having content l/n2 , (See Figure 24.1.) Hence the total
content of these intervals is 4/n which can be made arbitrarily small.
(e) The circle S = {(~, "7) : ~2 + 7/2 <= 11 in R2 is seen to have zero
content. This can be proved by means of a modification of the argument
in (d).
(f) Let! be a continuo'ls function on J = la, b] to R. Then the graph
of ji that is, the set
G = {(~, JCO) E R2 : ~ E J},
has zero content in R2. This assertion can be proved by modifying the
argument in (d).
(g) The subset S of K~ which consists of all points (~, ,,) where both
~ u,nd 7) are rational numbers satisfying 0 < ~ < 1, 0 < 'IJ < 1 does not
have zero content. Althoui:h this set is countable, any finite union of
320 CH. VI INTEGRATION
To see that every point (x*, y*) with 0 < x* < 1, 0 < y* < 1, belongs
to the graph S of this curve, write x and y in their binary expansions:
y* = O./3t132IJa ...,
where an, (Jm are either 0 or 1. Let t* be the real number whose ternary
(base 3) expansion is
t* = O. (20:1) (2/31) (20:2) (2/32) ...
We leave it to the reader to show that f(t*) = x* and g(t*) = y*.
(24.8)
PROOF. This result follows directly from the observation that the
Riemann sums for a partition P of If satisfy the relation
(24.g) In f > O.
(24.10)
IT: ~<
.... -
c
- 25 ~
y.;;
E I_~ Ic>
~ ~
I(.J
If. ~~
l~.r
~\
,'-" ( .l <>-'
""I ~~
I~ E;r,;
I~
,-~J' 1111)
l/l 0<::' '2_], r v
Figure 24.4.
Similarly, if S" (P; f) and SIt (Q; f) denote the remaining portion of the
Riemann sums, then
IS"(P;f) - S"(Q;f)! < IS"(P;f) I + IS"(Q;f)\ < 2ME.
It therefore follows that
IS(P;!) - S(Q;!)I < dA (J) + 2M},
whence f is integrable over J.
Q.E.D.
The theorem just established yields the integrability of f over an
interval, provided the stated continuity condition is satisfied. We wish
to obtain a theorem which \vill imply the integrability of a function over
a subset more general than an interval. In order to obtain such a result,
the notion of the boundary of a subset is needed.
24.10 DEFINITION. If D is a subset of Rp, then a point x of Rp is
said to be a boundary point of D if every neighborhood of x contains
points both of D and its complement e(D). The boundary of D is the
subset of Rp consisting of all of the boundary points of D.
We generally expect the boundary of a set to be small, but this is
because we are accustomed to thinking about rectangles, circles, and
such forms. Example 24.2(g) shows that a countable subset in R2 can
have its boundary equal to I X I.
24.11 SECOND INTEGRABILITY THEOREM. Let D be a compact subset
of Rp and let! be continuous with domain D and range in Rq. If the
boundary of D has zero content, then! is integrable over D.
S28 CH. VI INTEGRATION
therefore, that a set D has zero content if and only if it has content and
A (D) = O. This justifies the simultaneous use of Definitions 24.1 and
24.12.
24.14 LEMMA. If Dl and D2 have content, then their union and inter-
section also have content and
(24.12)
In particular, if A (D l (\ D2 ) = 0, then
(24.13)
PROOF. By hypothesis, the boundaries B 1 and B2 of the sets D1 and
D2 have zero content. Since it is readily established that the boundaries
of D l (\ D 2 and D l V D 2 are contained in B l V B2, we infer from 24.2(h)
that the sets D1 (\ D2 and D 1 V D2 have content. In view of Lemma
24.13, we shall suppose that D1 and D2 are closed sets; hence Dl () D2
and D 1 V D 2 are also closed. Let iI, 12, f i and f u be the functions which
are equal to 1 on D 1, D2, D 1 (\ D2 and D1 V D2, respectively, and equal
to 0 elsewhere. Observe that each of these functions is integrable and
(24.14) r g = JDlr
JD
(J + r g.
JDs
PROOF. Define (II and g2 by
gl(X) = g(x), x E D1 g2(X) = g(x),
= 8, x ~ Dl =8,
328 CR. VI INTEGRATION
Figure 24.5.
where a and (3 are continuous functions on [c, d] with values in the interval
[a, b]. If f is continuous on A and has values in R, then f is integrable
on A and
f.
fJ(1j)
jet, 1]) d~.
a(1j)
It is easily seen from this that the boundary of q;(K) can be enclosed in
the union of a finite number of rectangles whose total content is arbitrar-
ily small. Hence q;(K) has content.
It is a little difficult to give an entirely satisfactory proof of the
remainder of this lemma, since we have not defined what is meant by
the determinant of a p X p matrix, One possible definition of the
absolute value of the determinant of a linear function is as the content
of the figure into which the unit cube
Ip = I X ... X I
is transformed. If this definition is adopted, then the case of a general
cube K is readily obtained from the result for Ip.
H the reader prefers another definition for the determinant of a
matrix, he can verify this result by noting that it holds in the case where
q; has the elementary form of multiplication of one coordinate:
({)1(6, .. 'J ~kJ .. 'J ~p) = (hJ ..., ch, ..., ~p),
addition of one coordinate with another:
q;2(6, ..., ~k, ..., tp) = (tl, .. 'J ~j + tk, ..., ~p),
or interchanging two coordinates:
q;3(~1, ..., ~j, ., ~k, , ~p) = (~1, ..., h, ..., ~j, , ~p).
24.22 LEMMA. Let (() belong to Class C' on an open set Gin Rp to Rp.
If D i8 a compact 8ubset of G whch has content zero, then q;(D) has
content zero.
PROOF. Let > 0 and enclose D in a finite number of balls {B j}
lying inside G such that the total content of the balls is less than E.
Since cp is in Class C' and D is compact, there exists a constant }'1 such
that IDq;(x) (z) I < 111 Izi for all xED and z E Rp, Therefore, if x and y
are points in the same ball Bj, then Iq;(x) - q;(y) I < Mix - yl. If the
radius of B j is r j, then the set cp (B j) is contained in a ball with radius
1IJr),. Therefore, <p(D) is contained in a finite number of balls with total
content less than Mpe.
Q.E.D.
CR. VI INTEGRATION
(24.25)
(24.28) LJ))!
lies between (1 - E)P and (1 + )p times the sum
2:U o 'P)(x/)J",,(xj)A(K j ).
(24.29)
Exercises
joining x to y belong to A and that all of the partial derivatives of f of order <n
exist and are continuous on this line segment. Establish Taylor's Theorem
Tn = 1
(n - I)!
{1
}o
(1 _ t)n-lDnj(x + t(y - x) (y - x)n dt.
24.Q. Letfbe defined on a subset A of R with values in Rq. Suppose that the
line segment joining two points x, y belongs to A and thatjis in Class C' at every
point of this segment. Show that
and use this result to give another proof of the Approximation Lemma 21.4.
[Hint: if w E Rq and if F is lefined on I to R by F(t) = f(x +
t(y - x) w,
then F'(t) = Df(x + t(y - x) (y - x) w.]
24.R. Let f be a real-valued continuous function on an interval J in R2 con-
taining 8 = (0,0) as an interior point. If (x, y) is in J, let F be defined on J
to R by
Show that
24.X. Suppose that ({J is in Class C' on an open set G c Rp to Rp and that the
,Jacobian J", vanishes on a set E with content zero. Suppose that D is a compact
subset of G, which has content, and f is continuous on ({J(D) to It Show that
(p(D) has content and
ff
D
I(x, y)dx dy ~ ff
Dp
I(r cos 8, sinO) r dr dO.
(b) Similarly, if l/; is the transformation of the (r, 8, ({J)-space into (x, y, z-)
space given by
fff D
I(x, y, z)dx dy dz ~ ff f
D.
I(r cos 8sin~, rsin 88in~,
r cos ip) r 2 sin ip dr dfJ dip.
24.Z. Show that if p = 2k is even, then the content W p of the closed unit ball
E Rp: [xl < 11 is 1I"k/k!. Show that if p = 2k - 1 is odd, then the content
Ii x
Wp of the closed unit ball is
CR. VI INTEGRATION
a+1
It follows from the Fundamental Theorem 23.3 that
[1 x dxQ = 1 (1 _ Ca+l).
Jc a +1
If a satisfies -1 < a < 0, then ca +! ---4 as c ---40, andfhas an improper
integral. On the other hand, if a < -1, then c +! does not have a Q
(finite) limit as c ---40, and hence f does not have an improper integral.
The preceding discussion pertained to a function which is not defined
or not bounded at the left end point of the interval. It is obvious how
to treat analogous behavior at the right end point. Somewhat more
interesting is the case where the function is not defined or not bounded
at an interiOl~ point of the interval. Suppose that p is an interior point
of [a, b] and that f is defined at every point of [a, b] except perhaps p.
If both of the improper integrals
said to be the infinite integral of f over {x: x > a} if for every E > 0,
there exists a real number M (e) such that if c > M (e) then II - Icl < e.
In this case we denote I by
(25.6) J.+OO f or i+ OO
f(x) dx.
'I
Ic =
c-1 dx = log (c) - log (a).
J. a X
Since log(c) becomes unbounded as c ~ + co, the infinite integral
of f does not exist.
(b) Let f(x) = x a for x > a > 0 and a -;e -1. Then
Ie = J.c a
XCl dx = _1_ (c a +1
a +1
- aa+1 ).
If ex > -1, then a + 1 > 0 and the infinite integral does not exist.
However, if a < - 1, then
+CO aCl+l
J. a x" dx = - a + 1.
(c) Let f(x) = e- for x
X
> O. Then
1 c
e- X dx == - (e- c - 1);
hence the infinite integral of f over (x:;1: > 0 l exists and equals 1.
It is also possible to consider the integral of a function defined on
all of R. In this case we require that f be Riemann integrable over every
interval in R and consider the limits
a
(25.7a) f~ro f(x) dx = b~~oo 1 f(x) dx,
(25.7b) i+ OO
f(x) dx = c~i~oo J.c f(x) dx.
t GEOFFREY H. HARDY (1877-1947) was professor at Cambridge and long-time
dean of British mathematics. He made frequent and deep contributions to mathe-
matical anal. ;is.
CR. VI INTEGRATION
In = ia+n f.
In the important case where f(x) > 0 for all x > a, the next result
provides a useful test.
25.6 THEOREM. Suppose that f(x) > 0 for all x > a and that f is
integrable over [a, c] for all c > a. Then the infinite integral of f exists if
and only if the set {Ie: C > a} is bounded. In this case
PROOF. If a < c < b, then the hypothesis that f(x) > 0 implies that
Ie < h so Ie is a monotone increasing function of c. Therefore, the
existence of lim Ie is equivalent to the boundedness of {Ie: C > a}.
Q.E.D.
when b > c both exceed K(f). We can then apply the Cauchy Criterion
25.5.
Q.E.D.
\
25.10 EXAMPLES. (a) If f(x) = 1/(1 + x ) and {lex) = l/x for 2 2
x > a > 0, then 0 < f(x) < g (x). Since we have already seen in Example
25.4 (b) that the infinite integral
+00 1
1,
1
-dx
x2
exists, it follows from the Comparison Test 25.7 that the infinite integral
[+00 _l_
dx
J1 1 +x 2
exists, whence it follows from the Comparison Test 25.7 that the
infinite integral
I = I.+ w
e-"'da;
also exists. This time, a direct evaluation of the partial integrals is not
possible, using elementary functions. However, there is an elegant artifice
that can be used to evaluate this important integral. Let Ie denote the
partial integral
the integral over {X: x > 11. If we make the substitution t = rand
apply the Change of Variable Theorem 23.8, we obtain
c. dx -_! /,c sin. (t) dt.
2 .
1
(
sm (2)
.. '
x .ri
1 2 1 V t
The preceding example shows that the integral on the right converges
when c ~ + (Xl; hence it follows that the infinite integral
exists. (It should be observed that the integrand does not converge to
o as x ~ + (Xl.)
(e) Suppose that a > 1 and let rea) be defined by the integral
improper integral
[1 e-;l:x..-1 dx
Jo+
exists when 0 < a < 1. Hence we can extend the definition of the
Gamma function to be given for all a > 0 by an integral of the form of
(25.14) provided it is interpreted as a sum
+ 1+(10 e-zxc:r-l dx
~0+
(1
e-zx--1 dx
(1
exists I it follows from the Weierstrass M-test that the infinite integral
+ cos (tx)
CD
fa o
---d
1 + x2
x
converges uniformly for t in an interval [0, ,8] for any ,8 > O. However,
it does not converge uniformly on It E R:t > O} (See Exercise 25.K).
(c) If lex, t) = e- tx sin (x) for x > 0 and t > 'Y > 0 1 then
If(x, t) I < e- tx < e-"(X.
If we set M(x) = e-'Y x , then the Weierstrass M-test implies that the
integral
fa +m e- Ix sin (x) ax
converges uniformly for t > "Y > 0 and an elementary calculation shows
that it converges to (1 + t2)-1. (Note that if t = 0, then the integral no
longer converges.)
(d) Consider the infinite integral
+00 sin (x)
e- tx dx for t > 0,
fao x
where we interpret the integrand to be 1 for x = O. Since the integrand
is dominated by 1, it suffices to show that the integral over E < X con-
verges uniformly for t > O. The Weierstrass Al-test does not apply to
this integrand. However l if we take j(x l t) = sin (x) and q;(x, t) =
e-tx/x, then the hypotheses of Dirichletls Test are satisfied.
35fJ CR. VI INTEGRATION
25.19 THEOREM. Suppose that I and its partial derivative ft are con-
tinuous in (x, t) for x > a and t in J ...., [a, 13]. Suppose that (25.19)
exists for all t E J and that
G (t) = i +m ft(x, t) dx
-d
dt
i+
a
co
I(x, t) dx = i+
a
co
af
- (x, t) dx.
at
PROOF. If F n is defined for t E J to be
t
=
0
~ f.
+(1) e- tz dx
and that the convergence is uniform for t > to > O. If we integrate both
sides of this relation with respect to t over an interval [a,,6] where
o < a < ,6, and use Theorem 25.18, we obtain the formula
log (8/a) = t~ dt = f. +m { t e- tx dt} dx
e- az e-!J x
f.
+co -
= dx.
o x
In order to evaluate the constant C, we use the fact that F(O) = 0 and
Arc tan (0) = 0 and infer that C = O. Hence, if t > 0 and u > 0, then
+a> sin (ux)
Arc tan (ult) =
l o
e- t 7;
x
dx.
(e) Now hold u > 0 fixed in the last formula and observe, as in
Example 25.16(d) that the integral converges uniformly for t > 0 so
that the limit is continuous for t > O. Letting t ~ 0+, we obtain the
important formula
an integral over {x:x > al if and only if the 8et { f. +rofn : n E N }i8
bounded. In this case
ro
f.+ro f = s~p { t fn} = li~ too fn.
f f = Ii~ f fn = s~p {f f n}
[f<8.
By Theorem 25.6 the infinite integral of i exists and, since
1a
+0> i = sup
C
I. f
a
c
= sup {sup
c n
I.ein}
a
= sup {sup
71 can
I. cfn} = sup I.+o:l in,
a
1a f(x, t) dx
By combining (25.29) and (25.31), it is seen that if {32 > {31 > B, then
whence it follows that the limit of i +'" F (x, /3) dx exists as fJ ---t + (Xl.
J. +00 { ~ +00 e-(x+t) sin (xt) dX} dt = ~ +00 {~+OO e-{x+tj sin (xt) dt} dx.
If X > a > 0 and y > a > 0, we can argue as in Example (b) to show
that
+CO e-GU cos (a) f.+OO ye- Gu sin (a)
f.a 1 + y2 dy + a 1 + y2 dy
We want to take the limit as a ~ O. In the last integral this can evi-
dently be done, and we obtain
+co e- az sin
I.
(x)
---~dx.
o x
In view of the fact that e- GU cos (a) is dominated by 1 for y > 0, and the
integral
+CO 1
f.a 1 + y2 dy
exists, we can use the Dominated Convergence Theorem 25.21 to con-
clude that
. f.
hm
a-.O a
+(X) e- au cos (a) _ f.+OO dy
1+y
2 dy -
a 1+y
2
The second integral is a bit more troublesome as the same type of esti-
mate shows that
ye- Gu sin (a) y
< ,
1 + y2 - 1 + y2
and the dominant function is not integrable; hence we must do better.
Since u < e" and Isin (u)1 < u for u > 0, we infer that Ie-au sin (a) I <
l/y, whence we obtain the sharper estimate
ye- au sin (a) 1
I + y2
< --
- 1 + y2
We can now employ the Dominated Convergence Theorem to take the
limit under the integral sign, to obtain
hm
. f. +co
a~O a
ye- all sin (a)
1 + y2 dy = O.
(a) f+~
1 x(1
<b:
+ 0)'
(b) f +~ ++
1
x
x2
2 dx,
1
(c) f +"'"
1
sin(l/x) dx,
x
(d) f +~ co.j:) dx,
25.G. For what values of p and q are the following integrals convergent? For
what values are they absolutely convergent?
25.H. If f is integrable on any interval [0, c] for c > 0, show that the infinite
+CXl {+co
f exists if and only if the infinite integral l5 f exists.
integral
fo 0
+ CO
25.1. Give an example where the infinite integral ! exists but where!
(+ro
25.J. Iff is monotone and the infinite integral Jo ! exists, then xf(x)~O
as x ~ + co.
+cn
25.K. Show that the integral
I.
0
interval [0, ,8] but that it does not converge uniformly for t
x1e-:r: dx converges uniformly for t in an
> 0.
25.L. Show that the integral
(+rn sin(tx) dx
Jo x
is uniformly convergent for t > 1, but that it is not absolutely convergent for
any of these values of t.
25.M. For what values of t do the following infinite integrals converge uni-
formly?
+0> d
(a) x ,
10_0 x" + ~2
370 cIt. VI INTEGRATION
and
fa0+
+0::> UZ-l
duo
R(x, y) =
fa0+ (1 + u)z+y
(d) By integrating the non-negative function
f(t, u) = e- t2- u2
t 2x - 1 U 2 y-l
+
over {(t, u) : t2 u2 = R2, t > 0, u ~ O} and comparing this integral with the
integral over inscribed and circumscribed squares (as in Example 25.10(b),
derive the important formula
B(x,y) = r(x)f(y).
rex + y)
(e) Establish the integration formulas
f.
o
7r/2 ( .
smx
)2n d _ y:;;:f(n +!) _ 135 (2n - 1) 11"
x-
2f(n + 1)
-
246 . (2n) 2
-,
7r/2 -
f.
o
(sinx)2n+ldx = YllT(n + 1) =
2 fen +!)
246 . (2n)
1357 (2n + 1)
25.")'. This and the next project present a few of the properties of the Laplacet
transform, which is important both for theoretical and applied mathematics. To
simplify the discussion, we shall restrict our attention to continuous functions j
defined on {t E R: t > O} to R. The Laplace transform of j is the function 1
defined at the real number 8 by the formula
(+ro
1(8) = Jo e- 8t
jet) dt,
]'(8) = J(+co
0 e- 8t
(-t)f(t) dt.
(b) Suppose thatf and!, are continuous for t > 0, that! converges for S > So
and that e-a1f(t) -+ 0 as t -+ + co for all s > So. Then the Laplace transform of
f' exists for s > So and
A ,..
f' (s) = sf(s) - j(O).
(Hint: integrate by parts.)
(c) Suppose that!, j' and f" are continuous for t > 0 and that! converges for
s > So. In addition, suppose that e-8If(t) and e- 81 j'(t) approach 0 as t -+ co +
for all 8 > So. Then the Laplace transform of j" exists for 8 > 80 and
"'" = s2j(8)
1"(s) "-
- sj(O) - 1'(0).
(d) When all or part of an integrand is seen to be a Laplace transform, the
integral can sometimes be evaluated by changing the order of integration. Use
this method to evaluate the integral
+<:0 sin 8
1 o
-
s
ds = - '
11"
2
(e) It is desired to solve the differential equation
y'(t) + 2y(t) = 3 sin t, yeO) = 1.
Assume that this equation has a solution y such that the Laplace transforms of
y and y' exists for sufficiently large s. In this case the transform of y must satisfy
the equation
sY(s) - yeO) + 2y(s) = 4/(8 - 1), s > 1,
from which it follows that
,. s+3
yes) = (8 + 2)(8 - 1)
Use partial fractions and the table in (a) to obtain yet) = (-!)~I - (t)e- 2t ,
which can be directly verified to be a solution.
(f) Find the solution of the equation
y" + y' = 0, yeO) = u, y'(O) = b,
by using the Laplace transform.
(g) Show that a linear homogeneous differential equation with constant co-
efficients can be solved by using the Laplace transform and the technique of
decomposing a rational function into partial fractions.
876 CR. VIl INFINITE SERIES
(26.2) LX
n =1
n
LX
n=5
n,
(26.5)
Rearrangements of Series
(26.6)
(26.7) LL
;"=1 i=1
Xij, L L:
i=lj=l
Xii
also converge to X.
PROOF. By hypothesis there exists a positive real number A which
is an upper bound for the set in (26.6). If n is fixed, we observe that
m n m
L
i=1
L L
\xinl < i=l i=l
IXiil < A,
for each m in N. It thus follows that, for each n E N, the single series
r::l (Xin) is absolutely convergent to an element y~ in Rp.
384 eH. VII I.KFI::\'ITE SERIES
Cauchy Multiplication
In the process of multiplying two power series and collecting the
terms according to the powers, there arises very naturally a new method
of generating a series from two given ones. In this connection it is nota-
tionally useful to have the terms of the series indexed by 0, 1, 2, ....
26.14 DEFINITION. If Li~O (Yi) and LjC:O (Zj) are infinite series
in Rp, their Cauchy product is the series L;=o (x/.;), where
XI.; = Yo' Zk + Yl' Zk-l + ... + Yk' zoo
Here the dot denotes the inner product in R p. In like manner we can
define the Cauchy product of a series in R and a series in Rp.
It is perhaps a bit surprising that the Cauchy product of two con-
vergent series may fail to converge. However, it is seen that the series
f (-1)"
n=O vn + 1
is convergent, but the nth term of the Cauchy product of this series with
itself is
L
f=O
Zj
converges. This result is often called the Cauchy Condensation Test. (Hint:
group the terms into blocks as in Examples 26.8(b, d).)
26.1. Use the Cauchy Condensation Test to discuss the convergence of the
p-series L (l/n p ).
26.M. Use the Cauchy Condensation Test to show that the series
L 1 'L 1 ,
n log n n(log n) (log log n)
L 1
n (log n) (log log n) (log log log n)
are divergent.
26.N. Show that if C > 1, the series
L 1 , L 1
n(log n)C n(log n) (log log n)C
are convergent.
26.0. Suppose that (an) is a monotone decreasing sequence of positive num-
bers. Show that if the series L (an) converges, then lim (nan) = O. Is the con-
verse true?
26.P. If lim (an) = 0, then L (an) and L (an + 2an+l) are both convergent
or both divergent.
26.Q. Let L (a mll ) be the double series given by
amn = +1, if m - n = 1,
= -1, if m - n = -1,
= OJ otherwise.
388 CH. VII INFINITE SERIES
We shall now give some results which can be used to establish the
convergence or divergence of infinite series. In view of its importance,
we shall pay special attention to absolute convergence. Since the absolute
convergence of the series L: (x n ) in Rp is equivalent with the convergence
of the series L (Ixnl) of non-negative elements of R, it is clear that
results establishing the convergence of non-negative real series have
particular interest.
Our first test shows that if the terms of a non-negative real series are
dominated by the corresponding terms of a convergent series, then the
first series is convergent. It yields a test for absolute convergence that
the reader should formulate.
27.1 COMPARISON TEST. Let X = (x n) and Y = (Yn) be non-negative
real sequences and suppose that for some natural number K,
(27.1) X n < Yn for n > K.
Then the convergence of L (Yn) implies the convergence of L (x n).
PROOF. If m > n > sup {K, M(e)}, then
(27.7)
(b) If there is a real number a < 1 and a natural number K such that
from which it follows that the sequence (k IXk+ll) is decreasing for k > K.
On adding the relation (27.13) for k = K, ... , n and noting that the
left side telescopes, we find that
This shows that the partial sums of L ([xnJ) are bounded and establishes
the absolute convergence of L (x n ).
(b) If the relation (27.12) holds for n > K then, since a < 1,
PROOF. Let m > n > K and add the inequalities obtained from
(27.13) for k = n + 1, ... , m to obtain
n+l
jet) dt < 8m - Sn <
n
-1 <_.
1
n - nP
After using the Comparison Test 27.1, we conclude that the p-series
L (l/n p ) diverges for p < 1.
(b) Now consider the case p = 2; that is, the series L (1In 2 ). We
compare the series with the convergent series L: (n(n ~ 1) of Exam-
ple 26.8(e). Since the relation
1 1
- - - < -2
n(n + 1) n
8.96 CR. VII INFINITE SERIES
and since the sequence (1 + I/n)p) converges to 1, the Ratio Test (in
the form of Corollary 27.8) does not apply.
(e) In desperation, we apply Raabe's Test to the p-series for integral
values of p. First, we attempt to use Corollary 27.11. Observe that
n (1 - (1 -
n +1
1 )P) = n (1 _ 1 +
n
P
+1
_ pep - 1)
2 (n + 1)2
+ ...) .
If we take the limit with respect to n, we obtain p. Hence this corollary
to Raabe's Test shows that the series converges for integral values of
p > 2 (and, if the Binomial Theorem is known for non-integral values
of p, this could be improved). The case p = 1 is not settled by Corollary
27.11, but it can be treated by Theorem 27.9. In fact,
1 1 1 1
---;--= >1--
n +1 n n + lin - n'
and so Raabe's Test shows that we have divergence for p = 1,
(f) Finally, we apply the Integral Test to the p-series. Let Jet) == t- P
and recall that
f. ~
1
n
t
dt = log (n) - log (1),
~
f. -.!
1
n
t P
dt = 1 (n 1-
1- P
p -
> 1 and
diverges if p < 1.
Conditional Convergence
The tests given in Theorems 27.1-27.12 all have the character that
they guarantee that, if certain hypotheses are fulfilled, then the series
998 CR. VII INFINITE SERIES
PROOF. (a) Suppose that ISjl < B for all j. Using (27.18), we have
the estimate
m m
(27.20) L
;=11.
XiYi L
< {Ixm+ll + Ixnl + j=n IXi - xj+11 }B.
If lim (x n ) = 0, the first two terms on the right side can be made arbi-
trarily small by taking m and n sufficiently large. Also if the series (27.19)
converges, then the Cauchy Criterion assures that the final term on this
side can be made less than E by taking m > n > M(E). Hence the Cauchy
Criterion implies that the series L (XnYn) is convergent.
(b) If Xl > X2 > .. " then the series in (27.19) is telescoping and
convergent.
Q.E.D.
i=l
L X Yi
I: XiYi - i=1 1 < 2Ixn+lIB,
where B is an upper bound for the partial Bums of L (y j).
PROOF. This is readily obtained from relation (27.20).
Q.E.D.
The next test strengthens the hypothesis on L (Yn), but it relaxes the
one on the real sequence (x n).
L
i=n
(Xj - Xj+l)Sj < Ix,. - xm+lIB.
By using these two estimates and Abel's Lemma, we conclude that the
series L (XnYn) is convergent in Rp.
Q.E.D.
400 CH. VII INFINITE SERIES
(c) Let X be any real number which is different from 27l"k, where k is
a positive or negative integer. Then, since
2 cos (kx) sin (x/2) = sin (k - !)x - sin (k + !)x,
it follows that
2 sin (x/2) [cos (x) + .'. + cos (nx)] = sin (!)x - sin (n + ~)x,
so that
cos x + ... + cos nx = sin (!)x - sin (n + !)x)
2 sin (x/2)
Therefore, we have the bound
1
leas x + ... + cos nxl < [sin (x/2) I
for the partial sums of the series L (cos nx). Dirichlet's Test shows that
even though the series L (cos nx) does not converge, the series
L cos nx
n
does converge for x r!= 2br, k E Z.
(d) Let x ~ 2k7l", k E Z. Since
2 sin (kx) sin (!)x = cos (k - !)x - cos (k + !)x,
it follows that
2 sin (t)x [sin x + ". + sin nxl = cos (t)x - cos (n + t)x.
Therefore, we have the bound
(a) n.
, , (b) (n!)2
357 . . (2n + 1) (2n)! '
24 . . (2n) 24 .. (2n)
(c) (d)
35 . '(2n +
1) 57 . (2n + 3)
27.K. The series given by
(-I)P+(1.3)P
2
- + (1.3.5)P
- - + ...
24 246
r , sup
= 11m (Ixn+ll)
--r;:r .
Show that if r < 1, thep the series L (x n ) is absolutely convergent and if r > 1,
then the series is divergent.
27.N. Let X = (x n ) be a sequence of non~zero elements in Rp and let a be
given by
.
a = hm sup n 1 - (( --r;:r
Ixn+tI)) .
If a> 1 the series L (x n ) is absolutely convergent, and if a < 1 the series is not
absolutely convergent.
27.0. If p, q are positive, then the serirs
+ 1) .. . (p + 2)(p + n)
L (p
(q + 1)' . .(q + 2)(q + n)
II an or ala2aa'" an' ..
n=1
+
(c) Infinite products often have terms of the form an = 1 Un' In keeping
with our standing restriction, we suppose Un > - 1 for all n E N. If Un ~ 0,
show that a necessary and sufficient condition for the convergence of the infinite
product is the convergence of the infinite series
L Un.
n=1
L
n=1
Un
II (1 + un)
n =1
is convergent.
CH. vn INFINITE SERIES
(28.5)
i: sin (nx)
n =1 n
However, it follows from the discussion in Example 26.21 (d) that if the
interval J = [a, b] is contained in the open interval (0, 211"), then the
partial sums Sn(x) = Lk=l (sin (kx) are uniformly bounded on J.
Since the sequence (lin) decreases to zero, Dirichlet's Test 28.8 implies
that the series (28.5) is uniformly convergent on J.
norm of the nth term on I is lin, we cannot apply the Weierstrass Test.
Dirichlet's Test can be applied if we can show that the partial sums of
L ( -l)ne-lIx ) are bounded. Alternatively, Abel's Test applies since
L (-I)nln) is convergent and the bounded sequence (e- nx ) is mono-
tone decreasing on I (but not uniformly convergent to zero).
Power Series
We shall now turn to a discussion of power series. This is an important
class of series of functions and enjoys properties that are not valid for
general series of functions.
28.11 DEFINITION. A series of real functions L Un) is said to be a
power serie8 around x = c if the function in has the form
c
la Illn < -.
n - Ixl
This is equivalent to the statement that
(28.7)
Therefor"l, \anxnl > 1 for infinitely many n, so that the sequence (anX n )
does not converge to zero.
Q.E.D.
Therefore, the radius of convergence of the two series is the same, so the
formally differentiated series is uniformly convergent on each compact
subset of the interval of convergence. We can then apply Theorem 28.5
to conclude that the formally differentiated series converges to the
derivative of the given series.
Q.E.D.
It is to be observed that the theorem makes no assertion about the end
points of the interval of convergence. If a series is convergent at an end
point, then the differentiated series mayor may not be convergent at
this point. For example, the series L::=0 (x n /n 2 ) converges at both end
points x = -1 and x = + 1. However, the differentiated series
Moreover, this series converges absolutely to fCk) for lxl < R and uni-
formly over any compact subset of the interval of convergence.
If we substitute x = 0 in (28.10), we obtain the important formula
(28.11) j<k) (0) = k! ak.
converges to f(x} for Ixl < r. Similar (but less stringent) conditions on
the magnitude of the derivatives can be given which yield the same
conclusion.
As an example, we present an elegant and useful result due to Serge
Bernstein concerning the one-sided expansion of a function in a power
senes.
28.19 BERNSTEIN'S THEOREM. Let f be defined and possess deriva-
tives of all orders on an interval [0, r] and suppose that f and all of its
derivatives are non-negative on the interval [0, r]. If 0 < x < r, then f (x)
is given by the expansion
co jCn)(o)
f(x) = L
n=O n!
xn .
PROOF. We shall make use of the integral form for the remainder in
Taylor's Theorem given by the relation (23.16). If 0 < x < r, then
n-l f(k) (0)
(28.14) f(x) = k~ k! x
k
+ Rn ,
where we have the formula
n 1
Rn = x - (1 (1 _ s)n-lfCn) (Sx) ds.
(n-l)l}o
Since all the terms in the sum in (28.14) are non-negative,
n1
(28.15) fer) > r- {I (1 _ s)n-lj<n) (sr) ds.
(n - 1)! }o
Since j<n+l) is non-negative, fen) is increasing on [0, r]; therefore, if x is in
this interval, then
x n- 1 fal
(28.16) Rn < (l - s)n-lf(sr) ds.
(n - I)! 0
a NH
< E+ (1 - x) < 2E.
1- X
This establishes formula (28.17).
Q.E.D.
One of the mOEt interesting things about this result is that it suggest a
method of attaching a limit to series which may not be convergent. Thus,
if :L:=l (b n ) is an infinite series, we can form the corresponding power
series l: (bnx n). If the bn do not increase too rapidly, this power series
converges to a function B (x) for Ixl < 1. If B (x) -4 {j as x ~ 1 -, we
say that the series l: (b n ) is Abel summable to {j. This type of summation
is similar to (but more powerful than) the Cesaro method of arithmetic
means mentioned in Section 14 and has deep and interesting conse-
quences. The content of Abel's Theorem 28.20 is similar to Theorem
14.8; it asserts that if a series is already convergent, then it is Abel sum-
mabIe to the same limit. The converse is not true, however, for the series
l::=o (-l)n is not convergent but since
1 en
-- = L: (-l)n x n,
1 +x n=O
Exercises
28.A. Discuss the convergence and the uniform convergence of the series
L (fn), where in(x) is given by
(a) (x 2 + n 2)-1, (b) (nx)-2, x :P 0,
2
(c) sin (xln ), Cd) (x n + 1)-\ x "20,
(e) xn(x + 1)-1, X 2': 0,
n (f) (_l)n(n + x)-t, x 2 0.
28.B. If L (an) is an absolutely convergent series, then the series L (an sin nx)
is absolutely and uniformly convergent.
28.C. Let (c n ) be a decreasing sequence of positive numbers. If L (c n sin nx)
is uniformly convergent, then lim (nc n ) = 0.
28.D. Give the details of the proof of Dirichlet's Test 28.8.
28.E. Give the details of the proof of Abel's Test 28.9.
28.F. Discuss the cases R = 0, R = + 00 in the Cauchy-Hadamard Theorem
28.13.
28.G. Show that the radius of convergence R of the power series L (anX n) is
given by
lim(~)
la +ll n
whenever this limit exists. Give an example of a power series where this limit
does not exist.
28.H. Determine the radius of convergence of the series 1: (anX n ) , where an is
given by
(a) 1jn", (b) n<:<jn!,
(c) nnIn!, (d) (log n)-l, n > 2,
(e) (n 1) 2j (2n) !, (f) n-vI,;.
28.1. If an = 1 when n is the square of a natural number and an = other-
wise, find tile radius of convergence of L. (anX n ). If b" = 1 when n = m! for
mEN and bn = otherwise, find the radius of convergence of L (bnx n).
28.J. Prove in detail that
lim sup (jna n I1/n ) = lim sup (la n ]lln).
28.K. If < p ~ lanl ~ q for all n E N, find the radius of convergence of
L (anX n ).
28.L. Let f(x) = L (anX n ) for Ixl < R. If f(x) = f( -x) for aU Ix) < R,
show that an = for all odd n.
28.M. Prove that if i is defined for Ixl < r and if there exists a constant B
such that Ij<n) (x) I :::; B for alllxl < rand n E N, then the Taylor series expansion
00 fen) (0)
L:--x
n=O n!
n
(Hint: it is sufficient to treat the case 8 = O. Also use the fact that
lim [E (pnX n )]-1 = 0.)
x..... l -
28.W. Apply Appell's Theorem with p(x) = 1::".0 (x n ) to obtain Abel's
Theorem.
28.X. If (an) is a sequence of real numbers and ao = 0, let 8 n = at an + ... +
and let ern = (81 + ... + 8... )/n. Prove Frobenius't Theorem: If 8 = lim (ern)
then
8 = lim L anx n
x.....l - n=O
Projects
28.a. The theory of power series presented in the text extends to complex
power series.
(a) In view of the observations in Section 10, all of the definitions and
theorems that are meaningful and valid for series in R 2 are also valid for series
with elements in C. In particular the results pertaining to absolute convergence
extend readily.
(b) Examine the results of Section 26 pertaining to rearrangements and the
Cauchy product to see if they extend to C.
(c) Show that the Comparison, Root, and Ratio Tests of Section 27 extend
to C.
(d) Let R be the radius of convergence of a complex power series
Prove that the series converges absolutely for Izi < R and uniformly on any
compact subset of {z E C : Izi < R I.
(e) Let f and (J be functions defined for D = I z E C : Iz1 < r I with values in
C which are the limits on D of two power series. Show that if f and (J agree on
D n R, then they agree on all of D.
(f) Show that two power series in C can be multiplied together within their
common circle of convergence.
28.(3. In this project we define the exponential function in terms of power
series. In doing so, we shall define it for complex numbers as well as real.
(a) Let E be defined for Z E C by the series
00 zn
1: "
E(z) = n=on.
The following list includes books that were cited in the text and some addi-
tional references that will be useful for further study.
Anderson, K. W., and D. W. Hall, Sets, Sequences, and Mappings, John Wiley
and Sons, New York, 1963.
Apostol, T. M., Mathematical Analysis, Addison-Wesley, Reading, Mass., 1957.
Boas, R. P., Jr., A Primer oj Real Functions, Carns Monograph Number 13,
Mathematical Association of America, 1960.
Bohr, H., Almost Periodic Functions, H. Cohn, translator, Chelsea, New York,
1947.
Buck, R. C., Advanced Calculus, McGraw-Hill, New York, 1956.
Dienes, P., The Taylor Series, Oxford University Press, London, 1931. (Reprinted
by Dover, New York, 1957.)
Dieudonne, J., Foundations oj Modern Analysis, Academic Press, New York,
1960.
Dunford, N., and J. T. Schwartz, Linear Operators, Part I, Interscience, New
York, 1958.
Goffman, C., Real Functions, Rinehart, New York, 1953.
Graves, 1. M., Theory oj Functions oj Real Variables, Second Edition, McGraw-
Hill, N ew York, 1956.
Hall, D. W., and G. L. Spencer II, Elementary Topology, John Wiley and Sons,
New York, 1955.
Halmos, P. R., Na~ve Set Theory, D. Van Nostrand, Princeton, 1960.
Hamilton, N. T., and J. Landin, Set Theory, Allyn-Bacon, Boston, 1961.
Hardy, G. H., A Course oj Pure Mathematics, Ninth Edition, Cambridge Univer-
sity Press, Cambridge, 1947.
Hardy, G. H., Divergent Series, Oxford University Press, London, 1949.
Hardy, G. H., J. E. Littlewood, and G. Palya, Inequalities, Second Edition
Cambridge University Press, Cambridge, 1959.
Kazarinoff, N. D., Analytic Inequalities, Holt, Rinehart and Winston, New York
1961.
Kelley, J. L., General Topology, D. Van Nostrand, New York, 1955.
Knopp, K., Theory and Application oj Infinite Series, R. C. Young, translator,
Hafner, New York, 1951.
Landau, E., Foundations of Analysis, F. Steinhardt, translator, Chelsea, New
York, 1951.
422
Hints for Selected Exercises
The reader is urged not to look at these hints unless he is stymied. Most of
the exercises call for proofs, and there is no single way that is correct; even if
the reader has given a totally different argument, his may be entirely correct.
However, in order to help the reader learn the material and to develop his
technieal skill, some hints and a few solutions are offered. It will be observed
that more detail is presented for the early material.
Section 1
The opposite inclusion is proved by reversing these steps. The other equality is
handled similarly.
l.J. If x E G (n[Aj:j E J}), then x ~ n[Aj:j E J). This implies that there
exists a k E J such that x $ A k Therefore, x E e (A k ), and hence x E U! e (A i) :
j E J). This proves that e (n A J cue (A t>. The opposite inclusion is proved
by reversing these steps. The other equality is similar.
Section 2
2.A. If (a, c) and (a, c') belong to go f, then there exist b, h' in B such that
(a, b), (a, b') belong to f and (b, c), (b', c') belong to g. Sincef is a function,
b = b'; since g is a function, C = c'.
2.B. No. Both (0, 1) and (0, -1) belong to C.
2.D. Letf(x) = 2x, g(x) = 3x.
2.E. If (b, a), (b, a') belong to f-1, then (a, b), (a', b) belong to j. Since j is
one-one, then a = a'. Hence j-1 is a, function.
424
426 HINTS FOR SELECTED EXERCISES
Secticm 6
7.K., A set K is convex if and only if it contains the line segment joining any
two points in K. If x, Y E K 1, then It x + (1 - t)yl ~ tlxl + (1- t)Iyl < t +
(1 - t) = 1 so tx + (1 - t)y E K 1 for < t < 1. The points (1,0) belong
to K 4 , but their midpoint (0,0) does not belong to K4.
7.1. If x, y belong to nK a , then x, y E K a for all a. Hence tx + (1 - t)y E K a
for all a; whence it follows that nKa is convex. Consider the union of two dis-
joint intervals.
7.M. Every point Ixl = 1 is an extreme point of K 1 There are no extreme
points in K 2 Every point on the three bounding lines is an extreme point of K 3
Section 8
so that y E G. If z = 0, then there does not exist a positive real number r such
that every point y in R satisfying Iy[ < r belongs to F. Similarly for z = 1.
8.B. If x = (~, 1) E G, take r = 1 - Ixl. If x E H, take r = inf {Ixl, 1 - Ixl).
If z = (1,0), then for any r > 0, there is a point y in e (F) such that Iy - zl < r.
8.E. If z = 0, then for any r > 0, there is a point yin e (A) such that Iy - zl
< r. Hence A is not open. If w = 1, then for any r > 0, there is a point u in A
such that lu - wi < r. Hence ~(A) is not open so that A is not closed.
8.H. Let Fn = Ix E Rp: Ixl ~ 1 - lin) for n E N.
8.1. Let G be open in Rp and let A be the subset of G consisting of the elements
of G whose coordinates are all rational numbers. By Theorem 3.2, the set A is
countable. For each x in A there is a smallest natural number n z such that if
n> n J: then the set Fz,n = lyE Rp:ly -xl < lin) is contained in G. Show
that G equals U {Fz,n:x E A, n = n",j.
8.J. Take complements of sets in 8.1. Alternatively, if F is closed in Rp, let
Gn = {y E Rp: [y - xl> lin for all x E Fl for n E N. Show that Gn is open
and that F = n IGn : n EN).
8.R. If A- = n {F: F closed and F ~ A), then A-is closed, by Theorem
8.6(c). A- is the intersection of sets containing A, so A c A-. It follows that
A- c (A -)-. Since A-is closed and (A -)- is the intersection of all closed sets
containing A-, it follo\vs that (A~)- c A-, whence A- = (A-)-. If F is closed
and A V B c F, then A C F and B c F, A- C F and B- c F so that A-V
B- C F. Therefore, A-V B- C (A V B)-. COllversely A C A-and B c B- ,
whence it follows that A VB c A - IJ B-. Since the latter set is closed it follows
that (11 V B)- c A - IJ B-. Clearly 0 c 0-, and since 0 is closed, it follows that
0- c ~3.
8.L. True for closed sets, false in general.
8.M" Either argue by analogy with 8.K or use the fact that the complement
of closed sets is open.
S.N. Let'/J = 1, and let A = Q.
430 HINTS FOR SELECTED EXERCISES
If there are infinitely many points in the bounded set {x n }, then there is a cluster
point ;z:. Since Xm E Fn for m > n and since Fn is closed, then x E F11 for all n EN.
9.H. If d(x, F) = 0, then x is a cluster point of the closed set F.
9.J. No. Let F = {y E Rp: Iy - xl = rl, then every point of F has the same
distanee to x.
9.K. Let G be an open set and let x E Rp. If H = {y - x:y E G}, then H is
an open set in Rp.
9.L. Apply 8.3(b) and 8.18.
9.M. Follow the argument in 9.7, except use open intervals instead of open
balls.
+
9.N. If the point (xo, Yo) lies on the line ax by = c, then the point (xo + at,
+
yo bt), t 0, does not lie on this line and the distance between these points is
ItI(a 2 + b2 )1/2.
9.0. Yes. Let A = Q n L
9.P. Not necessarily.
9.Q. Suppose that Q = n (Gn:n E Nl, where Gn is open in R. The comple-
ment F'n of Gn is a closed set which does not contain any non-empty open subset,
by The~orem 5.16. Hence the set of irrationals is the union of a countable family
of closed sets not one of which contains a non-empty open set but this contradicts
Corolla,ry 9.10.
9.S. If F is a closed set containing the dense set D, ~hen it follows from
Theorem 8.10 that F must contain every cluster point of D and hence F = Rp,
so that D- = Rp. If D is not dense in Rp, let x be a point in Rp which is not a
cluster point of D, and let V be an open neighborhood of x which contains no
point of D except (perhaps) x. Then H = e(V) V Ix} is a closed set containing
D such that H rf Rp.
9.T. Of course, the entire space Rp is open and dense in Rp. Alternatively, let
p = 1 and take G = R \Z, then G is open and dense in R" The only dense closed
subset of Rp is Rp.
9.D. By Exercise 8.K, (A V B)- = A- V B~ so it follows that the union of
any subset with a subset which is dense, is also dense. According to Exercise 9.R,
an open set is dense in Rp if and only if its complement does not contain a non-
void open set in Rp. Apply Baire's Theorem (or the first two steps in its proof),
to find that the closed set e(Dl n D 2 ) = e(D 1 ) U e(D2 ) cannot contain a
non-void open subset of Rp.
9.V. The set D 1 V D 2 is dense, but it may happen that D1 n D 2 is not dense.
9.W. As in the second part of Exercise 9.D, we consider the complements
e(Dn ). The result follows from Baire's Theorem.
Section 10
1O.A" Examine the geometrical position ofiz = (-y, x) in terms of z = (x, y).
1O.B" Note that cz = (x cos () - y sin (), x sin () + y cos 0), and this corre-
sponds to a counter-clockwise rotation of 8 radians about the origin.
lO.e.. The circle Iz - cj = r is mapped into the circle Iw - Cac + b)1 = lair.
We can write z = a-1w - a-1b and calculate x = Re z, y = 1m z in terms of
HINTS FOR SELECTED EXERCISES
12.P. Note that (xn:!) is a subsequence of ((1 + 1/n)n) and that (Yn) is in-
creasing. Either argue as in Example 12.3(d) to show that (Yn) is bounded or
consider (Y2k1!2).
12.Q. The sequence (an) is increasing and (b n ) is decreasing. Moreover,
an < b", for all n EN.
12.V. Let yn E F be such that Ix - Ynl < d + l/n. If Y = lim (Ym,), then
Ix - yl = d.
12.X. The set K is bounded. To show that it is closed, let z be a cluster point
of K. Use Exercise 12.T to obtain z = Jim (x n + Yn) and use the Bolzano-
Weierstrass Theorem 12.4 twice.
Section 13
13.A. All.
13.C. If x E Z, the limit is 1; if x ~ Z, the limit is 0.
13.E. If x = 0, the limit is 1; if x ~ 0, the limit is 0.
13.G. If x >
and
< E < 71"/2, then tan (71"/2 - E)
nx 2: tan (71"/2 - E) for all n 2: n x , from which
> 0. Therefore
Section 14
14.A" (a) lim inf(xn ) = -1; lim SUp (x n ) = 1. (b) 0,2. (c) The sequence is
neither bounded below nor above.
14.B. See the first part of the proof of Lemma 14.5.
14.C. Let y = lim inf (x n ). Let nl be such that x n! < Y + 1; let n2 > nl be
such that X n2 < Y + !, etc.
14.D. (i) If x* = lim sup (x n ) and > 0, then there are only a finite number of
n E N such that x* + E < Xn. However, by the definition of x*, there must be an
infinite number of n E N such that x* - E < Xn. Hence 14.3(a) implies 14.3(b).
(ii) If x* satisfies the condition in 14.3(b), then for m sufficiently large we have
Vm < x* + E. Hence inf (v m 1 < x* + E and so inf 1Vrn I < x*. Since there are in-
finitely many n E N with x* - f < Xn, then x* - E < Vrn for all m. Hence x* -
E < inf 1Vm I for arbitrary E > and so x* < inf (v m I. Therefore 14.3 (b) implies
14.3(c). (iii) Since (v m) is a monotone decreasing sequence, then inf (vml =
lim (v m ), so 14.3(c) implies 14.3(d). (iv) If X' = (x nk ) is a convergent subse-
quence of X = (x n ), then since nk > k, we have Xnk < Vk and hence lim X' <
lim (Vk) - x*. Conversely, there exists a natural number n, such that Vi - 1 <
1
X1ll < V1. Inductively, choose nk+l > nk such that Vnk - k +1 < X +
nk 1 < Vn".
HINTS FOR SELECTED EXERCISES
Section 15
Section 16
Section 18
18.G. (b) If E> 0, there exists aCE) > 0 such that if c < x < c + aCE),
x E ~(f), then If(x) - bl < E. (c) If (x,,) is any sequence in ~(f) such that
C < Xn and c = lim (x ll ) , then b = lim (/(x ll ).
18.J. (a) If M> 0, there exists m> 0 such that if x ~ m and x E ;D(f),
then f(x) ~ /ff. (b) If M < 0, there exists 0 > 0 such that if 0 < Ix - cl < 0,
thenf(x) < M.
18.L. (a) Let ~(r) = sup {j(x):x > rl and set L = lim /pCr). Alterna-
..-.+'"
tively, if E > 0 there exists m(E) such that if x ~ m(E), then Isup {f(x):x > r}
-LI < E.
18.M. Apply Lemma 18.12.
18.N. Consider the function f(x) = -I/Ixl for x ":F 0 and f(O) = O.
18.P. Consider Example 15.5(h).
18.R. Not necessarily. Consider fn(x) = - x n for x E I.
18.S. Yes.
Section 19
19.D. Observe that g'(O) = 0 and that g'(x) = 2x sin (l/x) - cos (l/x) for
x ~ O.
19.E. Yes.
19.F. Let {Tn} be an enumeration of the rational numbers in I and consider
L 2-nlx - r.. l
19.H. Yes.
19.K. If a and b are not multiple roots of f, then f'(a)f'(b) < O. The general
cltSe can be reduced to this one.
19.M. The function f has n-fold roots at x = 1. Hence f' has (n - I)-fold
roots at x = 1 and a root in the interval (-1, 1), etc.
19.U. (a) Since f'(a) exists, if E > 0, then f(a h) - f(a) = hf'(a)
hE(h), where !E(h)1 < E for h sufficiently small. Hence I(a +
h) - f(a - h)
= 2hf'(a) + +
h[E+(h) E_(h)J.
19.V. Use the Mean Value Theorem.
19.X. That such examples exist is an immediate consequence of the Weier-
strass Approximation Theorem.
HINTS FOR SELECTED EXERCISES
Let M ~ IIfll and let 0 = e/4Mn. If Q = (Yo, yl, ..., Ym) is a partition with
norm IIQII < 0, let Q* :::; Q U P t so that Q* :::::> P and has at most n - 1 more
poin~ than Q7 Show that S(Q*;fl - SeQ;!) reduces to at most 2(n - 1) tenns
of the form (f(E) - !(-'7) I (x; - Yk) with lXi - Ykl < o.
22.G. Observe that the displayed inequality asserts that if Si(P;!, g),j = 1,2,
are two Riemann-Stieltjes sums corresponding to the partition P, then
ISl(P;!, g) - S2(P;!, g)1 < E. In proving the sufficiency of this condition, it
may be convenient to select ~i and "7i such that !(~i) and f("7i) are close to the
supremum and the infimum, respectively, of f on the interval [Xi-l, x;].
22.H. Apply Exercise 22.G.
22.X. Let gl(O) = 0, gl(X) == ! for 0 < x < 1 and gl(l) = 1.
Section 23
23.0.. If m < j(x) < M for e <x$ d, then there exists a constant A with
m < A < M such that
23.D. Consider f(x) = -1 for x < 0 and!(x) = 1 for x > 0, then F(x) = Ixl.
23.E.. Apply the Mean Value Theorem 19.6 to obtain F(b) - F(a) as a Rie-
mann sum for the integral of f.
23.J. If m < f(x) < M for x E J, then
23.K. Since f.(x) - f.(c) = l' fn', we can apply Theorem 22.12 to obtain
23.N. Direct estimation shows that M" < M(b - a)1'''. Conversely,/(x) >
M - E on some subinterval of J.
23.0. The functions 'P, 'P- 1 are one-one and continuous. The partitions of
[e, d] are in one.-one correspondence with the partitions of [a, b} and the Riemann-
Stieltjes sums of Jog with respect to g 0 'P are in one-one correspondence with the
Riemann-Stieltjes sums of f with respect to g.
23.R. Prove that the functions G and H are continuous. The remainder of
the proof is as in 23.12.
23.S. Apply Theorem 23.5 to (23.15) with h(t) = (b - t)..-I.
23.V. The function f is uniformly continuous on J 1 X J 2
HINTS FOR SELECTED EXERCISES
Section 27
27.A. (c) If L (an) is absolutely convergent, then L (bn) is too. If an = 0
except when sin(n) is near 1, we can obtain a counter-example. (d) Consider
an = [n(log n)2]-l.
27.D. (a) and (e) are divergent. (b) is convergent.
27.E. (b), (c), and (e) are divergent.
27.1. (a) is convergent. (b) is divergent.
27.J. (a) is convergent. (c) is divergent.
27.R. Apply Dirichlet's Test.
Section 28
28.A. (a) and (c) converge uniformly for all x. (b) converges for x ~ 0 and
uniformly for x in the complement of any neighborhood of x = O. (d) converges
for x > 1 and uniformly for x ~ a, where a > 1.
28.0. If the series is uniformly convergent, then
len sin nx + ... + C2n sin 2nxl < E,
provided n is sufficiently large. Now restrict attention to x in an interval such
that sin kx > ! for n < k < 2n.
28.H. (a) 00, (c) lie, (f) 1.
28.L. Apply the Uniqueness Theorem 28.17.
28.N. Show that if n E N, then there exists a polynomial P n such that if
x ~ 0, thenf<n) (x) = e- 1/Z2P.,(1/x).
28.T. The series A (x) = L (anX n), R(x) = :E (bnx n), and G(x) = L (cnX n )
converge to continuous functions on 1. By the Multiplication Theorem 28.8,
G(x) =, A (x)B(x) for 0 < x < 1, and by continuity G(l) = A (l)R(l).
28.U. The sequence of partial sums is increasing on the interval [0, 1].
28.V. If t > 0, then lanl < EPn for n > N. Break the sum :E (anxn) into a
sum over n = 1, ..., N and a sum over n > N.
INDEX